
Audio and/or slides are available for talks given at the Fields Institute
during the following events in the year July 2001  June 2002.
For events from September 2012 onwards, plus selected events from
JuneAugust 2012, please see our video archive.
For events from other years, plus those JuneAugust 2012 talks that are only available in audio format, please
consult the audio/slides home page.
Various Dates Throughout the Year
June 2002
May 2002
April 2002
March 2002
February 2002
December 2001
November 2001
October 2001
Coxeter Lecture Series
 October 29, 2001: Eugene Golub, Stanford University:
Matrices, Moments and Quadrature (Part 1)
 October 30, 2001: Eugene Golub, Stanford University:
Matrices, Moments and Quadrature (Part 2)
 November 1, 2001: Eugene Golub, Stanford University:
Matrices, Moments and Quadrature (Part 3)
 March 11, 2002: Randall J. LeVeque, University of Washington:
Solving Wave Propagation Problems in Heterogeneous Media (Part 1)
 March 12, 2002: Randall J. LeVeque, University of Washington:
Solving Wave Propagation Problems in Heterogeneous Media (Part 2)
 March 14, 2002: Randall J. LeVeque, University of Washington:
Solving Wave Propagation Problems in Heterogeneous Media (Part 3)
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 April 25, 2002: Damir Filipovic, Princeton University:
Affine Processes and Applications in Finance
 January 30, 2002: Rene Garcia, Universite de Montreal:
Preferences, State Variables and Option Pricing
 November 28, 2001: Christian Gourieroux, Paris IX University and University of Toronto:
Pricing with Splines
 March 27, 2002: Harry Panjer, University of Waterloo:
Overview of Risk Measurement and Management in Insurance Companies
 April 24, 2002: Gerald Quinlan, Sungard Trading and Risk Systems:
Modelling Credit Risk in Convertible Bonds
 January 30, 2002: Eric Renault, Universite de Montreal:
Dynamic mixture models of option pricing
 March 27, 2002: Shaun Wang, SCOR Reinsurance Company:
Risk Measurement and Management in Insurance Companies
 March 27, 2002: Stuart Wason, MMC Enterprise Risk Consulting, Ltd:
Risk Measurement in Insurers
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 Natalia Alexandrov, NASA:
Variablefidelity models in optimization of simulationbased systems
 Dr. Miguel F. Anjos, University of Waterloo:
A New Mathematical Programming Framework for Facility Layout Design
 Heinz Bauschke, Simon Fraser University:
The method of reflectionprojections for convex feasibility problems with an obtuse cone
 Richard J. Caron, University of Windsor:
Preprocessing Mathematical Programmes with Random Sampling
 Francois Glineur, FPMS:
Analyzing Conic Problems involving a single secondorder cone constraint
 Hugo Lara, UCLA:
Condition and Complexity Measures for Infeasibility Certificates of Systems of Linear Inequalities and Their Sensitivity Analysis
 Jean Bernard Lasserre, LAASCNRS:
A framework for discrete duality
 Marcel Mongeau, Université Paul Sabatier:
Partial separability, graph theory, and global optimization
 Michael J. Todd, Cornell University:
Detecting infeasibility in interiorpoint methods for optimization
 Professor Levent Tunçel, University of Waterloo:
Geometry of Homogeneous Convex Cones, Duality Mapping, and Optimal SelfConcordant Barriers
 Henry Wolkowicz, University of Waterloo:
A Survey of the Trust Region Subproblem Within a Semidefinite Programming Framework
 Yin Zhang, Rice University:
A Global Optimization Problem in Computational Biology: Molecular Replacement Problem
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 David Brillinger, University of California, Berkeley:
An Exploratory Data Analyisis (EDA) of the Paths of Moving Animals
 Sir David Cox, Oxford University:
Graphical models for the interpretation of data: some recent developments
 Augustine Kong, deCode Genetics:
A High Resolution Recombination Map of the Human Genome
 Michael Newton, Univeritsy of Wisconsin  Madison:
A statistical approach to modeling genomic aberrations in cancer cells
 Daryl Pregibon, AT&T Labs:
Graph Mining: Discovery in Large Networks
 James Robins, Harvard University:
Optimal Treatment Regimes
 Elizabeth Thompson, University of Washington, Seattle:
Monte Carlo estimation of multipoint linkage lod scores
 Rob Tibshirani, Stanford Univerity:
Least angle regression, forward stagewise and the lasso
