Tidligere arrangementer - Side 109

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.

Friday seminar by Anna G?rdmark

CEES Extra seminar by Ana Gouveia

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.   

Seminar by Dr. Fabrice Anizon, Clermont Université, Université Blaise Pascal, Institut de Chimie de Clermont-Ferrand, France.

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 ?nite time blow-up/global regularity of the 3D incompressible Euler equations is an outstanding problem in mathematical ?uid 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 Schr?dinger 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.

Friday seminar by Gilles Guillot

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.

Emily Freeland, postdoc at OCK/Stockholm University.

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

Veileder du studenter? Synes du ansvaret er overveldende? Vet du hvordan du skal unng? problemer, eller l?se dem hvis de oppst?r?

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 

Friday seminar by Bart Pollux

Nils Chr. Stenseth, Professor of Ecology and Evolution at Department of Biosciences, University of Oslo  

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).

Friday seminar by Jakob Hemmer Hansen

Shahin Jafarzadeh, Post-Doctoral Researcher, ITA

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

Jeonghun J. Lee (Aalto University, Helsinki) will give a talk about

On unified analysis of mixed methods for elasticity with weakly symmetric stress.

Abstract: We introduce a framework to construct and analyze mixed finite elements for elasticity with weakly symmetric stress. The framework is based on a connection between mixed methods for elasticity and mixed methods for Stokes equations. We show that some new finite elements can be obtained from it with optimal error bounds.

Friday seminar by Wolfram M. Kürschner

Rajib Dutta (University of Oslo) will give a seminar talk on

Operator splitting methods for Benjamin-Ono (BO) equation

Abstract: We consider the BO equation which describes one-dimensional internal waves in deep water. In this talk, we show that both Godunov and Strang splitting methods converge with the expected rates if the initial data are sufficiently smooth. We also present a proof of convergence of a fully discrete finite difference scheme for this equation.  

Takuya Takeishi, University of Tokyo, will give a talk with title: Bost-Connes system for local fields of characteristic zero

Abstract: The Bost-Connes system, which describes the relation between quantum statistical mechanics and class field theory, was first constructed by Bost and Connes for the rational field, and generalized for arbitrary number fields by the contribution of many researchers. In this talk, we will introduce a generalization of the Bost-Connes sysmtem for local fields of characteristic zero, and introduce some properties.