Universality in numerical analysis. Cyber algorithms – Percy Deift (Courant Institute of Mathematical Sciences; New York University)

December 10, 2019 @ 9:30 am – 10:00 am
Seminar Room 1
Newton Institute

 It turns out that for a wide variety of numerical algorithms with random data, the stopping times for the algorithms to achieve a given accuracy, have universal fluctuations independent of the ensemble for the random data. The speaker will discuss various experimental and analytical results  illustrating universality, with particular emphasis on recent work on universality in cyber algorithms. 

This is  joint work at various stages with a number of authors, Christian Pfrang, Govind Menon, Sheehan Olver, Steven Miller, and particularly Tom Trogdon.