http://www.math.wisc.edu/wiki/api.php?action=feedcontributions&user=Chennan&feedformat=atomUW-Math Wiki - User contributions [en]2019-08-25T08:08:58ZUser contributionsMediaWiki 1.30.1http://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=17595Applied/ACMS2019-07-31T13:09:07Z<p>Chennan: /* Fall 2019 */</p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li], [http://www.math.wisc.edu/~spagnolie/ Saverio Spagnolie] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept 6<br />
|[http://math.mit.edu/~lzepeda/ Leonardo Andrés Zepeda Núñez] (UW-Madison)<br />
|''[[Applied/ACMS/absF19#Leonardo Andrés Zepeda Núñez (UW-Madison)|TBA]]''<br />
| host<br />
|-<br />
| Sept 13<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Sept 14-15<br />
|[https://www.ams.org/meetings/sectional/2267_program.html AMS sectional meeting]<br />
| UW-Madison<br />
|-<br />
| Sept 20<br />
|[https://www.gfdl.noaa.gov/mitch-bushuk/ Mitch Bushuk] (GFDL/Princeton)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| Chen<br />
|-<br />
| Sept 20 (colloquium, 4pm, B239)<br />
|[https://services.math.duke.edu/~jianfeng/ Jianfeng Lu] (Duke)<br />
|''[[Applied/ACMS/absF19#Jianfeng Lu (Duke)|TBA]]''<br />
| host<br />
|-<br />
| Sept 27<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Oct 4<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Oct 11<br />
|[http://pi.math.cornell.edu/~ajt/ Alex Townsend] (Cornell)<br />
|''[[Applied/ACMS/absF19#Alex Townsend (Cornell)|TBA]]''<br />
| host<br />
|-<br />
| Oct 18<br />
|[https://pan.labs.wisc.edu/staff/pan-wenxiao/ Wenxiao Pan] (UW)<br />
|''[[Applied/ACMS/absF19#Wenxiao Pan (UW)|TBA]]''<br />
| Spagnolie<br />
|-<br />
| Dec 6<br />
|[https://math.berkeley.edu/~linlin/ Lin Lin] (Berkeley)<br />
|''[[Applied/ACMS/absF19#Lin Lin (UC Berkeley)|TBA]]''<br />
| host<br />
|-<br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2020|Spring 2020]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=17592Applied/ACMS2019-07-30T15:32:07Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li], [http://www.math.wisc.edu/~spagnolie/ Saverio Spagnolie] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept 6<br />
|[http://math.mit.edu/~lzepeda/ Leonardo Andrés Zepeda Núñez] (UW-Madison)<br />
|''[[Applied/ACMS/absF19#Leonardo Andrés Zepeda Núñez (UW-Madison)|TBA]]''<br />
| host<br />
|-<br />
| Sept 13<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Sept 14-15<br />
|[https://www.ams.org/meetings/sectional/2267_program.html AMS sectional meeting]<br />
| UW-Madison<br />
|-<br />
| Sept 20<br />
|[https://www.gfdl.noaa.gov/mitch-bushuk/ Mitch Bushuk] (GFDL/Princeton)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Sept 20 (colloquium, 4pm, B239)<br />
|[https://services.math.duke.edu/~jianfeng/ Jianfeng Lu] (Duke)<br />
|''[[Applied/ACMS/absF19#Jianfeng Lu (Duke)|TBA]]''<br />
| host<br />
|-<br />
| Sept 27<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Oct 4<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF19#speaker (institute)|TBA]]''<br />
| host<br />
|-<br />
| Oct 11<br />
|[http://pi.math.cornell.edu/~ajt/ Alex Townsend] (Cornell)<br />
|''[[Applied/ACMS/absF19#Alex Townsend (Cornell)|TBA]]''<br />
| host<br />
|-<br />
| Oct 18<br />
|[https://pan.labs.wisc.edu/staff/pan-wenxiao/ Wenxiao Pan] (UW)<br />
|''[[Applied/ACMS/absF19#Wenxiao Pan (UW)|TBA]]''<br />
| Spagnolie<br />
|-<br />
| Dec 6<br />
|[https://math.berkeley.edu/~linlin/ Lin Lin] (Berkeley)<br />
|''[[Applied/ACMS/absF19#Lin Lin (UC Berkeley)|TBA]]''<br />
| host<br />
|-<br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2020|Spring 2020]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absS19&diff=17234Applied/ACMS/absS192019-03-28T22:00:21Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Spring 2019 =<br />
<br />
=== Jerry Zhu (University of Wisconsin-Madison, CS) ===<br />
''Machine Teaching: Optimal Control of Machine Learning''<br />
<br />
As machine learning is increasingly adopted in science and engineering, it becomes important to take a higher level view where the machine learner is only one of the agents in a multi-agent system. Other agents may have an incentive to control the learner. As examples, in adversarial machine learning an attacker can poison the training data to manipulate the model the learner learns; in education a teacher can optimize the curriculum to enhance student (modeled as a computational learning algorithm) performance. Machine teaching is optimal control theory applied to machine learning: the plant is the learner, the state is the learned model, and the control is the training data. In this talk I survey the mathematical foundation of machine teaching and the new research frontiers opened up by this confluence of machine learning and control theory.<br />
<br />
=== Abhishek Deshpande (UW-Madison, math) ===<br />
''Switches in chemical and biological networks''<br />
<br />
Switches are ubiquitous in both chemical and biological circuits. We explore the behaviour of autocatalytic switches in the context of the persistence conjecture. We show that networks without autocatalytic switches are persistent. The notion of a “critical siphon” forms the connecting link between autocatalysis and persistence. The talk will expand upon this connection.<br />
<br />
<br />
Swtiches are also relevant from a biological perspective. We show that catalytic switches help in reducing retroactivity - the back effect on the upstream system when connected to the downstream system. In addition, for certain catalytic networks like the push-pull motif, high rates of energy consumption are not required to attenuate retroactivity. One can accomplish this by reducing the coupling to the push-pull motif. However, this reduction in coupling is not robust to cross-talk caused by leak reactions.<br />
<br />
<br />
References:<br />
1) https://arxiv.org/abs/1309.3957<br />
2) https://arxiv.org/abs/1708.01792<br />
<br />
=== Chung-Nan Tzou (UW-Madison, Math)===<br />
''Fluid Models with Sharp Interfaces - Clouds and Plumes''<br />
<br />
In this talk, I will discuss two models describing the interaction of fluids across sharp interfaces. The first model is a discontinuous Poisson equation where the interfacial discontinuity arises from phase changes such as the interior and exterior of a cloud. A simple second-order numerical scheme aiming at solving this type of equations is proposed and tested. The second model is a simplified system of ODEs describing the mixing of jets and plumes with the ambient fluid. With the ambient density profile being sharply stratified, we established a criterion for a plume to be trapped underwater or rise to the top surface and also showed that this profile is the optimal mixer. This theory has been applied to the Gulf of Mexico oil spill incident and also compared with the data we collected through hands-on experiments in the fluids lab.<br />
<br />
=== Amy Cochran (UW-Madison, Math and Medical Informatics) ===<br />
''A model of online latent state learning''<br />
<br />
Researchers are increasingly interested in how humans perform a structured form of learning known as latent-state inferences. Latent state inferences refer to someone's ability to weigh competing hypotheses about one’s environment. Critically, this type of learning can help explain behavior and neural activity important to cognitive neuroscience and psychiatry. In this talk, I will first present a model of latent state learning that uses online, or recursive, updates. I will also discuss open questions related to this topic in hopes of generating discussion. Ultimately, I would like to engage students interested in the emerging area of computational psychiatry, as I will be joining the math department as an assistant professor in the Fall.<br />
<br />
=== Kui Ren (Columbia Applied math and UT-Austin Mathematics) ===<br />
''Uncertainty Characterization in Model-Based Inverse and Imaging Problems''<br />
<br />
In model-based inverse and imaging problems, it is often the case that only a portion of the relevant physical quantities in the model can be reconstructed/imaged. The rest of the model parameters are assumed to be known. In practice, these parameters are often only known partially (up to a certain accuracy). It is therefore important to characterize the dependence of the inversion/imaging results on the accuracy of these parameters. This is an uncertainty quantification problem that is challenging due to the fact that both the map from the uncertainty parameters (the ones we assumed partially known) to the measured data and the map from the measured data to the quantities to be imaged are difficult to analyze. In this talk, we review some recent computaitonal and mathematical results on such uncertainty characterization problems in nonlinear inverse problems for PDEs.<br />
<br />
=== Nicolas Garcia Trillos (UW-Madison, statistics) ===<br />
''Large sample asymptotics of spectra of Laplacians and semilinear elliptic PDEs on random geometric graphs''<br />
<br />
Given a data set $\mathcal{X}=\{x_1, \dots, x_n\}$ and a weighted graph structure $\Gamma= (\mathcal{X},W)$ on $\mathcal{X}$, graph based methods for learning use analytical notions like graph Laplacians, graph cuts, and Sobolev semi-norms to formulate optimization problems whose solutions serve as sensible approaches to machine learning tasks. When the data set consists of samples from a distribution supported on a manifold (or at least approximately so), and the weights depend inversely on the distance between the points, a natural question to study concerns the behavior of those optimization problems as the number of samples goes to infinity. In this talk I will focus on optimization problems closely connected to clustering and supervised regression that involve the graph Laplacian. For clustering, the spectrum of the graph Laplacian is the fundamental object used in the popular spectral clustering algorithm. For regression, the solution to a semilinear elliptic PDE on the graph provides the minimizer of an energy balancing regularization and data fidelity, a sensible object to use in non-parametric regression. <br />
Using tools from optimal transport, calculus of variations, and analysis of PDEs, I will discuss a series of results establishing the asymptotic consistency (with rates of convergence) of many of these analytical objects, as well as provide some perspectives on future research directions.<br />
