Mean curvature flow in heterogeneous media
Monday, 4.4.11, 16:30-17:30, Raum 226, Hermann-Herder-Str. 10
I consider the evolution by mean curvature in a heterogeneous\nmedium, modeled by a periodic forcing term with zero average. I discuss the existence of a homogenization limit, when the dimension of the periodicity cell tends to zero, and show some properties of the effective velocity.\n\n
Some applications of cubature on Wiener space
Wednesday, 6.4.11, 11:15-12:15, Raum 232
Weak approximation of SDEs is one of the most important topics\nnumerical topics of mathematical finance.\nWe give an overview of the Kusuoka-Lyons-Victoir method of cubature on Wiener space and some of its variants (mostly the Ninomiya-Victoir method) and extensions, for instance to processes with jumps and stochastic partial differential equations. We also present some applications in finance.\n
Organizers: H. R. Lerche and D. Stich
Thursday, 28.4.11, 09:00-10:00, Raum 404, Eckerstr. 1