Applied Mathematics Colloquia Spring 2007
| Date & Time | Location | Title | Wednesday, Jan 17
4:40 pm | E1 103 | Clayton Webster (Florida State University)
An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data | Thursday, Jan 18
4:00 pm | E1 241 | Jianhong Shen (University of Minnesota)
Diffuse Interfaces and Gamma-Convergence For Segmentation | Monday, Jan 22
4:40 pm | E1 106 | Maria Emelianenko (Carnegie Mellon University)
Mathematical modeling and simulation of texture evolution | Wednesday, Jan 24
4:30 pm | E1 244 | Igor Cialenco (University of Southern California)
Stochastic PDE's with space-time white noise and their applications to fixed income market | Monday, Feb 5
4:40 pm | E1 106 | Rob Meyer (Numerical Algorithms Group, Inc.)
Journey of a thousand miles: how an algorithm gets from your street to Wall Street
(Joint with IIT Computer Science) | Monday, Feb 12
4:40 pm | E1 106 | Chengjian Zhang (Huazhong University of Science and Technology, China)
Analytical and Numerical Stability of Nonlinear Volterra Delay-integro-differential Equations | Monday, Feb 19
4:40 pm | E1 106 | William Kath (Northwestern University)
Methods for simulating rare events in soliton-based lightwave systems | Monday, Feb 26
4:40 pm | E1 106 | Per Mykland (University of Chicago)
Financial data and the hidden semimartingale model | Monday, Mar 19
4:40 pm | E1 106 | Gregory Lawler (University of Chicago)
Conformal Invariance and Two-Dimensional Statistical Physics | Monday, Mar 26
1:50 pm | E1 025 | Joshua Cooper (University of South Carolina)
Quasirandom Permutations
NOTE: nonstandard time and location | Monday, Apr 2
4:40 pm | E1 106 | Zaur Berkaliev (MSED IIT)
Chaos and Bifurcations in the Dynamical System of Student Attitudes toward Mathematics | Monday, Apr 9
4:30 pm | WH 113 | Karl Sigmund (University of Vienna)
Karl Menger lecture: Menger, Games, and Morals | Monday, Apr 9
5:30 pm | | Presentation of the IIT Karl Menger Award for exceptional scholarship by a student | Monday, Apr 9
Noon-6:00 pm | | Menger Week activities | Monday, Apr 16
4:40 pm | E1 106 | Jeremy Staum (Northwestern University)
Two-Level Simulations for Risk Measurement | Monday, Apr 23
4:40 pm | E1 106 | Michael Taksar (University of Missouri-Columbia)
Singular stochastic control and related pdes with gradient constraints in portfolio optimization models in mathematical finance | Monday, Apr 30
4:40 pm | E1 106 | Bernard J. Matkowsky (Northwestern University)
Dynamics of Hot Spots in Solid Flame Waves | Monday, Sept 17 (Fall 2007)
4:40 pm | E1 106 | John Neuberger (University of North Texas)
| | | Applied Mathematics Seminars Spring 2007
| Date & Time | Location | Title | Friday, Mar 23
3:15 pm | E1 106 | Joshua Cooper (University of South Carolina)
Random Linear Extensions of Grids | Wednesday, Mar 28
4:40 pm | E1 242 | Monique Jeanblanc (Universiti d'Evry Val d'Essonne - France)
Old results and new tools for credit risk: A dynamic copula approach | Wednesday, Apr 4
4:40 pm | E1 242 | Jin Ma (Purdue University)
Risk Measures and Nonlinear Expectations | Wednesday, Apr 11
12:50-1:40 pm | E1 121 | Karl Sigmund's lunch with the math club | Wednesday, Apr 11
4:30 pm | E1 244 | Karl Sigmund (University of Vienna)
How to Have a Successful Career as a Mathematician | Wednesday, Apr 11
5:45 pm | E1 241 | Stephane Crepey (University of Evry, France)
About a class of doubly reflected BSDES | Friday, Apr 13
