var sms = '<div id="sms_bulletin">  <div id="sms_header">  <div class="do_not_print" id="arrow_left"><a href="?next=6"><img src="//www2.math.ethz.ch/smsjs/images/arrow_left.png"/></a></div><div class="do_not_print" id="arrow_right"><a href="?next=8"><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</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"> Ali  Raza</div><div class="event_title">Mathematical analysis of a stochastic delay model for respiratory syncytial virus dynamics <span class="abstract-button do_not_print">abstract</span></div><div class="abstract-text" style="display: none"><strong>Abstract:</strong><br />Respiratory syncytial virus (RSV) is a single-stranded RNA virus responsible for a wide range of respiratory tract infections, including those affecting the lungs, airways, and middle ear. Understanding its transmission dynamics remains essential for effective disease control. A bio-inspired stochastic delay model for RSV transmission is proposed and analyzed. The model’s qualitative properties, including positivity, boundedness, equilibrium states, and the basic reproduction number, are rigorously established through well-posedness theorems. Parameter sensitivity is also examined. To investigate the system’s stochastic behavior, numerical schemes such as the Stochastic Euler, Runge–Kutta, and Euler–Maruyama methods are applied. However, these traditional approaches fail to fully preserve the dynamic characteristics of the model. To address these limitations, a stochastic nonstandard finite difference (NSFD) scheme with delay is developed. This approach ensures nonnegativity, boundedness, consistency, and unconditional convergence, overcoming issues of instability and divergence often observed in standard stochastic numerical methods. Comparative simulations demonstrate that the NSFD method reliably reproduces the true dynamic states of the model. The proposed stochastic delayed modeling framework enhances our understanding of RSV dynamics and provides a stable computational tool for analyzing complex biological systems. The findings open new avenues for exploring nonlinear stochastic processes in epidemiological and neurobiological modeling.</div><div class="event_time">14:00 &bull; Université de Genève, Conseil Général 7-9, Room 1-05</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_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">Title T.B.A.</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>    </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_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/talks-in-financial-and-insurance-mathematics">Talks in Financial and Insurance Mathematics</a></div><br /><div class="event_title">Title T.B.A.</div><div class="event_time">17:15 &bull; ETH Zentrum, R&auml;mistrasse 101, Z&uuml;rich, Building HG, Room G 43</div>        </div>      </div>    </div>    <div class="day">      <div class="day_title">        Friday, September 18      </div>      <div class="day_content">        <div class="day_content_item no_event">        No events scheduled today!        </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>';