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Stephen Wiggins - School of Mathematics, University of Bristol
Mar 29, 2019 - 10:00am to 11:00am
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 102
The methodology of applied and computational mathematics provides capability, insight, and predictive possibilities for a variety of fields in engineering and science. Historically, the pursuit of applied mathematics has had a synergistic effect in the sense that it has often led to new... read more
Mikhail Urusov - Department of Mathematics, University of Duisburg-Essen
Mar 26, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
We discuss the convergence rates in every p-th Wasserstein distance of the EMCEL and related algorithms. For time marginals, we get the rate of 1/4; on the path space, any rate strictly smaller than 1/4. These rates apply also in irregular situations such as, e.g., an SDE with irregular... read more
Andreas Sojmark - Mathematical Institute, University of Oxford
Mar 25, 2019 - 3:30pm to 4:30pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 119
In this talk I will present a mean-field model of `systemic risk' in large financial markets, seeking to capture simple notions of herding, common exposures, and default contagion. The mean-field limit (modelling the macroscopic health of the financial system) is described by a nonlinear SPDE on... read more