3:15 pm | E1 122 | Amitava Bhattacharya (University of Illinois at Chicago)
The polytope of degree partitions | Wednesday, Apr 18
4:40 pm | E1 242 | Jozef Skokan (London School of Economics)
Numbers in Ramsey Theory | Tuesday, Apr 24
3:30 pm | E1 242 | Steven Moffitt (W.H. Trading, LLC)
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance | Wednesday, Apr 25
4:40 pm | E1 242 | Luca Vidozzi (IIT Applied Mathematics)
Markov Copulae and applications in finance | | | Mathematical Finance Seminars Spring 2007
| Date & Time | Location | Title | Monday, Feb 26
4:40 pm | E1 106 | Per Mykland (University of Chicago)
Financial data and the hidden semimartingale model | Wednesday, Mar 28
4:40 pm | E1 242 | Monique Jeanblanc (Universiti d'Evry Val d'Essonne - France)
Old results and new tools for credit risk: A dynamic copula approach | Wednesday, Apr 4
4:40 pm | E1 242 | Jin Ma (Purdue University)
Risk Measures and Nonlinear Expectations | Wednesday, Apr 11
5:45 pm | E1 241 | Stephane Crepey (University of Evry, France)
About a class of doubly reflected BSDES | Monday, Apr 16
4:40 pm | E1 106 | Jeremy Staum (Northwestern University)
Two-Level Simulations for Risk Measurement | Monday, Apr 23
4:40 pm | E1 106 | Michael Taksar (University of Missouri-Columbia)
Singular stochastic control and related pdes with gradient constraints in portfolio optimization models in mathematical finance | Tuesday, Apr 24
3:30 pm | E1 242 | Steven Moffit (W.H. Trading, LLC)
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance | Wednesday, Apr 25
4:40 pm | E1 242 | Luca Vidozzi (IIT Applied Mathematics)
Markov Copulae and applications in finance | | Stochastics and Computation Seminars Spring 2007
| | Graduate Student Seminars Spring 2007
| Date & Time | Location | Title | Wednesday, Apr 11
4:30 pm | E1 244 | Karl Sigmund (University of Vienna)
How to Have a Successful Career as a Mathematician | | | Discrete Applied Mathematics Seminars Spring 2007
| Date & Time | Location | Title | Wednesdays
1/31-5/02/07
11am-noon | E1 241 | Discrete Applied Mathematics Seminar | Wednesday, Jan 31
11am-noon | E1 241 | Michael Pelsmajer (IIT Applied Mathematics)
An open problem in graph theory for students | Wednesday, Feb 7
11am-noon | E1 241 | Michael Pelsmajer (IIT Applied Mathematics)
More feedback vertex set problems | Wednesday, Feb 21
11am-noon | E1 241 | Robert Ellis (IIT Applied Mathematics)
Three balls on a cliff (part 1) | Wednesday, Feb 28
11am-noon | E1 241 | Michael Pelsmajer (IIT Applied Mathematics)
Random Mixed Hypergraphs and Upper Chromatic Number | Wednesday, March 7
11am-noon | E1 241 | Robert Ellis (IIT Applied Mathematics)
The two-batch liar game over a bounded channel (part 1) | Wednesday, March 21
11am-noon | E1 241 | Robert Ellis (IIT Applied Mathematics)
The two-batch liar game over a bounded channel (part 2) | Wednesday, April 4
11am-noon | E1 241 | Sanjiv Kapoor (IIT Computer Science)
Auction Algorithms for Market Equilibrium | Wednesday, April 18
11am-noon | E1 241 | Hemanshu Kaul (IIT Applied Mathematics)
Breaking Symmetries in Graphs | Wednesday, April 25
11am-noon | E1 241 | Oscar Ortega (IIT Applied Mathematics)
The mean function on finite trees | Wednesday, May 2
11am-noon | E1 241 | Cheryl Balm (IIT Applied Mathematics)
On correcting MRI brain scans via a spherical homomorphism theorem | Wednesday, May 9
11am-noon | E1 241 | Oscar Ortega (IIT Applied Mathematics)
The mean function on finite trees, part 2 | | |
