Colloquia & Seminars Archives - Page 125 of 129

Seminars: Colloquia & Seminars

Date
Time
Venue

Speaker
Affiliation
Title of Talk

05 Mar 2019
15:00
S17 #05-12 SR4

Alan McLeay
University of Luxembourg
Mapping class groups, covers, and braids

Mapping class groups, covers, and braids

Date/Time : 05 Mar 2019 15:00
Venue : S17 #05-12 SR4
Speaker : Alan McLeay , University of Luxembourg

Date/Time:05 Mar 2019 15:00 Venue: S17 #05-12 SR4 Speaker: Alan McLeay, University of Luxembourg Mapping class groups, covers, and braids The mapping class group of a surface is the group of isotopy classes of boundary preserving homeomorphisms of the surface. Given a finite sheeted covering space between surfaces, we may ask what relationship, if any, exists between the two mapping class groups? In joint work with Tyrone Ghaswala we investigate this question for surfaces with non-empty boundary. I will discuss a classical theorem of Birman-Hilden and give new insight into a family of covering spaces related to the Burau representation of braid groups. Add to calendar:

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20 Feb 2019
15:00
S17 #04-06 SR1

Siva Athreya
ISI Bangalore
Strong existence and uniqueness for stable stochastic differential equations with distributional drift

Strong existence and uniqueness for stable stochastic differential equations with distributional drift

Date/Time : 20 Feb 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Siva Athreya , ISI Bangalore

Date/Time:20 Feb 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Siva Athreya, ISI Bangalore Strong existence and uniqueness for stable stochastic differential equations with distributional drift We consider the stochastic differential equation dX_t = b(X_t) dt + dL_t,where the drift b is a generalized function and L is a symmetric one dimensional alpha-stable Levy processes, alpha in (1, 2). We define the notion of solution to this equation and establish strong existence and uniqueness whenever b belongs to the Besov-Holder space C^\beta for beta > 1/2- alpha/2. This is joint work with Oleg Butkovsky and Leonid Mytnik. Add to calendar:

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20 Feb 2019
14:00
S17 #04-06 SR1

Alexander Drewitz
U. Cologne
Geometry of Gaussian free field sign clusters and random interlacements

Geometry of Gaussian free field sign clusters and random interlacements

Date/Time : 20 Feb 2019 14:00
Venue : S17 #04-06 SR1
Speaker : Alexander Drewitz , U. Cologne

Date/Time:20 Feb 2019 14:00 Venue: S17 #04-06 SR1 Speaker: Alexander Drewitz, U. Cologne Geometry of Gaussian free field sign clusters and random interlacements We consider two fundamental percolation models with long-range correlations: Level set percolation for the Gaussian free field (GFF) and percolation of the vacant set of random interlacements. Both models have been the subject of intensive research during the last decades. In this talk we focus on structural properties of the level set percolation of the GFF. In particular, we establish the non-triviality of a phase in which two infinite sign clusters dominate, and their complement only has small connected components. While the respective results are new for $\Z^d$ as the underlying graph, we also cover more intricate geometries such as transient graphs with subdiffusive random walk behavior. As a consequence, we answer an open problem on the non-triviality of the phase transition of the vacant set of Random Interlacements on such geometries. This talk is based on joint works with A. Prévost (Universität zu Köln) and P.-F. Rodriguez (IHES). Add to calendar:

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13 Feb 2019
15:00
S17 #04-06 SR1

Marko Hans Weber
Columbia University
Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications

Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications

Date/Time : 13 Feb 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Marko Hans Weber, Columbia University

Date/Time:13 Feb 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Marko Hans Weber, Columbia University Systemic Portfolio Diversification: Equilibrium Holdings and Policy Implications We study the implications of fire-sale externalities on optimal portfolio selection. Banks select their asset holdings to minimize expected execution costs triggered by the need to comply with regulatory leverage requirements. We show that if banks disregard the price impact caused by other banks’ liquidation actions, they hold an excessively diversified portfolio. Instead, banks seek systemic diversification when they account for other banks’ asset holdings: They reduce portfolio overlapping to decrease the likelihood of simultaneous deleveraging, sacrificing diversification benefits at the individual level. The bank’s equilibrium allocation is not socially efficient. A benevolent social planner aiming for minimum fire-sale externalities should provide incentives to increase banks’ diversity. A tax on portfolio overlaps aligns the private and social optimum. Social costs can be reduced by enforcing policies which mandate the split of a bank into smaller institutions with heterogeneous leverage ratios. Add to calendar:

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13 Feb 2019
14:00
S17 #04-06 SR1

Yu Shih Hsien
National University of Singapore
Heat Equation with Bounded Variation Heat Conductivity

Heat Equation with Bounded Variation Heat Conductivity

Date/Time : 13 Feb 2019 14:00
Venue : S17 #04-06 SR1
Speaker : Yu Shih Hsien, National University of Singapore

A novel approach by combinations of classical mathematical analysis, probabilistic argument, and modern PDE together to give the fundamental solution of a heat equation with a bounded variation heat conductivity with a sharp 2nd order derivatives estimates.

