From bahmang at uw.edu Fri Apr 6 10:37:15 2018
From: bahmang at uw.edu (Bahman Angoshtari)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Thaleia Zariphopoulou -- Boeing Colloquium on
April, 12 at 4pm
Message-ID:
Hi everyone,
Our next Boeing speaker is Thaleia Zariphopoulou. She holds the
Presidential Chair Professorship at the department of Mathematics, and
the V.F. Neuhaus Centennial Professorship at McCombs School of Business,
University of Texas at Austin. Her area of expertise is financial
mathematics and stochastic optimization, where she has numerous
publications. She is a SIAM fellow, and gave an invited talk at the
2014 International Congress of Mathematicians.
The speaker's schedule is at the following link, where you can sing up for
meeting and/or dinner.
https://docs.google.com/document/d/1iY6vfpd5htkjtZatJDhyx8STrBdQrbKn-E1kOZr_i0s/edit?usp=sharing
Thaleia Zariphopoulou, Boeing Distinguished Colloquium
Time: Thursday, April 12 at 4pm
Location: Smith Hall 205
The talk will be followed by a reception in the Lewis hall lounge.
The title and abstract are given below.
=============================================================
Title:
Learning and stochastic optimization
Abstract:
Classical stochastic optimization models require an a priori choice of a
criterion, a horizon and a model (or a family of models) for the dynamics
of the controlled and uncontrolled processes. The solution and the optimal
policies are then specified backwards in time, through the dynamic
programming principle. This setting, however, precludes the incorporation
of realistic ?forward-in-time? elements, like learning, model and
preferences revision, rolling horizons, and others. In this talk, I will
introduce a new approach, the forward stochastic optimization, and focus on
how learning can be incorporated in model revision, optimality and
time-consistency. I will discuss the associated stochastic partial
differential equation, and present applications in asset allocation and
resource management, with and without competition among agents.
=============================================================
Best,
Bahman
--
Bahman Angoshtari
Research Associate
University of Washington, Department of Applied Mathematics
+1 (206) 543-4065
http://faculty.washington.edu/bahmang/
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From deconinc at uw.edu Wed Apr 25 09:34:10 2018
From: deconinc at uw.edu (Bernard Deconinck)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Carl Wieman - Boeing Colloquium, April 26, 7pm
Message-ID:
Hi All,
as you probably know at this point, our next Boeing speaker is Carl Wieman.
He is a nobel-prize winning physicist, currently at Stanford, who has
implemented ideas to change how STEM fields are taught, using
evidence-based teaching. He has personally overseen these changes at CU
Boulder and UBC. He's giving a lecture in the Applied Math Boeing
Colloquium series on Thursday at 7pm in Kane 130, see
https://events.uw.edu/c/express/3409ae70-5422-4522-89e8-bda6f5003d07
Title: Taking a scientific approach to teaching science (and most other
fields)
Abstract: With all the scientific advances in the last 500 years, why is
science education stuck in the dark ages? Join Nobel Laureate and Stanford
Professor Carl Wieman as he shares leading-edge research on how people
learn?research that is setting the stage for a new approach to teaching
that is better for students and educators.
Bio:
Carl Wieman holds a joint appointment as Professor of Physics and of the
Graduate School of Education. He has done extensive experimental research
in atomic and optical physics, and won the Nobel Prize in 2001. His current
intellectual focus is now on undergraduate physics and science education.
He has pioneered the use of experimental techniques to evaluate the
effectiveness of various teaching strategies for physics and other
sciences, and recently served as Associate Director for Science in the
White House Office of Science and Technology Policy.
See you all there,
Cheers,
Bernard
--
Bernard Deconinck
Professor of Applied Mathematics
Chair of Applied Mathematics
Adjunct Professor of Mathematics
Department of Applied Mathematics
University of Washington
Seattle WA 98195-3925
http://depts.washington.edu/bdecon/bernard/
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From rjl at uw.edu Tue May 1 09:28:55 2018
From: rjl at uw.edu (Randall J LeVeque)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] AMath Seminar by Steve Roberts on Thursday at 1:30
in Lewis 208
Message-ID:
This Thursday May 3, AMath visitor Steve Roberts will be giving a talk at
1:30pm in the Wan Conference Room, Lewis 208. This is the usual NARC
seminar time, but the talk may be of more general interest and all are
welcome!
Title: Multi-Fidelity Sparse-Grid-Based Uncertainty Quantification Applied
to Tsunami Runup.
