[ugrads] Applied Mathematics Research Showcase: Stochastics

Adam Rumpf arumpf at hawk.iit.edu
Sat Apr 8 20:33:30 CDT 2017

Hello All,

Please join us *Tuesday, April 18*, for *free lunch* and a chance to see
what's new in the Applied Mathematics department!

This is part of a series of special seminars that IIT's SIAM student
chapter and Applied Mathematics department host jointly. Each seminar
features faculty members briefly discussing their recent and ongoing
research over lunch. These talks are casual and accessible to a general
audience with a basic mathematical background. If you are a new graduate
student or an advanced undergraduate looking for research topics or
advisors, or if you just want to know what your colleagues are working on,
then this event is for you.

This seminar will feature research in *Stochastics*, the study of random
processes, with talks by Drs. Tomasz Bielecki, Igor Cialenco, and Ruoting
Gong. Their research focuses on providing tools for analysis, control, and
numerical study of systems that evolve in time and space and are subject to
randomness. Topics include:

   - *Stochastic partial differential equations* and stochastic dynamical
   systems, which are used to model complex phenomena such as turbulent flows,
   climate change, and behavior of financial markets
   - *Mathematical finance*, including quantitative models of financial
   securities that allow pricing, hedging, and mitigating the risk of complex
   financial products
   - *Random sequence comparison*, which helps scientists to identify
   regions of similarity in sequences of DNA, RNA, and proteins, or between
   strings in a natural language

Background knowledge of these subjects will not be assumed.

The talk will take place on *Tuesday, April 18, 12:45-1:45* in room *RE 106*.
Lunch will be provided. It is open to all, but Applied Mathematics students
and faculty are strongly encouraged to attend. We hope to see you there!

Adam Rumpf
IIT SIAM Student Chapter President
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