When: Tuesday, June 28, 2022 - Wednesday, June 29, 2022, 9:30 AM - 5:00 PMWhere: MB3.02 , Mile End
Speaker: Dr Sheehan Olver; Dr Nick Hale; Dr Ron Chan; Dr Marco Fasondini;
A two-day workshop teaching open-source packages for computing with functions (ApproxFun and Chebfun) with financial, mathematical, and physical modelling applications.
This intercollegiate workshop is open to students from Queen Mary's School of Mathematical Sciences and Imperial College London's Department of Mathematics. There are a total of 40 places available. For full details on the event, please visit the booking page. When registering for the workshop, it is important that you use your Queen Mary or Imperial email address as this event is not open to the general public.
28 June 2022
Morning: Approximation theory and introduction to Chebfun/ApproxFun
Lunch and refreshments provided
Afternoon: Solving differential equations in Chebfun/Approxfun
29 June 2022
Morning: 2D multivariate approximation and PDEs
Afternoon: Applications
Event ends
We have a number of great speakers at the event and you can find a profile for each of them below.
Dr Sheehan Olver is the founder of Approxfun and a Reader in Applied Mathematics and Mathematical Physics at Imperial College London since 2017. Before joining Imperial College London, Dr. Olver was a Lecturer, Senior Lecturer and Associate Professor at The University of Sydney. Olver’s research interest focuses on numerical analysis and computational methods. He has developed spectral methods for ordinary and partial differential equations, singular integral equations, and Riemann–Hilbert problems, with applications in integrable systems and the study of random matrices.
Dr Nick Hale was the lead developer of Chebfun (part-funded by The MathWorks) for two years. He is an Associate Professor of Applied Mathematics at University of Stellenbosch since 2019. Prior to this appointment, Hale was Post-doctoral Research Fellow at the University of Oxford. Hale’s research focus is on numerical analysis, scientific computing, and computational software, in particular spectral methods for differential equations, fast algorithms for polynomial and related transforms, numerical solution of fractional differential equations, and numerical complex analysis.
Dr Ron Chan is a Lecturer in Mathematics at Queen Mary University of London. Prior to joining the School of Mathematical Finance, Chan was a Senior Lecturer in Finance at University of East London, a Risk Specialist at Standard & Poor’s (London) and a Software Engineer at IBM Global. Chan’s main research focuses on the domains of finance, machine learning, numerical methods and statistics. In one line of research, Chan applies numerical methods and machine learning techniques, mainly numerical linear algebra approaches, to derivatives pricing and hedging problems, value investment strategies and extremely large derivatives portfolio management. Recently, Chan has been involved using Chebfun in financial engineering.
Dr Marco Fasondini is a Research Associate at Imperial College London. Previously holding a postdoc at University of Kent, Fasondini’s research focuses spectral methods, orthogonal polynomials, differential equations in the complex plane.