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Spring 2008 Mathematics Colloquia
(in reverse chronological order)
Colloquium
Friday, April 4th, 2008 at 3:00, NS 333
"An Introduction to Mathematical Finance for Mathematicians"
Professor Philip Protter
Cornell University
Abstract:
Louis Bachelier invented a mathematical model of Brownian motion in
1900 (five years before Einstein did the same albeit for very
different reasons) in order to model the Paris stock market.
Bachelier's work forgotten, in the 1960s Paul Samuelson waged a lonely
but ultimately successful campaign to convince his peers to use
probability to model the stock market, which had always been
considered the consequence of actions, and not at all random. The
evolution of the last 40 years of these models has been astounding,
leading to huge advances in our understanding of risk in the sense of
insurance of unusual and often innovative forms, known as financial
derivatives. In this talk, we will explain the mathematical
interpretation of the economics concept of arbitrage, and en
passant we will explain the term and the role of martingales.
Colloquium
Friday, March 21st, 2008 at 3:00, NS 333
"Mathematical modeling for flocking phenomena and its analysis"
Professor Seung-Yeal Ha
Seoul National University
Abstract:
Collective self-driven synchronized motion of self-propelled particles
such as flocking of birds, schooling of fishes, swarming of bacteria,
appears in many context in biological organisms, mobile networks and
human networks etc. In this talk, I will present kinetic and fluid
models derivable from Cucker-Smale's flocking model, and also discuss
their mathematical structures and possible applications of flocking
mechanism to phototaxis problem arising from biology.
Colloquium
Friday, March 7th, 2008 at 3:00, NS 333
"Around Nonseparably Connected Metric Spaces"
Professor Michal Morayne
Wroclaw University of Technology
Abstract:
It is difficult to find a connected metric space which does not
contain any non-trivial separable connected subspace. So far there
have been only two such examples given: by R. Pol and P. Simon. We
give the third which is a graph of a function from the reals into a
non-separable Banach space. In fact this idea provides a certain more
general technique for producing special spaces. We also show a
positive result when a regular subset of a Banach space must be
separably connected (i.e. each two points are contained in a
separable connected subspace) in the weak* topology.
This talk is based on a joint paper with Ph.D student Michal
Wojcik: "Nonseparably Connected and Punctiform Spaces and Connected
Graphs of Functions".
Colloquium
Friday, February 8th, 2008 at 3:00, NS 333
"Analytical models for strategic, intermediate, and real-time design and management of warehousing systems"
Professor Sunderesh S. Heragu
University of Louisville, Logistics and
Distribution Institute
Abstract:
In this paper, we discuss several models for the design, analysis and
real-time control of intra-plant logistical problems. With a warehouse
as the setting, we present (1) a large scale, mixed-integer
programming model that can allocate products to areas in a warehouse
and thus determine the size of each area; (2) a queuing network model
that can analyze designs quickly and accurately with respect to
important operational performance measures; and (3) an intelligent
agent-based control mechanism to help a material handling system adapt
in real-time and effectively to disturbances - external and internal -
to the system. Effectiveness of this approach is illustrated with
numerical examples and a real-world application.
Fall 2007 Mathematics Colloquia
(in reverse chronological order)
Colloquium
Friday, November 30th, 2007 at 4:00, NS 333
(NOTE NONSTANDARD TIME)
"Bounds on dimension of divisible codes"
Professor Xiaoyu Liu
Wright State University
Abstract:
Divisible codes were introduced by H. N. Ward in 1981. A q-ary
divisible code is a linear code over the field of q elements whose
codewords all have weights divisible by some integer Δ>1,
where Δ is called a divisor of the code. Ward proved a divisible
code bound on dimension of a divisible code when the weight spectrum
is given. However, bound on dimension of divisible codes in terms of
code length and divisibility level answers the most fundamental
question in coding theory for divisible codes. In this talk, we will
give an exact upper bound for the dimension of binary divisible codes
in this sense and prove the uniqueness up to equivalence of the code
attaining this bound, given the hypothesis that a certain nonzero
weight exists. We will also see that the hypothesis is true for level
3 codes of maximum dimension with relatively short lengths.
