Direttore Vicario: Prof. Gabriele Grillo
Responsabile Gestionale: Dr.ssa Franca Di Censo


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Prossimi Seminari

  • A mathematical-physics approach to machine learning
    Pierluigi Contucci, Dipartimento di Matematica Università di Bologna
    giovedì 30 gennaio 2020 alle ore 14:00, Aula Saleri VI piano
  • Modeling and simulation of thermo-poroelastic processes in fractured geothermal reservoirs
    Eirik Keilegavlen, Department of Mathematics, University of Bergen, Norway
    giovedì 20 febbraio 2020 alle ore 11:30, Aula Saleri - VI piano

Seminari Passati

  • Nonparametric methods for complex spatial domains: density estimation and hypothesis testing
    Federico Ferraccioli, Università degli Studi di Padova
    martedì 11 giugno 2019 alle ore 14:15, Aula consiglio VII piano, Edificio 14, Dipartimento di Matematica POLITECNICO DI MILANO
    I will present different nonparametric methods for data distributed over complex spatial domains. First I will consider the problem of density estimation. Specifically I will propose a nonparametric penalized likelihood approach for data distributed over planar domains with complex geometries. The model formulation is based on a regularization with differential operators, and it is made computationally tractable by means of finite elements. In this setting, I will describe a permutation procedure for one and two samples hypothesis testing. Then I will consider hypothesis testing procedures in the case of spatial regression models with differential regularization. In particular, I will propose a test based on sign-flipping. I will present the performances of the proposed methods via simulation studies and application to real data.


