16:15
16:15
Multilevel optimization and multigrid methods
Abstract
Many large-scale optimization problems arise in the context of the discretization of infinite dimensional applications. In such cases, the description of the finite-dimensional problem is not unique, but depends on the discretization used, resulting in a natural multi-level description. How can such a problem structure be exploited, in discretized problems or more generally? The talk will focus on discussing this issue in the context of unconstrained optimization and in relation with the classical multigrid approach to elliptic systems of partial differential equations. Both theoretical convergence properties of special purpose algorithms and their numerical performances will be discussed. Perspectives will also be given.
Collaboration with S. Gratton, A. Sartenaer and M. Weber.
11:00
17:00
15:00
17:00
Modelling spatial diffusion : From flames to social norms
(ALan Tayler Lecture)
15:45
Mean-Reversion versus Random Walk in Energy Commodity Prices
Abstract
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15:45
Characteristic classes of A-infinity algebras
Abstract
There is a construction, due to Kontsevich, which produces cohomology classes in moduli spaces of Riemann surfaces from the initial data of an A-infinity algebra with an invariant inner product -- a kind of homotopy theoretic notion of a Frobenius algebra.
In this talk I will describe a version of this construction based on noncommutative symplectic geometry and use it to show that homotopy equivalent A-infinity algebras give rise to cohomologous classes. I will explain how the whole framework can be adapted to deal with Topological Conformal Field Theories in the sense of Costello, Kontsevich and Segal.
14:15
Branching Markov Chains
Abstract
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14:15
Convex foliated projective structures and the Teichmuller component for PSL (4,R)
12:00
14:30
Statistical inversion of South Atlantic circulation in an abyssal neutral density layer
Abstract
In Dept of Statistics
14:15
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
11:45
16:30