Department of Mathematics
Applied Mathematics Seminar 2009-2010

Wayne State University
College of Liberal Arts and Sciences

All talks are held Wednesdays at 1:00 PM in 1285 FAB, unless otherwise noted.
Contact Paul Chow for more information.

All seminars
Colloquium
Mathematics Department home page

Fall 2009

Date

Speaker and Title
   

Oct. 7:

Fatih Celiker; Wayne State University
Hybridizable discontinuous Galerkin methods for Timoshenko beams

   
Oct. 14: Yumin Wang; WSU and York University
Quantile Hedging for Guaranteed Minimum Death Benefits
   
Oct. 21: P. L. Chow; WSU
Unbounded Positive Solutions of Nonlinear Parabolic Ito Equations
   

Nov. 4:

Alexander Korostelev; Wayne State University
Change-point Problems in Higher-dimensional Dynamical Systems
   
Nov. 11: Rafail Khasminskii; Wayne State University
Method of Lyapunov Functions for Analysis of Extinction and Explosion in Markov Chains
   
Nov. 18: Qingshuo Song; University of Michigan
Existence of Optimal Impulse Control on Portfolio Optimization with Transaction Cost
   
Nov. 25: Boris Mordukhovich, Wayne State University
Variational Analysis in Welfare Economics
   
Dec. 2: Shawn Wang, University of British Columbia
Resolvent Averages of Monotone Operators

 

Winter 2009

Date

Speaker and Title

Feb. 25:

Professor Ziqing Xie, Hunan Normal University
Applied Mathematics Seminar: Two New Numerical Methods for Solving Semilinear Elliptic Equations

March 4:

Professor Nicolai Krylov; University of Minnesota
Joint Applied Mathematics and Probability Seminar: On the regularity properties of conditional densities for partially observable uniformly nondegenerate diffusion processes with Lipschitz coefficients

March 25: 1pm

Dr. Dean Carlson; Mathematical Review
Joint PDE and Applied Mathematics Seminar: An equivalent problem approach to absolute extrema for calculus of variations problems with differential constraints

March 25: 2pm

Prof. Tong Sun: Bowling Green State University
Applied Mathematics Seminar: Numerical Smoothing, Instead of Numerical Stability

April 8:

Dr. Lijian Jiang: IMA, University of Minnesota
Applied Mathematics Seminar: Quasi-global multiscale finite elements and their applications in heterogeneous porous media

April 15:

Prof. Bernardo Cockburn: University of Minnesota
Applied Mathematics Seminar: A new analysis technique for the hybridizable discontinuous Galerkin methods for second-order elliptic problems

May 13: 1pm

Professor Annika Lang: University of Mannheim, Germany
Joint Applied Mathematics Probab./Statist. Seminar: Almost convergence of discrete-time solutions to some stochastic PDEs and their applications in heterogeneous porous media

May 13: 2pm

Professor Andrea Barth: CMA, University of Oslo, Norway and Univ. Mannheim, Germany
Joint Applied Mathematics Probab./Statist. Seminar: A Finite Element Method for stochastic PDEs driven by Lévy Noise