ENG

  • more PhD and PostDoc Positions at MOX – ERC Project iHEART

  • MOOC “Finanza per Tutti”

  • Polimi Fintech Journey

  • more ERC Advanced Grant ad Alfio Quarteroni

  • Polimi Finance Lunch Seminar 2017

  • Seminari di Cultura Matematica anno 2017 XVI ciclo
    a cura di Anna Maria Paganoni e Giulio Magli

  • Corso di Studi in Ingegneria Matematica, nuovo progetto di doppia laurea con EPFL
    Double degree Master Program between Politecnico di Milano and EPFL

Laboratory of Modeling and Scientific Computing
MOX
Laboratorio di Modellistica
e
Calcolo Scientifico
Laboratory of Mathematics Education and Scientific Experimentation
EFFEDIESSE
Laboratorio di Formazione
e
Sperimentazione Didattica
differential equations at polimi
differential equations
at polimi
Quantitative Finance LAB
Laboratorio di
Finanza Quantitativa
Game Theory And Computation (Group)
Game Theory And Computation
(Group)


Prossimi Eventi

  • mag
    30
    mar
    2017
    Seminario
    30-05-2017, ore 12:30 Optimal strategy for a fund manager with option compensation
    Marco Nicolosi

    • SEMINARIO
    • Optimal strategy for a fund manager with option compensation
    • Marco Nicolosi, Università degli Studi di Perugia
    • Martedì 30 maggio 2017 alle ore 12:30, Aula Seminari del Terzo Piano

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • mag
    31
    mer
    2017
    Seminario
    31-05-2017, ore 12:15 Leggere i dati per progettare le politiche pubbliche per il nuovo millennio: una sfida (im)possibile
    Giovanni Azzone – Piercesare Secchi

    • SEMINARIO
    • Leggere i dati per progettare le politiche pubbliche per il nuovo millennio: una sfida (im)possibile
    • Giovanni Azzone – Piercesare Secchi, Politecnico di Milano
    • Mercoledì 31 maggio 2017 alle ore 12:15, Campus Leonardo, via Bonardi 9, aula De Donato

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • giu
    07
    mer
    2017
    Seminario
    07-06-2017, ore 12:15 Astronome del passato – una, nessuna o centomila?
    Gabriella Bernardi

    • SEMINARIO
    • Astronome del passato – una, nessuna o centomila?
    • Gabriella Bernardi, Giornalista scientifico
    • Mercoledì 7 giugno 2017 alle ore 12:15, Campus Leonardo, via Bonardi 9, Edificio 14 (Nave), aula B21

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • giu
    15
    gio
    2017
    Seminario
    15-06-2017, ore 14:00 Dynamical inverse problems in glucose metabolism of cancer
    Michele Piana

    • SEMINARIO
    • Dynamical inverse problems in glucose metabolism of cancer
    • Michele Piana, Università di Genova, Dipartimento di Matematica
    • Giovedì 15 giugno 2017 alle ore 14:00, Aula Consiglio, VII piano – Dipartimento di Matematica, Politecnico di Milano – Edificio 14
    • Abstract
      Glucose metabolism in cancer can be mapped by using positron emission tomography (PET). however, PET data interpration requires the use of regularization techniques for both reconstructing functional images of tissue proliferation and detemining the kinetic parameters that explain the effectivenes of information flow between functional compartments. this talk will illustrate a mathematical model for glucose physiology in healthy and cancerous tissues and how such model can be numerically reduced in order to provide quantitative information on glucose pato-physiology

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • giu
    26
    lun
    2017
    Seminario
    26-06-2017, ore 14:00 Imaging the brain microstructure with diffusion-weighted mri
    Maxime Taquet

    • SEMINARIO
    • Imaging the brain microstructure with diffusion-weighted mri
    • Maxime Taquet, University of Louvain and Harvard Medical School
    • Lunedì 26 giugno 2017 alle ore 14:00, Aula Consiglio, VII piano – Dipartimento di Matematica, Politecnico di Milano – Edificio 14
    • Abstract
      The brain microstructure is the complex organization of axons, neurons and other cells that support the neural functions. Its mapping at the whole-brain level holds promise to the identification and characterization of neurological and psychiatric disorders as well as the assessment of response to treatment. Diffusion-weighted imaging has been at the forefront of developments of brain microstructure imaging. It is based on the recording of movements of pools of water molecules as they hit the cellular barriers in the brain. In this talk, I will provide a gentle introduction to DWI and microstructure imaging, present some recent developments and outline exciting challenges that the field is currently facing.

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • giu
    29
    gio
    2017
    Seminario
    29-06-2017, ore 14:00 Dynamical low rank approximation of random time dependent pdes
    Fabio Nobile

