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Events

John Power
Oct 17, 2019 - 3:30pm to 5:00pm
Department of Physics - Colloquia - 111 Rober A. Pritzker Science Center
Thu.
Oct 17
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.
Oct 22
Deanne Coppejans - Northwestern University
Oct 24, 2019 - 3:30pm to 5:00pm
Department of Physics - Colloquia - 111 Robert A. Pritzker Science Center
Thu.
Oct 24
Jialing Xiang – Professor of Biology, Illinois Institute of Technology
Oct 28, 2019 - 3:15pm to 4:30pm
Department of Biology - Colloquia - PS Auditorium
The 2019 Nobel Prize in Physiology or Medicine was announced on October 7. The prize was awarded to three scientists who made discoveries on how our cells sense and adapt to oxygen availability.  Professor Jialing Xiang from the Department of Biology will give a colloquium talk on this topic... read more
Mon.
Oct 28
Andrew Papanicolau - Tandon School of Engineering, New York University
Oct 29, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 119
TBA
Tue.
Oct 29
Jason Morton - Department of Mathematics, Pennsylvania State University
Nov 4, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Siegal Hall, Room 118
TBA
Mon.
Nov 4
Mark Cerenzia, Dickson Instructor, Department of Mathematics, University of Chicago
Nov 5, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
Random matrix statistics emerge in a broad class of strongly correlated systems, with evidence suggesting they can play a universal role comparable to the one Gaussian and Poisson distributions do classically. Indeed, studies have identified these statistics among heavy nucleii, Riemann zeta zeros... read more
Tue.
Nov 5
Abigail Vieregg - University of Chicago
Nov 7, 2019 - 3:30pm to 5:00pm
Department of Physics - Colloquia - 111 Robert A. Pritzker Science Center
Thu.
Nov 7
Samy Tindel - Department of Mathematics, Purdue University
Nov 11, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Siegal Hall, Room 118
In this talk I will first introduce and recall some basic facts about the parabolic Anderson model. This model can simply be seen as a linear heat equation in a random environment. I will spend some time describing a couple of manifestations of what is usually called localization, which is the main... read more
Mon.
Nov 11
Albina Danilova, Visiting Associate Professor, Questrom School of Business, Boston University
Nov 12, 2019 - 11:25am to 12:30pm
Department of Applied Mathematics - Seminar - RE 119
The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones.  In this talk I will show that,  for a large class of pricing rules used in current literature, the value... read more
Tue.
Nov 12

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