Description A current challenge in the modeling of surface reaction-diffusion systems is to connect the length scales from a realistic atomistic treatment of local ordering of adsorbed reactants and...
SpeakerWilliam S. ClevelandPurdue Universityhttp://www.stat.purdue.edu/~wsc/ Description Divide and recombine (D&R) is a framework for the analysis of very large datasets, ubiquitous today in science...
SpeakerVadim LinetskyNorthwestern Universityhttp://users.iems.northwestern.edu/~linetsky/ Description We show how to construct multi-dimensional Markov processes with dependent jumps via multivariate...
Description The purpose of this talk is to describe the application of dynamical systems techniques to study fluid flow. In particular we will focus on flow in the cardiovascular system. It is widely...
SpeakerDonald SaariUniversity of California - Irvinehttp://www.math.uci.edu/~dsaari/ Description "Arrow's Theorem" is a beautiful mathematical result; it is among the mathematical theorems that have...
Description We analyze a halftoning framework where one minimizes a functional consisting of the difference of two convex functions. One of them describes attracting forces caused by the image gray...
Event Topic Stochastic & Multiscale Modeling and Computation
SpeakerStephane CrepeyUniversite d'Evry, Francehttp://grozny.maths.univ-evry.fr/pages_perso/crepey/ Description In this work we consider the issue of numerical solution of a doubly reflected backward...
Description Water waves are perhaps the most notable features of the planet, and they have occupied the attention of scientist since the birth of civilization. Yet they remain incompletely understood...
Description In this talk, a few numerical methods for pricing European options under the Heston model will be reviewed. In particular, the comparison of computational cost and accuracy between methods...
