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...
Description We will focus on estimating the drift coefficient and the Hurst parameter for some parabolic SPDEs driven by multiplicative fractional noise. Using the singularity of the probability...
Description In this talk, a few numerical methods for moving boundary problem of partial differential equations will be reviewed. In particular, the boundary integral method is explained in detail...
Description We discuss ideas for a new adaptive algorithm that will enable us to tackle the problems of moving boundaries and fluid-surface interactions. This algorithm combines the flexibility and...
SpeakerJinbo XuToyota Technological Institutehttp://ttic.uchicago.edu/~jinbo/ Description Given the primary sequence of a protein, can we predict its three-dimensional structure by computational...
SpeakerJunhui WangUniversity of Illinois - Chicagohttp://www.math.uic.edu/people/profile?mscsid=jwang Description In classification, semi-supervised learning occurs when a large amount of unlabeled...
Description Classification is a very useful statistical tool for information extraction. Among numerous classification methods, margin-based classification techniques have attracted a lot of attention...
SpeakerPatrick CheriditoPrinceton Universityhttp://www.princeton.edu/~dito/ Description Conditions are given for the existence and uniqueness of equilibria in incomplete dynamic market models when...
