Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology

Oct 14, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank dependent, the equilibrium has a surprisingly explicit... read more
Michael Shelley - Courant Institute of Mathematical Sciences, New York University

Sep 30, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118

Active materials, or active matter more broadly, are multi-scale systems whose energy-consuming microstructure creates macroscopic self-organizing dynamics. Canonical examples arise from biology, such as the microtubule/motor-protein assemblies that are widely studied both within and outside of the... read more
Will Perkins - Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago

Sep 23, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118

What is the densest possible packing of identical spheres in Euclidean space? The answer to this very old question in mathematics is only known in dimensions 1, 2, 3, 8, and 24. In very high dimensions, the answer is almost a complete mystery. I will describe a connection between geometric packing... read more
Jian-Guo Liu - Department of Mathematics & Department of Physics, Duke University

Sep 16, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118

We develop Random Batch Methods (RBM) for large interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from \(O(N^{2})\) per time step to \(O(N)\), for a system with \(N\) particles... read more
Jan Rosinski - Department of Mathematics, University of Tennessee

Sep 9, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118

A stochastic version of Dini’s theorem was found by Itô and Nisio. It provides a powerful tool to deduce the uniform convergence of stochastic processes from their pointwise convergence in Karkhunen-Loeve-type series expansions. Unfortunately, this tool fails in stronger than uniform modes of... read more
Frederi Viens - Department of Statistics and Probability, Michigan State University

Apr 29, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104

We study dynamic backward problems, with the computation of conditional expectations as a special objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a typical example. Such processes are neither Markov... read more
Shi Jin - Institute of Natural Sciences, Shanghai Jiao Tong University

Apr 19, 2019 - 12:45pm to 1:45pm

College of Science, Applied Mathematics - Colloquia - Pritzker Science Center, Room 111

Hypocoercivity based analysis is a powerful tool for kinetic equations which allows one to understand the regularity and long-time behavior of both linear and nonlinear kinetic equations, despite that kinetic operators are degeneratedly dissipative.
We extend such analysis to linear and... read more
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology

Apr 15, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank dependent, the equilibrium has a surprisingly explicit... read more
Jin Ma - Department of Mathematics, University of Southern California

Apr 8, 2019 - 1:50pm to 2:55pm

College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104

We study a class of conditional McKean-Vlasov SDEs (CMVSDEs, for short), in which all dynamics involve both the state and the conditional law of the solutions. We ﬁrst investigate the (weak) well-posedness of the CMVSDEs in its most general form, and then look at two applications based on... read more
Stephen Wiggins - School of Mathematics, University of Bristol

Mar 29, 2019 - 10:00am to 11:00am

College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 102

The methodology of applied and computational mathematics provides capability, insight, and predictive possibilities for a variety of fields in engineering and science. Historically, the pursuit of applied mathematics has had a synergistic effect in the sense that it has often led to new... read more