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

Seminari

 Selezionare una sezione Tutte Algebra e Informatica Teorica Analisi Analisi Numerica Calcolo delle variazioni Dipartimento FDS Finanza Quantitativa Fisica Matematica Geometria Lezioni Leonardesche Matematica Discreta MOX Probabilità Quantistica Probabilità e Statistica Matematica Seminario Matematico e Fisico Seminari di Cultura Matematica Tomografia e Applicazioni Parola da cercare

Prossimi Seminari

• Pricing and hedging in rough Heston models
Omar El Euch, Spire Europe Limited
martedì 22 ottobre 2019 alle ore 14:15, Aula seminari del terzo piano
• Symmetry results for critical $p$-Laplace equations
Giulio Ciraolo, Università degli Studi di Milano
mercoledì 23 ottobre 2019 alle ore 15:15, Aula seminari 3° piano
• Clinical Personalization of Computational Models of Total Heart Function
Gernot Plank, Medical University of Graz, Austria
giovedì 24 ottobre 2019 alle ore 14:00, Aula Consiglio VII Piano - Edificio 14, Dipartimento di Matematica POLITECNICO DI MILANO
• One Hunderd Years of Universes
John Barrow, University of Cambridge
martedì 29 ottobre 2019 alle ore 11:30, Palazzo di Brera, Via Brera 28, Milano, Sala Maria Teresa
• On Mean Field Games
Pierre-Louis Lions, Collège de France
martedì 29 ottobre 2019 alle ore 14:40, Palazzo di Brera, Via Brera 28, Milano, Sala Maria Teresa
• On the Power of Geometric Illustration in Mathematics and Science
Roger Penrose, University of Oxford
martedì 29 ottobre 2019 alle ore 16:00, Palazzo di Brera, Via Brera 28, Milano, Sala Maria Teresa
• Maths goes social: usare i meme per fare matematica in classe
Giulia Bini, Università degli Studi di Torino
mercoledì 30 ottobre 2019 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14 - via Ponzio 31/p
• Quantum Hydrodynamics: physical models and mathematical theory
Piero Marcati, DISIM, Università de L' Aquila & Gran Sasso Science Institute (GSSI)
lunedì 4 novembre 2019 alle ore 14:15, aula Saleri VI piano
• On the highly compressible limit for the Navier-Stokes-Korteweg model with density dependent viscosity
Matteo Caggio, University of L'Aquila
martedì 12 novembre 2019 alle ore 14:30, Aula seminari 3° piano
• La retromarcia in Matematica: invertire formule, funzioni, operatori
Anna Salvadori, Primo Brandi, Università di Perugia
mercoledì 13 novembre 2019 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14
• Construction and Validation of Subject-Specific Biventricular Finite-Element Models of Healthy and Failing Swine Hearts From High-Resolution Diffusion Tensor MRI
Julius Guccione, Surgery Division of Adult Cardiothoracic Surgery, University of California San Francisco (UCSF)
martedì 19 novembre 2019 alle ore 15:00, aula consiglio VII piano
• Geometrie non Euclidee e Teorie Fisiche
Marco Pedroni, Università di Bergamo
mercoledì 20 novembre 2019 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14
• Un viaggio nel mondo dei poliedri
Giuseppe Conti, Università di Firenze
mercoledì 27 novembre 2019 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14
• Come utilizzare le prove invalsi nella pratica d’aula
Alice Lemmo, Università degli studi dell’Aquila
mercoledì 4 dicembre 2019 alle ore 15:00, Sala Consiglio - piano 7° - edificio 14
• Translating cardiac models into the clinic
Steven Niederer, Biomedical Engineering, King’s College London
giovedì 12 dicembre 2019 alle ore 14:00,  Aula Consiglio VII Piano - Edificio 14, Dipartimento di Matematica POLITECNICO DI MILANO
• Nonlinear Peridynamic Models
Giuseppe Maria Coclite, Politecnico di Bari
mercoledì 22 gennaio 2020 alle ore 15:15, Aula seminari 3° piano

