Project acronym BIOMOL. SIMULATION
Project Development of multi-scale molecular models, force fields and computer software for biomolecular simulation
Researcher (PI) Willem Frederik Van Gunsteren
Host Institution (HI) EIDGENOESSISCHE TECHNISCHE HOCHSCHULE ZUERICH
Call Details Advanced Grant (AdG), PE4, ERC-2008-AdG
Summary During the past decades the PI has helped shape the research field of computer simulation of biomolecular systems at the atomic level. He has carried out one of the first molecular dynamics (MD) simulations of proteins, and has since then contributed many different methodological improvements and developed one of the major atomic-level force fields for simulations of proteins, carbohydrates, nucleotides and lipids. Methodology and force field have been implemented in a set of programs called GROMOS (GROningen MOlecular Simulation package), which is currently used in hundreds of academic and industrial research groups from over 50 countries on all continents. It is proposed to develop a next generation of molecular models, force fields, multi-scaling simulation methodology and software for biomolecular simulations which is at least an order of magnitude more accurate in terms of energetics, and which is 1000 times more efficient through the use of coarse-grained molecular models than the currently available software and models.
Summary
During the past decades the PI has helped shape the research field of computer simulation of biomolecular systems at the atomic level. He has carried out one of the first molecular dynamics (MD) simulations of proteins, and has since then contributed many different methodological improvements and developed one of the major atomic-level force fields for simulations of proteins, carbohydrates, nucleotides and lipids. Methodology and force field have been implemented in a set of programs called GROMOS (GROningen MOlecular Simulation package), which is currently used in hundreds of academic and industrial research groups from over 50 countries on all continents. It is proposed to develop a next generation of molecular models, force fields, multi-scaling simulation methodology and software for biomolecular simulations which is at least an order of magnitude more accurate in terms of energetics, and which is 1000 times more efficient through the use of coarse-grained molecular models than the currently available software and models.
Max ERC Funding
1 320 000 €
Duration
Start date: 2008-11-01, End date: 2014-09-30
Project acronym BSMOXFORD
Project Physics Beyond the Standard Model at the LHC and with Atom Interferometers
Researcher (PI) Savas Dimopoulos
Host Institution (HI) EUROPEAN ORGANIZATION FOR NUCLEAR RESEARCH
Call Details Advanced Grant (AdG), PE2, ERC-2008-AdG
Summary Elementary particle physics is entering a spectacular new era in which experiments at the Large Hadron Collider (LHC) at CERN will soon start probing some of the deepest questions in physics, such as: Why is gravity so weak? Do elementary particles have substructure? What is the origin of mass? Are there new dimensions? Can we produce black holes in the lab? Could there be other universes with different physical laws? While the LHC pushes the energy frontier, the unprecedented precision of Atom Interferometry, has pointed me to a new tool for fundamental physics. These experiments based on the quantum interference of atoms can test General Relativity on the surface of the Earth, detect gravity waves, and test short-distance gravity, charge quantization, and quantum mechanics with unprecedented precision in the next decade. This ERC Advanced grant proposal is aimed at setting up a world-leading European center for development of a deeper theory of fundamental physics. The next 10 years is the optimal time for such studies to benefit from the wealth of new data that will emerge from the LHC, astrophysical observations and atom interferometry. This is a once-in-a-generation opportunity for making ground-breaking progress, and will open up many new research horizons.
Summary
Elementary particle physics is entering a spectacular new era in which experiments at the Large Hadron Collider (LHC) at CERN will soon start probing some of the deepest questions in physics, such as: Why is gravity so weak? Do elementary particles have substructure? What is the origin of mass? Are there new dimensions? Can we produce black holes in the lab? Could there be other universes with different physical laws? While the LHC pushes the energy frontier, the unprecedented precision of Atom Interferometry, has pointed me to a new tool for fundamental physics. These experiments based on the quantum interference of atoms can test General Relativity on the surface of the Earth, detect gravity waves, and test short-distance gravity, charge quantization, and quantum mechanics with unprecedented precision in the next decade. This ERC Advanced grant proposal is aimed at setting up a world-leading European center for development of a deeper theory of fundamental physics. The next 10 years is the optimal time for such studies to benefit from the wealth of new data that will emerge from the LHC, astrophysical observations and atom interferometry. This is a once-in-a-generation opportunity for making ground-breaking progress, and will open up many new research horizons.
