Seminars and Colloquia by Series

Application of stochastic maximum principle. Risk-sensitive regime switching in asset management.

Series
Applied and Computational Mathematics Seminar
Time
Monday, July 2, 2018 - 01:55 for 1.5 hours (actually 80 minutes)
Location
Skiles 005
Speaker
Isabelle Kemajou-BrownMorgan State University
We assume the stock is modeled by a Markov regime-switching diffusion process and that, the benchmark depends on the economic factor. Then, we solve a risk-sensitive benchmarked asset management problem of a firm. Our method consists of finding the portfolio strategy that minimizes the risk sensitivity of an investor in such environment, using the general maximum principle.After the above presentation, the speaker will discuss some of her ongoing research.

Dynamics of Religious Group Growth and Survival

Series
Dissertation Defense
Time
Friday, June 29, 2018 - 13:00 for 2 hours
Location
Skiles 005
Speaker
Tongzhou ChenSchool of Mathematics
We model and analyze the dynamics of religious group membership and size. A groups is distinguished by its strictness, which determines how much time group members are expected to spend contributing to the group. Individuals differ in their rate of return for time spent outside of their religious group. We construct a utility function that individ- uals attempt to maximize, then find a Nash Equilibrium for religious group participation with a heterogeneous population. We then model dynamics of group size by including birth, death, and switching of individuals between groups. Group switching depends on the strictness preferences of individuals and their probability of encountering members of other groups. We show that in the case of only two groups one with finite strictness and the other with zero there is a clear parameter combination that determines whether the non-zero strictness group can survive over time, which is more difficult at higher strictness levels. At the same time, we show that a higher than average birthrate can allow even the highest strictness groups to survive. We also study the dynamics of several groups, gaining insight into strategic choices of strictness values and displaying the rich behavior of the model. We then move to the simultaneous-move two-group game where groups can set up their strictnesses strategically to optimize the goals of the group. Affiliations are assumed to have three types and each type of group has its own group utility function. Analysis on the utility functions and Nash equilibria presents different behaviors of various types of groups. Finally, we numerically simulated the process of new groups entering the reli- gious marketplace which can be viewed as a sequence of Stackelberg games. Simulation results show how the different types of religious groups distinguish themselves with regard to strictness.

Geometric Bijections of Graphs and Regular Matroids​

Series
Dissertation Defense
Time
Tuesday, June 26, 2018 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Chi Ho YuenGeorgia Tech
The Jacobian of a graph, also known as the sandpile group or the critical group, is a finite group abelian group associated to the graph; it has been independently discovered and studied by researchers from various areas. By the Matrix-Tree Theorem, the cardinality of the Jacobian is equal to the number of spanning trees of a graph. In this dissertation, we study several topics centered on a new family of bijections, named the geometric bijections, between the Jacobian and the set of spanning trees. An important feature of geometric bijections is that they are closely related to polyhedral geometry and the theory of oriented matroids despite their combinatorial description; in particular, they can be generalized to Jacobians of regular matroids, in which many previous works on Jacobians failed to generalize due to the lack of the notion of vertices.

Topics on the longest common subsequences: Simulations, computations, and Variance

Series
Dissertation Defense
Time
Friday, June 22, 2018 - 13:30 for 2 hours
Location
Skiles 005
Speaker
Qingqing LiuGeorgia Tech
The study of the longest common subsequences (LCSs) of two random words is a classical problem in computer science and bioinformatics. A problem of particular probabilistic interest is to determine the limiting behavior of the expectation and variance of the length of the LCS as the length of the random words grows without bounds. This dissertation studies the problem using both Monte-Carlo simulation and theoretical analysis. The specific problems studied include estimating the growth order of the variance, LCS based hypothesis testing method for sequences similarity, theoretical upper bounds for the Chv\'atal-Sankoff constant of multiple sequences, and theoretical growth order of the variance when the two random words have asymmetric distributions.

