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Seminars: Others

Date
Time
Venue

Speaker
Affiliation
Title of Talk

21 Dec 2019
15:00
S17 #04-06 SR1

Oleg Evnin
Chulalongkorn University
Large structured matrices and quantum chaos in resonant systems

Large structured matrices and quantum chaos in resonant systems

Date/Time : 21 Dec 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Oleg Evnin , Chulalongkorn University

Date/Time:21 Dec 2018 15:00 Venue: S17 #04-06 SR1 Speaker: Oleg Evnin, Chulalongkorn University Large structured matrices and quantum chaos in resonant systems Resonant systems emerge as weakly nonlinear approximations to problems of mathematical physics with highly resonant linearized perturbations, including Bose-Einstein condensates in harmonic traps and dynamics in AdS spacetimes. The classical dynamics within this class of systems can be very rich, ranging from fully integrable to chaotic as one changes the values of the mode coupling coefficients. Despite the complexity of the corresponding classical dynamics, the quantum version turns out to be remarkably simple: the Hamiltonian is block-diagonal in the Fock basis, with all blocks of varying finite sizes. One thus deals with the systematics of eigenvalues of highly structured finite matrices, including limits when these matrices become very large. I’ll report on a recent study of both numerical patterns emerging for the integrable cases, and the spectral statistics, which efficiently distinguishes the special integrable cases from generic (chaotic) points in the parameter space, and discuss a range of potential applications.

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13 Nov 2019
14:00
S17 #04-05 SR2

Li Zimu

A Global Geometric Approach to Parallel Transport of Strings in Gauge Theory

A Global Geometric Approach to Parallel Transport of Strings in Gauge Theory

Date/Time : 13 Nov 2019 14:00
Venue : S17 #04-05 SR2
Speaker : Li Zimu,

Date/Time:13 Nov 2019 14:00 Venue: S17 #04-05 SR2 Speaker: Li Zimu A Global Geometric Approach to Parallel Transport of Strings in Gauge Theory In this talk, we will introduce a global geometric method to formulate the concept of parallel transport on surfaces, which first is studied in the context of higher gauge theory as an extension of the classical notion of parallel transport along paths. We will discuss a generalized 3-dimensional non-abelian Stokes’ theorem related to parallel transport on surfaces. After that, we will extend this theorem to four dimension by replacing the underlying algebraic structure: crossed module with crossed 2-module. This 4-dimensional Stokes’ theorem further yields a global formula for parallel transport on volumes, and guarantees its gauge invariance with other important properties which have been seen in the case of surfaces. Add to calendar:

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09 Oct 2019
15:00
S17 #04-06 SR1

Cai Tianxin
Zhejiang University
From Seeing to Discovering

From Seeing to Discovering

Date/Time : 09 Oct 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Cai Tianxin, Zhejiang University

Date/Time:09 Oct 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Cai Tianxin, Zhejiang University From Seeing to Discovering Our civiliza􀀁on has been developed based on modern knowledge and tradi􀀁on, oriental or occidental, but there is an important third source which has o􀀂en been largely neglected: interdisciplinary and intercultural inference and exchange. In this lecture, Professor Cai will focus on the interplay between science and humanity and in par􀀁cular the similarity among mathema􀀁cs, art, poetry, and daily life. He will explain why math is everywhere. Professor Cai believes that there is a process from seeing to discovering in any ﬁeld of study or career, and he will demonstrate it through classical or modern pain􀀁ng together with some photographs that he took from all around the world. Add to calendar:

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28 Aug 2019
14:00
S17 #04-04 SR3

Michael Rockner
Bielefeld University
Solutions of SPDE as zeros of maps on scaled path spaces

Solutions of SPDE as zeros of maps on scaled path spaces

Date/Time : 28 Aug 2019 14:00
Venue : S17 #04-04 SR3
Speaker : Michael Rockner, Bielefeld University

Date/Time:28 Aug 2019 14:00 Venue: S17 #04-04 SR3 Speaker: Michael Rockner, Bielefeld University Solutions of SPDE as zeros of maps on scaled path spaces It has been recently shown that the solutions of a large class of stochastic partial differential equations (SPDE) can be obtained as zeros of properly defined map on a path space equipped with a norm which is “scaled” by the exponential of a function-valued Brownian motion. In the talk this result will be reviewed and connected to current developments about the case where the underlying SPDE is a gradient flow, perturbed by linear multiplicative noise. In this case it follows from the above result and by applying methods from the calculus of variations that the solution minimizes a certain explicit convex functional on the path space. Applications include stochastic porous media equations, stochastic nonlinear parabolic equations (as e.g. the stochastic Cauchy problem for the p-Laplacian)and in the non-gradient case also stochastic nonlinear transport equations. Add to calendar:

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08 Aug 2019
15:00
S17 #04-04 SR3

Yu Weichuan
Hong Kong University of Science and Technology
PTM-Invariant Peptide Identification Using Coding Method

PTM-Invariant Peptide Identification Using Coding Method

Date/Time : 08 Aug 2019 15:00
Venue : S17 #04-04 SR3
Speaker : Yu Weichuan, Hong Kong University of Science and Technology

