Events Archive

A Multi-Resolution Functional ANOVA Model for Large-Scale and Many-Dimensional Non-Linear Regression

HostDepartment of Applied Mathematics SpeakerBenjamin Haaland, Assistant ProfessorStewart School of Industrial & Systems Engineering at Georgia Techhttps://www.isye.gatech.edu/users/benjamin-haaland...

Meshless Finite Difference Methods

HostDepartment of Applied Mathematics SpeakerOleg DavydovDepartment of Mathematics, University of Giessenhttp://www.staff.uni-giessen.de/odavydov Description After a brief discussion of the...

Multi-Physics and Multi-Scale Computations for Complex Problems in Engineering

HostDepartment of Applied Mathematics SpeakerGregory WagnerAssociate Professor, Mechanical Engineering, Northwestern Universityhttp://www.mccormick.northwestern.edu/research-faculty/directory/profiles...

Fractional Partial Differential Equations: Modeling, Numerical Method, and Analysis

HostDepartment of Applied Mathematics Description Fractional partial differential equations (FPDEs) provide an accurate description of transport processes from many applications, which exhibit...

Graduate Student Colloquium

Understanding Umbrella Sampling Approaches to Rare Event Simulation

HostDepartment of Applied Mathematics SpeakerJonathan Weare, Assistant ProfessorDepartment of Statistics, James Franck Institute, and the college, The University of Chicagohttp://www.stat.uchicago.edu...

The Grothendieck Constant Is Strictly Smaller Than Krivine's Bound

HostDepartment of Applied Mathematics SpeakerYury MakarychevAssociate Professor, Toyota Technological Institute at Chicago / Department of Computer Science, University of Chicagohttp://ttic.uchicago...

Sample Path Properties for SDEs Driven by Fractional Brownian Motions

HostDepartment of Applied Mathematics SpeakerCheng OuyangAssistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicagohttp://homepages.math.uic.edu...

Jump Diffusions and Non-local Operators

HostDepartment of Applied Mathematics SpeakerZhen-Qing Chen, ProfessorDepartment of Mathematics, University of Washingtonhttps://www.math.washington.edu/~zchen/ Description Transition density function...

Derivatives Pricing Under Bilateral Counterparty Risk

HostDepartment of Applied Mathematics SpeakerSamim GhamamiQuantitative Risk Analysis Section, Reserve Bank Operations and Payment Systemshttp://www.federalreserve.gov/econresdata/samim-ghamami.htm...