Speaker: Stephen Roberts, Mathematical Sciences Institute, Australian
National University
Abstract:
Given a numerical simulation, the objective of parameter estimation is to
provide a joint posterior probability distribution for an uncertain input
parameter vector, conditional on available experimental data. However,
exploring the posterior requires a high number of numerical simulations,
which can make the problem impracticable within a given computational
budget.
A well-known approach to reduce the number of required simulations is to
construct a surrogate, which --- based on a set of training simulations ---
can provide an inexpensive approximation of the simulation output for any
parameter configuration. To further reduce the total cost of the
simulations, we can introduce low-fidelity as well as high-fidelity
training simulations. In this case, a small number of expensive
high-fidelity simulations is augmented with a larger number of inexpensive
low-fidelity simulations.
In this talk I will present a method we have investigated to produce such a
multi-fidelity surrogate-based estimator based on sparse grid
interpolation. The method is applied to the quantification of uncertainty
for the inundation due to a tsunami runup. We can demonstrate a speedup of
20 for a four dimensional parameter estimation problem.
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From rjl at uw.edu Thu May 3 10:19:17 2018
From: rjl at uw.edu (Randall J LeVeque)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] AMath Seminar by Steve Roberts on Thursday at
1:30 in Lewis 208
In-Reply-To:
References:
Message-ID:
Reminder of today's talk at 1:30... all are welcome.
On Tue, May 1, 2018 at 9:28 AM, Randall J LeVeque wrote:
This Thursday May 3, AMath visitor Steve Roberts will be giving a talk at
> 1:30pm in the Wan Conference Room, Lewis 208. This is the usual NARC
> seminar time, but the talk may be of more general interest and all are
> welcome!
>
>
> Title: Multi-Fidelity Sparse-Grid-Based Uncertainty Quantification Applied
> to Tsunami Runup.
>
> Speaker: Stephen Roberts, Mathematical Sciences Institute, Australian
> National University
>
> Abstract:
>
> Given a numerical simulation, the objective of parameter estimation is to
> provide a joint posterior probability distribution for an uncertain input
> parameter vector, conditional on available experimental data. However,
> exploring the posterior requires a high number of numerical simulations,
> which can make the problem impracticable within a given computational
> budget.
>
> A well-known approach to reduce the number of required simulations is to
> construct a surrogate, which --- based on a set of training simulations ---
> can provide an inexpensive approximation of the simulation output for any
> parameter configuration. To further reduce the total cost of the
> simulations, we can introduce low-fidelity as well as high-fidelity
> training simulations. In this case, a small number of expensive
> high-fidelity simulations is augmented with a larger number of inexpensive
> low-fidelity simulations.
>
> In this talk I will present a method we have investigated to produce such
> a multi-fidelity surrogate-based estimator based on sparse grid
> interpolation. The method is applied to the quantification of uncertainty
> for the inundation due to a tsunami runup. We can demonstrate a speedup of
> 20 for a four dimensional parameter estimation problem.
>
>
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From lf23 at uw.edu Thu May 3 12:39:42 2018
From: lf23 at uw.edu (Laurie Feldman)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] *Tomorrow* Computational Finance Seminar on May 4
(Fri), 11--11:50am
Message-ID:
Hi All,
We have a special Computational Finance seminar on May 4 (Fri), 11--11:50am
in Wan Conference Room inside Lewis Hall. Our speaker is Patricia Ning from
the Dept. of Statistics and Applied Probability at UCSB, and she'll tell us
about Multivariate Bayesian Structural Time Series Model and its
Applications on Finance. See below for abstract. Hope to see some of you
there.
-Tim Leung
*Speaker: *Patricia Ning, Dept. of Statistics and Applied Probability, UCSB
https://sites.google.com/site/patricianing/
*Title:* Multivariate Bayesian Structural Time Series Model and its
Applications on Finance
*Abstract:* Bayesian structural time series (BSTS) model is a machine
learning technique used for feature selection, time series forecasting,
nowcasting, inferring causal impact and other, which was developed
by Steven Scott (Senior Economic Analyst at Google) and Hal Varian (Chief
Economist at Google). We extended it to its complete multivariate
version: Multivariate Bayesian Structural Time Series (MBSTS) Model. An
empirical study with one-step-ahead prediction on the max log return of a
portfolio of stocks that involves Bank of America (BOA), Capital One
Financial Corporation (COF), J.P. Morgan (JPM) and Wells Fargo
(WFC), confirmed that this multivariate model outperforms three other
benchmark models, viz. a model that treats each target series as
independent, the autoregressive integrated moving average model with
regression (ARIMAX), and the multivariate ARIMAX (MARIMAX) model. We also
propose a modified MBSTS model with text data mining, which is fully tested
on the stock price time series of two competing electronic commerce
companies Amazon and Ebay, with Sentiment Analysis on financial news and
twitter feeds.
