Seminar in April 2021

Time: 8th April (Thursday) 13:00 – 14:00
Speaker: Dr. Jinwook Jung (Seoul National Univertisy)
Place: #702, Natural Science Building, Hanyang University

Title : On the pressureless damped Euler-Riesz equations

Abstract:
In this talk, we analyze the pressureless damped Euler–Riesz equations posed in either the whole space or periodic domain. We construct the global-in-time existence and uniqueness of classical solutions for the system around a constant background state. We also establish large-time behaviors of classical solutions showing the solutions towards the equilibrium as time goes to infinity. In the whole space case, we first show the algebraic decay rate of solutions under additional assumptions on the initial data compared to the existence theory. We then refine the argument to have the exponential decay rate of convergence even in the whole space. In the case of the periodic domain, without any further regularity assumptions on the initial data, we provide the exponential convergence of solutions.


Online seminar in February 2021

We have the following seminar via google meet.

1.

Title: Convergence of first-order consensus-based global optimization algorithms
Time: February 17th (Wednesday) 10:00 – 10:40
Speaker: Dr. Doheon Kim (KIAS)
Abstract:
Recently, consensus-based optimization (in short CBO) methods have been introduced as gradient-free optimization methods capable of tackling non-convex objective functions. Until recently, the convergence study for CBO methods was carried out only on their corresponding mean-field limits, Fokker-Planck equations, which do not imply the convergence of the CBO method per se. In this talk, we study convergence analysis for first-order CBO methods, without resorting to the corresponding mean-field models.

 

2.

Title: A singular limit of the Chern-Simons-Higgs model
Time: February 17th (Wednesday) 10:45 – 11:25
Speaker: Dr. Bora Moon (Seoul National University)
Abstract:
In this talk, we consider the singular limit of the Cauchy problem for Chern-Simons-Higgs model that suggests a correspondence between the model of Chern-Simons-Higgs and Chern-Simons-Schrodinger. More precisely, we prove that when the velocity of light goes to infinity (the so-called ‘non-relativistic limit’), a class of time-dependent solutions of the modulated Chern-Simons-Higgs system converges to the corresponding solution of the Chern-Simons-Schrodinger system globally in time under the assumption of suitable initial data.


Online seminar in January 2021

We have the following seminar via google meet.

1.

Title: Uniform-in-time continuum limit of the lattice Winfree model and emergent dynamics
Time: January 13th (Wednesday) 10:00 – 10:40
Speaker: Myeongju Kang (Seoul National University)
Abstract: We study a uniform-in-time continuum limit of the lattice Winfree model(LWM) and its asymptotic dynamics which depends on system functions such as natural frequency function and coupling strength function. The continuum Winfree model(CWM) is an integro-differential equation for the temporal evolution of Winfree phase field. The LWM describes synchronous behavior of weakly coupled Winfree oscillators on a lattice lying in a compact region. For bounded measurable initial phase field, we establish a global well-posedness of classical solutions to the CWM under suitable assumptions on coupling function, and we also show that a classical solution to the CWM can be obtained as a $L^1$-limit of a sequence of lattice solutions.

 

2.

Title: Emergence of consensus on the Stiefel manifold
Time: January 13th (Wednesday) 10:45 – 11:25
Speaker: Dr. Dohyun Kim (Seoul National University)
Abstract: In this talk, we introduce first-order and second-order high-dimensional Kuramoto models on the Stiefel manifold which extend the previous consensus models on Riemannian manifolds including several matrix Lie groups. For the proposed models, sufficient frameworks leading to complete and practical consensus are provided in terms of the initial data and system parameters. On the other hand, we propose a consensus-based algorithm for nonconvex optimization on the Stiefel manifold. For a given objective (or target) function on the Stiefel manifold, we construct a stochastic interacting particle system for sample points which are expected to converge to a single point, which is close enough to a global minimizer.

 

 


Online seminar in November 2020

We have the following seminar via google meet.

