Simon Fraser University

The idea of this event is to offer graduate students in Statistics and Actuarial Science with an opportunity to attend a seminar with accessible talks providing them an introduction to active areas of research in the field. For three students from...

We present an algorithm for coupling inexpensive low-fidelity model simulations with high-fidelity simulation data of parameterized differential equations. The goal is to grab a "free lunch": simulation accuracy of the high-fidelity model with...

For linear transport equation with diffusive scaling, classical diffusion may fail when the diffusion matrix becomes unbounded, which can be attributed to two reasons. One comes from the heavy tail equilibrium and the other is due to the degenerate...

This talk is intended for those who, like the speaker, have at some point wondered whether there is a theory of three- or higher-dimensional matrices that parallels matrix theory. A d-dimensional hypermatrix may be viewed as a coordinate...

The Pacific Institute for the Mathematical Sciences (PIMS) was founded in 1996, and Simon Fraser University is a founding member. The members of PIMS now include all the major Canadian research universities west of Ontario, as well as universities in...

"Cops and Robbers" is a well-known pursuit game played on a graph. There are two players, one controls the cops and the other controls the robber, who take turns moving along edges of the graph. The goal of the cops is to capture the robber, which is...

Wachs and White introduced four statistics on restricted growth functions or RGFs. An RGF is a sequence of positive integers $w=w_1w_2\dots w_n$ such that $w_1=1$ and $w_i \leq 1+\maw_1w_2\dots w_{i-1})$. We say that an RGF $w$ avoids $v$ if there is...

The Cahn-Hilliard equation models the motion of interfaces between several phases. The underlying energy functional includes a potential for which different types were proposed in the literature. We consider smooth and nonsmooth potentials with a...

Abstract: TBD

I will present a general approach for constructing a Markov process that describes the dynamics of a process when one or more observables of this process are observed to fluctuate in time away from their typical values. This will extend some well...