Mar
12
Systems Biology of Cell Polarization
SpeakerChing-Shan ChouOhio State Universityhttp://math.osu.edu/people/chou.160 Description Cell polarization, in which substances within the cell become non-uniformly distributed, underlies many...
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Mar
8
Polynomial Chaos and the Karhunen-Loegrave Expansion
Event Topic: Computational Mathematics & Statistics
Mar
7
Treecode-Accelerated Boundary Integral Poisson-Boltzmann Solver
Description Solvation of biomolecules is a challenging problem in computational biophysics. Models that track explicit solvent molecules are extremely costly, and implicit solvent models based on the...
Mar
5
Time Scale of Dynamic Network
SpeakerRajmonda CaceresUniversity of Illinois Â鶹APPhttp://compbio.cs.uic.edu/~monda/ Description Interactions, either of molecules or people, are inherently dynamic, changing with time and context...
Mar
1
Improvement of Type la Supernovae Selection, Photometric Typing, and Dark Energy Constraints
Event Topic: Computational Mathematics & Statistics
Feb
29
Numerical Approach to Solve Tumor Growth Model With A Free Boundary
SpeakerWenrui HaoUniversity of Notre Damehttp://people.mbi.ohio-state.edu/hao.50/ Description We use a new numerical approach, which is based on Numerical Algebraic Geometry, to explore free boundary...
Feb
27
A Joint Statistical Model for Social Network and Behavior
SpeakerLiping TongLoyola Universityhttp://www.luc.edu/math/ftfaculty/ltong.shtml Description An individual’s behavior may be influenced by the behaviors of friends, such as hours spent watching...
Feb
23
Polynomial Chaos for Uncertainty Quantification Methods
Event Topic: Computational Mathematics & Statistics
Feb
20
A Study on the Degree-Based Conditions for Hamilton Properties
Description In this talk, we will survey some well-known theorems regarding graphs being Hamiltonian or with stronger Hamiltonianrties. Recently, it has been found that most graphs satisfying the...
Feb
15
Jump Robust Two Time Covariance Estimation and Realized Volatility Budgets
Description We estimate the daily integrated variance and covariance of stock returns using high-frequency data in the presence of jumps, market microstructure noise and non-synchronous trading. For...