<br />
=== Weiran Sun (Simon Fraser University) ===<br />
''Aggregation equations over bounded domains''<br />
<br />
Numerical computations have shown that due to the boundary effect, solutions of aggregation equations can evolve into non-energy minimizing states. Meanwhile, adding a small noise seems to bypass such non- energy minimizers. This motivates our study of aggregation equations over bounded domains. In this talk we will use basic probabilistic methods to show well-posedness and mean-field limits of aggregation equations with singular potentials (such as the Newtonian potential). We will also show the zero-diffusion limit of aggregations equations over bounded domains and obtain a convergence rate that is consistent with what has been observed in numerical simulations. This is joint work with Razvan Fetecau, Hui Huang, and Daniel Messenger.<br />
<br />
=== Jean-Luc Thiffeault (UW-Madison, Math) ===<br />
<br />
''The mathematics of burger flipping''<br />
<br />
Ever since the dawn of time people have (literally) asked the question<br />
&mdash; what is the most effective way to grill food? Timing is<br />
everything, since only one surface is exposed to heat at a given time.<br />
Should we flip only once, or many times? I will show a simple model<br />
of cooking by flipping, and some interesting mathematics will emerge.<br />
The rate of cooking depends on the spectrum of a linear operator, and<br />
on the fixed point of a map. If the system is symmetric, the rate of<br />
cooking becomes independent of the sequence of flips, as long as the<br />
last point to be cooked is the midpoint. This toy problem has some<br />
characteristics reminiscent of more realistic scenarios, such as<br />
thermal convection and heat exchangers.<br />
<br />
=== Alexandru Hening (Tufts University) ===<br />
<br />
''Stochastic persistence and extinction''<br />
<br />
A key question in population biology is understanding the conditions under which the species from an ecosystem persist or go extinct. Theoretical and empirical studies have shown that coexistence can be facilitated or negated by both biotic interactions and environmental fluctuations. We study the dynamics of n interacting species that live in a stochastic environment. Our models are described by n dimensional piecewise deterministic Markov processes. These are processes (X(t), r(t)) where the vector X denotes the density of the n species and r(t) is a finite state space process which keeps track of the environment. In any fixed environment the process follows the flow given by a system of ordinary differential equations. The randomness comes from the changes or switches in the environment, which happen at random times. We give sharp conditions under which the the populations persist as well as conditions under which some populations go extinct exponentially fast. As an example we look at the competitive exclusion principle from ecology and show how the random switching can `rescue' species from extinction. The talk is based on joint work with Dang H. Nguyen (University of Alabama).<br />
<br />
=== Mustafa Mohamad (NYU/Courant) ===<br />
<br />
''Strategies for extreme event quantification in intermittent dynamical systems''<br />
<br />
A wide range of dynamical systems encountered in nature and technology are characterized by the presence of intermittent events with strongly transient characteristics, such as in turbulent fluid flows, water waves, chemical reactions, and numerous other engineering systems. Although extreme events typically occur infrequently, they usually have drastic consequences and are important to quantify for design optimization, uncertainty quantification, and reliability assessment. There is a practical need for quickly evaluating the probabilistic response, including extreme event statistics, for such systems that are undergoing transient and extreme responses, but unfortunately, the task is often too computational demanding to make such analysis feasible since intermittent events occur infrequently. We present a decomposition based probabilistic approach that can accurately capture the probability distribution, many standard deviations away from the mean, at a fraction of the cost of Monte Carlo simulations, for a specific class of intermittent dynamical systems and present a general adaptive sampling based method to capture response statistics via a limited set of experiments for input-output black box systems. We demonstrate these methods to examples ranging from rogue waves in the ocean to structural systems subjected to extreme forcing events.<br />
<br />
=== Lei Li (Shanghai Jiao Tong University) ===<br />
<br />
''The Random Batch Method and its application to sampling''<br />
<br />
First order interacting particle systems are ubiquitous. For example, they can be viewed as the over-damped Langevin equations. We first introduce a random algorithm, called the Random Batch Method (RBM), for simulating first order systems. The algorithms are motivated by the mini-batch idea in machine learning and statistics. Under some special conditions, we show the convergence of RBMs for the first marginal distribution under the Wasserstein distance. Compared with traditional tree code and fast multipole expansion algorithms, RBM works for kernels that do not necessarily decay. We then apply the RBM to Stein Variational Gradient Descent, a recent algorithm in statistics and machine learning, to obtain an efficient sampling method. This talk is based on joint work with Shi Jin (Shanghai Jiao Tong University), Jian-Guo Liu (Duke University), Jianfeng Lu (Duke University) and Zibu Liu (Duke University).<br />
<br />
=== Jiajun Tong (UCLA) ===<br />
<br />
''2-D Stokes Immersed Boundary Problem and its Regularizations: Well-posedness, Singular Limit, and Error Estimates''<br />
<br />
Studying coupled motion of immersed elastic structures and surrounding fluid is important in science and engineering. In this talk, we first consider 2-D Stokes immersed boundary problem that models a 1-D closed elastic string immersed and moving in a 2-D Stokes flow, and we discuss its well-posedness. Inspired by the numerical immersed boundary method, we then introduce a regularized version of the problem, in which a regularized delta-function is used to mollify the flow field and singular forcing. We prove global well-posedness of the regularized problems, and show that as the regularization parameter diminishes, the string dynamics in the regularized problems converge to that in the un-regularized problem under certain assumptions. Viewing the latter as a benchmark, we derive error estimates under various norms for the string dynamics. Our rigorous analysis shows that the regularized problems achieve improved accuracy if the regularized delta-function is suitably chosen. This may imply potential improvement in the numerical immersed boundary method, which is worth further investigation. This is joint work with Fanghua Lin.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=17233Applied/ACMS2019-03-28T21:59:19Z<p>Chennan: /* Spring 2019 */</p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li], [http://www.math.wisc.edu/~spagnolie/ Saverio Spagnolie] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[http://pages.cs.wisc.edu/~jerryzhu/ Jerry Zhu] (UW-Madison, CS)<br />
|''[[Applied/ACMS/absS19#Jerry Zhu (UW-Madison, CS)|Machine Teaching: Optimal Control of Machine Learning]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[https://www.math.wisc.edu/~deshpande/ Abhishek Deshpande] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Abhishek Deshpande (UW-Madison)|Switches in chemical and biological networks]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[https://www.math.wisc.edu/~cntzou/ Chung-Nan Tzou] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Chung-Nan Tzou (UW-Madison)|Fluid Models with Sharp Interfaces - Clouds and Plumes]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[https://sites.google.com/site/amylouisecochran/ Amy Cochran] (UW-Madison, Math and Medical Informatics)<br />
|''[[Applied/ACMS/absS19#Amy Cochran (UW-Madison, Math and Medical Informatics)|A model of online latent state learning]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|Uncertainty Characterization in Model-Based Inverse and Imaging Problems]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|canceled]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|Large sample asymptotics of spectra of Laplacians and semilinear elliptic PDEs on random geometric graphs]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[http://www.sfu.ca/~weirans/ Weiran Sun] (Simon Fraser)<br />
|''[[Applied/ACMS/absS19#Weiran Sun (Simon Fraser)|Aggregation equations over bounded domains]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[http://www.math.wisc.edu/~jeanluc/ Jean-Luc Thiffeault] (UW-Madison, Math)<br />
|''[[Applied/ACMS/absS19#Jean-Luc Thiffeault (UW-Madison, Math)|The mathematics of burger flipping]]''<br />
| self-hosted<br />
|-<br />
| Apr 5<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 12<br />
|[https://sites.tufts.edu/hening/ Alexandru Hening] (Tufts University)<br />
|''[[Applied/ACMS/absS19#Alexandru Hening (Tufts University)|Stochastic persistence and extinction]]''<br />
| Craciun<br />
|-<br />
| Apr 19<br />
|[https://scholar.google.com/citations?user=85z4Cl4AAAAJ&hl=en Mustafa Mohamad] (NYU/Courant)<br />
|''[[Applied/ACMS/absS19#Mustafa Mohamad (NYU/Courant)|Strategies for extreme event quantification in intermittent dynamical systems]]''<br />
| Chen<br />
|-<br />
| Apr 26<br />
|[http://ins.sjtu.edu.cn/people/leili/ Lei Li] (Shanghai Jiao Tong University)<br />
|''[[Applied/ACMS/absS19#Lei Li (Shanghai Jiao Tong University)|The Random Batch Method and its application to sampling]]''<br />
| Spagnolie<br />
|-<br />
| May 3<br />
|[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|2-D Stokes Immersed Boundary Problem and its Regularizations: Well-posedness, Singular Limit, and Error Estimates]]''<br />
| Chen<br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absS19&diff=17119Applied/ACMS/absS192019-03-06T23:47:15Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Spring 2019 =<br />
