[Sem-coll] Applied Math Seminars & Colloquium Next Week

Joe Millham jmillham at iit.edu
Thu Apr 1 16:16:32 CDT 2010

Please join the Applied Math department for the following Seminars and
Colloquia.  All are welcome to attend, and refreshments will be served
at some events.  For a complete and updated listing of the
department's seminars, please visit the seminar webpage:

Department Colloquium
Monday, April 5, 2010    E1 106  4:40 pm
Greg Baker, Ohio State University
"Waves and Curves"
See abstract below

Stochastic & Multiscale Modeling and Computations Seminar
Monday, April 5, 2010    E1 244   11:30 am
Igor Cialenco,  IIT Applied Math
"Inverse Problems for Stochastic PDEs Driven by Multiplicative Fractional Noise"
See abstract below

Greg Baker, Ohio State University
"Waves and Curves"
Water waves are perhaps the most notable features of the planet, and
they have occupied the attention of scientist since the birth of
civilization. Yet they remain incompletely understood.  Despite recent
theoretical advances, the generic mathematical behavior of water waves
eludes description.  I will present a different view of water waves
traveling in two-dimensions, one based on the relationship between the
curvature and the arclength.  There is a strikingly simple connection
associated with the formation of breaking waves. It is based on the
presence of pole singularities in the complex arclength plane that
approach the real axis. A companion square-root singularity in the
surface height as a function of the horizontal coordinate reaches the
real axis in finite time when the slope becomes vertical.  The
presence of this singularity affects the wave spectra directly.


Igor Cialenco, IIT Applied Math
"Inverse Problems for Stochastic PDEs Driven by Multiplicative Fractional Noise"
We will focus on estimating the drift coefficient and the Hurst
parameter for some parabolic SPDEs driven by multiplicative fractional
noise. Using the singularity of the probability measures generated by
the solutions (for different parameters) we propose two sets of
estimates: maximum likelihood based estimates for the drift
coefficient and a new class of estimates called “exact estimates” for
drift and Hurst parameter.  For these estimates we study standard
efficiency, asymptotic normality. Finally we will discuss some
numerical examples.

See you there!

Joe Millham

Administrative Assistant
Department of Applied Mathematics
Illinois Institute of Technology
Engineering-1 Room 208
10 W. 32rd St.
Chicago IL 60616
312.567.8984 (Phone)
312.567.3135 (Fax)

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