Speaker Peter Z.G. Qian University of Wisconsin-Madison http://www.stat.wisc.edu/~zhiguang/ Description Cross-validation and stochastic optimization (i.e., optimization involving integrals) are...
Speaker Larry Schumaker Vanderbilt University http://www.math.vanderbilt.edu/~schumake/ Description Piecewise polynomial spline spaces defined on mixed meshes consisting of triangles and rectangles...
Description The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of...
Description We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capability to output derivative information. Our work is a...
Event Topic: Computational Mathematics & Statistics
Event Topic: Computational Mathematics & Statistics
Event Topic: Computational Mathematics & Statistics
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...
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 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...
