Sep
28
A Linear Stochastic Volatility Model
Speaker Jacek Jakubowski Warsaw University and Warsaw Institute of Technology, Poland http://www.mimuw.edu.pl/?cookie=1 Description I introduce a special class of volatility models, namely linear...
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Sep
26
Allocation of Resources under Dependencies
SpeakerHemanshu KaulIIThttp://www.math.iit.edu/~kaul/ Description We consider the problem of how to decide which projects to invest in and implement in a transportation network, so as to maximize the...
Sep
26
Recent Advances on the Numerical Solutions of Stochastic Partial Differential Equations
Event Topic: Computational Mathematics & Statistics
Sep
19
Perfect Fluid Flow from Granular Jet Impact
SpeakerWendy ZhangUniversity of Chicagohttp://jfi.uchicago.edu/~wzhang/ Description Children are taught that liquids are an intermediate state of matter: they flow easily, much as gases do, yet, like...
Sep
19
Modern techniques for Nonlinear Solvers
Event Topic: Computational Mathematics & Statistics
Sep
12
Understanding Protein Electrostatics using Boundary-Integral Equations
SpeakerJaydeep BardhanRush Universityhttp://www.bu.edu/pasi/people/jaydeep-bardhan/ Description The electrostatic interactions between biological molecules play important roles determining their...
Aug
29
When does the screening effect hold?
SpeakerMichael L. SteinUniversity of Chicagohttp://galton.uchicago.edu/faculty/stein.shtml Description When using optimal linear prediction to interpolate point observations of a mean square...
Aug
24
Fast Gaussian Wavepacket Transforms and Gaussian Beams for the Schrodinger Equation
SpeakerJianliang QianMichigan State Universityhttp://www.math.msu.edu/~qian/ Description We introduce a wavepacket-transform-based Gaussian beam method for solving the Schrödinger equation. We focus...
Apr
25
Optimal Delaunay Triangulations
SpeakerLong ChenUniversity of California - Irvinehttp://www.math.uci.edu/~chenlong/ Description Optimal Delaunay triangulations (ODTs) are optimal meshes minimizing the inter- polation error to a...
Apr
20
A Continuum Variational Approach to Vesicle Membrane Modeling
Description Biological membranes remodel in lipid pore formation, fusion, endocytosis and other processes. Traditionally, continuum membrane mechanics has been used to describe the physics of these...