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DTSTART;TZID=America/Los_Angeles:20191004T160000
DTEND;TZID=America/Los_Angeles:20191004T170000
DTSTAMP:20260427T114625
CREATED:20190808T233920Z
LAST-MODIFIED:20190919T220053Z
UID:1353-1570204800-1570208400@colleges.claremont.edu
SUMMARY:Regime transitions of liquid films flowing down a fiber (Applied Math Talk given by Prof. Claudia Falcon\, UCLA)
DESCRIPTION:Recent  experiments  of  thin  films  flowing  down  a  vertical  fiber  with  varying  nozzle diameters present a wealth of new dynamics that illustrate the need for more advanced theory. Determining  the  regime  transitions from absolute (Rayleigh- Plateau) instability is useful in the  design  of  heat  and  mass  exchangers for applications that include cooling systems and desalination. We present a detailed analysis using a full lubrication model that includes slip boundary conditions\, nonlinear curvature terms\, and a film stabilization term. This study brings to focus the presence of a stable liquid layer playing an important role in the full dynamics. We propose a combination of these physical effects to explain the observed velocity  and  stability  of  traveling  droplets  in  the  experiments  and their  transition  to isolated droplets. When thermal gradients are present\, it can induce bead coalescence away from the nozzle. To account for this\, we incorporate spatial-dependent viscosity and surface tension to the model\, due  to  inhomogeneous  temperature  field  along  the  fiber.
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-prof-claudia-falcon/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
GEO:34.099908;-117.7142522
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BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20191007T163000
DTEND;TZID=America/Los_Angeles:20191007T173000
DTSTAMP:20260427T114625
CREATED:20190911T040840Z
LAST-MODIFIED:20190930T185051Z
UID:1528-1570465800-1570469400@colleges.claremont.edu
SUMMARY:Applied Math Seminar: Mathematical model of Hematopoietic cell differentiation from single-cell gene sequencing data (Prof. Heyrim Cho \,UCR)
DESCRIPTION:Recent advances in single-cell gene sequencing data and high-dimensional data analysis techniques are bringing in new opportunities in modeling biological systems. In this talk\, I will discuss different approaches to develop mathematical models from single-cell data. Particularly for high-dimensional single-cell gene sequencing data\, dimension reduction techniques are applied to find the trajectories of cell states in the reduced differentiation space. Then\, we develop PDE models that describe the cell differentiation as directed and random movement on the abstracted graph or on the reduced space. Normal hematopoiesis differentiation and abnormal processes of acute myeloid leukemia (AML) progression are simulated\, and the model can predict the emergence of cells in novel intermediate states of differentiation consistent with immunophenotypic characterizations of AML. In addition\, we demonstrate that our model is capable to illustrate the reconstitution of impaired Hematopoiesis\, for instance\, after chemotherapy.
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-prof-heyrim-cho-ucr/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
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END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20191014T161500
DTEND;TZID=America/Los_Angeles:20191014T171500
DTSTAMP:20260427T114625
CREATED:20190911T055121Z
LAST-MODIFIED:20190919T171212Z
UID:1530-1571069700-1571073300@colleges.claremont.edu
SUMMARY:Applied Math Talk: A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 given by Zhengji Guo (CGU)
DESCRIPTION:We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model\, as well as improve the speed of the calculations. We consider the SABR model (with $\beta=1$) of stochastic volatility\, which we analyze by tools from Malliavin Calculus. We follow the approach of Alòs et al (2006) who showed that under stochastic volatility framework\, the option prices can be written as the sum of the classic Hull-White (1987) term and a correction due to correlation. We derive the Hull-White term\, by using the conditional density of the average volatility\, and write it as a two-dimensional integral. For the correction part\, we use two different approaches. Both approaches rely on the pairing of the exponential formula developed by Jin\, Peng\, and Schellhorn (2016) with analytical calculations. The first approach\, which we call ”Dyson series on the return’s idiosyncratic noise” yields a complete series expansion but necessitates the calculation of a 7-dimensional integral. Two of these dimensions come from the use of Yor’s (1992) formula for the joint density of a Brownian motion and the time-integral of geometric Brownian motion. The second approach\, which we call ”Dyson series on the common noise” necessitates the calculation of only a one-dimensional integral\, but the formula is more complex. This research consisted of both analytical derivations and numerical calculations. The latter show that our formulae are in general more exact\, yet more time-consuming to calculate\, than the first order expansion of Hagan et al (2002).
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-zhengji-guo-cgu/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
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BEGIN:VEVENT
DTSTART;TZID=America/Los_Angeles:20191021T161500
DTEND;TZID=America/Los_Angeles:20191021T171500
DTSTAMP:20260427T114625
CREATED:20190705T211849Z
LAST-MODIFIED:20191018T203146Z
UID:1337-1571674500-1571678100@colleges.claremont.edu
SUMMARY:Applied Math Talk: Dynamics of neuroendocrine stress response given by Prof. Maria Rita D'Orsogna (CSUN)
DESCRIPTION:The hypothalamic-pituitary-adrenal (HPA) axis is a neuroendocrine system\nthat regulates numerous physiological processes. Disruptions are\ncorrelated with stress-related diseases such as PTSD and major depression. We characterize “normal” and “diseased” states of the HPA axis as basins of attraction of a dynamical system describing the main hormones regulated by the HPA axis. Our model includes hormonal self-upregulation\, release\, synthesis; interaction\,\ndelay and feedback mechanisms. External input is associated to psychological trauma\, while parameter changes represent physiological damage. We show that transitions between the  “normal” and “diseased” states may be induced solely by\nexternal input\, with all physiological parameters unchanged\, emphasizing\nthe severe consequences of psychological trauma. We also find that the\ntiming and duration of the traumatic event is an important determinant\nof if and how stress disorders will manifest. Finally\, we propose mechanisms whereby exposure therapy may act to normalize downstream dysregulation of the HPA axis.
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-prof-maria-rita-dorsogna-csun/
LOCATION:CGU Math North House
CATEGORIES:Applied Math Seminar
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