Colloquium
Friday, October 19th, 2007 at 3:00, NS 333
"Stability analysis of stationary solutions for the Cahn-Hilliard Equation"
Professor Peter Howard
Texas A&M University
Abstract:
I will discuss recent results on the stability of stationary solutions
for the Cahn-Hilliard equation in ℝd,
d≥1. For the case d = 1, there are precisely three
types of non-constant bounded stationary solutions, periodic
solutions, pulse-type (reversal) solutions, and monotonic
transition fronts. These solutions can be categorized as
follows: the periodic and reversal solutions are both
spectrally unstable, while the transition fronts are
nonlinearly (phase-asymptotically) stable. The cases
d≥2 are more complicated, and I will discuss what is
known about stationary solutions in these cases. Particular
emphasis will be placed on planar transition front (or "kink")
solutions.
Colloquium
Friday, October 12th, 2007 at 3:30, NS 333
"Markov bases for two-way subtable sum problems"
Professor Ruriko Yoshida
University of Kentucky
Abstract:
Diaconis-Sturmfels developed an algorithm for sampling from
conditional distributions for a statistical model of discrete
exponential families, based on the algebraic theory of toric ideals.
This algorithm is applied to categorical data analysis through the
notion of Markov bases. Initiated with its application to Markov
chain Monte Carlo approach for testing statistical fitting of the
given model, many researchers have extensively studied the structure
of Markov bases for models in computational algebraic statistics. In
the Markov chain Monte Carlo approach for testing statistical fitting
of the given model, a Markov basis is a set of moves connecting all
contingency tables satisfying the given margins.
It has been well-known that for two-way contingency tables with
fixed row sums and column sums the set of square-free moves of degree
two forms a Markov basis. However when we impose an additional
constraint that the sum of a subtable is also fixed, then these moves
do not necessarily form a Markov basis. Thus, in this paper, we show a
necessary and sufficient condition on a subtable so that the set of
square-free moves of degree two forms a Markov basis.
The paper on which this talk is based can be found at http://arxiv.org/abs/0708.2312. Slides
will be made available at http://www.ms.uky.edu/~ruriko/pdf/Louisville.pdf
Colloquium
Friday, September 14th, 2007 at 2:00pm, NS 333
"Mathematics and Epidemics: Local versus global perspectives"
Regents Professor Carlos Castillo-Chavez
Arizona State University
Abstract:
In this lecture, I will review the role of mathematics in epidemiology and proceed to outline some of its contributions to the challenges posed by emergent diseases like SARS, tuberculosis and influenza.
Spring 2007 Mathematics Colloquia
Colloquium
Wednesday, March 8th, 2007 at 9:00am, NS 333
(NOTE NONSTANDARD TIME)
"Maximum directed cuts in digraphs with degree restriction"
Professor Jeno Lehel
University of Memphis and Vernon Wilson Endowed Chair at Eastern Kentucky University
Abstract:
Every digraph of size m has a directed cut of size at least m/4
+ Θ(sqrt(m)). This bound eventually improves when a
restricted subfamily of digraphs is taken into consideration. For
instance, if the maximum outdegree of the digraph is k, then it has a
cut of size at least m/4 + m/(8k + 4). We investigate the size of the
maximum directed cut for the larger family of digraphs in which each
vertex has either indegree at most k or outdegree at most k.
Fall 2006 Mathematics Colloquia
Colloquium
Wednesday, October 18th, 2006 at 2:00pm, NS 333
(NOTE NONSTANDARD TIME)
"Self-Dual Codes over Z8 and Z9"
Professor T. Aaron Gulliver
Department of Electrical and Computer Engineering, University of Victoria
Abstract:
Self-dual codes over finite fields are a widely studied subject.
