Noticias en español
Seminars appear in decreasing order in relation to date. To find an activity of your interest just go down on the list. Normally seminars are given in English. If not, they will be marked as Spanish Only.
Deep factorization of the stable process
Abstract: The Lamperti–Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma...
On domain decomposition preconditioners for finite element approximations of the Helmholtz equation using absorption.
Abstracta: (adjunto)
Two-layer shallow-water internal waves: stability and shocks in mixed type PDEs
Abstract: We study the problem of long waves at the interface of two fluid layers of different densities and present three main results: (i) In the weak stratification (Boussinesq) case, the equations of mixed-type are well posed for times up to breaking if the initial data is in the hyperbolic region of phase space. The physical interpretation of this result is that a type of nonlinear stability holds for sufficiently large Richardson number (ii) In the general case there may be initially hyperbolic data that exit into the elliptic region...
Complexity in Convex Optimization: Oracles, Algorithms and Applications
Abastract The need to solve large-scale optimization problems is ubiquitous. Modern applications in signal processing, machine learning and big data, need at their core conv optimization solvers. In this respect, understanding the limits of performance of such methods is a crucial task. In this talk we introduce the theory of oracle complexity as a standpoint to understand the efficiency of optimization algorithms. We will see how state of the art algorithms can be seen as oracle-based, and how the classical theory does not...
MPC Motivited Computational Optimization
Abstract: I will start with a brief introduction to the paradigm of Model Predictive Control (MPC). Then I will discuss various enhancements of the Newton/SQP method motivited by MPC problems, such as modified and inexact Newton-type methods. Finally, I will talk about tracking solution trajectoris of parametric variational inequalities by using predictor-corrector path-following.
A polyhedral study of the diameter constrained minimum spanning tree problem
Abstract: The diameter constrained minimum spanning tree problem (DMSTP) is defined as follows: Given an edge-weighted graph G, and a diameter limit D, the goal is to identify a minimum cost spanning tree of G whose diameter does not exceed D. The question on how to provide a strong formulation for the DMSTP in the natural space of edge variables (using only one variable associated to each edge) remained open for some time and up to now, only extended formulations for the DMSTP are considered in the literature. Despite providing very...
Implicaciones geométricas de la desigualdad de Poincaré en espacios métricos de medida
Resumen: En los últimos años, el cálculo de primer orden desarrollado clasicamente en el marco de los espacios euclídeos, se ha extendido a espacios que no necesariamente están dotados de una estructura diferenciable. Una vertiente del cálculo de primer orden que se ha desarrollado en el contexto general de espacios métricos ha sido bajo la hipótesis de que nuestra espacio admita una medida doblante y una desigualdad de Poincaré. Dicha desigualdad crea una conexión entre la métrica, la medida y el módulo del gradiente, además de un nexo de...
DIMENSIONALLY ADAPTIVE METHODS (DAM) FOR THE SIMULATION AND INVERSION OF ELECTROMAGNETIC GEOPHYSICAL MEASUREMENTS
ABSTRACT A number of three dimensional (3D) simulators of geophysical logging measurements have been developed during the last two decades for oil-industry applications. These simulators have been suc- cessfully used to study and quantify different physical effects occurring in 3D geometries. Despite such recent advances, there are still many 3D effects for which reliable simulations are not available. Furthermore, in most of the existing results, only partial validations have been reported, typically obtained by comparing solutions of...
“A brief introduction to Mean Field Games”
Abstract: Mean Field Games (MFG) is a theory recently introduced by J.-M. Lasry and P.-L. Lions in order to approximate Nash equilibria of symmetric stochastic differential games when the number of players is very large. This theory has found several applications in mathematical economics and congestion models. The aim of this course is to introduce the theory from the very basics. In the three lectures we will address the following topics: Lecture 1: The case of static games. In this lecture we will discuss the relation between games with a...
CMM-Bionature Seminar on Natural Resources
Térence Bayen and Antoine Rousseau will lecture conferences on this important topic.
