On the Importance (and Perils)
of Being SkewSymmetric

Prof. Arieh Iserles
Department of Applied Mathematics and Theoretical Physics
University of Cambridge
Cambridge, UK
(Poster)
(Photo)


Date: 
17 March 2014 (Monday) 
Time: 
3:30pm  4:30pm (Preceded by Reception at 3:00pm) 
Venue: 
RRS905, Sir Run Run Shaw Building,
Ho Sin Hang Campus, Hong Kong Baptist University



Abstract
In this talk we go back to the very basics of numerical analysis of PDEs, stability theory
of finite difference schemes for linear evolution equations with variable coefficients.
We prove that a universal "magic wand" renders numerical methods stable: the (first)
space derivative should be discretised by a skewsymmetric matrix. The downside,
however, is a barrier of 2 on the order of such methods on uniform grids. We derive a
general theory coupling grid structure with the availability of skewsymmetric matrices
corresponding to highorder methods.


All
are welcome 

