## Postgraduate Seminars

### Summer 2016

These seminars (unless otherwise stated) will take place on **Thursdays at 5pm in Maths Room 500 **on an (almost) weekly basis ** - **see the **link to the 'How To Find Us' webpage** for further details. Talks are being given by 2nd and 3rd year Mathematics PhD students for PhD students. They are generally followed by tea and biscuits in the Mathematics Department Staff Room (Room 606, 25 Gordon Street) - see how to find us for further details.

### 28th April 2016

###### Speaker: Yupeng Jiang

**Title: A
Glance at Computational Finance**

Abstract:

Financial mathematics
is a subject on stochastic analysis, probability, statistics
and computational methods. In this talk, I will focus on
its computational methods, giving an outline of the computational finance
techniques used in both academia and the industry. I will start from the
standard PDE approach to the popular Monte Carlo method. The variance reduction
techniques and least square Monte Carlo algorithm, which are both heavily used
in banks, will also be discussed. At the same time, I will also give some current hot topics as
examples, which may be useful for those who are interested in it.

### 5th May 2016

###### Speaker: Matthew Wright

**Title: Do the laws of gravity need modifying?**

Abstract:

In this talk, I will give a brief history of
gravity, and discuss the recent gravitational wave discovery. Then I will
discuss why we may need to move on from Einstein's general theory of
relativity, and look at some of the possible alternatives.

### 12th May 2016

###### Speaker: Rudolf Kohulak

**Title: Freeze-Drying, Stefan Problems and Level Set Methods**

Abstract:

Freeze-drying
is a process widely used in the pharmaceutical industry as a simple solution on
how to reduce the water content of temperature sensitive materials and increase
their stability and shelf life. However, at the moment freeze-drying remains the most expensive stage of pharmaceutical manufacturing, and hence further modelling is needed. To model the process we consider Stefan Problems. A Stefan Problem is a particular boundary value problem that arises in modelling heat
transfer with phase change (water freezing, ice melting...). Hence the
challenge is to capture the progression of the interface separating different
phases of the material. We conclude the talk by considering different numerical
methods for solving the model; in particular we focus on the level set method.

### 19th May 2016

###### Speaker: Hugo Castillo Sanchez

**Title: A brief introduction to Transport Phenomena**

Abstract:

Conservation laws are fundamental to our
understanding of the physical world. Each conservation law states
that the total value of the quantity governed by that law, (e.g., energy)
remains unchanged during physical processes. Although momentum, energy and mass
transfer were developed independently as branches of classical physics long
ago, Byron Bird (1960) unified their study through the publication of the
textbook called Transport Phenomena, which gives an integrated view of the transport of three physical quantities (momentum, energy and mass). With many important daily-life applications, and in new areas such as
biotechnology and polymer science, transport phenomena has found its
place as one of the fundamental engineering sciences.

In this talk, I will mention some historical aspects about transport phenomena and explain basic concepts of the laws of conservation, but most importantly, I will focus on showing the mathematical similarity among the three transport processes (diffusion and governing equations, dimensionless numbers, etc). Time permitting, I will mention some daily-life applications.

### 26th May 2016

###### Speaker: Sam Brown

**Title: Pringles, pretzels and robots**

Abstract:

Negative curvature is
a very common property of all sorts of things within maths, such as the three
mathematical objects above. I will try to give an idea of where it comes up
(for example in geometry, group theory and robotics) and why it is interesting.

### 2rd June 2016

###### Speaker: Davide Bella

**Title: TBC**

Abstract:

TBC

### 9th June 2016 in Malet Place room 1.02

###### Speaker: Atheeta Ching

**Title: TBC**

Abstract:

TBC