Applied Mathematics Professors Shine at International Gathering of Researchers



By Casey Moffitt
Tomasz Bielecki-Igor Cialenco

Illinois Institute of Technology featured brightly at an international gathering of top mathematics researchers as two faculty members played prominent roles presenting their research and leading discussions on cutting-edge research.

Tomasz Bielecki, professor of applied mathematics, and Igor Cialenco, professor of applied mathematics, were among four academics invited to present a series of lectures based on their research at the renowned Banach Center in the Institute of Mathematics of the Polish Academy of Sciences, as a part of the Simons Semester “Stochastic Modeling and Control,” hosted by the Institute of Mathematics Polish Academy of Sciences along with academics from the University of Leeds and the National University of Kyiv.

“Being invited to give the lectures, and to know that people are willing to listen, is a recognition of the work we are doing,” Cialenco says. “And Illinois Tech played a prominent role. It’s an opportunity to present what we are doing at Illinois Tech to the outside world.”

Bielecki says they he had and opportunity to attend the Banach Center as a student, and to be invited as lecturers is an important moment in his research careers.  

“The mere fact that we were able to go as speakers is not trivial to us,” Bielecki and Cialenco say. “Presenting at the Banach Center was a thrilling experience.”

“Being at the Banach Center as a student, I never thought that I would have the chance to lecture there,” Bielecki says.

The pair spent more than a month in Poland, each giving a series of five lectures on their research, as well as attending a conference and workshops that all were a part of the Simons Semester. It was an opportunity to discuss the latest research with fellow academics, industry leaders, and students from around the world. These exchanges push the boundaries of mathematics research and can form new research collaborations.

“This is how science gets done,” Cialenco says. “Doing research is not just writing papers. The purest level of science is to interact with other researchers.”

Bielecki’s lecture series was based on his book, Structured Dependence Between Stochastic Processes, co-authored with Jacek Jakubowski and Mariusz Niewȩgłowski. The book explores the relatively young theory of structured dependence between stochastic processes and the real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics.

Along with being featured as a lecturer, Bielecki served on the semester’s organizing committee, the program committee, and co-organized the workshop, Modeling with Hawkes Processes: Theory, Statistics, and Applications.

Cialenco based his lecture series on his research, “Dynamic Risk and Performance Measures and Their Control.” Cialenco says he has been conducting research in this area with a number of collaborators for the past 15 years and has shown promising recent results.