Events

Feb 27 - Mar 5, 2022

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  Extensions of Dynamic Programming for Combinatorial Optimization and Data Mining - 2022-03-03

  Mikhail Moshkov, Professor, Applied Mathematics and Computational Science

  Mar 3, 12:00 - 13:00

  B9 L2 H2

  Dynamic programming is an efficient technique to solve optimization problems. It is based on decomposing the initial problem into simpler ones and solving these sub-problems beginning from the simplest ones. A conventional dynamic programming algorithm returns an optimal object from a given set of objects. We developed extensions of dynamic programming which allow us (i) to describe the set of objects under consideration, (ii) to perform a multi-stage optimization of objects relative to different criteria, (iii) to count the number of optimal objects, (iv) to find the set of Pareto optimal points for the bi-criteria optimization problem, and (v) to study the relationships between two criteria. The considered applications include optimization of decision trees and decision rule systems as algorithms for problem-solving, as ways for knowledge representation, and as classifiers, optimization of element partition trees for rectangular meshes which are used in finite element methods for solving PDEs, and multi-stage optimization for such classic combinatorial optimization problems as matrix chain multiplication, binary search trees, global sequence alignment, and shortest paths.
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  Modelling waves with structure-preserving numerical discretizations

  David Ketcheson, Professor, Applied Mathematics and Computational Science

  Feb 27, 14:00 - 16:00

  B9 L2 H2

  Models of physical phenomena include important qualitative properties, and any useful approximate solution of the model must respect these properties. Such properties include conservation or dissipation of energy, as well as positivity of quantities like mass, probability, or concentration. Preservation of these properties in computationally affordable numerical solutions of complex physical models remains a major challenge today. I will describe some recent advances in numerical methods for general dynamical systems that enable preservation of system dynamics and of bounds on the state, in the context of high-order accurate and efficient discretizations. The power of these methods will be demonstrated through applications in the area of surface water waves.

Feb 20 - Feb 26, 2022

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  Combined analysis of spatially misaligned data using Gaussian fields and the stochastic partial differential equation approach

  Feb 24, 12:00 - 13:00

  B9 L2 H2

  Spatially misaligned data are becoming increasingly common due to advances in both data collection and management in a wide range of scientific disciplines including the epidemiological, ecological and environmental fields. Here, we present a Bayesian geostatistical model for fusion of data obtained at point and areal resolutions. The model assumes that underlying all observations there is a spatially continuous variable that can be modeled using a Gaussian random field process.
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  Multi-physics Simulation of Plasmonic Photoconductive Devices and Antennas

  Hakan Bagci, Associate Dean for Students, Computer, Electrical and Mathematical Sciences and Engineering

  Feb 20, 12:00 - 13:00

  B9 L2 R2322 H1

  Multiphysics Simulation

  Terahertz (THz) frequency electromagnetic fields have numerous applications ranging from wireless communications to imaging systems and nondestructive testing, to material characterization. One of the main obstacles in the way of widespread industrial use of THz technologies is the difficulty of implementing compact and frequency-stable THz sources that can operate at room temperatures. Among a variety of possible options, photoconductive devices (PCDs) satisfy these conditions. Indeed, they have become one of the most promising candidates for THz source generation since recent advances in fabrication techniques, such as metasurface integration and nanostructured surface inclusions have significantly increased their optical-to-THz conversion efficiency and made them polarization insensitive.

Feb 13 - Feb 19, 2022

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  Modelling and Simulation of Biological Systems - 2022-02-17

  Gabriel Wittum, Professor (former), Applied Mathematics and Computational Science

  Feb 17, 12:00 - 13:00

  B9 L2 H2

  Biological systems are distinguished by their enormous complexity and variability. That is why mathematical modelling and computational simulation of those systems is very difficult, in particular thinking of detailed models which are based on first principles. The difficulties start with geometric modelling which needs to extract basic structures from highly complex and variable phenotypes, on the other hand also has to take the statistic variability into account.
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  Intermediate Distributions and Complexity Bounds for SMC

  Prof. Anthony Lee, School of Mathematics, University of Bristol

  Feb 16, 15:00 - 16:00

  KAUST

  It is now fairly common to use Sequential Monte Carlo (SMC) algorithms for normalizing constant estimation of high-dimensional, complex distributions without any particular structure. In order for the algorithm to give reasonable accuracy, it is well known empirically that one must introduce appropriate intermediate distributions that allow the particle system to “gradually evolve” from a simple initial distribution to the complex target distribution, and one must also specify an appropriate number of particles to control the error. Since both the number of intermediate distributions and the number of particles affect the computational cost of the algorithm, it is crucial to study and attempt to minimize the computational cost of the algorithm subject to constraints on the error.

