
Marc Potters
Tue Oct 17, 2017
11:00 am
Modern financial portfolio construction uses meanvariance optimisation that requiers the knowledge of a very large covariance matrix. Replacing the unknown covariance matrix by the sample covariance matrix (SCM) leads to disastrous outofsample results that can be explained by properties of large SCM understood since Marcenko and Pastur. A...

Dejan Slepcev
Mon Oct 16, 2017
4:00 pm
We consider a family of regression problems in a semisupervised setting. Given realvalued labels on a small subset of data the task is to recover the function on the whole data set while taking advantage of the (geometric) structure provided by the large number of unlabeled data points. We consider a random geometric graph to...

Raymond Chow
Mon Oct 9, 2017
4:00 pm
We explore possibility of computing solutions of a certain type of infinitely dimensional HamiltonJacobi equations in probability space that arises in the theory of mean field games. Numerical solution to such HJPDE was difficult owing to the high dimension of the PDE after discretization of a function space. We propose to utilize a Hopf formula...

Louis Komzsik
Mon Oct 2, 2017
4:00 pm
The presentation uses a basic calculus foundation and elementary physics principles to introduce the extremely important industrial application of rotor dynamics. Calculus of variations and finite element analysis will also be utilized to provide a foundation for the stability and critical speed analysis of rotating structures.
Dr. Louis Komzsik...

James Faeder
Mon Jun 12, 2017
4:00 pm
My group uses computational approaches in collaboration with experimental labs to develop better mechanistic understanding of cell decision processes. One of the major challenges in modeling these systems is that the molecular constituents of signaling networks interact in a multitude of ways to form densely connected networks involving hundreds...

Vera Mikyoung Hur
Mon Jun 5, 2017
4:00 pm
Stokes in his classical memoir made many contributions about periodic traveling waves at the free surface of a water flow. In particular, he conjectured that a wave of greatest possible height would exhibit stagnation with a 120 degree's corner. In the zero vorticity case, Amick, Fraenkel, and Toland answered the conjecture affirmatively. But...

Howard Elman
Mon May 22, 2017
4:00 pm
We discuss efficient numerical algorithms for solving parameterized partial differential equations. These include reducedbasis methods, in which parameterized approximate solutions are constructed from a space of dimension significantly smaller than the dimension of the spatial discretization; stochastic Galerkin methods...