Applied Mathematics, University of Washington
http://depts.washington.edu/amath
Tue, 27 Sep 2016 22:03:53 +0000en-UShourly1http://wordpress.org/?v=4.3.6Applied Mathematics 2016 Newsletter
http://depts.washington.edu/amath/applied-mathematics-2016-newsletter-2/
http://depts.washington.edu/amath/applied-mathematics-2016-newsletter-2/#commentsMon, 19 Sep 2016 18:45:00 +0000http://depts.washington.edu/amath/?p=3419http://depts.washington.edu/amath/applied-mathematics-2016-newsletter-2/feed/0Professor Lorig receives SIAG-FME Early Career Prize
http://depts.washington.edu/amath/professor-lorig-receives-siag-fme-early-career-prize/
http://depts.washington.edu/amath/professor-lorig-receives-siag-fme-early-career-prize/#commentsMon, 19 Sep 2016 00:10:18 +0000http://depts.washington.edu/amath/?p=3415Matt Lorig, who has been awarded the Early Career Prize by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG-FME). The prize committee recognized Prof. Lorig for making “mathematically rigorous the asymptotic theory of derivative pricing and implied volatilities in a wide class of sophisticated financial models.” His methodology has been used to solve a great variety of problems in finance, such as pricing options and swaps, and dynamic/static hedging of derivatives. His work [...]]]>http://depts.washington.edu/amath/professor-lorig-receives-siag-fme-early-career-prize/feed/0Applied Mathematics 2016 Newsletter
http://depts.washington.edu/amath/applied-mathematics-2016-newsletter/
http://depts.washington.edu/amath/applied-mathematics-2016-newsletter/#commentsFri, 16 Sep 2016 19:42:36 +0000http://depts.washington.edu/amath/?p=3406Problems displaying this message? View the online version
SEPTEMBER 2016A Word from the Chair
It’s been a few years since our last departmental newsletter. The biggest change since the last letter is that we’ve gone all electronic.
Read MoreOur New Postdoctoral Researchers
Meet our three [...]]]>http://depts.washington.edu/amath/applied-mathematics-2016-newsletter/feed/0Professor Leung receives 2016 Emerald Literati Award
http://depts.washington.edu/amath/professor-leung-receives-2016-emerald-literati-award/
http://depts.washington.edu/amath/professor-leung-receives-2016-emerald-literati-award/#commentsWed, 07 Sep 2016 20:18:49 +0000http://depts.washington.edu/amath/?p=3377Emerald Literati Network Award for Excellence – Outstanding Paper for his paper titled, “The Golden Target: Analyzing the tracking performance of leveraged gold ETFs.” Leung’s work formulates and solves a constrained quadratic minimization problem to construct static replicating portfolios of both leveraged and unleveraged benchmarks in gold; a dynamic constant leveraged portfolio using gold futures is used to track the [...]]]>http://depts.washington.edu/amath/professor-leung-receives-2016-emerald-literati-award/feed/02016 Departmental Award Recipients
http://depts.washington.edu/amath/2016-departmental-award-recipients/
http://depts.washington.edu/amath/2016-departmental-award-recipients/#commentsFri, 26 Aug 2016 22:46:49 +0000http://depts.washington.edu/amath/?p=3323http://depts.washington.edu/amath/2016-departmental-award-recipients/feed/0In the Pursuit of Applying Knowledge
http://depts.washington.edu/amath/in-the-pursuit-of-applying-knowledge/
http://depts.washington.edu/amath/in-the-pursuit-of-applying-knowledge/#commentsFri, 26 Aug 2016 17:56:51 +0000http://depts.washington.edu/amath/?p=3268http://depts.washington.edu/amath/in-the-pursuit-of-applying-knowledge/feed/0Neuroscience Research Leads to Satisfying Collaborations
http://depts.washington.edu/amath/neuroscience-research-leads-to-satisfying-collaborations/
http://depts.washington.edu/amath/neuroscience-research-leads-to-satisfying-collaborations/#commentsFri, 26 Aug 2016 17:56:51 +0000http://depts.washington.edu/amath/?p=3252
I would be lying if I told you the reason I came to the University of Washington was anything other than the incredible mountains just outside the city. But besides these geographic charms, it was clear that the UW was also an excellent engineering school set in a diverse, cool city. In the end my choice was a no-brainer.
I arrived in Applied Mathematics without any clear research plan. My master’s research in Vermont had been in computational [...]]]>http://depts.washington.edu/amath/neuroscience-research-leads-to-satisfying-collaborations/feed/0Introducing the Graduates of 2016
http://depts.washington.edu/amath/introducing-the-graduates-of-2016/
http://depts.washington.edu/amath/introducing-the-graduates-of-2016/#commentsThu, 25 Aug 2016 20:29:23 +0000http://depts.washington.edu/amath/?p=3264
Left to Right: Jakob Kotas, Mauricio Del Razo Sarmina, Syuzanna Sargsyan, Bethany Lusch, Xing Fu
Doctors of Philosophy
Mauricio Del Razo Sarmina
Advisors: Randy LeVeque, Hong Qian
Stochastic Modeling of Reversible Biochemical Reaction-Diffusion Systems and High-Resolution Shock-Capturing Methods for Fluid Interfaces
Jakob Kotas
Advisor: Archis Ghate
Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing
Bethany Lusch
Advisor: Nathan Kutz
Machine learning and data decompositions for complex networked dynamical systems
Syuzanna Sargsyan
Advisor: Nathan Kutz
Dimensionality hyper-reduction and machine learning for dynamical systems with varying parameters
Xing Fu
Advisor: Nathan Kutz
Integrating Data-Driven [...]]]>http://depts.washington.edu/amath/introducing-the-graduates-of-2016/feed/0Data Driven: Analyzing the Nervous System
http://depts.washington.edu/amath/data-driven-analyzing-the-nervous-system/
http://depts.washington.edu/amath/data-driven-analyzing-the-nervous-system/#commentsThu, 25 Aug 2016 20:29:23 +0000http://depts.washington.edu/amath/?p=3262ostdoctoral research at UW AMATH and Princeton University I joined UW AMATH core faculty as [...]]]>http://depts.washington.edu/amath/data-driven-analyzing-the-nervous-system/feed/0Our New Postdoctoral Researchers
http://depts.washington.edu/amath/our-new-postdoctoral-researchers/
http://depts.washington.edu/amath/our-new-postdoctoral-researchers/#commentsThu, 25 Aug 2016 20:29:23 +0000http://depts.washington.edu/amath/?p=3260Travis Askham is a Research Associate of Applied Mathematics at the University of Washington. As part of the Kutz research group, he works on numerical methods for data analysis and dynamical systems. As a continuation of his dissertation research, he also works on fast methods for partial differential equations.
Travis received his Ph.D. (2016) in Mathematics from the Courant Institute at New York University, under the supervision of Leslie Greengard. Before that, he received his M.A. (2010) in Mathematics and B.S. (2010) [...]]]>http://depts.washington.edu/amath/our-new-postdoctoral-researchers/feed/0