Ett informationsblad från matematiska institutionen vid Linköpings universitet. Material till Lite Mat lämnas till Maud Lindström litemat@mai.liu.se senast torsdagar kl 12.00.

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***LITE MAT***

Ett informationsblad från matematiska institutionen vid Linköpings universitet

v13 2004

Matematiska kollokviet

Onsdagen den 24 mars, kl. 13.00-14.00 talar Doc.Sergei Silvestrov, Matematikcentrum, Lund

Introduction to q-difference equations .

Sammanfattning: In this lecture an introduction to the area of q-difference equations and q-analysis will be given, algebraic structures behind q-difference operators will be described, and q-deformations of KdV-equation will be also discussed.

Onsdagen den 31 mars, kl. 13.00-14.00 talar Professor José M. M. Senovilla, University of the Basque Country, Bilbao,

Trapped submanifolds in Lorentzian geometry

Sammanfattning: In Lorentzian geometry, the concept of trapped submanifold will be introduced by means of the properties of the mean curvature vector. Trapped submanifolds are generalizations of the standard maximal hypersurfaces and minimal surfaces, of geodesics, and also of the trapped surfaces introduced by Penrose. Examples and selected applications to gravitational theories will be presented.

Lokal: ISY/MAI:s seminarierum Glashuset, ing 25.

Välkomna!
Vladimir Kozlov,
Svante Linusson och
Stefan Rauch-Wojciechowski

Seminars on model-based phylogenetic inference

Lecture IV

Onsdag den 24 mars kl. 15.15-16.30,

Lokal: Glashuset.

Sammanfattning: Den allmänna reversibla modellen, Kolmogorovs kriterium för reversibilitet, Felsenstein 81, Felsenstein 84, Tamura-Nei, Jukes och Cantors formel.

Timo Koski
Information: tikos@mai.liu.se, tfn: 28 1454

Presentation av examensarbeten

Torsdagen den 25 mars kl.10.15 presenterar Per Erik Strandberg sitt examensarbete i matematik:

Mathematical models of bacteria population growth in bioreactors.

Abstract: There are many types of bioreactors used for producing bacteria populations in commercial, medical and research applications. This report presents a systematic discussion of a few of the most important models corresponding to the well known reproduction kinetics such as the Michaelis-Menten kinetics, competitive substrate inhibition and competitive product inhibition. We propose a modification of a known model, analyze it in the same manner as known models and discuss the most popular types of bioreactors and ways of controlling them. This work summarizes much of the known results and may serve as an aid in attempts to design new models.

Lokal: Determinanten

Välkomna!
Stefan Rauch

Torsdagen den 25 mars kl 15.15-17 presenteras två examensarbeten inom lärarprogrammet:

Jimmy Johansson - Om bevis i gymnasiematematiken. En studie av gymnasieelevers syn på, attityd till och kunskap om matematiska bevis.
Opponenter: Lina Carlsson och Josefin Evertson
Seminarieledare: Thomas Karlsson

Lina Carlsson och Josefin Evertson - MAster Camp NågontinG. Planering, utformning och genomförande av en projektvecka i matematik på gymnasiet.
Opponent: Jimmy Johansson
Seminarieledare: Christer Bergsten

Lokal: Kompakta rummet

Välkomna!
Christer Bergsten
Maria Bjerneby Häll

Presentation av examensarbete

Fredagen den 26 mars kl. 10-11 presenterar Fredric Helmfrid och Johan Westring sitt examensarbete

Agent Based Computational economics - A Multi-Agent Approach to Financial Markets.

Abstract: Asset prices are traditionally modeled by fitting stochastic processes to historic data. In this thesis another approach is taken. By developing an agent-based model asset prices arises from the interaction between a large number of agents. Our model consists of three types of agents: fundamental-, trend- and zero intelligence agents, who trade on a market similar to the Stockholm Stock Exchange. We show that our agent-based model manages to produce various important stylized facts e.g. fat tails and volatility clusters. Measures of the Hurst exponent on the data emanating from our model indicate that long memory effects exist in asset prices for all types of agents. Furthermore we explain the important role that individual risk preferences play in a closed financial market, and how the risk preferences are connected with asset prices. We conclude that agent-based models are powerful tools to understand the physical nature of markets and investors. There is still much work to do in the agent-based computational economics area, though we believe that agent-based models in conjunction with today's econometric knowledge can give further insight into the world of finance.

Lokal: ISY/MAI:s seminarierum Glashuset

Välkomna!
Jörgen Blomvall

Gästforskare

Under perioden 1/3-9/7 besöker Professor José M.M. Senovilla från University of the Basque Country i Bilbao MAI. Han arbetar inom matematisk relativitetsteori.

Göran Bergqvist

Mer information om MAI finns på MAIs hemsida.
Material till Lite Mat lämnas till Maud Lindström senast torsdagar kl 12.00.
Tel 013-281405, Fax 013-149403, Email: litemat@mai.liu.se.