Presented By: Department of Mathematics
Marjorie Lee Browne Colloquium - Matrices, Moments, and Quadrature
John Urschel, Class of 1956 Career Development Assistant Professor of Mathematics, MIT
Title: Matrices, Moments, and Quadrature
More than a hundred years ago, Chebyshev posed the following problem: "Given the length, weight, position of mass centre and moment of inertia of a material straight line with an unknown density... find the narrowest possible limits for the weight of any segment of the line." This is one of the earliest examples of a moment problem, the task of obtaining information about a measure from some sequence of its moments. In this talk, we will explore the classical moment problems of the late 19th and early 20th centuries and how they laid the groundwork for the modern computational techniques in numerical analysis and numerical linear algebra.
More than a hundred years ago, Chebyshev posed the following problem: "Given the length, weight, position of mass centre and moment of inertia of a material straight line with an unknown density... find the narrowest possible limits for the weight of any segment of the line." This is one of the earliest examples of a moment problem, the task of obtaining information about a measure from some sequence of its moments. In this talk, we will explore the classical moment problems of the late 19th and early 20th centuries and how they laid the groundwork for the modern computational techniques in numerical analysis and numerical linear algebra.