Seminars and Colloquia by Series

Portfolio Optimization Problems for Models with Delays

Series
Applied and Computational Mathematics Seminar
Time
Monday, December 4, 2017 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Tao PangDepartment of Mathematics, North Carolina State University
In the real world, the historical performance of a stock may have impacts on its dynamics and this suggests us to consider models with delays. We consider a portfolio optimization problem of Merton’s type in which the risky asset is described by a stochastic delay model. We derive the Hamilton-Jacobi-Bellman (HJB) equation, which turns out to be a nonlinear degenerate partial differential equation of the elliptic type. Despite the challenge caused by the nonlinearity and the degeneration, we establish the existence result and the verification results.

Symplectic K-theory of the integers and Galois groups.

Series
Geometry Topology Seminar
Time
Monday, December 4, 2017 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Soren GalatiusStanford University
The general linear groups GL_n(A) can be defined for any ring A, and Quillen's definition of K-theory of A takes these groups as its starting point. If A is commutative, one may define symplectic K-theory in a very similar fashion, but starting with the symplectic groups Sp_{2n}(A), the subgroup of GL_{2n}(A) preserving a non-degenerate skew-symmetric bilinear form. The result is a sequence of groups denoted KSp_i(A) for i = 0, 1, .... For the ring of integers, there is an interesting action of the absolute Galois group of Q on the groups KSp_i(Z), arising from the moduli space of polarized abelian varieties. In joint work with T. Feng and A. Venkatesh we study this action, which turns out to be an interesting extension between a trivial representation and a cyclotomic representation.

Sub-optimality of local algorithms for some problems on sparse random graphs

Series
Combinatorics Seminar
Time
Friday, December 1, 2017 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Mustazee RahmanMIT
Suppose we want to find the largest independent set or maximal cut in a sparse Erdos-Renyi graph, where the average degree is constant. Many algorithms proceed by way of local decision rules, for instance, the "nibbling" procedure. I will explain a form of local algorithms that captures many of these. I will then explain how these fail to find optimal independent sets or cuts once the average degree of the graph gets large. There are some nice connections to entropy and spin glasses.

Simplifying curves on surfaces (undergraduate project)

Series
Other Talks
Time
Friday, December 1, 2017 - 15:00 for 30 minutes
Location
Skiles 171
Speaker
Shreyas Casturi, Jonathan Chen, Vignesh Raman, Kyle XiaoGatech undergraduates
This is a brief (15 minute) presentation of an undergraduate project that took place in the 2017 Fall semester.

Parking

Series
Stochastics Seminar
Time
Thursday, November 30, 2017 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Matthew JungeDuke University
Cars are placed with density p on the lattice. The remaining vertices are parking spots that can fit one car. Cars then drive around at random until finding a parking spot. We study the effect of p on the availability of parking spots and observe some intriguing behavior at criticality. Joint work with Michael Damron, Janko Gravner, Hanbeck Lyu, and David Sivakoff. arXiv id: 1710.10529.

Two-three linked graphs

Series
Graph Theory Seminar
Time
Thursday, November 30, 2017 - 13:30 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Shijie XieMath, Gt
Let G be a graph containing 5 different vertices a0, a1, a2, b1 and b2. We say that (G, a0, a1, a2, b1, b2) is feasible if G contains disjoint connected subgraphs G1, G2, such that {a0, a1, a2}⊆V(G1) and {b1, b2}⊆V(G2). In this talk, we will complete a sketch of our arguments for characterizing when (G, a0, a1, a2, b1, b2) is feasible. Joint work with Changong Li, Robin Thomas, and Xingxing Yu.

Eigenvalues in multivariate random effects models

Series
Job Candidate Talk
Time
Thursday, November 30, 2017 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Zhou FanStanford University
Random effects models are commonly used to measure genetic variance-covariance matrices of quantitative phenotypic traits. The population eigenvalues of these matrices describe the evolutionary response to selection. However, they may be difficult to estimate from limited samples when the number of traits is large. In this talk, I will present several results describing the eigenvalues of classical MANOVA estimators of these matrices, including dispersion of the bulk eigenvalue distribution, bias and aliasing of large "spike" eigenvalues, and distributional limits of eigenvalues at the spectral edges. I will then discuss a new procedure that uses these results to obtain better estimates of the large population eigenvalues when there are many traits, and a Tracy-Widom test for detecting true principal components in these models. The theoretical results extend proof techniques in random matrix theory and free probability, which I will also briefly describe.This is joint work with Iain Johnstone, Yi Sun, Mark Blows, and Emma Hine.

Survey on 3-manifolds

Series
Geometry Topology Student Seminar
Time
Wednesday, November 29, 2017 - 13:55 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Anubhav MukherjeeGeorgia Tech
I'll try to describe some known facts about 3 manifolds. And in the end I want to give some idea about Geometrization Conjecture/theorem.

Zeros of optimal polynomial approximants and spectra of Jacobi matrices

Series
Analysis Seminar
Time
Wednesday, November 29, 2017 - 13:55 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Catherine BeneteauUniversity of South Florida
In this talk, I will discuss some polynomials that are best approximants (in some sense!) to reciprocals of functions in some analytic function spaces of the unit disk. I will examine the extremal problem of finding a zero of minimal modulus, and will show how that extremal problem is related to the spectrum of a certain Jacobi matrix and real orthogonal polynomials on the real line.

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