学术报告
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How many common driving Brownian motions latent in high dimensional Ito proce...In this paper, we find a novel approach to determine the number of common driving Brownian motions latent in the high dimensional Ito process using high frequency data. The high dimensional Ito process is first approximated locally on a shrinking block by discrete-time approximate factor model. We then estimate the number of common driving Brownian motions by minimizing the penalized aggregated mean-squared residual error. It turns out the estimated number is consistent to the true number. While the local mean-squared residual error on each block converges at the rate of $n^{1/4} /wedge /sqrt{p} $ where $n$ is the sample size and $p$ is the dimensionality, it is interesting that the aggregated mean-squared residual error converges at a higher rate of $/sqrt{n}/wedge p$.孔新兵教授数学系致远楼102室2015年11月27日(周五)下午14:30
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Dynamic thresholds of avian influenza modelsIn this talk, we will investigate the dynamics of delay differential equations which arise from modeling the transmission of avian influenza among migratory birds. We use dimension reduction method and asymptotic techniques to approximate the dynamic thresholds of avian influenzas models. This talk is based on a joint work with Jianhong Wu of York University.汪翔升 博士致远楼10211 月 23 日(星期一), 18:00-19:00
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Point-spread function reconstruction in ground-based astronomyBecause of atmospheric turbulence, images of objects in outer space acquired via ground-based telescopes are usually blurry. One way to estimate the blurring kernel or point spread function (PSF) is to make use of the aberration of wavefronts received at the telescope, i.e., the phase. However only the low-resolution wavefront gradients can be collected by wavefront sensors. In this talk, I will discuss how to use regularization methods to reconstruct high-resolution phase gradients and then use them to recover the phase and the PSF in high accuracy. I will talk about how the related application of high-resolution image reconstruction.陈汉夫数学系(致远楼107室)2015年11月20日下午15:30-16:30
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香港中文大学研究生入学交流会介绍香港中文大学硕士(博士)研究生招生和奖学金政策, 及香港政府的奖学金信息,有志于申请香港各大学及国外硕士(博士)研究生的同学都可以前来交流。 欢迎广大师生参加!陈汉夫数学系(致远楼107室)2015年11月20日下午15:00-15:30
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生物数学最新进展学术研讨会生物数学最新进展学术研讨会Workshop on Recent Advances in Mathematical Biology2015年11月20--22日, 同济大学为了交流生物数学领域的最新研究成果和学术发展动态,促进学术交流与合作,经协商决定在同济大学数学系举行为期三天(11月20-22,其中 20号报到)的生物数学最新进展研讨会。围绕流行病学、生态学、病毒动力学、生物医学等领域的实际问题,深入探讨动力系统最新研究成果及其在生物数学理论研究中的重要作用。研讨会...同济大学数学系致远楼102-1072015年11月20--22日
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Some Aspects of Nonlocal Dispersal Eqautions学 术 报 告报告人:李万同 教授(兰州大学)题目:Some Aspects of Nonlocal Dispersal Eqautions时间: 11月18日(星期三),下午3:00-4:00地点:数学系致远楼102欢迎各位参加李万同 教授数学系致远楼10211月18日(星期三),下午3:00-4:00
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浅淡数学在金融中的应用通过简单介绍一些时下较热的量化投资策略,引出背后需要的数学知识、数学 思想及对量化投资的一些反思钟玉聪致远楼1072015年11月15日 15:30-16:30
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Global Robust Output Regulation of a Class of Nonlinear Systems with Unknown ...This talk will focus on the global robust output regulation problem for a class of nonlinear systems with unknown control direction and uncertain exosystem. We will first introduce the output regulation problem for nonlinear systems, and present some result on the global robust output regulation problem for a class of nonlinear systems in output feedback form with parameter uncertainties. Then we will further discuss the problem for multi-agent nonlinear systems with milder assumptions on the system parameters via adaptive and robust control approach.Assistant Professor LIU Lu致远楼102室11月9日(周一), 11:00