Feb 6 - Feb 12, 2022

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  Exploring Spectral Dependence in Multivariate Time Series

  Hernando Ombao, Professor, Statistics

  Feb 10, 12:00 - 13:00

  KAUST

  Advances in imaging technology have given neuroscientists unprecedented access to examine various facets of how the brain “works”. Brain activity is complex. A full understanding of brain activity requires careful study of its multi-scale spatial-temporal organization (from neurons to regions of interest; and from transient events to long-term temporal dynamics). Motivated by these challenges, we will explore some characterizations of dependence between components of a multivariate time series and then apply these to the study of brain functional connectivity. This is potentially interesting for brain scientists because functional brain networks are associated with cognitive function and mental and neurological diseases.
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  Phase Separation in Heterogeneous Media

  Irene Fonseca, Center for Nonlinear Analysis, Carnegie Mellon University

  Feb 8, 19:00 - 20:00

  KAUST

  A variational model in the context of the gradient theory for fluid-fluid phase transitions with small scale heterogeneities is studied. In the case where the scale of the small heterogeneities is of the same order of the scale governing the phase transition, the interaction between homogenization and the phase transitions process leads to an anisotropic interfacial energy. Bounds on the homogenized surface tension are established. In addition, a characterization of the large-scale limiting behavior of viscosity solutions to non-degenerate and periodic Eikonal equations in half-spaces is given. This is joint work with Riccardo Cristoferi (Radboud University, The Netherlands), Adrian Hagerty (USA), Cristina Popovici (USA), Rustum Choksi (McGill, Canada), Jessica Lin (McGill, Canada), and Raghavendra Venkatraman (NYU, USA).
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  Numerical analysis, physics, and high-performance computing: A firm three-hand shake for next-generation predictive computational fluid dynamics frameworks.

  Matteo Parsani, Associate Professor, Applied Mathematics and Computational Science

  Feb 6, 14:00 - 16:00

  B4 L5 R5220

  Together with the algorithm suitability to exploit current petascale and next-generation exascale supercomputers, robust, accurate, and structure-preserving discretizations are necessary for developing predictive computational tools. The research carried out in the Advanced Numerical Algorithms and Numerical Simulations Laboratory (AANSLab) leverages a multidisciplinary platform that integrates numerical analysis, physics, and high-performance computing. In particular, we focus on the analysis and development of novel numerical methods for ordinary and partial differential equations with provable properties such as nonlinear stability and conservation, and structure-preserving techniques. These properties are critical for designing reliable, efficient, and self-adaptive solvers for complex geometries – an essential cornerstone for next-generation computational frameworks. Current classes of partial differential equations that we are working on are the compressible Navier–Stokes equations, the Eulerian model for compressible heat-conducting flows, and the diffusion-reaction and convection-diffusion-reaction equations for molecular communication. We also use deep learning to complement and speed up the process of solving efficiently large-scale PDE-based problems. In this talk, I will summarize the progress we made in the last five years in the following areas: - Numerical analysis and algorithm development for robust, smart compressible flow solvers. - Development from the ground up of a new scalable hp-adaptive computational fluid dynamics (CFD) framework that places KAUST a few years ahead of the NASA CFD 2030 vision: o Applications and impact in the automotive and aerospace industry. o Improving knowledge of flow physics: Examples in detonation and aeroacoustics. - Advection-reaction-diffusion algorithms for molecular communication. Finally, I'll discuss our translational work to solve industrially relevant flow problems in partnership with Boeing, NASA Langley Research Center, and McLaren F1 Racing Team, and my future research plans.

