Motivated by group algebra codes, permutation codes are introduced and self-dual permutation codes are studied. Further, a characterization of indecomposable orthogonal decompositions of symmetric semisimple modules and a criterion for the hyperbolic symmetric semisimple modules are obtained, and some applications to the self-dual permutation codes are shown

报告人：范更华福州大学教授, 副校长全国政协委员Journal of Graph Theory 常务编委范更华教授曾经获得国家杰出青年基金入选科学院百人工程教育部科技一等奖(单独)国家自然科学二等奖(单独)报告题目：Integral Flows时间：2012年5月7日星期一下午3：30开始地点: 数学系致远楼107

In this talk, we will brief introduce the loop group methods for CMC surfaces. The main steps of the loop group procedure will be discussed

致远楼 107 摘要： We will establish a bijective correspondence between finite type associative cones in $/R^7$ and their spectral data, which consists of a hexagonal algebraic curve and a planar flow of line bundles in its Jacobian. We characterize the spectral data by identifying various symmetries on them. We prove generic smoothness of these spectral curves, compute their genus, and compute the dimension of the moduli of such curves. Then we identify a Prym-Tjurin subtorus of the Jacobian, in which the direction of the flow must lie, and compute its dimension. Finally we characterize finite type special Lagrangian cones in $/C^3$ as a subclass of such associative cones in terms of the spectral data. These computations are mainly motivated by Hitchin's recent work on G_2 spectral curves and Langland duality.

In this talk, I will introduce the notion of symmetries and then I will discuss r-dressing and the construction of trinoids.

Yule-Walker estimators are constructed for autoregressive coefficients based on the observed time series that contains an unknown trend function and an autoregressive error term. The trend function is estimated by means of B-spline or local polynomial smoothing and then subtracted from the observations. The Yule-Walker estimators are then obtained from the residual sequence, which enjoy oracle efficiency, i.e., they are asymptotically as efficient as if the true trend function were known. The performance of the estimator is illustrated by simulation studies and real data analysis

报告人：郑惠恒教授（帝国理工）题目：Wealth vs Risk in a Continuous Time Model时间：2012年4月12日，星期四下午1：00—2：00地点：数学系致远楼107欢迎各位参加

报 告 人：马力 教授（河南师范大学数学与信息科学学院）报告题目：2-dimensional Ricci Flow报告时间：2012年4月6日（周五）下午3:00-4:00报告地点：致远楼107室欢迎广大师生参加！2012-4-