Seminars and Colloquia by Series

Lifts of Convex Sets and Cone Factorizations

Series
School of Mathematics Colloquium
Time
Thursday, October 4, 2012 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Rekha ThomasUniversity of Washington
A basic strategy for linear optimization over a complicated convex set is to try to express the set as the projection of a simpler convex set that admits efficient algorithms. This philosophy underlies all "lift-and-project" methods in optimization which attempt to find polyhedral or spectrahedral lifts of complicated sets. In this talk I will explain how the existence of a lift is equivalent to the ability to factorize a certain operator associated to the convex set through a cone. This theorem extends a result of Yannakakis who showed that polyhedral lifts of polytopes are controlled by the nonnegative factorizations of the slack matrix of the polytope. The connection between cone lifts and cone factorizations of convex sets yields a uniform framework within which to view all lift-and-project methods, as well as offers new tools for understanding convex sets. I will survey this evolving area and the main results that have emerged thus far.

Genericity of chaotic behavior

Series
School of Mathematics Colloquium
Time
Thursday, September 27, 2012 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yakov PesinPenn State
It is well-known that a deterministic dynamical system can exhibit stochastic behavior that is due to the fact that instability along typical trajectories of the system drives orbits apart, while compactness of the phase space forces them back together. The consequent unending dispersal and return of nearby trajectories is one of the hallmarks of chaos. The hyperbolic theory of dynamical systems provides a mathematical foundation for the paradigm that is widely known as "deterministic chaos" -- the appearance of irregular chaotic motions in purely deterministic dynamical systems. This phenomenon is considered as one of the most fundamental discoveries in the theory of dynamical systems in the second part of the last century. The hyperbolic behavior can be interpreted in various ways and the weakest one is associated with dynamical systems with non-zero Lyapunov exponents. I will discuss the still-open problem of whether dynamical systems with non-zero Lyapunov exponents are typical. I will outline some recent results in this direction. The genericity problem is closely related to two other important problems in dynamics on whether systems with nonzero Lyapunov exponents exist on any phase space and whether nonzero exponents can coexist with zero exponents in a robust way.

Coloring random Cayley graphs

Series
School of Mathematics Colloquium
Time
Thursday, September 6, 2012 - 11:00 for 1 hour (actually 50 minutes)
Location
Klaus 1116
Speaker
Noga AlonTel Aviv Uniersity
The study of random Cayley graphs of finite groups is related to the investigation of Expanders and to problems in Combinatorial Number Theory and in Information Theory. I will discuss this topic, describing the motivation and focusing on the question of estimating the chromatic number of a random Cayley graph of a given group with a prescribed number of generators. The investigation of this problem combines combinatorial, algebraic and probabilistic tools. Several intriguing questions that remain open will be mentioned as well.

Mathematics of Crime

Series
School of Mathematics Colloquium
Time
Tuesday, April 24, 2012 - 16:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Prof. Andrea BertozziUCLA Math
There is an extensive applied mathematics literature developed for problems in the biological and physical sciences. Our understanding of social science problems from a mathematical standpoint is less developed, but also presents some very interesting problems. This lecture uses crime as a case study for using applied mathematical techniques in a social science application and covers a variety of mathematical methods that are applicable to such problems. We will review recent work on agent based models, methods in linear and nonlinear partial differential equations, variational methods for inverse problems and statistical point process models. From an application standpoint we will look at problems in residential burglaries and gang crimes. Examples will consider both "bottom up" and "top down" approaches to understanding the mathematics of crime, and how the two approaches could converge to a unifying theory.

Fluids, vortex sheets, and the skew mean curvature flow.

Series
School of Mathematics Colloquium
Time
Thursday, April 19, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Boris KhesinIAS/University of Toronto
We show that the LIA approximation of the incompressible Euler equation describes the skew-mean-curvature flow on vortex membranes in any dimension. This generalizes the classical binormal, or vortex filament, equation in 3D. We present a Hamiltonian framework for higher-dimensional vortex filaments and vortex sheets as singular 2-forms with support of codimensions 2 and 1, respectively. This framework, in particular, allows one to define the symplectic structures on the spaces of vortex sheets.

Galois groups of Schubert problems

Series
School of Mathematics Colloquium
Time
Thursday, April 5, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Frank SottileTexas A&M
Building on work of Jordan from 1870, in 1979 Harris showed that a geometric monodromy group associated to a problem in enumerative geometry is equal to the Galois group of an associated field extension. Vakil gave a geometric-combinatorial criterion that implies a Galois group contains the alternating group. With Brooks and Martin del Campo, we used Vakil's criterion to show that all Schubert problems involving lines have at least alternating Galois group. My talk will describe this background and sketch a current project to systematically determine Galois groups of all Schubert problems of moderate size on all small classical flag manifolds, investigating at least several million problems. This will use supercomputers employing several overlapping methods, including combinatorial criteria, symbolic computation, and numerical homotopy continuation, and require the development of new algorithms and software.

Thresholds and Expectation Thresholds

Series
School of Mathematics Colloquium
Time
Tuesday, March 13, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jeff KahnMathematics, Rutgers University
Thresholds for increasing properties are a central concern in probabilistic combinatorics and elsewhere. (An increasing property, say F, is a superset-closed family of subsets of some (here finite) set X; the threshold question for such an F asks, roughly, about how many random elements of X should one choose to make it likely that the resulting set lies in F? For example: about how many random edges from the complete graph K_n are typically required to produce a Hamiltonian cycle?) We'll discuss recent progress and lack thereof on a few threshold-type questions, and try to say something about a ludicrously general conjecture of G. Kalai and the speaker to the effect that there is always a pretty good naive explanation for a threshold being what it is.

Spectral methods for classical and quantum walks

Series
School of Mathematics Colloquium
Time
Thursday, March 8, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
F. Alberto GrünbaumUniversity of California, Berkeley
I will review the well known method (pushed mainly by Karlin and McGregor) to study birth-and-death processes with the help of orthogonal polynomials. I will then look at several extensions of this idea, including ¨poker dice¨ (polynomials in several variables) and quantum walks (polynomials in the unit circle).

Risk neutral and risk averse approaches to multistage stochastic programming

Series
School of Mathematics Colloquium
Time
Thursday, February 23, 2012 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Alexander ShapiroISyE, Georgia Tech
In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which can be formulated in a framework of multistage stochastic programming. In this talk we consider risk neutral and risk averse approaches to multistage stochastic programming. We discuss conceptual and computational issues involved in formulation and solving such problems. As an example we give numerical results based on the Stochastic Dual Dynamic Programming method applied to planning of the Brazilian interconnected power system.

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