Stochastic Differential Equations, Intermittent Diffusion, and Shortest Path

Series
Research Horizons Seminar
Time
Wednesday, January 16, 2013 - 12:05pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Hao Min Zhou – Georgia Tech, School of Math – http://people.math.gatech.edu/~hmzhou/
Organizer
Robert Krone
In this talk, I will use the shortest path problem as an example to illustrate how one can use optimization, stochastic differential equations and partial differential equations together to solve some challenging real world problems. On the other end, I will show what new and challenging mathematical problems can be raised from those applications. The talk is based on a joint work with Shui-Nee Chow and Jun Lu. And it is intended for graduate students.