Optimization Relaxations in Dynamic Pricing
Abstract
The idea of adjusting prices in order to sell goods at the highest acceptable price, such as haggling in a market, is as old as money itself. We consider the problem of pricing multiple products on a network of resources, such as that faced by an airline selling tickets on its flight network. In this talk I will consider various optimization relaxations to the deterministic dynamic pricing problem on a network. This is joint work with Raphael Hauser.
Direct solvers for the Lippmann-Schwinger equation
Abstract
In recent years, there has been an increased interest in exploiting rank structure of matrices arising from the discretization of partial differential equations to develop fast direct solvers. In this talk, I will outline the fundamental ideas of this topic in the context of solving the integral equation formulation of the Helmholtz equation, known as the Lippmann-Schwinger equation, and will discuss some plans for future work to develop new, higher-order solvers. This is joint work with Gunnar Martinsson.
An Introduction to Persistent Homology
Abstract
This talk will feature a brief introduction to persistent homology, the vanguard technique in topological data analysis. Nothing will be required of the audience beyond a willingness to row-reduce enormous matrices (by hand if we can, by machine if we must).
An introduction to classical time-parallelisation methods
Abstract
For decades, researchers have been studying efficient numerical methods to solve differential equations, most of them optimised for one-core processors. However, we are about to reach the limit in the amount of processing power we can squeeze into a single processor. This explains the trend in today's computing industry to design high-performance processors looking at parallel architectures. As a result, there is a need to develop low-complexity parallel algorithms capable of running efficiently in terms of computational time and electric power.
Parallelisation across time appears to be a promising way to provide more parallelism. In this talk, we will introduce the main algorithms, following (Gander, 2015), with a particular focus on the parareal algorithm.
16:00
A quick intro to right angled buildings
Abstract
Buildings are geometric objects, originally introduced by Tits to study Lie groups that act on their corresponding building. Apart from their significance for Lie groups, buidings and their automorphism groups are a rich source of examples for groups with interesting properties (for example, it is a result of Caprace that some buildings admit an automorphism group which is compactly generated, abstractly simple and locally compact). Right Angled Buildings (RABs) are a specific kind of building whose geometry can be well understood as it resembles the geometry of a tree. This allows one to generalise ideas like the Burger-Mozes universal groups to the setting of RABs.
I plan to give an introduction to RABs. As a complete formal introduction to buildings would take more than an hour, I will instead present various illustrative examples to give you an idea of what you should have in mind when you think of a (right-angled) building. I will be as formal as I can in presenting the basic features of buildings - Coxeter complexes, chambers, apartments, retractions and residues. In the remaining time I will say as much as I can about the geometry of RABs, and explain how to use this geometry to derive a structure theorem for the automorphism group of a RAB, towards a definition of Burger-Mozes universal groups for RABs.
Oxford Mathematics Christmas Public Lecture: Chris Budd - Why does Rudolf have a shiny nose?
For our popular Christmas lecture this year Chris Budd will give a seasonal talk with a number of light hearted applications of mathematics to the
festive season.
Chris is currently Professor of Applied Mathematics at the University of Bath, and Professor of Geometry at Gresham College. He is a passionate populariser of mathematics and was awarded an OBE in 2015 for services to science and maths education.
Please email @email to register.
Watch live:
https://www.facebook.com/OxfordMathematics/
https://livestream.com/oxuni/Budd
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.
Marcus du Sautoy - The Creativity Code: How AI is learning to write, paint and think
Oxford Mathematics Public Lectures together with the Simonyi Science Show:
Will a computer ever compose a symphony, write a prize-winning novel, or paint a masterpiece? And if so, would we be able to tell the difference?
In The Creativity Code, Marcus du Sautoy examines the nature of creativity, as well as providing an essential guide into how algorithms work, and the mathematical rules underpinning them. He asks how much of our emotional response to art is a product of our brains reacting to pattern and structure. And might machines one day jolt us in to being more imaginative ourselves?
Marcus du Sautoy is Simonyi Professor for the Public Understanding of Science in Oxford.
6-7pm
Mathematical Institute
Oxford
Please email @email to register.
Watch live:
https://facebook.com/OxfordMathematics
https://livestream.com/oxuni/du-Sautoy2
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.