Illinois Tech Applied Mathematics

Join us tomorrow, Tuesday, April 23rd, for the last colloquium of the semester. Nicole Bauerle from KIT will present on "Optimal investment in ambiguous financial markets with learning" at 1:50 in RE 025.

For the abstract and more information about the speaker, visit:

Applied Mathematics Colloquia by Nicole Bauerle: Optimal Investment in Ambiguous Financial Markets with Learning Speaker:Nicole Bauerle, professor of mathematics, KIT

Tomorrow, Monday, April 15th, we are having a colloquium led by Lars Peter Hansen, Nobel laureate in Economics from the University of Chicago. Dr. Hansen is presenting on "How Should Climate Change Uncertainty Impact Social Valuation and Policy?" at 1:50 p.m. in RE 104.

To read the abstract of the talk and learn more about the speaker, visit:

Applied Mathematics Colloquia by Lars Peter Hansen: How Should Climate Change Uncertainty Impact Social Valuation and Policy? Speaker:

Join us for the celebration of the Menger Day on April 8th. To learn more about the event and the keynote speaker, visit:

https://today.iit.edu/department-of-applied-mathematics-remembers-karl-menger-with-keynote-lecture-and-more-events/

Join the Department of Applied Mathematics’ celebration of Karl Menger’s legacy with a featured lecture by George Karniadakis from Brown University, who will present “From Physics-Informed Machine Learning to Physics-Informed Machine Intelligence: Quo Vadimus?” on April 8.

Karniadakis is the Charles Pitts Robinson and John Palmer Barstow Professor of Applied Mathematics at Brown University and has dedicated his research interests in the areas of machine learning, physics-informed neural networks, stochastic multiscale modeling, and biomedicine.

RSVP to the 14th annual Karl Menger Awards and Lecture: https://bit.ly/43qzWn8

Join us tomorrow, Monday, April 1st, for the Applied Mathematics colloquium talk on "Recent Progress in Error Estimation for Quasi-Monte Carlo" given by Art B. Owen from Stanford University.

For the abstract and more information about the speaker, visit:

Applied Mathematics Colloquia by Art Owen: Recent Progress in Error Estimation for Quasi-Monte Carlo Speaker:Art Owen, professor of statistics, Stanford University

Tomorrow, Monday, March 25th, we are having a colloquium led by Ioannis Kevrekidis, Bloomberg Distinguished Professor from Johns Hopkins University. Dr. Kevrekidis is presenting on "No Equations, No Variables, No Space and No Time: Data and the Modeling of Complex Systems" at 1:50 p.m. in RE 104.

The abstract and more information about the speaker can be found at:

Applied Mathematics Colloquia by Ioannis Kevrekidis: No Equations, No Variables, No Space and No Time: Data and the Modeling of Complex Systems Speaker:

Join us today, March 4th, in RE 104 at 1:50 pm for the colloquium talk on "Perspectives on Causal Discovery" given by Liam Solus from KTH Royal Institute of Technology.

For the abstract and more information about the speaker, visit:

Applied Mathematics Colloquia by Liam Solus: Perspectives on Causal Discovery Speaker:

Join us tomorrow, February 26th, in RE 104 at 1:50 pm for the Applied Mathematics colloquium talk on "The Flaming Edge: A Story of Water, Fire, and Mathematical Chaos" given by Adam Larios from the University of Nebraska - Lincoln.
The abstract and more information about the speaker can be found at:

Applied Mathematics Colloquia by Adam Larios: The Flaming Edge: A Story of Water, Fire, and Mathematical Chaos Speaker:

Tomorrow, Monday, February 12th we are having a colloquium led by Keith Promislow from Michigan State University. Dr. Promislow will present on "Sharp Interface Limits in Molecular Width Membranes" at 1:50 p.m. in RE 104.

The abstract and more information about the speaker can be found at:

Applied Mathematics Colloquia by Keith Promislow: Sharp Interface Limits in Molecular Width Membranes Speaker:

Join us tomorrow, Monday January 29th, for the first colloquium of the semester. Dr. Bruce Sagan from Michigan State University will give a talk on "The Protean Chromatic Polynomial" at 1:50 in RE 104. For the abstract and more information about the speaker, visit:

Applied Mathematics Colloquia by Bruce Sagan: The Protean Chromatic Polynomial Speaker:Bruce Sagan, professor of mathematics, Michigan State University

Professors of Applied Mathematics Igor Cialenco and Tomasz Bielecki were invited to present a series of lectures at the Banach Center in the Institute of Mathematics of the Polish Academy of Sciences. To learn more about their experience and research presented, visit:

Applied Mathematics Professors Shine at International Gathering of Researchers Illinois Institute of Technology featured brightly at an international gathering of top mathematics researchers as two faculty members played prominent roles presenting their research and leading d

Join us today, November 13th, in RE 104 at 1:50 pm for the Applied Mathematics colloquium talk given by Bruno Strulovici from Northwestern University. The talk will be on "Monotone Comparative Statics: Theory and Applications".