Jan 30 - Feb 5, 2022

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  A Non-stationary Autologistic Model for Space-time Data

  Yiping Hong, Postdoctoral Research Fellow, Statistics

  Feb 3, 12:00 - 13:00

  KAUST

  Abstract In many research fields such as meteorology, ecology, and epidemiology, the spatio-temporal datasets are binary, describing the existence of particular species or events. The spatial dependence of the binary observations often exhibits nonstationarity. However, most nonstationary models in the literature are based on Gaussian random fields, which may be computational demanding. We propose a nonstationary spatio-temporal autologistic regression model, which allows the spatial covariances to vary in space. We investigate the spatial and temporal correlation of autologistic models with
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  Exoplanet Imaging Coronagraphic Mask Development and Testing: A North American Perspective

  Benjamin L. Gerard, Postdoctoral Scholar, University of California, UC Observatories

  Feb 2, 16:30 - 17:30

  KAUST

  Over 4000 exoplanets - planets beyond the Solar System - have been discovered since the first Nobel prize-winning exoplanet detection around a Sun-like star in 1995. The majority of these exoplanets have been detected by indirect methods, inferring the presence of the exoplanet by observing the star.
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  Elliptic PDEs: Regularity under minimal assumptions - Part 3

  Prof. Giuseppe Di Fazio, Department of Mathematics, University Of Catania, Italy

  Feb 2, 15:00 - 17:00

  B1 L4 R4102

  Elliptic PDEs are ubiquitous both in Mathematics and in applications of Mathematics. Regularity of generalized solutions is a fundamental issue necessary to handle in proper way if one want to obtain qualitative information about solutions. My goal is to introduce the audience to the topic of regularity for elliptic PDEs under assumptions on the coefficients that are of minimal requirements.
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  Elliptic PDEs: Regularity under minimal assumptions - Part 2

  Prof. Giuseppe Di Fazio, Department of Mathematics, University Of Catania, Italy

  Jan 31, 15:00 - 17:00

  B1 L4 R4214

  Elliptic PDEs are ubiquitous both in Mathematics and in applications of Mathematics. Regularity of generalized solutions is a fundamental issue necessary to handle in proper way if one want to obtain qualitative information about solutions. My goal is to introduce the audience to the topic of regularity for elliptic PDEs under assumptions on the coefficients that are of minimal requirements.

Jan 23 - Jan 29, 2022

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  Backward induction: from theory to empirics

  Konrad Grabiszewski, Instructional Professor, Applied Mathematics and Computational Sciences

  Jan 27, 12:00 - 13:00

  KAUST

  Backward induction, the cornerstone of dynamic game theory, is the classical algorithm applied to solve finite dynamic games with perfect and complete information. While theoretically sound and beautiful in its simplicity, backward induction does not perform so well when it comes to predicting human behavior. The objective of this seminar is twofold. First, we will understand what backward induction is and how to apply it on game-theoretic trees. Second, we will answer the question of whether backward induction is a good model of how people make choices in dynamic interactions.
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  Designing a Stable Periodic Orbit for a Triple Pendulum on a Cart

  Prof. Johann Reger, Automation and Systems Engineering, Technische Universität Ilmenau

  Jan 27, 12:00 - 13:00

  B1 L4 R4214

  In this talk an inversion-based control approach is presented for the generation and stabilization of a periodic orbit in a multi-link triple pendulum on a cart. To this end, a nominal trajectory is generated by formulating the posture transition problem as a two-point Boundary Value Problem (BVP) in an input-output representation. For solvability of the BVP, a setup function is introduced such that additional parameters are provided in the differential equation of the internal dynamics. Based on the linearized dynamics about the nominal trajectory, a linear-quadratic-Gaussian controller is implemented to compensate for measurement noise, model uncertainties, and external disturbances. This way we force a triple pendulum to move along a non-trivial periodic orbit and render it attractive. The high performance and accuracy of our approach is illustrated on an experimental setup.
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  Elliptic PDEs: Regularity under minimal assumptions - Part 1

  Prof. Giuseppe Di Fazio, Department of Mathematics, University Of Catania, Italy

  Jan 26, 15:00 - 17:00

  B1 L4 R4102

  Elliptic PDEs are ubiquitous both in Mathematics and in applications of Mathematics. Regularity of generalized solutions is a fundamental issue necessary to handle in a proper way if one wants to obtain qualitative information about solutions. My goal is to introduce the audience to the topic of regularity for elliptic PDEs under assumptions on the coefficients that are of minimal requirements.

Jan 9 - Jan 15, 2022

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  Multilevel Methods for Stochastic Forward and Inverse Problems

  Marco Ballesio, Ph.D., Applied Mathematics and Computational Science

  Jan 12, 11:00 - 12:00

  KAUST

  This thesis studies novel and efficient computational sampling methods for applications in three types of stochastic inversion problems: seismic waveform inversion, filtering problems, and static parameter estimation.

