In this talk, we not only want to decreases the difficulty of constricting the multisplitting of the coefficient matrix, but also release the constrains to the weighting matrices. We present two optimization models to modify parallel multisplitting iteration methods for solving positive definite (Hermitian or non-Hermitian) linear systems.

对于对称矩阵特征值问题， 我们详细而深入地讨论了块最速下降方法的多项式预处理 及其相应的收敛性质；提出了修正雅可比共轭预处理梯度方法，并研究了其代数性质和数 值行为。

In this lecture, we shall consider the mean field equation as an integrable system. Recently I and my collaborators have developed a theory to study the mean field equation. I will survey a part of this theory and show at the simplest situation how modular forms would be connected with the PDE.

We will discuss three aspects of the application of scientific methods to finance: (1) Investment (2) Derivatives (3) Risk Management. Although more advanced tools, such as stochastic differential equations, Monte Carlo simulation, psychology, statistical inference, optimization, and functional analysis may be needed to study these topics, only high school mathematics will be used in the talk. We aim at giving some concrete examples in these topics, to inspire interests among the general public. In particular, we will focus on three examples: (1) Optimal portfolio choices, e.g. Kelly and Merton criteria. (2) The binomial model for option pricing. (3) Axioms for risk measures.

Introduced by Borcherds, vertex operator algebra is a new algebra object arising from both mathematics and physics. In this expository talk, we will discus the origins and recent developments of vertex operator algebra. In particular, we will present a connection between vertex operator algebras and the modular forms.

Structures of dual Lie bialgebras on the one sided Witt algebra, the Witt algebra and the Virasoro algebra are investigated. As a result, we obtain some new infinite dimensional Lie algebras. This talk is based on a joint work with Yucai Su.

In many medical studies some markers, such as the medical costs incurred during each hospitalisation, are only measured when an event, such as a hospitalisation, occurs. In addition, there may exist an informative terminal event that stops the follow-up. In this article, we propose an additive-multiplicative mean model for marker data contingent on recurrent event with an informative terminal event via latent variables. Estimation procedures are developed for parameter estimation, and asymptotic properties of the proposed estimators are derived. In addition, some numerical procedures are provided for model checking. The finite sample properties of the proposed estimators are examined through simulation studies. An application to a medical cost study of chronic heart failure patients from the University of Virginia Health System is illustrated.

学术报告报告人：汪寿阳研究员（第三世界科学院院士,中科院数学与系统科学研究院）题目: 一个原油价格形成机制的理论与EMD的几个数学问题时间：2014年9月21日(星期日)下午4：30—5：30地点：数学系致远楼107欢迎各位参加