Announcements
Math Department Awards Day Ceremony on 4/19
Stuart Sidney Math Competition on April 2nd
2024 MATHCOUNTS Eastern Chapter Competition – February 17
News & Achievements
Math Department Awards Day Ceremony on 4/19
Goldenson Center research on the NBC Connecticut news
Small Business Life Expectancy actuarial research model featured in UConn Today and Contingencies magazine
Stuart Sidney Math Competition on April 2nd
Research by Professor KyuHwan Lee and undergrad Alexey Pozdnyakov featured in Quanta Magazine
Professor Maria Gordina awarded a Bonn Research Chair at the Hausdorff Center for Mathematics
Upcoming Events

Apr
15
Actuarial Science Seminar  Engel Dela Vega (University of Hong Kong)  Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control 10:00am
Actuarial Science Seminar  Engel Dela Vega (University of Hong Kong)  Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control
Monday, April 15th, 2024
10:00 AM  11:00 AM
OnlineWebex meeting link: https://uconncmr.webex.com/uconncmr/j.php?MTID=m3c732d1c9942c261db062d207e46dc6d
Meeting number: 2634 583 5977 Password: mSUKp9vaG64
Abstract: In this talk, we discuss a general multidimensional linear convex stochastic control problem with nondifferentiable objective function, control constraints, and random coefficients. We formulate an equivalent dual problem and prove the dual stochastic maximum principle. We also prove the primaldual relation of the optimal control, optimal state, and adjoint processes. Finally, some examples are presented to illustrate the usefulness of the dual approach.
Speaker’s short bio: Engel is a postdoc at the Department of Statistics and Actuarial Science, University of Hong Kong (HKU), working with Prof. Tim Boonen. He obtained his PhD from the University of South Australia under the supervision of Prof. Robert Elliott and was at Imperial before joining HKU. See https://saasweb.hku.hk/staff/ejdv/.
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Apr
16
Analysis and Probability Seminar Konstantinos Spiliopoulos (Boston University) Metastability and exit problems for systems of stochastic reactiondiffusion equations 3:30pm
Analysis and Probability Seminar Konstantinos Spiliopoulos (Boston University) Metastability and exit problems for systems of stochastic reactiondiffusion equations
Tuesday, April 16th, 2024
03:30 PM  04:30 PM
Monteith BuildingAbstract: We develop a metastability theory for a class of stochastic reactiondiffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reactiondiffusion equation features multiple asymptotically stable equilibria. When the system is exposed to small stochastic perturbations, it is likely to stay near one equilibrium for a long period of time, but will eventually transition to the neighborhood of another equilibrium. We are interested in studying the exit time from the full domain of attraction (in a function space) surrounding an equilibrium and therefore do not assume that the domain of attraction features uniform attraction to the equilibrium. This means that the boundary of the domain of attraction is allowed to contain saddles and limit cycles. Our method of proof is purely infinite dimensional, i.e., we do not go through finite dimensional approximations. In addition, we address the multiplicative noise case and we do not impose gradient type of assumptions on the nonlinearity. We prove large deviations logarithmic asymptotics for the exit time and for the exit shape, also characterizing the most probable set of shapes of solutions at the time of exit from the domain of attraction. This is joint work with Michael Salins.
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Apr
17
Algebra Seminar  Tohru Nakashima  Seshadri constants and AG codes from vector bundles 7:00pm
Algebra Seminar  Tohru Nakashima  Seshadri constants and AG codes from vector bundles
Wednesday, April 17th, 2024
07:00 PM
The errorcorrecting code is a technique for removing the noise which occurred in the process of transmitting information and is widely used in our everyday life, e.g. CD players or QR codes. By means of the codes based on algebraic curves originally introduced by V.D.Goppa, TsfasmanVladutZink has shown the existence of codes with very good asymptotic properties which improved the GilbertVarshamov bound.
In this lecture, we discuss the parameters of algebraic geometric codes obtained from higher dimensional varieties. Especially we give estimates for the minimum distances of the codes on certain fibered varieties over a curve. By means of the Seshadri constants, we also explain some results concerning the codes defined from vector bundles of higher rank.

Apr
19
SIGMA Seminar  Asimina Hamakiotes (UConn) 12:20pm
SIGMA Seminar  Asimina Hamakiotes (UConn)
Friday, April 19th, 2024
12:20 PM  01:10 PM
Monteith BuildingTBA
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Apr
19
Logic Colloquium: Jonas Raab (Trinity College Dublin) 2:00pm
Logic Colloquium: Jonas Raab (Trinity College Dublin)
Friday, April 19th, 2024
02:00 PM
ZoomJoin us in the Logic Colloquium for a talk by
Jonas Raab (Trinity College Dublin)
“Modal QUARC and Barcan”
I develop a modal extension of the Quantified Argument Calculus (QUARC)—a novel logical system introduced by Hanoch BenYami. QUARC is meant to better capture the logic of natural language. The purpose of this paper is to develop a variable domain semantics for modal QUARC (MQUARC), and to show that even if the usual restrictions are imposed on models with variable domains, MQUARCanalogues of the Barcan and Converse Barcan formulas still are not validated. I introduce new restrictions—restrictions on the extension of the predicates—and show that with these in place, the Barcan and Converse Barcan formulas are valid. The upshot is that MQUARC sheds light on the in/validity of such formulas.