Wednesday, July 16

3:15 PM-5:15 PM
Meyer Library, Forum Room

Deterministic and Stochastic Parabolic Problems: Analysis and Computations

Parabolic differential equations arise from a variety of applications and in a variety of forms. The minisymposium gives a flavor of the diversity of research in this area being carried out within the Program in Scientific Computing and Computational Mathematics at Stanford. Applications discussed are stochastic effects on interface motion, mathematical finance and domain decomposition.

Mathematical techniques include the analysis of waveform relaxation for deterministic linear and nonlinear problems employing principles from domain decomposition, asymptotic analysis of problems with random coefficients arising in financial modeling and the study of invariant measures for the stochastic partial differential equations that describe perturbed interface motion.

Organizer: Martin J. Gander
Stanford University

3:15 Space-Time Continuous Analysis of Waveform Relaxation for Reaction Diffusion Equations
Martin J. Gander, Organizer
3:45 Space-Time Domain Decomposition for Parabolic Problems
Eldar Giladi and Herbert B. Keller, California Institute of Technology
4:15 Stochastic Volatility Modelling in Finance
Kaushik Ronnie Sircar, Stanford University
4:45 Waveform Relaxation for Parabolic PDEs
Sigitas Keras, University of Toronto, Canada

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MMD, 5/30/97