"A class of impulse control problems and related Quasi-variational inequalities"

Speaker: 

Professor Qingshuo Song

Institution: 

USC

Time: 

Tuesday, December 2, 2008 - 11:00am

Location: 

RH306

We consider impulse control problems motivated from portfolio
optimization with sub-additive transaction cost. We show that the
optimal strategy exists and the number of its jumps is integrable. The
value function is characterized by a new type of Quasi-variational
inequalities. It is a joint work with Jin Ma, Jing Xu, and Jianfeng
Zhang.

Nonlinear Diffusions and Image Processing

Speaker: 

Professor Patrick Guidotti

Institution: 

University of California, Irvine

Time: 

Thursday, October 30, 2008 - 3:00pm

Location: 

RH 340P

Since the seminal paper by Perona and Malik nonlinear diffusions have successfully been used for various image processing tasks. They also have attracted steadfast interest in the mathematical community. In this talk we will give an historical overview of the developments on the Perona-Malik equation and describe two new nonlinear diffusions which resolve the main mathematical shortcomings of Perona-Malik without sacrificing but rather enhancing the cherished practical qualities of the Perona-Malik model. The new equations, while
well-posed and purely diffusive, exhibit a non trivial dynamical behavior, which makes them mathematically interesting and practically
effective.

Can we predict turbulence and do wavelets help?

Speaker: 

Marie Farge

Institution: 

Ecole Normale Superieure Paris

Time: 

Thursday, December 4, 2008 - 4:00pm

Location: 

RH 306

Turbulence is a state of flows which is characterized by a combination of chaotic and random behaviours affecting a very large range of scales. It is governed by Navier-Stokes equations and corresponds to their solutions in the limit where the fluid viscosity becomes negligible, the nonlinearity dominant and the turbulent dissipation constant. In this regime one observes that fluctuations tend to self-organize into coherent structures which seem to have their own dynamics.

A prominent tool for multiscale decomposition are wavelets. A wavelet is a well localized oscillating smooth function, e.g. a wave packet, which is translated and dilated. The wavelet transform decomposes a flow field into scale-space contributions from which it can be reconstructed.

We will show how the wavelet transform can decompose turbulent flows into coherent and incoherent contributions presenting different statistical and dynamical properties. We will then propose a new way to analyze and predict the evolution of turbulent flows.

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The presentation will use different results obtained in collaboration with:

Kai Schneider (Universite de Provence, Marseille, France),
Naoya Okamoto, Katsunori Yoshimatsu and Yukio Kaneda (Nagoya University, Japan)

Related publications can be downloaded from the web page
http://wavelets.ens.fr

Physics-based models for measurement correlations

Speaker: 

Professor Ren Kui

Institution: 

UT Austin

Time: 

Monday, January 5, 2009 - 4:00pm

Location: 

RH 306

In inverse problems, when the forward map is a smoothing
(regularizing) operator,
the inverse map is usually unbounded. Thus only the low frequency
component of the object of interest is accessible from noisy measurements.
In many inverse problems however, the neglected high frequency component may
significantly affect the measured data. Using simple scaling arguments,
we characterize the influence of the high frequency component.
We will then show how to eliminate the effect of the high frequency
component in a one-dimensional inverse spectral problem to
obtain better reconstructions of the low frequency component of
the unknown. Numerical results with synthetic data will be presented.

Large Dispersion, Averaging and Attractors: Three One-dimensional Paradigms

Speaker: 

Professor Edriss Titi

Institution: 

UCI

Time: 

Tuesday, November 18, 2008 - 3:00pm

Location: 

RH 306

In this talk I will present some results concerning the
effect of large dispersion mechanism (given in the form of
$Lu_{xxx}$ or $iLu_{xx}$, where $L$ is a very large parameter) on
the long-time dynamics of dissipative evolution equations, such as
the one-dimensional complex Ginzburg-Landau and the
Kuramoto-Sivashinsky equations.

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