## Seminars and Colloquia by Series

### Calculation of a Power Price Equilibrium under Risk Averse Trading

Series
Other Talks
Time
Monday, October 26, 2015 - 13:30 for 1 hour (actually 50 minutes)
Location
Skiles 168
Speaker
Raphael HauserMathematical Institute, University of Oxford
We propose a term structure power price model that, in contrast to widely accepted no-arbitrage based approaches, accounts for the non-storable nature of power. It belongs to a class of equilibrium game theoretic models with players divided into producers and consumers. The consumers' goal is to maximize a mean-variance utility function subject to satisfying an inelastic demand of their own clients (e.g households, businesses etc.) to whom they sell the power. The producers, who own a portfolio of power plants each defined by a running fuel (e.g. gas, coal, oil...) and physical characteristics (e.g. efficiency, capacity, ramp up/down times...), similarly, seek to maximize a mean-variance utility function consisting of power, fuel, and emission prices subject to production constraints. Our goal is to determine the term structure of the power price at which production matches consumption. We show that in such a setting the equilibrium price exists and discuss the conditions for its uniqueness. The model is then extended to account for transaction costs and liquidity considerations in actual trading. Our numerical simulations examine the properties of the term structure and its dependence on various model parameters. We then further extend the model to account for the startup costs of power plants. In contrast to other approaches presented in the literature, we incorporate the startup costs in a mathematically rigorous manner without relying on ad hoc heuristics. Through numerical simulations applied to the entire UK power grid, we demonstrate that the inclusion of startup costs is necessary for the modeling of electricity prices in realistic power systems. Numerical results show that startup costs make electricity prices very spiky. In a final refinement of the model, we include a grid operator responsible for managing the grid. Numerical simulations demonstrate that robust decision making of the grid operator can significantly decrease the number and severity of spikes in the electricity price and improve the reliability of the power grid.

### Polytopal Element Methods in Mathematics and Engineering

Series
Other Talks
Time
Monday, October 26, 2015 - 09:05 for 8 hours (full day)
Location
Student Center Theater, Georgia Tech
Speaker
Various speakersGeorgia Tech
The workshop will be held from Monday October 26 - Wednesday October 28, 2015. The purpose of this workshop is to promote communication among the many mathematical and engineering communities currently researching polytopal discretization methods for the numerical approximation of solutions of partial differential equations. A variety of distinct polytopal element methods (POEMs) have been designed to solve the same types of problems, but a workshop-type environment is required to foster a community-wide understanding of the comparative advantages of each technique and to develop a set of ‘best practices’ in regards to implementation. Registration is required.

### Georgia Algebraic Geometry Symposium

Series
Other Talks
Time
Friday, October 23, 2015 - 16:30 for 1 hour (actually 50 minutes)
Location
Room 208 Emory Math and Science Center
Speaker
Valery AlexeevUniversity of Georgia
Friday October 23 through Sunday October 25 Emory will host the Georgia Algebraic Geometry symposium featuring the following invited speakers: Valery Alexeev (University of Georgia); Brian Conrad (Stanford University); Brian Lehman (Boston College); Max Lieblich (University of Washington); Alexander Merkurjev (UCLA); Alena Pirutka (Ecole Polytechnique); Aaron Pixton (Harvard University); Tony Varilly-Alvarado (Rice University); Olivier Wittenberg (CNRS - Ecole Normale Superieure).

### Random Matrices, the GUE and the distribution of eigenvalues

Series
Other Talks
Time
Wednesday, October 21, 2015 - 17:00 for 1.5 hours (actually 80 minutes)
Location
Skies 006
Speaker
Inoel PopescuGeorgia Tech
This is the fourth meeting in a series of a reading seminars. In this lecture we will analyze the distribution of the eigenvalues of GUE ensembles. We will use Hermite polynomials to get very concrete computations. This way we will recover the semicircular law and we will also discuss a little bit the top eigenvalue.

### Frontiers in Science lecture - Physics, Information and Computation

Series
Other Talks
Time
Monday, October 5, 2015 - 19:00 for 1 hour (actually 50 minutes)
Location
President&amp;#039;s Suites C&amp;amp;D (Bill Moore Student Success Center First Level)
Speaker
Amir DemboStanford University

Please Note: Light refreshments at 6:30pm

Theoretical models of disordered materials yield precise predictions about the efficiency of communication codes and the typical complexity of certain combinatorial optimization problems. The underlying common structure is that of many discrete variables, whose interaction is represented by a random 'tree like' sparse graph. We review recent progress in proving such predictions and the related algorithmic insights gained from it. This talk is based on joint works with Andrea Montanari, Allan Sly and Nike Sun.

### Prospective Student Day

Series
Other Talks
Time
Friday, September 25, 2015 - 14:00 for 3.5 hours
Location
Skiles 006
Speaker
Mohammad GhomiSchool of Mathematics, Georgia Tech
All students interested in graduate studies in the School of Math are invited to attend the "prospective student day." This event will offer the opportunity to hear about our graduate degree options, requirements for admission, as well as meet our Faculty and current graduate students. Prospective students from underrepresented groups in the Mathematical Sciences and students from the Atlanta area are particularly encouraged to attend. If you plan to attend, please send your name, the year you plan to graduate, and the college you are attending to dgs@math.gatech.edu. See the schedule for more details.

### MCTP REU Seminar

Series
Other Talks
Time
Friday, July 10, 2015 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Dr. Josephine YuGeorgia Institute of Technology
TBA

### MCTP REU Seminar: Elevating Deceptions: A Mathemagical Mystery Tour

Series
Other Talks
Time
Friday, June 26, 2015 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Dr. Matt BakerGeorgia Institute of Technology
Science explains through systematic inquiry; magic celebrates that which defies explanation. This will be tour of sorts along the boundary between science and magic. We will explore the magic of quantum mechanics, the predictions of knot theory, and randomness, as well as the mysteries of the number 58008.

### MCTP REU Seminar -Reaction Diffusion Equations and Pattern Formation in Mathematical Biology (How the Zebra got his/her stripes)

Series
Other Talks
Time
Monday, June 22, 2015 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Dr. James MooreGeorgia Institute of Technology
Reaction diffusion equations are a common tool in mathematical biology, and are used in diverse fields such as ecology, epidemiology and developmental biologyI will show some examples of reaction diffusion equations and what their solutions look like. I will focus on the problem of pattern formation during development and the mathematics that underly it, a problem first studied by Alan Turing more than 60 years ago. I will present a basic example that we can solve together using techniques from differential equations and linear algebra.

### MCTP REU Seminar: Riddles about the fundamental group

Series
Other Talks
Time
Friday, June 19, 2015 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Dr. Kirsten WickelgrenGeorgia Tech
The loops on a topological space up to an equivalence relation called homotopy form a group called the fundamental group. We'll define the fundamental group and talk about two riddles whose solutions use this idea.