<br />
=== Jerry Zhu (University of Wisconsin-Madison, CS) ===<br />
''Machine Teaching: Optimal Control of Machine Learning''<br />
<br />
As machine learning is increasingly adopted in science and engineering, it becomes important to take a higher level view where the machine learner is only one of the agents in a multi-agent system. Other agents may have an incentive to control the learner. As examples, in adversarial machine learning an attacker can poison the training data to manipulate the model the learner learns; in education a teacher can optimize the curriculum to enhance student (modeled as a computational learning algorithm) performance. Machine teaching is optimal control theory applied to machine learning: the plant is the learner, the state is the learned model, and the control is the training data. In this talk I survey the mathematical foundation of machine teaching and the new research frontiers opened up by this confluence of machine learning and control theory.<br />
<br />
=== Abhishek Deshpande (UW-Madison, math) ===<br />
''Switches in chemical and biological networks''<br />
<br />
Switches are ubiquitous in both chemical and biological circuits. We explore the behaviour of autocatalytic switches in the context of the persistence conjecture. We show that networks without autocatalytic switches are persistent. The notion of a “critical siphon” forms the connecting link between autocatalysis and persistence. The talk will expand upon this connection.<br />
<br />
<br />
Swtiches are also relevant from a biological perspective. We show that catalytic switches help in reducing retroactivity - the back effect on the upstream system when connected to the downstream system. In addition, for certain catalytic networks like the push-pull motif, high rates of energy consumption are not required to attenuate retroactivity. One can accomplish this by reducing the coupling to the push-pull motif. However, this reduction in coupling is not robust to cross-talk caused by leak reactions.<br />
<br />
<br />
References:<br />
1) https://arxiv.org/abs/1309.3957<br />
2) https://arxiv.org/abs/1708.01792<br />
<br />
=== Chung-Nan Tzou (UW-Madison, Math)===<br />
''Fluid Models with Sharp Interfaces - Clouds and Plumes''<br />
<br />
In this talk, I will discuss two models describing the interaction of fluids across sharp interfaces. The first model is a discontinuous Poisson equation where the interfacial discontinuity arises from phase changes such as the interior and exterior of a cloud. A simple second-order numerical scheme aiming at solving this type of equations is proposed and tested. The second model is a simplified system of ODEs describing the mixing of jets and plumes with the ambient fluid. With the ambient density profile being sharply stratified, we established a criterion for a plume to be trapped underwater or rise to the top surface and also showed that this profile is the optimal mixer. This theory has been applied to the Gulf of Mexico oil spill incident and also compared with the data we collected through hands-on experiments in the fluids lab.<br />
<br />
=== Amy Cochran (UW-Madison, Math and Medical Informatics) ===<br />
''A model of online latent state learning''<br />
<br />
Researchers are increasingly interested in how humans perform a structured form of learning known as latent-state inferences. Latent state inferences refer to someone's ability to weigh competing hypotheses about one’s environment. Critically, this type of learning can help explain behavior and neural activity important to cognitive neuroscience and psychiatry. In this talk, I will first present a model of latent state learning that uses online, or recursive, updates. I will also discuss open questions related to this topic in hopes of generating discussion. Ultimately, I would like to engage students interested in the emerging area of computational psychiatry, as I will be joining the math department as an assistant professor in the Fall.<br />
<br />
=== Kui Ren (Columbia Applied math and UT-Austin Mathematics) ===<br />
''Uncertainty Characterization in Model-Based Inverse and Imaging Problems''<br />
<br />
In model-based inverse and imaging problems, it is often the case that only a portion of the relevant physical quantities in the model can be reconstructed/imaged. The rest of the model parameters are assumed to be known. In practice, these parameters are often only known partially (up to a certain accuracy). It is therefore important to characterize the dependence of the inversion/imaging results on the accuracy of these parameters. This is an uncertainty quantification problem that is challenging due to the fact that both the map from the uncertainty parameters (the ones we assumed partially known) to the measured data and the map from the measured data to the quantities to be imaged are difficult to analyze. In this talk, we review some recent computaitonal and mathematical results on such uncertainty characterization problems in nonlinear inverse problems for PDEs.<br />
<br />
=== Nicolas Garcia Trillos (UW-Madison, statistics) ===<br />
''Large sample asymptotics of spectra of Laplacians and semilinear elliptic PDEs on random geometric graphs''<br />
<br />
Given a data set $\mathcal{X}=\{x_1, \dots, x_n\}$ and a weighted graph structure $\Gamma= (\mathcal{X},W)$ on $\mathcal{X}$, graph based methods for learning use analytical notions like graph Laplacians, graph cuts, and Sobolev semi-norms to formulate optimization problems whose solutions serve as sensible approaches to machine learning tasks. When the data set consists of samples from a distribution supported on a manifold (or at least approximately so), and the weights depend inversely on the distance between the points, a natural question to study concerns the behavior of those optimization problems as the number of samples goes to infinity. In this talk I will focus on optimization problems closely connected to clustering and supervised regression that involve the graph Laplacian. For clustering, the spectrum of the graph Laplacian is the fundamental object used in the popular spectral clustering algorithm. For regression, the solution to a semilinear elliptic PDE on the graph provides the minimizer of an energy balancing regularization and data fidelity, a sensible object to use in non-parametric regression. <br />
Using tools from optimal transport, calculus of variations, and analysis of PDEs, I will discuss a series of results establishing the asymptotic consistency (with rates of convergence) of many of these analytical objects, as well as provide some perspectives on future research directions.<br />
<br />
=== Weiran Sun (Simon Fraser University) ===<br />
''Aggregation equations over bounded domains''<br />
<br />
Numerical computations have shown that due to the boundary effect, solutions of aggregation equations can evolve into non-energy minimizing states. Meanwhile, adding a small noise seems to bypass such non- energy minimizers. This motivates our study of aggregation equations over bounded domains. In this talk we will use basic probabilistic methods to show well-posedness and mean-field limits of aggregation equations with singular potentials (such as the Newtonian potential). We will also show the zero-diffusion limit of aggregations equations over bounded domains and obtain a convergence rate that is consistent with what has been observed in numerical simulations. This is joint work with Razvan Fetecau, Hui Huang, and Daniel Messenger.<br />
<br />
=== Jean-Luc Thiffeault (UW-Madison, Math) ===<br />
<br />
''The mathematics of burger flipping''<br />
<br />
Ever since the dawn of time people have (literally) asked the question<br />
&mdash; what is the most effective way to grill food? Timing is<br />
everything, since only one surface is exposed to heat at a given time.<br />
Should we flip only once, or many times? I will show a simple model<br />
of cooking by flipping, and some interesting mathematics will emerge.<br />
The rate of cooking depends on the spectrum of a linear operator, and<br />
on the fixed point of a map. If the system is symmetric, the rate of<br />
cooking becomes independent of the sequence of flips, as long as the<br />
last point to be cooked is the midpoint. This toy problem has some<br />
characteristics reminiscent of more realistic scenarios, such as<br />
thermal convection and heat exchangers.<br />
<br />
=== Alexandru Hening (Tufts University) ===<br />
<br />
''Stochastic persistence and extinction''<br />
<br />
A key question in population biology is understanding the conditions under which the species from an ecosystem persist or go extinct. Theoretical and empirical studies have shown that coexistence can be facilitated or negated by both biotic interactions and environmental fluctuations. We study the dynamics of n interacting species that live in a stochastic environment. Our models are described by n dimensional piecewise deterministic Markov processes. These are processes (X(t), r(t)) where the vector X denotes the density of the n species and r(t) is a finite state space process which keeps track of the environment. In any fixed environment the process follows the flow given by a system of ordinary differential equations. The randomness comes from the changes or switches in the environment, which happen at random times. We give sharp conditions under which the the populations persist as well as conditions under which some populations go extinct exponentially fast. As an example we look at the competitive exclusion principle from ecology and show how the random switching can `rescue' species from extinction. The talk is based on joint work with Dang H. Nguyen (University of Alabama).<br />
<br />
=== Lei Li (Shanghai Jiao Tong University) ===<br />
<br />
''The Random Batch Method and its application to sampling''<br />
<br />
