学术报告
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The transfer in modular invariant theory of orthogonal groups学术报告报告人:南基洙教授(大连理工大学)题目:The transfer in modular invariant theory of orthogonal groups时间:2014年11月8日(周六) 9:30-10:30地点:数学系(致远楼)107欢迎广大师生参加数学系、数学南基洙教授数学系(致远楼)1072014年11月8日(周六) 9:30-10:30
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无限维李超代数的若干结果介绍学术报告报告人:王颖教授(大连理工大学)题目:无限维李超代数的若干结果介绍时间:2014年11月8日(周六) 10:30-11:30地点:数学系(致远楼)107欢迎广大师生参加数学系、数学王颖教授数学系(致远楼)1072014年11月8日(周六) 10:30-11:30
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An algorithm for multi-agent scheduling to minimize makespan on two machineswe study a multi-agent scheduling problem on two identical machines In this paper,. Each agent aims at minimizing the makespan. We present a -approximation algorithm which produces a schedule such that the makespan of th-th completed agent is no more tha times its minimum makespan, This ratio vector is tight.鲁习文 教授数学系致远楼105教室2014年11月5日(周三)下午15:00开始
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Derivative for the intersection local time of fractional Brownian MotionsLet and be two independent fractional Brownian motions with respective indices and. In this paper, we consider their intersection local time and show that is differentiable in the spatial variable if. We introduce the so-calledhybrid quadratic covariation When, we construct a Banach spaceof measurable functions such that the quadratic covariation exists in and for all. Whena similar result is proved to hold for all Hölder functions of order闫理坦 教授数学系致远楼105 室2014年11月5日(周三)下午16:00开始
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Analytic Pricing of Discrete Exotic Variance Swaps and Timer OptionsWe consider pricing of exotic variance swaps and timer option written on the discretely sampled realized variance of an underlying asset under stochastic volatility models. Timer options are barrier style options in the volatility space. A typical timer option is similar to its European vanilla counterpart, except with uncertain expiration date. The finite-maturity timer option expires either when the accumulated realized variance of the underlying asset has reached a pre-specified level or on the mandated expiration date, whichever comes earlier. Thanks to the analytical tractability of the joint moment generating functions of the affine models, we manage to derive closed form analytic formulas for variance swap products with corridor features.Professor Yue Kuen KWOKZhiyuan Building 1074:00pm - 5:00pm , October 31/2014
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Impact of Delay on HIV-1 Dynamics of Fighting a Virus with Another Virus学术报告报告人:郁培教授(加拿大西安大略大学)题目: Impact of Delay on HIV-1 Dynamics of Fighting a Virus with Another Virus时间:2014年10月28日(星期二)上午10:00—11:00地点:致远楼105欢迎各位参加郁培教授致远楼1052014年10月28日(星期二) 上午10:00—11:00
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Modified Parallel Multisplitting Iterative Methods for Linear SystemsIn this talk, we not only want to decreases the difficulty of constricting the multisplitting of the coefficient matrix, but also release the constrains to the weighting matrices. We present two optimization models to modify parallel multisplitting iteration methods for solving positive definite (Hermitian or non-Hermitian) linear systems.温瑞萍致远楼102 室10 月23 日(周四) 上午10:00-11:00
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对称矩阵特征值问题的子空间迭代与预处理方法对于对称矩阵特征值问题, 我们详细而深入地讨论了块最速下降方法的多项式预处理 及其相应的收敛性质;提出了修正雅可比共轭预处理梯度方法,并研究了其代数性质和数 值行为。白中治致远楼102 室10 月23 日(周四) 上午9:00-10:00