The abstract and more information about the speaker can be found at:

Applied Mathematics Colloquia by Bruno Strulovici: Monotone Comparative Statics: Theory and Applications Speaker: Bruno Strulovici, Northwestern University

Tomorrow, Monday, November 6th we are having a colloquium led by Xiaofeng Shao from the University of Illinois. Dr. Shao is presenting on "Change Point Detection via Self-normalization: A Personal Journey". The talk will take place at 1:50 p.m. in RE 104.

See the abstract below:

Change point detection is a classical topic in Statistics and has many applications. Motivated by the occurrence of structural breaks in data of growing dimension from areas such as genomics, finance and neuroscience, there is a surge of interest in change point detection for high-dimensional data with complex cross-sectional and temporal dependence.

In this talk, we will present a new nonparametric approach to testing and estimation of change points in time series data
via self-normalization. The talk will start with a review of self-normalization for inference of time series in the context of confidence interval construction and change-point testing in mean. Then we will briefly discuss some recently published work on segmenting Covid-19 time series and high-dimensional change-point detection. Finally, we will focus on dimension-agnostic change point testing, where the proposed test can work for both low and high-dimensional settings and accommodate both temporal and cross-sectional dependence.

More info can be found here:

Colloquia and Seminars Applied Mathematics Colloquia Upcoming Talks Past Talks Computational Mathematics & Statistics Seminar Upcoming Talks Past Talks Discrete Applied Math Seminar Upcoming Talks Past

Join us today, Monday October 30th, in RE 104 at 1:50 pm for the Applied Mathematics colloquium talk on "Curves, Surfaces, and Applied Algebraic Geometry" given by Jose Israel Rodriguez from University of Wisconsin.

Join us tomorrow, Monday September 25th, in RE 104 at 1:50 pm for the colloquium talk on “Quantitative Stability of Traveling Waves” given by Chris Henderson from University of Arizona.

For the abstract or more information about the speaker, visit

Applied Mathematics Colloquium with Chris Henderson: Quantitative Stability of Traveling Waves Speaker: Chris Henderson, University of Arizona Title: Quantitative Stability of Traveling Waves

Join us tomorrow, Monday, September 18th, at RE 104 at 1:50 pm for the Applied Mathematics Colloquium with Mihai Anitescu (University of Chicago/Argonne National Laboratory).

The talk will be on “Exponential Decay of Sensitivity and Domain Decomposition with Overlap for Dynamic and Other Graph-Indexed Optimization”

The abstract of the talk and more information about the speaker can be found at:

Applied Mathematics Colloquia with Mihai Anitescu: Exponential Decay of Sensitivity and Domain Decomposition with Overlap for Dynamic and Other Graph-Indexed Optimization Speaker: Mihai Anitescu, University of Chicago/Argonne National Laboratory

On Monday, September 11th we had our first colloquium talk of the semester given by Souvik Dhara from Purdue University titled “Community Detection with Censoring”.

The abstract and more information about the speaker can be found at: https://www.iit.edu/events/applied-mathematics-colloquia-souvik-dhara-community-detection-censoring

Welcome new graduate students to the Department of Applied Mathematics at Illinois Tech!

Our new Ph.D students:
Mahdi Ibrahim Mensah
Samson Quaye
Gael Dimitri Tekam Fongouo
Kralis Michael

And our new M.S. students:
Rahul Prasad
Katharina Haerle
Larysa Matiukha
Miguel Prieto Ortega
Quang Ngo

Best of luck in your research and academics!

Congratulations to Xiaoxia Tang who graduated this semester from Illinois Tech Applied Mathematics with a doctoral degree!

Xiaoxia obtained her bachelor's and master's degree from Shanghai University. She completed her doctoral thesis titled "Phase Field Modeling and Computation of Vesicle Growth or Shrinkage" under the supervision of Prof. Shuwang Li.

Xiaoxia expressed her excitement about starting a new career as a seismic imaging analyst in Houston, Texas. She is thrilled to make contributions in the areas of data science and applied science of real-life problems.

Xiaoxia is also a recipient of the 2023 Teaching Assistant Award. We wish her all the best!

Congratulations to Guillermo Alonso Alvarez who graduated this semester from Illinois Tech Applied Mathematics with a doctoral degree.

