Oct
26
Math Outside of School
Description Math and teaching. The two go hand in hand, and indeed many math majors go on to scholastic careers. However, there are non-academic positions which require an undergraduate mathematics...
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Oct
10
Bounds and comparisons of quasi-Monte Carlo methods in option pricing
Description Complex option pricing problems often require some form of high-dimensional numerical integration. Monte Carlo (MC) methods are often used in these cases to avoid problems of...
Oct
3
Eigenvalue Problems in Nanoscale Material Modeling
SpeakerHong ZhangArgonne National Laboratoryhttp://www.mcs.anl.gov/~hzhang/ Description Together with a group of material scientist, we intend to calculate the atomic and electronic structure of...
Sep
26
Levy modelling of defaultable bonds
Description A market with defaultable bonds modelled by equations with L\'evy noise will be considered during the talk. The main aim is to derive conditions under which the market with defaultable...
Sep
19
Stochastic Analysis in Infinitely Dimensional Spaces and quasi-invariance of Wiener measures
Description We will use the quasi-invariance problem of Wiener measures as an example to explain the special difficulties of analysis in infinite dimensional spaces that are not present in finite...
Sep
14
Stochastic Numerical Methods for Singular Models
Description In this lecture we will show examples coming from Biology, Finance, Physics, for which relevant stochastic models present singularities. We will explain why these singularities generate...
Aug
29
Convergence in Monotone and Uniformly Stable Skew-Product Semiflows with Applications
Description In this talk, beginning with the classical comparison principles in ODEs, PDES and FDEs, the concept of monotone dynamical system is introduced. Then its basic properties and the generic...
May
13
Wu's Mass Postulate and Approximate Solutions of fKdV Equation
Speaker Sam Shen Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada http://www.ualberta.ca/~shen/ Abstract Wu's remarkable finding of upstream-advancing...
Apr
13
Symmetry Studies
Description Abstract In this seminar I will outline the theory and methods of symmetry studies, including the notions of structured data and data reduction by symmetrically equivalent components. I...
Mar
28
Turbulent Mixing and Beyond
Description Abstract Whenever fluids of different densities are accelerated against the density gradient we observe the development of the Rayleigh-Taylor instability (RTI), which causes extensive...