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University Calendar
Events for January
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Reflected BSDE with Constraint and Its Application
Mon, Jan 11, 2010
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Monday, January 11, 2010, 2:30 PM, KAP 414Speaker: Minyu Xu, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Title: "Reflected BSDE with Constraint and Its Application"Abstract: Non-linear backward stochastic differential equations (BSDEs in short) were firstly introduced by Pardoux and Peng (\cite{PP1990}, 1990), who proved the existence and uniqueness of the adapted solution, under smooth square integrability assumptions on the coefficient and the terminal condition, and when the coefficient $g(t,\omega ,y,z)$ is Lipschitz in $(y,z)$ uniformly in $(t,\omega )$. From then on, the theory of backward stochastic differential equations (BSDE) has been widely and rapidly developed. And many problems in mathematical finance can be treated as BSDEs. The natural connection between BSDE and partial differential equations (PDE) of parabolic and elliptic types is also important applications. In this talk, we study a new developement of reflected BSDE with constraints. The existence and uniqueness results are presented and we will give some application of this kind of BSDE at last.
Location: Kaprielian Hall (KAP) - 414
Audiences: Everyone Is Invited
Contact: Georgia Lum
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A Fictitious Play Approach to Complex Systems Optimization
Thu, Jan 14, 2010 @ 10:00 AM - 11:00 AM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
DANIEL J. EPSTEIN DEPARTMENT OF INDUSTRIAL & SYSTEMS ENGINEERING SEMINAR:"A Fictitious Play Approach to Complex Systems Optimization"Dr. Robert L. SmithProgram Director for Operations Research, National Science Foundation, Arlington, VA 22230(On leave from his position as the Altarum/ERIM Russell D. O'Neal Professor of Engineering, Department of Industrial and Operations Engineering, The University of Michigan, Ann Arbor)ABSTRACT: Complex systems consisting of a large number of interacting components are in practice increasingly modeled through computer simulations rather than via traditional equation based approaches. The resulting model typically allows for little or no structural assumptions on the form of the objective function or constraints, thus posing a challenging optimization problem. We explore in this talk a novel optimization paradigm inherited from game theory that animates the components of the system within a non-cooperative game of identical interest. The optimizations take place though individual best replies of the players, thus vastly reducing the dimensionality of the optimization problems solved (the components' joint interactions are reflected indirectly through their shared objective function). We will illustrate the approach by discussing an application to intelligent transportation systems. Opportunities for NSF funding in Operations Research will be discussed at the end of the talk.THURSDAY, JANUARY 14, 2010, 10:00–11:00 AM, ELECTRICAL ENGINEERING BUILDING (EEB) 248BIO: Robert L. Smith is Director of the Operations Research Program at NSF. Dr. Smith received his Ph.D. in Engineering Science from the University of California at Berkeley where he held an NSF Fellowship. He holds a bachelors degree in Physics from Harvey Mudd College and an MBA from Berkeley. He is on leave from the University of Michigan in Ann Arbor where he is the Altarum/ERIM Russell D. O'Neal Professor of Engineering.He is the recipient of the first Altarum/ERIM Russell D. O'Neal Professorship of Engineering at the University of Michigan. He has also been honored with the Distinguished Faculty Achievement Award from the University of Michigan, the College of Engineering Research Excellence Award, the Industrial and Operations Engineering Award for Outstanding Accomplishment, an Outstanding Teacher Award from the Michigan Student Assembly, and a National Science Foundation Fellowship. He is a Fellow of the Institute for Operations Research and the Management Sciences.Professor Smith teaches courses in dynamic programming and stochastic processes. He has supervised the doctoral research of twenty-eight students since 1984.At the University of Michigan, he serves as Director of the Dynamic Systems Optimization Laboratory. The Laboratory research is directed toward the modeling and analysis of dynamical systems over time. Dr. Smith worked earlier at Bell Laboratories in the Network Planning Department where he developed models and algorithms for optimal routing of communications traffic. He is an Associate Editor of Operations Research and past Associate Editor of Management Science, and is the author of nearly one hundred peer reviewed publications.
Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Saving Lives and Improving Global Health Through Supply Chain Research
Fri, Jan 15, 2010 @ 02:30 PM - 05:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Marshall School of Business Seminar:Title: "Saving Lives and Improving Global Health Through Supply Chain Research"Speaker: Prashant Yadav, Professor of Supply Chain Management, MIT-Zaragoza International Logistics Program, Zaragoza Logistics Center, SPAINDate/Time/Place: Friday, January 15, 2010, 2:30 PM, ACC 201ABSTRACT: Great progress has been made in recent years in developing new medicines, vaccines and other technological interventions to improve health throughout the world. Increased financing from multilateral, bilateral and private donors has resulted in these new drugs and vaccines being available to end patients in low incomes countries where affordability is a serious issue. However, the availability of medicines remains extremely low in most developing countries. Part of this poor availability is attributed to dysfunctional supply chain for distribution of medicines. This talk explore various research questions on how to improve the effectiveness and efficiency of medicine supply chains in the developing world through a combination of analytical, empirical and qualitative approaches. Examples from ongoing research projects are used to illustrate how academic rigor can help advance the practice in this field.BIO: Prashant Yadav is a Professor of Supply Chain Management at the MIT-Zaragoza International Logistics Program at the Zaragoza Logistics Center, a Research Affiliate at the MIT Center for Transportation and Logistics and a visiting scholar at INSEAD Social Innovation Center.
Prashant's research interests are in stochastic production inventory systems, forecasting and incentive analysis in supply chains. His more recent research explores the functioning of pharmaceutical supply chains using a combination of empirical, analytical and qualitative approaches. In this work he collaborates closely with leading policy organizations and philanthropic foundations. Prashant serves as a adviser in the area of pharmaceutical supply chains to the World Bank, World Health Organization, UK Department for International Development, Roll Back Malaria Partnership, Bill and Melinda Gates Foundation, the Medicines for Malaria Venture, USAID and many other global health organizations.Prashant obtained his Bachelor of Engineering from the Indian Institute of Technology, his MBA from the FORE School of Management and his PhD from the University of Alabama. Before academia, Prashant worked for many years in the area of pharmaceutical strategy, analytics and supply chain consulting.
Location: Elaine & Kenneth Leventhal School Of Accounting (ACC) - 201
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Meet USC: Admission Presentation, Campus Tour, & Engineering Talk
Wed, Jan 20, 2010
Viterbi School of Engineering Undergraduate Admission
University Calendar
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 1:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Admission Intern
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Quantitative System Design
Thu, Jan 21, 2010 @ 03:30 PM - 05:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Title: Quantitative System DesignSpeaker: Prof. Mary K. Vernon, University of WisconsinDate/Time/Location: Thursday, January 21, 2010 at 3:30 pm in Seaver Science Library (SSL) 150 Abstract: This talk will provide a 20-year perspective on the use of analytic models to design of a wide range of commercially important architectures and systems with complex behavior. These systems include resources with highly bursty and/or correlated packet arrivals, communication protocols with complex routing and blocking of messages, resources that are configured for a very high probability (e.g., 0.9999) of providing immediate service to each arriving client, and complex large-scale Grid/Internet applications. The examples illustrate some guiding principles for model development, and show that the models can be relatively easy to develop. More importantly, the models can be highly accurate -- often more accurate than simulation, and sometimes more accurate than the system implementation! The examples also illustrate that the models can provide unique insight into system design as well as significant new system functionality. In other words, analytic models are a key tool for competitive systems engineering. Time permitting, the talk will include some important observations about workload models, and some ways to avoid key pitfalls in simulation.Bio: Mary K. Vernon received a B.S. degree with Departmental Honors in chemistry and the Ph.D. degree in computer science from the University of California at Los Angeles. In 1983 she joined the Computer Science Department at the University of Wisconsin-Madison, where she is currently Professor of Computer Science and Industrial Engineering and Chair of the Computer Sciences Department. Her research interests include performance analysis techniques for evaluating high performance computer/communication system design tradeoffs, Internet transport protocols, optimized CMP hardware/software co-design, and storage system design. She has co-authored over 80 technical papers including seven award papers - most recently one of three "Fast Track to ToN" papers at Infocom 2004, and the Best Paper Award at the 2005 USENIX Security Symposium. Prof. Vernon has served on the editorial board of the IEEE Transactions on Parallel and Distributed Systems, the 1999 NSF Blue Ribbon Panel for High Performance Computing, the NSF CISE Advisory Board, the CRA Board of Directors, the Board of Directors of the NCSA, and as Chair of the ACM SIGMETRICS. She received the NSF Presidential Young Investigator Award in 1985, the ACM Fellow award in 1996, the UW-Madison Vilas Associate Award in 2000 and the UW-Madison Kellett Mid-career Award in 2006. She is a member of the IFIP WG 7.3 on Information Processing System Modeling, Measurement and Evaluation.Host: Leana Golubchik, Department of Computer Science
Location: Seaver Science Library (SSL) - 150
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Games with Exhaustible Resources
Fri, Jan 22, 2010 @ 03:30 PM - 05:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Presented by the Math Finance ColloquiumTitle: "Games with Exhaustible Resources"Guest Speaker: Ronnie Sircar, Department of Operations Research and Financial Engineering Princeton UniversityABSTRACT: We study N-player repeated Cournot competitions that model the determination of price in an oligopoly where firms choose quantities.
