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Events on Friday 19 June 2009

Lagrangian fibrations on holomorphic symplectic manifolds II: Existence of Lagrangian fibrations
13:10 Fri 19 Jun 09 :: School Board Room :: Dr Justin Sawon :: Colorado State University

The Hilbert scheme ${\mathrm Hilb}^nS$ of points on a K3 surface $S$ is a well-known holomorphic symplectic manifold. When does ${\mathrm Hilb}^nS$ admit a Lagrangian fibration? The existence of a Lagrangian fibration places some conditions on the Hodge structure, since the pull back of a hyperplane from the base gives a special divisor on ${\mathrm Hilb}^nS$, and in turn a special divisor on $S$. The converse is more difficult, but using Fourier-Mukai transforms we will show that if $S$ admits a divisor of a certain degree then ${\mathrm Hilb}^nS$ admits a Lagrangian fibration.
Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations
15:10 Fri 19 Jun 09 :: LG29 :: Prof. Eckhard Platen :: University of Technology, Sydney

This paper introduces a new class of numerical schemes for the pathwise approximation of solutions of stochastic differential equations (SDEs). The proposed family of strong predictor-corrector Euler methods are designed to handle scenario simulation of solutions of SDEs. It has the potential to overcome some of the numerical instabilities that are often experienced when using the explicit Euler method. This is of importance, for instance, in finance where martingale dynamics arise for solutions of SDEs with multiplicative diffusion coefficients. Numerical experiments demonstrate the improved asymptotic stability properties of the proposed symmetric predictor-corrector Euler methods.
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Recent news
Two contract positions are available
As a result of the School's success in securing two prestigious Australian Research Council Future Fellowships, we now have two limited term positions available, one in Pure Mathematics and one in Statistics.