Department of Mathematics

Time and Place: Tuesdays 3:05-4:20 pm in Room 0231, Love Building

Course: MAP 6939

Scope: The Applied and Computational Math Seminar is series of talks with various topics covering a broad spectrum of not only applied and computational mathematics but also engineering. Researchers outside of the Department of Mathematics and Florida State University, postdocs and senior Ph.D students are also welcomed to share their work. Please contact the organizer if you wish to schedule your talk. For Spring 2023, contact Kyle Gallivan (gallivan"at"math.fsu.edu)

Abstract: The active subspace (AS) method is a popular dimension reduction method used in problems from sciences and engineering. The method uses the gradient information of a function to identify the important directions the function changes the most, and then uses these directions to approximate the function with one that has smaller number of variables. However, in the presence of noise, the active subspace method can give unreliable results. We propose a generalization, called the global active subspace (GAS) method, which uses global sensitivity measures as opposed to gradient to reduce the model. We discuss the method, develop its error analysis, and present applications.

Bio: Ruilong Yue is pursuing his PhD in Financial Mathematics in Florida State University starting from the Fall of 2019. He obtained his Bachelor's degree in engineering and a minor in Statistics from Tsinghua University. His research interests include active subspace methods, sensitivity analysis and their applications to neural networks, complex simulation problems in fields of engineering and quantitative finance.