Sergio A. Almada

I am in my last year of PhD studies at Georgia Tech under the direction of Yuri Bakthin. My work focuses on stochastic differential equations driven by small noise (see publications below or take a look at my research statement here or at this presentation I gave at CIMAT Mexico and St Flour, France).

In my free time I like to play classical guitar( see this link)

Research Interests:

• Probabiliy Theory: Stochastic Partial Differential Equations, Stochastic Dynamics, Large Deviations. I am particularly interested on variational and interacting particle representations for SPDE's and its properties.
• Applied Probability: Stochastic Control, Stochastic Game Theory applied to mathematical finance and communication networks.
• Queuing Theory: Fluid and Heavy Traffic Limits, Bandwith Sharing and Models comming from Computer Networks.
• Financial Math: Multiscale Stochastic Volatility Models, Emission Markets Modeling, Implementation of High Frequency Algorithm.
• Numerical Methods: Spectral Methods andits applications to CFD.

 

Publications:

 

Articles

• (with Yuri Bakhtin) Scaling limit for the diffusion problem in the levinson case, Stochastic Processes and their Applications (In print). Previous version available at arxiv
• (with Yuri Bakhtin) Normal Forms approach to diffusion near hyperbolic equilibria, submitted. Available at arxiv.

Book Chapters

• (with Fernando Ramirez-Mireles) Testing the Gaussianity of UWB TH-PPM MUI with Imperfect Power Control and Multipath, New trends in Electrical Engineering, Computing Science and Automatic Control, ISBN 978-3-8325-2429-6, Logos Verlag, Berlin, Germany, 2010, pp. 249-266.

Work in Progress

• (with Yuri Bakhtin) Small Noise Limit of a Non-adapted Brownian Functional, In preparation.

Conference Proceedings

• (with Fernando Ramirez-Mireles) Testing the Gaussianity of UWB TH-PPM MUI with Perfect and imperfect power control, IEEE Proceeding ROC&C, pp. 1-6 2007
• (with Fernando Ramirez-Mireles) Testing Gaussianity in UWB TH-PPM MUI with imperfect control, IEEE Electrical Engineering,  computer Science and Automatic Control, 242-247,2008.

Theses

• Scalling Limit for Stochastic Differential Equations Driven by Small Noise, PhD Theses, In Progress.
• Model and Analysis o fan UWB system with SS medium access using PPH TH signals, Undergraduate Theses (Spanish), Mexico

Teaching & Additional Material

Instructor for Differential Equations, Fall 2010, Spring 2010

Unpublished Preprints

• (with Harvey Haugen, Hector Hernandez, Dori Luli, Sarath Sasi, Lei Zhang) Model of a Novel Solution Potash Mining Process
• Final Algebra II: Proof of Noovikov-Boone-Britton Theorem
• Final PDE II: Initial Boundary Value Problems for Hyperbolic Systems
• Final Presentation Non-Linear ODE: Probabilistic Aspects of Navier-Strokes Equations