Topics in percolation and sequence analysis

Series
Dissertation Defense
Time
Friday, June 22, 2018 - 11:00 for 1.5 hours (actually 80 minutes)
Location
Skiles 005
Speaker
Chen XuGeorgia Tech
We will present three results in percolation and sequence analysis. In the first part, we will briefly show an exponential concentration inequality for transversal fluctuation of directed last passage site percolation. In the the second part, we will dive into the power lower bounds for all the r-th central moments ($r\ge1$) of the last passage time of directed site perolcation on a thin box. In the last part, we will partially answer a conjecture raised by Bukh and Zhou that the minimal expected length of the longest common subsequences between two i.i.d. random permutations with arbitrary distribution on the symmetric group is obtained when the distribution is uniform and thus lower bounded by $c\sqrt{n}$ by showing that some distribution can be iteratively constructed such that it gives strictly smaller expectation than uniform distribution and a quick cubic root of $n$ lower bound will also be shown.

The Back-and-Forth Error Compensation and Correction Method for Linear Hyperbolic Systems and a Conservative BFECC Limiter

Series
Dissertation Defense
Time
Friday, June 22, 2018 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles Building 114 (Conference Room 114)
Speaker
Xin WangSchool of Mathematics, Georgia Institute of Technology
In this dissertation, we studied the Back and Forth Error Compensation and Correction (BFECC) method for linear hyperbolic PDE systems and nonlinear scalar conservation laws. We extend the BFECC method from scalar hyperbolic PDEs to linear hyperbolic PDE systems, and showed similar stability and accuracy improvement are still valid under modest assumptions on the systems. Motivated by this theoretical result, we propose BFECC schemes for the Maxwell's equations. On uniform orthogonal grids, the BFECC schemes are guaranteed to be second order accurate and have larger CFL numbers than that of the classical Yee scheme. On non-orthogonal and unstructured grids, we propose to use a simple least square local linear approximation scheme as the underlying scheme for the BFECC method. Numerical results showed the proposed schemes are stable and are second order accurate on non-orthogonal grids and for systems with variable coefficients. We also studied a conservative BFECC limiter that reduces spurious oscillations for numerical solutions of nonlinear scalar conservation laws. Numerical examples with the Burgers' equation and KdV equations are studied to demonstrate effectiveness of this limiter.

Making math figures with Inkscape

Series
AMS Club Seminar
Time
Wednesday, June 20, 2018 - 12:30 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Marcel CelayaGeorgia Tech
Inkscape is an powerful open-source drawing program suitable for making figures for your math papers and lectures. In this talk I will discuss some of the useful tricks and features that you can take advantage of in this software, as well as some things to avoid. This will be a live demonstration talk, please bring a laptop if you can.

Combinatorial models for surface and free group symmetries.

Series
Dissertation Defense
Time
Tuesday, June 19, 2018 - 10:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Shane ScottGeorgia Tech
The curve complex of Harvey allows combinatorial representation of a surface mappingclass group by describing its action on simple closed curves. Similar complexes of spheres,free factors, and free splittings allow combinatorial representation of the automorphisms ofa free group. We consider a Birman exact sequence for combinatorial models of mappingclass groups and free group automorphisms. We apply this and other extension techniquesto compute the automorphism groups of several simplicial complexes associated with map-ping class groups and automorphisms of free groups.

Asymptotics in random balls models

Series
Stochastics Seminar
Time
Tuesday, June 12, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jean-Christophe BretonUniversity of Rennes
Random balls models are collections of Euclidean balls whose centers and radii are generated by a Poisson point process. Such collections model various contexts ranging from imaging to communication network. When the distributions driving the centers and the radii are heavy-tailed, interesting interference phenomena occurs when the model is properly zoomed-out. The talk aims to illustrate such phenomena and to give an overview of the asymptotic behavior of functionals of interest. The limits obtained include in particular stable fields, (fractional) Gaussian fields and Poissonian bridges. Related questions will also be discussed.

Mating habits of polynomials

Series
School of Mathematics Colloquium
Time
Wednesday, June 6, 2018 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Sarah KochU Michigan
Given two complex polynomials, we can try to mathematically paste them together to obtain a rational function through a procedure known as mating the polynomials. In this talk, we will begin by trying to understand the "shape" of complex polynomials in general. We will then discuss the mating of two quadratic polynomials: we explore examples where the mating does exist, and examples where it does not. There will be lots of movies and exploration in this talk.

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