Dining with the Javaeros And Attending the MSP

Yesterday, the javaeros regrouped in Mannang, Mega Mall. One of the members, Aurelio Pascual, surprised us by showing up. Aurelio has been working in Malaysia since November of last year.

Most of us now belong to different companies, but the passion for learning is what unites us. We will have our next meeting on May 31 in Wendell Encomienda’s place. There we will be having a session on Parallel Computing.

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After that, I went to UP to attend the Mathematical Society of the Philippines conference. There we presented a paper on Differential Evolution using Python. Here is my friend Ernie Adorio who presented the paper:

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This next one is Lorna Almocera of UP Cebu, Auggie’s friend and Arvin Cando’s teacher in the university.

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She’s presenting the dynamical systems properties of HIV.

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Bobby Corpus

Loves anything related to Mathematics, Physics, Computing and Economics.

12 thoughts on “Dining with the Javaeros And Attending the MSP”

  1. baka puede natin pasokan din ng parallelized hybrid heuristics if merong puedeng numerics and optimization sa models ni Lorna, whose MS is also in optimization. Ask her if puede natin pasokan ng sinabi ko dito, kasi maganda i-synthesize ang chaos theory, dynamical systems, time series, and optimization via parallel hybrid heuristics.

    what do you think?

  2. I don’t know if I remember correctly about DE (Differential Evolution??) from the last time I was there. If DE is a local optimizing search like SA or TS, then puede siya i-hybridize and i-parallelize with GA or EA. If DE is a global search like GA, then puede din pasokan ng local search like SA. Quick global-fine tuning local searches ang usual heuristic hybridizations, and parallelizable due to the implicit parallelism in global searches like GA, which can make the search much faster with the optimal number of computers used for the parallelization.

    I don’t know if puede natin i-apply ang DE to numerically solve differential equations that model like Lorna’s models na usually highly nonlinear differential equations na minsan walang known analytic solutions. If puede, wowowwwooowww — we can use parallelized hybrid heuristics!!!!!!!

  3. DE is a global optimizer like GA. We are using a local optimizer in order to make computations with many atoms converge. Right now we have a problem with 75 atoms since it does not converge. Although it converges with atoms more than 75. The last time Ernie ran it is for 86 atoms and it took about 8 hours to compute it. But it converged. There seems to be a problem with 75 atoms because other algorithms tried on it also have the same problem. Maybe we need to put in some knowledge of the properties of the atoms to guide the convergence.

  4. Yo people,
    how about brainstorming for a topic for Physics conference in Baguio come October? Any new ideas for solving SDE (just one of O’s multifarious domains of expertise). Bobby just mentioned that Black-Shole eauation is similar to Navier stokes. So what is the viscosity analogue when Black-Shole is involved?

    The chancellor emphasized in a talk that Merton, one of Nobel prize winners, failed in one big financial companies, reportedly losing billions.

  5. As my statistics professor ranted and raved in our class:

    “ALL MODELS ARE WRONG, BUT SOME ARE USEFUL!!!”

    So, from our statistical training, we won’t be surprised if Merton fails in billions even with his Nobel awarded model!!! Statistical models, as well as other models, are only good within it’s domain of discourse, only within the historical data sets, but they can become so nasty, crazy, wildy, or even useless once we go out of its domain of usefulness, where it is tameable to make estimates. Kasi, the ERROR is like the fly in the ointment that makes prediction being like weather predictions!!! So, it’s not a big deal if Merton fails, kasi he extrapolated outside his historical data set, kaya, in making predictions using his model, even like the ARCH model that also won a Nobel prize, kasi it’s the nature of the variance of the error function to become so unpredictable with large, maybe, even infinite, values!!!! In short, any model, is only useful within its domain of discourse, say, the historical data sets, but can become so useless when it comes to prediction. No different from feng shui, which is also some kind of occultic or voodoo data analytic fetish.

    In other words, only God really knows what the future holds!! Only He controls the outcomes, kasi models are like weather models, which are so notorious in making good predictions!!!!

