Feb
12
Kernel-based Methods for Solving Coupled Boundary Value Problems for Application in EEG and MEG
Event Topic: Computational Mathematics & Statistics
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Feb
11
A Multiscale Method for Graph Generation
SpeakerAlexander (Sasha) GutfraindUniversity of Illinois at 鶹APPhttp://gutfraind.com/ Description Graphs (networks) are widely used in science and technology to represent relationships between...
Feb
11
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will report the paper ”On Consistent Valuations Based on Distorted Expectations: from Multinomial Random Walks to...
Feb
5
A Kernel-Free Boundary Integral Method for Variable Coefficient Elliptic PDE
SpeakerWenjun YingShanghai Jiao Tong Universityhttp://www.math.sjtu.edu.cn/faculty/wying/ Description In this talk, I will present a kernel-free boundary integral (KFBI) method for the variable...
Feb
5
Reliable Reproducible Research & Staunch Scientific Software
Event Topic: Computational Mathematics & Statistics
Feb
4
Reduced Basis Methods for High-Dimensional Parameter Spaces
SpeakerShun ZhangBrown Universityhttp://www.dam.brown.edu/people/shzhang/ Description Reduced basis (RB) methods have been developed during the last decades with the aim to efficiently compute...
Feb
4
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case and verify each argument in detail. Yu-Sin Chang Title...
Jan
30
Designing Importance Sampling Schemes for Simulating Rare Events in Reflected SDEs and Random Graphs
SpeakerChia Ying LeeUniversity of North Carolina, Chapel Hillhttp://www.dam.brown.edu/people/cylee/ Description Understanding rare events in stochastic systems and random networks is important in...
Jan
29
Change of Kurtosis when implementing importance sampling
Event Topic: Computational Mathematics & Statistics
Jan
28
Nonintrusive Polynomial Chaos on Nested Unstructured Meshes
SpeakerAkil NarayanUniversity of Massachusetts Dartmouthhttp://www.math.umassd.edu/~anarayan/ Description We present a novel method for construction of polynomial interpolation grids on arbitrary...