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Simulations for Discoveries at Fermilab

HostApplied Mathematics SpeakerAdam LyonFermi National Laboratoryhttp://computing.fnal.gov/xms/About/Sector_Scientists/Adam_Lyon Description Abstract: The Fermi National Accelerator Laboratory...

Student Colloquium

From Shannon's Sampling to Optimal Stopping in Finance

HostApplied Mathematics SpeakerLiming FengUniversity of Illinois at Urbana-Champaignhttp://web.engr.illinois.edu/~fenglm/ Description Abstract: The Whittaker-Shannon-Kotel¡änikov sampling theorem and...

On the Limiting Distribution of the Length of the Longest Common Subsequence

HostApplied Mathematics SpeakerChristian HoudréGeorgia Institute of Technologyhttp://people.math.gatech.edu/~houdre/ Description Abstract: Let (X_k)_{k \geq 1} and (Y_k)_{k\geq1} be two independent...

Clustered Planarity Testing Revisited

Date Change Host Applied Mathematics Speaker Radoslav Fulek Columbia University https://sites.google.com/site/fulekrado/ Description Abstract: The Hanani–Tutte theorem is a classical result proved for...

Epsilon-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis

HostApplied Mathematics SpeakerJing DongNorthwestern Universityhttp://www.iems.northwestern.edu/people/faculty/profiles/dong-jing.html Description Abstract: Consider a multidimensional diffusion...

Optimal Investment with Transaction Costs and Stochastic Volatility

Host Applied Mathematics Speaker Ronnie Sircar Princeton University Description Abstract: We analyze the joint impact of transaction costs and uncertain volatility on the problem of portfolio...

Coping with Nonlinearity and High-Dimensionality to Control Complex Networks

HostApplied Mathematics SpeakerAdilson E. MotterNorthwestern Universityhttp://dyn.phys.northwestern.edu/ Description Abstract: An increasing number of systems are now modeled as complex networks of...

Recent Advances of Optimal Design of Experiment

HostApplied Mathematics SpeakerMin YangUIChttp://www.math.uic.edu/people/profile?netid=myang2 Description Abstract: Designing experiments is an integral part of the scientific process, both for...

Flows on 3-Manifolds without Periodic Orbits

HostApplied Mathematics Speaker Ana RechtmanUniversité de Strasbourg, Francehttp://www-irma.u-strasbg.fr/~rechtman/ Description Abstract: The topology of a manifold determines if a flow has fixed...