SpeakerHong WanPurdue Universityhttps://engineering.purdue.edu/Engr/People/ptProfile?resource_id=9222 Description Complex systems such as large-scale computer simulation models typically involve a...
SpeakerRoger LeeUniversity of Chicagohttp://www.math.uchicago.edu/~rl/ Description A financial option contract on an underlying asset is parameterized by two quantities: a strike price and an...
SpeakerXinfeng LiuUniversity of South Carolinahttp://www.math.sc.edu/~xfliu/ Description Scaffold, a class of proteins, plays many important roles in signal transduction. Through studying various...
SpeakerVijay G. SubramanianNorthwestern Universityhttp://users.eecs.northwestern.edu/~vjsubram/Site/Welcome.html Description Network games provide a basic framework for studying the diffusion of new...
SpeakerIan SloanUniversity of New South Waleshttp://web.maths.unsw.edu.au/~sloan/ Description Richard Bellman coined the phrase “the curse of dimensionality” to describe the extraordinarily rapid...
Description We obtain a closed-form expression for the bilateral counterparty valuation adjustment of a credit default swaps portfolio referencing an asymptotically large number of entities. We...
SpeakerDavid DegrasDePaul Universityhttp://depaul.academia.edu/DavidDegras Description In repeated surveys, rotation sampling is a method that replaces a fraction of the sample at each survey occasion...
SpeakerAlexander (Sasha) GutfraindUniversity of Illinois at Chicagohttp://gutfraind.com/ Description Graphs (networks) are widely used in science and technology to represent relationships between...
SpeakerWenjun YingShanghai Jiao Tong Universityhttp://www.math.sjtu.edu.cn/faculty/wying/ Description In this talk, I will present a kernel-free boundary integral (KFBI) method for the variable...
SpeakerShun ZhangBrown Universityhttp://www.dam.brown.edu/people/shzhang/ Description Reduced basis (RB) methods have been developed during the last decades with the aim to efficiently compute...