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Distinguished Lecture Series in Statistical Science
(April 1618, 2002)
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 Robert Almgren, University of Toronto:
Optimal execution with nonlinear cost functions and tradingenhanced risk
 Peter Carr, Courant Institute, NYU:
Derivatives, Duality, and Time Reversal
 Matt Davison, Western Ontario:
Pricing swing options: numerical approaches
 Adam Kolkiewicz, University of Waterloo:
Pricing American style contracts on multiple assets using simulations
 Yuying Li, Cornell University:
Discrete Hedging Using Piecewise Linear Risk Minimization
 David Pooley, University of Waterloo:
Convergence of numerical methods for uncertain volatility models
 Philip Protter, Cornell University:
The LongstaffSchwartz algorithm for pricing American options actually works
 Dan Rosen, Algorithmics:
Advanced methods for pricing and managing loan portfolios
 Brad A. Shadwick, The Finance Development Centre Limited, London:
Business/modelling issues in Option Pricing
 Stanislav Uryasev, University of Florida:
Risk management using conditional ValueatRisk
 Petter Wiberg, University of Toronto:
Dimension reduction in the computation of valueatrisk
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 Jaques Bélair, Université de Montréal:
Dynamical Modeling of Drug Delivery
 Ross Cressman, Wilfrid Laurier University:
Spatial Patterns and ReactionDiffusion Equations
 Alf Gerisch, The Fields Institute:
Numerical Methods for the Simulation of TaxisDiffusionReaction Systems
 Leon Glass, McGill University:
Dynamics in Genetic Networks
 John Guckenheimer, Cornell University:
Multiple Time Scales in Neural Systems
 Abba Gumel, University of Manitoba:
A deterministic model for assessing therapeutic strategies of HIV
 Mark Henkelman, The Centre for Applied Genomics, Toronto:
Imaging for mouse phenotyping  a computational challenge
 John Hsieh, University of Toronto:
Estimation of HIV Infection Rates and Projection of AIDS Incidence from HIV/AIDS Diagnosis Data
 Eugene M. Izhikevich, The Neurosciences Institute, La Jolla, CA:
Computational Challenges in Bursting Dynamics
 Daniel Kobler, TM Bioscience:
Combinatorial optimization and genomics: the example of a Toronto company
 Carlo R. Laing, University of Ottawa:
Stabilization of "bumps" by noise
 Xinzhi Liu, University of Waterloo:
Management of Biological Populations via Impulsive Control
 Michael Mackey, McGill University:
Understanding Periodic Hematological Disease: Insights from Mathematics Translate to the Bedside
 John Milton, The University of Chicago:
Time delays and noise are intrinsic features of the nervous system
 Steven Ruuth, Simon Fraser University:
Convolutiongenerated motion as a link between cellular automata and continum pattern dynamics
 Sven Sigurdsson, University of Iceland:
Discrete particle and continuous density models of fish migration
 Jianhong Wu, York University:
Multiple periodic attractors in an excitatory delayed neural networks
 Simon X. Yang, Advanced Robotics and Intelligent Systems (ARIS) Lab School of Engineering, University of Guelph:
Neural Dynamics and Computation for Visual Information Processing in Vertebrate Retina
 James Yorke, University of Maryland:
Determining the Sequence (i.e. The ACGT's) of a Genome
 Len Zaifman, Hospital for Sick Children, Toronto:
The Ontario Centre for Genomic Computation: Services and Capacity of Genomic Proportion
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 Uri M. Ascher, University of British Columbia:
On advantages and limitations of structure preserving difference schemes for differential equations
 Klaus Böhmer, PhilippsUniversity of Marburg, Germany:
Numerics for bifurcation and dynamics in partial differential equations
 Sue Ann Campbell, University of Waterloo:
Computing higher order terms for centre manifolds for delay equations
 Walter Craig, McMaster University:
Traveling surface water waves
 Eusebius Doedel, Concordia University:
Continuation of periodic solutions in conservative systems with applications to the figure8 orbit of Montgomery, Chenciner and Simo
 Mitrajit Dutta, University of New Hampshire:
Robust route to unshadowability in physical systems
 Donald Estep, Colorado State University:
Preservation of invariant rectangles under discretization
 Jorge Galan, University of Sevilla:
