2007 — 2008 |
Huebner, Wayne (co-PI) [⬀] Bohner, Martin |
N/AActivity Code Description: No activity code was retrieved: click on the grant title for more information |
Time Scales in Economics and Finance @ Missouri University of Science and Technology
In this project, the principal investigator seeks to expand his research program in Applied Mathematics into Economics and Finance. The PI will spend the 2007-2008 academic year in the Economics and Finance Department at his home institution, University of Missouri-Rolla. The purpose of this visit is to establish an independent research program focused on applications of the theory of dynamic equations on time scales (including difference and differential equations) in various areas of economics and finance, to develop fruitful collaboration with economists, and to establish an interdisciplinary master's degree course in Financial Mathematics. The PI will collaborate with Professor Gelles, Chair of the Economics and Finance Department, as well as with other members of that department and with economists and applied mathematicians working in finance worldwide in order to apply the recently developed and exciting theory of time scales (which allows to unify the continuous and the discrete and to extend those to other in between cases) to develop among others unification and extension theories for the following concepts: (i) stochastic differential equations and stochastic difference equations, (ii) continuous-time financial market models and discrete-time financial market models, (iii) continuous interest rate theory and discrete interest rate theory. This IGMS project is jointly supported by the MPS Office of Multidisciplinary Activities (OMA) and the Division of Mathematical Sciences (DMS).
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1 |
2014 |
Suslov, Sergei [⬀] Castillo-Chavez, Carlos (co-PI) [⬀] Roudenko, Svetlana (co-PI) [⬀] Bohner, Martin |
N/AActivity Code Description: No activity code was retrieved: click on the grant title for more information |
Conference On Partial Differential Equations (Copde2014), May 28 - June 1, 2014 @ Arizona State University
This award will support the participation of US students, early-career researchers, and members of underrepresented groups at the conference "International Conference on Partial Differential Equations", to be held in Novacella, Italy from May 28-June 1, 2014. The purpose of the conference is to report on recent important advances in the mathematical subject of partial differential equations. This is a subject that has considerable importance both for its intrinsic mathematical interest as well as for its centrality and uses in the modeling of physical phenomena and its applications in engineering and other important fields.
The conference is dedicated to the subject of partial differential equations. Topics will include stochastic partial differential equations, nonlinear Schrodinger and parabolic equations of paraxial optics, mathematical methods and computer simulation of tumor growth and therapy, mathematical physics, mathematical biology, and optimal control. Plenary and invited speakers will give presentations on the modern trends and results in partial differential equations in the morning, with a collection of contributed talks given in parallel sessions in the afternoon. There will be ample opportunity for the participants funded from this grant to present their work and to engage other experts in productive discussion.
Conference web site: https://math.la.asu.edu/~copde2014/
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0.939 |
2015 — 2016 |
Suslov, Sergei (co-PI) [⬀] Roudenko, Svetlana [⬀] Bohner, Martin |
N/AActivity Code Description: No activity code was retrieved: click on the grant title for more information |
International Conference On Partial Differential Equations (Copde-2015) @ George Washington University
This award provides funding to help defray the expenses of U.S. participants in the "International Conference on Partial Differential Equations (COPDE-2015)" that will take place March 25-29, 2015, at the Technical University of Munich, in Munich, Germany.
This is the second in a series of conferences that each year will bring together a host of international authorities to explore a range of topics in the theory and applications of partial differential equations. Among the topics for discussion at COPDE-2015 are the following: stochastic partial differential equations; the Navier-Stokes equations; nonlinear Schrodinger equations and parabolic equations of paraxial optics; and mathematical methods and computer simulation of tumor growth and therapy. The conference program provides ample opportunity for graduate students, postdocs, and other young scientists to present their work.
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0.93 |