Ph.D. in MATHEMATICS AND MODELS
Courses for the academic year 2020/21: Timetable, Abstracts
The courses will be held on Teams, channel PhD courses Mathematics and
Models 2020/2021, code eknjbzb
The doctorate program in Mathematics and Models of the University of L’Aquila offers a graduate school
in the most relevant areas of mathematics.
The program is open to national and international students.
The doctorate council is made up of 25 Professors of the University
The coordinator is Prof.
Davide Gabrielli, the vice-coordinator is Prof. Debora Amadori.
Contact address: Dot_Matematica@univaq.it
- Members of the Doctorate
Council (Cycle XXXVI):
De Masi Anna,
Di Francesco Marco,
- Objectives of the program:
The programs aims at training students to getting a deep knowledge of
the theoretical features of a mathematical subject and to developing a
qualified preparation to apply mathematical models in a diversified
range of scientific areas.
- Research topics:
- Algebra: (theory of groups and of the representations, commutative algebra and applications)
- Geometry (Riemannian, complex and algebraic)
- Partial differential equations with applications
- Continuum mechanics
- Dynamical systems (deterministic and stochastic)
- Stochastic processes with applications to biology, physics and finance
- Numerical analysis of dynamical systems and numerical methods for partial differential equations
- Atomistic modelling and simulations of Molecules, Materials, and Biological Systems
- Development of Scientific Software for High-Performance Computing
The doctorate is one of the programmes of the INdAM-DP-COFUND-2015.
- Educational program:
We offer a variety of research related courses as well as introductory
level courses which help first-year students strengthen their
At the beginning of every academic year, in consultation with their
tutor, students present a study plan to the doctorate council where they
specify what research and training they plan to do in the coming
academic year. In the three years of the program, students are expected
to participate in seminars offered by the school and to take part in
research internships in institutions both in and outside Italy.
At the end of each academic year, with the exception of the final year,
the students will then be interviewed on the studies and research they
have carried out during the year in front of a committee appointed by
the doctorate council. Successfully passing this interview means that
the students can keep their post and fellowship, and thus be admitted to
the following year. At the interview, the students will present a
report on their scholarly activity, their research and its results,
seminars, congresses, or other scientific activities they have
participated in, and any publications they have produced. For the
admission into the final year, this report will include a section
relating to the progress made in their research project.
The program is in strict collaboration with the international
Ph.D. school Gran Sasso Science Institute (GSSI, L'Aquila)
and the students will have the possibility to follow all
the activities held at the GSSI.
Our graduate students also benefit from our close links with The International Research Center of Mathematics and Mechanics of Complex Systems.
- Laboratories and
The students have access to a wide variety of computing equipment in
the DISIM department.
They have access to various scientific laboratories among which we
mention the Hight Performance Parallel Computing (HPPC) with the
supercalculator Caliban, with a computing power
of about 2.5 teraflops.
They also have access to databases as ARXIV, ALL, EBSCO, DOAJ, virtual
Emeroteca Caspur, JCR, JSTOR, AMS/Mathschinet, Numdam, PUBMET, Science
Direct, Scopus, Springer Link, WILEY on line library, ISI, WOS.
PHD COURSES 2020/2021:
- Group-theoretical cryptanalysis of block ciphers and alternative actions (10h) - R. Civino
- Operator semigroups and applications (6h) (K. Engel)
- Introduction to Optimal Control (6h) - Scarinci
- Convex components - Flavia Giannetti (Univ. Napoli "Federico
- Spectral theory on manifolds (8 h) - Prof. Gilles Courtois (CNRS, Paris 6)
- Perturbative Methods for the Stability Analysis of Dynamical Systems (8 h) -
S. Di Nino
- On Kubo’s derivation of the fluctuation-dissipation theorem (6 h) - M. Colangeli
- From microscopic dynamics to macroscopic equations: scaling
limits for the Lorentz Gas (6 h) - A. Nota
- Mathematical Models For Economic Equilibria (6 h) - M. Giuli
- Numerics for stochastic differential equations (10 h) - R. D'Ambrosio
- Variational derivation of continuum mechanics equations (10 h) -
Dell'Isola, Placidi, Barchiesi
- Quantum Computing (14 h) - Guidoni
Past Years Courses
- Lectures 2019-2020
- Lectures 2018-2019
UNIVAQ RANDOM TALKS - The Ph.D. COLLOQUIUM
Monday June 8th 2:30 p.m. - ZOOM Videoconference platform
Prof. Philip Protter
Statistics Department, Columbia University
Nonlinear Valuation in Credit Risk
In a series of recent papers, Damiano Brigo, Andrea Pallavicini, and
co-authors have shown that the value of a contract in a Credit
Valuation Adjustment (CVA) setting, being the sum of the cash flows,
can be represented as a solution of a decoupled forward-backward
stochastic differential equation (FBSDE).
CVA is the difference between the risk-free portfolio value and the
true portfolio value that takes into account the possibility of a
counter party's default. In other words, CVA is the market value of
counter party credit risk. This has achieved noteworthy importance after the 2008 financial
debacle, where counter party risk played an under-modeled but huge
In their analysis, Brigo et al make the classical assumption of
conditional independence of the default times, given the risk-free
market filtration. This does not allow for the possibility of simultaneous defaults. We
weaken their assumption, replacing it with a martingale orthogonality
condition. This in turn changes the form of the BSDE that arises from the model.
My talk is based on joint work with Aditi Dandapani.
- Weekly seminars at DISIM
- Weekly seminars at GSSI
- Junior Applied Math Seminars (JAMS): a joint seminar
organized by PhD students from GSSI and Univaq.
- Browse a huge world-wide list of ON-LINE SEMINARS
DOCTORATE COUNCIL (cycles XXXII-XXXIV)