Seminars and Colloquia by Series

A Discrepancy based Approach to Integer Programming

Series
ACO Student Seminar
Time
Friday, February 24, 2012 - 13:00 for 1 hour (actually 50 minutes)
Location
Klaus 1116W
Speaker
Karthekeyan ChandrasekaranCoC, Georgia Tech
I will show a new approach based on the discrepancy of the constraint matrix to verify integer feasibility of polytopes. I will then use this method to show a threshold phenomenon for integer feasibility of random polytopes. The random polytope model that we consider is P(n,m,x0,R) - these are polytopes in n-dimensional space specified by m "random" tangential hyperplanes to a ball of radius R centered around the point x0. We show that there exist constants c_1 < c_2 such that with high probability, the random polytope P(n,m,x0=(0.5,...,0.5),R) is integer infeasible if R is less than c_1sqrt(log(2m/n)) and the random polytope P(n,m,x0,R) is integer feasible for every center x0 if the radius R is at least c_2sqrt(log(2m/n)). Thus, a transition from infeasibility to feasibility happens within a constant factor increase in the radius. Moreover, if the polytope contains a ball of radius Omega(log (2m/n)), then we can find an integer solution with high probability (over the input) in randomized polynomial time. This is joint work with Santosh Vempala.

A stochastic approach to parabolicity and area growth of minimal ends

Series
Stochastics Seminar
Time
Thursday, February 23, 2012 - 15:05 for 1 hour (actually 50 minutes)
Location
006
Speaker
Robert W. NeelLehigh University
We wish to understand ends of minimal surfaces contained in certain subsets of R^3. In particular, after explaining how the parabolicity and area growth of such minimal ends have been previously studied using universal superharmonic functions, we describe an alternative approach, yielding stronger results, based on studying Brownian motion on the surface. It turns out that the basic results also apply to a larger class of martingales than Brownian motion on a minimal surface, which both sheds light on the underlying geometry and potentially allows applications to other problems.

Risk neutral and risk averse approaches to multistage stochastic programming

Series
School of Mathematics Colloquium
Time
Thursday, February 23, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Alexander ShapiroISyE, Georgia Tech
In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which can be formulated in a framework of multistage stochastic programming. In this talk we consider risk neutral and risk averse approaches to multistage stochastic programming. We discuss conceptual and computational issues involved in formulation and solving such problems. As an example we give numerical results based on the Stochastic Dual Dynamic Programming method applied to planning of the Brazilian interconnected power system.

Recent asymptotic expansions related to numerical integration and orthogonal polynomial expansions

Series
Analysis Seminar
Time
Wednesday, February 22, 2012 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Prof. Avram SidiTecnion-IIT, Haifa, Israel
We discuss some recent generalizations of Euler--Maclaurin expansions for the trapezoidal rule and of analogous asymptotic expansions for Gauss--Legendre quadrature, in the presence of arbitrary algebraic-logarithmic endpoint singularities. In addition of being of interest by themselves, these asymptotic expansions enable us to design appropriate variable transformations to improve the accuracies of these quadrature formulas arbitrarily. In general, these transformations are singular, and their singularities can be adjusted easily to achieve this improvement. We illustrate this issue with a numerical example involving Gauss--Legendre quadrature. We also discuss some recent asymptotic expansions of the coefficients of Legendre polynomial expansions of functions over a finite interval, assuming that the functions may have arbitrary algebraic-logarithmic interior and endpoint suingularities. These asymptotic expansions can be used to make definitive statements on the convergence acceleration rates of extrapolation methods as these are applied to the Legendre polynomial expansions.

Isoperimetric and Functional Inequalities on Discrete Spaces

Series
Research Horizons Seminar
Time
Wednesday, February 22, 2012 - 12:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Prasad TetaliGeorgia Tech
Following exciting developments in the continuous setting of manifolds (and other geodesic spaces), in joint works with various collaborators, I have explored discrete analogs of the interconnection between several functional and isoperimetric inequalities in discrete spaces. Such inequalities include concentration, transportation, modified versions of the logarithmic Sobolev inequality, and (most recently) displacement convexity. I will attempt to motivate and review some of these connections and illustrate with examples. Time permitting, computational aspects of the underlying functional constants and other open problems will also be mentioned.

Fish Robotics - Understanding the Diversity of Fish Locomotion Using Mechanical Devices

Series
Other Talks
Time
Tuesday, February 21, 2012 - 16:00 for 1 hour (actually 50 minutes)
Location
Klaus 1116
Speaker
George V. LauderHarvard University

Please Note: Hosted by Dan Goldman, School of Physics

There are over 28,000 species of fishes, and a key feature of this remarkable evolutionary diversity is a great variety of propulsive systems used by fishes for maneuvering in the aquatic environment. Fishes have numerous control surfaces (fins) which act to transfer momentum to the surrounding fluid. In this presentation I will discuss the results of recent experimental kinematic and hydrodynamic studies of fish fin function, and their implications for the construction of robotic models of fishes. Recent high-resolution video analyses of fish fin movements during locomotion show that fins undergo much greater deformations than previously suspected and fish fins possess an clever active surface control mechanism. Fish fin motion results in the formation of vortex rings of various conformations, and quantification of vortex rings shed into the wake by freely-swimming fishes has proven to be useful for understanding the mechanisms of propulsion. Experimental analyses of propulsion in freely-swimming fishes have led to the development of a variety of self-propelling robotic models: pectoral fin and caudal fin (tail) robotic devices, and a flapping foil model fish of locomotion. Data from these devices will be presented and discussed in terms of the utility of using robotic models for understanding fish locomotor dynamics.

Minimax Rates of Estimation for Sparse PCA in High Dimensions

Series
High-Dimensional Phenomena in Statistics and Machine Learning Seminar
Time
Tuesday, February 21, 2012 - 16:00 for 1.5 hours (actually 80 minutes)
Location
Skyles 006
Speaker
Karim LouniciGeorgia Institute of Technology, School of Mathematics
This presentation is based on the papers by D. Paul and I. Johnstone (2007) and V.Q. Vu and J. Lei (2012). Here is the abstract of the second paper. We study the sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-aymptotics lower bounds and upper bounds on the minimax estimation error for the leading eigenvector when it belongs to an $l_q$ ball for $q\in [0,1]$. Our bound are sharp in $p$ and $n$ for all $q\in[0,1]$ over a wide class of distributions. The upper bound is obtained by analyzing the performance of $l_q$-constrained PCA. In particular, our results provide convergence rates for $l_1$-constrained PCA.

Remarks on the Theory of the Divergence-Measure Fields

Series
PDE Seminar
Time
Tuesday, February 21, 2012 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Hermano FridIMPA, Brazil
We review the theory of the (extended) divergence-measure fields providing an up to date account of its basic results established by Chen and Frid (1999, 2002), as well as the more recent important contributions by Silhavy (2008, 2009). We include a discussion on some pairings that are important in connection with the definition of normal trace for divergence-measure fields. We also review its application to the uniqueness of Riemann solutions to the Euler equations in gas dynamics, as given by Chen and Frid (2002). While reviewing the theory, we simplify a number of proofs allowing an almost self-contained exposition.

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