BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Department of Mathematics - ECPv4.6.23//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Department of Mathematics
X-ORIGINAL-URL:https://math.sciences.ncsu.edu
X-WR-CALDESC:Events for Department of Mathematics
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190117T143000
DTEND;TZID=America/New_York:20190117T150000
DTSTAMP:20190117T181626
CREATED:20190115T161147Z
LAST-MODIFIED:20190116T152731Z
UID:13739-1547735400-1547737200@math.sciences.ncsu.edu
SUMMARY:Departmental Tea and Cookies
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/departmental-tea-and-cookies-10/
LOCATION:SAS 4104
CATEGORIES:Departmental Event
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190117T150000
DTEND;TZID=America/New_York:20190117T160000
DTSTAMP:20190117T181626
CREATED:20190115T165715Z
LAST-MODIFIED:20190115T165715Z
UID:13741-1547737200-1547740800@math.sciences.ncsu.edu
SUMMARY:Khrystyna Serhiyenko\, University of California at Berkeley\, Cluster structures in Grassmannian and Schubert varieties
DESCRIPTION:\n\nCluster algebras are commutative rings defined by a set of generators and relations and equipped with a rich combinatorial structure. It turns out that coordinate rings of many important varieties from Lie theory are cluster algebras. In this talk\, we will discuss cluster structures in open Schubert varieties of the Grassmannian and their categorification via representation theory of preprojective algebras. In particular\, we will relate combinatorics of Postnikov’s plabic graphs and recent work of Leclerc on cluster structures in flag varieties. This naturally generalizes the known results for the Grassmannian\, and has been conjectured for some time. We will also examine new connections between Grassmannians and certain combinatorial objects called $sl_k$ friezes.\n\n\nDr. Khrystyna Serhiyenko is a NSF postdoc at UC-Berkeley. She received her Ph.D. from University of Connecticut in 2015. Her research area is representation theory of associative algebras. She is being interviewed for a tenure-track Assistant Professor position in the Mathematics Department.\n
URL:https://math.sciences.ncsu.edu/event/khrystyna-serhiyenko-university-of-california-at-berkeley-cluster-structures-in-grassmannian-and-schubert-varieties/
LOCATION:SAS 4201
CATEGORIES:Special Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190118T143000
DTEND;TZID=America/New_York:20190118T150000
DTSTAMP:20190117T181626
CREATED:20190107T183524Z
LAST-MODIFIED:20190107T183524Z
UID:13649-1547821800-1547823600@math.sciences.ncsu.edu
SUMMARY:Departmental Tea and Cookies
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/departmental-tea-and-cookies-5/
LOCATION:SAS 4104
CATEGORIES:Departmental Event
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190118T150000
DTEND;TZID=America/New_York:20190118T160000
DTSTAMP:20190117T181626
CREATED:20190116T152653Z
LAST-MODIFIED:20190116T152653Z
UID:13752-1547823600-1547827200@math.sciences.ncsu.edu
SUMMARY:Alpar Meszaros\, UCLA\, Mean Field Games and Master Equations
DESCRIPTION:The theory of Mean Field Games was invented roughly a decade ago simultaneously by Lasry-Lions on the one hand and Caines-Huang-Malhamé on the other hand. The aim of both groups was to study Nash equilibria of differential games with infinitely many players. In the first half of the talk\, we will introduce some basic models and objects from the theory. A fundamental object — introduced by Lions in his lectures — that fully characterizes the equilibria\, is the so-called master equation. This is an infinite dimensional nonlocal Hamilton-Jacobi equation set on the space of Borel probability measures endowed with a distance arising in the Monge-Kantorovich optimal transport problem. A central question in the theory is the global well-posedness of this equation in various settings. We will focus on master equations in absence of noise in the dynamics of the agents. Because of lack of smoothing effect (in the absence of diffusion)\, previously only a short time existence result of classical solutions (due to Gangbo-Swiech) was available. The highly nonlocal nature of the equation prevents us from developing a theory of viscosity solutions in this setting. In the second half of the talk — as part of an ongoing joint work with W. Gangbo — we present a possible approach to construct global in time classical solutions when the data satisfies a suitable convexity/monotonicity condition. \n
