Close Menu

Events

Upcoming Events

No events featured at this time...

Pages

Event Archive

Xiling Zhang, Postdoc, Department of Applied Mathematics, Illinois Institute of Technology
Oct 22, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
This project aims at finding a good approximation for the distribution of the iterated stochastic integrals of length 3. Iterated integrals are the building blocks for constructing higher-order numerical approximations for SDEs, especially the degenerate ones, and yet they are particularly hard (... read more
Tue.
10/22/19
Jaksa Cvitanic - Division of The Humanities and Social Sciences, California Institute of Technology
Oct 15, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
We study the optimal design of a menu of funds by a manager who is required to use linear pricing and does not observe the beliefs of investors regarding one of the risky assets. The optimal menu involves bundling of assets and can be explicitly constructed from the solution to a calculus of... read more
Tue.
10/15/19
Xiang Xu - Department of Mathematics & Statistics, Old Dominion University
Oct 15, 2019 - 10:00am to 11:00am
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 122
We study a gradient flow generated by the Landau-de Gennes free energy that describes nematic liquid crystal configurations in the Q-tensor space. This free energy density functional is composed of three quadratic terms as the elastic energy density part, and a singular potential in the bulk part... read more
Tue.
10/15/19

Pages