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Applied Mathematics Seminar – CERMICS
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href="https://cermics-lab.enpc.fr/activite-scientifique/theses-et-hdrs/">PhD and habilitation theses</a></li> <li class="menu-item menu-item-type-post_type menu-item-object-page menu-item-4336"><a href="https://cermics-lab.enpc.fr/activite-scientifique/presentations-by-phd-students-and-postdocs/">Presentations by PhD students and postdocs</a></li> <li class="menu-item menu-item-type-post_type menu-item-object-page menu-item-522"><a href="https://cermics-lab.enpc.fr/activite-scientifique/grants-and-contracts/">Grants and contracts</a></li> <li class="menu-item menu-item-type-post_type menu-item-object-page menu-item-82"><a href="https://cermics-lab.enpc.fr/enseignement/">Teaching</a></li> <li class="menu-item menu-item-type-post_type menu-item-object-page menu-item-66"><a href="https://cermics-lab.enpc.fr/activite-scientifique/rapports-dactivite/">Activity reports</a></li> <li class="menu-item menu-item-type-post_type menu-item-object-page menu-item-78"><a 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class="menu-item menu-item-type-post_type menu-item-object-page menu-item-113"><a href="https://cermics-lab.enpc.fr/acces/">How to find us</a></li> </ul></div> </nav><!-- #site-navigation --> </header><!-- #masthead --> <div id="main" class="wrapper"> <div id="primary" class="site-content border-none"> <div id="content" role="main"> <article id="post-28" class="post-28 page type-page status-publish hentry"> <header class="entry-header"> <h1 class="entry-title">Applied Mathematics Seminar</h1> </header> <div class="entry-content"> <p> </p> <h1>Upcoming seminars</h1> <table style="height: 136px" width="488"> <tbody> <tr> <td>2 d茅cembre 脿 14:00</td> <td>Andy Philpott</td> <td>B211</td> <td>Seminar</td> </tr> <tr> <td>2 d茅cembre 脿 15:30</td> <td>Immanuel Bomze</td> <td>B211</td> <td>Seminar</td> </tr> <tr> <td>17 d茅cembre 脿 10:00</td> <td>Feliks N眉ske</td> <td>B211</td> <td>Seminar</td> </tr> <tr> <td>19 d茅cembre 脿 10:00</td> <td>Richard Kraaij</td> <td>B211</td> <td>Seminar</td> </tr> <tr> <td>9 janvier 脿 10:00</td> <td>Rapha毛l Barboni</td> <td>TBD</td> <td>Seminar</td> </tr> <tr> <td>16 janvier 脿 10:30</td> <td>Pierre-Cyril Aubin</td> <td>B211</td> <td>Seminar</td> </tr> <tr> <td>30 janvier 脿 10:30</td> <td>Guillaume Chennetier</td> <td>TBD</td> <td>Seminar</td> </tr> <tr> <td>17/18/20 f茅brier 脿 10:00</td> <td>Emma Horton</td> <td>TBD</td> <td>Seminar</td> </tr> <tr> <td>6 mars 脿 10:00</td> <td>Eloi Tanguy</td> <td>TBD</td> <td>Seminar</td> </tr> </tbody> </table> <ul> <li> <h3><a href="https://profiles.auckland.ac.nz/a-philpott">Andy Philpott</a> (University of Auckland), Monday December 2nd, 14:00, Room B211.</h3> <p><strong><b>10 Challenges for mathematical modeling of energy transition</b></strong></li> <li> <h3><a href="https://homepage.univie.ac.at/immanuel.bomze/">Immanuel Bomze</a>聽(Univ.聽Vienna),聽Monday聽December聽2nd, 15:30, Room B211.</h3> <p><strong><b>First-order methods for the impatient – support identification in finite time with Frank/Wolfe-variants</b></strong></p> <p>We study active set identification results for the away-step Frank-Wolfe algorithm in different settings. We first prove a local identification property that we apply, in combination with a convergence hypothesis, to get an active set identification result.聽 We then prove, in the nonconvex case, a novel $O(1/\sqrt{k})$ convergence rate result and active set identification for different step sizes (under suitable assumptions on the set of stationary points). By exploiting those results, we also give explicit active set complexity bounds for both strongly convex and nonconvex objectives. While we initially consider the probability simplex as feasible set, time permitting we show how to adapt some of our results to generic polytopes. A particular case with interesting applications covers projection-free methods on product domains.</li> <li> <h3><a href="https://fnueske.github.io/#research_projects">Feliks N眉ske</a> (Max Planck Institute), Tuesday December 17th, 10:00am, Room B211.</h3> <p><b>Approximating Metastable Dynamics with Random Fourier Features</b></p> <div>Metastablility is a phenomenon which often inhibits the efficient simulation of dynamical systems, or the generation of samples from high-dimensional probability measures. In particular, metastability is frequently encountered in computer simulations of biological macromolecules using molecular dynamics. It is well-known that metastable transitions and their time scales are encoded in the dominant spectrum of certain transition operators, also called Koopman operators. The study of Koopman operators, and their data-driven approximation by algorithms like the Extended Dynamic Mode Decomposition (EDMD), have gained significant traction in the study of dynamical systems, and have led to widespread application.