URL:https://math.sciences.ncsu.edu/event/alpar-meszaros-ucla-mean-field-games-and-master-equations/
LOCATION:SAS 4201
CATEGORIES:Special Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190122T120000
DTEND;TZID=America/New_York:20190122T130000
DTSTAMP:20190117T181626
CREATED:20190103T201857Z
LAST-MODIFIED:20190103T201857Z
UID:13560-1548158400-1548162000@math.sciences.ncsu.edu
SUMMARY:Brown Bag Lunch
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/brown-bag-lunch/
LOCATION:SAS 4201
CATEGORIES:Diversity and Inclusion in Mathematical and Statistical Sciences
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190122T143000
DTEND;TZID=America/New_York:20190122T150000
DTSTAMP:20190117T181626
CREATED:20190107T183916Z
LAST-MODIFIED:20190107T183916Z
UID:13651-1548167400-1548169200@math.sciences.ncsu.edu
SUMMARY:Departmental Tea and Cookies
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/departmental-tea-and-cookies-6/
LOCATION:SAS 4104
CATEGORIES:Departmental Event
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190125T150000
DTEND;TZID=America/New_York:20190125T160000
DTSTAMP:20190117T181626
CREATED:20181213T155353Z
LAST-MODIFIED:20190116T150956Z
UID:13435-1548428400-1548432000@math.sciences.ncsu.edu
SUMMARY:Joint Math Meetings Roundup\, Panel of Graduate Students
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/joint-math-meetings-roundup-panel-of-graduate-students/
LOCATION:SAS 2102
CATEGORIES:Graduate Training Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190128T140000
DTEND;TZID=America/New_York:20190128T150000
DTSTAMP:20190117T181626
CREATED:20181212T172616Z
LAST-MODIFIED:20190116T185401Z
UID:13433-1548684000-1548687600@math.sciences.ncsu.edu
SUMMARY:Travis Scrimshaw\, University of Queensland\, Towards a uniform model for higher level Kirillov-Reshetikhin crystals
DESCRIPTION:Kirillov-Reshetikhin (KR) modules are a special class of finite-dimensional modules for affine Lie algebras that have deep connections with mathematical physics. One important aspect is that they are conjectured to have crystal bases\, which is known except for affine type E and F (and its dual). One of the open problems in KR crystals is to determine a combinatorial model for all KR crystals uniformly for all levels. There is a uniform construction for all level 1 KR crystals due to Kashiwara using extremal level-zero crystals\, and this construction has been given explicitly for a few combinatorial models for crystals\, such as with LS paths. In joint work with Cristian Lenart\, we make some progress on this open problem by using Demazure crystals of affine Lie algebras and taking a tensor product of level 1 KR crystals. \n
URL:https://math.sciences.ncsu.edu/event/travis-scrimshaw-university-of-queensland-towards-a-uniform-model-for-higher-level-kirillov-reshetikhin-crystals/
LOCATION:SAS 4201
CATEGORIES:Algebra and Combinatorics Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190128T143000
DTEND;TZID=America/New_York:20190128T150000
DTSTAMP:20190117T181626
CREATED:20190107T183953Z
LAST-MODIFIED:20190107T183958Z
UID:13653-1548685800-1548687600@math.sciences.ncsu.edu
SUMMARY:Departmental Tea and Cookies
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/departmental-tea-and-cookies-7/
LOCATION:SAS 4104
CATEGORIES:Departmental Event
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190128T150000
DTEND;TZID=America/New_York:20190128T160000
DTSTAMP:20190117T181626
CREATED:20190116T173840Z
LAST-MODIFIED:20190116T173840Z
UID:13754-1548687600-1548691200@math.sciences.ncsu.edu
SUMMARY:Yerkin Kitapbayev\, MIT Sloan\, Optimal investment strategies for power generation: the value of green energy
