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Uno schema semi-lagrangiano accoppiato ad approssimazioni a Base Radiale per la ricostruzione di superfici

Proponiamo uno schema semi-lagrangiano accoppiato a tecniche di interpolazione con Basi Radiali, per approssimare un modello di flusso a curvatura media di tipo level-set, proposto da Zhao et al. (200...

Multi orbit concentration

In this lecture we consider a singularly perturbed semilinear elliptic problem with power non-linearity in Annular Domains in R2n and show the existence of two orthogonal Sn−1 concentrating solution...

On the structure of optimal martingale transport plans in general dimensions

I will describe the profile of optimal solutions of the martingale counterpart of the Monge mass transport problem. These are one-step martingales that maximize or minimize the expected value of the m...

Appearance Fabrication: An Optimization Approach

Abstract: Today’s 3D printers are likely to revolutionize personal fabrication, with their hardware improving everyday and their cost getting lower. In this walk, I will present my work in using 3D pr...

Chevron structures in Smectic A liquid crystals

We study the Chen-Lubensky free energy functional to understand the zigzag pattern formed in a smectic A liquid crystal in the presence of an applied magnetic field. We identify a small dimensionless ...

1D and multi-d Burgers Turbulence as a model case for the Kolmogorov Theory

The Kolmogorov 1941 theory (K41) is, in a way, the starting point for all models of turbulence. In particular, K41 and corrections to it provide estimates of small-scale quantities such as increments ...

Large deviations of the empirical current in zero-range processes on a ring.

We examine atypical current fluctuations in totally asymmetric zero-range processes in one dimension with periodic boundary conditions. The zero-range processes is a stochastic lattice gas in which ea...

Hyperbolicity of the minimisers for the stochastic Burgers equation

We consider the stochastic Burgers equation from a Lagrangian viewpoint. In other words, we study the dynamical behaviour of the energy minimisers which give the variational behaviour of the solution....

Numerical methods for pricing options under jump--diffusion processes and stochastic volatility models.

Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps. In this talk, we consider the numerical approximat...