Max ERC Funding
2 200 000 €
Duration
Start date: 2009-05-01, End date: 2014-04-30
Project acronym CENDUP
Project Decoding the mechanisms of centrosome duplication
Researcher (PI) Pierre Gönczy
Host Institution (HI) ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE
Call Details Advanced Grant (AdG), LS3, ERC-2008-AdG
Summary Centrosome duplication entails the formation of a single procentriole next to each centriole once per cell cycle. The mechanisms governing procentriole formation are poorly understood and constitute a fundamental open question in cell biology. We will launch an innovative multidisciplinary research program to gain significant insight into these mechanisms using C. elegans and human cells. This research program is also expected to have a significant impact by contributing important novel assays to the field. Six specific aims will be pursued: 1) SAS-6 as a ZYG-1 substrate: mechanisms of procentriole formation in C. elegans. We will test in vivo the consequence of SAS-6 phosphorylation by ZYG-1. 2) Biochemical and structural analysis of SAS-6-containing macromolecular complexes (SAMACs). We will isolate and characterize SAMACs from C. elegans embryos and human cells, and analyze their structure using single-particle electron microscopy. 3) Novel cell-free assay for procentriole formation in human cells. We will develop such an assay and use it to test whether SAMACs can direct procentriole formation and whether candidate proteins are needed at centrioles or in the cytoplasm. 4) Mapping interactions between centriolar proteins in live human cells. We will use chemical methods developed by our collaborators to probe interactions between HsSAS-6 and centriolar proteins in a time- and space-resolved manner. 5) Functional genomic and chemical genetic screens in human cells. We will conduct high-throughput fluorescence-based screens in human cells to identify novel genes required for procentriole formation and small molecule inhibitors of this process. 6) Mechanisms underlying differential centriolar maintenance in the germline. In C. elegans, we will characterize how the sas-1 locus is required for centriole maintenance during spermatogenesis, as well as analyze centriole elimination during oogenesis and identify components needed for this process
Summary
Centrosome duplication entails the formation of a single procentriole next to each centriole once per cell cycle. The mechanisms governing procentriole formation are poorly understood and constitute a fundamental open question in cell biology. We will launch an innovative multidisciplinary research program to gain significant insight into these mechanisms using C. elegans and human cells. This research program is also expected to have a significant impact by contributing important novel assays to the field. Six specific aims will be pursued: 1) SAS-6 as a ZYG-1 substrate: mechanisms of procentriole formation in C. elegans. We will test in vivo the consequence of SAS-6 phosphorylation by ZYG-1. 2) Biochemical and structural analysis of SAS-6-containing macromolecular complexes (SAMACs). We will isolate and characterize SAMACs from C. elegans embryos and human cells, and analyze their structure using single-particle electron microscopy. 3) Novel cell-free assay for procentriole formation in human cells. We will develop such an assay and use it to test whether SAMACs can direct procentriole formation and whether candidate proteins are needed at centrioles or in the cytoplasm. 4) Mapping interactions between centriolar proteins in live human cells. We will use chemical methods developed by our collaborators to probe interactions between HsSAS-6 and centriolar proteins in a time- and space-resolved manner. 5) Functional genomic and chemical genetic screens in human cells. We will conduct high-throughput fluorescence-based screens in human cells to identify novel genes required for procentriole formation and small molecule inhibitors of this process. 6) Mechanisms underlying differential centriolar maintenance in the germline. In C. elegans, we will characterize how the sas-1 locus is required for centriole maintenance during spermatogenesis, as well as analyze centriole elimination during oogenesis and identify components needed for this process
Max ERC Funding
2 004 155 €
Duration
