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2008-03-19Small volume imagingHyeonbae Kang2008-03-19
14:00:00 - 15:00:00Small volume imaging308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-19Minicourse on Inverse ProblemsMarch 19 - 21, 2008
Room 308, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-18Geometric AnalysisRicci flow
Prof. Chang-Shou Lin ( Department of Mathematics, National Taiwan University )2008 - 03 - 18 (Tue.)
09:10 - 12:00
405, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-18Statistical MethodologyModel Checking for ROC Regression Analysis2008 - 03 - 18 (Tue.)
13:30 - 15:00
405, Mathematics Research Center Building (ori. New Math. Bldg.)An overview of the paper “Model Checking for ROC Regression Analysis” by Cai and Zheng (2007) is given. A possible research topic and extension is also explored in this talk. -
2008-03-18Model Checking for ROC Regression Analysis2008-03-18
13:30:00 - 15:00:00 Model Checking for ROC Regression Analysis405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-18Ricci flowChang-Shou Lin 2008-03-18
09:10:00 - 12:00:00 Ricci flow 405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-14An Brief Introduction to Inverse Problems and InvisibilityProf. Jenn-Nan Wang ( Department of Mathematics, National Taiwan University )
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2008-03-14New Euler sums with two branchesProf. Minking Eie ( National Chung Cheng University )
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2008-03-14Computational Science on Medicine-Modelling, Simulation and ApplicationScientific Computing on Hemodynamics-Computational Challenges and its Application to Surgical Planning for Cardiovascular Diseases
Prof. Tony Wen-Hann Sheu ( Department of Engineering Science and Ocean Engineering, National Taiwan University )2008 - 03 - 14 (Fri.)
15:00 - 16:00
405, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-14Seminar on multiscale Analysis and ComputationMultiscale modeling, asymptotic analysis, and their applications in finance (I,II)
Prof. Chuan-Hsiang Han ( Department of Quantitative Finance, National Tsing Hua University )2008 - 03 - 14 (Fri.)
10:20 - 12:00
308, Mathematics Research Center Building (ori. New Math. Bldg.)During the last two decades, financial mathematics has emerging as an active branch in applied mathematics. Problems arising from modern finance are often resolved from applications of various techniques including probability and statistics, differential equations, optimization and control theory, scientific computations, etc. In this talk, the evaluation of financial derivatives under an incomplete market is treated by two approaches. First, multiscale modeling in volatility processes is shown to be powerful for calibration to the term structure of implied volatility surface. In mathematical terms, an inverse problem is solved from asymptotics of a PDE by means of singular and regular perturbations. Second, we consider the usage of Monte Carlo and Quasi Monte Carlo simulations to solve high dimensional PDEs. A variance reduction method, namely the martingale control variate method is proposed to improve the convergent speed. The martingale control comprises of a low dimensional PDE obtained from the homogenization of multiple time scales. This method turns out to be general enough to solve for variational inequalities. In financial terms, a delta hedging portfolio is effective to reduce the risk of a financial derivative. In the end, some challenging problems are discussed. -
2008-03-14New Euler sums with two branchesMinking Eie 2008-03-14
14:30:00 - 15:20:00 New Euler sums with two branches308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-14An Brief Introduction to Inverse Problems and InvisibilityJenn-Nan Wang 2008-03-14
13:30:00 - 14:30:00 An Brief Introduction to Inverse Problems and Invisibility405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-14Multiscale modeling, asymptotic analysis, and their applications in finance (I,II)Chuan-Hsiang Han 2008-03-14
10:20:00 - 12:00:00 Multiscale modeling, asymptotic analysis, and their applications in finance (I,II)308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-14Scientific Computing on Hemodynamics-Computational Challenges and its Application to Surgical Planning for Cardiovascular DiseasesTony Sheu 2008-03-14
15:00:00 - 16:00:00 Scientific Computing on Hemodynamics-Computational Challenges and its Application to Surgical Planning for Cardiovascular Diseases405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13PDE and Mathematical PhysicsChern-Simons-Higgs Models in Superconductivity (2)
Prof. Chang-Shou Lin ( Department of Mathematics, National Taiwan University )2008 - 03 - 13 (Thu.)
11:10 - 12:20
308, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Seminar on Graph ColoringInformal Discussions
Prof. Xuding Zhu ( Zhejiang Normal University, China )2008 - 03 - 13 (Thu.)
