15:45
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
Abstract
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDE
Relatively little is known about the ability of numerical methods for stochastic differential equations (SDE
Abstract:
(joint work with Allen Hatcher) Let M be a compact, connected 3-manifold with a
fixed boundary component d_0M. For each prime manifold P, we consider the
mapping class group of the manifold M_n^P obtained from M by taking a connected
sum with n copies of P. We prove that the ith homology of this mapping class
group is independent of n in the range n>2i+1. Our theorem moreover applies to
certain subgroups of the mapping class group and include, as special cases,
homological stability for the automorphism groups of free groups and of other
free products, for the symmetric groups and for wreath products with symmetric
groups.
I shall report on a programme of research which is joint with Terence Tao. Our
goal is to count the number of solutions to a system of linear equations, in
which all variables are prime, in as much generality as possible. One success of
the programme so far has been an asymptotic for the number of four-term
arithmetic progressions p_1 < p_2 < p_3 < p_4 <= N of primes, defined by the
pair of linear equations p_1 + p_3 = 2p_2, p_2 + p_4 = 2p_3. The talk will be
accessible to a general audience.
The "secular equation" is a special way of expressing eigenvalue
problems in a variety of applications. We describe the secular
equation for several problems, viz eigenvector problems with a linear
constraint on the eigenvector and the solution of eigenvalue problems
where the given matrix has been modified by a rank one matrix. Next we
show how the secular equation can be approximated by use of the
Lanczos algorithm. Finally, we discuss numerical methods for solving
the approximate secular equation.