********************************************************************


                                                     Seminar

             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

------------------------------------------------------------------------------------------

　

　

　

Title

:

Lifting the Curse of Dimensionality: Numerical Integration in Very High Dimensions

　

　

　

Speaker

:

Prof. Ian H. Sloan

　

　

Scientia Professor of Mathematics at the University of New South Wales,

　

　

Chair Professsor at Hong Kong Polytechnic University

　

　

　

Date

:

April 27th, 2009 (Monday)

　

　

　

Time

:

4:30 p.m. - 5:30 p.m.

　

　

　

Venue

:

Room 513

　

　

William M.W. Mong Engineering Building

　

　

(Engineering Building Complex Phase 2)

　

　

CUHK

　

　

　

------------------------------------------------------------------------------------------

Abstract:
　

Richard Bellmann coined the phrase \"the curse of dimensionality\" to describe the extraordinarily rapid increase in the di±culty of most problems as the number of variables increases. A typical problem is numerical multiple integration, where the cost of any integration formula of product type obviously rises exponentially with the number of variables. Nevertheless, problems with hundreds or even thousands of variables do arise, and are now being tackled successfully. In this talk I will tell the story of recent developments, in which in less than a decade the focus turned from existence theorems to concrete constructions that achieve the theoretically predicted results even for integrals in thousands of dimensions with many thousands of points. Suitable integration rules of this kind are now being applied to applications from mathematical finance and other fields.


-------------------------------------------------------------------------------------------

Biography:
　

Ian Sloan is a Scientia Professor of Mathematics at the University of New South Wales, and a Chair Professsor at Hong Kong Polytechnic University under the Distinguished Scholars Scheme. He is a Fellow of the Australian Academy of Science, and Past President of the International Council of Industrial and Applied Mathematics. In 2008 he received the award of Officer in the Order of Australia (AO).


************************* ALL ARE WELCOME ************************

　

　

　

Host

:

Prof. Chen Nan

Tel

:

(852) 2609-8237

Email

:

nchen@se.cuhk.edu.hk

　

　

　

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

　

:

Department of Systems Engineering and Engineering Management

　

　

CUHK

Website

:

http://www.se.cuhk.edu.hk/~seg5810

Email

:

seg5810@se.cuhk.edu.hk

　

　

　

********************************************************************