24th Southern Ontario Numerical Analysis Day: SONAD 06


May 5, 2006
Department of Computer Science
University of Toronto
Toronto, Ontario, Canada

NEW: A picture from a coffee break during the conference (taken by Rudi Mathon).
More photographs from the conference taken by Charles Dunham:
start of the day, Xiaofang Ma, Xiaofang Ma, Wayne Enright introducing Wei Xu, Xiaofang Ma installing Simon Clift's presentation, audience, Thomas Coleman, coffee break (Richard Pancer and Robert Corless), coffee break (Paul Muir, Robert Corless and Robert Enenkel), coffee break, coffee break (Hans De Sterck, Dhavide Aruliah and Wayne Enright), reception (Robert Enenkel, Dhavide Aruliah, Robert Corless and Simon Clift).

The 24th Southern Ontario Numerical Analysis Day will be held in room B 149 of the Earth Sciences Building, Univeristy of Toronto St. George campus (downtown), on Friday, May 5, 2006. All lectures will be held in this room. The Earth Sciences Building is ES on the campus map. The entrance to this building closest to the meeting room is the one off Bancroft Ave. (5 Bancroft Ave., south side). (Notice that there are three indications "ES" in the campus map, all corresponding to the same building, but different entrances.)
All participants are invited to the closing reception at the Faculty Club from 5:30 - 7:00. (The faculty club is FC on the map and is directly north of our meeting room.) This event is sponsored by the Department of Computer Science of the University of Toronto.
Registration is free, but for the organizers to have an accurate estimate of the number of participants, you need to register.
Parking: You can park in non-reserved areas of the campus for $14 a day. Buy a ticket from a nearby machine, and press "maximum time". For the same price, you can also park in the underground parking of Bahen Institute of Technology Building, marked BA on the campus map. The BA parking entrance is off of Huron, north of College (north of building AR and south of building HU).

Programme with abstracts of talks

Programme at-a-glance
Friday 5 May 2006
8:30 Refreshments
9:25 Opening remarks
9:30 Xiaofang Ma, University of Toronto
Loss Distribution Evaluation for Synthetic CDOs
9:55 Wei Xu, McMaster University
A Fast Symmetric SVD Algorithm for Hankel Matrices
10:20 Simon S. Clift, University of Waterloo
Numerical Solution of Two-Factor, Jump Diffusion Models for Option Pricing
10:45 Coffee Break
11:05 Paul Muir, St. Mary's University
A User-Friendly Fortran 90/95 Boundary Value ODE Solver
11:50 Hossein Zivari Piran, University of Toronto
DDVERK90: A first step toward a user-friendly DDE modeling package
12:15 Lunch Break
1:45 Thomas Coleman, University of Waterloo
Practical optimization for finance
2:30 Cheng Liu, York University
A New Instantaneous Frequency Estimator using Time-Frequency Distribution
2:55 Kimia Ghobadi, McMaster University
Discretization and Optimization of a Heat-Transfer Problem
3:20 Break
3:40 Richard Pancer, University of Toronto
The Numerical Solution of Almost Block Diagonal or Bordered Almost Block Diagonal Linear Systems Arising in Numerical Methods for BVODEs
4:05 Iris R. Wang, University of Waterloo
Robust Numerical Valuation of European and American Options under the CGMY Process
4:30 Maja Omanovic, University of Waterloo
Efficient Least-Squares Matching of Dental X-rays for Forensic Identification Purposes
4:55 Robert Enenkel, IBM Toronto Lab
Can software floating-point division be faster than hardware?
5:30 Reception

NA day main page Abstracts Registration Participants Directions Accommodation
Maps: Campus Toronto Public transportation General: Toronto