10:00 - 10:10
- 10:00-11:00 아산이학관 532호
Binomial tree (문경숙 교수)
- 11:00-12:00
Finite difference method (김준석 교수)
- Heat equation: Stability, Convergence
- Black-Scholes equation: Stability, Convergence
10:10 - 12:00
- 14:00-15:00 아산이학관 532호
Advanced methods: (김준석 교수)
GMRES, BiCG Stab, Multigrid, OSM, Parallel computing
[1]YOUCEF SAAD AND MARTIN H. SCHULTZ, A generalized minimal residual algorithm for solving nonsymmetric linear systems,SIAM J. ScI. STAT. COMPUT.Vo|. 7, No. 3, July 1986
[2]H. A. VAN DER VORST, Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems, SIAM J. ScI. STAT. COMPUT.Vol. 13, No. 2, pp. 631-644, March 1992
- 15:00-16:00 Poster Session 아산이학관 611호 앞
Multigrid (포스터발표자:정다래)
Adaptive OSM (Operator Splitting Method) (포스터발표자:배신영)
Parallel computing on Linux cluster (포스터발표자:이동선)
