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Phone: 218-726-8747 / 218-726-8254
Fax: 218-726-8399
Email: mathstat@d.umn.edu
Undergraduate Studies
Email: math.dus@d.umn.edu
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Email: math.dgs@d.umn.edu
140 Solon Campus Center (map)
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Duluth, MN 55812-3000

Home > Seminars and Colloquia

LectureThe 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.

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

 Regularized High-Dimensional Sparse Regression

Xingguo Li

UMD M.S. Candidate

G
5/29/13 Liklihood Ratio Tests of Independance of Components for High-dimensional Normal Vectors

Lin Zhang

UMD M.S. Candidate

G
5/28/13 Penalized Maximum Liklihood Estimation of Two-Parameter 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 Change-Point 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 Vertex-Transitive Graphs of Prime-Squared Order Are Hamiliton-Decomposable

Donald Kreher

Michigan Technological University

UG
4/25/13 Dramatically Creating and Animating Escher-Like Tiles

Kevin Lee

Normandale Community College

UG
4/9/13 Marketing Research Analytics on an Expanding Global Stage

Trevor Brennan

Jesse Dixon

Digi-Key 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,
Jesse Schmieg, Jinze
Gu, Matthew Hanson &
Derek Mayer

UMD Undergraduate Students

Department of Mathematics and Statistics

G
2/15/13 Marshall-Olkin Extended Log-Logistic 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
The College of St. Scholastica

G
12/6/12

Marshall Hampton
UMD Department of Mathematics and Statistics

U
11/29/12

Stephanie Galvin
LSS Data Systems

U/G
11/28/12

Gyula O. H. Katona
Rényi Institute, Budapest

G
11/15/12

Jerrold R. Griggs
University of South Carolina, Columbia

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, non-normal, 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 Kullback-Leilber 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.


Download abstract (pdf)

Time: Thursday, June 20, 2013, 2:00PM
Location: 130 Solon Campus Center

 

 Regularized High-Dimensional Sparse Regression



by

Xingguo Li

UMD M.S. Candidate


Abstract:  In this project, we discuss about high-dimensional regression, where the dimension of the multivariable is larger than the sample size, i.e. h. With the sparsity assumption of the multivariate distribution, we apply h 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 h convergence rate and (2) monotone fast iterative soft-thresholding algorithm (MFISTA) with h convergence rate, where h 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.


 

Download abstract (pdf)

Time: Friday, May 31, 2013, 2:00PM
Location: 130 Solon Campus Center

 

Likelihood Ratio Test of Independence of Components for High-dimensional Normal Vectors

by

Lin Zhang

UMD M.S. Candidate


Abstract: Consider a p-variate 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 chi-squared distribution. When p = pn goes to infinity but p < n − 1, Chi-square 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 chi-square approximations are presented as well.


Download abstract (pdf)

Time: Wednesday, May 29, 2013, 2:00PM
Location: 130 Solon Campus Center

 

Penalized Maximum Liklihood Estimation of Two-Parameter Exponential Distributions

by

Mengjie Zheng

UMD M.S. Candidate


Abstract: The two-parameter 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.


 

Download abstract (pdf)

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.


 

Download abstract (pdf)

Time: Tuesday, May 21, 2013, 2:00PM
Location: 150 Chemistry

 

Tests for the Change-Point 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 log-likelihood 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.


 

Download abstract (pdf)

Time: Friday, May 17, 2013, 2:00PM
Location: 130 Solon Campus Center

 

Honors Colloquium III

by

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.


 

Download abstract (pdf)

Time: Thursday, May 9, 2013, 3:00PM
Location: 150 Chemistry

Honors Colloquium II

by

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.


 

Download abstract (pdf)

Time: Thursday, May 2, 2013, 3:00PM
Location: 150 Chemistry

Vertex-Transitive Graphs of Prime-Squared Order Are Hamilton-Decomposable

by
Donald Kreher

Michigan Technological University


Abstract: We prove that all connected vertex-transitive 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


 

Download abstract (pdf)

Time: Thursday, May 2, 2013, 3:00PM
Location: 130 Solon Campus Center

Dramatically Creating and Animating Escher-Like 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 Escher-like 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.


 

Download abstract (pdf)

Time: Thursday, April 25, 2013, 3:00PM
Location: 150 Chemistry

 

Marketing Research Analytics on an Expanding Global Stage

by
Trevor Brennan and Jesse Dixon

Digi-Key Corporation


Abstract: We are both recent graduates of UMD who now work at Digi-Key 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.


 

Download abstract (pdf)

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.


 

Download abstract (pdf)

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.

 


 

Download abstract (pdf)

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.

 


 

Download abstract (pdf)

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.


 

Download abstract (pdf)

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.

 

Download abstract (pdf)

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 time-intensive 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.

 

Download abstract (pdf)

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 rank-based approach and the least squares approach. For the rank-based 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 case-cohort studies. With the rank-based 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.

 

Download abstract (pdf)

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 kernel-convolution based approach to model nonstationary random field will also be discussed.

 

Download abstract (pdf)

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 cost-efficient 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.

 

Download abstract (pdf)

Time: Thursday, February 21, 2013, 3:00PM
Location: 150 Chemistry

 

 

Marshall-Olkin Extended Log-Logistic Distribution and Its Application in Minification Processes

by
Wenhao Gui

Visiting Assistant Professor, UMD

 


Abstract:   
The Log-Logistic 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 Log-Logistic distribution using Marshall-Olkin transformation. The proposed model is more flexible than the Log-Logistic 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. 

 

Download abstract (pdf)

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 2000-2008, and cardiovascular emergency room admissions among Medicare patients.

 

Download abstract (pdf)

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 constant-probability 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.

 

Download abstract (pdf)

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:

Download abstract (pdf)

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 uncertainty--which 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


Finite-time 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 first-passage time over a fixed level for a general pure-jump subordinator with a negative drift. We obtain a closed-form formula for the survival function of the first-passage time in terms of transition distribution and transition density of the subordinator. Then we apply the formula to calculate finite-time 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 closed-form pricing formula for a single-name 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 3-space, 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 run-off 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 single-winner 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 non-mathematicians 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 third-largest 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 cohort-component 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:

Download abstract (pdf)


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 N-body problem.

 

Time: Thursday, December 6, 2012, 3:00 PM
Location: 130 Solon Campus Center


Pianos are Logs

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


 

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