| Colloquia Weyl Laws of Schrodinger operators on manifolds Cheng Zhang Department of Mathematics, University of Rochester |
This Job Candidate Colloquium is held in conjunction with the Analysis seminar group. Please virtually attend Monday the 13th at 4 PM CDT via this Zoom link.
| Colloquia Changepoint Detection in Time Series Data Xueheng Shi Department of Statistics, University of California, Davis |
Dr. Shi's Job Colloquium talk is sponsored by the Statistics seminar group. Please virtually attend via this Zoom link. Passcode: b0UPyX
| Colloquia Overcoming the curse of dimensionality: structure-preserving machine learning moment closures and adaptive sparse grid discontinuous Galerkin schemes Juntao Huang Department of Mathematics, Michigan State University |
For the second part, we introduce our work on adaptive sparse grid discontinuous Galerkin (DG) schemes for nonlinear PDEs in multidimensions. Due to the difficulty in efficiently projecting a nonlinear function onto sparse grid DG space, previous work mainly focuses on linear problems. To generalize the sparse grid DG schemes from linear problems to nonlinear cases, we first apply a class of interpolatory multiwavelets to treat nonlinear terms, then use fast wavelet transform to convert point values to the coefficients of the hierarchical wavelets, and lastly perform fast matrix-vector multiplication compute integrals over elements and edges in DG schemes. The resulting algorithm achieves similar computational complexity as linear equations and is successfully applied to several important classes of nonlinear PDEs.
This Job Colloquium is held in tandom with the Applied Math seminar group. Please virtually attend Wednesday the 15th at 4 PM CDT via this Zoom link.
| Colloquia The role of dynamics in Statistics, Harmonic analysis and Geometric analysis Suddhasattwa Das Department of Mathematical Sciences, George Mason University |
Dr. Das' Job Colloquium talk is sponsored by the PDGMP seminar group. Please virtually attend via this Zoom link. Passcode: Das
| Colloquia Agnostic Tests of Stochastic Discount Factor Theory Prof. Richard Roll Linde Institute Prof. of Finance, Caltech |
Brief Bio: Prof. Roll is known in particular for his work on portfolio theory and asset pricing. He has extensive business experience, having been a consultant for a range of corporations, law firms, and government agencies in addition to serving on boards and founding several businesses himself. At Boeing the early 1960s, he worked on the Minuteman missile and the Saturn moon rocket. He was a vice president at Goldman, Sachs & Co. in the 1980s, where he founded and directed the mortgage securities group.
Previously, Richard has been on the faculty at UCLA, where he held the Joel Fried Chair in Applied Finance in the Anderson School of Management and is now a professor emeritus; at Carnegie Mellon University; the European Institute for Advanced Study of Management in Brussels; and the French business school Hautes Etudes Commerciales (HEC) near Paris. Roll holds a Ph.D. in economics, finance, and statistics from the University of Chicago, as well as an M.B.A. from the University of Washington and a B.A.E. from Auburn University. He has received honorary doctorates from universities in both France and Germany.
In addition to his published books and journal articles, he is or has been an associate editor of 11 different journals in finance and economics. Among his honors, he has won the Graham and Dodd Award for financial writing four times and the Leo Melamed Prize for financial research. In 2009, he was named Financial Engineer of the Year by the International Association of Financial Engineers and in 2015 was one of two recipients of the Onassis Prize in Finance. He is a past president of the American Finance Association and a fellow of the Econometric Society.