SIAM Seminar Fall 2022

Fall 2022

Date (1 PM unless otherwise noted)	Location	Speaker	Title
9/23	Virtual and 911 Van Vleck	Thomas Anderson (University of Michigan)	A few words on potential theory in modern applied math
9/30 (11 AM)	Virtual and 911 Van Vleck	Jeff Hammond (Principal Engineer at NVIDIA)	Industry talk
10/7	Virtual and 911 Van Vleck	Jie Wang (Georgia Institute of Technology)	Sinkhorn Distributionally Robust Optimization
10/14	Virtual and 911 Van Vleck	Matt Reuter (Stony Brook University)	Becoming a Ghost Buster
10/19 (Wednesday at 4 PM)	Virtual and 911 Van Vleck	Ying Li	Industry talk
10/28	911 Van Vleck	Yinling Zhang (UW-Madison)	A Causality-Based Learning Approach for Discovering the Underlying Dynamics of Complex Systems from Partial Observations with Stochastic Parameterization
11/4	911 Van Vleck	Haley Kottler (UW-Madison)	Gaussian Mixture Model Parameter Recovery
11/11	911 Van Vleck	Zinan Wang (UW-Madison)	Encountering Singularities of a Serial Robot Along Continuous Paths at High Precision
11/18	911 Van Vleck	Parvathi Kooloth (UW-Madison)
11/25	NO TALK	THANKSGIVING WEEK
12/2	Virtual and 911 Van Vleck	Jenny Yeon (Applied Scientist at Amazon)	Industry talk

Abstracts

9/23 Thomas Anderson: I'll talk a bit about potential theory as it is used today in the solution, via boundary integral equations / the boundary element method, of linear PDEs. These aren't only a numerical approach: I'll say a few words too about how they can be used to do analysis on problems. Then I may say a few things about volumetric potential theory: what are the problems there I've been thinking about, and application studies in mixing, for example, that they enable. Finally, I'll be happy to talk a bit about my experience so far in academia.

9/30 Jeff Hammond: Jeff Hammond is a principal engineer with NVIDIA based in Helsinki, Finland, where his focus is developing better ways to write software for numerical algorithms. From 2014 to 2021, Jeff worked for Intel in Portland, Oregon; he started in the research organization and moved to the data center business group. Prior to that he worked for Argonne National Laboratory, first as a postdoc and then as a scientist in the supercomputing facility. Jeff was a graduate student at the University of Chicago and focused on developing open-source chemistry simulation software with Karol Kowalski at Pacific Northwest National Laboratory.  He majored in chemistry and mathematics at the University of Washington.  Details can be found on Jeff's home page: https://jeffhammond.github.io/.

10/7 Jie Wang: We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive convex programming dual reformulations when the nominal distribution is an empirical distribution and a general distribution, respectively. Compared with Wasserstein DRO, it is computationally tractable for a larger class of loss functions, and its worst-case distribution is more reasonable. We propose an efficient stochastic mirror descent algorithm to solve the dual reformulation with provable convergence guarantees. Finally, we provide various numerical examples using both synthetic and real data to demonstrate its competitive performance and light computation cost.

10/12 Matt Reuter: As children, most of us didn't know what we wanted to be "when we grew up," and, when asked, might have said, "an astronaut" or "a firefighter." I wanted to be a Ghost Buster and, pragmatically, wound up in computational chemistry and applied mathematics. In this talk, I'll discuss the winding path of my career from school to the national laboratory system to tenure-track faculty to teaching-line faculty. Along the way I’ll discuss my work exorcising (1) numerical ghosts from nanoscience research and (2) psychological ghosts from students when teaching mathematics.

10/19 Ying Li: I will talk about my math background and my current role as a quantitative analytics specialist at Wells Fargo. Different types of quantitative analytics specialist at banking field will be generally introduced along with my opinions of the pros and cons for quantitative analytics jobs in financial area as a math student. I will also share my experience from academia to industry and the desired skill sets to be developed for looking for industry jobs.

10/28 Yinling Zhang: Discovering the underlying dynamics of complex systems from data is an important practical topic. In this paper, a new iterative learning algorithm for complex turbulent systems with partial observations is developed that alternates between identifying model structures, recovering unobserved variables, and estimating parameters. First, a causality-based learning approach is utilized for the sparse identification of model structures, which takes into account certain physics knowledge that is pre-learned from data. Next, a systematic nonlinear stochastic parameterization is built to characterize the time evolution of the unobserved variables. Furthermore, the localization of the state variable dependence and the physics constraints are incorporated into the learning procedure. Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable stochastic parameterizations for many complex nonlinear systems.

11/4 Haley Kottler: Gaussian mixture models are an important class of models that arise in many applications.  This talk will introduce these models, and talk about one method of parameter recovery from samples - the method of moments.  I will also discuss some of the challenges that arise in implementation of this method in the multivariate case.

11/11 Zinan Wang: In this talk, I will first introduce how to describe motions of a spatial serial robot and its singularities. Then I will talk about a new variable step method which rapidly calculates continuous kinematic paths that encounter singularities of a serial robot, especially how to control the step length.

11/18 Parvathi Kooloth: One of the most important conservation laws in atmospheric and oceanic science is conservation of potential vorticity. The original derivation is approximately a century old, in the work of Rossby and Ertel, and it is related to the celebrated circulation theorems of Kelvin and Bjerknes. However, the laws apply to idealized fluids, and extensions to more realistic scenarios such as an atmosphere with moisture and phase changes have been problematic. In the talk, I'll describe a systematic approach based on Noether's theorem to arrive at the conservation principles for moist PV.

12/6 Jenny Yeon: Finding a job is perhaps the most stressful part of the graduate school journey - at least this was the case for me. Magically, I ended up with multiple industry offers - from an engineering role to a scientist role. A huge success? Not really. The hiring managers placed me into the "entry-level," which means less salary plus many other things. This talk is about how I would have prepared differently so that I would have avoided a bunch of "entry-level" jobs. How can we make our time at "phd" also count toward the years of experience?