Close Menu

Events

Upcoming Events

Guang Lin - Department of Mathematics & School of Mechanical Engineering, Purdue University
Nov 16, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - TBD
TBA
Fri.
Nov 16
Matthew Plumlee - Department of Industrial Engineering and Management Sciences, Northwestern University
Nov 26, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
TBA
Mon.
Nov 26

Pages

Event Archive

Ziteng Cheng - Department of Applied Mathematics, Illinois Institute of Technology
Sep 11, 2018 - 11:25am to 12:40pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 121
We consider a passage time of an additive functional of a Markov chain \(X\). It is of interest to find the joint distribution of this passage time and \(X\) evaluated at this passage time. Barlow et al. (1980) showed that, when \(X\) is a time-homogeneous Markov chain and the additive functional... read more
Tue.
9/11/18
J. Thomas Beale - Department of Mathematics, Duke University
Sep 10, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Finite difference methods are awkward for solving boundary value problems, such as the Dirichlet problem, with general boundaries, but they are well-suited for interface problems, which have prescribed jumps across a general interface or boundary. The two problems can be connected through potential... read more
Mon.
9/10/18
Renming Song - Department of Mathematics, University of Illinois at Urbana-Champaign
Sep 6, 2018 - 2:00pm to 3:00pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 025
Consider the following time-dependent stable-like operator with drift \[\mathscr{L}_{t}\varphi(x) = \int_{\mathbb{R}^{d}}\left[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\right]\sigma(t,x,z)\nu_{\alpha}(dz)+b(t,x)\cdot\nabla\varphi(x),\] where \(d\geq 1\), \(\nu_{\alpha}\) is an \(\... read more
Thu.
9/6/18

Pages