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René Carmona - Department of Operations Research and Financial Engineering, Princeton University
Mar 26, 2018 - 6:00pm to 7:00pm
Department of Applied Mathematics - Lecture - Hermann Hall Ballroom
Motivated by a few concrete examples such as bird flocking, congestion for crowd motion, and bee swarming, we introduce the mean field game paradigm; and we present the underpinnings of the original analytic approach based on partial differential equations, and the probabilistic approach based on... read more
Mon.
3/26/18
Stefan Metzger - Department of Mathematics, Friedrich-Alexander University of Erlangen–Nurnberg
Mar 22, 2018 - 12:50pm to 1:50pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 119
The rheology of fluids may be heavily affected by dissolved polymers. To describe this effect, a thermodynamically consistent micro-macro model for two-phase flow with dilute polymeric solutions is derived via combining a phase-field approach for the description of the fluids with a FENE-dumbbell... read more
Thu.
3/22/18
Ziteng Cheng - Department of Applied Mathematics, Illinois Institute of Technology
Mar 22, 2018 - 10:00am to 11:00am
Department of Applied Mathematics - Seminar - Perlstein Hall, Room 108
The filtering theory regards estimating an unobservable process X with the information of another (correlated) process Y. This talk aims to give an elementary introduction to the filtering theory under discrete Markov chain set up. Intuitions and mechanism behind the theory will be covered in... read more
Thu.
3/22/18

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