Events
Department of Mathematics and Statistics
Texas Tech University
We show the existence of determining wavenumber for the Navier-Stokes equation in both 3D and 2D. Estimates on the determining wavenumber are established in terms of the phenomenological Kolmogorov’s dissipation number (3D) and Kraichnan’s number (2D). The results justify the prediction of Kolmogorov’s dissipation wavenumber and Kraichnan’s number in a rigorous way.
This Analysis seminar may be attended Monday the 24th at 4:00 PM CDT (UT-5) via this Zoom link.
Meeting ID: 972 0263 8160
Passcode: 549916
Agricultural pests can be controlled in part by using pesticides, but natural populations of generalist predators also play a significant role. Pest control in agricultural fields depends on the potential interaction of species in the natural predator community. Predation by natural communities of beetles and spiders is influenced by intraguild interactions, species traits, and environmental factors. Temperature plays a crucial role in this context because changes in species traits occur in accordance with temperature fluctuations. Due to global warming, it’s more important than ever to understand how predator-prey interactions change with temperature. In our model, we have incorporated the effect of temperature on the foraging activity of predators. Using simulations, we show how temperature-dependent behaviors may alter the expected efficacy of the generalist predators seen in agricultural fields. To find the most effective combination of predator communities for pest management, we then use an optimization technique. Finally, we investigate how the most effective predator compositions might change with increasing average daily temperature and temperature variability under climate change. This study emphasizes the significance of understanding how climate change influences natural predator communities and how to create pest management strategies that are appropriate for future biological control under various climate scenarios.
Zoom link:
https://texastech.zoom.us/j/94471029838?pwd=ZlJXR2JhU0ZjUHhYOUlmVGN3VFFJUT09
 | Wednesday Oct. 26
| | Algebra and Number Theory No Seminar
|
We will report on a result within the holographic study of conformal geometry initiated by Fefferman and Graham. We will first cover some background and history of this area. Then we will discuss the result which can be contextualized as follows:
In 1999 Graham and Witten showed that one can define a notion of renormalized area for properly embedded minimal submanifolds of Poincare-Einstein spaces. For even-dimensional submanifolds, this quantity is a global invariant of the embedded submanifold. In 2008 Alexakis and Mazzeo wrote a paper on this quantity for surfaces in a 3-dimensional PE manifold, getting an explicit formula and studying its functional properties. We will look at a formula for the renormalized area of a minimal hypersurface of a 5-dimensional Poincare-Einstein space in terms of a Chern-Gauss-Bonnet formula.
Watch online via this Zoom link.
Many scientific and engineering applications require solutions of partial differential equations for a wide range of parameter values (e.g. in statistical inverse problem, optimal control etc.). Additionally, many applications require inexpensive solution of PDEs, especially in a real-time context. Traditional numerical methods for the solution of PDEs (e.g. finite difference, finite element, etc.) involve a large number of unknowns and hence are unsuitabe for such applications. Reduced basis methods are a form of model order reduction that offers the potential to decrease the dimension of the problem and hence solutions are constructed with low computational cost. However, in most reduced basis methods the accuracy of a reduced basis solution is typically measured in reference to a full-order finite element solution. Often the accuracy of the full order finite element solution is itself heavily dependent on the value of parameters for certain problems, resulting in an error estimate for the reduced basis solution that is often overly optimistic.
In the first part of this talk, we present a reduced basis method with a sharp error estimate with respect to the exact solution of the PDE. A crucial element in developing such a method is the least-squares finite element method (LSFEM). LSFEMs are widely used for the solution of PDEs arising in many applications in science and engineering. LSFEMs are
based on minimizing the residual of the PDE in an appropriate norm, and have a number of attractive properties. In particular, the property relevant to this work is that these methods provide a robust and inexpensive a posteriori
error estimate with respect to the true solution. This estimate is utilized in developing the Least-Squares Reduced Basis Method presented in this talk.
The second part of the talk concerns a key ingredient in error estimates for variational problems and reduced basis methods: the so-called coercivity or inf-sup constant of the continuous problem. We characterize the coercivity constant as a spectral value of a self-adjoint linear operator; for several differential equations, we show that the coercivity constant is related to the eigenvalue of a compact operator. For these applications, convergence rates are derived and verified with numerical examples.
Please attend this week's Applied Math seminar at 4 PM Wednesday via this Zoom link.
Meeting ID: 976 3095 1027
Passcode: applied
We will review the projective and injective model structures on simplicial presheaves, as well as their local versions, including practical tools and techniques that allow us to perform computations with simplicial presheaves, in particular, computations for the geometric cobordism hypothesis.We designed a machine learning algorithm that identifies patterns between ESG profiles and
financial performances for companies in a large investment universe.
The algorithm consists of regularly updated sets of rules that map regions into the high-dimensional
space of ESG features to excess return predictions.
The final aggregated predictions are transformed into scores which allow us to design simple strategies
that screen the investment universe for stocks with positive scores.
By linking the ESG features with financial performances in a non-linear way,
our strategy based upon our machine learning algorithm turns out to be an efficient stock picking tool,
which outperforms classic strategies that screen stocks according to their ESG ratings,
as the popular best-in-class approach.
Our paper brings new ideas in the growing field of financial literature that investigates
the links between ESG behavior and the economy.
We show indeed that there is clearly some form of alpha in the ESG profile of a company,
but that this alpha can be accessed only with powerful, non-linear techniques such as machine learning.
Bio:
Carmine de Franco is the head of research at Ossiam, an asset management firm specializing in
systematic and quantitative ETFs, located in Paris.
Graduated in Mathematics from the University of Roma II - Tor Vergata and the
University Paris VII - Denis Diderot, he holds a PhD in Probability and a master’s degree in
Financial Random Modelling from the University Paris VII-Denis.
Carmine joined Ossiam in May 2012 after working for 4 years at the Faculty of Mathematics of the
University of Paris VII (Université Denis Diderot).
His domain of expertise spans from mathematics and probability theory to statistics,
from financial research to the design of investment strategy and cross-assets portfolio construction.
More recently, his research topics have focused on ESG themes, low carbon approaches and biodiversity
in financial investments, machine learning and artificial intelligence.
He is co-author of several research papers on portfolio insurance, modelling and hedging with
stochastic jumps, regime switching models, interest rates, equity, smart beta and factor investing,
ESG, machine learning, Bayesian learning and portfolio construction under uncertainty, carbon and
biodiversity.
Ossiam: is a Paris-based asset manager focused on quantitative and systematic investment
solutions since 2009 with a distinct vision: providing clear, transparent access to quantitative,
research-based strategies.
Ossiam is an affiliate of Natixis Investment Managers and manages a range of ETFs, open ended-funds,
dedicated funds and mandates across a variety of asset classes and themes.
Ossiam is a signatory of the UN-supported Principles for Responsible Investment since 2016 and a
signatory of the Finance for Biodiversity Pledge since 2021.
As of end of July 2021, Ossiam had 5 bn EUR in assets under management.