LSMS: The Fourth Annual Meeting

LSMS 4th annual conference

1st session - Chairman: Rami El Haddad (Saint-Joseph University, Lebanon)
Day 1: Thursday May 23rd, 2013
8:30 - 9:00	Registration
9:00 - 9:15	Welcoming speeches Toufic Rizk, Dean of the Faculty of sciences of Saint Joseph University Rachel Hobaika, President of the Lebanese Society forthe Mathematical Sciences Reverend Salim Daccache s.j., Rector of Saint Joseph University
9:15 - 10:05 Plenary talk	"Approximate Zero-Variance simulation and rareevents" Pierre L’Écuyer(Université de Montréal, Canada)
10:15 - 10:40 Talk	"A probabilistic proof of the Tits alternative" Richard Aoun (Saint Joseph University, Lebanon)
10:45 - 11:15	Coffee Break
2nd session - Chairman: Toni Sayah (Saint-Joseph University, Lebanon)
11:15 - 12:05 Plenary talk	"About De Giorgi's Conjecture for equations and for systems" Nassif Ghoussoub (University of British Columbia, Canada)
12:15 - 12:40 Talk	"Necessary conditions for local and global existence to a damped wave equation with nonlinear memory” Ahmad Fino (Lebanese University, Lebanon)
12:45 - 14:00	Lunch Break
3rd session - Chairman: Joanna Bodgi (Saint-Joseph University, Lebanon)
14:00 - 14:50 Plenary talk	"Non-integer derivatives: from paradoxes to operational tools thanks to generalized functions" Nelly Point (Université Paris-Est, France)
15:00 - 15:25 Talk	"Thoughts on the plane Jacobian conjecture” Abdallah Assi (American University of Beirut, Lebanon)
15:30 - 16:00	Coffee Break
4th session - Chairman: Abbas Al Hakim (American University of Beirut, Lebanon)
16:00 - 16:50 Plenary talk	"Visibility with Dirichlet-to-Neumann operator" Hassan Emamirad (Université de Poitiers, France)
17:00 - 17:25 Talk	"Comparison between adomian method and last square method for solving HIV/AIDS non-linear system" Fouad Rahmani (University of Constantine 1, Algeria)
17:30 - 17:45 Talk	"Communication avoiding ILU(0) preconditioner" Sophie Moufawad (INRIA Rocquencourt, France)
17:50 - 18:05 Talk	"A posteriori analysis of iterative algorithm for nonlinear problems" Jad Dakroub (Saint Joseph University, Lebanon)
Day 2: Friday May 24th, 2013
1st session - Chairman: Samer Habre(Lebanese American University, Lebanon)
9:00 - 9:50 Plenary talk	"Solving large problems in linear algebra" Bernard Philippe (INRIA, France)
10:00 - 10:25 Talk	"The Brianc¸on-Skoda Theorem and Coefficient Ideals for Nonm-Primary Ideals" Aline Hosry (Notre Dame University, Lebanon)
10:30 - 11:00	Coffee Break
2nd session - Chairman: Georges Habib (Lebanese University, Lebanon)
11:00 - 11:50 Plenary talk	"Metric regularity in variationnal analysis and applications to semiinfinte programming" Michel Théra (Université de Limoges, France)
12:00 - 12:25 Talk	"Imaginary Killing spinors on complete Riemannian Spinc manifolds" Roger Nakad (Notre Dame University, Lebanon)
12:30 - 14:00	Lunch Break
3rd session - Gihane Mansour(Saint Joseph University, Lebanon)
14:00 - 14:50 Plenary talk	"Décomposition de Domaine : le cas elliptique versus le cas hyperbolique" Michel Balabane (Université Paris-Nord, France)
15:00 - 15:25 Talk	"A robust a posteriori estimate for the time-dependent convection-diffusion-reaction equation and the finite volume method” Nancy Chalhoub (Saint Joseph University, Lebanon)
15:30 - 16:00	Coffee Break
16:00 - 16:45	Discussion

Workshop on Financial Mathematics

Location of workshop:

Lecture Hall FA 00-04
Faculty of Architecture, Art and Design,
Notre Dame University

Desk-Registration:

9:00 - 9:30 in front of the lecture hall (FA 00-04)
Tuesday 21 May.

Morning Session
Tuesday May 21
09:45 - 10:35	Recent Approaches to (Arbitrage Free) Volatility Modelling Antoine Jacquier (Imperial College London, UK)
10:50 - 11:40	Affine Processes and their Applications in Mathematical Finance Christa Cuchiero (Technical University of Vienna, Austria)
Afternoon Session
14:00 - 14:50	Prices and Asymptotics for Discrete Variance Swaps Carole Bernard (University of Waterloo, Canada)
15:10 - 16:00	Non-normality of Return Distributions with Implications for Risk-Management Ibrahim Jamali (American University of Beirut, Lebanon)
Wednesday May 22
Morning Session
09:45 - 10:35	Chaotic Solutions for the Black-Scholes Equation Hassan Emamirad (Université de Poitiers, France).
10:50 - 11:40	Mean-Variance Optimal Portfolios in the Presence of a Benchmark with Applications to Fraud Detection Carole Bernard (University of Waterloo, Canada).
Afternoon Session
14:00 - 14:50	Large Deviations Methods and Applications to the Implied Volatility Surface Antoine Jacquier (Imperial College London, UK)
15:10 - 16:00	Fourier Transform Methods for Pathwise Covariance Estimation in the Presence of Jumps Christa Cuchiero (Technical University of Vienna, Austria)

Dinner

The LSMS invites all participants (including students) in its 4th annual meeting to a dinner at Abdul-Wahab Restaurant (Abdul-Wahab street, Achrafieh, Beirut), at 8:30 pm on Friday 25th May. All those interested should make a reservation at the registration desk of the conference ( 24 and 25 May at USJ). Dinner costs $ 40.00 per person (alcoholic drinks are charged separately, upon request).