DESCRIPTION:This paper examines the investment in and the valuation of power generation projects under uncertainty. The analysis incorporates the possibility of producing from alternative types of fuels\, such as renewables (wind) or fossil fuels (gas)\, hence alternative types of plants/technologies. The model considered in this paper cannot be reduced to a single state variable. It involves two distinct underlying processes\, for electricity and gas\, as well as embedded (two-dimensional) optimal stopping time problems. We apply probabilistic arguments and show that the optimal investment decision can be characterized by two boundaries that satisfy a system of coupled integral equations of Fredholm type. The value of a project to invest in the best of the two types of plants is the premium associated with the optimal investment policy\, i.e.\, the present value of the cumulative instantaneous gains realized when either of the two technologies is optimal. The ability to select the type of plant/technology has significant effects on investment in power generation. The optimal delay can be substantial even if the values of both projects are both large. Green power generation emerges as a significant source of value creation. (Joint work with Jerome Detemple). \n—– \nDr. Yerkin Kitapbayev received his BS and MS from Lomonosov Moscow State University and a PhD in Mathematical Finance from the University of Manchester in 2014. He spent two years as a visiting assistant professor in the the Questrom School of Business at Boston University. He is now a senior lecture in Finance at MIT Sloan. He works in Probability and Stochastic Processes. \n
URL:https://math.sciences.ncsu.edu/event/yerkin-kitapbayev-mit-sloan-optimal-investment-strategies-for-power-generation-the-value-of-green-energy/
LOCATION:SAS 4201
CATEGORIES:Special Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190201T150000
DTEND;TZID=America/New_York:20190201T160000
DTSTAMP:20190117T181626
CREATED:20181203T151205Z
LAST-MODIFIED:20181203T151205Z
UID:13387-1549033200-1549036800@math.sciences.ncsu.edu
SUMMARY:Patrick Combettes\, Radmila Sazdanovic\, NC State
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/patrick-combettes-radmila-sazdanovic-nc-state/
LOCATION:SAS 4201
CATEGORIES:First Year Research Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190201T153000
DTEND;TZID=America/New_York:20190201T160000
DTSTAMP:20190117T181626
CREATED:20190107T184040Z
LAST-MODIFIED:20190107T184040Z
UID:13655-1549035000-1549036800@math.sciences.ncsu.edu
SUMMARY:Departmental Tea and Cookies
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/departmental-tea-and-cookies-8/
LOCATION:SAS 4104
CATEGORIES:Departmental Event
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190201T160000
DTEND;TZID=America/New_York:20190201T170000
DTSTAMP:20190117T181626
CREATED:20190114T143521Z
LAST-MODIFIED:20190114T143521Z
UID:13718-1549036800-1549040400@math.sciences.ncsu.edu
SUMMARY:Sebastian Herrmann\, University of Michigan\, Inventory Management for High-Frequency Trading with Imperfect Competition
DESCRIPTION:We study Nash equilibria for inventory-averse high-frequency traders (HFTs)\, who trade to exploit information about future price changes. For discrete trading rounds\, the HFTs’ optimal trading strategies and their equilibrium price impact are described by a system of nonlinear equations; explicit solutions obtain around the continuous-time limit. Unlike in the risk-neutral case\, the optimal inventories become mean-reverting and vanish as the number of trading rounds becomes large. In contrast\, the HFTs’ risk-adjusted profits and the equilibrium price impact converge to their risk-neutral counterparts. Compared to a social-planner solution for cooperative HFTs\, Nash competition leads to excess trading\, so that marginal transaction taxes in fact decrease market liquidity. (Joint work with Johannes Muhle-Karbe\, Dapeng Shang\, and Chen Yang.) \nDr. Sebastian Herrmann is currently a Byrne Research Assistant Professor in the University of Michigan Department of Mathematics. He received his PhD in Mathematics from ETH Zurich in 2016 in the area of probability and stochastic processes. \n
URL:https://math.sciences.ncsu.edu/event/sebastian-herrmann-university-of-michigan-inventory-management-for-high-frequency-trading-with-imperfect-competition/
