## Scientific Lectures

- 15-Feb-07

On Robust Utility Maximization

We study the problem of optimal investment in incomplete markets, robust with respect to stopping times. We work on a Brownian motion framework and the stopping times are adapted to the Brownian filtration. Robustness can only be achieved for loga more››

University of British Columbia

- 14-Feb-07

The lace expansion and the enumeration of self-avoiding walks

The lace expansion is an elegant combinatorial construction that provides a recursion relation for the number of self-avoiding walks. We first give an introduction to the lace expansion, and then explain how it has been used recently (in joint wor more››

University of British Columbia

- 14-Feb-07

Homological stability theorems have been proved for many families of groups like symmetric groups, linear groups, mapping class groups of surfaces and of 3-manifolds. I will review some examples and explain how such theorems are proved. As a more more››

University of British Columbia

- 13-Feb-07

Leray-type regularizations of the Burgers and the isentropic Euler equations

We start from the Burgers equation vt + vvx = 0 and investigate a smoothing mechanism that replaces the convective velocity v in the nonlinear term by a smoother velocity field u. This type of regularization was first proposed in 1934 by Leray, wh more››

University of British Columbia

- 12-Feb-07

Essential dimension and algebraic stacks

The talk will be preceded by an organizational meeting. I will discuss recent work with Z. Reichstein and A. Vistoli on the subject of essential dimension. more››

University of British Columbia

- 12-Feb-07

In several shallow-dipping subduction zones, including Cascadia, the seafloor undergoes episodes of more rapid than usual creep-slippage under the overlying margin, but at rates vastly slower than usual earthquake slip. In some locations, also inc more››

University of British Columbia

- 8-Feb-07

Let M be a 3-manifold with boundary consisting of one torus. I will show how Culler and Shalen defined a norm on the (real) Dehn-surgery space R2=H_1(partial M; R) associated to the canonical component of the character variety of M. I will then sh more››

University of British Columbia

- 8-Feb-07

Neil Immerman is one of the key developers of 'descriptive complexity', which he is currently applying to research in model checking, database theory, and computational complexity theory. Immerman is the winner, jointly with Róbert Szelepcsényi, more››

University of British Columbia

- 7-Feb-07

The term structure of interest rates

The interest rate r(t,t+x) between time t and time t+x is a smooth function of x, say ho_t(x). We consider ho_t as a stochastic process on (0,infty) into a suitable Hilbert space of curves, and we seek to define it as the solution of more››

University of British Columbia

- 7-Feb-07

Proof of Yuzvinsky's conjecture in the case of square matrices

Yuzvinsky's conjecture, posed in 1981, is concerned with a certain matrix coloring problem which arose from the classical studies of sums of squares. In this talk I will present a proof of the conjecture in the case of square matrices. The ideas o more››

University of British Columbia

- 6-Feb-07

Selfdual variational principles for Shrodinger and Navier-Stokes equations.

University of British Columbia

- 1-Feb-07

Strong normality and modular normality

The notion of normality was intended to capture random behaviour in the digits of numbers, but some clearly patterned numbers pass the normality test; we propose a stronger test of normality that is passed by almost all numbers but failed by Champ more››

University of British Columbia

- 1-Feb-07

Quartic K3 surfaces without nontrivial automorphisms

We will deal with a gap in a result of Bjorn Poonen. He found explicit examples of hypersurfaces of degree d³3 and dimension n³1 over any field, such that the group of automorphisms over the algebraic closure is trivial, except for the pairs (n, more››

University of British Columbia

- 31-Jan-07

Nilpotent commutators and reducibility of semigroups

Let f be a noncommutative polynomial in two variables. Let mathcal{S} be a multiplicative semigroup of linear operators on a finite-dimensional vector space and T a fixed linear operator such that f(T,S)=0 for all S in mathcal{S}. What can w more››

University of British Columbia

- 29-Jan-07

Computation of plurigenera of a canonical threefold

For a canonical threefold, there are few known results about plurigenera. We know that a sufficient multiple of canonical divisor generates a nontrivial linear system and that there is a universal multiple. In this talk, we are going to introduce more››

University of British Columbia

- 29-Jan-07

Statistical modeling in setting air quality standards

The earth's atmosphere is a stochastic complex system which includes amongst other things pollution fields some of which derive from anthropogenic sources. Because of their negative health impacts, these fields are now the subject to regulation. H more››

University of Washington

- 26-Jan-07

Sequential Experiment Design for Contour Estimation from Computer Simulators

In many engineering applications, one is interested in identifying the inputs to a computer simulator that lead to a pre-specified output. In this talk we introduce statistical methodology that identifies the desired contour in the input space. Th more››

Simon Fraser University

- 25-Jan-07

Robust Stochastic Discount Factors

When market is incomplete a new non-redundant derivative security cannot be priced by no arbitrage arguments alone. Moreover there will be a multiplicity of stochastic discount factors and each of them may give a different price for the new deriva more››

University of British Columbia

- 25-Jan-07

UBC Mathematics Department Colloquium Hosted by PIMS-UBC 2007

A discrete group has 'Property (T)' if every isometric (affine) action of the group on Hilbert space has a global fixed point. This is a spectral-gap property and was originally defined by Kazhdan to study lattices in Lie groups. Recently Gromov f more››

University of British Columbia

- 24-Jan-07

Long-term evolution of polygenic traits under frequency-dependent intraspecific competition

We analytically investigate the long-term evolution of a continuously varying quantitative character in a diploid population that is determined additively by a finite number of loci. The trait is under a mixture of frequency-dependent disruptive s more››

University of British Columbia