Several recent results on the regularity of streamlines beneath a rotational travelling wave, along with the wave profile itself, will be discussed.
The talk includes the classical water wave problem in both finite and infinite depth, capillary waves, and solitary waves as well. A common assumption in all models to be discussed is the absence of stagnation points.
Professor of Mathematics and Director of the Institute for Pure and Applied Mathematics (IPAM) Russel Caflisch
Institution:
UCLA
Time:
Thursday, April 28, 2011 - 4:00pm
Location:
NS2 1201
Monte Carlo is a computational workhorse for valuation of financial securities and risk. It is directly applicable to almost all types of financial securities and is robust in that it is insensitive to the complexities of a security. On the other hand, Monte Carlo can be terribly slow and inaccurate. This talk will review the basics of Monte Carlo quadrature in the context of finance and methods for its acceleration, including variance reduction, quasi-Monte Carlo and ad hoc methods. American options, for which the exercise time is chosen by the option holder, are a class of securities to which Monte Carlo is not directly applicable. The talk will also describe the recently developed Least Square Monte Carlo (LSM) method for American options, some generalizations of LSM, and methods for estimating the accuracy of Monte Carlo for American options.
In statistical physics, systems like percolation and Ising models are of particular interest at their critical points. Critical systems have long-range correlations that typically decay like inverse powers. Their continuum scaling limits, in which the lattice spacing shrinks to zero, are believed to have universal dimension-dependent properties. In recent years critical two-dimensional scaling limits have been studied by Schramm, Lawler, Werner, Smirnov and others with a focus on the boundaries of large clusters. In the scaling limit these can be described by Schramm-Loewner Evolution (SLE) curves.
In this talk, I'll discuss a different but related approach, which focuses on cluster area measures. In the case of the two-dimensional Ising model, this leads to a representation of the continuum Ising magnetization field in terms of sums of certain measure ensembles with random signs. This is based on joint work with F. Camia (PNAS 106 (2009) 5457-5463) and on work in progress with F. Camia and C. Garban.
The sequencing of the human genome and the development of new methods for acquiring biological data have changed the face of biomedical research. The use of mathematical and computational approaches is taking advantage of the availability of these data to develop new methods with the promise of improved understanding and treatment of disease.
I will describe some of these approaches as well as our recent work on a Bayesian method for integrating high-level clinical and genomic features to stratify pediatric brain tumor patients into groups with high and low risk of relapse after treatment. The approach provides a more comprehensive, accurate, and biologically interpretable model than the currently used clinical schema, and highlights possible future drug targets.
Alexandrov geometry reflects the geometry of Riemannian manifolds when stripped from everything but their structure as metric spaces with a (local) lower curvature bound. In this talk I will define Alexandrov spaces and discuss basic properties, constructions and examples. By now there are numerous applications of Alexandrov geometry, including Perelman's spectacular solution of the geometrization conjecture for 3-manifolds.
The utility of Alexandrov geometry to Riemannian geometry is due to a large extend by the fact that there are several geometrically natural constructions that are closed in Alexandrov geometry but not in Riemannian geometry. These include, but are not limited to (1) Taking Gromov-Hausdorff limits, (2) Taking quotients, and (3) forming cones, jones etc of positively curved spaces. In the talk I will give examples of applications of each of these and one additional new construction.
How to extract trend from highly nonlinear and nonstationary data is an important problem that has many practical applications ranging from bio-medical signal analysis to econometrics, finance, and geophysical fluid dynamics. We review some exisiting methodologies in defining trend and instantaneous frequency in data analysis. Many of these methods use pre-determined basis and is not completely adaptive. They tend to introduce artificial harmonics in the decomposion of the data. Various attempts to preserve the temportal locality property of the data introduce problems of their own. Here we discuss how adaptive data analysis can be formulated as a nonlinear optimization problem in which we look for a sparse representation of data in some unknown basis which is derived from the physical data. We will show that this formulation has some beautiful mathematical structure and can be considered as a nonlinear version of compressed sensing.
