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Programme

Chair for morning: Nick Higham.
9:50 -10:00 Opening remarks
10:00-10:40
Konstantinos Zygalakis (University of Oxford).
On the existence and applications of modified equations for stochastic differential equations
10:45-11:25
Yuji Nakatsukasa (University of California, Davis)).
Dqds with aggressive early deflation
Coffee/Tea
11:50-12:30
Bart Vandereycken (ETH).
A Riemannian optimization approach for computing low-rank solutions of Lyapunov equations
Lunch
Chair for afternoon: Mark Ainsworth.
13:30-14:10
Ben Adcock (Simon Fraser University).
Stable reconstructions in Hilbert spaces and the resolution of the Gibbs phenomenon
14:15-14:55
Arnulf Jentzen (Princeton University).
Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz continuous coefficients
15:00-15:40
Richard Norton (University of Oxford).
Convergence Analysis of Planewave Expansion Methods for Schroedinger Operators with Discontinuous Periodic Potentials
Coffee/Tea and end of workshop
16:30
Prize ceremony. Prizes to be presented by Professor Christopher Baker (The University of Manchester and the University of Chester).

Last modified: January 11, 2012 12:30:09 PM GMT.

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