Ursula Rothrock
College of Liberal Arts & Sciences

Distinguished Professor to deliver lecture on universal properties of random data

Mon, 11/04/2013

LAWRENCE — David Nualart, the Black-Babcock Distinguished Professor in the Department of Mathematics, will deliver his Distinguished Professor Lecture at 5:30 p.m. Wednesday, Nov. 6. His lecture, “The Roughness of the Random,” will take place in the Bruckmiller Room of the Adams Alumni Center.

Nualart’s research has had implications for applications, including telecommunication networks, turbulence and finance. He is interested in questions of probability theory, as well as stochastic analysis, which studies dynamical systems under the action of random impulses.

His lecture will address two universal properties of random data: self-similarity and roughness. Self-similarity is invariance under change of scale, a characteristic property of fractals. Alternatively, random curves like Brownian motion, which appears as the limit of what are known as random walks in mathematics, are very irregular with no tangent at any point. The roughness of these random curves plays a fundamental role when they are used as input noises in a variety of scientific areas from economics to engineering.

“Complex data from economics, engineering and other areas require sophisticated mathematical models that take into account the randomness due to measurement errors and unpredictability,” Nualart said. “I am interested in the mathematical analysis of these random models, with the aim of proving existence and uniqueness of solutions, and establishing properties.”

Nualart has worked at KU since 2005. Before that, he was the director of the Institute of Mathematics and a professor of statistics and operational research and mathematics at the University of Barcelona.

In 2008 he won the G. Baley Price Award for Excellence in Teaching from the Department of Mathematics. In 2011, in recognition of his significant research contributions, the department hosted the International Conference on Malliavin Calculus and Stochastic Analysis.

Nualart has published extensively, including authoring “The Malliavin Calculus and Related Topics” published in 2006 by Springer-Verlag and co-authoring “Nonlinear Stochastic Integrators Equations and Flows” published in 1990 by Gordon and Breach Science Publishers Ltd.

The first Distinguished Professors were established at KU in 1958. A university-distinguished professorship is awarded wholly on the basis of merit, following exacting criteria. A complete list is available on the Distinguished Professor website or on view on the landing of the fifth floor of the Kansas Union.

The Department Mathematics at KU is part of the College of Liberal Arts and Sciences, which encourages learning without boundaries in its more than 50 departments, programs and centers. Through innovative research and teaching, the College emphasizes interdisciplinary education, global awareness and experiential learning. The College is KU's broadest, most diverse academic unit.

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