Seminari Passati

• Lanford’s Theorem and the Emergence of Irreversibility
Jos Uffink, University of Minnesota
martedì 12 marzo 2019 alle ore 16:30 precise, Sala Consiglio, 7 piano, Ed. La Nave
ABSTRACT
It is a longstanding problem to show how the irreversible behaviour of macroscopic systems can be reconciled with the time-reversal invariance of these same systems when considered from a microscopic point of view. A theorem by Lanford shows that, under certain conditions, the famous Boltzmann equation, describing the irreversible behaviour of a dilute gas, can be obtained from the time-reversal invariant Hamiltonian equations of motion for the hard spheres model. This raises the question whether and how Lanford’s theorem succeeds in deriving this remarkable emergence of irreversibility. Many authors (Cercignani, Illner & Pulvirenti, 1994; Lebowitz 1983, Spohn 1991) have expressed very different views on this question. In this talk, I will argue that the theorem actually does not imply irreversibility at all.
• Tame topology and algebraic geometry
Bruno Klingler, Humboldt Universitaet Berlino
lunedì 11 marzo 2019 alle ore 16:30 precise, Aula Seminari 6 piano, Ed. La Nave
ABSTRACT
In "Esquisse d'un programme" Grothendieck argues that general topology, which was developed for the needs of analysis, should be replaced by a "tame topology" if one wants to study the topological properties of natural geometric forms.
Such a tame topology has been developed by model theorists under the name "o-minimal structures". The goal of this lecture will be to explain in simple topological terms the notion of o-minimal structure and its applications in algebraic geometry, in particular for studying periods of algebraic varieties.
• Stochastic atomic congestion games:  Price-of-Anarchy and convergence for large games
venerdì 8 marzo 2019 alle ore 11:00, Sala del Consiglio 7° piano
ABSTRACT
We consider atomic congestion games with stochastic demand in which each player participates in the game with probability p, and incurs no cost with probability 1-p. For congestion games with affine costs, we  provide a tight upper bound for the Price-of-Anarchy as a function of p, which is monotonically increasing  and converges to the well-known bound of 5/2 when p converges 1. On the other extreme, for p? 1/4 the bound is constant and equal to 4/3 independently of the game structure and the number of players. For general costs we also analyze the asymptotic convergence of such games when the number of players n grows  to infinity but the probability tends to zero as $p_n=\lambda/n$, in which case we establish the convergence towards a Poisson limit game. In a different approach where the weight of the players tend to zero, we find that the limit yields a Wardrop equilibrium for a corresponding nonatomic game.
• Optimization with expensive and uncertain data - challenges and improvements
Coralia Cartis, Mathematical Institute, University of Oxford, UK
giovedì 7 marzo 2019 alle ore 15:30, Aula Consiglio VII Piano - Edificio 14, Dipartimento di Matematica POLITECNICO DI MILANO
ABSTRACT
: Real-life applications often require the optimization of nonlinear functions with several unknowns or parameters - where the function is the result of highly expensive and complex model simulations involving noisy data (such as climate or financial models, chemical experiments), or the output of a black-box or legacy code, that prevent the numerical analyst from looking inside to find out or calculate problem information such as derivatives. Thus classical optimization algorithms, that use derivatives (steepest descent, Newton's methods) often fail or are entirely inapplicable in this context. Efficient derivative-free optimization algorithms have been developed in the last 15 years in response to these imperative practical requirements. As even approximate derivatives may be unavailable, these methods must explore the landscape differently and more creatively. In state of the art techniques, clouds of points are generated judiciously and sporadically updated to capture local geometries as inexpensively as possible; local function models around these points are built using techniques from approximation theory and carefully optimised over a local neighbourhood (a trust region) to give a better solution estimate.
In this talk, I will describe our implementations and improvements to state-of-the-art methods. In the context of the ubiquitous data fitting/least-squares applications, we have developed a simplified approach that is as efficient as state of the art in terms of budget use, while achieving better scalability. Furthermore, we substantially improved the robustness of derivative-free methods in the presence of noisy evaluations. Theoretical guarantees of these methods will also be provided. Finally, despite derivative-free optimisation methods being able to only provably find local optima, we illustrate that, due to their construction and applicability, these methods can offer a practical alternative to global optimisation solvers, with improved scalability. This work is joint with Lindon Roberts (Oxford), Katya Scheinberg (Lehigh), Jan Fiala (NAG Ltd) and Benjamin Marteau (NAG Ltd).

