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Spring 2007 Colloquia and Seminars

 
Applied Mathematics Colloquia Spring 2007
Date & Time Location Title
Wednesday, Jan 17
4:40pm		 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
4:00pm		 E1 241 Jianhong Shen (University of Minnesota)
Diffuse Interfaces and Gamma-Convergence For Segmentation
Monday, Jan 22
4:40pm		 E1 106 Maria Emelianenko (Carnegie Mellon University)
Mathematical modeling and simulation of texture evolution
Wednesday, Jan 24
4:30pm		 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
4:40pm		 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
4:40pm		 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
4:40pm		 E1 106 William Kath (Northwestern University)
Methods for simulating rare events in soliton-based lightwave systems
Monday, Feb 26
4:40pm		 E1 106 Per Mykland (University of Chicago)
Financial data and the hidden semimartingale model
Monday, Mar 19
4:40pm		 E1 106 Gregory Lawler (University of Chicago)
Conformal Invariance and Two-Dimensional Statistical Physics
Monday, Mar 26
1:50pm		 E1 025 Joshua Cooper (University of South Carolina)
Quasirandom Permutations
NOTE: nonstandard time and location
Monday, Apr 2
4:40pm		 E1 106 Zaur Berkaliev (MSED IIT)
Chaos and Bifurcations in the Dynamical System of Student Attitudes toward Mathematics
Monday, Apr 9
4:30pm		 WH 113 Karl Sigmund (University of Vienna)
Karl Menger lecture: Menger, Games, and Morals
Monday, Apr 9
5:30pm		 Presentation of the IIT Karl Menger Award for exceptional scholarship by a student
Monday, Apr 9
Noon-6:00pm		 Menger Week activities
Monday, Apr 16
4:40pm		 E1 106 Jeremy Staum (Northwestern University)
Two-Level Simulations for Risk Measurement
Monday, Apr 23
4:40pm		 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
4:40pm		 E1 106 Bernard J. Matkowsky (Northwestern University)
Dynamics of Hot Spots in Solid Flame Waves
Monday, Sept 17 (Fall 2007)
4:40pm		 E1 106 John Neuberger (University of North Texas)
 
Applied Mathematics Seminars Spring 2007
Date & Time Location Title
Friday, Mar 23
3:15pm		 E1 106 Joshua Cooper (University of South Carolina)
Random Linear Extensions of Grids
Wednesday, Mar 28
4:40pm		 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
4:40pm		 E1 242 Jin Ma (Purdue University)
Risk Measures and Nonlinear Expectations
Wednesday, Apr 11
12:50-1:40pm		 E1 121 Karl Sigmund's lunch with the math club
Wednesday, Apr 11
4:30pm		 E1 244 Karl Sigmund (University of Vienna)
How to Have a Successful Career as a Mathematician
Wednesday, Apr 11
5:45pm		 E1 241 Stephane Crepey (University of Evry, France)
About a class of doubly reflected BSDES
Friday, Apr 13
3:15pm		 E1 122 Amitava Bhattacharya (University of Illinois at Chicago)
The polytope of degree partitions
Wednesday, Apr 18
4:40pm		 E1 242 Jozef Skokan (London School of Economics)
Numbers in Ramsey Theory
Tuesday, Apr 24
3:30pm		 E1 242 Steven Moffitt (W.H. Trading, LLC)
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance
Wednesday, Apr 25
4:40pm		 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
4:40pm		 E1 106 Per Mykland (University of Chicago)
Financial data and the hidden semimartingale model
Wednesday, Mar 28
4:40pm		 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
4:40pm		 E1 242 Jin Ma (Purdue University)
Risk Measures and Nonlinear Expectations
Wednesday, Apr 11
5:45pm		 E1 241 Stephane Crepey (University of Evry, France)
About a class of doubly reflected BSDES
Monday, Apr 16
4:40pm		 E1 106 Jeremy Staum (Northwestern University)
Two-Level Simulations for Risk Measurement
Monday, Apr 23
4:40pm		 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
3:30pm		 E1 242 Steven Moffit (W.H. Trading, LLC)
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance
Wednesday, Apr 25
4:40pm		 E1 242 Luca Vidozzi (IIT Applied Mathematics)
Markov Copulae and applications in finance
Stochastics and Computation Seminars Spring 2007
Date & Time Location Title
Monday, Mar 19
4:40pm		 E1 106 Gregory Lawler (University of Chicago)
Conformal Invariance and Two-Dimensional Statistical Physics
Wednesday, Mar 28
4:40pm		 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
4:40pm		 E1 242 Jin Ma (Purdue University)
Risk Measures and Nonlinear Expectations
Wednesday, Apr 11
4:40pm		 E1 242 Stephane Crepey (University of Evry, France)
About a class of doubly reflected BSDES
Tuesday, Apr 24
3:30pm		 E1 242 Steven Moffit (W.H. Trading, LLC)
Tsallis Statistics - A New Paradigm In Statistical Mechanics With Applications in Finance
Wednesday, Apr 25
4:40pm		 E1 242 Luca Vidozzi (IIT Applied Mathematics)
Markov Copulae and applications in finance
 
Graduate Student Seminars Spring 2007
Date & Time Location Title
Wednesday, Apr 11
4:30pm		 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
Last updated by skougeo AT iit DOT edu on 4/19/07

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