(This talk is based on joint work with S. Rao Jammalamadaka and Jinwen Qiu)
--
*LAURIE FELDMAN *
Program Manager / Computational Finance & Risk Management
Applied Mathematics
Lewis Hall Box 353925
Seattle, WA 98195
206.221.7727
lf23@uw.edu / washington.edu
[image: http://www.washington.edu/brand/files/2014/10/e-sig.gif]
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From askham at uw.edu Tue May 8 11:54:50 2018
From: askham at uw.edu (Travis Askham)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Boeing Colloquium on May 10th at 4pm --- Alan
Perelson of Los Alamos
Message-ID:
Hello all,
Our next Boeing speaker is Alan Perelson. He is a senior fellow in
theoretical biology and biophysics at Los Alamos and recent recipient of
the Max Delbruck Prize in Biological Physics from the American Physical
Society "For profound contributions to theoretical immunology, which bring
insight and save lives."
Alan Perelson, Boeing Distinguished Colloquium
Time: Thursday, May 10th at 4pm
Location: Smith Hall 205
The talk will be followed by a reception in the Lewis Hall lounge.
The title and abstract can be found below.
Cheers,
Travis
Title: Using Applied Mathematics to Cure Viral Infections
Abstract: Although mathematics is sometimes thought of as being abstract
and not of much practical use,
theoretical ideas expressed mathematically changed the way we think about
viral infections and their
treatment. I will show how this approach lead to the introduction of
combination antiretroviral therapy
that has converted HIV from a death sentence to a manageable chronic
disease and how it now may
lead to a functional cure. I will also briefly highlight how mathematics
helped pave the way to the new
antiviral drugs now curing hepatitis C.
--
Travis Askham
Research Associate of Applied Mathematics at the University of Washington
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From askham at uw.edu Thu May 10 13:35:21 2018
From: askham at uw.edu (Travis Askham)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Boeing Colloquium on May 10th at 4pm --- Alan
Perelson of Los Alamos
In-Reply-To:
References:
Message-ID:
Reminder, Boeing colloquium today!
On Tue, May 8, 2018, 11:54 AM Travis Askham wrote:
> Hello all,
>
> Our next Boeing speaker is Alan Perelson. He is a senior fellow in
> theoretical biology and biophysics at Los Alamos and recent recipient of
> the Max Delbruck Prize in Biological Physics from the American Physical
> Society "For profound contributions to theoretical immunology, which bring
> insight and save lives."
>
> Alan Perelson, Boeing Distinguished Colloquium
> Time: Thursday, May 10th at 4pm
> Location: Smith Hall 205
>
> The talk will be followed by a reception in the Lewis Hall lounge.
>
> The title and abstract can be found below.
>
> Cheers,
> Travis
>
> Title: Using Applied Mathematics to Cure Viral Infections
>
> Abstract: Although mathematics is sometimes thought of as being abstract
> and not of much practical use,
> theoretical ideas expressed mathematically changed the way we think about
> viral infections and their
> treatment. I will show how this approach lead to the introduction of
> combination antiretroviral therapy
> that has converted HIV from a death sentence to a manageable chronic
> disease and how it now may
> lead to a functional cure. I will also briefly highlight how mathematics
> helped pave the way to the new
> antiviral drugs now curing hepatitis C.
>
>
> --
> Travis Askham
> Research Associate of Applied Mathematics at the University of Washington
>
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From lma3 at uw.edu Wed May 23 16:29:33 2018
From: lma3 at uw.edu (Loyce M. Adams)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Thursday Seminar, May 24th, Lewis 208
Message-ID:
Hi All,
We have a seminar this Thursday in Lewis Hall 208 from 3:30-4:30pm.
Please note the seminar has moved 1/2 hour earlier than usual. The
speaker, title, and abstract are below.
