Events
Department of Mathematics and Statistics
Texas Tech University
The Hilbert matrix is an infinite matrix that is very simple to describe. Its action on the space of square summable sequences induces a bounded linear operator which is a most
typical example of a Hankel operator and whose norm can be determined by applying the well-known Hilbert inequality. It is possible to go well beyond the norm
computation: the spectrum of the Hilbert matrix on the space of square summable sequences is well understood. We will try to make the first part of this talk accessible
to a wider audience and cover briefly these early results (up to the late 1950s, approximately).
The Hilbert matrix also induces a bounded operator on various other sequence spaces and also on some spaces
of analytic functions (including certain Hardy and Bergman spaces), as was noticed from 2000 on. In the second
(and more specialized) part of the talk, we will review these more recent developments, including norm computations
on different spaces and some more recent results regarding the spectrum of the induced operator.
This Departmental Colloquium is held in conjunction with the Analysis seminar groug, and may be virtually attended via this Zoom link.
The first step in the development of a high-order accurate scheme for hyperbolic systems of conservation laws is the development of a robust first-order method supported by a rigorous mathematical basis. With that goal in mind, we develop a general framework of first-order fully-discrete numerical schemes that are guaranteed to preserve every convex invariant of the hyperbolic system and satisfy every entropy inequality.
We then proceed to present a new flux-limiting technique in order to recover second order (or higher) accuracy in space. This technique does not preserve or enforce pointwise bounds on conserved variables, but rather bounds on quasiconvex functionals of the conserved variables. This flux-limiting technique is suitable to preserve pointwise convex constraints of the numerical solution, such as: positivity of the internal energy and minimum principle of the specific entropy in the context of Euler’s equations. Catastrophic failure of the scheme is mathematically impossible. We have coined this technique “convex limiting’’.
Finally, we extend these developments to the case of compressible Navier-Stokes equations using operator-splitting in-time: hyperbolic terms are treated explicitly, parabolic terms are treated implicitly.
Operator-splitting is neither a new idea nor a widely adopted technique for compressible Navier-Stokes equation, most frequently received with skepticism. Contradicting current trends, we developed an operator-splitting scheme for which:
(i) Positivity of density and internal energy can be mathematically guaranteed.
(ii) Implicit stage uses primitive variables, but satisfies a total balance of mechanical energy. This is the key detail that is largely missing in most publications advocating the use of primitive variables and/or operator splitting techniques.
(iii) The scheme runs at the usual "hyperbolic CFL" dt <= O(h) dictated by Euler's subsystem, rather than the technically inapplicable "parabolic CFL" dt <= O(h^2).
The scheme is second-order accurate in space and time and exhibits remarkably robust behavior in the context of shock-viscous-layers interaction. We are not aware of any scheme in the market with comparable computational and mathematical credentials.
This Departmental Colloquium for invited speaker and job candidate Dr. Ignacio Tomás is held in conjunction with the Applied Math seminar group. Please virtually attend via this zoom link.
| Tuesday Aug. 24 3:30 PM MATH 016
| | Real-Algebraic Geometry Presheaf David Weinberg Department of Mathematics and Statistics, Texas Tech University
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N/A
| Wednesday Aug. 25
| | Algebra and Number Theory No Seminar
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Abstract: Using long-standing models for expected returns of US equities,
we show that firm environmental ratings interact with those forecasted returns and produce excess returns both unconditionally and conditionally.
Well-known factor models subsume neither environmental-related return differentials nor expected return premia from those scores and models.
In addition, combining information from both inputs—expected return models and economic, social, and governance (ESG) information—
may provide an advantage in selecting investments.
For financial fiduciaries, this notion shifts the conversation about ESG reflecting only constraints to one of an expanded information
and possibly investment opportunity set.
Brief Bio: Dr. Guerard is the Chairman of the Scientific Advisory Board of McKinley Capital.
He joined McKinley Capital in 2005 as the Director of Quantitative Research.
Prior to his tenure at McKinley Capital, John held a number of senior-level positions including Vice President for Daiwa Securities Trust Co.
where he co-managed the Japan Equity Fund with Nobel Prize winner Dr. Harry Markowitz.
Dr. Guerard is a winner of the Moskowitz Prize, a global award recognizing outstanding quantitative research in sustainable and responsible investing.
A brief bio for Dr. Guerard can be found here