Universality in numerical computations with random data. Case studies

20 June 2014
16:30
Abstract

Universal fluctuations are shown to exist when well-known and widely used numerical algorithms are applied with random data. Similar universal behavior is shown in stochastic algorithms and algorithms that model neural computation. The question of whether universality is present in all, or nearly all, computation is raised. (Joint work with G.Menon, S.Olver and T. Trogdon.)