</div> <div>In this talk, I will report on recent progress concerning the data-driven analysis of metastable systems using Koopman operators. First, I will introduce approximation methods on reproducing kernel Hilbert spaces (RKHS), which allow the use of rich approximation spaces, and explain how the resulting large-scale linear problems can be solved efficiently using random Fourier features (RFF). Second, I will explain how similar ideas can be applied to learn models for the infinitesimal generator, which allows for a more detailed system analysis, including the definition of coarse grained models.</div> </li> <li> <h3><a href="https://sites.google.com/view/richardckraaij">Richard Kraaij</a> (TU Delft), Thursday December 19th, 10:00am, Room B211.</h3> <p><strong>TBD</strong></p> <p>TBD</li> <li> <h3><a href="https://rbarboni.github.io/">Rapha毛l Barboni</a> (ENS Ulm), Thursday January 9th, 10:00am, Room TBD.</h3> <p><strong>Understanding the training of infinitely deep and wide ResNets with Conditional Optimal Transport</strong></p> <p>We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to the non-convexity and the non-coercivity of the objective. Yet, in applications, those tasks are successfully solved by simple optimization algorithms such as gradient descent. To better understand this phenomenon, we focus here on a “mean-field” model of infinitely deep and arbitrarily wide ResNet, parameterized by probability measures over the product set of layers and parameters and with constant marginal on the set of layers. Indeed, in the case of shallow neural networks, mean field models have proven to benefit from simplified loss-landscapes and good theoretical guarantees when trained with gradient flow for the Wasserstein metric on the set of probability measures. Motivated by this approach, we propose to train our model with gradient flow w.r.t. the conditional Optimal Transport distance: a restriction of the classical Wasserstein distance which enforces our marginal condition. We first show the well-posedness of the gradient flow equation and then its local convergence around well-chosen initializations. This is joint work with G.Peyr茅 and F.-X. Vialard.</li> </ul> <ul> <li> <h3><a href="https://pcaubin.github.io/">Pierre-Cyril Aubin</a>聽(CERMICS), Thursday January 16th, 10:30am, Room B211.</h3> <p><strong>TBD</strong></p> <p>TBD</li> </ul> <ul> <li> <h3><a href="https://guillaumechennetier.owlstown.net/">Guillaume Chennetier</a> (CERMICS), Thursday January 30th, 10:30am, TBD.</h3> <p><strong>TBD</strong></p> <p>TBD</li> <li> <h3><a href="https://sites.google.com/view/emmahorton/home">Emma Horton</a> (Unviersity of Warwick), February <span style="color: orange">17th, 18th or 20th</span> at 10:00, Room <span style="color: orange">TBD</span></h3> <p> <strong>Monte Carlo methods for branching processes</strong></p> <p> Branching processes naturally arise as pertinent models in a variety of situations such as cell division, population dynamics and nuclear fission. For a wide class of branching processes, it is common that their first moment exhibits a Perron Frobenius-type decomposition. That is, the first order asymptotic behaviour is described by a triple $(\lambda, \varphi, \eta)$, where $\lambda$ is the leading eigenvalue of the system and $\varphi$ and $\eta$ are the corresponding right eigenfunction and left eigenmeasure respectively. Thus, obtaining good estimates of these quantities is imperative for understanding the long-time behaviour of these processes. In this talk, we discuss various Monte Carlo methods for estimating this triple. This talk is based on joint work with Alex Cox (University of Bath) and Denis Villemonais (Universit茅 de Lorraine).</li> <li> <h3><a href="https://eloitanguy.github.io/">Eloi Tanguy</a> (Universit茅 Paris-Cit茅), Thursday March 6th, 10:00am, Room TBD.</h3> <p><strong>TBD</strong></p> <p>TBD</li> </ul> <hr /> <h1>Past seminars (2024-2025)</h1> <ul> <li> <h3><a href="https://borjang.github.io/">Borjan Geshkovski</a> (Inria MEGAVOLT), October 16th, 15:00pm, Room B211.</h3> <p><strong>Dynamic metastability in the self-attention model</strong></p> <p>The pure self-attention model is a simplification of the celebrated Transformer architecture, which neglects multi-layer perceptron layers and includes only a single inverse temperature parameter. The model exhibits a remarkably similar qualitative behavior across layers to that observed empirically in a pre-trained Transformer. Viewing layers as a time variable, the self-attention model can be interpreted as an interacting particle system on the unit sphere. We show that when the temperature is sufficiently high, all particles collapse into a single cluster exponentially fast. On the other hand, when the temperature falls below a certain threshold, we show that although the particles eventually collapse into a single cluster, the required time is at least exponentially long. This is a manifestation of dynamic metastability: particles remain trapped in a “slow manifold” consisting of several clusters for exponentially long periods of time. Our proofs make use of the fact that the self-attention model can be written as the gradient flow of a specific interaction energy functional previously found in combinatorics.