Sixth International Congress on Industrial and Applied Mathematics (ICIAM 07)

Zurich, Switzerland

16-20 July 2007

 

Important Minisymposiums to Attend:

Minisymposium 1 (NR: IC/MP/043/S/4)
Extended Splitting methods for Partial Differential Equations : Theory and Application (Part I)
Organizer: Juergen Geiser, geiser@mathematik.hu-berlin.de

Minisymposium 2 (NR: IC/MP/025/S/37)
Modeling and Numerical Methods for Multi-dimensional and Multi-physical problems
Organizer: Juergen Geiser, geiser@mathematik.hu-berlin.de

Minisymposium 3 (NR: IC/MP/025/S/72)
Extended Splitting methods for Partial Differential Equations : Theory and Application (Part II)
Organizer: Juergen Geiser, geiser@mathematik.hu-berlin.de

Minisymposium 4 (NR: IC/MP/010/J/219)
Advances on Modeling in Financial Mathematics
Organizers: Abdul Khaliq, akhaliq@mtsu.edu, Qin Sheng, Qin_Sheng@baylor.edu

Minisymposium 5 (NR: IC/MP/081/J/3642)
Advances on Computation in Financial Mathematics
Organizers: Abdul Khaliq, akhaliq@mtsu.edu, Qin Sheng, Qin_Sheng@baylor.edu

 

Talks registered - Part I of II

1.  Nonlinear Iterative Operator-Splitting Methods and Applications for Nonlinear Parabolic Partial Differential Equations
    Juergen Geiser, Humboldt-Universität zu Berlin, Germany

2.  Numerical Simulation of Two Dimensional Wave-Equations via Split Sine and Cosine Schemes
    Juergen Geiser and Qin Sheng, Humboldt-Universität zu Berlin, Germany and Baylor University, USA

3.  Stabilities of Adaptive Split-Step Schemes for Nonlinear Quenching Problems
    Qin Sheng, Baylor University, USA

4.  Time Parallel Time Integration Methods for ODEs and PDEs
    Martin J. Gander, University of Geneva, Switzerland

5.  Efficient Adaptive and Process-Preserving Modified Newton's Method for Solving Reactive Multicomponent Transport Problems
    Alexander Prechtel, Friedrich-Alexander-Universität, Germany

6.  A Splitting Moving Mesh Method for 2D and 3D Quenching and Blow-up Problems
    Ping Lin, National University of Singapore, Singapore

7.  Description of Light Focusing by a Spherical Lens Using Diffraction Integral Method
    Shekhar Guha, AFRL, USA

8.  On the Local Error of Splitting Approximations of Reaction-Diffusion Equations with High Spatial Gradients
    Stephane Descombes, École normale supérieure de Lyon, France

9.  Numerical Simulation of Multi-Physics Problems with Discontinuous Galerkin Method with Analytical Test-Functions
    Ruediger Mueller, Humboldt-Universität zu Berlin, Germany

10.  Stability and Accuracy of Higher-Order Operator Splitting Methods for Parabolic Equations
    Andrew Sornborger, University of Georgia, USA

11.  Splitting Methods for Molecule Orientations of Liquid Crystals and Liquid Crystal Flows
    Ping Lin, National University of Singapore, Singapore

12.  Propagation of High Intensity Light in Semiconductors
    Leonel Gonzalez, AFRL, USA

 

Talks registered - Part II of II

1.  Multiscale Volatility Diffusion Models
    Ronnie Sircar, Princeton University, USA

2.  American Options under Regime Switching Levy Models
    Sergey Levendorskiy, University of Texas at Austin, USA

3.  Calibration of Forward Rate Volatility in a Bayesian Framework
    Christoph Reisinger, Oxford University, UK

4.  The Heston Stochastic Volatility Model: Parameter Estimation Through Maximum Likelihood and Filtering
    Francesco Zirilli, Universita Roma La Sapienza, Italy

5.  Finite Horizon Portfolio Selection with Transaction Costs
    Min Dai, National University of Singapore, Singapore

6.  Multiname and Multiscale Default Modeling
    Knut Knut Solna, University of California, Irvine, USA

7.  Multi-level Quasi-Monte Carlo Path Calculations for Finance
    Michael Giles, Oxford University, UK

8.  An Optimal Variance Reduction Method for Density Estimation
    Ahmed Kebaier, Université de Marne-La-Vallée, France

9.  Highly Efficient Numerical Schemes for Pricing Exotic Options
    Abdul Q. M. Khaliq, Middle Tennessee Sate University, USA

10.  Software Issues in Wavelet Analysis of Financial Data
    Robert Tong, The Numerical Algorithms Group Ltd., UK

11.  A Semi-smooth Newton Method for an Inverse Problem in Option Pricing
    Bertram Düring, J. Gutenberg-Universität Mainz, Germany

12.  Numerical Valuation of Performance-Dependent Options
    Thomas Gerstner, Institute for Numerical Simulation, Germany

13.  A Direct Method for Pricing American – Style Derivatives
    Sebastian Quecke, Univsität zu Köln, Germany

14.  On the Smoothing of Crank-Nicolson Method and Higher Order Methods for Pricing Barrier Options
    Mohammad Yousuf, King Fahd University of Petroleum and Minerals, Saudi Arabia

15.  Computation of Risk Contribution in the Vasicek Portfolio Credit Loss Model
    Xinzheng Huang, Delft University of Technology, The Netherlands

16.  Multi-asset Option Pricing Using Radial Basis Functions
    Elisabeth Larsson, Uppsala University, Sweden

 

 

ICIAM 07 Conference Information

Registration Information (Please make your registration as early as possible before Jan. 31, 2007 for a lower registration fee)

Hotel Information

 

Back to Home Page