Start date: 2009-04-01, End date: 2014-03-31
Project acronym CONFRA
Project Conformal fractals in analysis, dynamics, physics
Researcher (PI) Stanislav Smirnov
Host Institution (HI) UNIVERSITE DE GENEVE
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary The goal of this project is to study conformally invariant fractal structures from the perspectives of analysis, dynamics, probability, geometry and physics, emphasizing interrelations of these fields. In the last two decades such structures emerged in several areas: continuum scaling limits of 2D critical models in statistical physics (percolation, Ising model); extremal configurations for various problems in complex analysis (multifractal harmonic measures, coefficient growth of univalent maps, Brennan's conjecture); chaotic sets for complex dynamical systems (Julia sets, Kleinian groups). Capitalizing on recent successes, I plan to continue my work in these areas, exploiting their interactions and connections to physics. I intend to achieve at least some of the following goals: * To establish that several critical lattice models have conformally invariant scaling limits, by building upon results on percolation and Ising models and finding discrete holomorphic observables. * To study geometric properties of arising fractal curves and random fields by connecting them to Schramm's SLE curves and Gaussian Free Fields. * To investigate massive scaling limits by describing them geometrically with generalizations of SLEs. * To lay mathematical framework behind relevant physical notions, such as Coulomb Gas (by relating height functions to GFFs) and Quantum Gravity (by identifying limits of random planar graphs with Liouville QGs). * To improve known bounds in several old questions in complex analysis by studying multifractal spectra of harmonic measures. * To estimate extremal behavior of such spectra by using holomorphic motions of (quasi) conformal maps and thermodynamic formalism. * To understand nature of extremal multifractals for harmonic measure by studying random and dynamical fractals. The topics involved range from century old to very young ones. Recently connections between them started to emerge, opening exciting possibilities for new developments in some long standing open problems.
Summary
The goal of this project is to study conformally invariant fractal structures from the perspectives of analysis, dynamics, probability, geometry and physics, emphasizing interrelations of these fields. In the last two decades such structures emerged in several areas: continuum scaling limits of 2D critical models in statistical physics (percolation, Ising model); extremal configurations for various problems in complex analysis (multifractal harmonic measures, coefficient growth of univalent maps, Brennan's conjecture); chaotic sets for complex dynamical systems (Julia sets, Kleinian groups). Capitalizing on recent successes, I plan to continue my work in these areas, exploiting their interactions and connections to physics. I intend to achieve at least some of the following goals: * To establish that several critical lattice models have conformally invariant scaling limits, by building upon results on percolation and Ising models and finding discrete holomorphic observables. * To study geometric properties of arising fractal curves and random fields by connecting them to Schramm's SLE curves and Gaussian Free Fields. * To investigate massive scaling limits by describing them geometrically with generalizations of SLEs. * To lay mathematical framework behind relevant physical notions, such as Coulomb Gas (by relating height functions to GFFs) and Quantum Gravity (by identifying limits of random planar graphs with Liouville QGs). * To improve known bounds in several old questions in complex analysis by studying multifractal spectra of harmonic measures. * To estimate extremal behavior of such spectra by using holomorphic motions of (quasi) conformal maps and thermodynamic formalism. * To understand nature of extremal multifractals for harmonic measure by studying random and dynamical fractals. The topics involved range from century old to very young ones. Recently connections between them started to emerge, opening exciting possibilities for new developments in some long standing open problems.