Loyce Adams
---
May 24: 3:30-4:30 Fred Wan Conference Room, Lewis Hall 208
Speaker: Prof. Ludvig af Klinteberg
Dept. of Mathematics
Simon Fraser
Title: Quadrature for layer potentials with near singularities
Abstract:
Boundary integral methods provide an efficient way of solving elliptic
partial differential equations, by representing the solution as a
layer potential. However, efficient evaluation of the solution close
to the boundary of the domain presents a significant problem. The root
cause of this is the fact that common quadrature methods for smooth
integrands, such as Gauss-Legendre quadrature and the trapezoidal rule,
are ill-suited for integrands that have a singularity near the interval
of integration. The nature of this error is however well understood,
and I will show how it can be approximated numericalyy. I will also
review two relatively recent methods for evaluating layer potentials
near a boundary; one (QBX) uses the smoothness of the solution to form
a local expansion of the solution, the other computes modified quadrature
weights using a compex variable formulation. These methods can in turn
be improved, at least in some cases, by applying the techniques developed
for the numerical approximation of quadrature errors.
From askham at uw.edu Thu May 24 14:45:34 2018
From: askham at uw.edu (Travis Askham)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Thursday Seminar, May 24th, Lewis 208
In-Reply-To:
References:
Message-ID:
Reminder of today's talk. Note the earlier time...
On Wed, May 23, 2018 at 4:29 PM, Loyce M. Adams wrote:
> Hi All,
>
> We have a seminar this Thursday in Lewis Hall 208 from 3:30-4:30pm.
> Please note the seminar has moved 1/2 hour earlier than usual. The
> speaker, title, and abstract are below.
>
> Loyce Adams
>
> ---
> May 24: 3:30-4:30 Fred Wan Conference Room, Lewis Hall 208
>
> Speaker: Prof. Ludvig af Klinteberg
> Dept. of Mathematics
> Simon Fraser
>
> Title: Quadrature for layer potentials with near singularities
>
> Abstract:
>
> Boundary integral methods provide an efficient way of solving elliptic
> partial differential equations, by representing the solution as a
> layer potential. However, efficient evaluation of the solution close
> to the boundary of the domain presents a significant problem. The root
> cause of this is the fact that common quadrature methods for smooth
> integrands, such as Gauss-Legendre quadrature and the trapezoidal rule,
> are ill-suited for integrands that have a singularity near the interval
> of integration. The nature of this error is however well understood,
> and I will show how it can be approximated numericalyy. I will also
> review two relatively recent methods for evaluating layer potentials
> near a boundary; one (QBX) uses the smoothness of the solution to form
> a local expansion of the solution, the other computes modified quadrature
> weights using a compex variable formulation. These methods can in turn
> be improved, at least in some cases, by applying the techniques developed
> for the numerical approximation of quadrature errors.
>
>
--
Travis Askham
Research Associate of Applied Mathematics at the University of Washington
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From lma3 at uw.edu Wed May 30 08:54:56 2018
From: lma3 at uw.edu (Loyce M. Adams)
Date: Tue Jun 12 13:43:55 2018
Subject: [Amath-seminars] Thursday Seminar tomorrow, Fred Wan Conference Room,
Lewis 208, 3:30-4:30
Message-ID:
Hi All,
Tomorrow will be the last Thursday Seminar for the quarter. Note
the time is 3:30-4:30 and it will be in Lewis 208. Please see the
speaker, title, and abstract below.
Loyce Adams
------
May 31: 3:30-4:30 Fred Wan Conference Room, Lewis Hall 208
Speaker: Saverio Eric Spagnolie
University of Wisconsin
Title: Active matter invasion of a viscous fluid and a no-flow theorem
Abstract:
Suspensions of swimming bacteria in fluids exhibit incredibly rich behavior,
from organization on length scales much longer than the individual particle
size to mixing flows and negative viscosities. We will discuss the dynamics
of hydroddynamically interacting motile and non-motile stress-generating
swimmers or particles as they invade a surrounding viscous fluid, modeled
by coupled equations for particle motions and viscous fluid flow. Depending
on the nature of their self-propulsion, colonies of swimmers can either
exhibit a dramatic splay, or instead a cascade of transverse concentration
instabilities as the group moves into the bulk. An active slender-body
approximation will be introduced and used in a linear stability analysis
of concentrated line distributions of particles, matching the results of
our full numerical simulations. Along the way we will prove a very
surprising "no-flow theorem": particle distributions initially isotropic
in orientation lose isotropy immediately but in such a way that results in
no fluid flow *anywhere* and *at any time*.