SpeakerMichael SiegelNew Jersey Institute of Technologyhttp://math.njit.edu/people/siegel.php Description An efficient, non-stiff boundary integral method for 3D porous media flow with surface tension...
SpeakerRenming SongUniversity of Illinois - Urbana-Champaignhttp://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion is a L'evy process which can obtained by replacing the time of...
Description We consider the problem of pricing and hedging of defaultable rating-sensitive claims. By a defaultable rating-sensitive claim, we mean a classical one broadened by a migration process and...
Description Precipitation is an important microstructure feature in alloys; and it affects many aspects of material properties and performance. With its importance, precipitation modeling and...
Description Microbially modulated carbonate precipitation is a fundamentally important phenomenon of natural and engineered environments which involves the interaction of biological, chemical...
Speaker Paul Fischer Argonne National Laboratory Description Accuracy and stability have long been essential to numerical algorithms for the simulation of fluid flow. With the advent of tera- and...
SpeakerJie Yang University of Illinois - Chicagohttp://homepages.math.uic.edu/~jyang06/ Description This talk introduces a new statistical model based on a permanent process for supervised and...
Description A current challenge in the modeling of surface reaction-diffusion systems is to connect the length scales from a realistic atomistic treatment of local ordering of adsorbed reactants and...
SpeakerWilliam S. ClevelandPurdue Universityhttp://www.stat.purdue.edu/~wsc/ Description Divide and recombine (D&R) is a framework for the analysis of very large datasets, ubiquitous today in science...
SpeakerVadim LinetskyNorthwestern Universityhttp://users.iems.northwestern.edu/~linetsky/ Description We show how to construct multi-dimensional Markov processes with dependent jumps via multivariate...
