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Feng Bao - Department of Mathematics, The University of Tennessee at Chattanooga
Feb 14, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We consider a dynamical system modeled by a stochastic differential equation with observational data available for the functional of the system state. The goal of the nonlinear filtering problem is to find the best estimate of the state of the dynamical system based on the observation. Some well-... read more
Wed.
2/14/18
Andrei Tarfulea - Department of Mathematics, University of Chicago
Feb 13, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Robert A. Pritzker Science Center, Room 240
Understanding the behavior of solutions to physically motivated evolution equations is one of the most important areas of applied analysis. Developing strong bounds and asymptotics are crucial for anticipating the behavior of simulations, simplifying the methods needed to model the physical... read more
Tue.
2/13/18
Sergey Nadtochiy - Department of Mathematics, University of Michigan
Feb 12, 2018 - 3:15pm to 4:15pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In this talk, I will analyze a system of particles with singular interaction through hitting times. Such systems have been used in Neuroscience, but are also well suited for modeling Systemic Risk. I will discuss the latter application and will proceed to the analysis of a large-population limit of... read more
Mon.
2/12/18

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