Lo studio degli anelli determinantali è un argomento classico in algebra commutativa, ed ha forti motivazioni geometriche. Un nuovo strumento che ha permesso di ottenere interessanti risultati in questo ambito è la teoria delle basi di Groebner. Sia…
Categoria evento: Seminars
Martingale Optimal Transport (minicorso, parte IV) – Nizar Touzi (Ecole Polytechnique, Paris)
We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale…
Martingale Optimal Transport (minicorso, parte III) – Nizar Touzi (Ecole Polytechnique, Paris)
We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale…
Homological properties of ideals associated to graphs – Hop Nguyen (Università di Genova)
(This comes from a joint work with Thanh Vu.) Fix a field k. For any finite simple graph G with vertex set {x_1,…,x_n}, there is a so-called edge ideal associated to G, denoted by I(G), defined as follows: I(G) lives in the polynomial ring…
Martingale Optimal Transport (minicorso, parte II) – Nizar Touzi (Ecole Polytechnique, Paris)
We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale…
“Shape optimization problems with Robin conditions on the free boundary” – Dorin Bucur (Université de Savoie, France)
Motivated by spectral optimization problems, we provide a free discontinuity approach to a class of shape optimization problems involving Robin conditions on the free boundary. More precisely, we identify a large family of domains on which such…
“On the first nontrivial Neumann eigenvalue of the infinity Laplacian” – Carlo Nitsch (Università Federico II, Napoli)
The first nontrivial eigenfunction of the Neumann eigenvalue problem for the p-Laplacian converges, as $p$ goes to $\infty$, to a viscosity solution of a suitable eigenvalue problem for the $\infty$-Laplacian. We show among other things that the…
Martingale Optimal Transport (minicorso, parte I) [orario aggiornato] – Nizar Touzi (Ecole Polytechnique, Paris)
We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale…
Optimization & Numerical Analysis seminars. Recent Progress on the Nearest Correlation Matrix Problem. – Natasa Strabic – The University of Manchester (Il Seminario si svolgerà nella Sala Seminari Ovest, Dipartimento Informatica.)
In a wide range of applications it is required to replace an empirically obtained unit diagonal indefinite symmetric matrix with a valid correlation matrix (unit diagonal positive semidefinite matrix). A popular replacement is the nearest…
Annealed and quenched central limit theorem for random dynamical systems – Romain Aimino (Roma 2)
For random dynamical systems, one can distinguish two kinds of limit theorems: annealed results, which refer to the Birkhoff sums seen as functions of both the phase space variable and the choice of the maps composed, and quenched results, which…