Colloquiums and Public Lectures



26 September 2018 Title: The beauty of mathematics shows itself to patient followers: The work of Maryam Mirzakhani

26 September 2018

Time:  1.30pm to 2.30pm

Venue: Lecture Theatre 2 (SPMS-03-03)

Speaker: Dr Daniel Mathews
School of Mathematical Sciences
Monash University

Abstract: Maryam Mirzakhani was a brilliant, trailblazing mathematician, and the first woman to win a Fields Medal. She proved many incredible theorems across a range of fields on the cutting edge of pure mathematics. She was also an all-round excellent human being. Tragically, she passed away last year at the age of 40. In this talk I will discuss her life and work, and attempt to explain some of her mathematics and its implications. Along the way we'll see such things as moduli spaces, hyperbolic surfaces, the art of MC Escher, and fun facts about billiards. I will not assume any technical knowledge of these fields.

Host: ​​Associate Professor Andrew James Kricker​
Division of Mathematical Sciences, School of Physical and Mathematical Sciences​
14 September 2018 Title: Data-Driven Approach to Pricing Optimization

Date: 14 September 2018 (Friday)

Time: 1.30pm to 2.30pm

Venue: Lecture Theatre 3 (SPMS-03-02)

Speaker:  Dr Yan Zhenzhen
Division of Mathematical Sciences
School of Physical and Mathematical Sciences

Abstract: We have developed an estimation and optimization framework for the multi-product pricing problem and network pricing problem. The key feature is to develop a convex model to approximate customer’s choice response to the change of prices. The convex model exploits properties of the marginal distributions of the random shock in customer’s utility function. We have shown that the multi-product pricing problem becomes a convex optimization problem with the proposed choice model under a log-concavity assumption of each marginal probability density function. With this approach, we used aggregate sales information from a set of pricing experiments to guide us to the appropriate consumer choice model without presuming a structural choice model. This has partially addressed the problem of model misspecification for pricing problems. Extensive tests using both simulated and experimental data for two companies' multi-product pricing problems demonstrates clearly the benefits of the data driven pricing approach.

Host: Division of Mathematical Sciences, School of Physical and Mathematical Sciences
29 June 2018  Title: Stories vs Statistics

Date: 29 June 2018 (Friday)

Time: 4.00pm to 5.00pm

Venue: Public Lecture : Lecture Theatre 4 (SPMS-03-09)
Speaker : Professor John Allen Paulos
                PhD (University of Wisconsin in Madison)

Abstract:  The talk will discuss the complex relationship between stories and statistics or, to vary the alliteration, between narratives and numbers. It will then go on to the most common mathematical mistakes in news reports and the media generally. 

No mathematical background will be needed, just a bit of arithmetic, a little logic, and maybe a feel for probability. The talk is in two parts, the first a bit more theoretical, the second more topical and news-related.

Host: Division of Mathematical Sciences, School of Physical and Mathematical Sciences

28 February 2018
Title: Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation
Date: 28 February 2018 (Wednesday)

Time: 1.30pm to 2.30pm

Venue: Lecture Theatre 4 (SPMS-03-09) 
School of Physical and Mathematical Sciences
Speaker: Professor Nizar Touzi
Ecole Polytechnique
We provide a probabilistic representations of the solution of some semilinear hyperbolic and high-order PDEs based on branching diffusions. These representations pave the way for a Monte-Carlo approximation of the solution, thus bypassing the curse of dimensionality. We illustrate the numerical implications in the context of some popular PDEs such as the Burger's equation, the nonlinear Klein-Gordon equation, a simplified scalar version of the Yang-Mills equation, a fourth-order nonlinear beam equation and the Gross-Pitaevskii PDE as an example of nonlinear Schrödinger equations.
Speaker Biography:
Nizar Touzi is Professor of Applied Mathematics at Ecole Polytechnique (France) since 2006. He was previously Chair Professor at Imperial College London. He was an invited session speaker at the International Congress of Mathematicians (Hyderabad 2010). He received the Louis Bachelier prize of the French Academy of Sciences in 2012, the Paris Europlace prize of Best Young Researcher in Finance in 2007, and is presently holding an Advanced ERC grant 2013-2018. He is Co-editor and Associate Editor in various international journals in the fields of financial mathematics, applied probability, and control theory.
Host: Associate Professor Nicolas Privault
Division of Mathematical Sciences, School of Physical and Mathematical Sciences
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