var sms = '<div id="sms_bulletin">  <div id="sms_header">  <div class="do_not_print" id="arrow_left"><a href="?next=-1"><img src="//www2.math.ethz.ch/smsjs/images/arrow_left.png"/></a></div><div class="do_not_print" id="arrow_right"><a href="?next=1"><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. 1</span>      <span style="float: right; text-align:right; width: 250px;">14.9 - 18.9.2026</span>      <span style="text-align: center; display: block; width: 250px; margin: auto; position: relative;">Autumn Semester 2026</span>    </div>  </div>  <div></div>  <div id="sms_content">    <div class="day">      <div class="day_title">        Monday, September 14      </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://www.unil.ch/dsa/en/home/menuinst/seminaires--evenements/research-seminars.html">Talks in Actuarial Mathematics </a></div><br /><div class="event_speaker"> Robert  Mnatsakanov  (West Virginia University, USA)</div><div class="event_title">Recovery of conditional distribution, quantile, and copula functions from moments <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br /> In the framework of probabilistic moment problem, the moment-recovered approximations of conditional distributions, quantiles and copula functions are derived. Some of their asymptotic properties are investigated, including evaluations of uniform and $L_1$-errors of corresponding approximations.  In addition, the properties of smoothed versions of approximations based on Berstein polynomials are presented.  The asymptotic behavior of empirical counterparts of constructions applied to several indirect models, like right-censored and mixture models are discussed as well.</div><div class="event_time">14:00 &bull; EPF Lausanne, Extranef 109</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Tuesday, September 15      </div>      <div class="day_content">        <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://www.unige.ch/math/annonces/seminaire-danalyse-numerique">Séminaire d\'Analyse Numérique </a></div><br /><div class="event_speaker"> David Cohen</div><div class="event_title">Explicit domain preserving integrators for a class of SDEs <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />We propose and study explicit time integrators for SDEs having solutions in a hypercube. We provide strong and weak rates of convergence for these domain preserving integrators. We illustrate these results numerically.The talk is based on a joint work with Charles-Edouard Bréhier (Université de Pau et des Pays de l’Adour)</div><div class="event_time">14:00 &bull; Université de Genève, Conseil Général 7-9, Room 1-05</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://stat.ethz.ch/events/research_seminar">Research Seminar in Statistics</a></div><br /><div class="event_speaker"> Eugene  Berta (INRIA Paris)</div><div class="event_title">A Variational Approach to Decomposing Proper Scoring Rules <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Proper scoring rules are fundamental for evaluating the quality of probabilistic forecasts. A canonical property of these scores is their decomposition into calibration and refinement errors. However, reliably estimating these two components is notoriously difficult in practice. Standard approaches are often tied to the specific setting of binary classification, and suffer from well-documented finite-sample pathologies that can lead to systematically over- or under-estimating calibration error.In this talk, I will present a variational formulation of the calibration-refinement decomposition that holds for any proper scoring rule and any forecasting space. This formulation gives a natural interpretation: refinement error is the best achievable risk obtained by optimally post-processing the forecaster\'s predictions, while calibration error measures how much risk is reduced by this optimal post-processing.Beyond the theory, this framework motivates a robust, cross-validation-based estimation strategy. This recipe applies across proper scores and forecast spaces, naturally avoids the estimation pathologies of prior methods, and yields lower bounds on calibration error.