The Department of Mathematics and Statistics offers a weekly colloquium series on Thursdays. Most colloquia begin between 3:00 and 3:30. Seminars alternate between those aimed at Undergraduate (type U) and Graduate (type G) audiences.
 Archived 201213 Colloquia
 Archived 201112 Colloquia
 Archived 201011 Colloquia
 Archived 200910 Colloquia
 Archived 20089 Colloquia
 Archived 20078 Colloquia
 Archived 20067 Colloquia
 Archived 20056 Colloquia
Type 
Date 
Title 
Speaker 
G 
6/20/13  Independent Component Analysis (ICA) using concepts from information theory 
Collin McCauley Van Ryn UMD M.S. Candidate 
G 
5/31/13  Xingguo Li UMD M.S. Candidate 

G 
5/29/13  Liklihood Ratio Tests of Independance of Components for Highdimensional Normal Vectors  Lin Zhang UMD M.S. Candidate 
G 
5/28/13  Penalized Maximum Liklihood Estimation of TwoParameter Exponential Distributions  Mengjie Zheng UMD M.S. Candidate 
G 
5/21/13  Patterns in Continued Fraction Expansion  Samuel Judnick UMD M.S. Candidate 
G 
5/17/13  Tests for the ChangePoint of the AR (1) Model  Fang Yuan UMD M.S. Candidate 
UG 
5/9/13  Honors Colloquium III  Jinze Gu, Danielle Stewart and Jin Can UMD Undergraduate Students 
UG 
5/2/13  Honors Colloquium II  Artur Spivacenco and Jiayi Wang UMD Undergraduate Students 
G 
5/2/13  VertexTransitive Graphs of PrimeSquared Order Are HamilitonDecomposable  Donald Kreher Michigan Technological University 
UG 
4/25/13  Dramatically Creating and Animating EscherLike Tiles  Kevin Lee Normandale Community College 
UG 
4/9/13  Marketing Research Analytics on an Expanding Global Stage  Trevor Brennan Jesse Dixon DigiKey Corporation 
G 
4/4/13  Even Harmonious Graphs  Lori Ann Schoenhard UMD M.S. Candidate 
G 
3/29/13  Markov decision processes, bandit processes and some mathematical finance problems  Xikui Wang University of Manitoba 
UG 
3/28/13  Honors Colloquium I  Moses Koppendrayer and Andrew Schneider UMD Undergraduate Students 
G 
3/14/13  Building Your Own Personal Formula for π!  John Greene UMD Department of Mathematics and Statistics 
U 
3/7/13  Mathematics and Linguistics  Chongwon Park UMD Department of Writing Studies 
G 
3/4/13  An Overview of Computer Experiments  Peter Marcy University of Wyoming 
G 
2/28/13  Accelerated Failure Time Model with Case Cohort Data  Sy Han Chiou University of Connecticut 
G 
2/26/13  Modeling Covariance Functions and Spheres  Yang Li Iowa State University 
U 
2/21/13  Mathematical Contest in Modeling 2013  Moses Koppendrayer, Andrew
Schneider, UMD Undergraduate Students Department of Mathematics and Statistics 
G 
2/15/13  MarshallOlkin Extended LogLogistic Distribution and Its Application in Minification Processes  Wenhao Gui UMD Department of Mathematics and Statistics 
G 
2/11/13  Laura Boehm North Carolina State University 

U 
2/7/13 
William Krossner President of Psyminn Corporation 

U 
12/13/12 
Luther Qson 

G 
12/6/12 
Marshall Hampton 

U 
11/29/12 
Stephanie Galvin 

U/G 
11/28/12 
Gyula O. H. Katona 

G 
11/15/12 
Jerrold R. Griggs Joint work with Gary D. Hollis, Jr. 

