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Hamiltonian-preserving schemes for the Liouville equation with discontinuous potentials
SpeakerShi JinUniversity of Wisconsin at Madisonhttp://www.math.wisc.edu/~jin/ Description When numerically solving the Liouville equation with a discontinuous potential, one faces the problem of...
Stochastic Stability of Variable Speed Machining
SpeakerN. Sri NamachchivayaDirector, Nonlinear Systems Group, Aerospace Engineering Dept., UIUChttp://people.ae.illinois.edu/navam/ Description This talk will address the suppression of machine tool...
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...
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...