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Event Archive

Davit Potoyan - Department of Chemistry, Iowa State University
Sep 19, 2019 - 5:00pm to 6:00pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 025
Functional compartmentalization is a ubiquitous hallmark of life; by segregating bio-molecules and their interactions cells achieve specialization and improved efficiency of many of their functions. In eukaryotic cells, the genetic material is known to be separated from the cytoplasm by the nuclear... read more
Kevin Webster - Citadel LLC
Sep 17, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - TBD
We study two new applications of the Obizhaeva and Wang model using a new, simplified proof method. The first application covers the delta hedging of options in the presence of transient price impact. The second application solves the mean field game arising from the model. 
Jian-Guo Liu - Department of Mathematics & Department of Physics, Duke University
Sep 16, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Siegal Hall, Room 118
We develop Random Batch Methods (RBM) for large interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from \(O(N^{2})\) per time step to \(O(N)\), for a system with \(N\) particles... read more