Guillermo also received the 2023 Karl Menger Exceptional Graduate Scholarship Award and the 2023 College of Computing Excellence in Teaching Assistant Award. He will be heading to University of Michigan for his postdoctoral position.

Guillermo completed his doctoral thesis titled "Applications of Optimal Contract Theory in Brokerage" under the supervision of Prof Sergey Nadtochiy.

Prior to coming to IIT, Guillermo obtained his Bachelor's degree in Mathematics and a Master's degree in Applied Mathematics at Universitat Politècnica de Catalunya (UPC, Barcelona, Spain).

We wish him well with his new postdoc position.

Congratulations to Yuan (Roxanne) Yin who graduated this semester from Illinois Tech Applied Mathematics with a doctoral degree!

Roxanne completed her Ph.D. thesis titled "
Latent Price Model for Market Microstructure: Estimation and Simulation" in the spring of 2023, and her thesis was supervised by Prof Sergey Nadtochiy. Prior to IIT, Roxanne obtained her Master's degree in Quantitative Finance and Risk Management from University of Michigan and a Bachelor's degree in mathematics from Beijing Normal University.

Roxanne said she has had a lot of memorable experiences as a Ph.D. student at IIT and is excited to join Wells Fargo as a quantitative analyst.

Illinois Tech Applied Mathematics kicks start this year's Summer Undergraduate Research Experience (SURE) this week!

SURE offers insight and learning into some of the hottest topics in applied mathematics and computer science through hands-on research experiences. To learn more about this program, visit us at https://www.iit.edu/computing/research/student-research/SURE

Math whiz Victoria Belotti is often asked, “What are you going to do with a math degree?” Her answer: “You can do just about anything.”

is at the heart of data analysis in , , and banking, and the government. Belotti will next use the math skills she learned at Illinois Tech College of Computing as a data analyst with Capital One.

We wish her continued success in her bright future! 🎓

Please join us to congratulate Qi Zhang on earning his doctorate degree! His Ph.D. thesis was on a stochastic dynamical system with non-Gaussian and singular noises.

Qi has published 4 papers prior to his graduation, and in 2022, he received the Karl Menger Graduate Award for Exceptional Scholarship.

"The interaction between stochastic analysis, partial differential equations, dynamical systems and stochastic thermodynamics have always been a passion of mine. The delicate counterpoint of all the themes appearing in turn, as if the projection from the truth of the universe," said Qi.

Qi will be heading to Tsinghua University, China, for his postdoctoral fellowship later this summer. We wish him all the best!

Congratulations to Min-Jhe Lu who graduated this semester from Illinois Tech Applied Mathematics with a doctoral degree.

Before arriving at Illinois Tech, Min-Jhe obtained both his bachelor's and master's degrees from the National Taiwan University. Min-Jhe won multiple awards during his study at Illinois Tech, among them are the 2020 Karl Menger Graduate Award for Exceptional Scholarship, College of Computing, and Department of Applied Mathematics Outstanding Teaching Assistant Awards.

Min-Jie has published 3 papers prior to graduation. "During his four years here, what impressed me most is his attitude towards learning. He was not learning to earn a good grade. He was learning to satisfy his own curiosity and advancing the knowledge," said his advisor, Prof Shuwang Li.

After completing his dissertation titled "Modeling, analysis, and computation of tumor growth", Min-Hie will be joining the University of California at Irvine as a Visiting Assistant Professor.

Congratulations today and best wishes for your tomorrows.

Congratulations to Jan-Eric Sulzbach who graduated this semester from Illinois Tech Applied Mathematics with a doctoral degree!

Jan-Eric obtained his bachelor's and master's degrees from the University of Wuerzburg (Germany). He completed his doctoral thesis titled "Thermal Effects in Fluid Dynamics" in 3.5 years. Furthermore, during his time at Illinois Tech, he successfully published 2 papers in top journals in the area of nonlinear partial differential equations.

He also worked with other researchers on the general theory of temperature dependence Cahn-Hilliard equations. These problems are closely related to various applications in engineering and biology. Jan-Eric was awarded the Karl Menger Graduate Award for Exceptional Scholarship in 2021 for his work at Illinois Tech.

We wish him well with his new postdoc position in Technische Universitaet Muenchen (TU Munich).

Congratulations! Min-Jhe Lu received the 2022 Teaching Assistant Award.

Congratulations! The 2022 Karl Menger Undergraduate Award for Exceptional Scholarship was awarded to Kylie Hance.

Congratulations! Qi Zhang received the 2022 Karl Menger Graduate Award for Exceptional Scholarship. He will be heading to Tsinghua University for his postdoctoral study.

SIAM has a tutorial on Python packages, today, Feb 18th, in RE 025 over the lunch hour (12:45-1:45)! Lunch will be provided!