Händelser: Matematiska vetenskaperhttp://www.chalmers.se/sv/om-chalmers/kalendariumAktuella händelser på Chalmers tekniska högskolaTue, 07 Dec 2021 08:40:03 +0100http://www.chalmers.se/sv/om-chalmers/kalendariumhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Computational211208.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Computational211208.aspxComputational and Applied Mathematics (CAM) seminar<p>Online</p><p>Sonja Cox, University of Amsterdam: An affine infinite-dimensional stochastic volatility model</p><br />Abstract:<br />Affine stochastic processes have received a considerable amount of attention in the past years due to their tractability and (relative) flexibility. For example, in 2011 Cuchiero, Filipovic, Mayerhofer, and Teichmann provided a characterization of all affine processes taking values in the cone of non-negative semi-definite matrices, thus identifying all affine finite-dimensional stochastic covariance models. Inspired by the need of infinite-dimensional stochastic covariance models, we established existence of affine processes in the cone of positive self-adjoint Hilbert-Schmidt operators.<br />In my talk I will explain what affine processes are, present our infinite-dimensional existence result, and give some examples of infinite-dimensional affine volatility models.https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Algebraisk-geometri211208.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Algebraisk-geometri211208.aspxSeminariet i Algebraisk geometri och talteori<p>Online</p><p>Alex Kontorovich, Rutgers University: Asymptotic Length Saturation for Zariski Dense Surfaces</p><p><br />Abstract: The lengths of closed geodesics on a hyperbolic manifold are determined by the traces of its fundamental group. When the latter is a Zariski dense subgroup of an arithmetic group, the trace set is contained in the ring of integers of a number field, and may have some local obstructions. We say that the surface's length set "saturates" (resp. "asymptotically saturates") if every (resp. almost every) sufficiently large admissible trace appears. In joint work with Xin Zhang, we prove the first instance of asymptotic length saturation for punctured covers of the modular surface, in the full range of critical exponent exceeding one-half (below which saturation is impossible).</p>
<p>The seminar is given in Zoom: <a href="https://chalmers.zoom.us/j/68521024554">https://chalmers.zoom.us/j/68521024554</a> </p>https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Theoretical-Physics211209.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Theoretical-Physics211209.aspxSeminarium om teoretisk fysik<p>PJ-salen och online</p><p>Kurt Johansson, KTH: The Airy process and some integrable models in statistical physics</p><p><br />Detta är en del av en seminarieserie för studenter och forskare som är intresserade av teoretisk fysik och tillämpad matematik. </p>
<p>Abstract: The Airy process is a stochastic process that was introduced about twenty years ago and is expected to be a universal scaling limit in many models from random matrix theory, random growth models, random tiling (dimer) models and more. I will give some background on the Airy process and discuss its appearance in some specific models. This will be a survey talk. At the end I will briefly touch upon some recent results with Ayyer and Chhita on a special case of the six-vertex model with domain-wall boundary conditions related to alternating sign matrices.</p>https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Licentiatseminarium211210.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Licentiatseminarium211210.aspxLicentiatseminarium i matematisk statistik<p>Sal Euler, Skeppsgränd 3</p><p>Helga Kristín Ólafsdottír: Modelling and model evaluation of extremes with applications on extreme rainfall under climate change</p><br />Diskussionsinledare: forskningsledare Thordis L. Thorarinsdottir, Norsk Regnesentral.https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Statistics211210.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Statistics211210.aspxStatistics seminar<p>Pascal and online</p><p>Thordis L. Thorarinsdottir, Norwegian Computing Centre: Validation of point process predictions with proper scoring rules</p><br />Abstract: In prediction settings, model validation methods are needed to rank competing models according to their predictive performance. Such rankings are typically obtained by proper scoring rules. A challenge for applying known scoring rules to point process predictions is that mathematical properties, such as densities or moment measures, are intractable for many point process models. We introduce a class of proper scoring rules for evaluating point process predictions based on summary statistics. These scoring rules rely on Monte-Carlo approximations of expectations and can therefore easily be evaluated for any point process model that can be simulated. The scoring rules allow for evaluating the calibration of a model to specific aspects of a point process, such as its spatial distribution or tendency towards clustering.https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Statistics211116.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Statistics211116.aspxStatistics seminar<p>MV:L14 and online</p><p>Serik Sagitov: Critical branching as a pure death process coming down from infinity</p><br />Abstract:<br />We consider a critical Galton-Watson process with overlapping generations stemming from a single founder.<br />Assuming that both the variance of the offspring number and the average generation length are finite, we establish the convergence of the finite-dimensional distributions of this branching process, conditioned on non-extinction at a remote time of observation, to those of a pure death process.