Search for tag: "statistical mechanics"

Hot Topic Talk: Guided Materials Discovery (w/virtual tour):Tyrel McQueen, Lucas and Mekhola

Zoom Recording ID: 93911224526 UUID: thTMSuGSSu+9ac//s4/ulw== Meeting Time: 2020-07-27T15:54:57Z

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Nuts and Bolts of Oxide MBE #1 (Schlom)

2019 Cornell Summer School LINK to presentation slides

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Core Loss EELS, EDX

2017 PARADIM Core loss EELS Lena Kourkoutis

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Lee2

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Kotliar2.mp4

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Kotliar1.mp4

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Lee1.mp4

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McQueen2.mp4

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05 - Forcing & Damping; Resonance; 1 DoF Oscillator Session 5

2013-02-05 16:26:31+00

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ORIE Colloquium, 2014-11-18 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

From  E. Cornelius 46 plays

CAM Colloquium 2013-02-01, Mason Porter (edit)

CAM Colloquium: Mason Porter (Oxford) - Cascades and Social Influence on Networks Friday, February 1, 2013 at 3:30pm Frank H. T. Rhodes Hall, 655 Cascades and Social Influence on NetworksI discuss…

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CAM Colloquium 2013-02-01, Mason Porter

CAM Colloquium: Mason Porter (Oxford) - Cascades and Social Influence on Networks Friday, February 1, 2013 at 3:30pm Frank H. T. Rhodes Hall, 655 Cascades and Social Influence on NetworksI discuss…

From  E. Cornelius 2 plays

ORIE Colloquium, 2012-09-11 - Jim Dai (Cornell ORIE) - Queues in Service Systems: Customer Abandonment and Diffusion Approximations

Jim Dai (Cornell ORIE) - Queues in Service Systems: Customer Abandonment and Diffusion Approximations Tuesday, September 11, 2012 at 4:15pm Frank H. T. Rhodes Hall, 253 Parallel-server queues with…

From  E. Cornelius 42 plays

CAM Colloquium, September 21, 2012 - Hans Föllmer

Hans Föllmer Institute for Mathematics Humboldt Universität zu Berlin Some Martingale Aspects of Financial Bubbles We discuss some recent developments in the probabilistic analysis of…

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CAM Colloquium November 30, 2012 - Stuart Geman

Stuart Geman, Division of Applied Mathematics, Brown University

From  E. Cornelius 64 plays

ORIE Colloquium, 2011-11-29 - John Birge: Monte Carlo and Bayesian Methods for Stochastic Dynamic Programs

Standard approaches to solving stochastic dynamic programs suffer from the curse of dimensionality. Taking advantage of structural properties such as convexity can help reduce the effect of dimension…

From  E. Cornelius 2 plays