Apr
5
Waves and Curves
Description Water waves are perhaps the most notable features of the planet, and they have occupied the attention of scientist since the birth of civilization. Yet they remain incompletely understood...
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Apr
5
Numerical Methods for Pricing European Options under the Heston Model
Description In this talk, a few numerical methods for pricing European options under the Heston model will be reviewed. In particular, the comparison of computational cost and accuracy between methods...
Apr
5
Inverse Problems for Stochastic PDEs Driven by Multiplicative Fractional Noise
Description We will focus on estimating the drift coefficient and the Hurst parameter for some parabolic SPDEs driven by multiplicative fractional noise. Using the singularity of the probability...
Mar
29
Interfacial Dynamics and Boundary Integral Methods
Description In this talk, a few numerical methods for moving boundary problem of partial differential equations will be reviewed. In particular, the boundary integral method is explained in detail...
Mar
29
Meshfree Methods for High Fidelity Numerical Simulations of Viscous Incompressible Flow
Description We discuss ideas for a new adaptive algorithm that will enable us to tackle the problems of moving boundaries and fluid-surface interactions. This algorithm combines the flexibility and...
Mar
22
Optimization Techniques for Protein Structure Prediction
SpeakerJinbo XuToyota Technological Institutehttp://ttic.uchicago.edu/~jinbo/ Description Given the primary sequence of a protein, can we predict its three-dimensional structure by computational...
Mar
17
On Margin Based Semisupervised Learning
SpeakerJunhui WangUniversity of 91ÖØ¿Ú - Chicagohttp://www.math.uic.edu/people/profile?mscsid=jwang Description In classification, semi-supervised learning occurs when a large amount of unlabeled...
Mar
16
Flexible Margin-Based Classification Techniques
Description Classification is a very useful statistical tool for information extraction. Among numerous classification methods, margin-based classification techniques have attracted a lot of attention...
Mar
15
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences
SpeakerPatrick CheriditoPrinceton Universityhttp://www.princeton.edu/~dito/ Description Conditions are given for the existence and uniqueness of equilibria in incomplete dynamic market models when...
Mar
15
Green's Functions: Taking Another Look at Kernel Approximation, Radial Basis Functions, and Splines
Description The theories for radial basis functions (RBFs) as well as piecewise polynomial splines have now reached a stage of relative maturity as is demonstrated by the recent publication of a...