This Week in Mathematics

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Beyond Mar 11, 2017
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Tuesday March 21, 2017

Applied PDE seminar
Evolution equation in shape analysis
    - Martin Bauer, FSU
Time: 4:30-5:20 Room: LOV227
Abstract/Desc: The mathematical study of shape is concerned with the description, comparisons and analysis of geometric shapes. An approach, that has been proven successful, is to equip this highly non-linear space with a Riemannian metric and use this to constructs charts and thus locally linearize the space. In order to achieve this task, numerical and theoretical results on existence of length minimizing curves (geodesics) are a necessary ingredient. In this talk I will discuss the evolution equations that appear in the context of Sobolev metrics on the shape spaces of curves and surfaces. I will discuss their local and global well-posedness properties and show numerical examples of solutions.

Thursday March 23, 2017

Financial Mathematics Seminar
Discrete Sums of Geometric Brownian Motions, Annuities and Asian Options
    - Lingjiong Zhu,
Time: 3:35pm Room: 201 Lov
Abstract/Desc: The discrete sum of geometric Brownian motions plays an important role in modeling stochastic annuities in insurance. It also plays a pivotal role in the pricing of Asian options in mathematical finance. We study the probability distributions of the infinite sum of geometric Brownian motions, the sum of geometric Brownian motions with geometric stopping time, and the finite sum of the geometric Brownian motions. We derive tail asymptotics and compute numerically the asymptotic distribution function. We compare the results against the known results for the continuous time integral of the geometric Brownian motion up to an exponentially distributed time. The results are illustrated with numerical examples for life annuities with discrete payments, and Asian options. This is based on the joint work with Dan Pirjol.

Thursday March 30, 2017

Financial Mathematics Seminar

    - Yiran Chen,
Time: 3:35pm Room: 201 Lov

Friday March 31, 2017

Ph.D. Dissertation Defense
The Impact of Competition on Elephant Musth Strategies: A Game–Theoretic Model
    - Max Wyse, Department of Mathematics, FSU
Time: 11:30 am Room: 204B Love

Monday April 10, 2017

Ph.D. Dissertation Defense
Game–Theoretic Models of Animal Behavior Observed in Some Recent Experiments
    - Yao Dai, Department of Mathematics, FSU
Time: 5:00 pm Room: 204B Love

Thursday April 27, 2017

Financial Mathematics Seminar

    - Kurtulus Kidik,
Time: 3:35pm Room: 201 Lov

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