Tidlegare gjesteforelesninger og seminarer - Side 64
Ada Ortiz Carbonell,Postdoctoral Fellow , ITA
CEES Extra seminar by Asta Audzijonyte
Paul Krühner (UiO) holder et seminar med tittelen: Optimal bounds for SDE's with measurable drift coefficient
Snorre H. Christiansen, Professor CMA, UiO
Friday seminar by Christos Lynteris
Prof. Sigbjorn Hervik, University of Stavanger
John D. Barrow vitjar Realfagsbiblioteket med foredraget sitt «Our Universe and Others». Bli med på eit foredrag som presenterer dei nyaste observasjonane om den framtidige skjebna til universet vårt.
Dr. Alexander Schnurr (TU Dortmund) holder et seminar med tittelen: A Canonical Way to Derive Properties of Lévy-Type Processes
Et Eilenberg-Mac Lane rom K(G,n) er bestemt av å ha homotopigruppe G konsentrert i dimensjon n (og 0 ellers), og representerer n-te kohomologi med koeffisienter i G opp til homotopi. Barkonstruksjonen på K(G,n) gir et nytt rom BK(G,n)=K(G,n+1) som selv er en topologisk gruppe. Diagonalen G--->GxG og multiplikasjonen GxG--->G induserer en multiplikasjon på mod p homologigrupper, og gjør denne til en koalgebraisk ring (eller Hopf algebra). Jeg vil konstruere en spektralsekvens av Hopf algebraer (bar spektralsekvensen) som beregner homologi av K(G,n+1) gitt homologi av K(G,n) (for homologiteorier med en Künneth-formel), og vil så beregne mod p-homologi av K(Z,3)=BK(Z,2) som Hopf algebra.
Friday seminar by Juha Merilä
Signe Riemer-Sørensen, Post-Doctoral researcher, ITA
Professor Massimo Fornasier, from the Technical University of Munich, is visiting the department /CMA. This is his second lecture.
Friday seminar by Nicholas Salamin
Mohamed Amedjkouh, Professor, Kjemisk institutt, UiO
Professor Massimo Fornasier, from the Technical University of Munich, is visiting the department /CMA and he will give two guest lectures.
CEES Extra seminars & One-on-one discussion
Friday seminar by Ioan Negrutiu
Andreas Kääb, Professor, Department of Geosciences, UiO
Professor Trond H. Torsvik, Director Centre for Earth Evolution and Dynamics (CEED), University of Oslo
CEES Extra seminar by David Sloan Wilson
Martin Jullum (Department of Mathematics, UiO), gives a seminar in Auditorium 4, Vilhelm Bjerknes house, at 14:15, Tuesday March 4th:
Parametric or Nonparametric: The Focused Information Criterion Approach
Jan Martin Nordbotten (University of Bergen) will give a talk about
Finite volume methods for elasticity and poro-elasticity
Abstract: We introduce a new class of cell-centered finite volume methods for elasticity and poro-elasticity. This class of discretization methods has the advantage that the mechanical discretization is fully compatible (in terms of grid and variables) to the standard cell-centered finite volume discretizations that are prevailing for commercial simulation of multi-phase flows in porous media.
For a specific variant of the proposed discretization, we give an overview of a convergence proof in the setting of isotropic elasticity, and address from a theoretical perspective the issues of a discrete Korn's inequality and robustness with respect to locking. Furthermore, we give numerical results for both structured and unstructured grids for both elasticity and poro-elasticity. The talk concludes with an application to simulation of fractured and fracturing porous media.
Risk measures are set to quantify in terms of assets/money the amount of financial risk associated to a certain financial position. The purposes for such evaluations are many and interesting both from the investors perspectives and regulators. As example, these evaluations are important to quantify the amount of reserve that financial institutions, such as banks or insurance companies, have to set aside as hedging guarantee. In the recent years large attention is given towards convex and coherent risk measures.
A series of 10 lectures will be held by Prof. Giacomo Scandolo, Department of Mathematics, University of Verona (Italy), visiting scholar at our department.
The course is suggested to Master and PhD students in the area of Stochastic Analysis, Insurance, and Risk as well as practitioners in the area.
Friday seminar by Anna Gårdmark