13:15
13:15
13:15
14:15
Continuous-Time Mean-Variance Portfolio Selection with Proportional Transaction Costs
11:00
The real field with a power function and a dense multiplicative subgroup
15:45
17:00
Gradient flows as a selection criterion for equilibria of non-convex
material models.
Abstract
For atomistic (and related) material models, global minimization
gives the wrong qualitative behaviour; a theory of equilibrium
solutions needs to be defined in different terms. In this talk, a
process based on gradient flow evolutions is presented, to describe
local minimization for simple atomistic models based on the Lennard-
Jones potential. As an application, it is shown that an atomistic
gradient flow evolution converges to a gradient flow of a continuum
energy, as the spacing between the atoms tends to zero. In addition,
the convergence of the resulting equilibria is investigated, in the
case of both elastic deformation and fracture.
16:30
14:00
Computing ratings for eigenvectors
Abstract
We consider the problem of computing ratings using the results of games (such as chess) played between a set of n players, and show how this problem can be reduced to computing the positive eigenvectors corresponding to the dominant eigenvalues of certain n by n matrices. There is a close connection with the stationary probability distributions of certain Markov chains. In practice, if n is large, then the matrices involved will be sparse, and the power method may be used to solve the eigenvalue problems efficiently.
16:30