These are nonzero-sum (ordinary and stochastic) differential games, whose value functions may be characterized by systems of nonlinear Hamilton-Jacobi-Bellman partial differential equations. When the quantity being produced is in finite supply, such as oil, exhaustibility enters as boundary conditions for the PDEs. We analyze the problem when there is an alternative, but expensive, resource (for example solar technology for energy production), and give an asymptotic approximation in the limit of small exhaustibility. We illustrate the two-player problem by numerical solutions, and discuss the impact of limited oil reserves on production and oil prices in the dupoly case.This is a joint work with Chris Harris and Sam Howison.FRIDAY, JANUARY 22, 2010, 3:30 PM, KAP 414Location: Kaprielian Hall (KAP) - 414
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Meet USC: Admission Presentation, Campus Tour, & Engineering Talk
Mon, Jan 25, 2010
Viterbi School of Engineering Undergraduate Admission
University Calendar
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 1:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Admission Intern
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Meet USC: Admission Presentation, Campus Tour, & Engineering Talk
Wed, Jan 27, 2010
Viterbi School of Engineering Undergraduate Admission
University Calendar
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 1:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Admission Intern
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Rhythm in Speech and Music
Thu, Jan 28, 2010 @ 03:30 PM - 04:45 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
DANIEL J. EPSTEIN DEPARTMENT OF INDUSTRIAL AND SYSTEMS ENGINEERING ISE 650 SEMINARTitle: "Rhythm in Speech and Music"Speaker: ANIRUDDH D. PATEL, Esther J. Burnham Senior Fellow, The Neurosciences Institute, San Diego, CaliforniaDate/Time/Place: THURSDAY, JANUARY 28, 2010, 3:30–4:45 PM, DOHENY LIBRARY ROOM 240ABSTRACT:. Rhythm is fundamental to speech and music. What do these two domains share in terms of rhythmic organization? There is a long history of interest in this topic, but remarkably few empirical explorations have been conducted. This is particularly striking since there are large bodies of empirical research on rhythm within each domain. In this presentation I suggest that
progress in empirical comparative research depends on a clear distinction between periodic and nonperiodic rhythms in human auditory cognition. I will argue that speech and music have fundamental differences in terms of periodic rhythms, and important connections in terms of nonperiodic rhythms. Evidence for this argument draws on diverse strands of evidence, including
quantitative comparisons of rhythmic patterns in speech and music, rese arch
on rhythm perception, and data from cognitive neuroscience.ANIRUDDH PATEL is the Esther J. Burnham Senior Fellow at The Neurosciences Institute in San Diego, California, and a pioneer in the use of new concepts and technology to investigate the neural correlates of music. His research focuses on how the brain processes music and language. He has pursued this topic with a variety of techniques, including neuroimaging, neuropsychology, behavioral studies, theoretical analyses, phonetic/acoustic research, crosscultural research, and comparative studies of nonhuman animals. Patel earned a bachelor's degree from the University of Virginia as a Jefferson Scholar. After a year at the National Taiwan University as a Luce Scholar, he went on to Harvard University as an NSF Fellow, where he studied with Edward O. Wilson. He did a joint postdoctoral fellowship at Harvard and at Tufts University before joining The Neurosciences Institute. Patel's research has appeared in numerous scientific journals, including
Nature, Nature Neuroscience, Journal of Cognitive Neuroscience, Cognition, Brain and Language, and Music Perception. His 2008 book Music, Language, and the Brain (Oxford Univ. Press) has been hailed "an intellectual tour de force" by Nature and has received positive reviews in 10 scholarly journals, spanning the sciences and humanities. Pronounced "a major synthesis" by Oliver Sacks, the book won a 2008 ASCAP Deems-Taylor Award.Patel is President of the Society for Music Perception and Cognition (2009-2011), and is interested in promoting research and education in the field of music cognition. He recently won the "Music has Power Award" from the Institute for Music and Neurologic Function in New York City, for his studies of music and language.Hosted by Prof. Elaine Chew.Location: Estelle Doheny Eye Foundation (DOH) - ENY LIBRARY ROOM 240
Audiences: Everyone Is Invited
Contact: Georgia Lum
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The Assault on Self-Esteem
