Applied Math Seminar Spring Quarter 2009 Friday, 3:15 - 4:15 p.m. Sloan Mathematics Corner, Building 380, Room 380-C Organized by Laurent Demanet
March 30 Special: Monday 4:15p
Giulia Di Nunno Mathematics U. of Oslo
Lower and upper bounds of martingale measure densities in continuous time markets
April 3
Alexander Vladimirsky Mathematics Cornell
Homogenization and multiobjective optimization -- computational challenges
April 10 Special: 11AM room 380-W
Joel Tropp Appl and Comput Math Caltech
Beyond Nyquist: Efficient sampling of sparse, bandlimited signals
April 10 3:15p
Mark Alber Math and Physics U of Notre Dame
Connection between discrete stochastic and continuous models in biology
April 17
Patrick Guidotti Mathematics UC Irvine
Nonlinear Diffusions and Denoising: From Perona-Malik to some recent developments
April 24
Steve Shkoller Mathematics UC Davis
A priori estimates for the free-boundary 3-D compressible Euler equations in physical vacuum
May 1
Melvin Leok Mathematics Purdue
Lie group and homogeneous variational integrators and their applications to geometric optimal control theory
May 8
Michael Mahoney Math Stanford
Statistical Leverage and Improved Matrix Algorithms
May 12 Special 4:15p 380-C
Naoki Saito Math UC Davis
Laplacian Eigenfunctions that do not feel the boundary: Theory, Computation, and Applications
May 15
Jean-Pierre Fouque Statistics UCSB
Calibration of Stock Betas from Skews of Implied Volatilities
May 20 Special 4:15p 380-Y
Alexander Tartakovsky Math USC
Adaptive Spatial-Temporal Image Processing Techniques and Applications to Remote Sensing
May 22
Mark Embree Comp and Appl Math Rice
Convergence and Shift Behavior for Arnoldi Eigenvalue Computations
May 29
Ken Golden Mathematics U of Utah
Climate Change and the Mathematics of Transport in Sea Ice
June 5
Gunnar Martinsson Applied Math CU Boulder
Fast matrix computations via random sampling
Review of Past Seminar Schedules
For updates check http://math.stanford.edu/~applmath To be added to the seminar email list please contact the organizer.