Colloquiums and Public Lectures



​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)
            Refreshments : Empty Space near LT2, SPMS-03-03​

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: Refreshments: 12.45pm to 1.30pm
          Colloquium: 1.30pm to 2.30pm

Venue: Refreshments: Empty Space near LT 5 (Undergraduate Notice board Area)
            Colloquium: 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