Max ERC Funding
1 278 000 €
Duration
Start date: 2009-01-01, End date: 2013-12-31
Project acronym CORYPHEE
Project Cold Rydbergs: photoionization, electronic spectroscopy and electrostatic trapping
Researcher (PI) Frédéric Merkt
Host Institution (HI) EIDGENOESSISCHE TECHNISCHE HOCHSCHULE ZUERICH
Call Details Advanced Grant (AdG), PE4, ERC-2008-AdG
Summary Spectroscopic investigation of high (n >>20) molecular Rydberg states below and above the first adiabatic ionization threshold will be carried out with the aims of 1) obtaining fully resolved information on the vibrational, rotational, spin-orbit and hyperfine structures of these highly excited electronic states, 2) characterizing the role of nuclear spins in molecular photoionization, 3) determining the hyperfine structure of fundamental molecular cations at kHz resolution and accuracy by Rydberg series extrapolation, 4) measuring intervals between rovibrational levels of these molecular cations at sub MHz precision, 5) gaining a complete understanding, and providing an adequate description and classification, of angular momentum coupling (including nuclear spins) in high molecular Rydberg states, 6) testing theoretical predictions of the energy level structure of Rydberg molecules by ab initio multichannel quantum defect theory (MQDT) and of the rotational, vibrational and hyperfine levels of molecular cations by ab initio quantum chemistry and QED. The spectroscopic measurements using tunable narrow-band vacuum-ultraviolet and millimeter wave radiation sources will be performed on cold samples in supersonic beams as well as on trapped samples of translationally cold Rydberg atoms and molecules. To this end, our recent approach to trap H atoms in Rydberg states electrostatically (Hogan and Merkt, Phys. Rev. Lett. 100, 043001 (2008)) will be extended to molecules, and the possibility of transfering the trapped species from electrostatic traps to magnetic and optical traps will be explored.
Summary
Spectroscopic investigation of high (n >>20) molecular Rydberg states below and above the first adiabatic ionization threshold will be carried out with the aims of 1) obtaining fully resolved information on the vibrational, rotational, spin-orbit and hyperfine structures of these highly excited electronic states, 2) characterizing the role of nuclear spins in molecular photoionization, 3) determining the hyperfine structure of fundamental molecular cations at kHz resolution and accuracy by Rydberg series extrapolation, 4) measuring intervals between rovibrational levels of these molecular cations at sub MHz precision, 5) gaining a complete understanding, and providing an adequate description and classification, of angular momentum coupling (including nuclear spins) in high molecular Rydberg states, 6) testing theoretical predictions of the energy level structure of Rydberg molecules by ab initio multichannel quantum defect theory (MQDT) and of the rotational, vibrational and hyperfine levels of molecular cations by ab initio quantum chemistry and QED. The spectroscopic measurements using tunable narrow-band vacuum-ultraviolet and millimeter wave radiation sources will be performed on cold samples in supersonic beams as well as on trapped samples of translationally cold Rydberg atoms and molecules. To this end, our recent approach to trap H atoms in Rydberg states electrostatically (Hogan and Merkt, Phys. Rev. Lett. 100, 043001 (2008)) will be extended to molecules, and the possibility of transfering the trapped species from electrostatic traps to magnetic and optical traps will be explored.
Max ERC Funding
1 192 395 €
Duration
Start date: 2008-11-01, End date: 2013-10-31
Project acronym DROSOPHILASIGNALING
Project Signaling Pathways Controlling Patterning, Growth and Final Size of Drosophila Limbs
Researcher (PI) Konrad Basler
Host Institution (HI) UNIVERSITAT ZURICH
Call Details Advanced Grant (AdG), LS3, ERC-2008-AdG
Summary Developmental biology seeks not only to learn more about the fundamental processes of growth and pattern per se, but to understand how they synergize to enable the morphogenesis of multicellular organisms. Our goal is to perform real-time analyses of these developmental processes in an intact developing organ. By applying a vital imaging approach, we can circumvent the normal limitations of inferring cellular dynamics from static images or molecular data, and obtain the real dynamic view of growth and patterning. The wing imaginal disc of Drosophila, which starts out as a simple epithelial structure and gives rise to a precisely structured adult limb, will serve as an ideal model system. This system has the combined advantages of relative simplicity and genetic tractability. We will create several innovations that expand the current toolkit and thus facilitate the detailed dissection of growth and patterning. A key early step will be to develop novel reporters to dynamically and faithfully monitor signaling cascades involved in growth and patterning, such as the Dpp and Hippo pathways. We will also implement quantification techniques that are currently being set up in collaboration with an experimental physicist, to deduce, and alter, the mechanical forces that develop in the cells of a growing tissue. The large amount of quantitative data that will be generated allow us derive computational models of the individual pathways and their interaction. The focus of the study will be to answer the following questions: 1) Is the Hippo pathway regulated spatially and temporally, and by what signaling pathways? 2) Do mechanical forces play a pivotal controlling role in organ morphogenesis? 3) What are the global effects on growth, when pathways controlling patterning, cell competition or compensatory proliferation are perturbed? The proposed project will bring the approaches taken to define the mechanisms underlying and controlling growth and patterning to the next level.
