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3 événements

  • Algèbre Géométrie

    Mardi 13 juin 10:00-11:00 - Bastien Drevon - UVSQ

    GT groupes algébriques : structure des groupes réductifs

    Lieu : Fermat 2205

    [En savoir plus]

  • Probabilités Statistiques

    Mardi 13 juin 11:30-12:30 - Emmanuel Gobet - Ecole Polytechnique

    Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs

    Résumé : We design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs) (related to parabolic semi linear PDEs). Our algorithm allows massive parallelization of the computations on multicore devices such as graphics processing units (GPUs). Our approach consists of a novel method of stratification which appears to be crucial for large scale.
    Joint work with J. Lopez (La Coruna Univ.), P. Turkedjiev (Ecole Polytechnique), C. Vasquez (La Coruna Univ.)

    Lieu : Batiment Fermat, en salle 2102

    [En savoir plus]

  • Algèbre Géométrie

    Mardi 13 juin 11:30-12:30 - Benjamin Schmidt - The University of Texas at Austin

    Benjamin Schmidt : The Genus of Space Curves

    Résumé : A 19th century problem in algebraic geometry is to understand the relation between the genus and the degree of a curve in complex projective space. This is easy in the case of the projective plane, but becomes quite involved already in the case of three dimensional projective space. In this talk I will give an introduction to the topic, introduce stability conditions in the derived category, and explain how the two can be related. This is based on joint work in progress with Emanuele Macri.

    Lieu : Fermat - Salle 2205

    [En savoir plus]