</div><div class="event_time">14:15 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 43</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://dmi.unibas.ch/en/research/mathematics/mathematical-fluid-dynamics/seminar-in-mathematical-fluid-dynamics/">Seminar in Mathematical Fluid Dynamics</a></div><br /><div class="event_speaker"> Lorenzo Pescatore (Università degli Studi dell\'Aquila)</div><div class="event_title"><a class="external" href="https://dmi.unibas.ch/en/default-pages/event/details/seminar-fludy-lorenzo-pescatore-universita-degli-studi-dellaquila/">On compressible Korteweg fluids and related problems in one dimension</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />We study the dynamics of compressible viscous fluids for which capillarity effects cannot be neglected. Their evolution is governed by the Navier-Stokes-Korteweg system, under general power-law assumptions on the capillarity coefficient and the density-dependent viscosity. We provide an overview of some of the main challenges in the analysis of capillary fluids and discuss several questions arising in the one-dimensional setting. In particular, we focus on well-posedness results for strong and weak solutions, as well as relative entropy methods. Should time permit, we will also address questions concerning the long-time behaviour in the stochastic setting. The talk is based on joint work with Stefano Spirito and Donatella Donatelli (University of L\'Aquila).</div><div class="event_time">14:15 &bull; Universität Basel, Alte Universität, Seminarraum -201</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Wednesday, September 16      </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://theory.epfl.ch/seminar/">Theory and Combinatorics Seminar</a></div><br /><div class="event_speaker"> Bruno Loff</div><div class="event_title"> The natural-proofs barrier against data structure lower bounds <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />onsider a data structure problem with possible data coming from a set$\\mathcal D$, queries coming from a set $\\mathcal Q$, and in the dynamiccase updates coming from a set $\\mathcal U$. Then, the current state ofthe art in data structure lower bounds is$t = \\tilde\\Omega(\\log |\\mathcal Q|)$ for static data structureproblems, and$\\max(t_{\\mathrm q},t_{\\mathrm u}) = \\tilde\\Omega((\\log n)^2)$ where$n = \\max(|\\mathcal Q|,|\\mathcal U|,\\log |\\mathcal D|)$ for dynamic.We port Razborov and Rudich\'s natural-proofs framework to the setting ofstatic and dynamic data structures in the cell probe model, in a waythat strongly suggests this state of the art is unlikely to be improvedanytime soon.</div><div class="event_time">11:00 &bull; EPF Lausanne, BC010</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://math.ethz.ch/s/algebraic-geometry-and-moduli-seminar">Algebraic Geometry and Moduli Seminar</a></div><br /><div class="event_speaker">Prof. Dr. Joachim Jelisiejew (University of Warsaw)</div><div class="event_title">Concise secant varieties and what they are good for? <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Tensors, or multilinear maps, are well-known classically, but relatively isolated from modern algebraic geometry. This is hopefully about to change. In the talk I will illustrate this new bridge and its benefits also for alg.geo. Some numbers, such as 588224, 161914176, or 20636043486 may appear. This is a joint work with Jakub Jagiella.</div><div class="event_time">13:30 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 43</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://math.ethz.ch/sam/news-and-events/zhacm-colloquia">Zurich Colloquium in Applied and Computational Mathematics</a></div><br /><div class="event_speaker">Dr. Adrien Weihs (University of California, LA)</div><div class="event_title">Learning Families of Operators: Mathematical Foundations and Efficient Algorithms <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Many scientific computing problems involve families of related operators arising from variations in physical parameters, geometries, or governing equations. Multiple operator learning aims to approximate such families within a unified model. This talk develops mathematical and computational foundations for this setting from two complementary perspectives. The first is based on Multiple Neural Operators, a deep-learning framework for which we derive scaling laws for minimax approximation rates and generalization bounds. The second uses kernel methods within a general encoder-decoder framework, providing closed-form training, rigorous approximation guarantees for multi-input, multi-output operator learning, and substantially reduced computational costs. Numerical experiments on several families of parametric PDEs illustrate the accuracy and computational trade-offs of the different approaches.</div><div class="event_time">16:30 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 19.2</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Thursday, September 17      </div>      <div class="day_content">        <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://www.unige.ch/math/annonces/groupes-geometrie">Groupes et Géométrie </a></div><br /><div class="event_speaker"> Jorge  Fariña Asategui  (Université de Genève)</div><div class="event_title">Maximal subgroups of infinite index in branch groups <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />A finitely generated infinite group may or may not admit maximal subgroups of infinite index. For certain families of groups, such as linear groups, it is