In this talk, I will share practical advice for developing effective teaching practices, engaging diverse student populations, and balancing instructional responsibilities with research and service. Drawing on my experiences as a TA, instructor, and mentor, I will discuss ideas for course design, alternative assessments, and active learning strategies that foster student success. Specifically, we will explore opportunities available to graduate students that can enhance your prospects in the teaching job market.

Whether you are just starting as a TA or envisioning a long-term academic career, this talk will provide insights to help you grow as an educator while navigating the challenges of teaching in higher education.

The competition is for mathletes from local middle and junior high schools.  Members of the Department of Mathematics will help with the competition to be held in McHugh Hall 102.

This is the rescheduled event. Note a new location.

Abstract: In this talk, we consider a competition between d+1 players, and aim to identify the “most exciting game” of this kind. This is translated, mathematically, into a stochastic optimization problem over martingales that live on the d-dimensional subprobability simplex and terminate on the vertices of the simplex, with a cost function related to a scaling limit of Shannon entropies. We uncover a surprising connection between this problem and the seemingly unrelated field of Monge-Ampère equations, and identify the optimal martingale via a detailed analysis of boundary asymptotics of a Monge-Ampère equation.

Speaker’s bio: Dr. Xin Zhang is an assistant professor in the Financial and Risk Engineering (FRE) department at New York University (NYU). Before joining NYU, he was a University Assistant at the University of Vienna from 2021 to 2024. He earned his Ph.D. in Mathematics from the University of Michigan in 2021, after completing a B.S. in Mathematics at Fudan University in 2016. Xin’s research focuses on optimal transport, stochastic analysis and control, particularly their applications in Finance and Machine Learning. His specific interests include viscosity solutions of nonlinear partial differential equations and optimal transport in robust finance. Please visit his website https://sites.google.com/umich.edu/xzhang/home for more information.

TBA

Note: Free refreshments. The talk starts at 5:40.