### Wednesday, July 16

3:15 PM-5:15 PM

*Meyer Library, Forum Room*

## MS54

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*