U 
11/08/12 
Matt Ploenzke, Caroline Kioko and Kai Zu UMD Undergraduate Students 

U 
10/25/12 
Kathryn Lenz UMD Department of Mathematics & Statistics 

G 
10/18/12 
John Greene UMD Department of Mathematics & Statistics 

U 
10/11/12 
Douglas Dunham UMD Department of Computer Science 

G 
10/4/12 
Xuemiao Hao University of Manitoba 

U 
9/27/12 
William Krossner President of Psyminn Corporation & Statistics 

G 
9/20/12 
Zhuangyi Liu UMD Department of Mathematics & Statistics 
Independent Component Analysis (ICA) using concepts from information theory
by
Collin McCauley Van Ryn
UMD M.S. Candidate
Abstract: The independent component analysis (ICA) data model, in its simplest form, assumes that x = (x1,...,xn) ∈ Rn is a vector containing n observations of a signal that is itself a linear combination of n statistically independent, nonnormal, source signals. So x = As and xi = ai1s1 + ··· + ainsn where A is referred to as the ”mixing” matrix, which is unknown, and s1, . . . , sn are called the independent components, which are indirectly observed. Independent component analysis attempts to determine an ”unmixing” matrix W so that W x = ˆs ≈ s. Along with infomax and JADE, fastICA, developed by Aapo Hyarinen of the University of Helsinki, is one of the most popular algorithms for performing ICA. This presentation can be considered a detailed explication of this algorithm. First, the information theory concepts of entropy, negentropy, the KullbackLeilber divergence, and mutual information are introduced. Second, an approximation of negentropy is developed using an approximate probability density function that gives a rough upper bound for the entropy of a random variable. Third, the fastICA algorithm is described. Lastly, the fastICA algorithm is applied to some digital image processing problems.
Time: Thursday, June 20, 2013, 2:00PM
Location: 130 Solon Campus Center
Regularized HighDimensional Sparse Regression
by
Xingguo Li
UMD M.S. Candidate
Abstract: In this project, we discuss about highdimensional regression, where the dimension of the multivariable is larger than the sample size, i.e. . With the sparsity assumption of the multivariate distribution, we apply regularized method for parameter estimation. There are two major problems will be discussed: (1) inverse covariance matrix estimation for Gaussian graphical models; (2) a family of Lasso regression. The primal work is to develop efficient numerical methods for estimation. We adopt (1) hybrid alternating direction method (HADM) which combines coordinate decent for fast convergence and linearization for stable estimation with convergence rate and (2) monotone fast iterative softthresholding algorithm (MFISTA) with convergence rate, where is the number of iteration. Empirically, we conduct numerical experiments on both simulated and real data sets to illustrate the efficiency of our proposed methods.
Time: Friday, May 31, 2013, 2:00PM
Location: 130 Solon Campus Center
Likelihood Ratio Test of Independence of Components for Highdimensional Normal Vectors
by
Lin Zhang
UMD M.S. Candidate
Abstract: Consider a pvariate normal population. We are interested in testing the indepen dence of its components based on a random sample of size n from this population. In classic multivariate analysis, the dimension p is fixed or relatively small com pared with the sample size n, and the likelihood ratio test (LRT) is an effective way to test the hypothesis of independence, and the limiting distribution of the LRT is a chisquared distribution. When p = pn goes to infinity but p < n − 1, Chisquare approximation of the LRT may be invalid. We focus on the case when pn → ∞. In multivariate analysis, testing the independence of grouped components is also desirable. When the grouping is well balanced and the number of groups is fixed, the LRT, after proper normalized, has a normal limit as is proved in literature. In practice, grouping can be unbalanced, and the number of groups can be arbitrarily large. In this project, we prove the LRT statistic converges to a normal distribution under quite general conditions. Simulation results including histograms and com parisons on sizes and powers with those in the classical chisquare approximations are presented as well.
Time: Wednesday, May 29, 2013, 2:00PM
Location: 130 Solon Campus Center
Penalized Maximum Liklihood Estimation of TwoParameter Exponential Distributions
by
Mengjie Zheng
UMD M.S. Candidate
Abstract: The twoparameter exponential distribution has many applications in real life. In this project we consider estimation problem of the two unknown parameters. The most widely used method Maximum Likelihood Estimation (MLE) always uses the minimum of the sample to estimate the location parameter, which is too conservative. Our idea is to add a penalty multiplier to the regular likelihood function so that the estimate of the location parameter is not too close to the sample minimum. The new estimates for both parameters are unbiased and also Uniformly Minimum Variance Unbiased Estimators (UMVUE). The penalized MLE for incomplete data is also discussed.