completely characterised when they admit maximal subgroups of infinite index. For the class of branch groups, it was Bondarenko who constructed the first example admitting maximal subgroups of infinite index. These groups are very special, as they contain copies of themselves. Apart from these groups, which always act on regular rooted trees of degree at least 5, there is only one example of a branch group with maximal subgroups of infinite index, which acts on the binary rooted tree. In particular, there is no example acting on a regular rooted tree of degree 3 or 4.In this talk, we introduce a new construction which produces an infinite family of branch groups with maximal subgroups of infinite index and acting on regular rooted trees of any degree. This is joint work with Anitha Thillaisundaram.</div><div class="event_time">13:00 &bull; Université de Genève, Conseil Général 7-9, Room 1-05</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://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"> Ana  Pavlakovi&#263;</div><div class="event_title">&#967;-Independence for BPS Invariants of Some Local Surfaces <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Curve counting on Calabi--Yau threefolds admits several seemingly different formulations. Gromov--Witten theory gives rational virtual counts of stable maps, while the Gopakumar--Vafa conjecture predicts that these should be expressible through integral invariants. Maulik--Toda proposed a sheaf-theoretic definition of these invariants using moduli spaces of sheaves with fixed Euler characteristic $\\chi$. Since the corresponding Gromov--Witten theory involves no such choice of $\\chi$, these invariants can represent the BPS invariants predicted by Gopakumar--Vafa only if they are, a posteriori, independent of $\\chi$. This is Toda’s $\\chi$-independence conjecture, and its verification provides evidence for the expected GW/GV correspondence.I will explain $\\chi$-independence for a class of local surfaces that can be viewed as twisted analogues of local curves, using dimensional reduction to relate the problem to the Hitchin fibration, where $\\chi$-independence is known.</div><div class="event_time">13:15 &bull; EPF Lausanne, CM 1 517</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://www.unil.ch/dsa/en/home/menuinst/seminaires--evenements/research-seminars.html">Talks in Actuarial Mathematics </a></div><br /><div class="event_speaker"> Shihao  Zhu (Ulm University)</div><div class="event_title">Nonconcave Portfolio Choice under Smooth Ambiguity <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />How should an investor allocate assets when the expected return itself is uncertain and the payoff from investment is nonlinear? These features arise naturally in delegated portfolio management and are also relevant to insurance products with guarantees and embedded options. We study this question in continuous time using smooth ambiguity, which distinguishes investment risk from uncertainty about which expected-return model to trust, while allowing beliefs to be updated from market prices. Using a robust representation and a minimax argument, we decompose the initial smooth-ambiguity evaluation into a family of Bayesian portfolio problems under ambiguity-adjusted beliefs. Each fixed-belief problem is time-consistent and can be solved using nonlinear filtering and martingale methods, yielding explicit fixed-prior trading rules. In an application to convex incentive contracts, nonlinear payoffs generate an all-or-nothing pattern in terminal wealth and can encourage aggressive risk-taking. Our numerical analysis illustrates that greater ambiguity aversion shifts weight toward adverse return scenarios, narrows the range of states in which aggressive positions are attractive, and lowers risky-asset exposure.Seminar organized by Prof. Havrylenko</div><div class="event_time">14:00 &bull; EPF Lausanne, Extranef 110</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://math.ethz.ch/fim/activities/nachdiplom-lectures">Nachdiplomvorlesung</a></div><br /><div class="event_speaker"> Alan Reid (Rice University)</div><div class="event_title">Arithmetic groups and their profinite completions</div><div class="event_time">14:15 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 43</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://k-os.math.ethz.ch">[K-OS] Knot Online Seminar</a></div><br /><div class="event_speaker"> Daniel Galvin (UT Austin)</div><div class="event_title">Non-smoothable surfaces in the 4-sphere</div><div class="event_time">16:15 &bull; <a class="external" href="https://ethz.zoom.us/j/62106645974">online</a></div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Friday, September 18      </div>      <div class="day_content">        <div class="day_content_item normal"><div class="event_location uni_ba"><a class="external" href="https://unibas.ch">Universität Basel</a></div><div class="event_type"><a class="external" href="https://dmi.unibas.ch/de/forschung/mathematik/seminar-in-numerical-analysis">Seminar in Numerical Analysis</a></div><br /><div class="event_speaker"> Nazgul Zakiyeva (Kanazawa University)</div><div class="event_title"><a class="external" href="https://dmi.unibas.ch/de/event/details/seminar-in-numerical-analysis-nazgul-zakiyeva-kanazawa-university/">Large-scale Functional Network Time Series Model Solved with a Mathematical Programming Approach.