This seminar series aims to facilitate sharing and learning about the research of our fellow staff members. Early and mid-career researchers will present a broader context of their work which should be accessible and relatable to the entire School community. Seminars will be held in-person, followed by a friendly gathering and refreshments in the SMRI common room or out on the terrace (weather permitting). Everyone is warmly invited.
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One School Seminar ‘Blackbox Optimisation Algorithms’
Lindon Roberts, University of Sydney
Thursday 12 October 2023
Abstract: Numerical optimisation—being able to find maxima/minima of functions—is an important part in numerical analysis, with many applications across different disciplines. This problem becomes much harder if only limited information about the functions is available—no analytic expression and/or no exact function values available, for example. In this case, specialised techniques known as ‘blackbox optimisation’ must be used. In this talk, I will give an overview of some useful techniques for blackbox optimisation and some recent work on improving the scalability of these techniques using tools from random matrix theory.
One School Seminar ‘Perspectives on Dynamical Systems and Their Application to Nuclear Fusion’
Nathan Duignan, University of Sydney
Thursday 6 April 2023
Abstract: Historically, research of dynamical systems involved finding quantitative, explicit solutions to the defining differential equations. This was an almost purely analytic perspective of dynamical systems. Over the past century, many fields of Mathematics have brought a new perspective on dynamical systems. With these new perspectives has come new fruits; insights and qualitative information about solutions to the system. In this talk I will show how a combination of a geometric, topological, and algebraic perspective of dynamical systems has allowed me (and friends) to make new progress toward nuclear fusion confinement.
One School Seminar ‘Mimicking: martingales with matching marginals’
Jie Yen Fan, University of Sydney
Thursday 30 March 2023
Abstract: Motivated by questions from finance, we are interested in constructing new processes from existing ones while preserving certain desired properties. In particular, starting from a martingale, we construct new martingales that have the same marginal distributions as the original process. We call this mimicking. This allows us to develop alternative (and hopefully better) models for asset price while retaining the (European) option prices. In this talk, I will give an overview of mimicking and some examples.