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Applied Mathematics Colloquium Series

Upcoming Colloquia

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
TBA
Mon.
Apr 29

Applied Mathematics Colloquium Archive

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
Mikhail Urusov - Department of Mathematics, University of Duisburg-Essen
Mar 25, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We propose a new algorithm, called EMCEL (Embeddable Markov Chain with Expected time Lag h), for approximating continuous Markov processes in law. The approximation is a discrete-time Markov chain, which in many cases can be constructed explicitly. We prove that the algorithm applies... read more
Mon.
Mar 25
Chang-Han Rhee - Department of Industrial Engineering and Management Sciences, Northwestern University
Mar 14, 2019 - 12:45pm to 1:45pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Many rare events that arise in real-life applications exhibit heavy-tailed phenomena: for example, financial losses, delays in communication networks, and magnitudes of systemic events such as large-scale blackouts in power grids. While the theory of large deviations has been extremely successful... read more
Thu.
Mar 14
Nils-Christian Detering - Department of Statistics and Applied Probability, University of California at Santa Barbara
Mar 4, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges monetary exposures between them. Our model captures the... read more
Mon.
Mar 4
Dashun Wang - Department of Industrial Engineering and Management Sciences, Northwestern University
Feb 18, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The hot streak — loosely defined as `winning begets more winnings' — highlights a specific period during which an individual’s performance is substantially better than his or her typical performance. Although hot streaks have been widely debated in sports, gambling and financial... read more
Mon.
Feb 18
Guillaume Bal - Department of Statistics & Department of Mathematics, University of Chicago
Feb 11, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Topological insulators (TIs) are materials characterized by topological invariants. One of their remarkable features is the asymmetric transport observed at the interface between materials in different topological phases. Such transport is itself described by a topological invariant, and therefore... read more
Mon.
Feb 11
Jesus A. De Loera - Department of Mathematics, University of California at Davis
Feb 4, 2019 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Linear programs (LPs) are, without any doubt, at the core of both the theory and the practice of modern applied and computational optimization (e.g., in discrete optimization LPs are used in practical computations using branch-and-bound, and in approximation algorithms, e.g., in... read more
Mon.
Feb 4

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