In the late 1980's I began my efforts to increase the success rate of minorities in first semester calculus. The interventions that I devised were very time consuming and as the number of minority students increased, I could not manage that kind of effort. I developed my Calculus Minority Advising Program in an effort to meet with scores of minority students each semester. This program consists of a twenty-minute meeting with each student at the beginning of each semester. These meetings with students eventually transformed my own attitude about the importance of mathematics in their undergraduate curriculum.
I took over the position of Associate Head for Undergraduate Affairs in the department in 2003. I set a very modest goal for myself: to double the number of mathematics majors. With almost 600 mathematics majors I have reached that goal. I think the next doubling is going to be much harder to achieve. My work with minority students provided me with the tools to accept this new challenge of working with all students.
This talk will describe my own efforts to encourage ALL of our students that a mathematics major, or adding mathematics as a second major, is a great career choice. I will also describe the support that I have from the university and the department that enables me to carry out these tasks.
A dynamical system is chaotic if its behavior is sensitive to a change in the initial data. This is usually associated with instability of trajectories. The hyperbolic theory of dynamical systems provides a mathematical foundation for the paradigm that is widely known as "deterministic chaos" -- the appearance of irregular chaotic motions in purely deterministic dynamical systems. This phenomenon is considered as one of the most fundamental discoveries in the theory of dynamical systems in the second part of the last century. The hyperbolic behavior can be interpreted in various ways and the weakest one is associated with dynamical systems with nonzero Lyapunov exponents.
I will describe main types of hyperbolicity and the still-open problem of whether dynamical systems with nonzero Lyapunov exponents are "typical" in a sense. I will outline some recent results in this direction and relations between this problem and two other important problems in dynamics: whether systems with nonzero Lyapunov exponents exist on any phase space and whether nonzero exponents can coexist with zero exponents in a robust way.
Theory of knowledge and learning spaces is used to assess readiness and de-
termine course placement for mathematics students at or below introductory calculus at
the University of Illinois. Readiness assessment is determined by the articially intelligent
system ALEKS. The ALEKS-based mechanism used at the University of Illinois eectively
reduces overplacement and is more eective than the previously used ACT-based mech-
anism. Signicant enrollment distribution changes occured as a result of the mechanism
implementation. ALEKS assessments provide more specic skill information than the ACT.
Correlations of ALEKS subscores with student maturity and performance meets explecta-
tions in many cases, and revels interesting characteristics of the student population in other
(systematic weakness in exponentials and logarithms). ALEKS revels skill bimodality in the
population not captured by the previous placement mechanism.
The data shows that preparation, as measured by ALEKS, correlates positively with
course performance, and more strongly than the ACT in general. The trending indicates
that while a student may pass a course with a lower percentage of prerequisite concepts
known, students receiving grades of A or B generally show greater preparedness. Longi-
tudinal comparison of students taking Precalculus shows that ALEKS assessments are an
eective measure of knowledge increase. Calculus students with weaker skills can be brought
to the skill level of their peers, as measured by ALEKS, by taking a preparatory course.
Interestingly, the data provided by ALEKS provides a measure of course eectiveness when
students preformance is aggregated and tracked longitudinally. The data is also used to
measure course eectiveness and visualize the aggregate skills of student populations.
Variational principles are at the core of the formulation of mechanical problems. What happens in the presence of symmetry when variables can be eliminated? I will discuss the geometry underlying this reduction process and present the induced constrained variational principle and the associated Euler-Lagrange equations. The rigid body and the Euler equations for ideal fluids are examples of such reduced Euler-Lagrange equations in convective and spatial representations, respectively. This geometric structure permits the introduction of a new class of optimal control problems that have the remarkable property that the control satisfies precisely these reduced Euler-Lagrange equations. As an example, it is shown that geodesic motion for the normal metric can be controlled by geodesics on the symmetry group. In the case of fluids, these optimal control problems yield the classical Clebsch variables and singular solutions for the Camassa-Holm equation. Relaxing the constraint to a quadratic penalty yields associated optimization problems. Time permitting, the equations of metamorphosis dynamics in imaging will be deduced from this optimization problem.