2023 Lehigh Summer School
Stochastic Methods and Computation (July 10-21, 2023)
with applications in optimizations, data sciences and differential equations
This summer workshop will introduce to undergraduate students stochastic methods that are popularly used in various fields of studies. The 2-week program consists of four minicourses that cover a wide range of topics in probability theory, optimization, and differential equations, emphasizing both the theoretical development and their applications in complex systems, social networks, and computational mechanics.
During the workshop, two lectures are offered every morning, and in the afternoons, there will be problem sessions or group discussions led by graduate assistants or the instructor(s). Students are expected to attend both the morning lectures and the afternoon sessions.
Schedules
Two morning lectures are given at 9-10:15am and 10:45am-12pm, with a 30-min break in between.
Review/problem sessions in the afternoons run from 1:30pm to 3:30pm after lunch break (12-1:30pm).
- Week 1: July 10-14
Minicourse 1: High Dimensional Limits of Stochastic Optimization. Instructor: Elliot Paquette (McGill) Minicourse 2: Spin Glasses and Random Optimizations. Instructors: Wei-Kuo Chen (Minnesota)
Si Tang (Lehigh) - Week 2: July 17-21
Minicourse 3: Dimension Reduction in Data Visualization. Instructor: Antonio Auffinger (Northwestern) Minicourse 4: Data-Driven Machine Learning Methods in Computational Mechanics. Instructors: Xianyi Zeng (Lehigh)
Lu Zhang (Lehigh)
Prerequisites
Targeting audience are undergraduate students and junior graduate students in mathematics, statistics and computer science. Participants are expected to know probability, linear algebra, and some basics of differential equations, at the undergraduate level.
How to Apply?
Application is now closed.
Financial Support
Financial support is available to assist travel, lodging, and food expenses. While priority will be given to undergraduate students, women, and underrepresented minorities, we also encourage junior graduate students to apply. Supported participants will be accomodated at Trembley Park, an on-campus apartment complex (fully furnished) at the Asa Packer campus of Lehigh University (Google Map).
Transportations
Three airports are within 2-hour drive from Lehigh University.
- Lehigh Valley International Airport (ABE), only 6.6 miles northwest of Lehigh, is a local airport with direct flights to main hubs, such as Chicago, Detroit and Atlanta. From there, the easiest way to get to the Lehigh Campus is by taxi/Uber/Lyft.
- Newark Liberty International Airporti (EWR), 73 miles east of Lehigh, is one of the largest airports on the east coast with flights to (almost) all major cities. Trans-Bridge Lines (schedule here) provides daily bus services between EWR and Lehigh Valley (1.5~2hrs, ~$50 one-way).
- Philadelphia International Airport (PHL), 64 miles south of Lehigh University. The Martz Group bus runs one bus daily between the Allentown Bus Terminal and the 30th Street Station in Philly (~1.5hr, ~$20 one-way). Then, from the 30th Street Station, the Airport Line of the SEPTA train (one per hour, schedule here) can take you to the Philadelphia airport in about 20 min. The cost of Uber/Lyft between Lehigh University and the Philadelphia airport is about ~$100 (one-way) + tip.
Acknowledgement
| We thank the National Science Foundation for the generous support (DMS-2137614) and the Department of Mathematics and Lehigh University for hosting the workshop. |
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