Bifurcations of relative equilibria and continuation of tori in Hamiltonian systems with symmetries
 Karin Gatermann, Berlin and ORCCA, London:
Symbolic computations for chemical reaction systems
 Martin Golubitsky, University of Houston:
Coupled oscillators and symmetry
 Willy Govaerts, University of Ghent:
Bursting, homoclinics, period doublings and blue sky catastrophes in neural models
 John Guckenheimer, Cornell University:
The forced van der Pol equation revisited
 Michael E. Henderson, TJ Watson Reasearch Center:
Multiple parameter continuation/computing implicitly defined manifolds
 Tony Humphries, University of Sussex:
Travelling waves (TWs) in lattice differential equations (LDEs)
 Arieh Iserles, University Cambridge:
Computational and dynamical aspects of doublebracket flows
 Angel Jorba, University of Barcelona:
Models for the dynamics of the Trojan asteroids
 Oliver Junge, University of Paderborn:
A rigorous computer assisted analysis of the global dynamics of an infinite dimensional map
 Herb Keller, Caltech/UCSD:
Preserving stability of steady states of dynamical systems upon discretization and a cure for instabiltiy
 Yannis G. Kevrekidis, Princeton University:
"Coarse" integration/bifurcation analysis via microscopic simalators: microgalerkin
 Eric Kostelich, Arizona State University:
Chaotic data analysis: Is it really any good?
 Bernd Krauskopf, University of Bristol:
Computing unstable manifolds in delay differential equations
 Herb Kunze, University of Guelph:
Using the Banach fixed point theorem to solve inverse problems in differential and integral equations
 Rachel Kuske, University of Minnesota:
Isolating the stochastic dynamics in models sensitive to noise
 Gregory Lewis, The Fields Institute:
The numerical approximation of the normal form ceofficients for a double Hopf bifurcation
 Andre Longtin, University of Ottawa:
The Challenges of memory effects in neurodynamical systems
 Kurt Lust, K.U. Leuven:
Bifurcation analysis of largescale systems via timesteppers
 Kirsten Morris, University of Waterloo:
Controller design for infinitedimensional systems
 Jim Murdock, Iowa State University:
Finding preserved geometrical structures in dynamical systems via normal forms
 N. Sri Namachchivaya, University of Illinois at UrbanaChampaign:
Nonstandard reductions of noisy mechanical systems
 Israel Ncube, York University:
Change of criticality of Hopf bifurcation for a multipledelayed system of identical neurons: Some computational challenges
 Dan Offin, Queens University:
Instability of symmetric minimizing orbits for Hamiltonian systems
 Bart Oldeman, University of Bristol:
A numerical implementation of Lin's method for homoclinic branch switching
 Hinke Osinga, University of Bristol:
Computation and visualisation of twodimensional global manifolds
 Randy Paffenroth, Caltech:
AUTO2000 and continuation of periodic orbits around Lagrange points
 Dirk Roose, K.U. Leuven:
Computing periodic solutions and homoclinic orbits of delay differential equations using DDEBIFTOOL
 Andy Salinger, Sandia National Labs:
Stability analysis algorithms for largescale applications
 Bjorn Sandstede, The Ohio State University:
On the numerical computation of PDE spectra of travelling waves
 Tim Sauer, George Mason University:
Shadowing breakdown and large simulation errors
 Samuel S.P. Shen, University of Alberta:
Forced evolution equations as asymmetric dynamical systems: bifurcation, stability, and collision of uniform solutions
 John Stockie, University of New Brunswick:
Parametric resonance in immersed boundaries
 Emily Stone, Utah State University:
Nonlinear models of dynamics in drilling
 Andrew Stuart, University of Warwick:
Particles in a random velocity field
 Edriss S. Titi, University of California:
Postprocessing galerkin methods
 Erik S. Van Vleck, Colorado School of Mines:
Computation of spectral intervals for nonautonomous linear differential equations
 W. Yao, University of Western Ontario:
Competitive modes and their applications
 James Yorke, University of Maryland:
Ensemble weather forecasting: when good forecasts go bad
 Yuan Yuan, University of Western Ontario:
A review of the computation of the simplest normal forms
 Dwight Barkley, University of Warwick, UK:
Dynamics in the Cylinder's Wake
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CRMFields Prize Lecture
(October 25, 2001)
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