13:30 - 15:30
405, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Seminar on Graph ColoringInformal Discussions
Prof. Xuding Zhu ( Zhejiang Normal University, China )2008 - 03 - 13 (Thu.)
10:10 - 12:00
405, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Student seminar on differential geometrySeminar on Differential Geometry
Prof. Yu-Chao Tu ( University of Utah, USA )2008 - 03 - 13 (Thu.)
19:00 - 20:30
405, Mathematics Research Center Building (ori. New Math. Bldg.)我們希望集合一些大學部學生或碩博士生一起學Differential Geometry,從基礎的領域:manifolds, variation,curvatures, Jacobian fields,fundamental form 等,到一些進階的領域如comparison theorems,Toponogov's theorem, Homonic functions, Eigenvalue problems, heat kernels,deformation, conformality 等。目的是對 Differential Geometry 有一個基礎而多方面的認識,瞭解其在歷史上和 現在的一些重要課題。 -
2008-03-13Seminar on Parabolic PDESome topics in the study of parabolic equations
Prof. Jong-Shenq Guo ( Tamkang University )2008 - 03 - 13 (Thu.)
14:00 - 15:00
308, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Seminar on Differential GeometryYu-Chao Tu 2008-03-13
19:00:00 - 20:30:00 Seminar on Differential Geometry405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Some topics in the study of parabolic equationsJong-Shenq Guo 2008-03-13
14:00:00 - 15:00:00 Some topics in the study of parabolic equations308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Chern-Simons-Higgs Models in Superconductivity (2)Chang-Shou Lin 2008-03-13
11:10:00 - 12:20:00 Chern-Simons-Higgs Models in Superconductivity (2)308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Informal DiscussionsXuding Zhu 2008-03-13
10:10:00 - 12:00:00 Informal Discussions405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-13Informal DiscussionsXuding Zhu 2008-03-13
13:30:00 - 15:30:00 Informal Discussions405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-12Physics and mathematics of dispersive shock waves: An introductionPhysics and mathematics of dispersive shocks: An introduction
Prof. Anatoly Kamchatnov ( Institute of Spectroscopy, Russian Academy of Science )2008 - 03 - 12 (Wed.)
15:30 - 17:20
405, Mathematics Research Center Building (ori. New Math. Bldg.)In this lecture, we shall study nonlinear effects by Riemann's method applied to one-dimensional compressible fluid dynamics equations. Riemann invariants will be introduced for this system. Solution of the resulted equations will be found by the hodograph method. The method will be illustrated by examples of dam problem and expansion of a gas slab. -
2008-03-12Physics and mathematics of dispersive shocks: An introductionAnatoly Kamchatnov 2008-03-12
15:30:00 - 17:20:00 Physics and mathematics of dispersive shocks: An introduction405 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-11Geometric AnalysisRicci flow
Prof. Chang-Shou Lin ( Department of Mathematics, National Taiwan University )2008 - 03 - 11 (Tue.)
09:10 - 12:10
405, Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-11NCTS/TPE & TIMS Joint Geometry Seminar (2009-2010)The Strong Oka’s Lemma, bounded plurisubharmonic functions and the -Neumann problem
Prof. Mei-Chi Shaw ( University of Notre Dame, USA )2008 - 03 - 11 (Tue.)
14:00 - 15:00
308, Mathematics Research Center Building (ori. New Math. Bldg.)In this talk we discuss the Cauchy-Riemann equations on pseudoconvex domains with Lipschitz domains in complex manifolds. A unified approach to the regularity of the -Neumann problem for Lipschitz domains will be given using the strong Oka’s lemma. We will also discuss the relationship between the strong Oka’s lemma,bounded plurisubharmonic exhaustion functions and their relationship with the regularity of the -Neumann problem in complex projective spaces. Applications to the nonexistence of Levi-flat hypersurfaces in complex projective spaces will be discussed. -
2008-03-11The Strong Oka’s Lemma, bounded plurisubharmonic functions and the -Neumann problemMei-Chi Shaw 2008-03-11
14:00:00 - 15:00:00 The Strong Oka’s Lemma, bounded plurisubharmonic functions and the -Neumann problem308 , Mathematics Research Center Building (ori. New Math. Bldg.) -
2008-03-11Ricci flowChang-Shou Lin 2008-03-11
09:10:00 - 12:10:00 Ricci flow 405 , Mathematics Research Center Building (ori. New Math. Bldg.)