    Yep, Black-Scholes is like a randomized version of the Navier-Stokes model. Both basically model the flow say of some fluid or particle (e.g. in Brownian motion, where say historically, a pollen grain moves so randomly in its liquid medium, which may be itself flowing). Black-Scholes is like a model of a time flow (discretizable as a time series) of say economic data, which can be metaphorize as a pollen grain moving and flowing in the stream of time with an overall movement which is continuous but nowhere differentiable!!!

    Again, models are only toys which may work just like machine. It’s a bad toy if used outside it’s proper bounds, such as in economic predictions, kasi no different siya sa weather prediction. No wonder Merton fails!!!! Nothing new under the sun!! So, we can’t make an idol out of models, as if it has some messianic magic!!!

  6. Nvaier-Stokes is modeled by deterministic differential equation. Black-Scholes is modeled by stochastic differential equation. Both model some kind of fluid dynamics. BS is more “realistic”, kasi it’s a version of the Brownian motion yata, which models a movement na everywhere continuous but nowhere differentiable!!!

  7. Malabo naman yang slogan sa taas ng enlarged screen na:

    “Everything is connected to Everything else”!!

    Walang logic naman yata yan, kasi they don’t define their domain of discourse to make such stupid statement meaningful. They don’t define what “Everything” means, and what “connected” means!!!! The universally quantified “Everything” should be changed to the existentially quantified “Something” para hindi maging stupid ang statement!!!

    Akala ko ba’y mga masters in logic ang mga mathematicians!! Ano kayang logic yan???

    OOOpppssss!!! Para na rin akong merong men-opus ngayon, ano???

  8. My curiosity can really kill a cat with what context they do mean with their slogan:

    “Everything is connected to Everything else”!!

    kasi from what I search in the internet:

    **********************************************

    From
    http://en.wikipedia.org/wiki/Theory_of_everything

    A theory of everything (TOE) is a hypothetical theory of theoretical physics that fully explains and links together all known physical phenomena. Initially, the term was used with an ironic connotation to refer to various overgeneralized theories. For example, a great-grandfather of Ijon Tichy — a character from a cycle of StanisÅ‚aw Lem’s science fiction stories of 1960s — was known to work on the “General Theory of Everything”. Physicist John Ellis claims [1] to have introduced the term into the technical literature in an article in Nature in 1986 [2]. Over time, the term stuck in popularizations of quantum physics to describe a theory that would unify or explain through a single model the theories of all fundamental interactions of nature.

    There have been many theories of everything proposed by theoretical physicists over the last century, but none have been confirmed experimentally. The primary problem in producing a TOE is that the accepted theories of quantum mechanics and general relativity are hard to combine.

    Based on theoretical holographic principle arguments from the 1990s, many physicists believe that 11-dimensional M-theory, which is described in many sectors by matrix string theory, in many other sectors by perturbative string theory is the complete theory of everything. Other physicists disagree.

    Contents [hide]
    1 Historical antecedents
    1.1 Ancient Greece to Einstein
    1.2 New discoveries
    2 Modern physics
    3 With reference to Gödel’s incompleteness theorem
    4 Potential status of a theory of everything
    5 Theory of everything and philosophy
    6 See also
    7 References
    8 Further reading
    9 External links

    [edit] Historical antecedents

    Laplace famously suggested that a sufficiently powerful intellect could, if it knew the velocity of every particle at a given time, along with the laws of nature, calculate the position of any particle at any other time:

    “An intellect which at a certain moment would know all forces that set nature in motion, and all positions of all items of which nature is composed, if this intellect were also vast enough to submit these data to analysis, it would embrace in a single formula the movements of the greatest bodies of the universe and those of the tiniest atom; for such an intellect nothing would be uncertain and the future just like the past would be present before its eyes.”

    – Essai philosophique sur les probabilités, Introduction. 1814

    Although modern quantum mechanics suggests that uncertainty is inescapable, a “single formula” may nevertheless exist.

