Events
Department of Mathematics and Statistics
Texas Tech University
This week's Biomath seminar details available at this pdf
In this talk we will construct via Daniel's sister correspondence in H2xR a 2-parameter family of Alexandrov-embedded constant mean curvature 02xR with 2 ends and genus 0. They are symmetric with respect to a horizontal slice and k vertical planes disposed symmetrically. We will discuss the embeddedness of the constant mean curvature surfaces of this family, and we will show that the Krust property does not hold for 02xR.
Please virtually attend this week's PDGMP seminar via this zoom link, Wednesday the 28th at 1 PM (UTC-5).For a given sequence one can associate a power series and a Dirichlet
series. We investigate the relationship between possible singularities
that appear when we analytically continue both of these series. The
most basic case, when the power series has a pole singularity at $z=1$
is analyzed in detail by employing some (infinite order) discrete
derivative operator (associated to the power series) that we call
Bernoulli operator. Its main property is that it naturally acts on the
vector space of analytic functions in the plane (with possible
isolated singularities) that fall in the image of the Laplace-Mellin
transform (for the variable in some half-plane). The action of the
Bernoulli operator on the function $t^s$, provides the analytic
continuation of the associated Dirichlet series and also detailed
information about the location of poles, their residues, and special
values. Using examples of arithmetic origin, I will attempt to
illustrate what is reasonable to expect when the power series has a
non-pole singularity at $z=1$.
Join Zoom Meeting https://zoom.us/j/96217128540?pwd=NjU5dzE2RjZvV0prejhOOWVjVENadz09
Meeting ID: 962 1712 8540
Passcode: 474170
We present a design of nonlinear stabilization techniques for the finite element discretization of steady and transient Euler equations. Implicit time integration is used in the case of the transient form. A differentiable local bounds preserving method has been developed, which combines a Rusanov artificial diffusion operator and a differentiable shock detector. Nonlinear stabilization schemes are usually stiff and highly nonlinear. This issue is mitigated by improving the differentiability properties of the method through some regularization. In order to further improve the nonlinear convergence, we also propose a continuation method for a subset of the stabilization parameters. Numerical experiments show that this method results in sharp and well resolved shocks. The importance of the differentiability is assessed by comparing the new scheme with its non-differentiable counterpart. Numerical experiments suggest that, for up to moderate nonlinear tolerances, the method exhibits improved robustness and nonlinear convergence behavior for steady problems. In the case of transient problem, we also observe a reduction in the computational cost.
Please virtually attend the Applied Math seminar via this zoom link Friday the 30th at 2 PM.This talk examines and reports the results of few papers on portfolio diversification. In particular, we first provide a general valuation of the diversification attitude of investors and then we discuss how to quantify portfolio risk diversification. Therefore, we first analyze the diversification problem from the perspective of risk-averse investors, risk-seeking investors, and non-satiable investors' attitude towards diversification when the choices available to investors depend on several parameters. Then, starting from some examples proposed in literature we discuss how to quantify portfolio risk diversification. In particular, we propose a definition of risk diversification measure and we examine the portfolio problem in a mean-risk diversification framework.
Please attend the Mathematical Finance seminar this Friday at noon, April 30th via this zoom link, passcode 146490.