Time: Tuesday, May 28, 2013, 2:00PM
Location: 130 Solon Campus Center
Patterns in Continued Fraction Expansions
by
Samuel Judnick
UMD M.S. Candidate
Abstract: A real number, say 157/68, is typically represented by its decimal expansion, 2.3088235... However it also has another expansion, called the continued fraction expansion given below.
This is typically denoted [2,3,4,5], and in some ways this expansion is more useful, as [2,3,4,5] provides more information about 157/68 than 2.3088235… does. The theory of continued fractions is a branch of number theory with many applications in the field. In this paper, we investigate patterns that appear in the continued fraction expansions of real numbers. In particular, we look at the continued fraction expansion of some number x, and observe how it changes when we add or subtract small quantities.
Time: Tuesday, May 21, 2013, 2:00PM
Location: 150 Chemistry
Tests for the ChangePoint of the AR (1) Model
by
Fang Yuan
UMD M.S. Candidate
Abstract: The problem considered is that of testing and detecting the change of a sequence of variables from Autoregressive (1) model. In my paper, I specialized at studying the abrupt change, and the 'change' is considered as the point where the correlation coefficient of AR(1) model changes, or the drift changes(mean shift). Two different test statistics are developed. One is loglikelihood ratio test statistic, the other comes from partial sum of the residuals, which use the property that the partial sum of the residuals of AR(1) model converge to Brownian motion. Distribution of the statistics are studied, rejection region are presented, powers are compared and analyzed, and
the simulation results are provided to evaluate the effectiveness of the statistics for testing both parameters.
Time: Friday, May 17, 2013, 2:00PM
Location: 130 Solon Campus Center
Jinze Gu, Danielle Stewart and Jin Can
Undergraduate Students, Mathematics, University of Minnesota Duluth
Abstract: This is the third of three Honors Colloquiums for our undergraduate students to present their honors projects.
Time: Thursday, May 9, 2013, 3:00PM
Location: 150 Chemistry
Artur Spivacenco and Jiayi Wang
Undergraduate Students, Mathematics, University of Minnesota Duluth
Abstract: This is the second of three Honors Colloquiums for our undergraduate students to present their honors projects.
Time: Thursday, May 2, 2013, 3:00PM
Location: 150 Chemistry
VertexTransitive Graphs of PrimeSquared Order Are HamiltonDecomposable
by
Donald Kreher
Michigan Technological University
Abstract: We prove that all connected vertextransitive graphs of order p2, p a prime, can be decomposed into Hamilton cycles.
Joint work with:
 Brian Alspach School of Mathematical and Physical Sciences, University of Newcastle, Callaghan, NSW 2308, Australia
 Darryn Bryant Department of Mathematics, University of Queensland, Qld 4072, Australia
Time: Thursday, May 2, 2013, 3:00PM
Location: 130 Solon Campus Center
Dramatically Creating and Animating EscherLike Tiles
by
Kevin Lee
Normandale Community College
Abstract: Modern computer graphics cards have GPUs that can do several hundred million calculations per second. Mr. Lee will demonstrate algorithms that exploit this power to create and animate Escherlike tessellations (tilings) of the plane in real time. Besides being fun, the animations dramatically illustrate the geometry behind the tessellations. He will also briefly discuss how parametric equations, symmetry groups, homogenous coordinates, linear algebra, computational geometry, computer graphics, and data structures all come together to create the algorithms behind the animations.
Time: Thursday, April 25, 2013, 3:00PM
Location: 150 Chemistry
Marketing Research Analytics on an Expanding Global Stage
by
Trevor Brennan and Jesse Dixon
DigiKey Corporation
Abstract: We are both recent graduates of UMD who now work at DigiKey in northwest Minnesota. We will discuss what it means to be a Market Research Analyst, and how our education in mathematics has prepared us for this role as well as what it takes to enter this field.
Time: Tuesday, April 9, 2013, 3:00PM
Location: 150 Chemistry
Even Harmonious Graphs
by
Lori Ann Schoenhard
UMD M.S. Candidate
Abstract: A graph labeling is an assignment of integers to the graph vertices or edges, or both, subject to certain conditions. Graph labelings were first introduced in the late 1960s. In the intervening years dozens of graph labelings techniques have been studied in over 1500 papers. Harmonious graph labelings were introduced in 1980 in connection with the design of communications networks. We discuss a new variation of harmonious labelings.
Time: Thursday, April 4, 2013, 3:00PM
Location: 150 Chemistry
Markov decision processes, bandit processes and some mathematical finance problems
by
Xikui Wang
Professor and Head, Department of Statistics
University of Manitoba