First order interacting particle systems are ubiquitous. For example, they can be viewed as the over-damped Langevin equations. We first introduce a random algorithm, called the Random Batch Method (RBM), for simulating first order systems. The algorithms are motivated by the mini-batch idea in machine learning and statistics. Under some special conditions, we show the convergence of RBMs for the first marginal distribution under the Wasserstein distance. Compared with traditional tree code and fast multipole expansion algorithms, RBM works for kernels that do not necessarily decay. We then apply the RBM to Stein Variational Gradient Descent, a recent algorithm in statistics and machine learning, to obtain an efficient sampling method. This talk is based on joint work with Shi Jin (Shanghai Jiao Tong University), Jian-Guo Liu (Duke University), Jianfeng Lu (Duke University) and Zibu Liu (Duke University).<br />
<br />
=== Jiajun Tong (UCLA) ===<br />
<br />
''2-D Stokes Immersed Boundary Problem and its Regularizations: Well-posedness, Singular Limit, and Error Estimates''<br />
<br />
Studying coupled motion of immersed elastic structures and surrounding fluid is important in science and engineering. In this talk, we first consider 2-D Stokes immersed boundary problem that models a 1-D closed elastic string immersed and moving in a 2-D Stokes flow, and we discuss its well-posedness. Inspired by the numerical immersed boundary method, we then introduce a regularized version of the problem, in which a regularized delta-function is used to mollify the flow field and singular forcing. We prove global well-posedness of the regularized problems, and show that as the regularization parameter diminishes, the string dynamics in the regularized problems converge to that in the un-regularized problem under certain assumptions. Viewing the latter as a benchmark, we derive error estimates under various norms for the string dynamics. Our rigorous analysis shows that the regularized problems achieve improved accuracy if the regularized delta-function is suitably chosen. This may imply potential improvement in the numerical immersed boundary method, which is worth further investigation. This is joint work with Fanghua Lin.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=17118Applied/ACMS2019-03-06T23:46:27Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li], [http://www.math.wisc.edu/~spagnolie/ Saverio Spagnolie] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[http://pages.cs.wisc.edu/~jerryzhu/ Jerry Zhu] (UW-Madison, CS)<br />
|''[[Applied/ACMS/absS19#Jerry Zhu (UW-Madison, CS)|Machine Teaching: Optimal Control of Machine Learning]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[https://www.math.wisc.edu/~deshpande/ Abhishek Deshpande] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Abhishek Deshpande (UW-Madison)|Switches in chemical and biological networks]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[https://www.math.wisc.edu/~cntzou/ Chung-Nan Tzou] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Chung-Nan Tzou (UW-Madison)|Fluid Models with Sharp Interfaces - Clouds and Plumes]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[https://sites.google.com/site/amylouisecochran/ Amy Cochran] (UW-Madison, Math and Medical Informatics)<br />
|''[[Applied/ACMS/absS19#Amy Cochran (UW-Madison, Math and Medical Informatics)|A model of online latent state learning]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|Uncertainty Characterization in Model-Based Inverse and Imaging Problems]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|canceled]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|Large sample asymptotics of spectra of Laplacians and semilinear elliptic PDEs on random geometric graphs]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[http://www.sfu.ca/~weirans/ Weiran Sun] (Simon Fraser)<br />
|''[[Applied/ACMS/absS19#Weiran Sun (Simon Fraser)|Aggregation equations over bounded domains]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[http://www.math.wisc.edu/~jeanluc/ Jean-Luc Thiffeault] (UW-Madison, Math)<br />
|''[[Applied/ACMS/absS19#Jean-Luc Thiffeault (UW-Madison, Math)|The mathematics of burger flipping]]''<br />
| self-hosted<br />
|-<br />
| Apr 5<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 12<br />
|[https://sites.tufts.edu/hening/ Alexandru Hening] (Tufts University)<br />
|''[[Applied/ACMS/absS19#Alexandru Hening (Tufts University)|Stochastic persistence and extinction]]''<br />
| Craciun<br />
|-<br />
| Apr 19<br />
|[https://scholar.google.com/citations?user=85z4Cl4AAAAJ&hl=en Mustafa Mohamad] (NYU/Courant)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| Chen<br />
|-<br />
| Apr 26<br />
|[http://ins.sjtu.edu.cn/people/leili/ Lei Li] (Shanghai Jiao Tong University)<br />
|''[[Applied/ACMS/absS19#Lei Li (Shanghai Jiao Tong University)|The Random Batch Method and its application to sampling]]''<br />
| Spagnolie<br />
|-<br />
| May 3<br />
|[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|2-D Stokes Immersed Boundary Problem and its Regularizations: Well-posedness, Singular Limit, and Error Estimates]]''<br />
| Chen<br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16931Applied/ACMS2019-02-16T01:04:39Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[http://pages.cs.wisc.edu/~jerryzhu/ Jerry Zhu] (UW-Madison, CS)<br />
|''[[Applied/ACMS/absS19#Jerry Zhu (UW-Madison, CS)|Machine Teaching: Optimal Control of Machine Learning]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[https://www.math.wisc.edu/~deshpande/ Abhishek Deshpande] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Abhishek Deshpande (UW-Madison)|Switches in chemical and biological networks]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[https://www.math.wisc.edu/~cntzou/ Chung-Nan Tzou] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Chung-Nan Tzou (UW-Madison)|Fluid Models with Sharp Interfaces - Clouds and Plumes]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[https://sites.google.com/site/amylouisecochran/ Amy Cochran] (UW-Madison, Math and Medical Informatics)<br />
|''[[Applied/ACMS/absS19#Amy Cochran (UW-Madison, Math and Medical Informatics)|A model of online latent state learning]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|Uncertainty Characterization in Model-Based Inverse and Imaging Problems]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|title]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|title]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[http://www.sfu.ca/~weirans/ Weiran Sun] (Simon Fraser)<br />
|''[[Applied/ACMS/absS19#Weiran Sun (Simon Fraser)|title]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[https://math.duke.edu/people/hau-tieng-wu Hau-tieng Wu] (Duke)<br />
|''[[Applied/ACMS/absS19#Hau-tieng Wu (Duke)|title]]''<br />
| host<br />
|-<br />
| Apr 5<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 12<br />
|[https://sites.tufts.edu/hening/ Alexandru Hening] (Tufts University)<br />
|''[[Applied/ACMS/absS19#Alexandru Hening (Tufts University)|title TBA]]''<br />
| Craciun<br />
|-<br />
| Apr 19<br />
|[https://scholar.google.com/citations?user=85z4Cl4AAAAJ&hl=en Mustafa Mohamad] (NYU/Courant)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| Chen<br />
|-<br />
| Apr 26<br />
|[http://ins.sjtu.edu.cn/people/leili/ Lei Li] (Shanghai Jiao Tong University)<br />
|''[[Applied/ACMS/absS19#Lei Li (Shanghai Jiao Tong University)|TBA]]''<br />
| Spagnolie<br />
|-<br />
| May 3<br />
|[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|title]]''<br />
| Chen<br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Spring2019&diff=16528Applied/ACMS/Spring20192018-12-05T00:30:13Z<p>Chennan: </p>
<hr />
<div>== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[http://pages.cs.wisc.edu/~jerryzhu/ Jerry Zhu] (UW-Madison, CS)<br />
|''[[Applied/ACMS/absS19#Jerry Zhu (UW-Madison, CS)|title]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[https://www.math.wisc.edu/~cntzou/ Chung-Nan Tzou] (UW-Madison)<br />
|''[[Applied/ACMS/absS19#Chung-Nan Tzou (UW-Madison)|title]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|title]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|title]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|title]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[https://math.berkeley.edu/~linlin/ Lin Lin] (UC-Berkeley)<br />
|''[[Applied/ACMS/absS19#Lin Lin (UC-Berkeley)|title]]''<br />
| host<br />
|-<br />
| Apr 5<br />
|[https://scholar.google.com/citations?user=85z4Cl4AAAAJ&hl=en Mustafa Mohamad] (NYU/Courant)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| Chen<br />
|-<br />
| Apr 12<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 19<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 26<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| May 3<br />
|[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|title]]''<br />
| Chen<br />
|-</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Spring2019&diff=16418Applied/ACMS/Spring20192018-11-17T01:28:26Z<p>Chennan: </p>
<hr />
<div>== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|title]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|title]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|title]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[https://math.berkeley.edu/~linlin/ Lin Lin] (UC-Berkeley)<br />
|''[[Applied/ACMS/absS19#Lin Lin (UC-Berkeley)|title]]''<br />
| host<br />
|-<br />
| Apr 5<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 12<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 19<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 26<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| May 3<br />
|[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|title]]''<br />
| Chen<br />
|-</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Spring2019&diff=16417Applied/ACMS/Spring20192018-11-17T01:28:07Z<p>Chennan: </p>
<hr />
<div>== Spring 2019 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Jan 25<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 1<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 8<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Feb 22<br />
|[https://www.ma.utexas.edu/users/ren/index.html Kui Ren] (UT-Austin and Columbia)<br />
|''[[Applied/ACMS/absS19#Kui Ren (UT-Austin and Columbia)|title]]''<br />
| host<br />
|-<br />
| Mar 1<br />
|[https://www.medphysics.wisc.edu/directory/guanghong.php Guanghong Chen] (UW-Madison, Medical Physics)<br />
|''[[Applied/ACMS/absS19#Guanghong Chen (UW-Madison, Medical Physics)|title]]''<br />
| Li<br />
|-<br />
| Mar 8<br />
