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Applied Mathematics Colloquium Series

Recent Colloquia

Speaker Affiliation Title Date
Songting Luo Iowa State University A Fast Huygens Sweeping Method for Green's Function of Helmholtz Equations in High Frequency Regime April 6, 2015
Donald Richards Penn State University Return Optimization Securities and Other Remarkable Structured Financial Products Mar. 23, 2015
Xinwei Deng Virginia Polytechnic Institute and State Univeristy A Two-Stage Risk Model Building and Evalution in Reject Inference Mar. 9, 2015
Adam Lyon Fermi National Accelarator Laboratory Simulations for Discoveries at Fermilab Mar. 2, 2015
IIT Student   IIT Students Topics Feb. 23, 2015 
Liming Feng University of Illinois at Urbana-Champaign From Shannon's Sampling to Optimal Stopping in Finance Feb. 16, 2015
Christian Houdre Georgia Institute of Techonology On Limiting Distribution of the Length of the Longest Common Subsequence  Feb. 9, 2015
Rakoslav Fulek Columbia University Clustered Planetary Testing Revisited Feb. 2, 2015
Jing Dong Northwestern University Epsilon-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis Jan. 26, 2015
Ronnie Sircar Princeton University Optimal Investment with Transaction Costs and Stochastic Volatility Jan. 21, 2015

Upcoming Colloqia

Aihua W. Wood - Air Force Institute of Technology
Apr 27, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: Stochastic particle methods (SPM) for the Boltzmann equation have gained popularity in recent years for the prediction of flows where continuous equations for fluid dynamics are not valid. Among SPMs, the Direct Simulation Monte Carlo (DSMC) methods have been the standard... read more
Apr 27