Abstract: This talk is focused on the use of Markov decision processes
and bandit processes for some finance problems including optimal
investment and consumption as well as dynamic pricing. Several
different models are discussed in which the return functions involve
unknown parameters. The Bayesian parametric approach is applied to
deal with the unknown parameters. This is joint work with Yanqing Yi,
Yan Wang and You Liang.
Time: Friday, March 29, 2013, 4:00PM
Location: 130 Solon Campus Center
Honors Colloquium I
by
Moses Koppendrayer and Andrew Schneider
Undergraduate Students, Mathematics
University of Minnesota Duluth
Abstract: This is the first of three Honors Colloquiums for our undergraduate students to present their honors projects.
Time: Thursday, March 28, 2013, 3:00PM
Location: 150 Chemistry
Building Your Own Formula for π!
by
John Greene
Associate Professor, Mathematics & Statistics
University of Minnesota Duluth
Abstract: We have learned many nice formulas for π in classes we have taught or taken. The most famous are probably Leibniz’s formula
and Euler’s formula
In this talk, I will show how you can find your own formula for π. The ideas used in this talk came as a result of a Master’s Project by Melissa Larson.
Time: Thursday, March 14, 2013, 3:00PM
Location: 150 Chemistry
Mathematics and Linguistics
by
Chongwon Park
Head, Department of Writing Studies
Associate Professor of Linguistics
University of Minnesota Duluth
Abstract:
In this talk we give an introduction to a mathematical approach to the study of languages. We provide a mathematical system that can uniformly explain multiple languages such as English and Korean.
Time: Thursday, March 7, 2013, 3:00PM
Location: 150 Chemistry
An Overview of Computer Experiments
by
Peter Marcy
University of Wyoming
ABSTRACT: Deterministic computer models are ubiquitous, appearing everywhere from industrial engineering to atmospheric science. These simulators are quite often complex, and as such can be difficult and/or timeintensive to run. The number of runs to get a satisfactory understanding of these codes is often unrealistic, and so a "computer experiment" is necessary.
In this talk I will give an introduction to the statistical design and analysis of these computer experiments. More specifically, I will first discuss how stochastic (Gaussian) processes can be used to build surrogates for the original complex deterministic codes. I then describe how this framework allows for quantifying uncertainty and understanding the relationship between inputs and output. I will conclude with a brief discussion of other aspects of computer experiments including the calibration of models to field data and my research on the use of partial derivative information.
Time: Monday, March 4, 2013, 3:45PM
Location: 130 Solon Campus Center
Accelerated Failure Time Model with Case Cohort Data
Sy Han Chiou
University of Connecticut
Abstract:
Survival analysis is a statistical method for data analysis where the outcome variable of interest is the time to the occurrence of an event. It is applied in number of fields, such as medicine, public health, social science, and engineering. A semiparametric accelerated failure (AFT) time model is a log linear regression that directly relates the effect of explanatory variables on the survival time. This characteristic allows an easy interpretation of the results. Nevertheless, the semiparametric AFT model has not been as widely used as it should be due to lack of efficient and reliable computing algorithm to obtain both parameter estimates and their standard errors. The goal for this presentation is to introduce some recently developed inference procedures for semiparametric AFT models with both the rankbased approach and the least squares approach. For the rankbased approach, an induced smoothing technique and various sandwich variance estimator are proposed to improve computational efficiency. Weights are incorporated to handle missing data needed as in casecohort studies. With the rankbased estimator as initial value, the generalized estimating equation approach is used as an extension of the least squares estimation to the multivariate case. With these procedures, we aim to bring AFT model into routine survival analysis.
Time: Thursday, February 28, 3:45PM
Location: 130 Solon Campus Center
Modeling Covariance Functions and Spheres
by
Yang Li
Iowa State University
Abstract:
Spatial analysis of large data sets on spheres have drawn more attention recently. To better quantify the uncertainty in spatial prediction and estimation, it is often necessary to have a good estimate of the covariance structure of the underlying process. Conventional full likelihood approaches require full specification of parametric models and face the computational obstacle of getting the inverse and determinant of covariance matrix. Alternatively, nonparametric methods which do not require subjectively specifying a parametric covariance function can be utilized. A valid covariance function on spheres can be written as a constrained expansion of Legendre polynomials. However, the truncation of the expansion introduces too much smoothness. We propose to add a tapered Matern covariance function to capture the local behavior while the nonparametric expansion controls the behavior at large distances. A model selection procedure based on residual sum of squares with penalization is used to reduce over fitting. Simulation studies show that our method greatly improves the kriging performance. Our new method is then applied to the Total Ozone Mapping Spectrometer data which are observed over the entire globe. Additionally, a kernelconvolution based approach to model nonstationary random field will also be discussed.
Time: Tuesday, February 26, 2013, 3:45PM
Location: 130 Solon Campus Center
Mathematical Contest in Modeling 2013
by
Moses Koppendrayer, Andrew Schneider, Jesse Schmieg,
Jinze Gu, Matthew Hanson, Derek Mayer
UMD Undergraduate Students
Department of Mathematics & Statistics
Abstract:
Each February, a nationwide international Mathematical
Contest in Modeling (MCM) is held. Contestants have 96 hours to select
from one of two problems and submit a solution. This year, two teams
represented UMD. One team selected PROBLEM A: The Ultimate Brownie
Pan, to develop a model to show the distribution of heat across the
outer edge of a pan for pans of different shapes  rectangular to
circular and other shapes in between. The other team selected PROBLEM
B: Water, Water, Everywhere, to build a mathematical model for
determining an effective, feasible, and costefficient water strategy
for 2013 to meet the projected water needs of one country from the
list United States, China, Russia, Egypt, or Saudi Arabia in 2025.
The teams will discuss the contest problems, their proposed solutions,
and their overall experience with the competition.
Time: Thursday, February 21, 2013, 3:00PM
Location: 150 Chemistry
MarshallOlkin Extended LogLogistic Distribution and Its Application in Minification Processes
by
Wenhao Gui
Visiting Assistant Professor, UMD
Abstract:
The LogLogistic distribution (also known as the Fisk distribution in economics) is the probability distribution of a random variable whose logarithm has a logistic distribution. It has attracted a wide applicability in survival analysis and reliability over the last few decades, particularly for events whose rate increases initially and decreases later. In this talk, we propose a new class of extended LogLogistic distribution using MarshallOlkin transformation. The proposed model is more flexible than the LogLogistic distribution and can be used effectively for modeling lifetime data. Various structural properties of the new distribution are derived, including stochastic orderings, stochastic representations, moments and quantiles, distribution of order statistics etc. The usefulness of this model is illustrated by a real data set. Using the proposed model, we develop a first order autoregressive process for the first time and the properties of the process are investigated.
Time: Friday, February 15, 2013, 3:45PM
Location: 130 Solon Campus Center
Spatial variable selection methods for investigating acute health effects of fine
particulate matter components
by
Laura Boehm
Department of Statistics
North Carolina State University
Abstract:
Previous research has suggested a connection between ambient particulate matter (PM) exposure and acute health effects, but the effect size varies across the United States. Variability in the effect may partially be due to differing community level exposure and health characteristics, but also due to the chemical composition of PM which is known to vary greatly by location and over time. The objective of this paper is to identify particularly harmful components of this chemical mixture. Because of the large number of potentially highly correlated components, we must incorporate some regularization into a statistical model. We assume that at each location the regression coefficients come from a mixture model, with the flavor of stochastic search variable selection, but utilize a copula to share information about variable inclusion and effect magnitude across locations. The model differs from current spatial variable selection techniques by accommodating both local and global variable selection. The model is used to study the association between fine PM components, measured at 115 counties nationally over the period 20002008, and cardiovascular emergency room admissions among Medicare patients.
Time: Monday, February 11, 2013, 3:45PM
Location: 130 Solon Campus Center
Objective Confirmation or Disconfirmation of a Stock Trading Algorithm
by
William Krossner
President, Psyminn Coporation
Abstract:
The purchase and subsequent sale of a stock forms an event that results either in a gain or a
loss. A history of such events may, for a given investor, be assumed to constitute a binary series
with a reasonably constant probability of success, dependent on the investor’s skill. Clearly, for
