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DTSTART;TZID=Asia/Kolkata:20210310T150000
DTEND;TZID=Asia/Kolkata:20210310T160000
DTSTAMP:20260428T033220
CREATED:20210303T000900Z
LAST-MODIFIED:20250528T123824Z
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SUMMARY:Dr Gaurav Bhatnagar to interact on "The Partition-Frequency Enumeration Matrix"
DESCRIPTION:Progressing with the series of Departmental Seminars\, Department of Mathematics\, SRM University-AP\, Andhra Pradesh invites Dr Gaurav Bhatnagar\, Visiting Associate Professor\, Department of Mathematics\, Ashoka University to deliver a lecture titled “The Partition-Frequency Enumeration Matrix” on March 10\, 2021\, at 3 PM. \nThe Partition-Frequency Enumeration (PFE) matrix is an infinite upper-triangular number-theoretic matrix that is used to enumerate partition-like objects as an elementary approach. This matrix unifies voluminous results connecting number-theoretic functions to partition-type functions. The calculus is extended to arbitrary generating functions and functions with Weierstrass products. As a by-product\, some well-known recurrence relations for many number-theoretic functions are recovered. These include the sum of divisors function\, Ramanujan’s $tau$ function\, sums of squares and triangular numbers\, and $zeta(2n)$\, where $n$ is a positive integer. As an application\, Ramanujan’s famous congruences $p(5n+4)equiv 0$ (mod $5)$ and $tau(5n+5)equiv 0$ (mod $5)$ are embedded into an infinite family of such congruences. During the lecture\, Dr Gaurav Bhatnagar will highlight two other congruence results concerning the sum of the divisor function.
URL:https://events.srmap.edu.in/event/dr-gaurav-bhatnagar-to-interact-on-the-partition-frequency-enumeration-matrix/
CATEGORIES:Events,Math Events,Webinars
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BEGIN:VEVENT
DTSTART;TZID=Asia/Kolkata:20210324T150000
DTEND;TZID=Asia/Kolkata:20210324T170000
DTSTAMP:20260428T033220
CREATED:20210324T063200Z
LAST-MODIFIED:20250528T123836Z
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SUMMARY:Dr Chittaranjan Mishra to discuss "Fast pricing of multi-asset American options under jump-diffusion models"
DESCRIPTION:In the next chapter of Departmental Seminars Series\, Department of Mathematics\, SRM University-AP\, Andhra Pradesh welcomes Dr Chittaranjan Mishra\, Department of Mathematics\, Indian Institute of Technology Ropar\, to deliver a lecture on “Fast pricing of multi-asset American options under jump-diffusion models” on March 24\, 2021\, at 3 pm. \nMulti-asset American options are interesting in many ways\, e.g.\, they give the holder the flexibility to exercise at any time up to maturity\, allow for risk diversification and for us\, these contracts are mathematically challenging to price due to the non-availability of a closed-form formula. When jumps are introduced to model underlying assets\, one will be required to solve a partial integro-differential complementary problem (PIDCP) for pricing these contracts. In these cases\, we find that computing sufficiently accurate option prices in real-time is extremely difficult. That is because the in hand PIDCP involves a multi-dimensional partial integro-differential equation with a non-local double integral term. Solving these multi-dimensional PIDCP by advanced numerical techniques\, such as a customized finite difference method\, is very time-consuming\, as the corresponding discretization matrices are huge in size. More importantly\, the integral approximation matrix is also dense\, posing a serious challenge to handle storage memory. Many efficient techniques are proposed primarily to handle the double integral term. However\, the required solving time is still not practicable for practitioners. \nIn our research\, we exploit the amazing parallel architecture of modern graphics processing units (GPUs) to solve computationally expensive scientific problems. Nevertheless\, resolving the problem at hand by employing a GPU is not straightforward. It requires one to overcome many bottlenecks\, such as in. In this work\, we have investigated these issues in order to achieve substantial speed-ups compared to a sequential FD implementation. \nMathematics enthusiasts are requested to avail this opportunity to listen to our distinguished speaker on March 24th\, at 3 pm.
URL:https://events.srmap.edu.in/event/dr-chittaranjan-mishra-to-discuss-fast-pricing-of-multi-asset-american-options-under-jump-diffusion-models/
CATEGORIES:Departmental Events,Events,Math Events,Webinars
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