Department of Mathematics

The Florida State University

This Week in Mathematics

7 - 11 February 2000

Monday: 7 February 2000

Tuesday: 8 February 2000

Moduli Spaces Seminar, 2:00 p.m., 104 Love Building

Paolo Aluffi, Florida State University

Hilbert Schemes, III

Mathematics of Protein Structure & NMR Seminar, 3:00 p.m., A336 NHMFL

Richard Bertram, Florida State University

Protein Energy Computations Against Experimental Constraints

Applied Topology Seminar, 3:35 p.m., 104 Love Building

Javier Arsuaga, Florida State University

Equilibrium Distributions of Topological States in Circular DNA: Supercoiling and Knotting

Wednesday: 9 February 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Robert Todd, Florida State University

[ topic to be announced ]

(Real) Analysis Seminar, 1:25 p.m., 204B Love Building

Denise Szecsei, Florida State University

A Convolution Property of Fractal Measures

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Craig Nolder, Florida State University

Quasiconformal Mappings

Special Applied Math Seminar, 3:35 p.m., 104B Love Building

Saul Abarbanel, Tel Aviv University

Well-Posed PML Equations for Advected Acoustics

Thursday: 10 February 2000

Algebra Seminar, 2:00 p.m., 104 Love Building

Paolo Aluffi, Florida State University

Riemann-Roch II

QUANTUM! Seminar, 3:35 p.m., 104 Love Building

Phil Bowers, Florida State University

Classical Mechanics Recovered: Ehrenfest's Theorem

Friday: 11 February 2000

Colloquium (Joint with Biology), 4:00 p.m., 228 Conradi Building

David Swofford, Smithsonian Institution

Statistical Inference of Phylogenies: An Analysis of Old Objections, Recent Criticisms, and Future Directions

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Jorge Vinals, Chemical Engineering & SCRI,Florida State University

Mesoscopic Hydrodynamics: Formation and Reorientation of Lamellar Structures in Diblock Copolymers

Seminars and colloquia at "that other" university [a.k.a. the University of Florida]

Coming Attractions

Wednesday: 16 February 2000

No Graduate Student Seminar, 11:15 a.m., 204B Love Building

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Craig Nolder, Florida State University

Quasiconformal Mappings

Thursday: 17 February 2000

Actuarial Seminar, 5:00 p.m., 204 Love Building

Amy Hayes, AFLAC

[ topic to be announced ]

Friday: 18 February 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Dan Stanescu, Concordia University, Canada

Spectral Methods in Computational Aeroacoustics

Spectral methods are well known for their high accuracy and low dissipation/dispersion properties, which should make them ideal candidates for Computational Aeroacoustics (CAA). The seminar will discuss CAA applications, with particular emphasis on turbofan tone radiation, of spectral methods that are based on dividing the computational domain in non-overlapping patches and discretizing the governing equations on each of them by a stand-alone spectral collocation method. The methods can practically handle geometries of any complexity once the patches themselves are given as an unstructured, finite element type, grid. The patches are then assembled together by imposing continuity of flow variables at their interfaces. Both a multi-domain (continuity explicitly imposed) method in the time domain and a spectral element (continuity implicitly imposed by projecting the governing equation on a vector space of functions continuous at the interfaces) method in the frequency domain will be presented. For time integration, low-storage Runge-Kutta methods of up to fourth order accuracy for nonlinear systems of ordinary differential equations and optimized for wave propagation are used. Results obtained for spinning mode radiation from engine inlets compare very well with analytical and experimental data. Some practical issues such as automatic grid generation via interaction with commercial packages, radiation boundary conditions and iterative complex matrix solvers versus domain decomposition will also be shortly addressed.

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

[ Join the Departmental Colloquium ]

Actuarial Seminar, 5:00 p.m., 204 Love Building

Amy Hayes, AFLAC

Interviews with AFLAC

Tuesday: 22 February 2000

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Stripping the Yield Curve I

Wednesday: 23 February 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Victoria Sapko, Florida State University

[ topic to be announced ]

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Florida State University

Quadratic Differentials and the Associated Foliations

Thursday: 24 February 2000

Special Guest Lecture, 3:35 p.m., 200 Love Building

Scott Mixon, Warburg Dillon Read

Factors Explaining Movements in the Implied Volatility Surface

This talk explores the relationship of changes in the index implied volatility surface to economic state variables. Three latent variables are sufficient to explain 90% of the variation in the surface, but observable variables have explanatory ability confined largely to options with less than 1 year to expiration. Index returns, both domestic and foreign, significantly affect option volatility at all maturities, as do changes in short rates. Changes in the slope of the yield curve affect options with less than 1 year to maturity.

Friday: 25 February 2000

Financial Mathematics Festival, 3:30 p.m., 4th Floor Dirac

Larry R. Abele, Deutch Asset Management

How Indexing Affects Active Portfolio Management

A revolution is taking place in money management with the creation of index funds and the benchmarking of active managers. I will look at the implications to the industry and speculate that manager skill (the ability to add value to a benchmark) will become a traded derivative.

