Colloquium/Seminar

YearMonth
2017 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Oct   Nov   Dec  
2016 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Oct   Nov   Dec  
2015 Jan   Feb   Mar   Apr   May   Jun   Aug   Sep   Oct   Nov   Dec  
2014 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2013 Jan   Feb   Mar   Apr   May   Jun   Aug   Sep   Nov   Dec  
2012 Jan   Feb   Apr   May   Jun   Jul   Aug   Sep   Nov   Dec  
2011 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2010 Jan   Feb   Mar   Apr   May   Jun   Sep   Oct   Nov   Dec  
2009 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2008 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2007 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2006 Jan   Feb   Mar   Apr   May   Jun   Jul   Sep   Oct   Nov   Dec  
2005 Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec  
2004 Jan   Feb   Mar   Apr   May   Aug   Sep   Oct   Nov   Dec  

Event(s) on July 2012


  • Tuesday, 3rd July, 2012

    Title: Stochastic Nonlinear Diffusion Reaction Elliptic Boundary Value Problem
    Speaker: Mr. Shi Cheng, Department of Mathematics, University of California San Diego, USA
    Time/Place: 14:30  -  15:30
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: The main well developed numerical methods for Stochastic PDEs are Stochastic Galerkin method and Stochastic Collocation method. The error estimators of linear Poisson problem from those two methods corresponding to numerical solutions, mean and second moment of numerical solution are analyzed properly already. However, the analysis of other types of linear and nonlinear models are still open. My talk will consider a stochastic nonlinear Diffusion Reaction model, and analyze well-posedness of its weak form in a new extended group of Banach spaces, additionally the discretization of weak solution will be discussed.


  • Tuesday, 31st July, 2012

    Title: Continuous Affine Scaling Methods for Convex Quadratic Programming
    Speaker: Mr. YUE Hongwei, Department of Mathematics, Hong Kong Baptist University, Hong Kong
    Time/Place: 14:30  -  15:30
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: First we review the algorithms for solving the convex quadratic programming problems, and then consider the continuous trajectories of the vector field induced by the primal affine scaling algorithms as applied to the convex quadratic programming, i.e., the corresponding ordinary differential equations are based on the first-order and second-order affine scaling directions respectively, the presented methods share the features of the interior-point methods. We want to show that these trajectories tend to an optimal solution which in general depends on the starting point. Some achievements of the solution trajectories are made, research topics for future study will also be presented.