11月6日
研討會, 演講, 講座
IAS/ School of Science Joint Lecture - Drag on a Penetrable Disk in a Superfluid
Abstract The motion of a body through a superfluid can generate phenomena distinct from a normal viscous fluid. This includes the absence of drag below a critical body speed with the shedding of quantized vortices and non-zero drag above this speed. In this talk, the speaker will investigate…
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5月4日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - Unified Gas-kinetic methods for multi-scale flow
Multi-scale methods are constantly demanded for scientific research and industry application. This report reviews family of unified gas-kinetic methods for modeling multi-scale flows.
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5月4日
研討會, 演講, 講座
Physics Department - Condensed Matter Seminar: What is “Qiu Ku” and How to Measure Quantum Entanglement with It
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5月4日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - Integration of single-cell atlases with generative adversarial networks
As single-cell technologies evolved over years, diverse single-cell atlas datasets have been rapidly accumulated. Integrative analyses harmonizing such datasets provide opportunities for gaining deep biological insights.
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5月4日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - A Moving Mesh Finite Element Method for Topology Optimization
Many partial differential equations may have solutions with nearly singular behaviors, such as shock waves and boundary layers.
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5月3日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - Apply threshold dynamics algorithm to minimal compliance problem in topology optimization
Inspired by the simple two-step threshold dynamics algorithm which iteratively does convolution and thresholding to simulate the motion of grain boundaries, we developed an algorithm to approach the minimal compliance problem in topology optimizatio
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5月2日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - Application of Reinforcement Learning to High-frequency Market Making Strategy
With the increasing usage of the electronic limit order book (LOB) in modern financial markets, high-frequency algorithmic trading has captured over 70 percent of the whole trading volume in various financial markets.
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5月2日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - Data Adaptive Early Stopping in Split LBI: towards Controlling the False Discovery Rate
Early stopping is a widely-used regularization technique to avoid overfitting in iterative algorithms.
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5月2日
研討會, 演講, 講座
Department of Mathematics - PhD Student Seminar - SDE-based deep generative model
Deep generative models are a category of machine learning models that utilizes deep neural networks to model data distributions and generate new samples.
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