Seminars and Colloquia by Series

Effective Chabauty for Sym^2

Series
Algebra Seminar
Time
Monday, April 29, 2013 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jennifer ParkMIT
While we know by Faltings' theorem that curves of genus at least 2 have finitely many rational points, his theorem is not effective. In 1985, R. Coleman showed that Chabauty's method, which works when the Mordell-Weil rank of the Jacobian of the curve is small, can be used to give a good effective bound on the number of rational points of curves of genus g > 1. In this talk, we draw ideas from tropical geometry to show that we can also give an effective bound on the number of rational points of Sym^2(X) that are not parametrized by a projective line or an elliptic curve, where X is a (hyperelliptic) curve of genus g > 2, when the Mordell-Weil rank of the Jacobian of the curve is at most g-2.

Logarithmic Sobolev inequalities and strong data processing theorems for discrete channels

Series
Other Talks
Time
Monday, April 29, 2013 - 15:05 for 1 hour (actually 50 minutes)
Location
Klaus 1116W
Speaker
Maxim RaginskyUniversity of Illinois, Urbana-Champaign
The problem of quantifying the amount of information loss due to a random transformation (or a noisy channel) arises in a variety of contexts, such as machine learning, stochastic simulation, error-correcting codes, or computation in circuits with noisy gates, to name just a few. This talk will focus on discrete channels, where both the input and output sets are finite. The noisiness of a discrete channel can be measured by comparing suitable functionals of the input and output distributions. For instance, if we fix a reference input distribution, then the worst-case ratio of output relative entropy (Kullback-Leibler divergence) to input relative entropy for any other input distribution is bounded by one, by the data processing theorem. However, for a fixed reference input distribution, this quantity may be strictly smaller than one, giving so-called strong data processing inequalities (SDPIs). I will show that the problem of determining both the best constant in an SDPI and any input distributions that achieve it can be addressed using logarithmic Sobolev inequalities, which relate input relative entropy to certain measures of input-output correlation. I will also show that SDPIs for Kullback-Leibler divergence arises as a limiting case of a family of SDPIs for Renyi divergence, and discuss the relationship to hypercontraction of Markov operators.

Atlanta Lecture Series in Combinatorics and Graph Theory IX

Series
Other Talks
Time
Saturday, April 27, 2013 - 09:00 for 1 hour (actually 50 minutes)
Location
Klaus 1116
Speaker
Fan Chung GrahamUniversity of California, San Diego
Emory University, the Georgia Institute of Technology and Georgia State University, with support from the National Security Agency and the National Science Foundation, are hosting a series of mini-conferences. The ninth in the series will be held at Georgia Tech on April 27-28, 2013. This mini-conference's featured speaker is Dr. Fan Chung Graham, who will give two one-hour lectures. There will be five one-hour talks and a number of half-hour talks given by other invited speakers. To register, please submit the registration form. Registration is free but is required.

Cutting Planes for mixed integer programs via infinite dimensional relaxations

Series
ACO Student Seminar
Time
Friday, April 26, 2013 - 13:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Santanu DeyISyE, Georgia Tech
This is a review talk on an infinite dimensional relaxation of mixed integer programs (MIP) that was developed by Gomory and Johnson. We will discuss the relationship between cutting planes for the original MIP and its infinite dimensional relaxation. Time permitting, various structural results about the infinite dimensional problem and some open problems will be presented.

Conormals and contact homology X

Series
Geometry Topology Working Seminar
Time
Friday, April 26, 2013 - 11:30 for 1.5 hours (actually 80 minutes)
Location
Skiles 006
Speaker
John EtnyreGeorgia Tech
In this series of talks I will begin by discussing the idea of studying smooth manifolds and their submanifolds using the symplectic (and contact) geometry of their cotangent bundles. I will then discuss Legendrian contact homology, a powerful invariant of Legendrian submanifolds of contact manifolds. After discussing the theory of contact homology, examples and useful computational techniques, I will combine this with the conormal discussion to define Knot Contact Homology and discuss its many wonders properties and conjectures concerning its connection to other invariants of knots in S^3.

Stochastic Control Approach to KPZ equation

Series
Stochastics Seminar
Time
Thursday, April 25, 2013 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Sergio AlmadaUNC Chapel Hill
The Kardar-Parisi-Zhang(KPZ) equation is a non-linear stochastic partial di fferential equation proposed as the scaling limit for random growth models in physics. This equation is, in standard terms, ill posed and the notion of solution has attracted considerable attention in recent years. The purpose of this talk is two fold; on one side, an introduction to the KPZ equation and the so called KPZ universality classes is given. On the other side, we give recent results that generalize the notion of viscosity solutions from deterministic PDE to the stochastic case and apply these results to the KPZ equation. The main technical tool for this program to go through is a non-linear version of Feyman-Kac's formula that uses Doubly Backward Stochastic Differential Equations (Stochastic Differential Equations with times flowing backwards and forwards at the same time) as a basis for the representation.

Fractional calculus and Lévy statistics in non-diffusive transport modeling and option pricing in finance

Series
Mathematical Finance/Financial Engineering Seminar
Time
Wednesday, April 24, 2013 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Diego del-Castillo-NegreteOak Ridge National Laboratory

Please Note: Hosts Christian Houdre and Liang Peng

Fractional calculus (FC) provides a powerful formalism for the modeling of systems whose underlying dynamics is governed by Lévy stochastic processes. In this talk we focus on two applications of FC: (1) non-diffusive transport, and (2) option pricing in finance. Regarding (1), starting from the continuous time random walk model for general Lévy jump distribution functions with memory, we construct effective non-diffusive transport models for the spatiotemporal evolution of the probability density function of particle displacements in the long-wavelength, time-asymptotic limit. Of particular interest is the development of models in finite-size-domains and those incorporating tempered Lévy processes. For the second application, we discuss fractional models of option prices in markets with jumps. Financial instruments that derive their value from assets following FMLS, CGMY, and KoBoL Lévy processes satisfy fractional diffusion equations (FDEs). We discuss accurate, efficient methods for the numerical integration of these FDEs, and apply them to price barrier options. The numerical methods are based on the finite difference discretization of the regularized fractional derivatives in the Grunwald-Letnikov representation.

ACO/Theory Seminar: A Polynomial Time Algorithm for Rank-1 Bimatrix Games (Despite Disconnected Solutions)

Series
Other Talks
Time
Wednesday, April 24, 2013 - 15:00 for 1 hour (actually 50 minutes)
Location
Klaus 1456
Speaker
Ruta MehtaIndian Institute of Technology, Bombay
The rank of a bimatrix game (A, B) is defined as the rank of (A+B). For zero-sum games, i.e., rank 0, Nash equilibrium computation reduces to solving a linear program. We solve the open question of Kannan and Theobald (2005) of designing an efficient algorithm for rank-1 games. The main difficulty is that the set of equilibria can be disconnected. We circumvent this by moving to a space of rank-1 games which contains our game (A, B), and defining a quadratic program whose optimal solutions are Nash equilibria of all games in this space. We then isolate the Nash equilibrium of (A, B) as the fixed point of a single variable function which can be found in polynomial time via an easy binary search. Based on a joint work with Bharat Adsul, Jugal Garg and Milind Sohoni.

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