SONAD 2017
Southern Ontario Numerical Analysis Day


will take place at McMaster University in Hamilton, ON

on May 19, 2017




About:

The Southern Ontario Numerical Analysis Day (SONAD) is an annual one-day conference that brings together researchers (faculty, graduate students, postdoctoral fellows, and visitors) working in broad areas of numerical analysis and scientific computing at Ontario universities. Department of Mathematics and Statistics at McMaster University is pleased to host SONAD in its 35th year. We invite graduate students and post-doctoral fellows to submit abstracts for 20-minute presentations (see registration link below).


Date & Location:

The event will take place in Hamilton Hall, Room #305 (directions to campus), on Friday, May 19, 2017.


Keynote Lecture:       Developments and Opportunities in Summation-by-Parts Operators by Professor David Zingg (University of Toronto Institute for Aerospace Studies)

Abstract: Spatial discretizations of partial differential equations that have the summation-by-parts (SBP) property can often be provably stable. This property has recently been generalized to accommodate operators applied as element-type operators, greatly extending the applicability of the concept. In particular, this generalization extends to multiple dimensions such that SBP operators can be developed for unstructured meshes in addition to the traditional tensor-product form applicable only to structured meshes. These generalizations of SBP operators provide numerous opportunities for the development of robust high-order methods for the solution of partial differential equations such as the Navier-Stokes equations governing fluid flow.

Registration & Abstract Submission:

Registration is free and easy, but mandatory. See the registration page for details.
Deadline: Friday, May 5, 2017.


Directions:

Directions to the campus can be found here. The conference will take place in Hamilton Hall which is marked "2" on campus map. Parking information is available here --- a convenient and economical solution is to park on lot M which is a 10-minute walk from Hamilton Hall (shuttle service is also available).


Organizing Committee:

SONAD 2017 is being organized by Bartosz Protas and Nicholas Kevlahan


Acknowledgements:

Support for the meeting is provided by the Faculty of Science at McMaster.


Program:

Please see Abstracts for a complete listing of the conference presentations with abstracts and Participants for a complete list of participants

9:00 -
9:05
Bartosz Protas and Nicholas Kevlahan (McMaster) Opening remarks
9:05 -
10:00
Keynote Lecture: David Zingg (Toronto) Developments and opportunities in summation-by-parts operators
10:00 - 10:20 Tamas Horvath (Waterloo) Comparison of higher order accurate hybridizable and embedded space-time discontinuous Galerkin methods
10:20 - 10:40
Ramsha Khan (McMaster)
A data assimilation scheme for the one-dimensional shallow water equations
10:40 - 11:00

Coffee


11:00 - 11:20
Nian Ke (Waterloo) Learning minimum variance discrete hedging directly from market
11:20 - 11:40
Parsiad Azimzadeh (Waterloo) Convergence of approximation schemes for weakly nonlocal second order equations
11:40 - 12:00
Yuwei Chen (Toronto) Valuing of two-asset option: comparison between numerical PDE and analytical approaches
12:00 - 12:20
David Farahany (Toronto) Mixing LSMC and PDE methods to price Bermudan options
12:20 - 14:00

Lunch

(on your own)


14:00 - 14:20
Mary Pugh (Toronto)
A variable step size implicit-explicit scheme for the solution of the Poisson-Nernst-Planck equations
14:20 - 14:40
Xiulei Cao (York)
A conservative finite volume scheme for Poisson-Nernst-Planck equations on adaptive moving mesh grids
14:40 - 15:00
Rejean Leblanc (Toronto) Applying Langevin based MCMC methods to radial velocity data
15:00 - 15:20
Reza Zolfaghari (McMaster) Structural analysis of integral-algebraic equations
15:20 - 15:40

Coffee


15:40 -
16:00

Yangang Chen (Waterloo Multigrid methods for the Monge-Ampère equations
16:00 - 16:20
John Ernsthausen (McMaster) Rigorous defect control and the numerical solution of ODEs
16:20 - 16:40 Srinivas Tamvada (McMaster) Load balancing distributed branch-and bound computations using lowest common ancestors and controlled branching
16:40 - 17:00
Nike Dattani (McMaster)
Numerical functional integration on GPUs: How we may actually calculate the incalculable!