  • Superoscillations and approximation of generalized functions
    Daniele Struppa, Chapman University
    lunedì 10 giugno 2019 alle ore 15:15 precise, Sala Consiglio, 7 piano, Edificio La Nave, Via Ponzio 31-33
    This talk offers an introductory look at how superoscillatory sequences can be utilized to approximate generalized functions. After an introduction to superoscillations, I will briefly discuss how such sequences can be used to approximate tempered distributions, and will then focus on their role in the context of the theory of hyperfunctions. The talk will be based on a series of papers jointly coauthored with F.Colombo, I.Sabadini, and A.Yger.
  • On the quasistatic limit for a debonding model in dimension one; a vanishing inertia and viscosity approach
    Filippo Riva, SISSA
    giovedì 6 giugno 2019 alle ore 15:15, Aula seminari 3° piano
    In the theory of linearly elastic fracture mechanics one-dimensional debonding models, or peeling tests, provide a simplified but still meaningful version of crack growth models based on Griffith's
    criterion. They are both described by the wave equation in a time-dependent domain coupled with suitable energy balances and irreversibility conditions.Unlike the general framework, peeling tests allow to deal with a
    natural issue of great interest arising in fracture mechanics. It can be stated as follows: although all these models are dynamic by nature, the evolution process is often assumed to be quasistatic (namely the
    body is at equilibrium at every time) since inertial effects can be neglected if the speed of external loading is very slow with respect to the one of internal oscillations. Despite this assumption seems to
    be reasonable, its mathematical proof is really far from being achieved.In this talk we validate the quasistatic assumption in a particular damped debonding model, showing that dynamic evolutions converge to the quasistatic one as inertia and viscosity go to zero. We also highlight how the presence of viscosity is crucial to get this kind of convergence.
  • Robin eigenvalues on domains with cusps
    Hynek Kovarik, Università degli studi di Brescia
    giovedì 6 giugno 2019 alle ore 14:00, Aula seminari 3° piano
    We consider the Laplace operator with the Robin boundary condition with negative coefficient
    on bounded domains with cusps. We show that if the cusps is not too strong, then the operator is bounded from below and calculate the leading term in the asymptotic expansion of its negative eigenvalues as the coefficient of the boundary condition tends to infinity. This is a joint work with Konstantin Pankrashkin.
  • Behavioral models in the banking activity
    Matteo Formenti , UniCredit
    martedì 4 giugno 2019 alle ore 12:15, Aula seminari del terzo piano
    The NMD behavioural models are a crucial driver of the maturity transformation activity and bank's profitability because their goal is to estimate the stable source of funding, the volume that can be used for medium long term lending, and the volume that represents a fixed rate cost. Being the nature of the behavioural models very heterogeneous, and the use within the bank so widespread, this presentation aims at introducing a Framework, composed by six Principles, that allows to set the proper modelling of the clients' behavior jointly with the banks' need. Furthermore, an application of the most advanced modeling that considers the financial wealth allocation at clients level will be shown.
  • Semi-implicit finite-volume integrators for all-scale atmospheric dynamics
    Piotr Smolarkiewicz, European Centre for Medium-Range Weather Forecasts, Reading, Berkshire, United Kingdom
    giovedì 30 maggio 2019 alle ore 14:00, Aula Consiglio VII Piano - Edificio 14, Dipartimento di Matematica POLITECNICO DI MILANO
    This talk outlines a novel numerical approach for accurate and computationally efficient integrations of PDEs governing all-scale atmospheric dynamics. Such PDEs are not easy to handle, due to a huge disparity of spatial and temporal scales as well as a wide range of propagation speeds of natural phenomena captured by the equations. Moreover, atmospheric dynamics constitutes only a small perturbation about dominant balances that result from the Earth gravity, rotation, composition of its atmosphere and the energy input by the solar radiation. Maintaining this mean equilibrium, while accurately resolving the perturbations, conditions the design of atmospheric models and subjects their numerical procedures to stringent stability, accuracy and efficiency requirements.
    The novel Finite-Volume Module of the Integrated Forecasting System (IFS) at ECMWF (hereafter IFS-FVM) solves perturbation forms of the fully compressible Euler/Navier-Stokes equations under gravity and rotation using non-oscillatory forward-in-time semi-implicit time stepping and finite-volume spatial discretisation. The IFS-FVM complements the established semi-implicit semi-Lagrangian pseudo-spectral IFS (IFS-ST) with the all-scale deep-atmosphere formulation cast in a generalised height-based vertical coordinate, fully conservative and monotone advection, flexible horizontal meshing and a predominantly local communication footprint. Yet, both dynamical cores can share the same quasi-uniform horizontal grid with co-located arrangement of variables, geospherical longitude-latitude coordinates and physics parametrisations, thus facilitating their synergetic relation.
    The focus of the talk is on the mathematical/numerical formulation of the IFS-FVM with the emphasis on the design of semi-implicit integrators and the associated elliptic Helmholtz problem. Relevant benchmark results and comparisons with corresponding IFS-ST results attest that IFS-FVM offers highly competitive solution quality and computational performance.

  • Comunicare il progetto. Storytelling e tecniche di rappresentazione
    Francesca Piredda, Politecnico di Milano
    mercoledì 29 maggio 2019 alle ore 12:15, Politecnico di Milano Campus Bonardi Edificio14 aula B21
  • Game-theoretical models of debt and bankruptcy
    Alberto Bressan, Penn State University
    martedì 28 maggio 2019 alle ore 17:00, Aula seminari del terzo piano
    The talk will be concerned with problems of optimal debt management. In a basic model, the interest rate as well as the bankruptcy risk are given a priori. In this case the borrower faces a standard problem of optimal control.
    In alternative, debt management can be modeled as a noncooperative game between a borrower and a pool of lenders, in infinite time horizon with exponential discount. The yearly income of the borrower is governed by a stochastic process. When the debt-to-income ratio surpasses a given threshold, bankruptcy occurs.
    The interest rate charged by the risk-neutral lenders is precisely determined in order to compensate for this possible loss of part of their investment.
    Existence and properties of optimal feedback strategies for the borrower will be discussed, in a stochastic framework as well as in the limit deterministic setting.