Sep
26
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...
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Sep
21
Stable Manifold for SDE in mean-square sense
Event Topic Graduate Student
Sep
19
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...
Sep
15
Self-Organization of Microtubules and Molecular Motors
Description One of the central questions in biology concerns the formation of complex, highly organized microscopic structures from initially disordered states. Complex ordered structures are...
Sep
14
Introduction to LATEX
Event Topic Graduate Student
Sep
14
Stochastic Numerical Methods for Singular Models
Description In this lecture we will show examples coming from Biology, Finance, Physics, for which relevant stochastic models present singularities. We will explain why these singularities generate...
Aug
29
Convergence in Monotone and Uniformly Stable Skew-Product Semiflows with Applications
Description In this talk, beginning with the classical comparison principles in ODEs, PDES and FDEs, the concept of monotone dynamical system is introduced. Then its basic properties and the generic...
May
13
Wu's Mass Postulate and Approximate Solutions of fKdV Equation
Speaker Sam Shen Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Canada http://www.ualberta.ca/~shen/ Abstract Wu's remarkable finding of upstream-advancing...
Apr
20
Design and Optimization of a Solid State Qubit System
SpeakerRussel CaflischDepartment of Mathematics, University of California at Los Angeleshttp://www.math.ucla.edu/~caflisch/ Description Abstract This talk will describe the simulation, design and...
Apr
18
Two Numerical Problems in Chemical Dynamics Simulation
Description In this talk we describe two problems in chemical simulation. The first involved the calculation of Potential Energy Surfaces -- a high-dimensional data-fitting problem which is central to...