Southern Ontario Numerical Analysis Day,  

Friday, April 29

University of Waterloo, W C Davis Center, Rooms DC 1301, 1302,

Program

8:30

Light refreshments

DC 1301

8:50

Welcome

DC 1302

9:00

Dhavide Aruliah, UOIT

DC 1302

 

An analysis of partitioned nonlinear systems

 

10:00

Jichao Zhao, UWO

DC 1302

 

Symbolic generation of compact finite difference methods for numerical solution of integro—differential equations

 

10:30

social break

DC 1301

10:50

Jingrui Zhang, UT

DC 1302

 

A high-performance method  for the biharmonic Dirichlet problem

abstract

11:20

Sung Min Hong, UW

DC 1302

 

Shape modeling of plant leaves for photo-realistic graphics

 

11:50

Lunch

DC 1301

 

can be purchased at the Davis Centre food fair

 

1:00

Cornelis Oosterlee, Delft University of Technology

DC 1302

 

Grid stretching, high order discretizations and sparse grid techniques for solving multi-asset options

 

2:00

Ted Xiao Guo, UT

DC 1302

 

An agent-based simulation of continuous double-auction markets

abstract

2:30

Jian Wang, UW

DC 1302

 

Hedging with a Correlated Asset: An Insurance Approach

 

3:00

social break

DC 1301

3:20

Amir Amiraslani, UWO

DC 1302

 

A survey of Rayleigh quotient method and its variations

 

3:50

Wei Xu, McM

DC 1302

 

A Divide-and-Conquer Method for the Takagi Factorization

abstract

4:20

Hans De Sterck, UW

DC 1302

 

Scalable sparse matrix solvers on supercomputers

abstract