|[http://www.nicolasgarciat.com/ Nicolas Garcia Trillos] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absS19#Nicolas Garcia Trillos (UW-Madison, Statistics)|title]]''<br />
| host<br />
|-<br />
| Mar 15<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 22<br />
|[spring recess] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Mar 29<br />
|[https://math.berkeley.edu/~linlin/ Lin Lin] (UC-Berkeley)<br />
|''[[Applied/ACMS/absS19#Lin Lin (UC-Berkeley)|title]]''<br />
| host<br />
|-<br />
| Apr 5<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 12<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 19<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Apr 26<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absS19#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| May 3<br />
[https://www.math.ucla.edu/~jiajun/ Jiajun Tong] (UCLA)<br />
|''[[Applied/ACMS/absS19#Jiajun Tong (UCLA)|title]]''<br />
| Chen<br />
|-</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absF18&diff=16179Applied/ACMS/absF182018-10-10T13:51:33Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Fall 2018 =<br />
<br />
=== Ting Zhou (Northeastern University) ===<br />
''Nonparaxial near-nondiffracting accelerating optical beams''<br />
<br />
We show that new families of accelerating and almost nondiffracting beams (solutions) for Maxwell’s equations can be constructed. These are complex geometrical optics (CGO) solutions to Maxwell’s equations with nonlinear limiting Carleman weights. They have the form of wave packets that propagate along circular trajectories while almost preserving a transverse intensity profile. We also show similar waves constructed using the approach combining CGO solutions and the Kelvin transform.<br />
<br />
<br />
=== Daniel Sanz-Alonso (University of Chicago) ===<br />
''Discrete and Continuous Learning in Information and Geophysical Sciences''<br />
<br />
The formulation of Bayesian inverse problems in function space has led to new theoretical and computational developments, providing improved understanding on regularization techniques and suggesting new scalable algorithms. The approach has found numerous applications throughout the geophysical and medical sciences, where interest often lies in recovering an unknown field defined on a physical domain. Learning problems in the information sciences, in contrast, typically seek to recover functions defined on discrete point clouds. My talk will have two parts. In the first one, I will prove that in certain large data limit, discrete learning problems converge to a continuous one, thus allowing to transfer scalable Markov chain Monte Carlo methodology developed in the geophysical sciences to novel applications in the information sciences. In the second part I will introduce a fully Bayesian, data-driven methodology to discretize complex forward models with the specific goal of solving inverse problems. This methodology has the potential of producing cheap surrogates that still allow for satisfactory input reconstruction.<br />
<br />
=== Nan Chen (University of Wisconsin-Madison) ===<br />
''A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events''<br />
<br />
Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Nino Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Nino and La Nina events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Nino or La Nina events, super El Nino events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework is then applied to understand the mechanism of different super El Ninos. In particular, the framework is used to simulate and analyze the two famous super El Nino events in 1997-1998 and 2014-2016, with the conclusion that the delayed super El Nino events in 2014-2016 are not necessarily unusual in the tropical Pacific despite not appearing in the recent observational record and could reoccur in the future.<br />
<br />
=== Sulian Thual (Fudan University) ===<br />
''A Stochastic Skeleton Model for the Madden-Julian Oscillation and El Nino-Southern Oscillation''<br />
<br />
A broad range of random atmospheric disturbances in the tropics may be considered as possible<br />
triggers to the El Niño Southern Oscillation (ENSO), such as for example westerly wind bursts, easterly wind bursts, as well as the convective envelope of the Madden-Julian Oscillation (MJO). Here a simple dynamical stochastic model for the tropical ocean-atmosphere is proposed that captures those processes as well as their multiscale interactions. Realistic features include for the first time altogether the MJO wavenumber-frequency power spectra, eastward propagation, structure and confinement to the warm pool region and similarly for atmospheric Kelvin and Rossby equatorial waves, in addition to the ENSO intermittency, power spectrum and non-Gaussian statistics of sea surface temperatures, among others.<br />
<br />
Importantly, intraseasonal atmospheric disturbances such as the MJO are here solved dynamically which renders more explicit their upscale contribution to the interannual flow as well as their modulation in return. First, the background red noise spectrum of atmospheric disturbances rather than their individual characteristics is shown to be most important for the triggering of the ENSO. Second, the onset, strength and demise of El Niño events is linked to the increase and eastward expansion of atmospheric disturbances eastward of the warm pool region. The present framework serves as a prototype for general circulation models that solve similar dynamical interactions on several spatial and temporal scales.<br />
<br />
=== Matthew Thorpe (Cambridge University) ===<br />
''Continuum Limits of Semi-Supervised Learning on Graphs''<br />
<br />
Given a data set $\{x_i\}_{i=1}^n$ with labels $\{y_i\}_{i=1}^N$ on the first $N$ data points the goal of semi-supervised is to infer labels on the remaining $\{x_i\}_{i=N+1}^n$ data points. In this talk we use a random geometric graph model with connection radius $r(n)$. The framework is to consider objective functions which reward the regularity of the estimator function and impose or reward the agreement with the training data, more specifically we will consider discrete p-Laplacian and fractional Laplacian regularization.<br />
<br />
The talk concerns the asymptotic behaviour in the limit where the number of unlabelled points increases while the number of training points remains fixed. The results are to uncover a delicate interplay between the regularizing nature of the functionals considered and the nonlocality inherent to the graph constructions. I will give almost optimal ranges on the scaling of $r(n)$ for asymptotic consistency to hold. Furthermore, I will setup the Bayesian interpretation of this problem.<br />
<br />
This is joint work with Matt Dunlop (Caltech), Dejan Slepcev (CMU) and Andrew Stuart (Caltech).<br />
<br />
=== Fei Lu (Johns Hopkins University) ===<br />
''Data-informed stochastic model reduction for complex dynamical systems''<br />
<br />
The need to develop reduced nonlinear statistical-dynamical models from time series of partial observations of complex systems arises in many applications such as geophysics, biology and engineering. The challenges come mainly from memory effects due to the nonlinear interactions between resolved and unresolved scales, and from the difficulty in inference from discrete data.<br />
<br />
To address these challenges, we introduce a discrete-time stochastic parametrization framework, in which we infer nonlinear autoregression moving average (NARMA) type models to take the memory effects into account. We show by examples that the NARMA type stochastic reduced models that can capture the key statistical and dynamical properties, and therefore can improve the performance of ensemble prediction in data assimilation. The examples include the Lorenz 96 system (which is a simplified model of the global atmosphere) and the Kuramoto-Sivashinsky equation of spatiotemporally chaotic dynamics. Applications of this inference approach to model reduction for stochastic Burgers equations will be discussed. <br />
<br />
<br />
=== Matthew Dixon (Illinois Institute of Technology) ===<br />
<br />
''"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons''<br />
<br />
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-linear two-parametric extension of the classical Geometric Brownian Motion (GBM) model, that we call the ”Quantum Equilibrium-Disequilibrium” model. Our model gives rise to non-linear mean-reverting dynamics, broken scale invariance, and corporate defaults. In the simplest one-stock (1D) formulation, our parsimonious model has only one degree of freedom, yet calibrates to both equity returns and credit default swap spreads. Defaults and market crashes are associated with dissipative tunneling events, and correspond to instanton (saddle-point) solutions of the model. When market frictions and inflows/outflows of money are neglected altogether, ”classical” GBM scale-invariant dynamics with an exponential asset growth and without defaults are formally recovered from our model. However, we argue that this is only a formal mathematical limit, and in reality the GBM limit is non- analytic due to non-linear effects that produce both defaults and divergence of perturbation theory in a small market friction parameter.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16178Applied/ACMS2018-10-10T13:50:30Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[https://sites.google.com/site/sulianthual/ Sulian Thual] (Fudan University)<br />
|''[[Applied/ACMS/absF18#Thual (Fudan)|A Stochastic Skeleton Model for the Madden-Julian Oscillation and El Nino-Southern Oscillation]]''<br />
|Chen, Stechmann<br />
|-<br />
| Oct. 12<br />
|[http://www.damtp.cam.ac.uk/people/mt748/ Matthew Thorpe] (Cambridge University)<br />
|''[[Applied/ACMS/absF18#Thorpe (Cambridge)|Continuum Limits of Semi-Supervised Learning on Graphs]]''<br />
|Chen<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|Data-informed stochastic model reduction for complex dynamical systems]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 2<br />
|[http://www.stat.wisc.edu/~karlrohe/homepage/Welcome.html Karl Rohe] (UW-Madison, Statistics)<br />
|''[[Applied/ACMS/absF18#Karl Rohe (UW-Madison)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 9<br />
|[https://www.math.uci.edu/people/yimin-zhong Yimin Zhong] (UCI)<br />
