Tobias von Petersdorff
Department of Mathematics
University of Maryland
1301 Math Bldg
College Park MD 20742-4015
phone: +1 301 405-5117 office: MTH 4409
FAX: +1 301 314-0827 office hours: Tue 1-3pm
e-mail: tvp@math
Teaching in Fall 2007
Research Interests
Elliptic and parabolic boundary value problems; numerical methods
- Nonsmooth domains like polygons and polyhedra
- Singular behavior of the solution near edges and vertices
- Efficient numerical approximation using Finite Element Methods,
Boundary Element Methods and nonuniform meshes
- Multigrid and Wavelet techniques for Boundary Element Methods
Some Publications
- Fast Deterministic
Pricing of Options on Levy Driven Assets (with A. Matache and C.
Schwab). To appear in Mathematical Modeling and Numerical Analysis (first
appeared July 2002 as Research Report 2002-11, Seminar für Angewandte
Mathematik, ETH Zurich)
- Numerical
Solution of Parabolic Equations in High Dimensions (with C. Schwab).
To appear in Mathematical Modeling and Numerical Analysis (first appeared
2003 as Preprint NI03013-CPD, Isaac Newton Institute for Mathematical
Sciences)
- Wavelet
Discretizations of Parabolic Integro-Differential Equations (with C.
Schwab), SIAM Journal on Numerical Analysis Volume 41, Number 1 (2003)
(first appeared August 2001 as Report 2001-07, Seminar für Angewandte
Mathematik, ETH Zurich)
- Boundary
Element Methods for Maxwell Transmission Problems in Lipschitz Domains
, Numerische Mathematik Volume 95, Number 3 (2003) (first appeared July
2001 as Report 2001-05, Seminar für Angewandte Mathematik, ETH Zurich
- A Short Proof for Romberg Integration
(The American Mathematical Monthly, Oct. 1993)
Abstract , Postscript
- Wavelet Approximations for First Kind Boundary Integral
Equations on Polygons (with C. Schwab)
Numerische Mathematik Volume 74, Number 4 (1996) (Technical Note BN-1157
, Institute for Physical Science and Technology, University of Maryland,
College Park)
Abstract , Load Postscript
- Multiwavelets for Second Kind Integral Equations (with
C. Schwab and R. Schneider) SIAM Journal of Numerical Analysis 34 (1997),
no. 6
(Technical Note BN-1176 , Institute for Physical Science and Technology,
University of Maryland, College Park)
Abstract , Load Postscript
- Fully Discrete Multiscale Galerkin BEM (with C. Schwab)
Multiscale Wavelet Methods for Partial Differential Equations (W. Dahmen,
A. J. Kurdila, P. Oswald, eds.), Academic Press, 1997, volume 6 in series
Wavelet Analysis and its Applications" (C. K. Chui, ed.). (Research Report
No. 95-08, Seminar für Angewandte Mathematik, Eidgenössische Technische
Hochschule, Zürich, Switzerland)
Abstract , Load
Postscript
- Boundary Element Methods with Wavelets and Mesh
Refinement (with C. Schwab)
(Research Report No. 95-10, Seminar für Angewandte Mathematik,
Eidgenössische Technische Hochschule, Zürich, Switzerland)
Abstract , Load
Postscript
- A Multigrid Method on Graded Meshes for a Hypersingular Integral
Equation (with E. P. Stephan)
Abstract , Load Postscript
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