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Zero Forcing and Its Applications

SpeakerMichael YoungIowa State Universityhttp://orion.math.iastate.edu/myoung/ Description Zero forcing is a type of propagation on a simple, undirected graph based on the color-change rule: Given...

Investment Performance Evaluation and Prudence: A Unified Approach

Description The prudence of an investment and its return vs. risk are two concepts that are clearly related. However, formal links between the two are hard to find. By adapting a capability measure...

Optimal Derivatives of Noisy Simulations

SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...

Weak Reflection Principle for Diffusions, with Applications in Finance and Physics

Speaker Sergey Nadtochiy University of Michigan http://www.lsa.umich.edu/math/people?uniqname=sergeyn Description Consider a regular diffusion on a real line, with the transition semigroup (P t). We...

Multi-Dimensional Polynomial Interpolation on Arbitrary Nodes

SpeakerDongbin XiuPurdue Universityhttp://www.sci.utah.edu/~dxiu/ Description Polynomial interpolation is well understood on the real line. And many techniques in multi-dimensional space employs the...

A Nonlinear Discretization Theory with Applications To Meshfree Methods for Nonlinear PDEs

Description We extend for the first time the linear discretization theory of Schaback, developed for meshfree method, to nonlinear operator equations, relying heavily on methods of Bohmer, Vol I...

New Nonlocal Continuum Electrostatic Models for Protein in Water and Ionic Solvents

SpeakerDexuan XieUniversity of Wisconsin - Milwaukeehttp://www4.uwm.edu/letsci/math/people/faculty/xie.cfm Description A nonlocal continuum electrostatic model can significantly improve the accuracy...

Model Uncertainty Quantification and Objective-Oriented Sampling in Simulation-Based Design under Uncertainty

SpeakerWei ChenNorthwestern Universityhttp://www.mech.northwestern.edu/people/faculty/profiles/chen-wei.html Description Various sources of uncertainty exist in simulation-based design under...

Tao Tang

Designs for Computer Experiments with Gradient Information

Event Topic: Computational Mathematics & Statistics