|''[[Applied/ACMS/absF18#Yimin Zhong (UCI)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 16<br />
|[http://www.math.wisc.edu/~alfredowetzel/ Alfredo N Wetzel] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Alfredo Wetzel (UW-Madison)|TBA]]''<br />
|Local<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absF18&diff=16062Applied/ACMS/absF182018-09-24T18:02:16Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Fall 2018 =<br />
<br />
=== Ting Zhou (Northeastern University) ===<br />
''Nonparaxial near-nondiffracting accelerating optical beams''<br />
<br />
We show that new families of accelerating and almost nondiffracting beams (solutions) for Maxwell’s equations can be constructed. These are complex geometrical optics (CGO) solutions to Maxwell’s equations with nonlinear limiting Carleman weights. They have the form of wave packets that propagate along circular trajectories while almost preserving a transverse intensity profile. We also show similar waves constructed using the approach combining CGO solutions and the Kelvin transform.<br />
<br />
<br />
=== Daniel Sanz-Alonso (University of Chicago) ===<br />
''Discrete and Continuous Learning in Information and Geophysical Sciences''<br />
<br />
The formulation of Bayesian inverse problems in function space has led to new theoretical and computational developments, providing improved understanding on regularization techniques and suggesting new scalable algorithms. The approach has found numerous applications throughout the geophysical and medical sciences, where interest often lies in recovering an unknown field defined on a physical domain. Learning problems in the information sciences, in contrast, typically seek to recover functions defined on discrete point clouds. My talk will have two parts. In the first one, I will prove that in certain large data limit, discrete learning problems converge to a continuous one, thus allowing to transfer scalable Markov chain Monte Carlo methodology developed in the geophysical sciences to novel applications in the information sciences. In the second part I will introduce a fully Bayesian, data-driven methodology to discretize complex forward models with the specific goal of solving inverse problems. This methodology has the potential of producing cheap surrogates that still allow for satisfactory input reconstruction.<br />
<br />
=== Nan Chen (University of Wisconsin-Madison) ===<br />
''A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events''<br />
<br />
Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Nino Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Nino and La Nina events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Nino or La Nina events, super El Nino events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework is then applied to understand the mechanism of different super El Ninos. In particular, the framework is used to simulate and analyze the two famous super El Nino events in 1997-1998 and 2014-2016, with the conclusion that the delayed super El Nino events in 2014-2016 are not necessarily unusual in the tropical Pacific despite not appearing in the recent observational record and could reoccur in the future.<br />
<br />
=== Sulian Thual (Fudan University) ===<br />
''A Stochastic Skeleton Model for the Madden-Julian Oscillation and El Nino-Southern Oscillation''<br />
<br />
A broad range of random atmospheric disturbances in the tropics may be considered as possible<br />
triggers to the El Niño Southern Oscillation (ENSO), such as for example westerly wind bursts, easterly wind bursts, as well as the convective envelope of the Madden-Julian Oscillation (MJO). Here a simple dynamical stochastic model for the tropical ocean-atmosphere is proposed that captures those processes as well as their multiscale interactions. Realistic features include for the first time altogether the MJO wavenumber-frequency power spectra, eastward propagation, structure and confinement to the warm pool region and similarly for atmospheric Kelvin and Rossby equatorial waves, in addition to the ENSO intermittency, power spectrum and non-Gaussian statistics of sea surface temperatures, among others.<br />
<br />
Importantly, intraseasonal atmospheric disturbances such as the MJO are here solved dynamically which renders more explicit their upscale contribution to the interannual flow as well as their modulation in return. First, the background red noise spectrum of atmospheric disturbances rather than their individual characteristics is shown to be most important for the triggering of the ENSO. Second, the onset, strength and demise of El Niño events is linked to the increase and eastward expansion of atmospheric disturbances eastward of the warm pool region. The present framework serves as a prototype for general circulation models that solve similar dynamical interactions on several spatial and temporal scales.<br />
<br />
=== Matthew Thorpe (Cambridge University) ===<br />
''Continuum Limits of Semi-Supervised Learning on Graphs''<br />
<br />
Given a data set $\{x_i\}_{i=1}^n$ with labels $\{y_i\}_{i=1}^N$ on the first $N$ data points the goal of semi-supervised is to infer labels on the remaining $\{x_i\}_{i=N+1}^n$ data points. In this talk we use a random geometric graph model with connection radius $r(n)$. The framework is to consider objective functions which reward the regularity of the estimator function and impose or reward the agreement with the training data, more specifically we will consider discrete p-Laplacian and fractional Laplacian regularization.<br />
<br />
The talk concerns the asymptotic behaviour in the limit where the number of unlabelled points increases while the number of training points remains fixed. The results are to uncover a delicate interplay between the regularizing nature of the functionals considered and the nonlocality inherent to the graph constructions. I will give almost optimal ranges on the scaling of $r(n)$ for asymptotic consistency to hold. Furthermore, I will setup the Bayesian interpretation of this problem.<br />
<br />
This is joint work with Matt Dunlop (Caltech), Dejan Slepcev (CMU) and Andrew Stuart (Caltech).<br />
<br />
=== Matthew Dixon (Illinois Institute of Technology) ===<br />
<br />
''"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons''<br />
<br />
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-linear two-parametric extension of the classical Geometric Brownian Motion (GBM) model, that we call the ”Quantum Equilibrium-Disequilibrium” model. Our model gives rise to non-linear mean-reverting dynamics, broken scale invariance, and corporate defaults. In the simplest one-stock (1D) formulation, our parsimonious model has only one degree of freedom, yet calibrates to both equity returns and credit default swap spreads. Defaults and market crashes are associated with dissipative tunneling events, and correspond to instanton (saddle-point) solutions of the model. When market frictions and inflows/outflows of money are neglected altogether, ”classical” GBM scale-invariant dynamics with an exponential asset growth and without defaults are formally recovered from our model. However, we argue that this is only a formal mathematical limit, and in reality the GBM limit is non- analytic due to non-linear effects that produce both defaults and divergence of perturbation theory in a small market friction parameter.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16061Applied/ACMS2018-09-24T18:00:21Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[https://sites.google.com/site/sulianthual/ Sulian Thual] (Fudan University)<br />
|''[[Applied/ACMS/absF18#Thual (Fudan)|A Stochastic Skeleton Model for the Madden-Julian Oscillation and El Nino-Southern Oscillation]]''<br />
|Chen, Stechmann<br />
|-<br />
| Oct. 12<br />
|[http://www.damtp.cam.ac.uk/people/mt748/ Matthew Thorpe] (Cambridge University)<br />
|''[[Applied/ACMS/absF18#Thorpe (Cambridge)|Continuum Limits of Semi-Supervised Learning on Graphs]]''<br />
|Chen<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 9<br />
|[https://www.math.uci.edu/people/yimin-zhong Yimin Zhong] (UCI)<br />
|''[[Applied/ACMS/absF18#Yimin Zhong (UCI)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 16<br />
|[http://www.math.wisc.edu/~alfredowetzel/ Alfredo N Wetzel] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Alfredo Wetzel (UW-Madison)|TBA]]''<br />
|Local<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16034Applied/ACMS2018-09-20T23:49:33Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[https://sites.google.com/site/sulianthual/ Sulian Thual] (Fudan University)<br />
|''[[Applied/ACMS/absF18#Thual (Fudan)|TBA]]''<br />
|Chen, Stechmann<br />
|-<br />
| Oct. 12<br />
|[http://www.damtp.cam.ac.uk/people/mt748/ Matthew Thorpe] (Cambridge University)<br />
|''[[Applied/ACMS/absF18#Thorpe (Cambridge)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 9<br />
|[https://www.math.uci.edu/people/yimin-zhong Yimin Zhong] (UCI)<br />
|''[[Applied/ACMS/absF18#Yimin Zhong (UCI)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 16<br />
|[http://www.math.wisc.edu/~alfredowetzel/ Alfredo N Wetzel] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Alfredo Wetzel (UW-Madison)|TBA]]''<br />
|Local<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absF18&diff=16033Applied/ACMS/absF182018-09-20T23:49:03Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Fall 2018 =<br />
<br />
=== Ting Zhou (Northeastern University) ===<br />
''Nonparaxial near-nondiffracting accelerating optical beams''<br />
<br />
We show that new families of accelerating and almost nondiffracting beams (solutions) for Maxwell’s equations can be constructed. These are complex geometrical optics (CGO) solutions to Maxwell’s equations with nonlinear limiting Carleman weights. They have the form of wave packets that propagate along circular trajectories while almost preserving a transverse intensity profile. We also show similar waves constructed using the approach combining CGO solutions and the Kelvin transform.<br />
<br />
<br />
=== Daniel Sanz-Alonso (University of Chicago) ===<br />
''Discrete and Continuous Learning in Information and Geophysical Sciences''<br />
<br />
