Apr
5
Waves and Curves
Description Water waves are perhaps the most notable features of the planet, and they have occupied the attention of scientist since the birth of civilization. Yet they remain incompletely understood...
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Mar
29
Interfacial Dynamics and Boundary Integral Methods
Description In this talk, a few numerical methods for moving boundary problem of partial differential equations will be reviewed. In particular, the boundary integral method is explained in detail...
Mar
22
Optimization Techniques for Protein Structure Prediction
SpeakerJinbo XuToyota Technological Institutehttp://ttic.uchicago.edu/~jinbo/ Description Given the primary sequence of a protein, can we predict its three-dimensional structure by computational...
Mar
17
On Margin Based Semisupervised Learning
SpeakerJunhui WangUniversity of Illinois - Â鶹APPhttp://www.math.uic.edu/people/profile?mscsid=jwang Description In classification, semi-supervised learning occurs when a large amount of unlabeled...
Mar
16
Flexible Margin-Based Classification Techniques
Description Classification is a very useful statistical tool for information extraction. Among numerous classification methods, margin-based classification techniques have attracted a lot of attention...
Mar
15
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences
SpeakerPatrick CheriditoPrinceton Universityhttp://www.princeton.edu/~dito/ Description Conditions are given for the existence and uniqueness of equilibria in incomplete dynamic market models when...
Mar
1
Multiscale Modeling in Biology
Description A multiscale model of blood clot formation will be described which combines a detailed tissue factor pathway submodel of blood coagulation, a blood flow submodel and a stochastic discrete...
Feb
22
The Realized Laplace Transform of Volatility
SpeakerViktor TodorovNorthwestern Universityhttp://www.kellogg.northwestern.edu/faculty/todorov/htm/ Description We introduce a new measure constructed from high-frequency financial data which we call...
Feb
15
Slender Body Theory and Applications to DNA
Description We will discuss the Kirchhoff rod model and the incorporation of a first approximation of viscous drag. This model is examined through the most simple case applicable to short segments of...
Feb
8
Three Methods in Solving the Nonlinear Filtering Problem
SpeakerStephen YauUniversity of Illinois - Â鶹APPhttp://www.math.uic.edu/people/profile?mscsid=yau Description It is well known that the filtering theory has important applications in both military...