Mar
1
Multiscale Modeling in Biology
Description A multiscale model of blood clot formation will be described which combines a detailed tissue factor pathway submodel of blood coagulation, a blood flow submodel and a stochastic discrete...
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Mar
1
The Tractability of Gaussian Kernel Function Approximation with Nonhomogeneous Shape Parameter
Description The Gaussian kernel is a popular choice for radial basis function approximation. For a fixed dimension, the error decays exponentially with sample size. However, the leading coefficient of...
Feb
22
The Realized Laplace Transform of Volatility
SpeakerViktor TodorovNorthwestern Universityhttp://www.kellogg.northwestern.edu/faculty/todorov/htm/ Description We introduce a new measure constructed from high-frequency financial data which we call...
Feb
22
A Green Function Approach to (Conditionally) Positive Definite Functions and Reproducing Kernels of Generalized Sobolev Spaces
Description In this talk we introduce a generalization of the classical L2(Rd)-based Sobolev spaces with the help of a vector operator P which consists of finitely or countably many operators Pn that...
Feb
22
The Congestion Control Modeling in Satellite Networks
Description Congestion control algorithms were implemented for the internet about two decades ago, however mathematical models of congestion control are relatively newer. This seminar mainly presents...
Feb
19
On the Fractional Calculus
Speaker Changpin Li Utah State University http://directory.usu.edu/aggie/698e44/ Description In this talk, we firstly recall the simple history of fractional calculus then introduce the definitions of...
Feb
15
Slender Body Theory and Applications to DNA
Description We will discuss the Kirchhoff rod model and the incorporation of a first approximation of viscous drag. This model is examined through the most simple case applicable to short segments of...
Feb
15
Multivariate Interpolation with Increasingly Flat Radial Basis Functions
Description We consider the problem of multivariate interpolation with radial basis functions consisting of a scaling parameter. In particular, we discuss the limit of interpolants by radial basis...
Feb
8
Three Methods in Solving the Nonlinear Filtering Problem
SpeakerStephen YauUniversity of ÌÒ×ÓÊÓƵAPP - Chicagohttp://www.math.uic.edu/people/profile?mscsid=yau Description It is well known that the filtering theory has important applications in both military...
Feb
8
Orthonormal Basis Construction and Optimal Design Criteria with Derivative Information
Description In computer experiments where each run is costly, one may wish to construct a surrogate, f (x) = Ψ T(x)β, that approximates the true response f : Ω → R. Here Ψ(x) =(Ψ1 (x), . . . , Ψk (x))...