the investor to win financially in the long run, this probability should exceed .5.
In a previous presentation last September 27, the speaker illustrated a mathematically valid
procedure for using the beta binomial probability density function and Bayes’ Theorem to
ascertain the likelihood that a binomial probability equals (is greater than, is less than) any
particular value, usually .5, for a sequence of constantprobability binomial events. This method
will be applied today.
Some individual investors, and essentially all financial organizations such as hedge funds, use
computerized algorithmic procedures to determine which stocks, when, and at what price levels,
to invest in.
In this talk, the presenter will first give a brief account of the theory behind the algorithm he uses,
then go through the steps of picking a stock and single parameter value that the algorithm is
successful with, and, finally, review the steps of confirming the validity of the algorithm with any
chosen stock and parameter.
Time: Thursday, February 7, 2013, 3PM
Location: 150 Chemistry
Stability of an Abstract System of Coupled Hyperbolic
and Parabolic Equations
by
Zhuangyi Liu
Department of Mathematics and Statistics
University of Minnesota Duluth
Abstract:
Time: Thursday, September 20, 2012, 3:00 PM
Location: 130 Solon Campus Center
The Most Useful Thing I Ever Learned in Mathematics
(and How It Helped Me Earn Thousands in the Stock Market)
by
William Krossner
President of Psyminn Corporation
Abstract: The most useful thing I ever learned in mathematics is a procedure for helping make decisions under conditions of uncertaintywhich is a good description of what we often must do in life. No theory, just a description of the method and how it proved successful in stock market investing over a period of several decades.
Time: Thursday, September 27, 2012, 3:00 PM
Location: 150 Chemistry
Finitetime survival probability and credit default swaps pricing under geometric Levy markets
by
Xuemiao Hao
University of Manitoba
Joint work with Xuan Li, Department of Mathematics and Statistics,
and Yasutaka Shimizu, Osaka University
Abstract:
We study the distribution of firstpassage time over a fixed level for a general purejump subordinator with a negative drift. We obtain a closedform formula for the survival function of the firstpassage time in terms of transition distribution and transition density of the subordinator. Then we apply the formula to calculate finitetime survival probabilities in a structural model of credit risk, in which the asset value process of a company is driven by a geometric L´evy process. By doing this, we provide a closedform pricing formula for a singlename credit default swap (CDS). Particularly, the pricing formula explains why the par CDS credit spread is not negligible when maturity becomes short.
Time: Thursday, October 4, 2012, 3:00 PM
Location: 130 Solon Campus Center
Hyperbolic Patterns and
Triply Periodic Polyhedra
by
Douglas Dunham
UMD Department of Computer Science
Abstract:
The Dutch artist M.C. Escher was the first person to create artistic repeating patterns on the hyperbolic plane. He also created patterns on symmetric closed polyhedra. In this talk we explain how we have extended his work in these two areas. First, about 30 years ago two students and I designed a program to create repeating hyperbolic patterns, thus extending Escher's work in that area. Second, recently I have created repeating patterns on triply periodic polyhedra in Euclidean 3space, thus also extending Escher's work on patterned polyhedra. I will explain how these two areas are athematically related and show examples of both kinds of patterns.
Time: Thursday, October 11, 2012, 3:00 PM
Location: 150 Chemistry
Games with Fibonacci Numbers
by
John Greene
Abstract:
We all know the Fibonacci numbers: 1, 1, 2, 3, 5, 8, 13, …, where one adds the two previous numbers to get the next. Here is a variation on this sequence: Add the two numbers as usual, but if the sum is divisible by 5, do the division to get the next term. The sequence now goes 1, 1, 2, 3, 1, 4, 1, 1, 2, 3, 1, 4, 1, 1, … We get periodic behavior in this case (starting 1, 1, …). Some years back, Kate Niedzielski and I looked at the following generalization: Define a sequence by
The question: For which rational numbers, r, could we find periodic solutions?
Time: Thursday, October 18, 2012, 3:00 PM
Location: 130 Solon Campus Center
Election Methods: Algorithms, Properties, Propaganda, and Experiments
by
Kathryn Lenz
UMD Department of Mathematics & Statistics
Abstract:
