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Event(s) on March 2011

  • Tuesday, 1st March, 2011

    Title: 50th Ann. Lecture Series: Shot Noise Effects in Economics: Financial and Statistical Aspects
    Speaker: Prof. Dr. Dr. h. c. Winfried Stute, University of Giessen, Germany
    Time/Place: 11:00  -  12:00 (Preceded by Reception at 10:30am)
    RRS905, Sir Run Run Shaw Building, HSH Campus, Hong Kong Baptist University
    Abstract: Shot noise effects occur when smooth but possibly chaotic processes are subject to shocks which, though, may partially fade away on the long run. In a financial context, shot noise effects in the underlying may cause some difficulties when it is coming to pricing associated derivatives or finding hedge strategies against market risks. From a statistical point of view shot noise processes are able to create short- or long-memory effects, depending on how fast jumps fade away. In the talk we present a detailed discussion of these issues with applications to real data.

  • Tuesday, 8th March, 2011

    Title: Effective Boundary Conditions on a Thermally Insulated Body by Anisotropic Coatings
    Speaker: Prof. Xuefeng WANG, Tulane University, USA
    Time/Place: 11:30  -  12:30
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: Of concern is the scenario of protecting a thermally conducting body from overheating by an anisotropically conducting coating, thin com-pared to the scale of the body. We assume that either the whole thermal tensor of the coating is small, or it is small in the directions normal to the body (the case of what we call "optimally aligned coating"). We study the asymptotic behavior of the solution to the heat equation as the thickness of the coating shrinks. It turns out that if Dirichlet boundary condition is imposed on the outer boundary of the coating, the effective (limiting) condition on the boundary of the body can be the standard ones (Dirichlet, Neumann and Robin) or something surprising that are nonlocal, depending on the scaling relationship between the thermal tensor of the coating and its thickness. In the case where Neumann boundary condition is imposed on the outer boundary of the coating (not physical but mathematically interesting), a Wentzell condition involving Laplace-Beltrami operator is one of the effective boundary conditions. In this fashion, we not only discover some new boundary conditions, give new physical interpretations of the known boundary conditions, but also identify scaling laws that ensure the well-insulatedness of the conducting body. I will also present a result on the lifespan of the effective Neumann boundary condition, obtained in my student's Ph.D thesis.

  • Tuesday, 29th March, 2011

    Title: Analysis of particle-laden, turbulent, shocked flows with Eulerian-Lagrangian solvers
    Speaker: Prof. Gustaaf Jacobs, Department of Aerospace Engineering, San Diego State University, USA
    Time/Place: 11:30  -  12:30
    FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University
    Abstract: The interaction between fuel droplets, shocks and flow turbulence in high-speed combustors, between water mist and shock waves in mitigation of blasts, and between debris and the shock induced turbulent flow in explosions, are critical issues to the military technology and personnel. Computation of these phenomena that occur in a wide range of scales has proven to put heavy demands on computational models and methods. In this seminar, we discuss the development and validation of high-fidelity Eulerian-Lagrangian methods for the computation of turbulent flows with shocks and laden with particles. We discuss a hybridization of higher order WENO-spectral and WENO-Central Difference based Navier-Stokes solvers that combine excellent shock capturing and accurate solution of small scale flow features with computational efficiency. We will also discuss high-order coupling methods between a Lagrangian particle solver, that traces particles along its path, and Eulerian flow solvers. Computations of the Richtmyer-Meshkov and Rayleigh-Taylor instability illustrate the improved results that can be obtained with high-resolution methods. We further discuss the interaction of a moving normal shock with a cloud of particles and our efforts to validate computations of this flow against shock-tube experiments.

  • Wednesday, 30th March, 2011

    Title: 50th Ann. Lecture Series: Discovering Patterns and Associations: Text Mining, Bioinformatics ,and Others
    Speaker: Prof. Jun Liu, Department of Statistics, Harvard University, USA
    Time/Place: 11:00  -  12:00 (Preceded by Reception at 10:30am)
    SCT909, Cha Chi-ming Science Tower, HSH Campus, Hong Kong Baptist University
    Abstract: Pattern discovery is a ubiquitous problem in many disciplines. It is especially prominent in recent years due to our greatly improved data-generation capabilities in science and technologies. The model and methods I present here is motivated by the "motif-finding" and "module-finding" problems in biology, the "market-basket problem" in data mining, and text analysis in studying chinese history books. In these problems, a common challenge is to discover which "items" (or, key words in text mining, and regulatory elements in biology) tend to co-occur with which others, i.e., to find association rules among the items. In market-basket problems, the observations are customers' transactions (i.e., "bastkets"), each contains multiple items. We can imagine that each basket is composed by a few "themes" selected by the custermer and each theme is a set of items that are bought together (an analogy is stamp-collecting: a person's collection of stamps can be organized as "sets"). Our goal is to discover these themes from only the transactions. Inspired by a dictionary model proposed by Bussemaker, Li and Siggia (2000), we propose a "theme dictionary model", which prescribes a probabilistic rule for generating each transaction. We then used both the EM and Monte Carlo strategies to aid our inference of the themes.
    In text analysis and biological sequence analysis, an added difficulty is that the "items" are some phrases and sequence patterns, which are not all known in advance. In this case, we can combine a motif finding strategy with the theme dictionary model to complete the analysis. Existing motif-finding methods are mostly "bottom-up" approaches, i.e., to build up the dictionary starting with single-letter words and then concatenate some existing words that appear to occur next to each other in sentences more frequently than chance. Our new approach is a top-down strategy, which uses a tree structure to represent the relationship among all possible existing words and uses the EM algorithm to estimate the usage frequency of each word. It automatically trims down most of the incorrect "words" by letting their usage frequencies converge to zero.
    I will demonstrate its applications in a few examples including an analysis of a Chinese novel, some Chinese history books, and publications in PNAS in the past 50 years. This is based on a joint work with Ke Deng, Zhi Geng, Chunlin Ji, and Peter Bol.



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