Financial Mathematics Festival, 4:00 p.m., 4th Floor Dirac

Reception

Financial Mathematics Festival, 4:30 p.m., 4th Floor Dirac

Robert F. Almgren, University of Chicago

Modeling Liquidity Risk

In carrying out a large portfolio transaction, a trader must balance the liquidity premium he must pay to trade rapidly, against the uncertainty of future prices to which he is exposed by trading slowly. Using a simple model for how trading moves prices, and using a simple utility function formulation for balancing risk against known costs, we apply the calculus of variations to determine an optimal trading strategy in terms of a few market parameters. We argue that these solutions are a realistic mathematical formulation of traders' intuition about optimal trading. We examine actual US stock market data to estimate the parameters in our model, and show that the time scales characterizing optimal liquidation strategies vary by several orders of magnitude across the market. Copies of the working paper are available on our Web page at http://finmath.uchicago.edu/~almgren/optliq/

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

[ Join Financial Mathematics Festival ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Pedro Arce, Chemical Engineering and GFDI, Florida State University

Microhemodynamics of Arterial Stenosis Domains: An Analysis Based on Approximate and Scaling Models of the Hemodynamics

After introducing the subject of "microhemodynamics" and its relation to arterial stenosis, the talk will be centered on the description of convective-diffusive transport of small particles (or cluster of particles) inside the stenosis domain.Two approaches will be discussed. The first one is based on lubrication approximation methods of the hemodynamics coupled with the area-averaging methodology for the species continuity equation. The second one is based on hemodynamics models obtained by scaling arguments of the hemodynamics coupled with the particle trajectory methodology. Needs for further research will be also addressed.

Saturday: 26 February 2000

Financial Mathematics Festival, time tba, 4th Floor Dirac

Scott Mixon, Warburg Dillon Read

Quantitative Jobs in Finance

Advice to job searchers from a relatively recent job searcher. The discussion covers the various types of jobs available and strategies for learning about job opportunities in the private sector. Emphasis is placed on details that quantitative job searchers often overlook.

Financial Mathematics Festival, time tba, 4th Floor Dirac

Panel Discussion (Abele, Almgren, Mixon)

Jobs!

Tuesday: 29 February 2000

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Stripping the Yield Curve II

Wednesday: 1 March 2000

No Graduate Student Seminar, 11:15 a.m., 204B Love Building

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Economics, Florida State University

Teichmueller Extremal Mapping Theorem

Thursday: 2 March 2000

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Steve Perfect, FL Power & Light

Energy Marketing

Will discuss energy marketing. See also Webb,

Friday: 3 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Helen Yee, NASA Ames Research Center

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

[ Join the Departmental Colloquium ]

Monday-Friday: 6 - 10 March 2000 SPRING BREAK [no classes]

Wednesday: 15 March 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Jennifer Mann, Florida State University

[ topic to be announced ]

Complex/Symbolic Seminar, 3:35 p.m., 102 Love Building

Mika Seppälä, Economics, Florida State University

Riemann Surfaces as Algebraic Plane Curves

Thursday: 16 March 2000

Friday: 17 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Yaacov Kopeliovich, Unigraphics Solutions

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Mike Mesterton-Gibbons, Florida State University

[ topic to be announced ]

Tuesday: 21 March 2000

Friday: 24 March 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Larry Greller, Smith Kline Beecham
Miguel R. Visbal, Air Force Research Laboratory

[ topic to be announced ]

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

[ Join the Departmental Colloquium ]

Tuesday: 28 March 2000

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Pamela Coats, Finance, Florida State University

[ topic to be announced ]

Wednesday: 29 March 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

Steve Pennington, Florida State University

[ topic to be announced ]

Friday: 31 March 2000

Joint Applied Mathematics & Scientific Computing Seminar, 4:30 p.m., 200 Love Building

Chris Homescu, Florida State University

Optimal Control of Karman Vortex Street

Wednesday: 5 April 2000

No Graduate Student Seminar, 11:15 a.m., 204B Love Building

Thursday: 6 April 2000

Friday: 7 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Fred Gehring, University of Michigan

[ topic to be announced ]

Tuesday: 11 April 2000

Wednesday: 12 April 2000

Graduate Student Seminar, 11:15 a.m., 204B Love Building

[ speaker to be announced ]

[ topic to be announced ]

Friday: 14 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Slava Matveev

[ topic to be announced ]

Tuesday: 18 April 2000

Colloquium Coffee, 3:00 p.m., 204 Love Building
Colloquium, 3:30 p.m., 101 Love Building

Markus Rost, Institute for Advanced Study

[ topic to be announced ]

April 2000, [ day to be announced ]: [ date to be announced ]

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Paul Beaumont, Economics, Florida State University

Option Pricing with GARCH Models

April 2000, [ day to be announced ]: [ date to be announced ]

Financial Mathematics Seminar, 3:40 p.m., 200 Love Building

Patrick F. Maroney, Risk Management & Insurance, Florida State University

(A discussion of professional standards and ethics.)

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This document is maintained by Melissa Elaine Smith / smith@math.fsu.edu