Department of Mathematical and Actuarial Sciences & Centre of Mathematical
Sciences Seminar Series
Date: 9 December 2011 (Friday)
Time: 11am - 12 pm
Venue: Level 6, West Room, SA block, UTAR Setapak Campus, Kuala Lumpur.
Speaker: Prof. Jeremy Levesley
Title: Radial Basis Function Approximation
This week's DMAS & CMS talk will be on Friday, 11am-12pm. The speaker is Prof.
Jeremy Levesley from Department of Mathematics, University of Leicester, UK.
Radial basis functions have become an important tool for scattered data approximation, and theoretically can be used for approximation in
high dimensions. There is a very beautiful abstract theory of approximation involving so called native space (which I will not talk about). There is some interest in the finance industry in RBFs because of the possibility of high dimensional approximation and solution of partial differential equations. In this talk I will discuss some of the problems which arise with approximation with such functions, such as ill-conditioning and computation of full linear systems. I will offer some hope for the solution of these problems.
All are welcome.
Thank you very much.