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Mathematical Sciences Distinguished Colloquium by Shi Jin
Friday, Feb. 21
11 a.m. - noon Location: FN 2.106

Prof. Shi Jin

Director and Chaired Professor

Institute of Natural Sciences

Shanghai Jiao Tong University, China

Fast Algorithms and its Applications in High Dimensional Non-convex Global Optimization

Abstract: We develop random batch methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions,

thus the computational cost is reduced from O(N^2) per time step to O(N), for a system with N particles with binary interactions. For one of the methods, we give a particle number independent error estimate under some special interactions. Then, we apply these methods to some representative problems in mathematics, physics, social and data sciences, including the Dyson Brownian motion from random matrix theory, Thomson's problem, distribution of wealth, opinion dynamics and clustering. Numerical results show that the methods can capture both the transient solutions and the global equilibrium in these problems. We also apply this method and improve the consensus-based global optimization algorithm for high dimensional machine learning problems. This method does not require taking gradient in finding global minima for non-convex functions in high dimensions. We prove the convergence of this algorithm under suitable, dimension-independent conditions on the parameters and initial data. 

 

Bio-sketch: Shi Jin got his Bachelor's degree from Peking University and Ph.D. from University of Arizona. He was a postdoc at Courant Institute, assistant and associate professors at Georgia Tech, Professor, department chair, and Vilas Distinguished Achievement Professor at University of Wisconsin-Madison. He is currently director and chair professor at Institute of Natural Sciences, Shanghai Jiao Tong University, China. Shi Jin is an (inaugural) Fellow of AMS, Fellow of SIAM, winner of the Fen Kang Prize in Scientific Computing and a Morningside Silver Medal of Mathematics at International Congress of Chinese Mathematicians, and an invited Speaker at the International Congress of Mathematicians in Rio de Janeiro in 2018. Shi Jin's research interests include kinetic theory, hyperbolic conservation laws, quantum dynamics, multiscale computation, and uncertainty quantification.

Lunch to follow 12pm-2pm in the Founders' 1st Floor Atrium. All are welcome!

Sponsored by SIAM, the Department of Mathematical Sciences at UTD, and the Department of Mathematics at SMU.

Persons with disabilities may submit a request for accommodations to participate in this event at UT Dallas' ADA website. You may also call (972) 883-5331 for assistance or send an email to [email protected]. All requests should be received no later than 2 business days prior to the event.
Contact Info:
Sue Minkoff or Yifei Lou, 972-883-6699
Questions? Email me.

Tagged as Lectures/Seminars, Professional Dev.
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