16:30
16:30
16:15
14:30
Convex quadratic semi-definite programming problem: algorithms and applications
Abstract
The talk starts with a general introduction of the convex
quadratic semidefinite programming problem (QSDP), followed by a number of
interesting examples arising from finance, statistics and computer sciences.
We then discuss the concept of primal nondegeneracy for QSDP and show that
some QSDPs are nondegenerate and others are not even under the linear
independence assumption. The talk then moves on to the algorithmic side by
introducing the dual approach and how it naturally leads to Newton's method,
which is quadratically convergent for degenerate problems. On the
implementation side of the Newton method, we stress that direct methods for
the linear equations in Newton's method are impossible simply because the
equations are quite large in size and dense. Our numerical experiments use
the conjugate gradient method, which works quite well for the nearest
correlation matrix problem. We also discuss difficulties for us to find
appropriate preconditioners for the linear system encountered. The talk
concludes in discussing some other available methods and some future topics.
12:00
10:00
14:00
12:00
11:00
17:00
15:45
Pathwise stochastic optimal control
Abstract
/notices/events/abstracts/stochastic-analysis/mt06/rogers.shtml
15:45
Topology of moduli spaces II
(which will be self-contained and independent of -though not unrelated to- part I)
Cobordism cate
Abstract
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14:15
Applications of ransom matrix theory to statistics of the Riemann zeta function
Abstract
/notices/events/abstracts/stochastic-analysis/mt06/snaith.shtml
12:00
Quantizing BPS Black Holes in 4 Dimensions
Abstract
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16:30
Three Eras of Aggregation Kinetics
Abstract
Aggregation refers to the thermodynamically favoured coalescence of individual molecular units (monomers) into dense clusters. The formation of liquid drops in oversaturated vapour, or the precipitation of solids from liquid solutions, are 'everyday' examples. A more exotic example, the crystallization of hydrophobic proteins in lipid bilayers, comes from current biophysics.
This talk begins with the basic physics of the simplest classical model, in which clusters grow by absorbing or expelling monomers, and the free monomers are transported by diffusion. Next, comes the description of three successive 'eras' of the aggregation process: NUCLEATION is the initial creation of clusters whose sizes are sufficiently large that they most likely continue to grow, instead of dissolving back into monomers.
The essential physical idea is growth by unlikely fluctuations past a high free energy barrier. The GROWTH of the clusters after nucleation depletes the initial oversaturation of monomer. The free energy barrier against nucleation increases, effectively shutting off any further nucleation. Finally, the oversaturation is so depleted, that the largest clusters grow only by dissolution of the smallest. This final era is called COARSENING.
The initial rate of nucleation and the evolution of the cluster size distribution during coarsening are the subjects of classical, well known models. The 'new meat' of this talk is a 'global' model of aggregation that quantitates the nucleation era, and provides an effective initial condition for the evolution of the cluster size distribution during growth and coarsening. One by-product is the determination of explicit scales of time and cluster size for all three eras. In particular, if G_* is the initial free energy barrier against nucleation, then the characteristic time of the nucleation era is proportional to exp(2G_*/5k_bT), and the characteristic number of monomers in a cluster during the nucleation era is exp(3G_*/5k_bT). Finally, the 'global' model of aggregation informs the selection of the self similar cluster size distribution that characterizes 'mature' coarsening.
15:15
Line bundles over quantum tori and Hilbert's 12th problem
Abstract
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14:30
16:30