The formulation of Bayesian inverse problems in function space has led to new theoretical and computational developments, providing improved understanding on regularization techniques and suggesting new scalable algorithms. The approach has found numerous applications throughout the geophysical and medical sciences, where interest often lies in recovering an unknown field defined on a physical domain. Learning problems in the information sciences, in contrast, typically seek to recover functions defined on discrete point clouds. My talk will have two parts. In the first one, I will prove that in certain large data limit, discrete learning problems converge to a continuous one, thus allowing to transfer scalable Markov chain Monte Carlo methodology developed in the geophysical sciences to novel applications in the information sciences. In the second part I will introduce a fully Bayesian, data-driven methodology to discretize complex forward models with the specific goal of solving inverse problems. This methodology has the potential of producing cheap surrogates that still allow for satisfactory input reconstruction.<br />
<br />
=== Nan Chen (University of Wisconsin-Madison) ===<br />
''A simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events''<br />
<br />
Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Nino Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Nino and La Nina events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Nino or La Nina events, super El Nino events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework is then applied to understand the mechanism of different super El Ninos. In particular, the framework is used to simulate and analyze the two famous super El Nino events in 1997-1998 and 2014-2016, with the conclusion that the delayed super El Nino events in 2014-2016 are not necessarily unusual in the tropical Pacific despite not appearing in the recent observational record and could reoccur in the future.<br />
<br />
<br />
=== Matthew Dixon (Illinois Institute of Technology) ===<br />
<br />
''"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons''<br />
<br />
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-linear two-parametric extension of the classical Geometric Brownian Motion (GBM) model, that we call the ”Quantum Equilibrium-Disequilibrium” model. Our model gives rise to non-linear mean-reverting dynamics, broken scale invariance, and corporate defaults. In the simplest one-stock (1D) formulation, our parsimonious model has only one degree of freedom, yet calibrates to both equity returns and credit default swap spreads. Defaults and market crashes are associated with dissipative tunneling events, and correspond to instanton (saddle-point) solutions of the model. When market frictions and inflows/outflows of money are neglected altogether, ”classical” GBM scale-invariant dynamics with an exponential asset growth and without defaults are formally recovered from our model. However, we argue that this is only a formal mathematical limit, and in reality the GBM limit is non- analytic due to non-linear effects that produce both defaults and divergence of perturbation theory in a small market friction parameter.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absF18&diff=16031Applied/ACMS/absF182018-09-20T18:50:26Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Fall 2018 =<br />
<br />
=== Ting Zhou (Northeastern University) ===<br />
''Nonparaxial near-nondiffracting accelerating optical beams''<br />
<br />
We show that new families of accelerating and almost nondiffracting beams (solutions) for Maxwell’s equations can be constructed. These are complex geometrical optics (CGO) solutions to Maxwell’s equations with nonlinear limiting Carleman weights. They have the form of wave packets that propagate along circular trajectories while almost preserving a transverse intensity profile. We also show similar waves constructed using the approach combining CGO solutions and the Kelvin transform.<br />
<br />
<br />
=== Daniel Sanz-Alonso (University of Chicago) ===<br />
''Discrete and Continuous Learning in Information and Geophysical Sciences''<br />
<br />
The formulation of Bayesian inverse problems in function space has led to new theoretical and computational developments, providing improved understanding on regularization techniques and suggesting new scalable algorithms. The approach has found numerous applications throughout the geophysical and medical sciences, where interest often lies in recovering an unknown field defined on a physical domain. Learning problems in the information sciences, in contrast, typically seek to recover functions defined on discrete point clouds. My talk will have two parts. In the first one, I will prove that in certain large data limit, discrete learning problems converge to a continuous one, thus allowing to transfer scalable Markov chain Monte Carlo methodology developed in the geophysical sciences to novel applications in the information sciences. In the second part I will introduce a fully Bayesian, data-driven methodology to discretize complex forward models with the specific goal of solving inverse problems. This methodology has the potential of producing cheap surrogates that still allow for satisfactory input reconstruction.<br />
<br />
=== Nan Chen (University of Wisconsin-Madison) ===<br />
''Simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events''<br />
<br />
Atmospheric wind bursts in the tropics play a key role in the dynamics of the El Nino Southern Oscillation (ENSO). A simple modeling framework is proposed that summarizes this relationship and captures major features of the observational record while remaining physically consistent and amenable to detailed analysis. Within this simple framework, wind burst activity evolves according to a stochastic two-state Markov switching–diffusion process that depends on the strength of the western Pacific warm pool, and is coupled to simple ocean–atmosphere processes that are otherwise deterministic, stable, and linear. A simple model with this parameterization and no additional nonlinearities reproduces a realistic ENSO cycle with intermittent El Nino and La Nina events of varying intensity and strength as well as realistic buildup and shutdown of wind burst activity in the western Pacific. The wind burst activity has a direct causal effect on the ENSO variability: in particular, it intermittently triggers regular El Nino or La Nina events, super El Nino events, or no events at all, which enables the model to capture observed ENSO statistics such as the probability density function and power spectrum of eastern Pacific sea surface temperatures. The present framework is then applied to understand the mechanism of different super El Ninos. In particular, the framework is used to simulate and analyze the two famous super El Nino events in 1997-1998 and 2014-2016, with the conclusion that the delayed super El Nino events in 2014-2016 are not necessarily unusual in the tropical Pacific despite not appearing in the recent observational record and could reoccur in the future.<br />
<br />
<br />
=== Matthew Dixon (Illinois Institute of Technology) ===<br />
<br />
''"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons''<br />
<br />
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-linear two-parametric extension of the classical Geometric Brownian Motion (GBM) model, that we call the ”Quantum Equilibrium-Disequilibrium” model. Our model gives rise to non-linear mean-reverting dynamics, broken scale invariance, and corporate defaults. In the simplest one-stock (1D) formulation, our parsimonious model has only one degree of freedom, yet calibrates to both equity returns and credit default swap spreads. Defaults and market crashes are associated with dissipative tunneling events, and correspond to instanton (saddle-point) solutions of the model. When market frictions and inflows/outflows of money are neglected altogether, ”classical” GBM scale-invariant dynamics with an exponential asset growth and without defaults are formally recovered from our model. However, we argue that this is only a formal mathematical limit, and in reality the GBM limit is non- analytic due to non-linear effects that produce both defaults and divergence of perturbation theory in a small market friction parameter.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16030Applied/ACMS2018-09-20T18:49:39Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|Simple stochastic model for El Nino with westerly wind bursts and the prediction of super El Nino events]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[https://sites.google.com/site/sulianthual/ Sulian Thual] (Fudan University)<br />
|''[[Applied/ACMS/absF18#Thual (Fudan)|TBA]]''<br />
|Chen, Stechmann<br />
|-<br />
| Oct. 12<br />
|[http://www.damtp.cam.ac.uk/people/mt748/ Matthew Thorpe] (Cambridge University)<br />
|''[[Applied/ACMS/absF18#Thorpe (Cambridge)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 9<br />
|[https://www.math.uci.edu/people/yimin-zhong Yimin Zhong] (UCI)<br />
|''[[Applied/ACMS/absF18#Yimin Zhong (UCI)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 16<br />
|[http://www.math.wisc.edu/~alfredowetzel/ Alfredo N Wetzel] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Alfredo Wetzel (UW-Madison)|TBA]]''<br />
|Local<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=16022Applied/ACMS2018-09-20T15:00:58Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[https://sites.google.com/site/sulianthual/ Sulian Thual] (Fudan University)<br />
|''[[Applied/ACMS/absF18#Thual (Fudan)|TBA]]''<br />
|Chen, Stechmann<br />
|-<br />
| Oct. 12<br />
|[http://www.damtp.cam.ac.uk/people/mt748/ Matthew Thorpe] (Cambridge University)<br />
|''[[Applied/ACMS/absF18#Thorpe (Cambridge)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 9<br />
|[https://www.math.uci.edu/people/yimin-zhong Yimin Zhong] (UCI)<br />
|''[[Applied/ACMS/absF18#Yimin Zhong (UCI)|TBA]]''<br />
|host<br />
|-<br />
| Nov. 16<br />
|[http://www.math.wisc.edu/~alfredowetzel/ Alfredo N Wetzel] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Alfredo Wetzel (UW-Madison)|TBA]]''<br />
