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Efficient Numerical Computations of Stochastic Partial Differential Equations
Description Abstract Stochastic PDE's with solutions depending on multiple scales play fundamental and important roles in many problems such as composite materials, flows and transports in porous...
Adjoint-Based Techniques for the Analysis of Large-Scale Uncertain Systems
Description Abstract Despite the increased complexity in the model representations, it is often the case that comprehensive dynamical models show poor results when compared to observational data. In...
Continuous-Time Mean-Variance Portfolio Selection with Bankruptcy Prohibition
Speaker Tomasz Bielecki Department of Mathematics, Northeastern Illinois University http://orion.neiu.edu/~math/faculty.htm Description Abstract A continuous-time Markowitz's mean-variance portfolio...
Optimization Problems in the Context of Active Control of Sound
Description Abstract The problem of suppressing the unwanted time-harmonic noise on a predetermined region of interest is solved by active means, i.e., by introducing the additional sources of sound...
Nonlinear and Stochastic Effects in Optical Fiber Communications
Abstract Optical fiber communications have experienced a period of tremendous growth; in the last decade alone, system capacities have increased by four orders of magnitude. The complexity of these...
Minimally Nonhyperbolic Sets for Diffeomorphisms C1 away from Homoclinic Bifurcations
Description Abstract Palis conjectures that diffeomorphisms with a homoclinic tangency or a heterodimensional cycle are C 1 dense in the complement of the C 1 closure of hyperbolic diffeomorphisms. We...
Seeing the Graphs through the Trees
Description Abstract The classical clique-tree/intersection-graph approach to chordal graphs -- along with several applications of chordal graphs -- is based on tree representations whose nodes are...
Independence and Social Choice
Speaker Robert Powers Department of Mathematics, University of Louisville https://www.math.louisville.edu/people/faculty/powers.html Description Abstract A new version of independence (I +) is...
Reliable Single Message Transmission and Graph Minors
Description Abstract Reliable single message transmission considers the problem of sending a message from a sender s to a receiver r through an asynchronous, unreliable network, such as the Internet...