91ÖÆƬ³§

Nonintrusive Polynomial Chaos on Nested Unstructured Meshes

SpeakerAkil NarayanUniversity of Massachusetts Dartmouthhttp://www.math.umassd.edu/~anarayan/ Description We present a novel method for construction of polynomial interpolation grids on arbitrary...

Algebra, Geometry and Combinatorics for Network Models

The Error Analysis through Dual Net and Walsh Function in Quasi-Monte Carlo Method

Event Topic: Computational Mathematics & Statistics

Statistical Inference for Fractional SDEs and Applications

Deterministic Guaranteed Automatic Numerical Algorithms for Univariate Integration

Event Topic: Computational Mathematics & Statistics

About Equations with Drift and Diffusion

SpeakerLuis SilvestreUniversity of Chicagohttp://www.math.uchicago.edu/~luis/ Description We will discuss the parabolic equation which consists on the heat equation plus a first order term. This term...

Backward Stochastic Differential Equation

Dynamic Acceptability Indices and Risk Measures Description Mariusz Neieweglowski Title: Backward Stochastic Differential Equation Dr. Neieweglowski will start give a presentation about BSDE for...

Localized bases for fitting scattered data and kernel quadrature

Event Topic: Computational Mathematics & Statistics

Mariusz Nieweglowski

Dynamic Acceptability Indices and Risk Measures

Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...