SONAD 2016

Program

9:00-10:00	Invited keynote presentation by Yuying Li
10:00-10:30	Coffee break
10:30-11:30	First presentation session: Rangarajan Sudarsan: Simulating biofilm detachment effectively using the Immersed Boundary (IB) Method Edson Pindza: Spectral domain decomposition methods for efficient valuations of partial integral differential equations in finance Eunice Chan: The Fibonacci-Mandelbrot polynomials and matrices
11:30-1:30	Lunch
1:30-2:30	Second presentation session: Guangning (Gary) Tan: Computing derivatives of a DAE solution in parallel Amir Hejazi: A neural network approach to efficient valuation of large VA portfolios Chun Ho (Nat) Leung: PDE pricing for options under stochastic correlation
2:30-3:00	Coffee break
3:00-4:00	Third presentation session: Edward Cheung: Self-training with adaptive regularization for S^3VM Parsiad Azimzadeh: Weakly chained matrices, policy iteration, and impulse control Maryam Ghasemi: An error controlled time-adaptive method for highly nonlinear degenerate problems arising in biofilm formation