Past Seminars- Applied and Computational Mathematics

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  • Adam Larios
    Mon Nov 6, 2017
    4:00 pm
    A major difficulty in accurately simulating turbulent flows is the problem of determining the initial state of the flow. For example, weather prediction models typically require the present state of the weather as input. However, the state of the weather is only measured at certain points, such as at the locations of weather stations or weather...
  • Tryphon T. Georgiou
    Mon Oct 30, 2017
    4:00 pm
    We will discuss certain new directions in the nexus of ideas that originate in Optimal Mass Transport (OMT) and the Schroedinger Bridge Problem (SBP). We will begin with a brief historic overview, explain the relation between OMT and SBP, discuss applications in control, physics, and networks,  and we will conclude with generalizations to the...
  • Marc Potters
    Tue Oct 17, 2017
    11:00 am
    Modern financial portfolio construction uses mean-variance 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 out-of-sample 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 semi-supervised setting. Given real-valued 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 Hamilton-Jacobi equations in probability space that arises in the theory of mean field games. Numerical solution to such HJ-PDE 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...