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Monday, 22 May | |||
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Time | Speaker | Title | Location |
13:00 - 14:00 |
Thomas Cayé Examiner: Prof. Dr. Mete Soner |
Doctoral Exam Trading with Small Nonlinear Price Impact, Optimal Execution and Rebalancing of Active Investments |
HG G 19.1 |
15:15 - 16:15 |
Paolo Guasoni Dublin City University |
Talks in Financial and Insurance Mathematics Optimal Consumption and Investment with Healthcare Spending |
HG G 19.2 |
Abstract: Health-care slows the natural growth of mortality, indirectly increasing utility from consumption through longer lifetimes. We solve the problem of optimal dynamic investment, consumption, and healthcare spending with isoelastic utility, when natural mortality grows exponentially to reflect the Gompertz' law and investment opportunities are constant. Optimal consumption and healthcare imply an endogenous mortality law that is asymptotically exponential in the old-age limit, with lower growth rate than natural mortality. Health spending steadily increases with age, both in absolute terms and relative to total spending. The optimal stochastic control problem reduces to a nonlinear ordinary differential equation with a unique solution, which has an explicit expression in the old-age limit. Differential access to healthcare can account for observed longevity gains across cohorts. | |||
16:30 - 17:30 |
Dr. Andrea Baggio ETH Zurich, Switzerland |
Optimization Seminar Efficient Infrastructure Planning and Room Scheduling for a New Surgery Center |
HG G 19.1 |
Tuesday, 23 May | |||
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Time | Speaker | Title | Location |
15:15 - 16:15 |
Prof. Dr. Walter Craig McMaster University |
Analysis Seminar Vortex filament dynamics |
HG G 43 |
Abstract: The evolution of vortex filaments in three dimensions is a central problem in mathematical hydrodynamics, appearing in questions on solutions of the Euler equations as well as in the fine structure of vortex filamentation in a superfluid. It is also a setting in the analysis of partial differential equations with a compelling formulation as a Hamiltonian dynamical systems in an infinite dimensional phase space. I will give an analysis of a system of model equations for the dynamics of near-parallel vortex filaments in a three dimensional fluid. These equations can be formulated as Hamiltonian PDEs, and the talk will describe some aspects of a phase space analysis of solutions, including the construction of periodic and quasi-periodic orbits via a version of KAM theory for PDEs, and a topological principle to count multiplicity of solutions. This is ongoing joint work with L. Corsi (Georgia Tech), C. |
Wednesday, 24 May | |||
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Time | Speaker | Title | Location |
13:00 - 14:00 |
Danijel Zivoi Examiner: Prof. Dr. Martin Schweizer |
Doctoral Exam Quadratic Hedging Problems under Restricted Information |
HG G 19.1 |
13:30 - 15:00 |
Dr. Nicola Tarasca Univ. of Georgia |
Algebraic Geometry and Moduli Seminar K-classes of Brill-Noether loci and a determinantal formula |
HG G 43 |
Abstract: I will present a formula for the Euler characteristic of the structure sheaf of Brill-Noether loci of linear series on curves with prescribed vanishing at marked points. The formula recovers the classical Castelnuovo number in the zero-dimensional case, and previous results of Eisenbud-Harris, Pirola, Chan-López-Pflueger-Teixidor in the curve case. The result follows from a new determinantal formula for the K-theory class of certain degeneracy loci of maps of flag bundles. This is joint work with Dave Anderson and Linda Chen. | |||
16:15 - 17:15 |
Prof. Dr. Mikhail Shashkov Los Alamos National Laboratory |
Zurich Colloquium in Applied and Computational Mathematics Modern numerical methods for high-speed, compressible, multi-physics, multi-material flows |
KOL G 201 |
Abstract: Computational experiment is among the most significant developments in the practice of the scientific inquiry in the 21th century. Within last four decades, computational experiment has become an important contributor to all scientific research programs. It is particular important for the solution of the research problems that are insoluble by traditional theoretical and experimental approaches, hazardous to study in the laboratory, or time consuming or expensive to solve by traditional means. Computational experiment includes several important ingredients: creating mathematical model, discretization, solvers, coding, verification and validation, visualization, analysis of the results, etc. In this talk we will describe some aspects of the modern numerical methods for high-speed, compressible, multi-physics, multi-material flows. We will address meshing issues, mimetic discretizations of equations of the Lagrangian gas dynamics and diffusion equation on general polygonal meshes, mesh adaptation strategies, methods for dealing with shocks, interface reconstruction needed for multi-material flows, closure models for multi-material cells, time discretizations, etc. | |||
17:15 - 18:15 |
Fabio Martinelli Università di Roma Tre |
Seminar on Stochastic Processes Bootstrap percolation and interacting particle systems with kinetic constraints: critical time and length scales |
Y27 H 12 |
Abstract: Recent years have seen a great deal of progress in understanding the behaviour of bootstrap percolation models, a particular class of monotone cellular automata. In the two dimensional lattice there is now a quite satisfactory understanding of their evolution starting from a random initial condition, with a strikingly beautiful universality picture for their critical behaviour (length and time scales). Mu ch less is known for their non-monotone stochastic counterpart, namely kinetically constrained models (KCM). In a KCM the state of each vertex which could be infected by the bootstrap percolation rules is resampled (independently among the vertices) at rate one by tossing a p-coin. In particular infection can also heal, hence the non-monotonicity. Besides their connection with bootstrap percolation, KCMs have an strong interest in their own : as p ↓ 0 they display some of the most striking features of the liquid/glass transition, a major and still largely open problem in condensed matter physics. In this talk, after an introductory first part, I shall discuss (i) some recent conjectures relating the universality behaviour of critical KCMs to their bootstrap percolation counterpart and (ii) some very recent progresses towards proving the above conjectures. Joint project with C. Toninelli (Paris VII) and R. Morris (IMPA). |
Thursday, 25 May | |||
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— no events scheduled today — |
Friday, 26 May | |||
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Time | Speaker | Title | Location |
14:15 - 15:15 |
Tiago Fonseca Université Paris-Sud |
Number Theory Seminar Higher Ramanujan equations and periods of abelian varieties |
HG G 43 |
Abstract: The Ramanujan equations are some algebraic differential equations satisfied by the classical Eisenstein series E_2, E_4, E_6. These equations play a pivotal role in the proof of Nesterenko's celebrated theorem on the algebraic independence of values of Eisenstein series, which gives in particular a lower bound on the transcendence degree of fields of periods of elliptic curves. Motivated by the problem of extending the methods of Nesterenko to other settings, we shall explain in this talk how to generalize Ramanujan's equations to higher dimensions via a geometric approach, and how the values of a particular solution of these equations relate with periods of abelian varieties. |