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Jing Dong - Northwestern University
Jan 26, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: Consider a multidimensional diffusion process, X. Let epsilon>0 be a deterministic user defined tolerance error parameter. We develop a systematic way to construct a probability space, supporting both X and a fully simulatable piecewise constant process X_epsilon, such that X_epsilon... read more
Jan 26
Ronnie Sircar - Princeton University
Jan 21, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: We analyze the joint impact of transaction costs and uncertain volatility on the problem of portfolio optimization. When volatility is constant, the transaction costs optimal investment problem has a long history, especially in the use of asymptotic approximations when the cost is small.... read more
Jan 21
Dane Wilburne - IIT-Applied Math
Jan 21, 3:15pm
Applied Mathematics - Seminar - E1 121
ABSTRACT: In this talk, I will discuss a conjecture related to the computation of Markov bases for the no 3-way interaction model.  I will define the no 3-way interaction model and give the appropriate background information necessary to understand the conjecture. The main references... read more
Jan 21
Sonja Petrović - IIT Applied Math
Jan 14, 3:15pm
Applied Mathematics - Seminar - E1 121
One of the basic statistical questions relies upon sampling the space of observations with a fixed statistics. Sampling algorithms are a basic buidling block of a scheme for testing how well a statistical model fits the observed data. This talk, adapted from a short talk just presented at the Joint... read more
Jan 14
Raed Mansour - Executive Assistant to the Chicago Commissioner of Public Health
Dec 2, 10:00am
Applied Mathematics & Data Science - Seminar - Stuart Building, Room 220
Title & Abstract: TBA
Dec 2
Adilson E. Motter - Northwestern University
Dec 1, 4:40pm to 5:55pm
Applied Mathematics - Colloquia - LS 104
Abstract: An increasing number of systems are now modeled as complex networks of coupled dynamical units. Nonlinearity and high-dimensionality are hallmarks of the dynamics of complex networks but have generally been regarded as obstacles to control. In this presentation, I will discuss... read more
Dec 1
Min Yang - UIC
Nov 24, 4:40pm to 5:55pm
Applied Mathematics - Colloquia - LS 104
Abstract: Designing experiments is an integral part of the scientific process, both for discovery and verification. Resources are almost always scarce, and judicious use of the limited resources is essential. Identifying efficient and optimal designs for data collection is therefore paramount. In... read more
Nov 24
Nov 21, 10:00am to 1:00pm
IIT IPRO - Other - Hermann Hall
IIT faculty, staff and professionals from the Chicago area are invited to serve as judges and are welcome to attend as guests at the Fall 2014 IPRO Day from 10 a.m.-1 p.m. on Friday, November 21 in Hermann Hall. The Interprofessional Projects (IPRO) Program organizes multidisciplinary teams of... read more
Nov 21
Julienne Kabre
Nov 19, 11:25am to 12:40pm
Applied Mathematics - Seminar - E1 242
Abstract: The Poisson-Nernst-Planck (PNP) equation is a coupled non-linear system of equations used to model ions transport in ions channels. In this work a finite difference scheme that preserve the energy law at a discrete level is of interest. The algorithm is second order in space and we... read more
Nov 19
Ana Rechtman - Université de Strasbourg, France
Nov 17, 4:40pm to 5:55pm
Applied Mathematics - Colloquia - E1 104
Abstract: The topology of a manifold determines if a flow has fixed points, as stated in the Poincaré-Hopf theorem, but if a manifold (oriented) admits a flow without fixed points it also admits a flow without periodic orbits. If the manifold has dimension 2, this assertion is almost trivial. In... read more
Nov 17