var sms = '<div id="sms_bulletin">  <div id="sms_header">  <div class="do_not_print" id="arrow_left"><a href="?next=-33"><img src="//www2.math.ethz.ch/smsjs/images/arrow_left.png"/></a></div><div class="do_not_print" id="arrow_right"><a href="?next=-31"><img src="//www2.math.ethz.ch/smsjs/images/arrow_right.png"/></a></div>    <div class="sms_title">      <span style="float: left;">SMS</span>      <span>SWISS MATHEMATICAL SOCIETY</span>      <span style="float: right;">SMG</span>    </div>    <div class="sms_info">      <span style="float: left; width: 250px;">Bulletin no. 15</span>      <span style="float: right; text-align:right; width: 250px;">9.9 - 13.9.2024</span>      <span style="text-align: center; display: block; width: 250px; margin: auto; position: relative;">Summer Break 2024</span>    </div>  </div>  <div></div>  <div id="sms_content">    <div class="day">      <div class="day_title">        Monday, September 9      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Tuesday, September 10      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Wednesday, September 11      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_la"><a class="external" href="https://www.epfl.ch">EPF Lausanne</a></div><div class="event_type"><a class="external" href="https://memento.epfl.ch/event/probability-and-stochastic-analysis-seminar/">Probability (and Stochastic Analysis) Seminar </a></div><br /><div class="event_speaker"> Xin Chen (Shanghai Jiao Tong University)</div><div class="event_title">Heat kernel estimates for Schrödinger operators <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />We will introduce some probabilistic methods to study heat kernel estimates for Schrödinger operators L = &#8722;&#8710; + V and fractional Schrödinger operators L = &#8722;&#8710;&#945;/2 + V , based on which the interaction between the behaviors of underlined process {Xt}t&#8805;0 and the potential V will be applied. Our results include the case that V is unbounded or V is decaying to 0 at in&#64257;nity. Moreover, two-sided Green’s function estimates are also obtained. The talk is based on some joint work with Kamil Kaleta and Jian Wang.</div><div class="event_time">16:00 &bull; EPF Lausanne, Bernoulli Center</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Thursday, September 12      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_la"><a class="external" href="https://www.epfl.ch">EPF Lausanne</a></div><div class="event_type"><a class="external" href="https://calendar.google.com/calendar/embed?mode=AGENDA&height=600&wkst=2&bgcolor=%23FFFFFF&src=t36it03v52cus2detrvinlgk18%40group.calendar.google.com&color=%235F6B02&ctz=Europe%2FZurich">Groups, Arithmetic and Algebraic Geometry Seminar </a></div><br /><div class="event_speaker"> Claire Voisin (Institut de mathematiques de Jussieu, Paris)</div><div class="event_title">On a question of Borel and Haefliger <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Borel and Haefliger asked in 1961  whether cycle classes on smooth projective complex varieties are smoothable, that is, belong to  the subgroup  generated by classes of smooth subvarieties. This was disproved for cycles of dimension greater than or equal their codimension. I will explain the proof of smoothability of cycles of dimension smaller than their  codimension (joint work with Kollár).</div><div class="event_time">14:15 &bull; EPF Lausanne, CM 1 517</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_ge"><a class="external" href="https://unige.ch">Université de Genève</a></div><div class="event_type"><a class="external" href="https://sites.google.com/view/pm-seminar/home">Physical Mathematics Seminar</a></div><br /><div class="event_speaker"> Tomáš Procházka (Prague, Inst. Phys.)</div><div class="event_title">W-algebras and integrable structures in 2d CFT <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />I will review basic properties of W-algebras, in particular the WN family and the associated Winfinity algebra. These algebraic structures show up at many places in mathematical physics. Winfinity admits two different descriptions: the traditional description starts from the Virasoro algebra of 2d conformal field theory and extends it by local conserved currents of higher spin. The description discovered more recently is the Yangian description manifesting the integrable structure of the algebra. The map between these two pictures is non-trivial, but can be understood by using the Maulik-Okounkov \'instanton\' R-matrix as a bridge between these two pictures. R-matrix allows for construction of infinite sets of commuting quantities and there are two different sets of Bethe ansatz equations known that can be used to diagonalize these higher conserved quantities. In particular, one of these are very similar to Bethe equations of the simplest Heisenberg XXX SU(2) spin chain, while the other generalizes the equations for Calogero-like particles. </div><div class="event_time">16:15 &bull; Université de Genève, Conseil Général 7-9, Room 1-07</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Friday, September 13      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Knut Norheim Kjær (The Norwegian University of Life Sciences)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Can Investors Impact on the Risk of Global Warming?</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Taking the global net emissions of greenhouse gases down to zero by 2050 implies a gigantic shift in technology, production processes and capital structure. Huge amounts of new investments are required. Most of it will come from the private sector.Knut will in this lecture present required changes in the capital structure and discuss mechanism that give investors incentives to contribute. That includes also investors potential self-interest in protecting their portfolios from climate risk. To what extent may their actions impact on the risks related to global warming?