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Mathematical Sciences Colloquium

The purpose of the colloquium series is to discuss research problems in pure and applied mathematics, operations research, STEM education, and related topics. 

For more information, or if you would like to give a talk, please contact Dr. Pei Liu at pliu@zsdzi1.com

2024-2025 Colloquium Series 

The Nonlinear Double Degenerate Parabolic Equation of Turbulent Filtration with Absorption
 
Adam Prinkey Ph.D | Department of Mathematics and Systems,  Engineering, Florida Institute of Technology
Wednesday, February 5th, 4:00 pm - 4:50 pm. Crawford Bldg, Room 404
 
Abstract: 
The nonlinear double degenerate parabolic equation of turbulent filtration with absorption finds applications across various fields where the transport of a substance through a medium under turbulent conditions and with absorption processes is relevant. Examples include: ground water contamination analysis, catalytic reactor engineering, drug delivery, enhanced oil recovery, among many others.
 
In this talk, a brief historical overview of one-dimensional parabolic partial differential equations is presented, along with a few recent results for the nonlinear double degenerate parabolic equation of turbulent filtration with absorption. Specifically, results for the interface development and local solutions near the interface (when applicable) will be discussed. A few open problems in this research direction will be indicated.
 
Ordered solutions for degenerate Kirchhoff problems
 
Kaye Silva, Ph.D | Instituto de Matemática e Estatística, Federal University of Goiás
Wednesday, Janaury 22nd, 4:00 pm - 4:50 pm. Crawford Bldg, Room 404
 
Abstract: 
In this talk we present a parametrized Kirchhoff type equation with two degeneracy points. The existence of two norm ordered solutions is established for small values of the parameter via a careful analysis of the fiber maps associated to the energy functional. As a consequence we show existence of multiple or even infinitely many solutions to degenerate Kirchhoff equations. Due to the simplicity of the conditions, many applications are given.
 
 
Smoothing Technics for the Heavy Ball Method with Applications in Machine Learning
 
Ouayl Chadli, Ph. D | Department of Mathematics & Systems Engineering, Florida Institute of Technology
Wednesday, November 6th, 4:00 pm - 4:50 pm. Crawford Bldg, Room 210
 
Abstract:
First-order optimization is at the heart of most training algorithms in Machine Learning. Thanks to backpropagation, neural networks have achieved a number of impressive successes over the past few years, including natural language processing, image processing, and reinforcement learning. However, training complex state-of-the-art architectures remains difficult due to the highly non-smooth and non-convex nature of their loss functions. While stochastic gradient descent and its variants (Adam, RMSProp, or Nesterov’s accelerated gradient descent) showed surprisingly good performance in many practical scenarios, but these algorithms remain fragile for particularly non-smooth or non-convex objectives. One of the main reasons is that the computation of the (sub)gradients and convergence analysis (in batch or mini-batch settings) essentially rely on the sum-rule in smooth or convex settings, i.e. ∂(f1 + f2) = ∂f1 + ∂f2. Unfortunately, this sum rule does not hold in general in the nonconvex setting using the standard Clarke’s subdifferential. In many deep-learning studies, the failure of the sum rule is ignored. They use it in practice but circumvent the theoretical problem by modeling their method through simple smooth or convex dynamics. This practice can create additional spurious stationary points that are not Clarke’s critical points. To overcome this difficulty, we introduce an inertial second-order dynamical system, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic behavior of the algorithm generated by this dynamical system, we prove that each trajectory converges to the Clarke’s critical points under some appropriate conditions on the smoothing parameters.
 
 
Computational Nonlinear Filtering: A Deep Learning Approach
 
George Yin, Ph. D | Department of Mathematics, University of Connecticut
Friday, November 1, 4-4:50pm, Crawford Bldg., Room 210
 
Abstract:
Nonlinear filtering is a fundamental problem, which has been widely used in signal processing, information theory, wired and wireless communications,  biological engineering, and systems theory. For example, there are numerous applications in control engineering, in which one wants to design optimal strategies to reach a desired objective, but the system under consideration is only partially observable. Thus, one needs to design a filter to estimate the unknown system first. In the 1960s, celebrated results on nonlinear filtering were obtained. Nevertheless, the computational issues for nonlinear filtering remained to be a long-standing and challenging problem. In this talk, we will first present the history of the filtering problem, discuss the main developments, and then illustrate the numerical techniques we develop based on deep neural networks. In lieu of treating the stochastic partial differential equations for obtaining the conditional distribution or conditional measure, we construct approximation procedures using deep neural networks for the optimal weights. Two recursions are used in the algorithm. One of them is the approximation of the optimal weight and the other is for approximating the optimal learning rate. [This is a joint work with , and Hongjiang Qian (University of Auburn) and Qing Zhang (University of Georgia).]
 
