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Recent experiments of thin films flowing down a vertical fiber with varying nozzle diameters present a wealth of new dynamics that illustrate the need for more advanced theory. Determining the regime […]
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Applied Math Seminar
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Recent advances in single-cell gene sequencing data and high-dimensional data analysis techniques are bringing in new opportunities in modeling biological systems. In this talk, I will discuss different approaches to develop mathematical models from single-cell data. Particularly for high-dimensional single-cell gene sequencing data, dimension reduction techniques are applied to find the trajectories of cell states […] |
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We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model, as well as improve the speed of the calculations. We consider the SABR model (with $\beta=1$) of stochastic volatility, which we analyze by tools from Malliavin Calculus. We follow […] |
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The hypothalamic-pituitary-adrenal (HPA) axis is a neuroendocrine system that regulates numerous physiological processes. Disruptions are correlated with stress-related diseases such as PTSD and major depression. We characterize "normal" and "diseased" states of the HPA axis as basins of attraction of a dynamical system describing the main hormones regulated by the HPA axis. Our model includes […] |
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