Thu, Jan 28, 2010 @ 07:00 PM - 08:30 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Title: The Assault on Self-EsteemSpeaker: Dr. Edwin A. Locke, Dean's Professor (Emeritus) of Motivation and Leadership at the R. H. Smith School of Business at the University of MarylandDescription: In this lecture Dr. Locke identifies the objective basis of and critical psychological need for self-esteem, and examines four contemporary intellectual movements that—while sometimes claiming to build self-esteem—are working to destroy it. First among these are psychologists who claim that self-esteem is based on social approval, thereby encouraging people to become second-handers. In education the trend is to make students "feel good" by sacrificing academic standards, which makes students less competent to deal with reality. Dr. Locke also looks at the assault on self-esteem mounted by religionists, who advocate humility and faith, and by philosophers, whose persistent attacks on reason have resulted in widespread skepticism and moral self-doubt. The result of these influences has been the gradual destruction of the true source of self-esteem—man's confidence in his own mind. Dr. Locke argues that the antidote to these influences is the philosophy of Objectivism.Bio: Dr. Locke, Dean's Professor (Emeritus) of Motivation and Leadership at the University of Maryland, has published more than 230 articles, chapters and books on subjects such as leadership, work motivation, goal setting, job satisfaction, incentives, and the philosophy of science. He is internationally known for his work on human motivation. He is the author of such books as The Prime Movers: Traits of the Great Wealth Creators (AMACOM Books, 2000), Goal Setting: A Motivational Technique That Works (with G. Latham) and Postmodernism and Management: Pros, Cons and the Alternative (JAI: Elsevier, 2003). He is also the editor of Principles of Organizational Behavior (Blackwell Publishers, 2000). Dr. Locke is a consulting editor for professional journals, and his commentaries have been published in numerous newspapers, including the Los Angeles Times, Chicago Tribune, Houston Chronicle, Dallas Morning News, Detroit Free Press, Arizona Republic, Dallas Morning News, Boston Globe, Orange County Register and the Cincinnati Enquirer.Where: Taper Hall of Humanities, Room 201, University of Southern California.When: Thursday, January 28, 2010, at 7:00 p.m.More information: Please e-mail the USC Objectivist club, at james@uscobjectivists.com.
Location: Mark Taper Hall Of Humanities (THH) - 201
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Meet USC: Admission Presentation, Campus Tour, & Engineering Talk
Fri, Jan 29, 2010
Viterbi School of Engineering Undergraduate Admission
University Calendar
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 12:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Admission Intern
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Disorder-immune slow light with topological electromagnetic modes
Fri, Jan 29, 2010 @ 04:00 PM - 05:00 PM
Ming Hsieh Department of Electrical and Computer Engineering
University Calendar
Speaker: Dr. Zheng Wang, MITAbstract: Chiral edge states were discovered around 30 years ago in quantum Hall effects in 2D electron gas. They are the underlying mechanism that supports dissipationless transport of electrons in quantum Hall systems and quantum spin Hall systems. Although they were only observed in fermionic systems, such as electrons in graphene, our work experimentally demonstrates, for the first time, that chiral edge states also exist for photonic systems.Light can be confined and routed using structures known as waveguides. The slimmest waveguides, known as "single-mode waveguides", allow light to propagate only in one spatial configuration either in forward or backward direction. Using photonic chiral edge states, we can force light to propagate only in one spatial configuration and only in one direction, essentially creating "half-mode waveguides".When the possibility of traveling backwards is eliminated, light exhibits fascinating and unparalleled properties. For instance, scattering can be completely suppressed, even in the presence of very large disorder. With a waveguide highly tolerant to large imperfection, a wide range of practical applications from electromagnetic isolation, to slow light and optical buffering may benefit.Biography: Dr. Zheng Wang is currently a postdoctoral researcher at the Massachusetts Institute of Technology. He received his PhD in Applied Physics from Stanford University in 2006.
Location: Frank R. Seaver Science Center (SSC) - 319
Audiences: Everyone Is Invited
Contact: Michelle Povinelli