1.

Title: Introduction to Deep Q Learning and its application to finance
Time: November 23th (Monday) 09:30 – 10:10
Speaker: Prof. Chanho Min (Ajou University)
Abstract:
This seminar introduces the Deep Q Learning, one of the most popular methods of reinforcement learning and their application to finance problems. Reinforcement learning is a popular model of the learning problems through trial-and-error interactions in a certain given environment. This seminar will discuss the mathematical formulation of Deep Q learning and how each component plays a crucial role in agent learning. Finally it provides real world application in finance, and shows how reinforcement learning can outperform humans even with limited data.

 

2.

Title: Hamilton-Jacobi-Bellman equations for maximum entropy optimal control
Time: November 23th (Monday) 10:15 – 10:55
Speaker: Dr. Jeongho Kim (SNU)
Abstract:In this talk, we introduce an entropy-regularized optimal control problem for the deterministic control system. We derive dynamic programming principle and corresponding the Hamilton-Jacobi-Bellman (HJB) equation, which is regularized version of the HJB equation of the classical optimal control problem. After deriving the HJB equation, we provide several mathematical properties of it, including asymptotic convergence. We also provide an explicit example of control-affine problem, in which the optimal control is given as a normal distribution. Finally, we test the maximum entropy optimal control framework to several numerical examples, illustrating the benefit of the maximum entropy framework.

 


Online seminar in August 2020

We have the following seminar via google meet.

1.
Title: 출근 지하철 혼잡도 분산을 위한 최적 수도권 지역 분할
Time: August 6th (Thursday) 09:30 – 10:10
Speaker: Dr. Wonse Kim (SNU)
Abstract:
출근 지하철 혼잡도 분산을 위한 최적 수도권 지역 분할본 연구는 수도권 전철 네트워크 데이터와 지하철 승객 승, 하차 빅데이터를 분석하여, 출퇴근 지하철 차내 혼잡도를 낮추기 위한 수도권 지역 최적 분할 방법을 제시한다. 구체적으로, (1) Dijkstra Algorithm 에 기반한 Dial Algorithm 을 사용하여 수도권 전철의 출근시간대 차내 혼잡도를 계산하고 (2) 지하철역 위치정보를 활용하여 출근시간 혼잡 구간을 지나는 승객의 지하철 최초 탑승 지역을 파악한다. (1), (2)의 결과를 바탕으로, 수도권 전철 출근시간 혼잡구간의 혼잡도를 최소화 시키는 수도권 지역 최적 분할을 찾기 위한 손실함수 (loss function)을 새롭게 정의하고, 이를 최적화 시킴으로서 최적 수도권 지역분할을 찾는다. 본 연구의 결과는 2차 코로나 대유행을 앞둔 현 시점에서, 정책 당국자들로 하여금 2부제 재택근무와 같은 사회적 거리두기 방법의 효과를 극대화 시킬 수 있는 구체적인 가이드 라인을 제시할 것으로 기대된다.

2.
Title: Thermodynamic Cucker-Smale ensemble on complete Riemannian manifolds
Time: August 6th (Thursday) 10:15 – 10:55
Speaker: Dr. Woojoo Shim (SNU)
Abstract:
We study emergent collective behaviors of a thermodynamic Cucker-Smale(TCS) ensemble on complete smooth Riemannian manifolds. For this, we extend the TCS model on the Euclidean space to a complete smooth Riemannian manifold by adopting the work for a CS ensemble, and provide a sufficient framework for velocity alignment and thermal equilibrium formulated in terms of a priori assumptions on network topology and the uniform continuity of relative velocities. As a concrete example, we also study emergent dynamics of the TCS model on the unit d-sphere and hyperbolic d-space by removing a uniform continuity assumption on the relative velocities in the proposed sufficient framework for a general setting. In particular, asymptotic dynamics of the proposed TCS model on the unit 2-sphere and hyperbolic plane exhibits a dichotomy, either convergence to zero velocities or approach toward a geodesic.

