Spring 2003 - Seminar in Nonlinear Systems |
Thursday Feb 27
|
Pavel Dubovski, Stevens Institute of Technology
An interconnection between quasilinear hyperbolic equations
and infinite linear systems of PDE's
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|
3:30pm, Morton 201,
refreshments at 3:15pm |
Thursday Mar 20
|
Yi Li, Stevens Institute of Technology
Well-posedness of a nonlinearly dispersive system
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| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Apr 3
|
Andrew Poje, The College of Staten Island
Lagrangian Coherent Structures in Ocean Flows:
Applications to Directed Drifter Launch Strategies
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Apr 17
|
Scott Sutherland, SUNY at Stony Brook
Guaranteed convergence of Newton's method on complex
polynomials
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday May 1
|
Jun Hu, Brooklyn College
O.D.E. of earthquake curves and norms on earthquake measures,
quasi-symmetric homeomorphisms and Zygmund functions
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
For additional information, contact
Marco Lenci,
Yi Li,
Patrick Miller,
or call 201-216-5449.
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|
Spring 2003 - Seminar in Stochastic Systems
|
Thursday
Feb 20
|
Changbo Tom Ahn,
Stevens Institute of Technology
Marking optimization of stochastic Petri nets
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Mar 6
|
Jonathan Eckstein,
Rutgers University
Stochastic models of relational database activity
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Mar 27
|
Tenko Raykov,
Fordham University
Examining time-invariance of reliability in repeated
assessment studies with multiple measures using covariance
structure modeling
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Apr 10
|
Nikolay Strigul,
Stevens Institute of Technology
Efficient Design of Experiments in the Monod Model
|
| 3:30pm, Morton 101,
refreshments at 3:15pm |
Thursday Apr 24
|
Bogumila Lai,
Stevens Institute of Technology
Dual approach to stochastic optimization with probabilistic
constraints
|
For additional information contact
Darinka Dentcheva, or call 201-216-5449.
|