Special Seminar
Mathematical/Computational Biology
Abstract: Principles from the statistical mechanics of energy landscapes provide a general theoretical framework to understand protein folding. In my talk I will discuss some recent results which make connections between theory, experiment, and simulation, and which provide steps towards understanding and predicting protein folding mechanisms. Specifically, I will show how using the theory of free energy functionals, one can explain the universal effects that native topology and energetic heterogeneity have on folding mechanism. I will also show how the theory and simulations we performed help to elucidate the structure of the landscape, by comparison with such experimental measures as Bronsted plots, phi-value analysis, and the observations of anomalous kinetics and transition state drift.
Stochastic Systems Seminar
Abstract: One of specific features of insurance models is that the risk an insurance company faces is generated by incoming claims and it is not related to the available capital. As a result in the diffusion approximation of the surplus (or the risk) process the diffusion and the drift coefficients do not go to zero when the surplus is approaching zero. One can reduce the risk by applying reinsurance, which simultaneously reduces potential profits. The problems of dividends optimization in such models become akin to consumption/investment models of mathematical finance in a Bachelier world, where stocks are governed by arithmetic Brownian motion and all the utility functions are linear.
In the case when the insurance company can invest a part or all of its surplus in a stock market, the dividend optimization model becomes especially interesting. In a certain sense it is a consumption/investment model for an investor who has a linear utility function and who is required to deal with two types of markets: the classical Back-Scholes market and the Bachelier market.
More formally we consider a problem in which the liquid assets or a surplus of a company are modeled by a diffusion process. At each moment of time the management of the company makes a decision of the amount of dividend paid-outs to the shareholders. There is also a possibility to reduce risk exposure by conducting a less aggressive business activity, which also results in a smaller potential profit. In the case of an insurance company different business activities correspond to different reinsurance levels, which the insurance company may choose. The company also chooses how much of its surplus to invest in a stock market whose returns are governed by an exponential Brownian motion. The objective is to chose the policy which maximizes the expected dividend pay-outs.
Mathematically this problem is a mixed singular/regular stochastic control problem. Its analytical part consists of a solution to a series of related free boundary problems for linear and nonlinear ODEs. The resulting optimal process is a diffusion process whose coefficients are determined via the solutions to those ODEs and which is reflected from one of the free boundaries.
Lefschetz Center for Dynamical Systems Seminar
Abstract: We investigate the role of interacting oscillatory instabilities in the nonlinear dynamics and control of axial compressors and airfoil flutter problems. Hopf-Hopf bifurcations generically are capable of generating an exceedingly rich set of dynamic phenomena. I shall present which behaviors appear in the engineering systems and discuss examples illustrating how they might be exploited for control purposes.
Brown University Center for Statistical Sciences Seminar
Harvard School of Public Health | |
***Reception following seminar at 167 Angell St., 2nd floor conference room |
Abstract: Studies that investigate the effect of human teratogens on fetal development typically record the presence or absence of a multitude of birth defects for each infant, resulting in data of multivariate binary form. Such studies typically have three objectives: (1) estimate an overall effect of exposure across outcomes, (2) identify subjects affected by exposure, and (3) identify those outcomes that constitute the syndrome so that these can be used as diagnostic tools during future physical examinations. We propose the use of a logistic regression model with crossed random effect structure to address all three questions simultaneously. Special cases of the model refer to order-restricted exposure effects, exposure effects clustered according to location (face, head, hands, feet or body), and estimation of exposure effects via techniques analogous to the lasso. We use the proposed models to analyze data from a study investigating the effects of in utero antiepileptic drug exposure on fetal development.
This is a joint work with Jim Hobert, Louise Ryan, and Lewis Holmes.
Pattern Theory Seminar
Federal University of Ceara (Brazil) and University of Ottawa (Canada) | |
Abstract: The Frequency Assignment Problem (FAP) arises when the number of frequency channels is smaller than the number of users in wireless networks. The FAP is NP-Hard and plays an important role in the network management. Usually, the number of available channels are much smaller than the number of users and services accessing the network. Therefore, the reuse of frequency channels is mandatory. This may cause interference. Nowadays, cellular phone operators use some techniques to cope with channel shortage. For example, time or code division, and local frequency clustering. In this work, we propose to minimize the total interference of the system, using a Greedy Randomized Adaptive Search Procedure (GRASP). Path Re-linking, which consists of a new search intensification method, will be described. Besides, we used a reactive heuristic in order to balance GRASP parameters. Experimental results achieved will be reported.
Brown Analysis Seminar
Discovers the New Version of Human Nature | |
Special Department of Mathematics Colloquium
PDE Seminar
Department of Mathematics Colloquium
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