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Applied Mathematics Colloquium Series

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Applied Mathematics Colloquium Archive

Matthew Plumlee - Department of Industrial Engineering and Management Sciences, Northwestern University
Nov 26, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
There has been a recent surge in statistical methods for calibration of inexact models. Alongside these developments, a controversy has emerged about the goals of calibration of inexact models. This talk will trace a swath of research stemming from twenty years ago and potential concerns are marked... read more
Mon.
Nov 26
Guang Lin - Department of Mathematics & School of Mechanical Engineering, Purdue University
Nov 16, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
I will present a new data-driven paradigm on how to quantify the structural uncertainty (model-form uncertainty) and learn the physical laws hidden behind the noisy data in the complex systems governed by partial differential equations. The key idea is to identify the terms in the underlying... read more
Fri.
Nov 16
Wei Chen - Department of Mechanical Engineering, Northwestern University
Nov 12, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Integrated Computational Materials Engineering (ICME) hinges on engineering microstructural features into the materials design process where the overarching goal is to search for materials with superior structure-level performance while systematically accounting for various sources of uncertainties... read more
Mon.
Nov 12
Per Mykland - Department of Statistics, University of Chicago
Nov 5, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The availability of high frequency financial data has generated a series of estimators based on intra-day data, improving the quality of large areas of financial econometrics. However, estimating the standard error of these estimators is often challenging. The root of the problem is that... read more
Mon.
Nov 5
Maxim Bichuch - Department of Applied Mathematics and Statistics, Johns Hopkins University
Oct 29, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In a crisis when faced with insolvency, banks can issue shares/sell their treasury stock in the stock market and borrow money in order to raise funds. We propose a simple model to find the maximum amount of new funds the bank can raise in this way. To do this we incorporate market confidence of the... read more
Mon.
Oct 29
Gordan Zitkovic - Department of Mathematics, University of Texas at Austin
Oct 22, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
The general equilibrium problem lies at the very foundation of neoclassical economics, and has been extensively studied since 1870s and the work of Leon Walras. The original problem in various formulations inspired a tremendous amount of mathematical theory in areas as diverse as game theory,... read more
Mon.
Oct 22
Mickael Binois - Division of Mathematics and Computer Science, Argonne National Laboratory
Oct 15, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. To conduct studies with limited budgets of evaluations, new surrogate methods are required to model simultaneously the mean and variance fields. To this end, we present recent advances in... read more
Mon.
Oct 15
Quanyan Zhu - Department of Electrical and Computer Engineering, New York University
Oct 1, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
With the massive connections between different agents in the Internet network, cyber threats become ubiquitous and raise critical concerns for resource owners, e.g., data storage and cloud service providers. To address this issue, the owners can outsource their cyber risk management tasks to the... read more
Mon.
Oct 1
Weizhu Bao - Department of Mathematics, National University of Singapore
Sep 24, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In this talk, I present sharp interface models with anisotropic surface energy and a phase field model for simulating solid-state dewetting and the morphological evolution of patterned islands on a substrate in two and three dimensions. We show how to derive the sharp interface model via... read more
Mon.
Sep 24
Mike Ludkovski - Department of Statistics and Applied Probability, University of California at Santa Barbara
Sep 17, 2018 - 1:50pm to 2:55pm
College of Science, Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Simulation-based strategies bring the machine learning toolbox to numerical resolution of stochastic control models. I will begin by reviewing the history of this idea, starting with the seminal work by Longstaff-Schwartz and through the popularized Regression Monte Carlo framework. I will then... read more
Mon.
Sep 17

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