Stochastics Seminar - Tien Khai Nguyen

Dec. 13, 2018

A Stochastic Model of Optimal Debt Management and Bankruptcy We consider a problem of optimal debt management which is modeled as a non-cooperative game between a borrower and a pool of risk-neutral lenders. Since the debtor may go bankrupt, lenders charge a higher interest rate to offset the possible loss...

Complex/Dynamical Systems Seminar - Patrick Weidman

Dec. 13, 2018

The boundary layer flow induced above the torsional motion of a disk The boundary layer flow above a disk in torsional motion with angular velocity proportional to r^m is investigated for all values of m > 0. The induced flow is fully three dimensional and we compute wall shear stresses...

Stats, Optimization, and Machine Learning Seminar - Zhenhua Wang

Dec. 11, 2018

Induction of time inconsistency in optimal stopping problem Time inconsistency is a common phenomenon of optimal control and optimal stopping problems, especially in finance and economics. It says a player will change his optimal strategy over time. To deal with such problem, we usually search for some consistent plan (equilibrium)...

APPM Colloquium - Fioralba Cakoni

Dec. 7, 2018

Spectral Problems in Inverse Scattering for Inhomogeneous Media The inverse scattering problem for inhomogeneous (possibly anisotropic) media amounts to solving a nonlinear ill-posed equation, thus presenting difficulties in arriving at a solution. Furthermore, in the case of anisotropic media, the matrix value refractive index may not be uniquely determined from...

APPM + CS PostDoc Seminar - Tahra Eissa

Nov. 30, 2018

Spatiotemporal Dynamics of Neocortical Seizure Activity Seizures are defined as sudden, abnormal electrical disturbances in the brain. Patients diagnosed with epilepsy have chronic, recurrent seizures and often require clinical intervention to prevent these episodes. Unfortunately, a large portion of epilepsy patients do not respond to current treatment options, in part...

APPM Colloquium - MIchael Shearer

Nov. 30, 2018

Granular flow: Particle Size Segregation and New Constitutive Laws The segregation of particles of different sizes can be achieved by vibration or by shear flow. I describe a nonlinear conservation law that captures the main features of segregation under shear flow, such as occurs in an avalanche. Predictions of the...

Stochastics Seminar - Saeed Khalili

Nov. 29, 2018

Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints This paper investigates optimal consumption in the stochastic Ramsey problem with the Cobb-Douglas production function. Contrary to prior studies, we allow for general consumption processes, without any a priori boundedness constraint. A non-standard stochastic differential equation, with neither Lipschitz continuity...

Stats, Optimization, and Machine Learning Seminar - Colton Grainger and Claire Savard

Nov. 27, 2018

Colton Grainger, Department of Mathematics, University of Colorado Boulder On Characterizing the Capacity of Neural Networks using Algebraic Topology The learnability of different neural architectures can be characterized directly by computable measures of data complexity. In this paper, we reframe the problem of architecture selection as understanding how data determines...

Computational Math Seminar - Mike Kirby

Nov. 16, 2018

Challenges and insights from the application of spectral/hp methods to problems in computation medicine Spectral/hp element methods for discretizing engineering-based PDE problems have been lauded for combining geometric (meshing) flexibility with superior convergence behavior. Since their inception in the 1980s, there has been growing interest in their development and usage...

APPM Colloquium - Fatemeh Pourahmadian

Nov. 16, 2018

Differential imaging of evolution in elastic backgrounds with unknown microstructure Major components of nuclear power plants e.g., reactors, fuel cells and containment vessels are comprised of highly heterogeneous composites that (a) their topology and properties at micro- and meso- scales are uncertain or in most cases unknown, and (b) their...

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