# Gjesteforelesninger og seminarer

## Kommende

Welcome to the Abel Symposium 2014 in Lofoten. The symposium will bring researchers together to discuss statistical analysis for high-dimensional data.

[This is a closed event by invitation only, but a proceedings will be published by Springer (linked here).]

Welcome to the conference on Stochastics of Environmental and Financial Economics. The conference will bring together leading researchers in the fields of stochastic analysis and finance to discuss recent developments and challenges with an edge towards energy, environmental and financial markets.

The conference is organized by the Center of Advanced Studies (CAS), Stochastics of Environmental and Financial Economics. Scientific organizers: Fred Espen Benth and Giulia Di Nunno (UiO)

## Tidligere

Helge Maakestad, gives the Seminar in Algebra and Algebraic Geometry:

Universal enveloping algebras and algebraic connections

Dr. Alexander Schnurr (TU Dortmund) holder et seminar med tittelen: A Canonical Way to Derive Properties of Lévy-Type Processes

Et Eilenberg-Mac Lane rom K(G,n) er bestemt av å ha homotopigruppe G konsentrert i dimensjon n (og 0 ellers), og representerer n-te kohomologi med koeffisienter i G opp til homotopi. Barkonstruksjonen på K(G,n) gir et nytt rom BK(G,n)=K(G,n+1) som selv er en topologisk gruppe. Diagonalen G--->GxG og multiplikasjonen GxG--->G induserer en multiplikasjon på mod p homologigrupper, og gjør denne til en koalgebraisk ring (eller Hopf algebra). Jeg vil konstruere en spektralsekvens av Hopf algebraer (bar spektralsekvensen) som beregner homologi av K(G,n+1) gitt homologi av K(G,n) (for homologiteorier med en Künneth-formel), og vil så beregne mod p-homologi av K(Z,3)=BK(Z,2) som Hopf algebra.

Professor Massimo Fornasier, from the Technical University of Munich, is visiting the department /CMA. This is his second lecture.

Professor Massimo Fornasier, from the Technical University of Munich, is visiting the department /CMA and he will give two guest lectures.

Jørgen Vold Rennemo, Imperial College, gives the Seminar in Algebra and Algebraic Geometry:

Derived categories of intersections of quadrics

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

John Christian Ottem, Cambridge, gives the Seminar in Algebra and Algebraic Geometry:

Om to formodninger av Hartshorne

Martin Jullum (Department of Mathematics, UiO), gives a seminar in Auditorium 4, Vilhelm Bjerknes house, at 14:15, Tuesday March 4th:

Parametric or Nonparametric: The Focused Information Criterion Approach

Jan Martin Nordbotten (University of Bergen) will give a talk about

*Finite volume methods for elasticity and poro-elasticity*

Abstract: We introduce a new class of cell-centered finite volume methods for elasticity and poro-elasticity. This class of discretization methods has the advantage that the mechanical discretization is fully compatible (in terms of grid and variables) to the standard cell-centered finite volume discretizations that are prevailing for commercial simulation of multi-phase flows in porous media.

For a specific variant of the proposed discretization, we give an overview of a convergence proof in the setting of isotropic elasticity, and address from a theoretical perspective the issues of a discrete Korn's inequality and robustness with respect to locking. Furthermore, we give numerical results for both structured and unstructured grids for both elasticity and poro-elasticity. The talk concludes with an application to simulation of fractured and fracturing porous media.

Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.

A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.

The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.

Torstein Nilssen (Universitetet i Oslo) holder et seminar med tittelen: Malliavin differentiability for a class of SDE's in Hilbert spaces.

A continuation of the previous talk.

Magnus Landstad will give a talk with title: Quantum groups from almost matched pairs of groups - the groupoid approach

Abstract: If G is a locally compact group with two closed subgroups H,K s.t. G=HK, then (H,K) is called a matched pair of subgroups. The construction of a quantum group from such a pair goes back a long time. We shall look at the more general case where the subgroups are almost matched (the complement of HK in G has measure 0), then a groupoid approach to the construction is very useful and many formulas are obtained for free.

I shall start with explaining the concepts needed (quantum groups, groupoids, etc) and then how the groupoid is constructed. Finally we shall look at the special case where G has a compact open subgroup.

This is joint work with A. Van Daele.

Dongho Chae (Chung-Ang University, Korea) will give a seminar talk entitled

*On the self-similar blow-up for the compressible Euler equations*

Abstract: The problem of ﬁnite time blow-up/global regularity of the 3D incompressible Euler equations is an outstanding problem in mathematical ﬂuid mechanics. On the other hand, the scenario of self-similar type blow-up is a natural candidate of blow-ups in various nonlinear partial differential equations such as the porous medium equation and the nonlinear Schrödinger equations. We also mention that for the closely related incompressible Navier-Stokes equations the question of self-similar blow-up was raised by J. Leray in 1930, and was negatively answered by J. Necas, M. Ruzicka and V. Sverak in 1996. In this talk we present the progress of study during the last several years on the self-similar blow-up for the Euler equations.

Johanna Ridder (University of Oslo) will give a talk about

*Analysis of a finite difference method for two-dimensional incompressible magnetohydrodynamics*

Abstract: We consider the magnetohydrodynamics equations for a viscous incompressible resistive fluid in two dimensions. For these equations we analyse a semi-discrete finite difference scheme that is based on a staggered grid and is energy preserving. We show an a priori H^1-bound and the convergence of the scheme.

Geir Ellingsrud, UiO, gives the Seminar in Algebra and Algebraic Geometry

Twisted cubic curves on cubic fourfolds

Professor B. Rajeev (India Statistical Institute, Bangalore) holder et seminar med tittelen: The Monotonicity Inequality on Hermite-Sobolev spaces.

In 1980 R. W. Thomason published a proof that CAT, the category of small categories, is a proper closed model category that is Quillen equivalent to SSet, the category of simplicial sets, with the standard model structure defined by Quillen. D-C Cisinski has since corrected the proof of left properness by replacing the central term of Dwyer morphism - a class of morphisms that Thomason believed to be the cofibrations - with a rough analogue in CAT of the NDR-pairs. The cofibrations, then, which are all retracts of Dwyer morphisms, are really the NDR-pair analogues. I will go through the main parts of Thomason's argument, incorporating Cisinski's adjustment, point out Thomason's mistake and here and there use more recent terminology from M. Hovey's book Model Categories. Towards the end I'll compare Thomason's method with modern, standardized ways of confirming a cofibrantly generated (closed) model structure, like the necessary and sufficient conditions listed in Hovey's Model Categories (thm. 2.1.19) and transferring a model structure across an adjunction by using Kan's lemma on transfer and similar results

Atanas Iliev, Seoul National University, gives the Seminar in Algebra and Algebraic Geometry:

EPW sextics and Hibert squares of K3 surfaces

Antoine Julien (NTNU) will give a talk with title: Tiling spaces, groupoids and K-theory

Abstract:

In this talk, I will describe how spaces, groupoids and C*-algebras can be associated with aperiodic tilings. In some cases, it is possible to describe the structure of the groupoid combinatorially in terms of augmented Bratteli diagrams. (joint work with Jean Savinien) Time permitting, I will expose a strategy for computing the K-theory of the tiling algebra in terms of the K-theory of AF-algebras (work in progress).

Kristian Ranestad, UiO, gives the Seminar in Algebra and Algebraic Geometry:

On the local cactus rank of a form

David Ruiz Baños (University of Oslo) holder et seminar med tittelen: On the regularity of densities of SDE's. A classical solution to the stochastic transport equation