Contact: alfio.quarteroni@polimi.it
• Testing families of analytic discs
Luca Baracco, Università di Padova
giovedì 7 marzo 2019 alle ore 14:30 precise, Aula seminari del 3 piano
ABSTRACT

It is a well-known fact in the theory of several complex variables that a function
is holomorphic if and only if it is holomorphic in each variable separately. This
result goes back to Hartogs. It is natural to consider a boundary version of Hartogs’ theorem. The general problem is to take a boundary function and ask if holomorphic extensions on some families of complex curves are enough to guarantee an extension which is holomorphic in all variables simultaneously.
We will talk about the known results on the subject and show some new results obtained in collaboration with M. Fassina and S. Pinton for the spiecial case of the unit ball in C^n.
• The Value of Informational Arbitrage
Claudio Fontana, Università degli Studi di Padova
martedì 5 marzo 2019 alle ore 12:30 precise, Aula Seminari al Terzo Piano
ABSTRACT
In the context of a general semimartingale model, we aim at answering the following question: How much is an investor willing to pay for learning some inside information that allows to achieve arbitrage? If such a value exists, we call it the value of informational arbitrage. In particular, we are interested in the case where the inside information yields arbitrage opportunities but not unbounded profits with bounded risk. In the spirit of Amendinger et al. (2003), we provide a general answer to this question by means of an indifference valuation approach. To this effect, we establish some new results on models with additional information and study optimal investment-consumption problems in the presence of additional information and arbitrage, also allowing for the possibility of leverage. We characterize when the value of informational arbitrage is universal, in the sense that it does not depend on the preference structure. This talk is based on joint work with H.N. Chau and A. Cosso.
• Dynamic prediction in Survival analysis: an application to patients with high-grade extremity soft tissue sarcoma
Marta Fiocco, Mathematical Institute Leiden University, The Netherlands
mercoledì 27 febbraio 2019 alle ore 11:00, Aula Seminari 'Saleri' VI Piano MOX-Dipartimento di Matematica, Politecnico di Milano - Edificio 14
ABSTRACT
There is increasing interest in personalized prediction of disease progression. Prediction models are statistical models based on patient and disease
characteristics which are used to inform treatment decisions, to provide personalized risk estimates for a patient. Many available prediction models are limited to predictions from a specific baseline time like diagnosis or shortly before treatment is initiated. It is at this time that the most important decisions on primary treatment are made. It is well known that available prognostic models are important tools for physicians to guide treatment decisions at diagnosis. However, once primary treatment has been initiated, the prognosis of the patient will change over the course of time, as a result of the effect of treatment, like treatment toxicity, clinical events such as disease recurrence that may have occurred, or simply, because of the fact that the patient is still alive. This implies that prediction models need to be updated by using new information about a specific patient that has become available since baseline. Prediction models that incorporate this dynamic aspect are called dynamic prediction models. In the first part of the talk the methodology for dynamic prediction will be discussed. The dynamic aspect of dynamic prediction use information on events and/or measurements up to the present, in order to update the prediction. It will be shown how dynamic predictions may be obtained using the concept of landmarking. In the second part of the talk a dynamic prediction model of survival for patients with high-grade extremity soft tissue sarcoma, will be presented. The model provides updated 5-year survival probabilities from different prediction time points during follow-up. Baseline covariates as well as time-dependent covariates, such as status of local recurrence and distant metastases, are included in the model. This dynamic prediction model which updates survival probabilities over time can be used to make better individualized treatment decisions based on a dynamic assessment of a patient's prognosis.
- van Praag VM , Rueten-Budde A, PERSARC group, van de Sande MA, Fiocco M. A prediction model for treatment decisions in high-grade extremity soft-tissue sarcomas. European Journal of cancer 2017, Volume 83, Pages 313{323
- Rueten-Budde A, van Praag VM , PERSARC group, van de Sande MA, Fiocco M. Dynamic Prediction of Overall Survival for Patients with High-Grade Extremity Soft Tissue Sarcoma. Surgical Oncology Volume 27, Issue 4, December 2018, Pages 695-701.
- Hans van Houwelingen & Hein Putter (2011). Dynamic Prediction in Clinical Survival Analysis. Chapman & Hall. - H. C. van Houwelingen (2007). Dynamic Prediction by Landmarking in Event History Analysis. Scand. J. Stat. 34: 70{85.

Contact: francesca.ieva@polimi.it
• Rigorous bounds on the heat flux in turbulent convection
Camilla Nobili, Universität Hamburg
mercoledì 27 febbraio 2019 alle ore 15:15, Aula seminari 3° piano
ABSTRACT
We are interested in thermal convection as described by the Rayleigh-B ?enard convection model. In this model the Navier-Stokes equations for the (divergence-free) velocity u with no-slip bound- ary conditions is coupled to an advection-diffusion equation for the temperature T with inhomo- geneous Dirichlet boundary conditions. The problem of understanding the (average) upward- heat-transport properties is of great interest for the applications and challenging for the rigorous analysis. We show how the PDE theory (in particular, regularity analysis) can contribute to the understanding of the scaling regimes for the heat transport. After reviewing the theory of Constantin& Doering ’99 we will present some recent results and discuss new challenges.