Within the past two decades various cities across the US and in Minnesota have experimented with instant runoff voting (IRV) for municipal elections, and Duluth could be next. These activities demonstrate a desire within the US electorate for replacing plurality voting with something better and they give insight into what US voters want from an election algorithm. Impressions and reactions of voters to IRV elections exemplify the importance of numeracy (the ability to reason and to apply numerical concepts) to the health of democracy. This presentation will describe several singlewinner election algorithms including IRV, the Borda count, approval voting and simple score voting, distortions of the properties of IRV propagating in the public arena, and the opportunity this gives mathematically literate people to engage in civic dialogue and the pursuit of better election methods. Recent municipal elections, propaganda found on websites and in print, and reactions of mathematicians and nonmathematicians will be given.
Time: Thursday, October 25, 2012, 3:00 PM
Location: 150 Chemistry
What do Math students do with math?
In this colloquium three UMD Math/Stat majors will
discuss ways they have used mathematics.
My Summer at The Fed
by
Math Ploenzke
Abstract:
This past summer I interned at the Federal Reserve Bank of New York. I will be sharing some of the experiences I had, what I learned, and the research I worked on, which included building and analyzing several survey databases using statistical techniques taught at UMD. I will be returning to the Fed upon graduation to work and I encourage all students interested in math, statistics, and economics to apply for this great program.
My internship experience at Bonnie Perkins
Farmers Insurance Agency in Duluth
by
Caroline Kioko
Abstract:
I will discuss how I found this internship opportunity, in addition to what I did as an intern, what I learned, and what the Farmers Insurance Group does. The Farmers Insurance Group is the thirdlargest provider of both private passenger auto and homeowners insurance in the U.S. It offers property, casualty, and umbrella insurance as well as financial services such as ROTH IRA retirement plans.
Mathematical Models of Chinese Population Dynamics
by
Kai Zu
Abstract:
The objective of this UROP project was to design a model that predicts the population of China up to 2050. A significant demographic transition has taken place in China since 1980s when they began to implement the one child policy. While China is still expected to enjoy a rapid economic growth in the next one or two decades the demographic trends have significant implications for future economic development. Choosing an appropriate mathematical model to estimate the population growth is important. The cohortcomponent method of population projection is a good choice.
Time: Thursday, November 8, 2012, 3:00 PM
Location: 150 Chemistry
Searching for Simple Symmetric Venn Diagrams
by
Jerrold R. Griggs
Abstract:
Symmetric Venn diagrams for n >= 2 sets can be constructed if and only if n is prime. However, known constructions are not simple: Simple Venn diagrams have no more than two curves passing through any point. Simple symmetric Venn diagrams have been found only for n =2, 3, 5, 7. We devised a simple description of the large class of such diagrams called monotone, and carried out a computer search that rediscovered all of the known diagrams for n <= 7. It is apparently much harder to find one for n = 11, but Ruskey et al. have very recently posted some.
Time: Thursday, November 15, 2012, 3:00 PM
Location: 130 Solon Campus Center
Towards a Structured Baranyai Theorem
by
Gyula O. H. Katona
Rényi
Institute,
Budapest
Abstract:
Time: Wednesday, November 28, 2012, 4:30 PM
Location: 150 Chemistry
My Journey from College to Career
by
Stephanie Galvin
LSS Data Systems
Abstract:
I came to UMD with a love for math and graduated in 2011 as a double major in math and stats. I will discuss my education experiences, my job search process (the highs and lows!), some of what I do today and how my UMD education has helped me have a successful career. I will also share my wisdom for preparing for the "real world" and suggestions for those about to embark on new journeys after graduation.
Time: Thursday, November 29, 2012, 3:00 PM
Location: 150 Chemistry
New Problems from Ancient Mathematics
by
Marshall Hampton
UMD Department of Mathematics and Statistics
Abstract:
A great deal of mathematics has arisen from problems in celestial mechanics. Calculus, differential equations, and parts of complex analysis, algebraic topology, and chaotic dynamical systems theory are just a few examples. This talk will briefly survey some of these historical developments and then highlight more recent mathematical and astronautical research that relates to the classical Newtonian Nbody problem.
Time: Thursday, December 6, 2012, 3:00 PM
Location: 130 Solon Campus Center
by
Luther Qson
The College of St. Scholastica
Abstract:
We'll wave our hands at some physics to write down a differential equation that determines the vibration of a string, and examine the behavior of solutions to that equation. Then, we'll explore some thoughts about harmonic resonance, how that relates to pleasing chords (musical chords, not mathematical ones!) and the way the piano captures the standard western musical scale.
Time: Thursday, December 13, 2012, 3:00 PM
Location: 150 Chemistry