Dec 5 - Dec 11, 2021

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  Backward Error Analysis for Nonlinear Differential Equations

  David Ketcheson, Professor, Applied Mathematics and Computational Science

  Dec 9, 12:00 - 13:00

  KAUST

  Backward error analysis is a tool that allows us to understand the effect of errors without knowing exact solutions.

Nov 28 - Dec 4, 2021

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  Particle filter in high dimensions

  Dec 2, 12:00 - 13:00

  KAUST

  Filtering (or data assimilation) is the process of combining noisy observational data with an output of a numerical model to produce an optimal estimate of the evolving state of the system.

Nov 21 - Nov 27, 2021

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  An efficient high-order reconstructions multidimensional scheme with application to instabilities in direct initiation of gaseous detonations in free space

  Matteo Parsani, Associate Professor, Applied Mathematics and Computational Science

  Nov 25, 12:00 - 13:00

  KAUST

  When constructing high-order schemes for solving hyperbolic conservation laws with multi-dimensional finite volume schemes, the corresponding high-order reconstructions are commonly performed in characteristic spaces to eliminate spurious oscillations as much as possible.
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  Is probability theory the only viable solution to modelling statistical information?

  Prof. Jeremie Houssineau, Department of Statistics, University of Warwick.

  Nov 24, 15:00 - 16:00

  KAUST

  probability theory data assimilation

  Many alternatives to the probabilistic modelling of information have been proposed since the birth of modern Statistics; yet, few have been successfully applied to the complex inference problems that modern Statisticians are faced with.

Nov 14 - Nov 20, 2021

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  Forecasting High-Frequency Spatio-Temporal Wind Power with Dimensionally Reduced Echo State Networks

  Huang Huang, Ph.D., Statistics

  Nov 18, 12:00 - 13:00

  KAUST

  Fast and accurate hourly forecasts of wind speed and power are crucial in quantifying and planning the energy budget in the electric grid.
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  Double Enriched Finite Volume Spaces for the DNS of fluid-Particle Interaction - Scientific Conference

  Gabriel Wittum, Professor (former), Applied Mathematics and Computational Science

  Nov 17, 14:00 - 14:40

  KAUST

  Plenary Sessions

  Abstract We present double enriched finite volume spaces for the simulation of free particles in a fluid. This involves forces being exchanged between the particles and the fluid at the interface. In an earlier work we derived a monolithic scheme which includes the interaction forces into the Navier-Stokes equations by direct coupling. In multiphase flows oscillations and spurious velocities are a common issue. The surface force term yields a jump in the pressure and therefore the oscillations are usually resolved by extending the spaces on cut elements in order to resolve the discontinuity

Nov 7 - Nov 13, 2021

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  Compatibility conditions for finite element approximations

  Daniele Boffi, Associate Dean for Faculty, Computer, Electrical and Mathematical Sciences and Engineering

  Nov 11, 12:00 - 13:00

  KAUST

  In the classical theory of the finite element approximation of elliptic partial differential equations, based on standard Galerkin schemes, the energy norm of the error decays with the same rate of convergence as the best finite element approximation, without any additional requirements on the involved spaces.
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  Manifold Markov Chain Monte Carlo Methods for Bayesian Inference In Diffusion Models

  Prof. Alexandros Beskos, the Dept of Statistical Science, University College London (UCL)

  Nov 10, 15:00 - 16:00

  KAUST

  markov chains bayesian inference nonlinearity

  Bayesian inference for nonlinear diffusions, observed at discrete times,is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction, and accompanying methodology - borrowing ideas from statistical physics and computational chemistry - for inferring the posterior distribution of latent diffusion paths and model parameters, given observations of the process
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  On Recently Developed Non-Gaussian Priors and Sampling Methods with Application to Industrial Tomography

  Prof. Lassi Roininen, Applied Mathematics, LUT University

  Nov 9, 15:00 - 16:00

  B1 L4 R4214

  Non-Gaussian spatio-temporal processes Bayesian Inversion machine learning

  We consider two sets of new priors for Bayesian inversion and machine learning: The first one is based on mixture of experts models with Gaussian processes. The target is to estimate the number of experts and their parameters, and to make state estimation. For sampling, we use SMC^2. For non-Gaussian priors, we discuss Cauchy priors and the generalisation to high-order Cauchy fields and further generalisation to alpha-stable fields. For sampling, we use a selection of modern MCMC tools. Finally, we apply some of the methods and models to an industrial tomography problem on estimating log internal structure, measured at sawmills, based on X-ray, RGB camera and laser scanning.
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  Computational Challenges in Sampling and Representation of Uncertain Reaction Kinetics in Large Dimensions