    With reference to Gödel’s incompleteness theorem

    A small number of scientists claim that Gödel’s incompleteness theorem proves that any attempt to construct a TOE is bound to fail. Gödel’s theorem states that any non-trivial mathematical theory that has a finite description is either inconsistent or incomplete. In his 1966 book The Relevance of Physics, Stanley Jaki pointed out that, because any “theory of everything” will certainly be a consistent non-trivial mathematical theory, it must be incomplete. He claims that this dooms searches for a deterministic theory of everything.[8]

    Freeman Dyson has stated that

    “ Gödel’s theorem implies that pure mathematics is inexhaustible. No matter how many problems we solve, there will always be other problems that cannot be solved within the existing rules. […] Because of Gödel’s theorem, physics is inexhaustible too. The laws of physics are a finite set of rules, and include the rules for doing mathematics, so that Gödel’s theorem applies to them. „
    —Freeman Dyson, NYRB, May 13, 2004

    Stephen Hawking was originally a believer in the Theory of Everything but, after considering Gödel’s Theorem, concluded that one was not obtainable.

    “ Some people will be very disappointed if there is not an ultimate theory, that can be formulated as a finite number of principles. I used to belong to that camp, but I have changed my mind. „
    —Stephen Hawking, Gödel and the end of physics, July 20, 2002

    This view has been argued against by Jürgen Schmidhuber (1997), who pointed out that Gödel’s theorems are irrelevant even for computable physics [9]. In 2000 Schmidhuber explicitly constructed limit-computable, deterministic universes whose pseudo-randomness based on undecidable, Gödel-like halting problems is extremely hard to detect but does not at all prevent formal TOEs describable by very few bits of information [10] [11].

  9. Potential status of a theory of everything
    No physical theory to date is believed to be precisely accurate. Instead, physics has proceeded by a series of “successive approximations” allowing more and more accurate predictions over a wider and wider range of phenomena. Some physicists believe that it is therefore a mistake to confuse theoretical models with the true nature of reality, and hold that the series of approximations will never terminate in the “truth”. Einstein himself expressed this view on occasions.[15] On this view, we may reasonably hope for a theory of everything which self-consistently incorporates all currently known forces, but should not expect it to be the final answer. On the other hand it is often claimed that, despite the apparently ever-increasing complexity of the mathematics of each new theory, in a deep sense associated with their underlying gauge symmetry and the number of fundamental physical constants, the theories are becoming simpler. If so, the process of simplification cannot continue indefinitely.

    There is a philosophical debate within the physics community as to whether a theory of everything deserves to be called the fundamental law of the universe.[16] One view is the hard reductionist position that the TOE is the fundamental law and that all other theories that apply within the universe are a consequence of the TOE. Another view is that emergent laws (called “free floating laws” by Steven Weinberg), which govern the behavior of complex systems, should be seen as equally fundamental. Examples are the second law of thermodynamics and the theory of natural selection. The point being that, although in our universe these laws describe systems whose behaviour could (“in principle”) be predicted from a TOE, they would also hold in universes with different low-level laws, subject only to some very general conditions. Therefore it is of no help, even in principle, to invoke low-level laws when discussing the behavior of complex systems. Some argue that this attitude would violate Occam’s Razor if a completely valid TOE were formulated. It is not clear that there is any point at issue in these debates (e.g. between Steven Weinberg and Philip Anderson) other than the right to apply the high-status word “fundamental” to their respective subjects of interest.

    Although the name “theory of everything” suggests the determinism of Laplace’s quote, this gives a very misleading impression. Determinism is frustrated by the probabilistic nature of quantum mechanical predictions, by the extreme sensitivity to initial conditions that leads to mathematical chaos, and by the extreme mathematical difficulty of applying the theory. Thus, although the current standard model of particle physics “in principle” predicts all known non-gravitational phenomena, in practice only a few quantitative results have been derived from the full theory (e.g. the masses of some of the simplest hadrons), and these results (especially the particle masses which are most relevant for low-energy physics) are less accurate than existing experimental measurements. The true TOE would almost certainly be even harder to apply. The main motive for seeking a TOE, apart from the pure intellectual satisfaction of completing a centuries-long quest, is that all prior successful unifications have predicted new phenomena, some of which (e.g. electrical generators) have proved of great practical importance. As in other cases of theory reduction, the TOE would also allow us to confidently define the domain of validity and residual error of low-energy approximations to the full theory which could be used for practical calculations.

