Arnaud Casteigts (UNIGE)
Selected results in temporal graph theory
10:30 • Université de Genève, Conseil Général 7-9, Room 1-05
Nora Muler (Universidad Torcuato Di Tella, BuenosAires)
Pablo Azcue (Universidad Torcuato Di Tella, BuenosAires)
Optimal dividend strategies for a catastrophe insurer abstract
Abstract:
We assume that the free surplus of the insurance company follows a compound Cox process generated by a shot-noise intensity, modelling the arrival of claims due to catastrophic events. The goal is to
find the dividend payment strategy that maximizes the expected discounted dividends until ruin. This optimal control problem is two-dimensional because it depends on both the current surplus and the current intensity of the arrivals of claims. We characterize the optimal value function as the smallest viscosity solution of the corresponding two-dimensional Hamilton-Jacobi-Bellman equation. It is shown that the optimal value function can be uniformly approximated through a discretization of the space of the free surplus and current claim intensity level. We implement the resulting numerical scheme to identify optimal dividend strategies, and it is shown that the nature of the barrier and band strategies known from the classical models with constant Poisson claim intensity carry over in a certain way to this more general situation, leading to action regions (with lump sum dividend payments) and non-action regions (no dividend payments) as a function of the current surplus and intensity level. We also discuss some interpretations and investigate the upward potential for shareholders when including a catastrophe sector in the portfolio. This is joint work with Hansjoerg Albrecher.
11:00 • EPF Lausanne, UniL campus, Extranef - 110
Javier Fresan (Jussieu, Paris)
Fixed-point statistics from spectral measure abstract
Abstract:
I will report on a joint work with Arthur Forey and Emmanuel Kowalski in which we prove some old and new convergence statements for fixed-points statistics using spectral measures on tensor categories, such as the Deligne-Knop category of representations of the “symmetric group” S_t for an indeterminate t. I will also discuss a conjectural generalisation of Chebotarev’s density theorem to certain pseudopolynomials.
14:45 • EPF Lausanne
Karmen Grizelj (University of Zagreb)
Andrey Krutov (CUNI, Prague)
Structure of Clifford algebras of isotropy representations associated to symmetric pairs abstract
Abstract:
Let (g,k) be a symmetric pair and p be the corresponding isotropy representation of k, namely, g = k \\oplus p. Let h be a Cartan subalgebra of g such that t := k \\cap h is a Cartan subalgebra of k. Set a := h \\cap p. Assume that g admits a non-degenerate symmetric bilinear form B. Then the restrictions of B to k and p are also non-degenerate which allows us to consider the Clifford algebra Cl(p) of the isotropy representation. One can show that the subalgebra of k-invariants in Cl(p) is isomophic to the tensor product of the Clifford algebra Cl(a) and the characteristic subalgebra A. In the first talk we will discuss the structure of the algebra A. In the second talk we will discuss properties of Cl(a).This is joint work with K. Calvert and P. Pandžić.
15:00 • Université de Genève, Section de mathématiques, 7-9 rue du Conseil-Général, Room 1-07
Dr. Jan Burczak (Universität Leipzig)
Scalar anomalous dissipation driven by Euler flow abstract
Abstract:
Consider the scalar advection-diffusion equation. According to physical predictions,the advecting velocity field, if turbulent, may enhance diffusion so strongly that an artifact of the diffusivity remains in the inviscid limit. This phenomenon – the strict energy inequality in the transport equation obtained as an inviscid limit – is referred to as ‘anomalous dissipation’.I will present a recent joint result with László Székelyhidi and Bian Wu, proving that anomalous dissipation really occurs for scalars advected by a (typical) solution of Euler equation (with its regularity below the 1/3-Hölder continuity, the Onsager threshold). Consequently, we obtain non-uniqueness of the respective transport equations.
15:15 • ETH Zentrum, Rämistrasse 101, Zürich, Building HG, Room G 43
Karmen Grizelj (University of Zagreb)
Andrey Krutov (CUNI, Prague)
Structure of Clifford algebras of isotropy representations associated to symmetric pairs abstract
Abstract:
Let (g,k) be a symmetric pair and p be the corresponding isotropy representation of k, namely, g = k \\oplus p. Let h be a Cartan subalgebra of g such that t := k \\cap h is a Cartan subalgebra of k. Set a := h \\cap p. Assume that g admits a non-degenerate symmetric bilinear form B. Then the restrictions of B to k and p are also non-degenerate which allows us to consider the Clifford algebra Cl(p) of the isotropy representation. One can show that the subalgebra of k-invariants in Cl(p) is isomophic to the tensor product of the Clifford algebra Cl(a) and the characteristic subalgebra A. In the first talk we will discuss the structure of the algebra A. In the second talk we will discuss properties of Cl(a).This is joint work with K. Calvert and P. Pandžić.
16:15 • Université de Genève, Section de mathématiques, 7-9 rue du Conseil-Général, Room 1-07
Sébastian Neumayer (EPFL)
Sparsity-Inspired Regularization for Image Reconstruction abstract
Abstract:
In this talk, I will introduce a generic framework for learning filter-based regularization functionals from image data. If we pursue a variational reconstruction ansatz for solving inverse problems, these can be deployed to a variety of different imaging modalities (universality). Further, this ansatz ensures data consistency and we are able to derive some stability guarantees. Obeying with such paradigms is very important when working in critical applications such as medical imaging, since false diagnosis can have fatal consequences. After introducing the baseline architecture, I will discuss an improvement of this architecture via conditioning on the data. In the last part of the talk, I will present numerical results for denoising and MRI. These indicate that even relatively restricted architectures can be able to achieve highly competitive performance.
16:15 • EPF Lausanne, GA 3 21
Prof. Dr. Alice Guionnet (ENS Lyon)
About universality in random matrix theory abstract
Abstract:
Wigner\'s surmise states that the spectrum of the Hamiltonian of heavy nuclei is distributed like that of a large random matrix. Since it was proposed by Wigner in 1956, the eigenvalue distribution of large random matrices has been used as a toy model to study the distribution of more complex mathematical objects such as random tiles or the longest increasing subsequence of a random perturbation. However, this universality phenomenon generally concerns distributions derived from Gaussian matrices, known as the Gaussian ensembles. In this talk, we will discuss more general universality classes that appear in the theory of random matrices, how they stand out and open questions.
16:30 • UZH Zentrum, Building KO, Room F 150
Maryna Viazovska (EPF Lausanne)
17:15 • Universität Bern, Aula, Hauptgebäude