|Local<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=15922Applied/ACMS2018-09-07T19:10:57Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~qinli/ Qin Li] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 7<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absF18#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|Nonparaxial near-nondiffracting accelerating optical beams]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|Discrete and Continuous Learning in Information and Geophysical Sciences]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 2<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF18#name (institute)|TBA]]''<br />
|host<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/absF18&diff=15921Applied/ACMS/absF182018-09-07T19:10:12Z<p>Chennan: </p>
<hr />
<div>= ACMS Abstracts: Fall 2018 =<br />
<br />
=== Ting Zhou (Northeastern University) ===<br />
''Nonparaxial near-nondiffracting accelerating optical beams''<br />
<br />
We show that new families of accelerating and almost nondiffracting beams (solutions) for Maxwell’s equations can be constructed. These are complex geometrical optics (CGO) solutions to Maxwell’s equations with nonlinear limiting Carleman weights. They have the form of wave packets that propagate along circular trajectories while almost preserving a transverse intensity profile. We also show similar waves constructed using the approach combining CGO solutions and the Kelvin transform.<br />
<br />
<br />
=== Daniel Sanz-Alonso (University of Chicago) ===<br />
''Discrete and Continuous Learning in Information and Geophysical Sciences''<br />
<br />
The formulation of Bayesian inverse problems in function space has led to new theoretical and computational developments, providing improved understanding on regularization techniques and suggesting new scalable algorithms. The approach has found numerous applications throughout the geophysical and medical sciences, where interest often lies in recovering an unknown field defined on a physical domain. Learning problems in the information sciences, in contrast, typically seek to recover functions defined on discrete point clouds. My talk will have two parts. In the first one, I will prove that in certain large data limit, discrete learning problems converge to a continuous one, thus allowing to transfer scalable Markov chain Monte Carlo methodology developed in the geophysical sciences to novel applications in the information sciences. In the second part I will introduce a fully Bayesian, data-driven methodology to discretize complex forward models with the specific goal of solving inverse problems. This methodology has the potential of producing cheap surrogates that still allow for satisfactory input reconstruction.<br />
<br />
<br />
=== Matthew Dixon (Illinois Institute of Technology) ===<br />
<br />
''"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons''<br />
<br />
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism. Using a linear market impact model, this produces a non-linear two-parametric extension of the classical Geometric Brownian Motion (GBM) model, that we call the ”Quantum Equilibrium-Disequilibrium” model. Our model gives rise to non-linear mean-reverting dynamics, broken scale invariance, and corporate defaults. In the simplest one-stock (1D) formulation, our parsimonious model has only one degree of freedom, yet calibrates to both equity returns and credit default swap spreads. Defaults and market crashes are associated with dissipative tunneling events, and correspond to instanton (saddle-point) solutions of the model. When market frictions and inflows/outflows of money are neglected altogether, ”classical” GBM scale-invariant dynamics with an exponential asset growth and without defaults are formally recovered from our model. However, we argue that this is only a formal mathematical limit, and in reality the GBM limit is non- analytic due to non-linear effects that produce both defaults and divergence of perturbation theory in a small market friction parameter.</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS&diff=15744Applied/ACMS2018-08-22T18:55:36Z<p>Chennan: </p>
<hr />
<div>__NOTOC__<br />
<br />
= Applied and Computational Mathematics Seminar =<br />
<br />
*'''When:''' Fridays at 2:25pm (except as otherwise indicated)<br />
*'''Where:''' 901 Van Vleck Hall<br />
*'''Organizers:''' [http://www.math.wisc.edu/~spagnolie Saverio Spagnolie] and [http://www.math.wisc.edu/~jeanluc Jean-Luc Thiffeault]<br />
*'''To join the ACMS mailing list:''' See [https://admin.lists.wisc.edu/index.php?p=11&l=acms mailing list] website.<br />
<br />
<br><br />
<br />
<br />
== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 7<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absF18#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|title]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|title]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc<br />
|-<br />
| Nov. 2<br />
|[webpage speaker] (institute)<br />
|''[[Applied/ACMS/absF18#name (institute)|TBA]]''<br />
|host<br />
|-<br />
| Dec. 14<br />
|[http://www.einkemmer.net/ Lukas Einkemmer] (University of Tübingen and University of Innsbruck)<br />
|''[[Applied/ACMS/absF18#Lukas Einkemmer (University of Innsbruck)| TBA<br />
]]''<br />
|Li<br />
|-<br />
| <br />
|}<br />
<br />
== Future semesters ==<br />
<br />
*[[Applied/ACMS/Spring2019|Spring 2019]]<br />
<br />
== Archived semesters ==<br />
*[[Applied/ACMS/Fall2018|Fall 2018]]<br />
*[[Applied/ACMS/Spring2018|Spring 2018]]<br />
*[[Applied/ACMS/Fall2017|Fall 2017]]<br />
*[[Applied/ACMS/Spring2017|Spring 2017]]<br />
*[[Applied/ACMS/Fall2016|Fall 2016]]<br />
*[[Applied/ACMS/Spring2016|Spring 2016]]<br />
*[[Applied/ACMS/Fall2015|Fall 2015]]<br />
*[[Applied/ACMS/Spring2015|Spring 2015]]<br />
*[[Applied/ACMS/Fall2014|Fall 2014]]<br />
*[[Applied/ACMS/Spring2014|Spring 2014]]<br />
*[[Applied/ACMS/Fall2013|Fall 2013]]<br />
*[[Applied/ACMS/Spring2013|Spring 2013]]<br />
*[[Applied/ACMS/Fall2012|Fall 2012]]<br />
*[[Applied/ACMS/Spring2012|Spring 2012]]<br />
*[[Applied/ACMS/Fall2011|Fall 2011]]<br />
*[[Applied/ACMS/Spring2011|Spring 2011]]<br />
*[[Applied/ACMS/Fall2010|Fall 2010]]<br />
<!--<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring10.html Spring 2010]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall09.html Fall 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring09.html Spring 2009]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall08.html Fall 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring08.html Spring 2008]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall07.html Fall 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Spring07.html Spring 2007]<br />
*[http://www.math.wisc.edu/~jeanluc/ACMS/archive/Fall06.html Fall 2006]<br />
--><br />
<br />
<br><br />
<br />
----<br />
Return to the [[Applied|Applied Mathematics Group Page]]</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Fall2018&diff=15686Applied/ACMS/Fall20182018-08-10T15:33:21Z<p>Chennan: /* Fall 2018 */</p>
<hr />
<div>== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 7<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absF18#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|title]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|title]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://perso.univ-rennes1.fr/florian.mehats/ Florian Mehats] (Rennes)<br />
|''[[Applied/ACMS/absF18#Mehats (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Oct. 5<br />
|[http://www.irisa.fr/ipso/perso/chartier/ Philippe Chartier] (Rennes)<br />
|''[[Applied/ACMS/absF18#Chartier (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Oct. 12 <br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Fall2018&diff=15685Applied/ACMS/Fall20182018-08-10T15:30:39Z<p>Chennan: </p>
<hr />
<div>== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 7<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absF18#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|title]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|title]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://perso.univ-rennes1.fr/florian.mehats/ Florian Mehats] (Rennes)<br />
|''[[Applied/ACMS/absF18#Mehats (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Sept. 28 (?)<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[http://www.irisa.fr/ipso/perso/chartier/ Philippe Chartier] (Rennes)<br />
|''[[Applied/ACMS/absF18#Chartier (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Oct. 19<br />
|[http://www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc</div>Chennanhttp://www.math.wisc.edu/wiki/index.php?title=Applied/ACMS/Fall2018&diff=15684Applied/ACMS/Fall20182018-08-10T15:29:58Z<p>Chennan: /* Fall 2018 */</p>
<hr />
<div>== Fall 2018 ==<br />
<br />
{| cellpadding="8"<br />
!align="left" | date<br />
!align="left" | speaker<br />
!align="left" | title<br />
!align="left" | host(s)<br />
|-<br />
| Sept. 7<br />
|[website TBA] (Institute)<br />
|''[[Applied/ACMS/absF18#Name (Institute)|title]]''<br />
| host<br />
|-<br />
| Sept. 14<br />
|[http://www.northeastern.edu/tzhou/ Ting Zhou] (Northeastern)<br />
|''[[Applied/ACMS/absF18#Ting Zhou (Northeastern Univ.)|title]]''<br />
|Li<br />
|-<br />
| Sept. 21<br />
|[https://sites.google.com/a/brown.edu/sanz-alonso/ Daniel Sanz-Alonso] (Chicago)<br />
|''[[Applied/ACMS/absF18#Daniel Sanz-Alonso (Chicago Univ.)|title]]''<br />
|Chen<br />
|-<br />
| Sept. 28<br />
|[https://perso.univ-rennes1.fr/florian.mehats/ Florian Mehats] (Rennes)<br />
|''[[Applied/ACMS/absF18#Mehats (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Sept. 28 (?)<br />
|[https://www.math.wisc.edu/~chennan/ Nan Chen] (UW-Madison)<br />
|''[[Applied/ACMS/absF18#Chen (UW-Madison)|TBA]]''<br />
|Li<br />
|-<br />
| Oct. 5<br />
|[http://www.irisa.fr/ipso/perso/chartier/ Philippe Chartier] (Rennes)<br />
|''[[Applied/ACMS/absF18#Chartier (Rennes)|TBA]]''<br />
|host<br />
|-<br />
| Oct. 19<br />
|[www.math.jhu.edu/~feilu/ Fei Lu] (Johns Hopkins)<br />
|''[[Applied/ACMS/absF18#Lu (JHU)|TBA]]''<br />
|Chen<br />
|-<br />
| Oct. 26<br />
|[https://stuart.iit.edu/faculty/matthew-dixon Matthew Dixon] (Illinois Institute of Technoology)<br />
|''[[Applied/ACMS/absF18#Matthew Dixon (Illinois Institute of Technology)|"Quantum Equilibrium-Disequilibrium”: Asset Price Dynamics, Symmetry Breaking and Defaults as Dissipative Instantons<br />
]]''<br />
|Jean-Luc</div>Chennan