    [edit] Theory of everything and philosophy
    Main article: Theory of everything (philosophy)
    The status of a physical TOE is open to philosophical debate. For instance, if physicalism is true, a physical TOE would coincide with a philosophical theory of everything. Some philosophers (Aristotle, Plato, Hegel, Whitehead, et al) have attempted to construct all-encompassing systems. Others are highly dubious about the very possibility of such an exercise.

    [edit] See also
    An exceptionally simple theory of everything based on Wilhelm Killing’s E8
    Holographic principle

    [edit] References
    ^ Ellis, John (2002), “Physics gets physical (correspondence)”, Nature 415: 957
    ^ Ellis, John (1986), “The superstring: theory of everything, or of nothing?”, Nature 323: 595 – 598
    ^ e.g. Shapin, Steven (1996). The Scientific Revolution. University of Chicago Press. ISBN 0226750213.
    ^ Dirac, P.A.M. (1929), “Quantum mechanics of many-electron systems”, Proc. Royal Soc. London, Series A 123: 714
    ^ Faraday, M. (1850), “Experimental Researches in Electricity. Twenty-Fourth Series. On the Possible Relation of Gravity to Electricity”, Abstracts of the Papers Communicated to the Royal Society of London 5: 994-995
    ^ Pais (1982), Ch. 17.
    ^ e.g. Weinberg (1993), Ch. 5
    ^ Jaki, S.L.: “The Relevance of Physics”, Chicago Press,1966
    ^ Jürgen Schmidhuber. A Computer Scientist’s View of Life, the Universe, and Everything. Lecture Notes in Computer Science, pp. 201-208, Springer, 1997: http://www.idsia.ch/~juergen/everything/
    ^ Jürgen Schmidhuber. Algorithmic Theories of Everything, 30 Nov 2000
    ^ Jürgen Schmidhuber. Hierarchies of generalized Kolmogorov complexities and nonenumerable universal measures computable in the limit. International Journal of Foundations of Computer Science 13(4):587-612, 2002
    ^ Feferman, S. The nature and significance of Gödel’s incompleteness theorems, Institute for Advanced Study, Princeton, November 17, 2006
    ^ Douglas S. Robertson (2007). “Goedel’s Theorem, the Theory of Everything, and the Future of Science and Mathematics”. Complexity 5: 22-27.
    ^ Stephen Hawking, Gödel and the end of physics, July 20, 2002
    ^ Einstein, letter to Felix Klein, 1917. Quoted in Pais (1982), Ch. 17.
    ^ e.g. see Weinberg (1993), Ch 2.

    [edit] Further reading
    John D. Barrow, Theories of Everything: The Quest for Ultimate Explanation (OUP, Oxford, 1990) ISBN 0-099-98380-X
    Stephen Hawking ‘The Theory of Everything: The Origin and Fate of the Universe’ is an unauthorized 2002 book taken from recorded lectures (ISBN 1-893224-79-1)
    Stanley Jaki OSB, 2005. The Drama of Quantities. Real View Books (ISBN 1-892548-47-X)
    Abraham Pais Subtle is the Lord…: The Science and the Life of Albert Einstein (OUP, Oxford, 1982). ISBN 0-19-853907-X
    Steven Weinberg Dreams of a Final Theory: The Search for the Fundamental Laws of Nature (Hutchinson Radius, London, 1993) ISBN 0-09-1773954

    [edit] External links
    The Elegant Universe-Nova online — a 3 hour PBS show about the search for the Theory of everything and string theory.
    ‘Theory of Everything’ Freeview video by the Vega Science Trust and the BBC/OU
    ‘An Exceptionally Simple Theory of Everything’ A. Garrett Lisi
    Theory of Everything based on Music
    Papers on algorithmic theories of everything (1997-2007) by Jürgen Schmidhuber

  10. Hi Auggie,

    You are overflowing with ideas. Is there anything that we can research with regards to black-scholes? I’m just starting my study in financial mathematics.

  11. surely, the numerics aspects, and tying up with time series. Kasi if merong optimization aspects, such as minimizing the norm of the error function, usually via least squares or least absolute values, puede tayo mag-parallelize hybridized heuristics. Madaming possibilities doon!!

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