Events for 03/08/2017 from all calendars

Number Theory Seminar

Time: 1:45PM - 2:45PM

Location: BLOC 220

Speaker: Madeline Locus, Emory University

Title: Conjugacy growth series for wreath products of finitary permutation groups

Abstract: We examine the conjugacy growth series of all wreath products of the finitary permutation groups Sym(X) and Alt(X) for an infinite set X. We determine their asymptotics, and we characterize the limiting behavior between the Sym(X) and Alt(X) wreath products. In particular, their ratios form a limit if and only if the dimension of the symmetric wreath product is twice the dimension of the alternating wreath product.

URL: Event link

Numerical Analysis Seminar

Time: 3:00PM - 4:00PM

Location: BLOC 628

Speaker: William Layton, University of Pittsburgh

Title: Numerical analysis of ensemble algorithms for fluid flow simulations

Abstract: One source of error in flow simulations is imprecise initial conditions (and other data) as magnified by exponential separation of trajectories in the NSE. Normally this is treated by computing an ensemble of solutions whereupon averaging gives the most likely prediction and the distribution about the mean is used to assess the predictions reliability. In GFD ensemble computation is widely reported to have doubled the predictability horizon even with ensemble sizes of 5-9 realizations. However, ensemble computations lead to an inevitable competition between mesh resolution for each realization and ensemble computation. This talk will present algorithms and their numerical analysis addressing this competition. New questions lead to new algorithms and new algorithms lead to new models and more questions. This talk is based is joint work with Nan Jiang [Missouri S&T], https://sites.google.com/a/mst.edu/jiangn/home.

AMUSE

Time: 6:00PM - 7:00PM

Location: BLOC 220

Speaker: Thomas Mertink, Willis Towers Watson

Title: Actuarial Work at Willis Towers Watson

Abstract: Willis Towers Watson is a leading global advisory, broking and solutions company that helps clients around the world turn risk into a path for growth. Among the many career opportunities that Willis Towers Watson presents, one of the most common job opportunities for math majors is the role of an Actuary. Actuaries at Willis Towers Watson use data analysis and analysis of market conditions to help clients project, understand, and manage future financial risks to the company. One of the major financial risks companies face is the cost of funding employee benefits, in particular, the cost of funding a pension plan. Companies are promising to pay their employees thousands of dollars in benefits up to 50 years into the future bringing lots of uncertainty to company’s balance sheets. We will provide some information about the role Actuarial Analysts at Willis Towers Watson play in helping our clients manage the financial risks imposed by their pension plans and show some examples of the math we use on a day to day basis to accomplish these tasks.