Recently a great deal of attention has been given to self-dual codes
over a variety of rings. It is known that all self-dual codes over
Zm can be found by applying the Chinese Remainder
Theorem to self-dual codes over Zpe for
p a prime. Hence, it is important to classify self-dual codes
over the integers modulo prime powers, since this classification will
give the classification over Zm.
This presentation will consider self-dual codes over the
rings Z8 and Z9. Various weights
and weight enumerators over these rings will be described. The torsion
codes over these rings will be examined to characterize the structure
of self-dual codes. Finally, the classification of self-dual codes of
small lengths over Z8 and Z9 will
be given.
Colloquium
Friday, October 13th, 2006 at 4:00pm, NS 333
"Analyzing chaotic economic models with ill-defined forward dynamics"
Professor Judy Kennedy
University of Delaware
Abstract:
Some economic models, such as the cash-in-advance model of
money of overlapping generations model, have the property that the
dynamics are ill-defined going forward in time, but well defined going
backward in time, often via a continuous function on a compact metric
space called the "backwards map". We analyze such models using inverse
limit spaces. Specifically, we recall a construction of a measure on
the inverse limit space induced by an invariant measure on the factor
space. We show (1) that if the measure on the factor space is "natural",
then so is the induced measure on the inverse limit space; and (2)
that integration of continuous functions from the inverse limit space
to the reals makes sense with respect to the induced measure. We then
compute the integral of a utility function associated with the
economic model, thus obtaining an expected value for the utility
function; and make some conclusions about what this says for the
economic model.
COLLOQUIUM Wednesday, September 27th, 2006 at 4:00pm NS 333 (Refreshments in room 334 at 3:30)
"Cluster Analysis: An application of Posets?"
Professor Melvin Janowitz Associate Director of DIMACS and President of the Classification Society of North America
Abstract :
In this age of computers we
are literally inundated with data. It comes to us from satellites, from DNA
analysis, from weather data, from astronomy, from clinical medical trials, from
monitoring email messages, and from many other sources. The data often arrives
in a raw format and there is a need for computers to rapidly process the data
with a view toward helping us understand it. This analysis is often done within
a discipline called cluster analysis, and is based upon interpretations of the
degree of similarity between pairs of objects. These similarities are often
based on data that are part of a probability distribution or at least some sort
of confidence interval. As such the resulting similarities naturally have only
ordinal significance, and should therefore be thought of as taking values in a
poset (partially ordered set). Naive approaches to this severely limit the
available clustering algorithms. The talk is combinatorial in nature, and will
present an order theoretic model that allows for many standard cluster
techniques. It also puts cluster analysis and a discipline called Formal Concept
Analysis into a common framework.
The talk should be accessible to
first year graduate students as well as advanced undergraduates and does not
involve any prior knowledge of statistics. A basic knowledge of sets, relations
and functions will, however, be assumed.
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COLLOQUIUM Wednesday, August 23rd, 2006 at 4:00pm NS 333 (Coffee and cookies in room 334 at 3:30)
"On Fixed Points & Homotopy Invariant Results"
Professor Mohammad Khan Sultan Qaboos University, Sultanate of Oman
Abstract
: A number of results on fixed points for various types of
mappings defined on complete metric spaces will be presented.
Invariance of these fixed points under homotopies will also be discussed.
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Spring 2006
COLLOQUIUM Friday, March 24th, 2006 at 4:00pm NS 333 (Coffee and cookies in room 334 at 3:40)
"Almost Everywhere Convergence of Sequences and
Subsequences in Ergodic Theory and Harmonic Analysis"
Dr. Joseph Rosenblatt University of Illinois at Urbana-Champaign
Abstract : The classical results of Birkhoff's Ergodic Theorem and
Lebesgue's Differentiation Theorem are closely connected in many ways.
