Events Archive

Math Outside of School

Description Math and teaching. The two go hand in hand, and indeed many math majors go on to scholastic careers. However, there are non-academic positions which require an undergraduate mathematics...

TBD

Biomedical Engineering at IIT - Opportunities for Mathematical Approaches

Bounds and comparisons of quasi-Monte Carlo methods in option pricing

Description Complex option pricing problems often require some form of high-dimensional numerical integration. Monte Carlo (MC) methods are often used in these cases to avoid problems of...

Eigenvalue Problems in Nanoscale Material Modeling

SpeakerHong ZhangArgonne National Laboratoryhttp://www.mcs.anl.gov/~hzhang/ Description Together with a group of material scientist, we intend to calculate the atomic and electronic structure of...

Levy modelling of defaultable bonds

Description A market with defaultable bonds modelled by equations with L\'evy noise will be considered during the talk. The main aim is to derive conditions under which the market with defaultable...

Stochastic Analysis in Infinitely Dimensional Spaces and quasi-invariance of Wiener measures

Description We will use the quasi-invariance problem of Wiener measures as an example to explain the special difficulties of analysis in infinite dimensional spaces that are not present in finite...

Stochastic Numerical Methods for Singular Models

Description In this lecture we will show examples coming from Biology, Finance, Physics, for which relevant stochastic models present singularities. We will explain why these singularities generate...

Convergence in Monotone and Uniformly Stable Skew-Product Semiflows with Applications

Description In this talk, beginning with the classical comparison principles in ODEs, PDES and FDEs, the concept of monotone dynamical system is introduced. Then its basic properties and the generic...

Wu's Mass Postulate and Approximate Solutions of fKdV Equation

Speaker Sam Shen Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada http://www.ualberta.ca/~shen/ Abstract Wu's remarkable finding of upstream-advancing...