</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />A functional network autoregressive model is proposed for studying large-scale network time series observed at high temporal resolution. The model incorporates high-dimensional curves to capture both serial and cross-sectional dependence in large-scale network functional time series. We estimate the model using a Mixed Integer Optimization method. Simulation studies confirm the consistency of parameter and adjacency matrix estimation. The method is applied to data from a real-life natural gas supply network. Compared to alternative prediction models, the proposed model delivers more accurate day-ahead hourly out-of-sample forecasts of the gas inflows and outflows at most gas nodes. For further information about the seminar, please visit this webpage .</div><div class="event_time">11:00 &bull; Universität Basel</div>        </div>        <div class="day_content_item normal"><div class="event_location uni_ba"><a class="external" href="https://unibas.ch">Universität Basel</a></div><div class="event_type"><a class="external" href="https://dmi.unibas.ch/de/forschung/mathematik/seminar-in-numerical-analysis">Seminar in Numerical Analysis</a></div><br /><div class="event_speaker"> Nazgul Zakiyeva (Waseda University)</div><div class="event_title"><a class="external" href="https://dmi.unibas.ch/de/event/details/seminar-in-numerical-analysis-nazgul-zakiyeva-waseda-university/">Large-scale Functional Network Time Series Model Solved with a Mathematical Programming Approach.</a> <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />A functional network autoregressive model is proposed for studying large-scale network time series observed at high temporal resolution. The model incorporates high-dimensional curves to capture both serial and cross-sectional dependence in large-scale network functional time series. We estimate the model using a Mixed Integer Optimization method. Simulation studies confirm the consistency of parameter and adjacency matrix estimation. The method is applied to data from a real-life natural gas supply network. Compared to alternative prediction models, the proposed model delivers more accurate day-ahead hourly out-of-sample forecasts of the gas inflows and outflows at most gas nodes. For further information about the seminar, please visit this webpage .</div><div class="event_time">11:00 &bull; Universität Basel, Room 05.001, Spiegelgasse 5, 4051 Basel</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://www.epfl.ch/schools/sb/research/math/statistics-seminars/">Statistics Seminar </a></div><br /><div class="event_speaker"> Tomas Masak (Wirtschaftsuniversitaet Wien)</div><div class="event_title">Testing Covariance Separability in High Dimensions <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Separability is an important structural assumption often placed on the covariance when working with matrix-variate data, because it greatly simplifies both interpretation and computation of subsequent covariance-based statistical tasks. Yet testing the separability assumption is difficult in the high-dimensional regime.We propose to test separability by recasting the problem as a sphericity test after whitening the data using the separable maximum likelihood estimate of the covariance. The test is calibrated by Monte Carlo simulation, yielding finite-sample level control. Furthermore, we prove the test\'s high-dimensional consistency under dense alternatives.To reduce its reliance on distributional assumptions, we introduce an angular version of the test based on radial normalization after whitening. We demonstrate the practical utility, empirical power, and computational efficiency of the proposed tests in a large simulation study and on a real-world acoustic data set.</div><div class="event_time">15:15 &bull; EPF Lausanne, CM 1 517</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://math.ethz.ch/s/algebraic-geometry-and-moduli-seminar">Algebraic Geometry and Moduli Seminar</a></div><br /><div class="event_speaker">Prof. Dr. Aaron Pixton (University of Michigan)</div><div class="event_title">The tautological ring of M25 is not Gorenstein</div><div class="event_time">16:00 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 43 + Zoom</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>';