Wednesday 11 February 2015 h. 14:30, room 2BC30
Sander Dommers (Bologna, Dip. Mat.)
"Metastability of the Ising model on random graphs at zero temperature"
Abstract
In this talk I will introduce a random graph model known as the configuration model. After this, I will discuss the Ising model, which is a model from statistical physics where a spin is assigned to each vertex in a graph and these spins tend to align, i.e., take the same value as their neighbors. It is especially interesting to study the Ising model on random graphs. I will discuss some properties of this model. In particular, I will talk about the dynamics and metastability in this model when the interaction strength goes to infinity. This corresponds to the zero temperature limit in physical terms.
Wednesday 28 January 2015, h. 14:30, room 2BC30
Davide Buoso (Padova, Dip. Mat.)
"Shape sensitivity analysis for vibrating plate models"
Abstract
In this talk, we consider two different models for the vibration of a clamped plate: the KirchhoffLove model, which leads to the well known biharmonc operator, and the ReissnerMindlin model, which instead gives a system of differential equations. We point out similarities and differences, showing the connections between these two problems. Then we show some results concerning the stability of the spectrum with respect to domain perturbations.
After recalling the known results in shape optimization for the biharmomic operator, we state some analyticity results for the dependence of the eigenvalues upon domain perturbations and Hadamardtype formulas for shape derivatives. Using these formulas, we prove that balls are critical domains for the symmetric functions of the eigenvalues under volume constraint.
Wednesday 26 November 2014 h. 14:30, room 2BC30
Paolo Pigato (Padova, Dip. Mat.)
"An introduction to density estimates for diffusions"
Abstract
We recall some notions in Malliavin calculus and some general criteria for the absolute continuity and regularity of the density of a diffusion. We present some estimates for degenerate diffusions under a weak Hormander condition, obtained by starting from the Malliavin and Thalmaier representation formula for the density. As an example, we focus in particular on the stochastic differential equation used to price Asian Options.
Wednesday 19 November 2014 h. 14:30, room 2BC30
Joao Meireles (Padova, Dip. Mat.)
"Singular perturbations of stochastic control problems with unbounded fast variables"
Abstract.
In this talk, we first give a short introduction to singular perturbations problems and to the HamiltonJacobi approach to the singular limit $\epsilon \to 0$. And we will end by considering a specific singular perturbation problem of a class of optimal stochastic control problems with unbounded fast variables and discussing some recents results.
Our first seminar of 2014/15 will be held as a special event inside the Opening Day of the Doctoral School (15:00  1A150)
Wednesday 5 November 2014, h.15:45, room 1A150
Matteo Basei (Padova, Dip. Mat.)
"The stochastic mesh method to price swing contracts"
Abstract
This talk is based on the results achieved during a sixmonth internship in the Risk Department of a leading energy company. Our goal is twofold: on the one hand we give a brief survey on the problem of pricing swing contracts by the stochastic mesh method, on the other hand we describe our experience in the use of advanced mathematics in a private company.
Firstly, we consider the case of American options and study the original formulation of the stochastic mesh method, introduced by Broadie and Glasserman in 1997. Secondly, we try to improve the method by optimally calibrating the parameters, by a literature review and by the use of variance reduction techniques. Finally, we use the revised method to price swing options in energy markets.
Concorso Pubblico per l’ammissione al
Corso di Dottorato in SCIENZE MATEMATICHE (XXX ciclo)
(Curriculi: Matematica, Matematica Computazionale) – A.A. 2014/2015
Pubblicazione esito “valutazione titoli”
Si ricorda che la presente graduatoria ha carattere provvisorio. La graduatoria definitiva verrà pubblicata, come da bando di concorso (art. 8) entro il 16 settembre 2014 mediante:
Seminario Dottorato  Stefano POZZA (Numerical Analysis)
Mercoledì 18 Giugno 2014 h14:3016:00  2BC30
"Jacobi matrices, orthogonal polynomials and Gauss quadrature  An introduction and some results for the nonhermitian case"
This seminar is divided in two parts.
In the first one we will give an introduction to the matter. We will present the concept of orthogonal polynomials and we will focus on the properties of the Jacobi matrix linked to them. Then we will see their application for the approximation of integrals (Gauss quadrature).
In the second part we will see how the first part can be extended to the nonhermitian case. In particular we will present formal orthogonal polynomials and we will see the spectral properties of a generally complex Jacobi matrix. This will lead us to some results about the extension of the Gauss quadrature in the complex plane.
Wednesday 4 June 2014 h. 14:30, room 2BC30
Michele Zordan (Bielefeld)
"Introduction to representation growth"
Abstract
This seminar is intended as an accessible introduction to representation zeta functions. Given a group, representation zeta functions are Dirichlet generating functions encoding the numbers of its irreducible representations sorted by dimension.
This analytic tool allows the use of analytic methods to compute the rate of growth of the numbers of irreducible representations as their dimension grows.
Much akin to the Riemann's zeta function, these representation zeta functions are often Euler's product of local factors. The computation of these factors, therefore, holds the key to understanding the representation growth of the group.
In this talk I shall introduce the subject with appropriate examples and discuss the methods that given a group allow us to compute the local factors.
Wednesday 21 May 2014 h. 14:30, room 2BC30
Jorge Vitoria (University of Verona)
"A visual introduction to tilting"
Abstract
The representation theory of a quiver (i.e., an oriented graph) can sometimes be understood by... another quiver! Such pictures of complex concepts (such as categories of modules or derived categories) are a source of intuition for many phenomena, among which lie the tools for classification and comparison of representations: tilting theory. The aim of this talk is to give an heuristic view (example driven) of some ideas in this area of Algebra.
Wednesday 7 May 2014 h. 14:30, room 2BC30
Anna Karapiperi (Padova, Dip. Mat.)
"Extrapolation techniques and applications to rowaction methods"
Abstract
The talk will be divided in three parts.
First we will introduce extrapolation methods and notions related to them, such us kernel and convergence acceleration. These definitions will be well understood by the examples of Aitken's Deltasquared process, Shanks' transformation and various generalizations.
Afterwards, we will pass to rowaction methods that have several interesting properties (i.e. no changes to the original matrix and no operations on the matrix as a whole). We will focus on Kaczmarz and Cimmino method.
At the end we will see how extrapolation methods can be used for accelerating the convergence of the aforementioned rowaction methods.
