Nov
10
Network Flow Problems: A Survey
Description We shall give a brief overview of basic concepts in network flows and the two classical problems of min cost and max flow. Our main focus will be the min-cost network flow with convex cost...
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Nov
9
Minimal Supersolutions of Convex BSDEs and Robust Extensions
SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...
Nov
7
Some Tools for Sampling Complex Probability Distributions
Description This talk will survey my efforts with coworkers to develop and analyze Monte Carlo sampling algorithms for complex (usually high dimensional) probability distributions. The algorithms can...
Nov
7
Quasi Standard error for Monte Carlo and Quasi Monte Carlo Methods
Event Topic: Computational Mathematics & Statistics
Oct
27
The Real Logic of Drawing Graphs
Speaker Marcus Schaefer DePaul University http://ovid.cs.depaul.edu/ Description We study the complexity of several geometric graph drawing problems, including the recognition problem for intersection...
Oct
27
NAG Presentation and Demonstration on Computational Optimization and its Applications
Description NAG invites you to join an innovative presentation hosted at the Illinois Institute of Technology that includes a selection of software demonstrations, as well as a detailed discussion...
Oct
24
Pricing CDS Index Options in a Nonlinear Filtering Model
SpeakerDr. Alexander HerbertssonUniversity of Gothenburg, Swedenhttp://www.economics.handels.gu.se/english/staff/senior_lecturers-lecturers-_researchers/alexander_herbertsson/ Description We derive...
Oct
24
Optimal Design When Gradient Information is Available
Event Topic: Computational Mathematics & Statistics
Oct
19
Modeling Self-Organizing Networks
Description One of the most characteristic features of a graph corresponding to many self-organizing networks is its degree sequence, in which the fraction of vertices of degree larger than k...
Oct
19
On the Traveling Wave Solutions for a Nonlinear Diffusion-Convection Equation: Dynamical System Approach
Description The existence of uncountably infinite global monotonic wavefront solutions and semi-wavefront solutions with bounded support is proved for a general nonlinear diffusion-convection equation...