</div><div class="event_time">14:00 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_la"><a class="external" href="https://www.epfl.ch">EPF Lausanne</a></div><div class="event_type"><a class="external" href="https://theory.epfl.ch/seminar/">Theory and Combinatorics Seminar</a></div><br /><div class="event_speaker"> Sorrachai  Yingchareonthawornchai</div><div class="event_title"> Deterministic k-Vertex Connectivity in k Max-flows <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Vertex connectivity $\\kappa$ of an $n$-vertex $m$-edge undirected graph is the minimum number of vertices whose removal disconnects the graph. After more than half a century of intensive research, a randomized algorithm for computing vertex connectivity in near-optimal $m^{1+o(1)}$ time was recently shown [LNPSY, STOC\'21] via a (randomized) reduction to the max-flow problem. Deterministic algorithms, unfortunately, have remained much slower even though the max-flow problem can be solved deterministically in almost linear time~[BCGKLPSS, FOCS\'23]. In this talk, I present a deterministic algorithm for computing vertex connectivity in time proportional to $\\kappa \\cdot n^{o(1)}$ max-flow calls. For all values of $\\kappa$, our algorithm subsumes (up to a sub-polynomial factor) all known state-of-the-art algorithms [Tarjan\'72; Hopcroft Tarjan\'73; Even\'75; Gabow, FOCS\'00; NSY, STOC\'19, Saranurak, Yingchareonthawornchai, FOCS\'22]. To obtain our result, we introduce a novel technique called common-neighborhood clustering and crucially use it for both reducing the number of max-flow calls, and reducing the size of max-flow instances per call. Joint work with Yonggang Jiang, Chaitanya Nalam, and Thatchaphol Saranurak. </div><div class="event_time">14:00 &bull; EPF Lausanne, BC 329</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Torsten Hoefler (ETH Zurich)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">AI for Climate Data Generation, Assimilation, and Modeling</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />This presentation explores the convergence of Artificial Intelligence (AI) and climate modeling for high-resolution (km-scale) climate prediction. We will discuss the use of accelerated km-scale simulations to generate synthetic climate data, enabling the training of even more sophisticated climate models. We\'ll delve into the integration of observational data from diverse sources – weather stations, satellites, and airborne platforms – through diffusion models, a technique commonly used for image generation. To address the exascale challenge posed by climate data volume, we will present an AI-based compression method utilizing deep neural networks for efficient data representation. This approach allows for near-lossless reconstruction of the original data for subsequent analysis. We posit that this synergistic approach, combining high-fidelity data generation with advanced data assimilation techniques, has the potential to significantly improve the accuracy of climate predictions. This, in turn, can inform policy decisions and guide societal responses to climate change.</div><div class="event_time">14:35 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Christiane Hoppe-Oehl (FINMA)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">A View on AI: Opportunities and Risks from a Supervisory Perspective</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />How is AI being used in the Swiss Financial Market and what are the risks? Christiane will provide insights from surveys and international discussions around AI, how supervisors approach the topic and what is expected from companies to ensure AI is implemented in a responsible manner.</div><div class="event_time">15:35 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Christian Westermann (Zurich Insurance)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Artificial Intelligence - Driving Re-Use and Mitigating Risks at Global Scale</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />AI and GenAI are with no doubts a real game-changer in the insurance industry. To meet current and future needs of our customers, we believe three things need to come together: high-impact use cases, a mechanism to scale AI capabilities to any place where our customers are, and an effective AI governance that ensures proper risk mitigation. In his presentation, Christian will highlight where Zurich Insurance is on its journey and what the learnings have been so far.</div><div class="event_time">16:10 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Anastasia Kartasheva (University of St. Gallen)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">The Supply of Cyber Risk Insurance</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Cyber risk losses are large and growing, yet the cyber insurance market is small. What constraints the insurance industry from providing larger capacity for cyber risk? We argue that cyber risk is special in that it combines heavy tails, uncertain loss distribution, and asymmetric information. We model the implications of these risk features for risk financing and then test them empirically in the context of the US cyber insurance market. Using an exogenous shock of the non-US affiliated reinsurance tax treatment in 2017, we establish the causal inference that insurers primarily rely on the internal capital market to supply cyber risk insurance. Then, we test which of the features of cyber risk contribute to the cost of external capital and confirm that all of them play a significant role.  Joint work with Martin Eling and Dingchen Ning.</div><div class="event_time">17:10 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_zh"><a class="external" href="https://ethz.ch">ETH Z&uuml;rich</a></div><div class="event_type"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Risk Day</a></div><br /><div class="event_speaker"> Fabian Uffer (SCOR)</div><div class="event_title"><a class="external" href="https://risklab.ethz.ch/news-and-events/risk-day.html">Internal Solvency Models in (Re-)Insurance: Thoughts from a CRO</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Internal models have been developed over the past 20 years and are widely used to assess the solvency of insurance companies. This presentation will provide an overview of the evolution of these models, highlight current challenges, and touch on a few classical risk modeling topics.</div><div class="event_time">17:45 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room E 7</div>        </div>      </div>    </div>  </div>  <div id="sms_footer">    address: Alessandra Naldi Windler, Departement Mathematik, HG G 51.4, ETH Zurich, Raemistrasse 101, CH-8092 Zurich<br />    email: <a href="mailto:bulletin@math.ch">bulletin@math.ch</a> | phone: +41 44 632 3684 | url: <a href="https://math.ch">https://math.ch</a>    <br /><br /><img src="//www2.math.ethz.ch/smsjs/sms_logo.gif" width="150" alt="SMS/SMG Logo" title="SMS/SMG Logo" />  </div></div>';