Visiting addressUllevål Stadion Sognsveien 77B
Yaozhong Hu (University of Kansas, USA) gives a lecture with the title: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
Olfa Draouil (University of Tunis El Manar, Tunisia) gives a lecture with the title: Optimal insider control of stochastic partial differential equations
On 5-7 July 2016, there will be a conference on the mathematics of energy markets organized at the Wolfgang Pauli Institute (WPI) in Vienna, Austria. The conference is an activity within the thematic program "Mathematics for Risk in Finance and Energy" at the WPI.
We welcome participants from academia and industry to take part in this event.
A pre-conference intensive course on stochastic modelling of energy markets will be organized on Monday July 4. The course leader will be Professor Fred Espen Benth. Click here to get more information about the intensive course.
By participating in this intensive course, you will learn about recent developments in the modelling of the random dynamics of forward and futures prices in energy (and commodity) markets. A general theoretical framework for stochastic processes with values in function space is developed, and applied to the particular situation of forward price modelling, yielding a class of space-time random fields.
The course requires a knowledge in stochastic analysis.
M.Sc. Reidar Kvale Joki ved Matematisk institutt vil forsvare sin avhandling for graden ph.d.:
Failure Mechanisms in Fibre Reinforced Polymer Composites - Experimental and Numerical Analysis
M.Sc. Reidar Kvale Joki ved Matematisk institutt avholder prøveforelesning over oppgitt emne: "Overview of recent development of fatigue driven delamination of composites".
Multi-index Monte Carlo and Multi-index Stochastic Collocation
The conference is part of a joint French-Norwegian conference series on curves and surfaces. In Norway previous meetings were held in Oslo 1988, Biri 1991, Ulvik 1994, Lillehammer 1997, Oslo 2000, Tromsø 2004, Tønsberg 2008, and Oslo 2012. In France the last meeting was in Paris 2014.
In this talk I will present a paper by D. Bisch, R. Nicoara and S. Popa where continuous families of irreducible subfactors of the hyperfinite II_1 factor which are non-isomorphic, but have all the same standard invariant are constructed. In particular, they obtain 1-parameter families of irreducible, non-isomorphic subfactors of the hyperfinite II_1 factor with Jones index 6, which have all the same standard invariant with property (T).
Igor Barros Barbosa (PhD candidate at Department of Computer and Information Science at NTNU) gives a seminar on deep learning at Department of Mathematics on the 8th floor of Niels Henrik Abels hus.
Ritwik Mukherjee (TIFR) gives the Seminar in Algebra and Algebraic Geometry:
Title: Enumerative Geometry of singular curves in a Linear System
Abstract: Enumerative geometry is a branch of mathematics that deals with the following question: "How many geometric objects satisfy certain constraints". A well known class of enumerative question is to count curves in a linear system H^0(X,L) that have some prescribed singularities. In this talk we will describe a topological method to approach this problem. We will express the enumerative numbers as the Euler class of an appropriate bundle. We will then go on to explain how we compute the degenerate contribution of the Euler class using a topological method.
We invite you to a one-day workshop celebrating Professor Bent Natvig's 70th anniversary. Invited speakers will present recent developments in some of the areas where Bent has made significant contributions, including reliability theory and mathematical statistics.
Bent Natvig has, since 1986, been a professor of mathematical statistics at the Department of Mathematics. He is the author of a long list of important papers published in top-ranked scientific journals as well as the recent book entitled "Multistate Systems Reliability Theory with Applications" (John Wiley & Sons). At our department, Bent has taken the leading role in the area of reliability theory. On August 1 this year, he turns 70.
Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.
M. Sc. Kristina Rognlien Dahl ved Matematisk institutt vil forsvare sin avhandling for graden ph.d.:
Information and Memory in Stochastic Optimal Control
M. Sc. Kristina Rognlien Dahl ved Matematisk institutt avholder prøveforelesning over oppgitt emne: "Optimal insider utility portfolio in Kyle-Back models".
John Christian Ottem, UiO, gives the Seminar in Algebra and Algebraic Geometry:
Title: Moduli of K3s via Global Torelli
Abstract: I'll give a brief account of the Torelli theorems and the construction of the moduli space of K3 surfaces
Abhik Ghosh (Dept. of Biostatistics, UiO) will give a seminar in the lunch area, 8th floor Niels Henrik Abels hus at 14:15.
Continuing from last week, I will talk about Andrew Wiles' proof of the Taniyama-Shimura-Weil Conjecture, and why it implies Fermat's Last Theorem.
There will be served coffee, tea and biscuits from 14.00.
Alessandro Oneto (Stockholm) gives the Seminar in Algebra and Algebraic Geometry:
Ideals of points and Waring problems for polynomials
Abstract: This talk addresses some of the fundamental barriers in the theory of computations. Many computational problems can be solved as follows: a sequence of approximations is created by an algorithm, and the solution to the problem is the limit of this sequence (think about computing eigenvalues of a matrix for example). However, as we demonstrate, for several basic problems in computations such as computing spectra of operators, solutions to inverse problems, roots of polynomials using rational maps, solutions to convex optimization problems, imaging problems etc. such a procedure based on one limit is impossible. Yet, one can compute solutions to these problems, but only by using several limits. This may come as a surprise, however, this touches onto the boundaries of computational mathematics. To analyze this phenomenon we use the Solvability Complexity Index (SCI). The SCI is the smallest number of limits needed in order to compute a desired quantity. The SCI phenomenon is independent of the axiomatic setup and hence any theory aiming at establishing the foundations of computational mathematics will have to include the so called SCI Hierarchy. We will specifically discuss the vast amount of classification problems in this non-collapsing complexity/computability hierarchy that occur in inverse problems, compressed sensing problems, l1 and TV optimization problems, spectral problems, PDEs and computational mathematics in general.
In preparation for the Abel Prize week, I will talk about Fermat's Last Theorem and the Taniyama-Shimura-Weil Conjecture about the modularity of elliptic curves.
There will be served coffee, tea and biscuits from 14.00.
The conference "Quantum groups: geometry, representations, and beyond" will take place on May 9-14, 2016.
Abstract: In a recent work with R. Conti (La Sapienza Univ., Rome), we have introduced a notion of positive definiteness for certain functions associated to a (unital, discrete) C*-dynamical system. We will sketch the proof of a Gelfand-Raikov type theorem for such functions and use it to construct complete positive maps on the full and the reduced C*-crossed products of the system. We will also explain how a natural definition of amenability for C*-dynamical systems emerges from our work.
Timo Koski (Dept. of Mathematics, Royal Institute of Technology, Stockholm) will give a seminar in the lunch area, 8th floor Niels Henrik Abels hus at 14:15.