Home | Department of Mathematics

Professor Vladimir Pozdnyakov Receives 2020 Chauvenet Prize of the MAA

January 20, 2020

Vladimir Pozdnyakov, Professor of Mathematics and Statistics, and the Director of Applied Financial Mathematics Program, is a co-recipient of the 2020 Chauvenet Prize of the Mathematical Association of America. From the MAA website: The Chauvenet Prize, consisting of a prize of $1,000 and a certificate, is awarded at the Annual January Meeting of the Association […]

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Anthony Rizzie wins 2019 CETL Academic Mini Grant Competition

December 29, 2019

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History as a giant data set: analyzing the past to save the future

November 13, 2019

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Oleksii Mostovyi receives NSF CAREER Award

September 9, 2019

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Combined Computing: Grant Tackles Major Interdisciplinary Questions

July 8, 2019

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Jan 22 Algebra Seminar11:15am

Algebra Seminar

Wednesday, January 22nd, 2020

11:15 AM - 12:05 PM

Storrs Campus
Monteith 313

Scheduling meeting.

Contact Information: Mihai Fulger, mihai.fulger@uconn.edu
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Jan 22 Mathematical Finance and Applied Probability Seminar
Fee Structure and Optimal Investment Mix in Variable Annuities
Anne Mackay, UQAM 4:00pm

Mathematical Finance and Applied Probability Seminar
Fee Structure and Optimal Investment Mix in Variable Annuities
Anne Mackay, UQAM

Wednesday, January 22nd, 2020

04:00 PM - 05:00 PM

Storrs Campus
MONT 313

We discuss a portfolio management problem in which a rational policyholder of a variable annuity (VA) with minimum accumulation guarantee wants to maximize the utility of her terminal wealth. We assume that the investment mix in the VA account can be modified throughout the contract, subject to a fair pricing constraint. This problem is formulated in terms of constrained optimal stochastic control which requires the maximization of a non-concave utility function, and is solved using a martingale approach. Numerical examples are used to analyze the interplay between the VA fee structure and optimal investment strategies. In particular, we show that there exist different ways to set the VA guarantee fee, and that lower fees can lead to increased expected utility without increasing the VA provider's liability.

Contact Information: Oleksii Mostovyi
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Jan 23 Mathematics Colloquium
Total Curvature and the isoperimetric inequality: proof of the Cartan-Hadamard conjecture
Joel Spruck (Johns Hopkins University)3:30pm

Mathematics Colloquium
Total Curvature and the isoperimetric inequality: proof of the Cartan-Hadamard conjecture
Joel Spruck (Johns Hopkins University)

Thursday, January 23rd, 2020

03:30 PM - 04:30 PM

Storrs Campus
MONT 214

The classical isoperimetric inequality in Euclidean space is equiva-
lent to the statement that spheres provide unique enclosures of least

perimeter for any given volume. In this talk we sketch some of the ideas

of the proof that this inequality also holds in complete simply con-
nected spaces of nonpositive curvature, known as Cartan-Hadamard

manifolds. Immediate applications include sharp extensions of the
Sobolev and Faber-Krahn inequalities to Cartan-Hadamard manifolds.

The essential step in the proof is to show that the total positive Gauss-
Kronecker curvature of any closed hypersurface embedded in a Cartan-
Hadamard manifold Mn

, n ≥ 2, is bounded below by the volume of the

unit sphere in Euclidean space Rn

. Our starting point is a comparison
formula for the total curvature of level sets in Riemannian manifolds.
This is joint work with Mohammad Ghomi.

Contact Information: Kyu-Hwan Lee
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Jan 24 Analysis and Probability Seminar
The Ribe Program and Markov Convexity of Filiform Groups
Chris Gartland (University of Illinois)1:30pm

Analysis and Probability Seminar
The Ribe Program and Markov Convexity of Filiform Groups
Chris Gartland (University of Illinois)

Friday, January 24th, 2020

01:30 PM - 02:30 PM

Storrs Campus
MONT 313

Abstract: The Ribe program is the research program concerned with generalizing local properties of Banach spaces to biLipschitz invariant properties of metric spaces. Among such generalizations that have been found is the notion of Markov p-convexity, proven by Mendel-Naor to generalize uniform p-convexity. One of the first important spaces for which this invariant has been calculated is the Heisenberg group, proven by Li to be Markov p-convex for every p at least 4 and not Markov p-convex for any p less than 4. In this talk, we'll start with background on the Ribe program and applications to metric space embedding theory, and then introduce the filiform groups - a class of Carnot groups containing the Heisenberg group - and explain how to use embeddings of graphs to compute their Markov convexities.

Contact Information: scott.zimmerman@uconn.edu
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Jan 24 Logic Colloquium: David Ripley (Monash)2:00pm

Logic Colloquium: David Ripley (Monash)

Friday, January 24th, 2020

02:00 PM - 03:30 PM

Storrs Campus
Humanities Institute Seminar Room (4th Floor Homer Babbidge Library)

Join us for a talk by former local Logic Group member Dave Ripley (Monash)!

https://logic.uconn.edu/calendar/

Contact Information: https://logic.uconn.edu/about/
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Department of Mathematics

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Geometry Day 2020

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2019 Special Semester in PDE and Applied Mathematics

News & Achievements

Professor Vladimir Pozdnyakov Receives 2020 Chauvenet Prize of the MAA

Anthony Rizzie wins 2019 CETL Academic Mini Grant Competition

History as a giant data set: analyzing the past to save the future

Oleksii Mostovyi receives NSF CAREER Award

Combined Computing: Grant Tackles Major Interdisciplinary Questions

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