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


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Prossimi Seminari

  • Nonintrusive reduced order models using physics informed neural networks
    Jan S. Hesthaven, Chair of Computational Mathematics and Simulation Science, EPFL, Lausanne, CH
    giovedì 29 ottobre 2020 alle ore 14:00 precise, Online seminar:

Seminari Passati

  • 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.
  • Multiple solutions for the 2-dimensional Euler equations
    Alberto Bressan,  Pennsylvania State University
    lunedì 27 maggio 2019 alle ore 16:00 precise, Aula U5-3014 (Edificio 5 terzo piano), Dip. Matematica e Applicazioni, Via Cozzi 55, Milano
    In one space dimension, it is well known that hyperbolic conservation
    laws have unique entropy-admissible solutions, depending continuously on
    the initial data. Moreover, these solutions can be obtained as limits of
    vanishing viscosity approximations.

    For many years it was expected that similar results would hold in
    several space dimensions. However, fundamental work by De Lellis,
    Szekelyhidi, and other authors, has shown that multidimensional
    hyperbolic Cauchy problems usually have infinitely many weak solutions.
    Moreover, all known entropy criteria fail to select a single admissible one.

    In the first part of this talk I shall outline this approach based on a
    Baire category argument, yielding the existence of infinitely many weak

    I then wish to discuss an alternative research program,
    aimed at constructing multiple solutions to some specific Cauchy
    problems. Starting with some numerical simulations, here the eventual
    goal is to achieve rigorous, computer-aided proofs of the existence of
    two distinct self-similar solutions with the same initial data.
    While solutions obtained via Baire category have turbulent nature, these
    self-similar solutions are smooth, with the exception of one or two
    points of singularity. They are thus much easier to visualize and
  • Matematica, società, economia e sviluppo
    Giulia di Nunno, University di Oslo
    mercoledì 22 maggio 2019 alle ore 12:15, Politecnico di Milano Campus Bonardi Edificio14 aula B21
  • Mathematical Models of Markovian Dephasing
    Franco Fagnola, Politecnico di Milano
    venerdì 17 maggio 2019 alle ore 11:30 precise, Aula Seminari III piano
    We develop a notion of dephasing under the action of a quantum? Markov semigroup in terms of convergence of operators to a block-diagonal? form determined by irreducible invariant subspaces. If the latter are all ?one-dimensional, we say the dephasing is maximal. We study characterization ?of a maximally dephasing evolution in terms of unitary dilations ?with only classical noise. In particular, we introduce an intrinsic? quantity constructed from the generator which quantities the? degree of obstruction to having a classical diffusive noise model.? (Joint work with J.E. Gough, H.I. Nurdin and L. Viola)?