</li> <li> <h3><a href="https://team.inria.fr/airsea/en/olivier-zahm/">Olivier Zahm</a> (Inria AIRSEA), October 28th, 10:00am, Room B211.</h3> <p><strong>Preconditioning Langevin dynamics via optimal Riemannian Poincar茅 inequalities</strong></p> <p>The Poincar茅 inequality is a key property for the convergence analysis of many practical algorithms, including MCMC samplers, dimension reduction methods etc. In this talk, we introduce a Riemannian version of the Poincar茅 inequality where a positive definite weighting matrix field (i.e. a Riemannian metric) is introduced to improve the Poincar茅 constant, and therefore the convergence speed of the resulting preconditioned Langevin dynamics. By leveraging the notion of *moment measure*, we prove the existence of an optimal metric which yields a Poincar茅 constant of 1. This optimal metric turns out to be a *Stein kernel*, offering a novel perspective on these complex but central mathematical objects that are hard to obtain in practice. We also present an implementable optimization algorithm to numerically obtain the optimal metric. The method’s effectiveness is illustrated through simple but non-trivial examples which reveals rather complex solutions. Lastly, we show how to design efficient Langevin-based sampling schemes which enables rapid jump across various modes and tails of the measure to be sampled from.</li> <li> <h3><a href="https://theronguo.de/">Theron Guo</a> (MIT, visiting MATHERIALS in October and November), November 7th, 10:00am, Room B211.</h3> <p><strong>Model order reduction for computational homogenization in nonlinear solid mechanics</strong></p> <p>Computational homogenization has become an indispensable method to establish the effective properties of microstructures and efficiently solve multiscale problems in solid mechanics. However, the resulting two-scale problem remains computationally expensive for nonlinear problems and is typically infeasible in multi-query contexts, such as optimization or uncertainty quantification. To alleviate the high computational costs, model order reduction techniques can be used. In this talk, I will introduce different variants of computational homogenization, and illustrate the effectiveness of projection-based model order reduction for two variants.</li> <li> <h3><a href="https://ce.berkeley.edu/people/faculty/delle-monache">Maria Laura Delle Monache</a> (UC Berkeley), Thursday November 28th, 10:00am, Room B211.</h3> <p><strong><b>Control Strategies for Mixed Autonomy Traffic: theory, simulations and real-life experiments.</b></strong></p> <p>The recent and rapid emergence of disruptive technologies is dramatically changing how traffic is monitored and managed in our cities. They will contribute to generate new knowledge and capabilities to design and implement innovative transport policies. In this talk, we will show how we can exploit new technologies to improve traffic management.聽We will focus on control strategies for traffic systems with the aid of small fleets of connected and automated vehicles immersed in human driven traffic flow. We present a class of coupled PDE-ODE models describing the interaction of autonomous vehicles (AVs) with the surrounding traffic. The model consists of a scalar conservation law for the main traffic flow, coupled with ordinary differential equations describing the possibly interacting AV trajectories. We will prove analytically and numerically how the proposed control theory can improve traffic performance and finally, we will present the MegaVanderTest, a test involving 100 connected and automated vehicles (CAVs). The MegaVanderTest is to our knowledge the field test which achieved the largest concentration of CAVs collaboratively controlling traffic on a single stretch of freeway.</li> </ul> <hr /> <div class="post">Archive of past seminars before 2024:聽<a href="https://cermics-lab.enpc.fr/seminaires/seminaire-du-laboratoire/past-scientific-computing-seminars/">here</a></div> <hr /> <div class="entry">Organizers:聽<a href="https://loucaspillaudvivien.io/">Loucas Pillaud-Vivien</a>, <a href="https://urbain.vaes.uk">Urbain Vaes</a>.</div> </div><!-- .entry-content --> <footer class="entry-meta"> </footer><!-- .entry-meta --> </article><!-- #post --> <div id="comments" class="comments-area"> <div class="wrapper-form-comments"> </div> </div><!-- #comments .comments-area --> </div><!-- #content --> </div><!-- #primary --> </div><!-- #main .wrapper --> <footer id="colophon" role="contentinfo"> <div class="site-info"> <center><a href="https://cermics-lab.enpc.fr/legal-notice/">Legal notice</a></center> </div><!-- .site-info --> </footer><!-- #colophon --> </div><!-- #page --> <script type='text/javascript' src='https://cermics-lab.enpc.fr/wp-content/plugins/hal/js/cv-hal.js?ver=4.6.29'></script> <script type='text/javascript' src='https://cermics-lab.enpc.fr/wp-content/themes/zerogravity/js/navigation.js?ver=20140711'></script> <script type='text/javascript' src='https://cermics-lab.enpc.fr/wp-content/themes/zerogravity/js/zg-toggle-search.js?ver=1.9.3'></script> <script type='text/javascript' src='https://cermics-lab.enpc.fr/wp-includes/js/wp-embed.min.js?ver=4.6.29'></script> </body> </html>