Georgia Institute of Technology College of Sciences

In asymptotic analysis and numerical approximation of highly-oscillatory evolution problems, it is commonly supposed that the oscillation frequency is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing for the possibility that the frequency actually depends on time and vanishes at some instants introduces additional difficulties from both the asymptotic analysis and numerical simulation points of view. I will present a first step towards the resolution of these difficulties. In particular, we show that it is still possible in this situation to infer the asymptotic behavior of the solution at the price of more intricate computations and we derive a second order uniformly accurate numerical method.

Residential crime is one of the toughest issues in modern society. A quantitative, informative, and applicable model of criminal behavior is needed to assist law enforcement. We have made progress to the pioneering statistical agent-based model of residential burglary (Short et al., Math. Models Methods Appl., 2008) in two ways. (1) In one space dimension, we assume that the movement patterns of the criminals involve truncated Lévy distributions for the jump length, other than classical random walks (Short et al., Math. Models Methods Appl., 2008) or Lévy flights without truncation (Chaturapruek et al., SIAM J. Appl. Math, 2013). This is the first time that truncated Lévy flights have been applied in crime modeling. Furthermore (2), in two space dimensions, we used the Poisson clocks to govern the time steps of the evolution of the model, rather than a discrete time Markov chain with deterministic time increments used in the previous works. Poisson clocks are particularly suitable to model the times at which arrivals enter a system. Introduction of the Poisson clock not only produces similar simulation output, but also brings in theoretically the mathematical framework of the Markov pure jump processes, e.g., a martingale approach. The martingale formula leads to a continuum equation that coincides with a well-known mean-field continuum limit. Moreover, the martingale formulation together with statistics quantifying the relevant pattern formation leads to a theoretical explanation of the finite size effects. Our conjecture is supported by numerical simulations.

The talk presents an extension for high dimensions of an idea from a recent result concerning near optimal adaptive finite element methods (AFEM). The usual adaptive strategy for finding conforming partitions in AFEM is ”mark → subdivide → complete”. In this strategy any element can be marked for subdivision but since the resulting partition often contains hanging nodes, additional elements have to be subdivided in the completion step to get a conforming partition. This process is very well understood for triangulations received via newest vertex bisection procedure. In particular, it is proven that the number of elements in the final partition is limited by constant times the number of marked cells. This motivated us [B., Fierro, Veeser, in preparation] to design a marking procedure that is limited only to cells of the partition whose subdivision will result in a conforming partition and therefore no completion step is necessary. We also proved that this procedure is near best in terms of both error of approximation and complexity. This result is formulated in terms of tree approximations and opens the possibility to design similar algorithms in high dimensions using sparse occupancy trees introduced in [B., Dahmen, Lamby, 2011]. The talk describes the framework of approximating high dimensional data using conforming sparse occupancy trees.

 Inference (aka predictive modeling) is in the core of many data science problems. Traditional approaches could be either statistically or computationally efficient, however not necessarily both. The existing principles in deriving these models - such as the maximal likelihood estimation principle - may have been developed decades ago, and do not take into account the new aspects of the data, such as their large volume, variety, velocity and veracity. On the other hand, many existing empirical algorithms are doing extremely well in a wide spectrum of applications, such as the deep learning framework; however they do not have the theoretical guarantee like these classical methods. We aim to develop new algorithms that are both computationally efficient and statistically optimal. Such a work is fundamental in nature, however will have significant impacts in all data science problems that one may encounter in the society. Following the aforementioned spirit, I will describe a set of my past and current projects including L1-based relaxation, fast nonlinear correlation, optimality of detectability, and nonconvex regularization. All of them integrates statistical and computational considerations to develop data analysis tools.