This connection providesimportant insights into the nature of the convergence in
these two different contexts. Moreover, the same issues of convergence in
norm and almost everywhere arise in both the ergodic theory and
harmonic analysis settings if one tries to extend these results to related, but more
general, averaging operators. These issues, things we
already know and things we wish we knew, will be described.
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COLLOQUIUM Friday, January 27th, 2006 at 4:00pm NS 333 (Coffee and cookies in room 334 at 3:30)
"Modeling of elastic waves propagation generated by a
far or a closed earthquake inside a city"
Dr. Jean-Philippe Groby
Laboratory of Acoustics and Thermal Physics, KuLeuven, Belgium
Laboratorie de Mecanique et d'Acoustique, Marseille, France
Abstract : We can neither predict, nor fight against an earthquake. We
could just try to limit damages and human disaster included by an
earthquake in a urban site. These sites, for practical reason, are often
build on sedimentary or lake basin. Nevertheless, such a site is one the
most dangerous when an earthquake happen, because of the mechanical
properties of the soil (Mexico in 1985, Izmit in 1999...). A firts step in
action development to limit effects of earthquake in urban zone is to
understand mechanism and phenomena involved. These are mainly composed of
two categories, each of them being highly coupled with the other. On one
hand, mechanism and phenomena related to the history of the incoming wave,
and on the other hand, those related to the interaction of this incoming
wave with buildings. We show, numerically and theorically, that the
solicitation of a configuration by a normaly incident plane wave do not
correctly represents neither the response, nor the phenomena, when the
epicenter is localised far from the city. In this case, we show that the
characteristics of the coda, noticed inside the city, were partially
included in the incoming wave, this being partially due to mode excitation
of the configuration. Then, we exhibits main mechanism of the interaction
of this wave with buildings. Presence of the latter induced a strongly
modification of the deplacement field inside the city leading to a more
devasttating effect (mainly in the SH case). This modifcation is
essentially due to a modification of the mode of the total (i.e. building
+ soil) configuration. This study is an analytical proof of the importance
and the complementarity of these two mechanism classes in the phenomena
understanding.
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COLLOQUIUM Friday, January 20th, 2006 at 4:00pm NS 333 (Coffee and cookies in room 334 at 3:30)
"NONPARAMETRIC ESTIMATION OF VOLATILITY MODELS
WITH SERIALLY DEPENDENT INNOVATIONS"
Professor Michael Levine
Department of Statistics, Purdue University
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Fall 2005 Mathematics Colloquia
(in reverse chronological order)
COLLOQUIUM Tuesday, November 29th, 2005 at 4:00pm NS 333 (Coffee and cookies in room 334 at 3:30)
(PLEASE NOTE IRREGULAR TIME)
"STATISTICAL CONVERGENCE"
Professor Harry Miller
University of Sarajevo
Abstract:
Assigning a number to a divergent sequence, the subject matter
of summability theory, has a long history (see G. H. Hardy, Divergent
Series, 1949). The Fejer Theorem in Fourier Analysis and the Borel Theorem
of Large Numbers in Probability Theory illustrate the applicability of
summability techniques.
Summability theory has been an active area of research for much of the
20th century. Now, after a pause of attention by researchers of roughly 20
years, the field is experiencing renewed activity. A flavor of some of
this new work will be presented.
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COLLOQUIUM
Friday, November 11th, 2005 at 3:00pm NS 333 (cookies and coffee in NS 334 at 2:30pm)
Artin-Rees properties of ideals
Dr. Hamid Kulosman
University of Louisville
Abstract:
The so-called Artin-Rees lemma about the intersection properties
of powers of ideals in commutative rings was proved independently by Emil
Artin and David Rees in 1950's. It has applications to various branches of
Commutative Algebra, Algebraic Number Theory, Algebraic Geometry and is
generalized in many directions. One of the recent developments is a theory
by Craig Huneke about the connection between the uniform Artin-Rees
properties and the relation type of ideals.