 
 
Value Modeling in Systems Engineering
 
Karen Holness, Ph. D | Department of Mathematics & Systems Engineering, Florida Institute of Technology
Wednesday, October 23rd, 4:00 pm - 4:50 pm. Crawford Bldg, Room 210
 
Abstract:
An overview of Value Modeling will be presented. As an extension of utility theory, Value Modeling is one of many analysis tools used in systems engineering decision making. This method creates functions that reflect the value stakeholders assign to specific ranges of performance. Value functions are created for each member of a set of technical performance measures. The outputs of these functions are used with predetermined weights to produce scores that support the selection of the “best” design alternative.
 
 
Toroidal extended affine Lie algebras and Integrable Representations
 
Shaobin Tan, Ph.D | School of Mathematical Sciences, Xiamen University, China
Friday, October 18th, 4:00 pm - 4:50 pm. Crawford Bldg, Room 403
 
Abstract:
The extended affine Lie algebras (EALAs) are generalization of the finite dimensional simple Lie algebras and affine Kac-Moody algebras over the field of complex numbers, and the toroidal EALAs are a class of the most important EALAs. In this talk, we deal with the classification of irreducible integrable representations for the toroidal elliptic Lie algebras, i.e., the toroidal EALAs of nullity two, and the module category correspondence between the elliptic Lie algebras and the associated vertex algebras.
 
 
 
Distributions and Dynamics for Multiplicative Time Series Processes 
 
M. Ross Kunz, Ph. D | Department of Mathematics & Systems Engineering, Florida Institute of Technology
Wednesday, September 25th, 4:00 pm - 4:50 pm. Crawford Bldg, Room 210
 
Abstract:
Time series analysis is an integral component in understanding and predicting transient behavior of a given variable while undergoing complex interactions. Depending on the type of analysis used, understanding and prediction may be at odds through balancing bias and variance, e.g., a fully physics-based versus a deep neural network model. This talk attempts to balance complexity by leveraging a novel statistical distribution based on physics-based diffusion processes. More explicitly, the developed distribution captures the dynamics associated with rate and concentration interactions that govern many real-world applications. Examples posed in the talk include chemical/biological diffusion/reaction processes, COVID-19 transmission and astronomical sun-spot frequency.
 
 
Control of Conditional McKean-Vlasov Equations with Jump and Markovian Switching
 
Son Nguyen, Ph. D | Department of Mathematics & Systems Engineering, Florida Institute of Technology
Wednesday, September 11th, 4:00 pm - 4:50 pm. Crawford Bldg, Room 210
 
Abstract
In this talk we investigate a general stochastic control problem for large population systems with weak interactions where the dynamics are driven by Brownian motions, Poisson processes, and an extraneous common noise described by a Markov chain. Reducing the complexity when handling large-scale controlled systems is a central problem and using McKean-Vlasov limit of a representative agent is a powerful approach. In financial economics, McKean-Vlasov equations can be used to model the evolution of prices and risk in financial markets where the price of an asset is influenced by the aggregate behavior of market participants. In epidemiology, McKean-Vlasov control models can be used to design optimal intervention strategies (like vaccination policies) based on the distribution of infection levels within a population. In robotics, particularly with multiple autonomous agents, McKean-Vlasov control can be used for coordinating actions among robots where their behaviors are influenced by the distribution of states of other robots.
 In contrast to most of the control McKean-Vlasov problems in the literature, the interactions between the agents in our problem are approximated by conditional (random) measures given the history of a discontinuous process due to the law of large numbers [Nguyen, Yin & Hoang, Stochastic Process. Appl. 130 (2021), 262-296]. First, we prove the existence and uniqueness of the solutions of a new type of McKean-Vlasov equations driven by both jump and switching processes and derive a relevant version of Ito’s formula for functions depending on measures. Then we provide a dynamic programming principle, HJB equation, and prove a verification theorem for the associated control problem. Next, a stochastic maximum principle and necessary and sufficient conditions for optimality are established. Finally, we derive the relationship between the dynamic programming and the stochastic maximum principle.
(a joint work with Charles Sharp and Prof. George Yin)