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12 Feb 2019
14:00
S17 #04-06 SR1

Shigeru Kanemitsu
Kyushu Institute of Technology
Special Functions in Number Theory

Special Functions in Number Theory

Date/Time : 12 Feb 2019 14:00
Venue : S17 #04-06 SR1
Speaker : Shigeru Kanemitsu, Kyushu Institute of Technology

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11 Feb 2019
15:00
S17 #04-06 SR1

Yerkin Kitapbayev
Sloan School of Management, MIT
Optimal investment strategies for power generation: the value of green energy

Optimal investment strategies for power generation: the value of green energy

Date/Time : 11 Feb 2019 15:00
Venue : S17 #04-06 SR1
Speaker : Yerkin Kitapbayev, Sloan School of Management, MIT

Date/Time:11 Feb 2019 15:00 Venue: S17 #04-06 SR1 Speaker: Yerkin Kitapbayev, Sloan School of Management, MIT Optimal investment strategies for power generation: the value of green energy This paper examines the investment in and the valuation of power generation projects under uncertainty. The analysis incorporates the possibility of producing from alternative types of fuels, such as renewables (wind) or fossil fuels (gas), hence alternative types of plants/technologies. The model considered in this paper cannot be reduced to a single state variable. It involves two distinct underlying processes, for electricity and gas, as well as embedded (two-dimensional) optimal stopping time problems. We apply probabilistic arguments and show that the optimal investment decision can be characterized by two boundaries that satisfy a system of coupled integral equations of Fredholm type. The value of a project to invest in the best of the two types of plants is the premium associated with the optimal investment policy, i.e., the present value of the cumulative instantaneous gains realized when either of the two technologies is optimal. The ability to select the type of plant/technology has significant effects on investment in power generation. The optimal delay can be substantial even if the values of both projects are both large. Green power generation emerges as a significant source of value creation. (Joint work with Jerome Detemple). Add to calendar:

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05 Feb 2019
14:00
S17 #05-11 SR5

Yuki Tokushige
Kyoto University
Jump processes on the Gromov boundary induced by RWs on a hyperbolic group

Jump processes on the Gromov boundary induced by RWs on a hyperbolic group

Date/Time : 05 Feb 2019 14:00
Venue : S17 #05-11 SR5
Speaker : Yuki Tokushige , Kyoto University

Date/Time:05 Feb 2020 14:00 Venue: S17 #05-11 SR5 Speaker: Yuki Tokushige, Kyoto University Jump processes on the Gromov boundary induced by RWs on a hyperbolic group In this talk, we will discuss a class of jump processes on the Gromov boundary induced by random walks on a hyperbolic group. In particular, we will show that there is a kind of canonical potential theoretic structure on the Gromov boundary, which is associated to a certain conformal structure of the boundary. We will start the talk with discussions about basic facts on Dirichlet forms and hyperbolic groups. This talk is based on a joint work with Pierre Mathieu. (Aix-Marseille University) Add to calendar:

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31 Jan 2019
15:00
S17 #05-11 SR5

Khoo Yuehaw
Stanford University
Multimarginal optimal transport, density functional theory, and convex relaxation

Multimarginal optimal transport, density functional theory, and convex relaxation

Date/Time : 31 Jan 2019 15:00
Venue : S17 #05-11 SR5
Speaker : Khoo Yuehaw, Stanford University

Date/Time:31 Jan 2019 15:00 Venue: S17 #05-11 SR5 Speaker: Khoo Yuehaw, Stanford University Multimarginal optimal transport, density functional theory, and convex relaxation Density functional theory is an effective tool in solid state physics and quantum chemistry for electronic structure calculation. However, it has difficulties when dealing with strongly correlated systems. In this talk, we examine the regime where the electrons are strictly correlated. This gives rise to a multimarginal optimal transport problem, a direct extension of the optimal transport problem that has applications in economics and operations research as well. In particular we introduce methods from convex optimization to provide a lower bound to the cost of the multimarginal transport problem with a practical running time. We further propose projection schemes based on tensor decomposition to obtain upper bounds to the energy. Numerical experiments demonstrate a gap of order $10^{-3}$ to $10^{-2}$ between the upper and lower bounds. Add to calendar:

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