3.
Title: From the Lohe Tensor Model to the Lohe Hermitian Sphere Model and Emergent Dynamics
Time: August 6th (Thursday) 11:00 – 11:40
Speaker: Hansol Park (SNU)
Abstract:
We study emergent behaviors of the Lohe hermitian sphere (LHS) model which is an aggregation model on $\mathbb C^d$. The LHS model is a complex analogue of the Lohe sphere model on $\mathbb R^d$, and hermitian spheres are invariant sets for the LHS dynamics. For the derivation of the LHS model, we use a top-down approach, namely a reduction from a high-rank aggregation model, the Lohe tensor model. The Lohe tensor model is a first-order aggregation model on the space of tensors with the same rank and sizes, and it was first proposed by the authors in a recent work [J. Stat. Phys., 178 (2020), pp. 1268–1292]. In this work, we study how the LHS model appears as a special case of the Lohe tensor model, and for the proposed model, we provide a cross-ratio-like conserved quantity, a sufficient framework for the complete aggregation, and a uniform $\ell^p$-stability estimate with respect to initial data.

 




Online seminar in May 2020

We have the following seminar via google meet.

1.
Title: Geometric formulation of the Wasserstein distance in the optimal transport problem
Time: May 21st (Thursday) 14:00 – 14:40
Speaker: Dr. Gihyun Lee (SNU)
Abstract:
In this survey talk, we introduce the relation between the spectral distance of noncommutative geometry and the notion of Wasserstein distance considered in the optimal transport problem. This relation was first observed by Rieffel (1999), and its proof was given by D’Andrea-Martinetti (2010).

2.
Title: Investigation of ‘Flash Crash” via Topological Data Analysis (TDA)
Time: May 21st (Thursday) 14:45 – 15:25
Speaker: Dr. Wonse Kim (SNU)
Abstract:
There is by now a quite extensive literature on applications of TDA. But there are only a few literatures on applications of TDA to financial data, including the recent result of Gidea-Katz(2018). Interestingly, Gidea-Katz (2018) showed that a stock market crash can be foreseen via TDA by utilizing daily US stock market indices data (e.g., S&P 500, DJIA, NASDAQ, and Russell 2000). However, the Flash Crash on 6 May 2010 showed that the market can be substantially destabilized in as little as about 30 min. Since the Flash Crash, analyses of market crash of the intraday-horizon has also become important parts of the study of market crash. In this talk, I will demonstrate that the TDA methodology based on Gidea-Katz (2018) can be used in forecasting short term market crash such as Flash Crash.

3.
Title: Model Predictive Control with Random Batch Methods for a guiding problem
Time: May 21st (Thursday) 15:30 – 16:10
Speaker: Dr. Dongnam Ko (University of Deusto)
Abstract:
We model, simulate and control the guiding problem for a herd of sheep under the action of shepherd dogs. The problem is formulated in the optimal control framework, which is an open-loop control strategy commonly used for the heat or wave equations. However, simulating a herd of sheep quickly becomes unfeasible from the large number of interactions. To overcome this, we use the Random Batch Method (RBM) for a computationally cheap approximation. Moreover, we follow Model Predictive Control (MPC) to ensure the convergence of the algorithm in a more concrete way, compared to the arguments of Stochastic Gradient Descent (SGD).



PDE seminar in February 2020

Time: 10th February (Monday) 10:00 – 11:00
Speaker: Dr. Dongnam Ko (University of Deusto)
Place: #701, Natural Science Building, Hanyang University

Title : Dynamics and control for multi-agent networked systems

Abstract:
Starting form the analysis on parabolic equations, we study control properties of the consensus model. The existing techniques for PDE control problems allow us to derive explicit estimates on the controllability and control cost. Our approach shows that the chain or circular network systems have the same properties as the 1D heat equation while we may extend it to the multi-dimensional or fractional type heat equations.