We will give a short historical overview of the Artin-Rees properties,
discuss some of our results related to the intersection properties of
powers of ideals generated by various types of sequences and state some
open questions.
No prior knowledge of the discussed topics will be assumed or needed.
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COLLOQUIUM
Friday, October 7th, 2005 at 4:00pm NS 333 (cookies and coffee in NS 334 at 3:30pm)
Mathematical Models for Insurance Fraud Detection
Dr. Richard Derrig
President, OPAL Consulting LLC,
Visiting Scholar, Wharton School, University of Pennsylvania
Abstract:
A discussion of some joint research with folks at the University of
Texas on fraud detection via a binary classification of (insurance claim)
characteristic vectors in n-space. This result fits into a "data mining"
slot
known as "unsupervised" learning, i.e., there are no known assignments to
the
two classes (fraud) but rather known or assumed responses (vector
components)
that are in a latent variable (fraud/no fraud). The origins of the
technique
are educational testing and marketing where the feature vectors are scored
answers to questions and the latent variable is pass/fail (buy/no buy).
Comparisons with other common modeling results for fraud and an application
to
structural changes in databases will be covered. No prior knowledge of
insurance will be assumed or needed.
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Spring 2005 Mathematics Colloquia
(in reverse chronological order)
Mathematics
Colloquium
Title: Generating the symmetric group
Dr. James Mitchell
University of St. Andrews, Scotland
Friday, January 14th, 2005 at 4pm NS 333
In this talk we will discuss generating finite and infinite symmetric groups. No specialist knowledge is required.
(Coffee and cookies at 3:30 Room 334)
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Fall 2004 Mathematics Colloquia
(in reverse chronological order)
Mathematics
Colloquium
Title: Factor maps and monotonicity in dynamical systems
Dr. Karen Ball
Indiana University, Bloomington
Friday, November 19th, 2004 at 3pm NS 333
An important class of problems in dynamical systems has to do with classifying systems up to isomorphism. In this talk, I will discuss homomorphisms (also known as factor maps) and isomorphisms of measurable dynamical systems and what is known about their existence, culminating Sinai's Factor Theorem and Ornstein's Isomorphism Theorem. I will also talk about new work studying the existence of factor maps with a special monotonicity property.
(Coffee and cookies at 2:30 Room 334)
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Mathematics
Colloquium
Title: Stability of nth Flett's points and Lagrange's points
Dr. Iwona Pawlikowska
Silesian University, Katowice, Poland
Friday, October 29th, 2004 at 4:00pm NS 333
In 1940 S. M. Ulam posed a question concerning the stability of homomorphisms. After that D. H. Hyers gave an affirmative answer to this question. M. Das, T. Riedel and P. K. Sahoo dealt with Hyers-Ulam stability of Flett's points i.e. points which satisfy Flett's mean value theorem. The Hyers-Ulam stability of n-th Flett's points for which a generalized Flett's mean value is satisfied and of Lagrange's points will be discussed during the talk.
(Coffee and cookies at 3:30 Room 334)
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Mathematics
Colloquium
Title: Filtering with a Marked Point Process Observation:
Applications to the Econometrics of Ultra-High-Frequency Data
Dr. Zeng
University of Missouri at Kansas City
Friday, September 17th, 2004 at 4pm NS 333
Ultra-high-frequency (UHF) data is naturally modeled as a marked point process (MPP). Even though econometricians model UHF data as a MPP, they view UHF data as an irregularly-spaced time series. In this talk, we take the angle of probabilists and view UHF data as an observed sample path of a MPP. Then, we propose a general filtering model for UHF data where the signals are latent processes with time-varying and the observations are in a generic mark space with other observable factors. The statistical foundations of the proposed model, likelihoods, posterior, likelihood ratios and Bayes factors, are studied. They all are of continuous time, of infinite dimension and are characterized by stochastic differential equations such as filtering equations. These equations are derived. Mathematical foundations for consistent, efficient algorithms will be established. Two general approaches for constructing algorithms will be discussed. One approach is Kushner's Markov chain approximation method, and the other is " Sequential Monte Carlo" method or " particle filtering" method. Simulation and real data examples will be provided.