  Saja Almohammadi, Ph.D. Student, Applied Mathematics and Computational Science

  Nov 8, 16:00 - 19:00

  B3 L5 R5220

  Constructing functional representations of the key quantities of interest (QoIs), the ignition delay time ( ign), of an uncertain ignition reaction in high dimension is our main goal. First, attention is focused on the ignition delay time of an iso-octane air mixture, using a detailed chemical mechanism with 3,811 elementary reactions. Uncertainty in all reaction rates is directly accounted for using associated uncertainty factors, assuming independent log uniform priors. A Latin hypercube sample (LHS) of the ignition delay times was first generated, and the resulting database was then exploited to assess the possibility of constructing polynomial chaos (PC) representations in terms of the canonical random variables parameterizing the uncertain rates.

Oct 31 - Nov 6, 2021

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  Joint modeling of dependent diverse format data: A review from several case-studies

  Giovani Silva, PhD in Mathematics (IST) at the University of Lisbon

  Nov 4, 12:00 - 13:00

  KAUST

  his talk reviews some fundamental and practical issues related to the formulation and analysis of joint models of mixed types of outcomes with latent variables, with particular emphasis on both several case-studies in applied statistics and their computational implementation
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  Particle Approximations For Partially Observed Fluid Dynamics Models

  Professor Dan Crisan, Mathematics, Imperial College London

  Nov 3, 15:00 - 16:00

  KAUST

  fluid dynamics data assimilation stochastic

  Fluid dynamics models are ubiquitous in a multitude of applications. One of the most important applications of fluid dynamics models is numerical weather prediction. Modern numerical weather prediction combines sophisticated nonlinear fluid dynamics models with increasingly accurate high-dimensional data. This process is called data assimilation and it is performed every day at all major operational weather centers across the world. Data assimilation (DA) requires massive computing capabilities as realistic atmosphere-ocean models typically have billions of degrees of freedom. I will give a short overview of the ongoing research that aims to drastically decrease the required DA computational effort by reducing the dimension of the models involved and using stochastic perturbations to account for the unresolved scales. The incorporation of observation data is done by using particle approximations suitably adapted to solve high-dimensional problems.
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  Control and Estimation for Partial Differential Equations and Extension to Fractional Systems

  Lilia Ghaffour , Ph.D. Student, Applied Mathematics and Computational Science

  Nov 1, 15:00 - 17:00

  KAUST

  Partial differential equations (PDEs) are used to describe multi-dimensional physical phenomena. However, some of these phenomena are described by a more general class of systems called fractional systems (FS).
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  High order schemes for hyperbolic balance laws - Topic 3

  Giovanni Russo, Full Professor, Mathematics and Computer Science, University of Catania, Italy

  Nov 1, 09:00 - 10:00

  B1 L4 R4102

  Semi-implicit schemes for evolutionary partial differential equations. Topic 3 - construction of more general schemes for evolutionary partial differential equations, in which the stiffness may be of a different type than the one previously considered. Several examples will be given illustrating the general procedure.

Oct 24 - Oct 30, 2021

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  Recent progress on symbolic computation for PDE and their numerical schemes

  Diogo Gomes, Professor, Applied Mathematics and Computational Science

  Oct 28, 12:00 - 13:00

  KAUST

  The qualitative study of PDEs often relies on integral identities and inequalities. For example, for time-dependent PDEs, conserved integral quantities or quantities that are dissipated play an important role. In particular, if these integral quantities have a definite sign, they are of great interest as they may provide control on the solutions to establish well-posedness.
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  High order schemes for hyperbolic balance laws - Topic 2

  Giovanni Russo,Full Professor,Mathematics and Computer Science, University of Catania, Italy

  Oct 28, 09:00 - 10:00

  B1 L4 R4102

  Implicit-Explicit schemes for hyperbolic systems with stiff relaxation. Topic 2 - hyperbolic relaxation models and to the methods for their numerical solution. After introduction of hyperbolic-hyperbolic and hyperbolic-parabolic type relaxation problem, conservative finite difference space discretization will be introduced.
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  High order schemes for hyperbolic balance laws - Topic 1

  Giovanni Russo, Professor, Mathematics and Computer Science, University of Catania, Italy

