Southern Ontario Numerical Analysis Day 2010

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Program

A list of abstracts.

8:30am - 8:55am		Registration, coffee
8:55am - 9:00am		Peter Forsyth (UW), Opening remarks
9:00am - 9:20am		Alireza Mohammadi (UWO)
		Spectrally-Accurate Method for Flows in Grooved Channels
9:20am - 9:40am		Swathi Amarala (UW)
		A New Multigrid Time Stepping Scheme for Euler Equations
9:40am - 10:00am		Mohammad Farazmand (McMaster)
		Controlling the Dual Cascade of Two-dimensional Turbulence
10:00am - 10:30am		Coffee break
10:30am - 10:50am		Kante Easley (UT)
		Energy-based Error Control Strategies Suitable for Molecular Dynamics Simulation
10:50am - 11:10am		Jonathan Gustafsson (McMaster)
		Computation of Steady Incompressible Flows in Unbounded Domain
11:10am - 11:30am		Michael Lam (UW)
		Biologically Inspired Neural-Network Model of the Visual System
11:30am - 12:15pm		Keynote speaker, Prof. Hongmei Zhu (York)
		Channelized Instantaneous Frequency, Local Group Delay and Their Applications
12:15pm - 1:40pm		Lunch
1:40pm - 2:00pm		Alexander Dubitski (UOIT)
		Numerical Continuation of Parameter Dependent Solutions to Nonlinear Problems
2:00pm - 2:20pm		Yiqing Huang (UW)
		A Penalty Method for Pricing Guaranteed Minimum Withdrawal Benefits (GMWB)
2:20pm - 2:40pm		Vladislav Bukshtynov (McMaster)
		Reconstruction of Solution-Dependent Parameters in Constitutive Relations
2:40pm - 3:00pm		Duy Minh Dang (UT)
		Pricing of Cross-Currency Interest Rate Derivatives on Graphics Processing Units
3:00pm - 3:30pm		Coffee break
3:30pm - 3:50pm		Xuan Vinh Doan (UW)
		A Robust Algorithm for Semidefinite Optimization Problem
3:50pm - 4:10pm		Anis Sardar Haque (UWO)
		Cache Friendly Sparse Matrix-vector Multiplication
4:10pm - 4:30pm		Diego Ayala (McMaster)
		Maximum Enstrophy Growth in Burgers Equation
4:30pm - 4:50pm		Stephen Tse (UW)
		A Very Efficient and Almost Exact Simulation of the Cox-Ingersoll-Ross(CIR) Process
4:50pm - 5:00pm		Closing remarks