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## All Seminars

- 4/15
*Actuarial Science Seminar - Engel Dela Vega (University of Hong Kong) - Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control*#### 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://uconn-cmr.webex.com/uconn-cmr/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 primal-dual 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/.

Contact Information: More - 4/16
*Analysis and Probability Seminar Konstantinos Spiliopoulos (Boston University) Metastability and exit problems for systems of stochastic reaction-diffusion equations*#### Analysis and Probability Seminar Konstantinos Spiliopoulos (Boston University) Metastability and exit problems for systems of stochastic reaction-diffusion equations

Tuesday, April 16th, 2024

3:30 PM - 4:30 PM

Monteith BuildingAbstract: We develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion 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.

Contact Information: More - 4/19
*SIGMA Seminar - Asimina Hamakiotes (UConn)*#### SIGMA Seminar - Asimina Hamakiotes (UConn)

Friday, April 19th, 2024

12:20 PM - 1:10 PM

Monteith BuildingTBA

Contact Information: More - 4/19
*Logic Colloquium: Jonas Raab (Trinity College Dublin)*#### Logic Colloquium: Jonas Raab (Trinity College Dublin)

Friday, April 19th, 2024

2:00 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 Ben-Yami. 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 (M-QUARC), and to show that even if the usual restrictions are imposed on models with variable domains, M-QUARC-analogues 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 M-QUARC sheds light on the in-/validity of such formulas.

Contact Information:logic@uconn.edu

More - 4/25
*Probability and Data Science Colloquium*#### Probability and Data Science Colloquium

Thursday, April 25th, 2024

2:15 PM -

OnlineSpeaker: Gordon Slade (UBC)

Contact Information: More - 4/26
*SIGMA Seminar - Formalizing Simplicial Topology in Lean- Garett Cunningham (UConn)*#### SIGMA Seminar - Formalizing Simplicial Topology in Lean- Garett Cunningham (UConn)

Friday, April 26th, 2024

12:20 PM - 1:10 PM

Monteith BuildingIn theory, proof assistants are a useful tool for validating mathematical claims. We will use simplicial topology as a case study to look at what goes into formalizing mathematics from pen and paper to the digital world. This is based on previous work with Stefan Friedl focused on formalizing stellar subdivisions of simplicial complexes. I will present a few anecdotal stories from our project that demonstrate some of the challenges involved. Topics include (but are not limited to) what changes when we introduce types to topology, decidability and computational complexity concerns, and what to do when the proof is left as an exercise for the reader.

Contact Information: More - 4/26
*Logic Colloquium: Xinhe Wu (NCSU)* - 4/29
*PDE and Differential Geometry Seminar, Sven Hirsch (IAS)*#### PDE and Differential Geometry Seminar, Sven Hirsch (IAS)

Monday, April 29th, 2024

2:30 PM - 3:30 PM

Monteith Building

Contact Information:lan-hsuan.huang@uconn.edu

More - 5/24
*World Sequence Day*#### World Sequence Day

Friday, May 24th, 2024

All Day

Homer Babbidge Library, Heritage RoomMini-Conference

Speakers include:

Bas van Fraassen

Robert Stalnaker

Cian Dorr

Melissa Fusco

Calum McNamara

Contact Information:stefan.kaufmann@uconn.edu

More - 9/24
*Analysis and Probability Seminar Sergey Nadtochiy (Illinois Institute of Technology)*#### Analysis and Probability Seminar Sergey Nadtochiy (Illinois Institute of Technology)

Tuesday, September 24th, 2024

3:30 PM -

Abstract: TBA

Contact Information: More