  Oct 27, 09:00 - 10:00

  B1 L4 R4102

  Construction of high order finite volume and finite difference shock-capturing schemes for conservation laws. Topic 1 - illustrating how to construct shock capturing schemes for conservation laws. We focus on semi-discrete schemes based on the method of lines.
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  On supercomputers and engineering applications: DNS, modeling, and GPUs

  Mathis Bode, Researcher, Institute for Combustion Technology (ITV) at RWTH Aachen University

  Oct 26, 14:00 - 15:00

  B2 L5 R5209

  Navier-Stokes supercomputers computational fluid dynamics

  The numerical solution of multi-physics problems relying on the Navier-Stokes equations has kept multiple generations of supercomputers busy. For fundamental problems, computational fluid dynamic aims to resolve all relevant time and length scales, which is then known as direct numerical simulation (DNS).
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  Monotonicity method for Mean-Field games

  Teruo Tada, Ph.D. Student, Applied Mathematics and Computational Science

  Oct 25, 14:00 - 16:00

  B1 R4214

  During my Ph.D. program, we have studied mean-field games (MFGs). MFGs model games with large populations of rational agents. The agents search for their optimal strategies and trajectories to minimize an individual cost, which depends on the statistical distribution of the population. Although it is quite hard to consider the systems of large populations in the numerical analysis, we can expect to consider the average effect given by the populations because the influence of each agent should be small.
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  Regularity for singular and degenerate pdes: qualitative vs. sharp estimates

  José Miguel Urbano, Professor of Mathematics at the University of Coimbra, Portugal

  Oct 24, 12:00 - 13:00

  B9 L2 H2

  Singular and degenerate partial differential equations are unavoidable in the modelling of several phenomena, from phase transitions to flows in porous media or chemotaxis. They encompass a crucial issue in the analysis of pdes, namely wether we can still derive analytical estimates when the crucial algebraic assumption of ellipticity collapses.

Oct 17 - Oct 23, 2021

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  Enabling Accurate and Efficient Simulation in Visual Computing - Graduate Seminar - AMCS - STAT

  Dominik L. Michels, Associate Professor, Computer Science

  Oct 21, 12:00 - 13:00

  KAUST

  The overarching goal of Prof. Michels' Computational Sciences Group within KAUST's Visual Computing Center is enabling accurate and efficient simulations for applications in Scientific and Visual Computing. Towards this goal, the group develops new principled computational methods based on solid theoretical foundations.

Oct 10 - Oct 16, 2021

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  Statistical methods to evaluate the effectiveness of cancer treatments in clinical trials

  Denis Rustand, Postdoctoral Research Fellow (former), Statistics

  Oct 14, 12:00 - 13:00

  KAUST

  Assessing the effectiveness of cancer treatments in clinical trials raises multiple methodological challenges that need to be properly addressed in order to produce a reliable estimate of treatment effects.
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  Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation

  Nikolas Kantas, Associate Professor, Department of Mathematics, Imperial College London

  Oct 13, 15:30 - 16:30

  KAUST

  parameter estimation stochastic differential equations stochastic

  We consider the problem of parameter estimation for a McKean stochastic differential equation, and the associated system of weakly interacting particles. The problem is motivated by many applications in areas such as neuroscience, social sciences (opinion dynamics, cooperative behaviours), financial mathematics, statistical physics. We will first survey some model properties related to propagation of chaos and ergodicity and then move on to discuss the problem of parameter estimation both in offline and on-line settings. In the on-line case, we propose an online estimator, which evolves according to a continuous-time stochastic gradient descent algorithm on the asymptotic log-likelihood of the interacting particle system. The talk will present our convergence results and then show some numerical results for two examples, a linear mean field model and a stochastic opinion dynamics model. This is joint work with Louis Sharrock, Panos Parpas and Greg Pavliotis. Preprint: https://arxiv.org/abs/2106.13751
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  Theory and Application of Neural Networks III

  Jinchao Xu, Affiliate Professor of Information Sciences and Technology, Penn State University

  Oct 13, 09:00 - 10:00

  B9 L2 R2322

  I will give a self-contained introduction to the theory of the neural network function class and its application to image classification and numerical solution of partial differential equations.
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  Theory and Application of Neural Networks II

  Jinchao Xu, Affiliate Professor of Information Sciences and Technology, Penn State University