(Coffee and cookies at 3:30 Room 334)
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Mathematics
Colloquium
Title: Rank and Status in Semigroup Theory
Dr. John M. Howie
University of St. Andrews, Scotland
Wednesday, September 15th, 2004 at 4pm NS 333
Dr. Howie is Regius Professor Emeritus at St. Andrews. He has an international reputation as a researcher, author and doctoral advisor. His ten doctoral students are all active in research. In addition to more than seventy research papers he has written the following books: * An introduction to semigroup theory, Academic Press, 1976. * Automata and languages, Oxford University Press, 1991. * Fundamentals of semigroup theory, Oxford University Press, 1995. * Real analysis, 2001. * Complex analysis, Springer, 2003. His talk will be accessible to graduate students, and will include some recent results in the algebraic theory of semigroups.
(Coffee and cookies at 3:30 Room 334)
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Mathematics
Colloquium
Title: Second order harnesses and orthogonal polynomials
Dr. Jacek Wesolowski
Technical University of Warsaw, Poland
Friday, September 3rd, 2004 at 4pm NS 333
A class of stochastic processes with linear conditional expectations and quadratic conditional variances is studied. They have a structure of second order harnesses, processes which are somewhat related to martingales. Originally, (first order) harnesses were introduced in sixties by Hammersly. They are intensively studied nowadays, mostly, due to the Paris school led by Marc Yor. It appears that such processes are Markov and their transition probabilities are conveniently defined in terms of systems of orthogonal polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Levy processes. This is a joint work with Wlodek Bryc (Univ. of Cincinnati).
(Coffee and cookies at 3:30 Room 334)
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Mathematics
Colloquium
Title: William T. Tutte, 1917-2002
Professor Arthur Hobbs
Texax A&M University
Monday, August 16th, 2004 at 2pm NS 333
William T. Tutte's first mathematical research was completed while he was an undergraduate chemistry major at Cambridge. He and his colleagues, Brooks, Smith, and Stone, gave the first theory-driven solution to the problem of covering a square of integer side length with non-overlapping squares of all-different integer side lengths. Tutte spent the war years at Bletchley Park, where he almost single-handedly broke the German Army High Command code (not the Enigma code). Tutte's 417 page thesis, written at Cambridge during the 3 years immediately following the war, solved the then most important problem in matroid theory - characterizing those matroids that can be derived from graphs - using exclusion of minors introduced by Wagner for graphs. In his thesis, he also introduced the polynomial now named after him. The Tutte polynomial subsumes the chromatic polynomial, the tree counting polynomial, and the flow polynomial, and it has applications in knot theory and elsewhere. Tutte continued his career with further extraordinary results. He did foundational work in several branches of graph theory, including characterizing graphs with 1-factors, enumerating graphs, advancing the theory of chromatic polynomials, and characterizing classes of graphs with Hamiltonian cycles. Tutte was made a Fellow of the Royal Society of Canada in 1958, a Fellow of the Royal Society in 1987, and an Officer of the Order of Canada in 2001. In the March, 2004, issue of the AMS Notices, James Oxley (Louisiana State University) and the speaker, Arthur Hobbs (Texas A&M University), published an article on the life and work of William T. Tutte. In the present talk, Prof. Hobbs will give a more extended review of some of the more interesting aspects of Tutte's work and life. ___________________________ Arthur M. Hobbs is a professor at Texas A&M University. He was Tutte's student from 1968 to 1971 and has over 40 published papers. His recent research work has been on uniform density in graphs and matroids, a subject initiated by Tutte, and on Hamiltonian cycles in graphs, a subject in which Tutte made major contributions.
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