Teaching and Diversity Statements
An afternoon discussion/workshop by Jo-Ann Cohen on preparing teaching and diversity statements for the job search. Note unusual time!
An afternoon discussion/workshop by Jo-Ann Cohen on preparing teaching and diversity statements for the job search. Note unusual time!
This paper studies the valuation of American options for a general one-factor stochastic volatility model. Using the local time-space calculus on surfaces we derive an early exercise premium representation for the option price, parametrized by the optimal exercise surface. The exercise surface is the unique solution to an integral equation of Volterra type. The paper…
Bordered Floer theory has proven quite useful for studying satellites. In this talk, I'll discuss how to use gradings in bordered Floer theory to study the Floer thickness, 3-genus, and fiberedness of arbitrarily twisted Mazur pattern satellite knots Q_n(K). We'll show that for all but two satellites, Q_n(K) is not Floer homologically thin, we'll give…
UUG is holding a Math Grad School Applications Workshop. We will have a presentation about applying to grad schools in mathematics. We will touch on the topics of personal statements, CVs, transcripts, GREs, letters of recommendation, and more. The presentation will be followed by a Q&A session with a faculty panel that have all been…
Systems governed by laws of self-organization arise in many different contexts including biology (swarming behavior of animals), social (opinion dynamics, social networks), technological (cosmology, control, robotics), and others. A particular challenge in studying such systems is to understand how local communication between "agents" gives rise to emergence of global collective behavior characterized by two basic phenomena -- alignment and flocking. In this…
The 21st century has seen a boom in the production of data as well as methods to analyze data. One such methodology is Topological data analysis (TDA), where concepts from topology are used to infer the patterns underlying data sets. I will provide a basic and accessible introduction to persistent homology, a common type of TDA that is…
We discuss the reasons for the introduction of Valuation Adjustments as a consequence of the financial crisis of 2007-9. We introduce an arbitrage-free framework for robust valuation adjustments. An investor trades a credit default swap portfolio with a defaultable counterparty. The investor does not know the expected rate of return of the counterparty bond, but…
Kornelia Bastin, OR PhD Student People are faced with an overwhelming amount of news, only some of which comes from credible sources and is fact verified. The main idea behind this project is to address such issues. The scope of work includes creating an accessible and efficient method for members of the public to get…
Sandia National Laboratories is a federally funded research and development center that develops and applies science, technology, and engineering solutions for pressing national security challenges. Mathematics at all levels of rigor underpins every aspect of the work we do, and Sandians with academic degrees in applied mathematics impact a wide range of areas such as…
Topological Data Analysis (TDA) is a relatively young field in both algebraic topology and machine learning. Tools from TDA, in particular persistent homology, have proven successful in many scientific disciplines. Persistence diagrams, a typical way to study persistent homology, contain fruitful information about the underlying objects. However, performing statistical methods directly on the space of persistence diagrams is…
Email Jordan at jemassa@sandia.gov your resume and availibility.
Elliptic integrands are used to model anisotropic energies in variational problems. These energies are employed in a variety of applications, such as crystal structures, capillarity problems and gravitational fields, to account for preferred inhomogeneous and directionally dependent configurations. After a brief introduction to variational problems involving elliptic integrands, I will present an overview of the…
Kitware researchers Dr. Rachel Clipp and Dr. Matt Brown will talk about their transition from academic research to R&D at a private company as well as some of their active projects. Kitware is a software research and development company with expertise in computer vision, data and analytics, high-performance computing and visualization, medical computing, and software…
Experts have long realized the parallels between elliptic and parabolic theory of partial differential equations. It is well known that elliptic theory may be considered a static, or steady-state, version of parabolic theory. And in particular, if a parabolic estimate holds, then by eliminating the time parameter, one immediately arrives at the underlying elliptic statement.…
Imagine tying up your shoelaces into a knot. How can we measure the difficulty of unknotting this mess? In this talk, we will study mathematical knots and various measurements of their complexity with a view towards efficient unknotting. This talk should be accessible to all undergraduates.