Date/Time:08 Aug 2019 15:00 Venue: S17 #04-04 SR3 Speaker: Yu Weichuan, Hong Kong University of Science and Technology PTM-Invariant Peptide Identification Using Coding Method In computational proteomics, the identification of peptides with an unlimited number of post-translational modification (PTM) types is a challenging task. The computational cost associated with database search increases exponentially with respect to the number of modified amino acids and linearly with respect to the number of potential PTM types at each amino acid. The problem becomes intractable very quickly if we want to enumerate all possible PTM patterns. We proposed a novel method named PIPI to achieve PTM-invariant peptide identification. It first codes peptide sequences into Boolean vectors and codes experimental spectra into real-valued vectors. For each coded spectrum, it then searches the coded sequence database to find the top scored peptide sequences as candidates. After that, PIPI uses dynamic programming to localize and characterize modified amino acids in each candidate. We used simulation experiments and real data experiments to evaluate the performance in comparison with restricted tools (i.e., Mascot, Comet, and MS-GF+) and unrestricted tools (i.e., Mascot with error tolerant search, MS-Alignment, ProteinProspector, and MODa). Comparison with restricted tools shows that PIPI has a close sensitivity and running speed. Comparison with unrestricted tools shows that PIPI has the highest sensitivity except for Mascot with error tolerant search and ProteinProspector. The simulation experiments also show that PIPI has the lowest false discovery proportion and the highest PTM characterization accuracy among the unrestricted tools. This is a joint work with Fengchao Yu and Ning Li. Add to calendar:

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13 Feb 2019
15:00
S17 #04-06 SR1

Marko Hans Weber
Columbia University
Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications

Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications

Date/Time : 13 Feb 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Marko Hans Weber, Columbia University

Date/Time:13 Feb 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Marko Hans Weber, Columbia University Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications We study the implications of fire-sale externalities on optimal portfolio selection. Banks select their asset holdings to minimize expected execution costs triggered by the need to comply with regulatory leverage requirements. We show that if banks disregard the price impact caused by other banks’ liquidation actions, they hold an excessively diversified portfolio. Instead, banks seek systemic diversification when they account for other banks’ asset holdings: They reduce portfolio overlapping to decrease the likelihood of simultaneous deleveraging, sacrificing diversification benefits at the individual level. The bank’s equilibrium allocation is not socially efficient. A benevolent social planner aiming for minimum fire-sale externalities should provide incentives to increase banks’ diversity. A tax on portfolio overlaps aligns the private and social optimum. Social costs can be reduced by enforcing policies which mandate the split of a bank into smaller institutions with heterogeneous leverage ratios. Add to calendar:

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12 Feb 2019
14:00
S17 #04-06 SR1

Shigeru Kanemitsu
Kyushu Institute of Technology
Special Functions in Number Theory

Special Functions in Number Theory

Date/Time : 12 Feb 2019 14:00
Venue : S17 #04-06 SR1
Speaker : Shigeru Kanemitsu, Kyushu Institute of Technology

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11 Feb 2019
15:00
S17 #04-06 SR1

Yerkin Kitapbayev
Sloan School of Management, MIT
Optimal investment strategies for power generation: the value of green energy

Optimal investment strategies for power generation: the value of green energy

Date/Time : 11 Feb 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Yerkin Kitapbayev, Sloan School of Management, MIT

Date/Time:11 Feb 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Yerkin Kitapbayev, Sloan School of Management, MIT Optimal investment strategies for power generation: the value of green energy This paper examines the investment in and the valuation of power generation projects under uncertainty. The analysis incorporates the possibility of producing from alternative types of fuels, such as renewables (wind) or fossil fuels (gas), hence alternative types of plants/technologies. The model considered in this paper cannot be reduced to a single state variable. It involves two distinct underlying processes, for electricity and gas, as well as embedded (two-dimensional) optimal stopping time problems. We apply probabilistic arguments and show that the optimal investment decision can be characterized by two boundaries that satisfy a system of coupled integral equations of Fredholm type. The value of a project to invest in the best of the two types of plants is the premium associated with the optimal investment policy, i.e., the present value of the cumulative instantaneous gains realized when either of the two technologies is optimal. The ability to select the type of plant/technology has significant effects on investment in power generation. The optimal delay can be substantial even if the values of both projects are both large. Green power generation emerges as a significant source of value creation. (Joint work with Jerome Detemple). Add to calendar:

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31 Jan 2019
15:00
S17 #05-11 SR5

Khoo Yuehaw
Stanford University
Multimarginal optimal transport, density functional theory, and convex relaxation

Multimarginal optimal transport, density functional theory, and convex relaxation

Date/Time : 31 Jan 2019 15:00
Venue : S17 #05-11 SR5
Speaker : Khoo Yuehaw, Stanford University

Date/Time:31 Jan 2019 15:00 Venue: S17 #05-11 SR5 Speaker: Khoo Yuehaw, Stanford University Multimarginal optimal transport, density functional theory, and convex relaxation Density functional theory is an effective tool in solid state physics and quantum chemistry for electronic structure calculation. However, it has difficulties when dealing with strongly correlated systems. In this talk, we examine the regime where the electrons are strictly correlated. This gives rise to a multimarginal optimal transport problem, a direct extension of the optimal transport problem that has applications in economics and operations research as well. In particular we introduce methods from convex optimization to provide a lower bound to the cost of the multimarginal transport problem with a practical running time. We further propose projection schemes based on tensor decomposition to obtain upper bounds to the energy. Numerical experiments demonstrate a gap of order $10^{-3}$ to $10^{-2}$ between the upper and lower bounds. Add to calendar:

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