Events Archive

Deterministic Guaranteed Automatic Numerical Algorithms for Univariate Integration

Event Topic: Computational Mathematics & Statistics

Non-Adaptive Group Testing

Description Introduction to non-adaptive group testing. Basic probabilistic methods, some improvements (given time explanations as to why they work), non-probabilistic method(s) (group theory/number...

About Equations with Drift and Diffusion

SpeakerLuis SilvestreUniversity of Chicagohttp://www.math.uchicago.edu/~luis/ Description We will discuss the parabolic equation which consists on the heat equation plus a first order term. This term...

Backward Stochastic Differential Equation

Dynamic Acceptability Indices and Risk Measures Description Mariusz Neieweglowski Title: Backward Stochastic Differential Equation Dr. Neieweglowski will start give a presentation about BSDE for...

Localized bases for fitting scattered data and kernel quadrature

Event Topic: Computational Mathematics & Statistics

Mariusz Nieweglowski

Dynamic Acceptability Indices and Risk Measures

Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices and Risk Measures Mr. Tao Chen will investigate the dynamical consistency properties of dynamic acceptability index and dynamic...

AMPL/PATH tutorial introduction to solving complementarity problems

Event Topic: Computational Mathematics & Statistics

Variational Implicit Solvation of Biomolecules

SpeakerBo LiUCSDhttp://math.ucsd.edu/people/faculty/Bo-Li/ Description The structure and dynamics of biomolecules such as DNA and proteins determine the functions of underlying biological systems...

g-Expectation and Dynamic Acceptability Indices

Systemic Risk Description Tao Chen Title: g-Expectation and Dynamic Acceptability Indices Mr. Tao Chen will present the left continuity of conditional risk measures via g-expectation and discuss the...