  Oct 12, 09:00 - 10:00

  B4 B5 A0215

  I will give a self-contained introduction to the theory of the neural network function class and its application to image classification and numerical solution of partial differential equations.
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  Close-form Solutions of A Dynamic Monetary Model

  Jenny Xiaoe Li, Associate Professor, Economics and Mathematics, Penn State University, Pennsylvania

  Oct 11, 14:00 - 15:00

  B4 B5 A0215

  This talk is devoted to the study of a monetary model proposed by Rotemberg (Journal of Political Economy, 1984). Rotemberg’s model provided a general dynamic structure for investigating government intervention in the open market operation and it has inspired the development of many other models in related fields. This talk concerns a very basic theoretical question on the model, namely the existence and the uniqueness of the equilibrium, which has been an open problem since the publication of Rotemberg’s original paper. This question was partially addressed by Rotemberg by analyzing the linearization of the equation which governs the equilibrium and obtaining a numerical solution around the steady state equilibrium.
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  Theory and Application of Neural Networks I

  Jinchao Xu, Affiliate Professor of Information Sciences and Technology, Penn State University

  Oct 11, 09:00 - 10:00

  B4 B5 A0215

  I will give a self-contained introduction to the theory of the neural network function class and its application to image classification and numerical solution of partial differential equations.

Oct 3 - Oct 9, 2021

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  Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data

  Raul Tempone, Professor, Applied Mathematics and Computational Science

  Oct 7, 12:00 - 13:00

  KAUST

  We develop a data-driven methodology based on parametric Itô's Stochastic Differential Equations (SDEs) to capture forecast errors' asymmetric dynamics, including the forecast's uncertainty at time zero.

Sep 26 - Oct 2, 2021

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  Discriminant analysis: Fundamental limits and Optimal designs

  Abla Kammoun, Senior Research Scientist, Electrical and Computer Engineering

  Sep 30, 12:00 - 13:00

  KAUST

  Despite the recent advances in big data processing, enabled by the emergence of large-scale machine learning techniques, several statistical questions regarding the behavior in the regime of high dimensions of well-established and fundamental methods have remained unresolved.
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  Randomized multilevel Monte Carlo for inference

  Kody J.H. Law, Professor, Applied Mathematics in the Department of Mathematics, University of Manchester and Manchester Institut

  Sep 29, 13:00 - 14:00

  KAUST

  Often in the context of data centric science and engineering applications, one endeavours to learn complex systems in order to make more informed predictions and high stakes decisions under uncertainty. Some key challenges which must be met in this context are robustness, generalizability, and interpretability.

Sep 12 - Sep 18, 2021

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  Developing Aramco’s Next Generation Operational Systems for the Red Sea and the Arabian Gulf

  Ibrahim Hoteit, Professor, Earth Science and Engineering

  Sep 16, 12:00 - 13:00

  KAUST

  The talk will present our efforts to develop the next generation operational systems for the Red Sea and the Arabian Gulf, as part of Aramco’s resolution toward the Fourth Industrial Revolution. These integrated systems, we refer to as iReds and iGulf, have been built around state-of-the-art ocean-atmosphere-wave general circulation models that have been specifically developed for the region and nested within the global weather systems.

Sep 5 - Sep 11, 2021

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  Empirical Risk Minimization in the Non-interactive LDP Model

  Di Wang, Assistant Professor, Computer Science

  Sep 9, 12:00 - 13:00

  KAUST

  As a fundamental problem in both machine learning and privacy, Empirical Risk Minimization in the Differential Privacy Model (DP-ERM) received much attentions. However, most of the previous studies are either in the central DP model or interactive LDP model. In this talk, I will discuss some recent developments of DP-ERM in the non-interactive LDP model.
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  Finite element approximation of fluid-structure interactions: a fictitious domain approach

  Lucia Gastaldi, Professor, Numerical Analysis at the University of Brescia, Italy

  Sep 7, 15:00 - 16:00

  B1 L4 R4102

  In this talk I report some results on the approximation of fluid-structure interaction problems using non matching grids. Our formulation originates from the Immersed Boundary Method and then moved toward the Fictitious Domain approach. The advantages of this formulation is that it avoids the difficulties related with mesh generation and it allows the treatment of fluid and solid in their natural Eulerian and Lagrangian framework. I present the well-posedness of our formulation at the continuous level in a simplified setting. Moreover, I shall discuss various time discretizations that provide unconditionally stable schemes and some computational details.