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University of Wyoming

The Graduate Institute

(Mentored by S. S. Sritharan)


All talks will be held in Ross Hall 308, 4:10 pm.


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Distinguished Lecturers - In House Faculty Lecturers - Graduate Lecturers

Distinguished Lectures by Visiting Scholars
ZDZISLAW BRZEZNIAK York University, U.K

Lectures on Stochastic Analysis
May 9 “Introduction to Stochastic Integration”
May 11 “Stochastic Integration on L^p Spaces”
OLEG EMANOUILOV Colorado State University

Lectures on Control Theory of Partial Differential Equations
August 8 “Controllability Theory of PDEs-I”
August 8 “Controllability Theory of PDEs-II”

In-House Faculty Lectures
S. S. SRITHARAN

Lectures on Stochastic Analysis, Control Theory & Homogenization
Lecture I “Gamma, G and H-Convergence in Homogenization Theory”
Lecture II “Variational & quasi-variational inequalities (impulse & stopping time control problems for stochastic processes)”

Graduate Student Presentations 
SAIKAT MUKHERJEE

Stochastic Analysis & Control of Conservation Laws 
July 19 “Adjoint Method for Control of Entropy Solutions of Conservation Laws-I”
July “Adjoint Method for Control of Entropy Solutions of Conservation Laws-II” 
August “Computational Results on Control of Conservation Laws”
August “Homogenization of Optimality Systems for Conservation Laws” 
SYLVIA POPA

Nonlinear Filtering of Volatility in Stochastic Finance 
May 1 “Volatility Models in Finance-Nonlinear Filtering-I”
May 15 “Volatility Models in Finance-Nonlinear Filtering-II” 
July 11 “FKK and Zakai Equations of Filtering and their Solutions-I” 
July 26 “FKK and Zakai Equations of Filtering and their Solutions-II”
 MENG XU

Stochastic Modeling of Polymer Configurations and Change- of-Type in Non-Newtonian Flows
May 10 “Stochastic Modeling of Polymer Configurations and the Fokker-Planck Equation” 
May 22 “Derivation of Constitutive Relations for Non-Newtonian Flows using Fokker-Planck Equations”
July 18 “Multi-Dimensional Non-Strictly Hyperbolic Systems and Non-Newtonian Flows-I” 
August 25 “Multi-Dimensional Non-Strictly Hyperbolic Systems and Non-Newtonian Flows-II” 
PANI FERNANDO

Exotic Options in Finance & Free Boundary Problems 
May 8 “Detailed Derivation of the Black-Scholes Option Pricing Formula”
May 16 “Binomial Models in Finance”
July “Russian Options and Free Boundary Problems-I” 
August “Russian Options and Free Boundary Problems-II” 
ERIC QUADE

Space-Time Localization of Solutions in Systems of Nonlinear PDEs of Fluid Dynamics 
May “The Barenblatt’s Solution for Flow Through Porous Media” 
May “Homogenization Theory of Navier-Stokes Equation (NSE)"
July 11 "Homogenization of Navier Stokes Equation” 
August 7 “Derivation of barrenblatt's Model for Turbulence Burst by Homogenization of NSE” 
DAVID ANTON
Non-Corporative Stochastic Differential Games and Nash Equlibria.
Hamilton-Jacobi-Isaac Equation for the Elliott-Kalton-Varaiya Value in Differential Games
Michael Henry

Mathematics of Stochastic Financial Modeling 
May 17 “Arbitrage Theory of Continuous Time-I” 
June 14 (Lecture to High School Students): “Binomial Models in Finance” 
July 16 “Arbitrage Theory of Continuous Time-II”
July 31 “Arbitrage Theory of Continuous Time-III”