Description The prudence of an investment and its return vs. risk are two concepts that are clearly related. However, formal links between the two are hard to find. By adapting a capability measure...
SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...
Speaker Sergey Nadtochiy University of Michigan http://www.lsa.umich.edu/math/people?uniqname=sergeyn Description Consider a regular diffusion on a real line, with the transition semigroup (P t). We...
SpeakerDongbin XiuPurdue Universityhttp://www.sci.utah.edu/~dxiu/ Description Polynomial interpolation is well understood on the real line. And many techniques in multi-dimensional space employs the...
Description We develop a framework for narrowing the theoretical spread between ask prices and bid prices of derivative securities in models of discrete time markets with transaction costs using...
Description We extend for the first time the linear discretization theory of Schaback, developed for meshfree method, to nonlinear operator equations, relying heavily on methods of Bohmer, Vol I...
SpeakerDexuan XieUniversity of Wisconsin - Milwaukeehttp://www4.uwm.edu/letsci/math/people/faculty/xie.cfm Description A nonlocal continuum electrostatic model can significantly improve the accuracy...
SpeakerWei ChenNorthwestern Universityhttp://www.mech.northwestern.edu/people/faculty/profiles/chen-wei.html Description Various sources of uncertainty exist in simulation-based design under...
Event Topic: Computational Mathematics & Statistics
