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Applied Mathematics Colloquium Series

Upcoming Colloquia

Jason Morton - Department of Mathematics, Pennsylvania State University
Nov 4, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Nov 4
Samy Tindel - Department of Mathematics, Purdue University
Nov 11, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
In this talk I will first introduce and recall some basic facts about the parabolic Anderson model. This model can simply be seen as a linear heat equation in a random environment. I will spend some time describing a couple of manifestations of what is usually called localization, which is the main... read more
Mon.
Nov 11
Mladen Kolar - Booth School of Business, University of Chicago
Nov 18, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Nov 18
Wenrui Hao - Department of Mathematics, Pennsylvania State University
Nov 25, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Nov 25
Scott Robertson - Questrom School of Business, Boston University
Feb 10, 2020 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Feb 10
Michael Tait - Department of Mathematical Sciences, Carnegie Mellon University
Mar 2, 2020 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Mar 2
Yichao Wu - Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
Mar 9, 2020 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Mar 9
Sebastian Jaimungal - Department of Statistical Sciences, University of Toronto
Apr 6, 2020 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Apr 6

Applied Mathematics Colloquium Archive

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
Mon.
Oct 14
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
Mon.
Sep 30
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
Mon.
Sep 23
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
Mon.
Sep 16
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
Mon.
Sep 9
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
Mon.
Apr 29
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
Fri.
Apr 19
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
Mon.
Apr 15
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
Mon.
Apr 8
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
Fri.
Mar 29

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