Aug
31
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Apr
27
A Distributional Monte Carlo Method for the Boltzmann Equation
HostApplied Mathematics SpeakerAihua W. WoodAir Force Institute of Technologyhttp://www.afit.edu/ENC/facdir.cfm?a=fd&fx=53 Description Abstract: Stochastic particle methods (SPM) for the Boltzmann...
Apr
20
Indifference Prices, Implied Volatilities and Implied Sharpe Ratios
Host Applied Mathematics Speaker Matthew Lorig University of Washington http://depts.washington.edu/amath/staff-members/matthew-lorig/ Description Abstract: We consider a general local-stochastic...
Apr
15
On Sparse Fourier Transform
HostApplied Mathematics SpeakerHong Kong University of Science and Technologyhttp://www.ima.umn.edu/governance/Yang.Wang.html Description Abstract: The Discrete Fourier Transform (DFT) is one of the...
Apr
13
A Non-Local Porous Medium Equation
HostApplied Mathematics SpeakerCyril ImbertUniversité Paris-Est Créteilhttp://perso-math.univ-mlv.fr/users/imbert.cyril/ Description In this talk, Imbert will present results obtained with P. Biler...
Apr
6
A Fast Huygens Sweeping Method for Green's Function of Helmholtz Equations in High Frequency Regime
HostApplied Mathematics SpeakerSongting LuoIowa State Universityhttp://orion.math.iastate.edu/luos/ Description Abstract: We present a Eulerian geometrical-optics method, namely fast Huygens sweeping...
Mar
23
Return Optimization Securities and Other Remarkable Structured Financial Products
HostApplied Mathematics SpeakerDonald RichardsPenn State Universityhttp://stat.psu.edu/people/dsr11 Description Abstract: We analyze the mathematical foundations of three types of structured financial...
Mar
9
A Two-Stage Risk Model Building and Evaluation in Reject Inference
HostApplied Mathematics SpeakerXinwei DengVirginia Polytechnic Institutehttp://www.stat.vt.edu/people/faculty/Deng-Xinwei.html Description Abstract: With the prevalence of the electronic commerce...
Mar
2
Simulations for Discoveries at Fermilab
HostApplied Mathematics SpeakerAdam LyonFermi National Laboratoryhttp://computing.fnal.gov/xms/About/Sector_Scientists/Adam_Lyon Description Abstract: The Fermi National Accelerator Laboratory...
Feb
23