LOCATION:SAS 4201
CATEGORIES:Special Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190208T150000
DTEND;TZID=America/New_York:20190208T160000
DTSTAMP:20190117T181626
CREATED:20181213T155459Z
LAST-MODIFIED:20181213T155459Z
UID:13437-1549638000-1549641600@math.sciences.ncsu.edu
SUMMARY:Setting Up Your Webpage\, Seyma Shabbir
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/setting-up-your-webpage-seyma-shabbir/
LOCATION:SAS 4201
CATEGORIES:Graduate Training Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190215T150000
DTEND;TZID=America/New_York:20190215T160000
DTSTAMP:20190117T181626
CREATED:20181213T155614Z
LAST-MODIFIED:20181213T155614Z
UID:13439-1550242800-1550246400@math.sciences.ncsu.edu
SUMMARY:How to Give a Terrible Talk\, Seth Sullivant
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/how-to-give-a-terrible-talk-seth-sullivant/
LOCATION:SAS 4201
CATEGORIES:Graduate Training Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190226T120000
DTEND;TZID=America/New_York:20190226T130000
DTSTAMP:20190117T181626
CREATED:20190103T201937Z
LAST-MODIFIED:20190103T201937Z
UID:13562-1551182400-1551186000@math.sciences.ncsu.edu
SUMMARY:Brown Bag Lunch
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/brown-bag-lunch-2/
LOCATION:SAS 4201
CATEGORIES:Diversity and Inclusion in Mathematical and Statistical Sciences
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190301T150000
DTEND;TZID=America/New_York:20190301T160000
DTSTAMP:20190117T181626
CREATED:20181203T151256Z
LAST-MODIFIED:20181203T151256Z
UID:13389-1551452400-1551456000@math.sciences.ncsu.edu
SUMMARY:Sharon Lubkin\, Cynthia Vinzant\, NC State
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/sharon-lubkin-cynthia-vinzant-nc-state/
LOCATION:SAS 4201
CATEGORIES:First Year Research Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190322T150000
DTEND;TZID=America/New_York:20190322T160000
DTSTAMP:20190117T181626
CREATED:20181203T151402Z
LAST-MODIFIED:20181203T151402Z
UID:13391-1553266800-1553270400@math.sciences.ncsu.edu
SUMMARY:Ricky Liu\, Arvind Saibaba\, NC State
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/ricky-liu-arvind-saibaba-nc-state/
LOCATION:SAS 4201
CATEGORIES:First Year Research Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190326T120000
DTEND;TZID=America/New_York:20190326T130000
DTSTAMP:20190117T181626
CREATED:20190103T202008Z
LAST-MODIFIED:20190103T202008Z
UID:13564-1553601600-1553605200@math.sciences.ncsu.edu
SUMMARY:Brown Bag Lunch
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/brown-bag-lunch-3/
LOCATION:SAS 4201
CATEGORIES:Diversity and Inclusion in Mathematical and Statistical Sciences
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190423T120000
DTEND;TZID=America/New_York:20190423T130000
DTSTAMP:20190117T181626
CREATED:20190103T202038Z
LAST-MODIFIED:20190103T202038Z
UID:13566-1556020800-1556024400@math.sciences.ncsu.edu
SUMMARY:Brown Bag Lunch
DESCRIPTION:
URL:https://math.sciences.ncsu.edu/event/brown-bag-lunch-4/
LOCATION:SAS 4201
CATEGORIES:Diversity and Inclusion in Mathematical and Statistical Sciences
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20190714T080000
DTEND;TZID=America/New_York:20190724T170000
DTSTAMP:20190117T181626
CREATED:20190110T152644Z
LAST-MODIFIED:20190110T152644Z
UID:13706-1563091200-1563987600@math.sciences.ncsu.edu
SUMMARY:The Industrial Mathematical & Statistical Modeling Workshop
DESCRIPTION:The IMSM workshop starts with a welcome reception at 5pm on Sunday\, July 14\, 2019 and ends at 8pm on July 24\, 2019. \nLocation: The IMSM workshop will held in SAS Hall on the campus of North Carolina State University. \nObjective: expose graduate students in mathematics\, statistics\, and computational science to challenging and exciting real-world projects arising in industrial and government laboratory research. Students will gain experience in the team approach to problem solving. \n \n \n
URL:https://math.sciences.ncsu.edu/event/the-industrial-mathematical-statistical-modeling-workshop/
LOCATION:SAS Hall Lobby
CATEGORIES:SAMSI Seminars,Special Events
END:VEVENT
END:VCALENDAR