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This Week in Mathematics

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Next Week [Mar 03, 2024 - Mar 09, 2024]
Entries for this week: 6
Monday March 04, 2024

PDE seminar
Time: 3:05pm Room: LOV 105
Abstract/Desc: TBA

Mathematics Colloquium
Mathematical Models of infectious diseases
    - Stanca Ciupe, Virginia Tech
Time: 3:05 Room: Lov 101
Abstract/Desc: Understanding the transmission of a pathogen into a population requires multiscale investigation of individual infections, probability of transmission, immunity landscape, and the roles of control measures, such as vaccination and testing. In this talk, I will present single and multiscale mathematical models of within-host and within-between host infections that incorporate the heterogeneity of individuals' infectiousness and susceptibility into infectious disease models. We will use animal and human data from SARS-CoV-2 and Usutu virus infections as case studies. We will address the dependence of predictions on model structure and data scarcity and will determine how uncertainty in predictions at one scale change predicted results at another scale. Lastly, we investigate in-silico and empirical experiments that ensure identifiability at each scale, hence, inducing robustness in epidemiological model predictions.

Wednesday March 06, 2024

Applied and Computational Math Seminar -- Stochastic Computing and Optimization
Stochastic Computing and Optimization
    - ACM/Fin Math students,
Time: 3:05PM Room: LOV 0231
Abstract/Desc: Students from ACM and Financial Math will present their research progress. Some invited speakers may also present their research.

Biomathematics Journals Seminar
A Turing Mechanism in Order to Explain the Patchy Nature of Crohn's Disease
    - Sarah Williams, FSU
Time: 5:00 Room: Dirac library

Thursday March 07, 2024

Financial Math Seminar
Diffusion Operator Integral Method and Applications to Pricing and Optimal Investment
    - Zhenyu Cui, Stevens Institute of Technology
Time: 3:05pm Room: Zoom
Abstract/Desc: In this talk, I shall discuss the diffusion operator integral (DOI) method and its applications in options pricing and solving optimal investment problems. The DOI method is a useful tool to generate series expansions for pricing PDEs and also HJB PDEs, and the main idea is to propose auxiliary stochastic models under which these PDEs have closed form solutions. Then we show that the difference in the value functions of the original PDE and the auxiliary PDE also satisfy a similar type PDE, and has a stochastic representation of the solution (through Feynman Kac). Then we can further utilize the Ito Taylor expansion to characterize the differences in the value functions. We show the applications in two examples: valuation of American-style arithmetic Asian options and Merton problem under the Heston stochastic volatility models.

Algebra Seminar [url]
Multidegrees of Monomial Cremona Transformations
    - Brandon Story, FSU
Time: 3:05 pm Room: LOV 107
More Information
Abstract/Desc: Multidegrees are an important sequence of natural numbers associated to a rational map of projective schemes that are closely related to Segre classes. In this talk, we will discuss how one may compute the multidegrees of a rational monomial map and how questions concerning monomial Cremona transformations can be thought of in terms of volumes of certain simplices.

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