    • SEMINARIO
    • Dynamical low rank approximation of random time dependent pdes
    • Fabio Nobile, Mathematics Institute, CSQI, Ecole Polytechnique Fédérale de Lausanne, Switzerland
    • Giovedì 29 giugno 2017 alle ore 14:00, Aula Consiglio, VII piano – Dipartimento di Matematica, Politecnico di Milano – Edificio 14
    • Abstract
      Partial differential equations with random coefficients and input data (random PDEs in short) arise in many applications in which the data of the PDE need to be described in terms of random variables/fields due either to a lack of knowledge of the system or to its inherent variability. The numerical approximation of statistics of the solution poses several challenges when the number of random parameters is large and/or the parameter-to-solution map is complex, and effective surrogate or reduced models are of great need in this context.
      In this talk we consider time dependent PDEs with few random parameters and seek for an approximate solution in separable form that can be written at each time instant as a linear combination of linearly independent spatial functions multiplied by linearly independent random variables (low rank approximation) in the spirit of a truncated Karhunen-Loève expansion. Since the optimal deterministic and stochastic modes can significantly change over time, we consider here a dynamical approach where those modes are computed on the fly as solutions of suitable evolution equations. From a geometrical point of view, this corresponds to constraining the original dynamics to the manifold of fixed rank functions, i.e. functions that can be written in separable form with a fixed number of terms. Equivalently, the original equations are projected onto the tangent space to the manifold of fixed rank functions along the approximate trajectory, similarly to the Dirac-Frenkel variational principle in quantum mechanics.
      We discuss the construction of the method as well as practical numerical aspects for several time dependent PDEs with random parameters, including the heat equation with a random diffusion coefficient; the incompressible Navier-Stokes equations with random Dirichlet boundary conditions; the wave equation with random wave speed. In the latter case, we propose a dynamical low rank approximation that preserves the symplectic structure of the equations.

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • lug
    05
    mer
    2017
    lug
    07
    ven
    2017
    Convegno
    05-07-2017 – 07-07-2017 Workshop on polytopal element methods in mathematics and engineering

    • CONVEGNO
    • POEMS 2017
      workshop on polytopal element methods in mathematics and engineering

      (http://u53037a.matapp.unimib.it/POEMS2017/index.shtml)

    • organizzatori Paola Antonietti (Politecnico di Milano, Milan, Italy) Lourenço Beirão da Veiga (University of Milano-Bicocca, Milan, Italy) Franco Brezzi (IMATI-CNR, Pavia, Italy) Alessandro Russo (University of Milano-Bicocca, Milan, Italy) Giuseppe Vacca (Universi
    • Mercoledì 5 luglio 2017 – Venerdì 7 luglio 2017
    • Università degli Studi di Milano Bicocca
    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • lug
    06
    gio
    2017
    Seminario
    06-07-2017, ore 14:00 Numerical simulations of non-ideal compressible-fluid flows
    Alberto Guardone

    • SEMINARIO
    • Numerical simulations of non-ideal compressible-fluid flows
    • Alberto Guardone, Politecnico di Milano, Dipartimento di Scienze e Tecnologie Aerospaziali
    • Giovedì 6 luglio 2017 alle ore 14:00, Aula Consiglio, VII piano – Dipartimento di Matematica, Politecnico di Milano – Edificio 14
    • Abstract
      In the close proximity of the liquid-vapour saturation curve and critical point, well-known thermodynamic phenomena including large compressibility and critical point effects results in very unusual fluid dynamics features, including non-ideal or rarefaction shock waves, mixed and split waves. This unconventional behaviour, which cannot occur in the ideal flow of dilute gases, is referred to as Non-Ideal Compressible-Fluid Dynamics or NICFD. The focus of this short lecture is to review the theoretical background of NICFD and to discuss the impact of highly non-ideal conditions on the design and properties of numerical schemes for compressible flows. Exemplary flow fields will be presented and compared to available experimental data from the Test-Rig for Organic VApours (TROVA) of Politecnico di Milano, a unique facility in which supersonic flows in non-ideal conditions can be measured and observed. The present results are obtained within the framework of the ERC Consolidator Grant NSHOCK, of which the presenter is the PI.

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • lug
    20
    gio
    2017
    Seminario
    20-07-2017, ore 14:00 Multivariate splines and their applications
    Ming-jun Lai

    • SEMINARIO
    • Multivariate splines and their applications
    • Ming-jun Lai, Dept. of Math. University of Georgia, Athens, GA, USA
    • Giovedì 20 luglio 2017 alle ore 14:00, Aula Consiglio, VII piano – Dipartimento di Matematica, Politecnico di Milano – Edificio 14
    • Abstract
      Multivariate splines are piecewise polynomial or rational functions over a collection of polygons. We shall explain some approximation properties of these splines and construction of locally supported basis functions. Then I will explain how to use them for numerical solution of linear and nonlinear partial differential equations and data fitting for statistical analysis. Our approach is based on barycentric coordinates (BB form) and generalized barycentric coordinates (GBC). The smoothness conditions, boundary conditions or interpolatory conditions will be set up as linear constraints when we minimize energy functional associated with the PDE to be solved or data to be fitted. Our approach enables us to use higher order polynomials and the smoothness higher than continuity easily. Several numerical examples of PDE and data fitting will be shown.

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • ott
    30
    lun
    2017
    Seminario
    30-10-2017, ore 16:30 Spectral theory, sum rules and large deviations
    Barry Simon

    • SEMINARIO
    • Spectral theory, sum rules and large deviations
    • Barry Simon, California Institute of Technology
    • Lunedì 30 ottobre 2017 alle ore 16:30, Aula Chisini, via Saldini 50

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568
  • nov
    20
    lun
    2017
    Seminario
    20-11-2017, ore 16:30 Randomness in partial differential equations
    Felix Otto

    • SEMINARIO
    • Randomness in partial differential equations
    • Felix Otto, Max Plank Institute, Leipzig
    • Lunedì 20 novembre 2017 alle ore 16:30, Aula Chisini, via Saldini 50

    Politecnico di Milano, Dipartimento di Matematica via Bonardi 9, 20133 Milano – Telefono: +39 02 2399 4505 – Fax: +39 02 2399 4568