<br />This result brings a new perspective on Vatutin's dichotomy claiming that in the critical regime of age-dependent reproduction, an extant population either contains a large number of short-living individuals or consists of few long-living individuals.https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Licentiatseminarium211214.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Licentiatseminarium211214.aspxLicentiatseminarium i matematik<p>Euler, Skeppsgränd 3</p><p>Carl-Joar Karlsson: Game theory and applications</p><br />Diskussionsinledare: biträdande professor Alessandro Bravetti, National Autonomous University of Mexicohttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/TLM-seminarium211215.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/TLM-seminarium211215.aspxTLM-seminarium<p>MV:L14 och via Zoom</p><p>Samuel Bengmark: Teaching Standards</p><br />Abstract: Jag har arbetat vidare på studien där några inflytelserika teaching standards jämförs och vill nu berätta vad som faller ut. https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Computational211215.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Computational211215.aspxComputational and Applied Mathematics (CAM) seminar<p>MV:L14 and online</p><p>Adam Andersson, Chalmers & GU and Saab: Robust machine learning methods for coupled FBSDE from stochastic control</p><br />Abstract:<br />Forward Backward Stochastic Differential Equations (FBSDE) are important in mathematical finance, stochastic control and for stochastic representations of second order parabolic PDE. It is a coupled system of one forward and one backward SDE. Contrary to ODE, where a backward problem can be reformulated as a forward problem, and vice versa, by a change of variable, forward and backward SDE equations are fundamentally different from each others. In particular, their numerical methods differs significantly. While solutions to forward SDE are easily approximated with the Euler-Maruyama scheme (or more sophisticated schemes) schemes for backward SDE relies on approximating conditional expectations. In 2017 E, Jan and Jentzen introduced the deep BSDE method. It is a deep learning based numerical scheme for BSDE. In this talk I present ongoing work with Kristoffer Andersson and Cornelis Oosterlee (CWI Amsterdam and Utrecht University). We show numerical examples that indicates that the desired solutions of the deep BSDE and FBSDE methods, which are optimisation problems, for some equations are obtained at local minimas. In such cases, the global minimum approximates the solution poorly and I will explain why this is particularly bad for stochastic control problems. An alternative family of related methods is introduced and a partial error analysis is presented for it. Experimental convergence rates are given for different examples. The problems encountered in the full error analysis are discussed.https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Pedagogiskt-seminarium211220.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Pedagogiskt-seminarium211220.aspxPedagogiskt seminarium<p>TBA</p><p>Johanna Pejlare: TBA</p>https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Analysis-and-Probability220125.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Analysis-and-Probability220125.aspxAnalysis and Probability seminar<p>Online</p><p>Sabine Jansen, Munich: Duality, intertwining and orthogonal polynomials for continuum interacting particle systems</p><br />Duality is a powerful tool for studying interacting particle systems, i.e., continuous-time Markov processes describing many particles say on the lattice Z^d. In recent years interesting dualities have been proven that involve falling factorials and orthogonal polynomials; the orthogonality measure is the reversible measure of the Markov process. I'll address generalizations to particles moving in the continuum rather than on the lattice. Examples include independent diffusions and free Kawasaki, which have been investigated before, and a continuum version of the symmetric inclusion process, which is new. The falling factorials turn out to be related to Lenard's K-transform. The relevant notion of orthogonal polynomials belongs to infinite-dimensional analysis, chaos decompositions and multiple stochastic integrals. The talk is based on joint work with Simone Floreani and Frank Redig (TU Delft) and Stefan Wagner (LMU Munich).https://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Noncommutativity-in-the-North-2021.aspxhttps://www.chalmers.se/sv/institutioner/math/kalendarium/Sidor/Noncommutativity-in-the-North-2021.aspxNoncommutativity in the North<p>Euler, Skeppsgränd 3</p><p>New interactions between operator algebras and noncommutative geometry coming forth from recent developments in both areas</p><p></p>
<p class="chalmersElement-P">The conference takes place March 14-18, 2022 at the department for Mathematical Sciences in <span>the University of Gothenburg and Chalmers University of Technology.</span></p>
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<p>The conference aims at bringing together experts and younger mathematicians working on operator algebras and noncommutative geometry in particular from Scandinavia. The focus of the conference is on fostering new interactions between operator algebras and noncommutative geometry coming forth from recent developments in both areas. <br /><br /><strong>Speakers:</strong></p>
<ul><li>James Gabe (University of Southern Denmark) </li>
<li>Jens Kaad (University of Southern Denmark) </li>
<li>Matthew Kennedy (University of Waterloo)</li>
<li>David Kyed (University of Southern Denmark) </li>
<li>Franz Luef (NTNU, Trondheim)</li>
<li>Mikael Rørdam (University of Copenhagen)</li>
<li>Tatiana Shulman (IMPAN, Warzaw)</li>
<li>Adam Skalski (IMPAN, Warzaw)</li>
<li>Karen Strung (Radboud University Nijmegen)</li>
<li>Hang Wang (East China Normal University, Shanghai) </li>
<li>Michael Whittaker (University of Glasgow)</li>
<li>Wilhelm Winter (University of Münster) <strong>TBC</strong></li>
<li>Makoto Yamashita (University of Oslo) </li></ul>