SpeakerRenming SongUniversity of Illinois - Urbana-Champaignhttp://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion is a L'evy process which can obtained by replacing the time of...
Description The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of...
Description We consider the problem of pricing and hedging of defaultable rating-sensitive claims. By a defaultable rating-sensitive claim, we mean a classical one broadened by a migration process and...
Description Precipitation is an important microstructure feature in alloys; and it affects many aspects of material properties and performance. With its importance, precipitation modeling and...
Description Microbially modulated carbonate precipitation is a fundamentally important phenomenon of natural and engineered environments which involves the interaction of biological, chemical...
Description We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capability to output derivative information. Our work is a...
Speaker Paul Fischer Argonne National Laboratory Description Accuracy and stability have long been essential to numerical algorithms for the simulation of fluid flow. With the advent of tera- and...
Description We consider the following on-line decision problem. The vertices of a graph which is a complete rooted directed k-ary tree are being observed one by one in some random order by a selector...
Event Topic: Computational Mathematics & Statistics
SpeakerJie Yang University of Illinois - º£½ÇÂÒÂ×http://homepages.math.uic.edu/~jyang06/ Description This talk introduces a new statistical model based on a permanent process for supervised and...
