Event Type:

Department Colloquium

Date/Time:

Monday, October 26, 2009 - 09:00

Location:

Kidd 364

Guest Speaker:

Institution:

Johann Radon Institute for Computational and Applied Mathematics

Abstract:

We introduce an algebraic operator framework for solving high-order

integro-differential equations relevant in risk theory. The method relies on

transforming integro-differential equations into boundary value problems,

which are solved by symbolic techniques. Namely, the factorization of the

differential operator can be lifted to the level of boundary value problems,

amounting to iteratively solving first-order boundary problems. We illustrate

the method by analyzing functions of interest in risk theory.

Host: