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Weak Numerical Schemes for Stochastic Differential Equations in Geophysics
Abstract In the past few decades, scientists studying the partial differential equations used to describe the dynamics of the atmosphere and oceans in weather and climate models have become...
Analysis of the Multiplicity Matching Parameter in Suffix Trees
Description Abstract We analyze one redundant aspect of the encoder for the Lempel-Ziv '77 data compression algorithm. We prove that the number of pointers into the LZ'77 database asymptotically...
Fredholm Differential Operators and Dichotomy
SpeakerYuri LatushkinDepartment of Mathematics, University of Missourihttp://www.math.missouri.edu/~yuri/ Description Abstract We prove that a first order linear differential operator G=-d/dt+A(t)...
Additive Multigrid Theory
SpeakerSusanne BrennerDepartment of Mathematics, University of South Carolinahttp://www.math.sc.edu/~fem/brenner.html Description Abstract The convergence of the V-cycle multigrid algorithm is usually...
What Do You Need to Solve Problems with Many Variables?
Description Abstract In many practical problems the number of independent variables is large compared to the number of data. For example, to determine the fair price of an exotic option one must...
Shannon Sampling Theorem and its Applications in Wavelets and Tomography
SpeakerAhmed ZayedDepartment of Mathematical Sciences, DePaul Universityhttp://condor.depaul.edu/azayed/ Description Abstract In this talk we give a short introduction to the three themes mentioned in...
Radial Basis Functions and their Applications
SpeakerMartin BuhmannDepartment of Mathematics, Justus-Liebig-Universität Giessen, Germanyhttp://www.uni-giessen.de/www-Numerische-Mathematik/buhmann.html Description Abstract In this talk we shall...
Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts
SpeakerAlexander MelnikovDepartment of Mathematical & Statistical Sciences, University of Alberta, Edmontonhttp://www.math.ualberta.ca/Melnikov_A.html Description Abstract The talk is devoted to how...