Summary
Developmental biology seeks not only to learn more about the fundamental processes of growth and pattern per se, but to understand how they synergize to enable the morphogenesis of multicellular organisms. Our goal is to perform real-time analyses of these developmental processes in an intact developing organ. By applying a vital imaging approach, we can circumvent the normal limitations of inferring cellular dynamics from static images or molecular data, and obtain the real dynamic view of growth and patterning. The wing imaginal disc of Drosophila, which starts out as a simple epithelial structure and gives rise to a precisely structured adult limb, will serve as an ideal model system. This system has the combined advantages of relative simplicity and genetic tractability. We will create several innovations that expand the current toolkit and thus facilitate the detailed dissection of growth and patterning. A key early step will be to develop novel reporters to dynamically and faithfully monitor signaling cascades involved in growth and patterning, such as the Dpp and Hippo pathways. We will also implement quantification techniques that are currently being set up in collaboration with an experimental physicist, to deduce, and alter, the mechanical forces that develop in the cells of a growing tissue. The large amount of quantitative data that will be generated allow us derive computational models of the individual pathways and their interaction. The focus of the study will be to answer the following questions: 1) Is the Hippo pathway regulated spatially and temporally, and by what signaling pathways? 2) Do mechanical forces play a pivotal controlling role in organ morphogenesis? 3) What are the global effects on growth, when pathways controlling patterning, cell competition or compensatory proliferation are perturbed? The proposed project will bring the approaches taken to define the mechanisms underlying and controlling growth and patterning to the next level.
Max ERC Funding
2 310 000 €
Duration
Start date: 2009-02-01, End date: 2014-01-31
Project acronym ECC SCIENG
Project Error-correcting codes and their applications in Science and Engineering
Researcher (PI) Mohammad Amin Shokrollahi
Host Institution (HI) ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE
Call Details Advanced Grant (AdG), PE6, ERC-2008-AdG
Summary Error correcting codes are combinatorial objects which have traditionally been used to enhance the transmission of data on unreliable media. They have experienced a phenomenal growth since their birth some fifty years ago. Today, everyday tasks such as listening to a CD, accessing the hard disk of an electronic device, talking on a wireless phone, or downloading files from the Internet are impossible without the use of error-correcting codes. Though traditional communication still occupies centerstage in the realm of applied coding theory, emerging applications are changing the rules of the game, and calling for a new type of coding theory capable of addressing future needs. These are not limited to physical applications, however. In fact, coding theory is an integral part of solutions offered by researchers outside traditional physical communication to solve fundamental problems of interest, such as the complexity of computation, reliable transfer of bulk data, cryptographic protocols, self correcting software, signal processing, or even computational biology.While research in the past fifty years has put traditional coding theory on firm theoretical grounds, emerging applications are in need of new tools and methods to design, analyze, and implement coding technologies capable of dealing with future needs. This is the main concern of the present proposal. To strike the right balance between length and impact we have identified five areas of research that span the full spectrum of coding theory ranging from fundamental theoretical aspects to practical applications. We set out to develop new theoretical and practical models for the design and analysis of codes, and explore new application areas hitherto untouched. A unique feature of this proposal is our choice of the tools, ranging from classical areas of algebra, combinatorics, and probability theory, to ideas and methods from theoretical computer science.
Summary
Error correcting codes are combinatorial objects which have traditionally been used to enhance the transmission of data on unreliable media. They have experienced a phenomenal growth since their birth some fifty years ago. Today, everyday tasks such as listening to a CD, accessing the hard disk of an electronic device, talking on a wireless phone, or downloading files from the Internet are impossible without the use of error-correcting codes. Though traditional communication still occupies centerstage in the realm of applied coding theory, emerging applications are changing the rules of the game, and calling for a new type of coding theory capable of addressing future needs. These are not limited to physical applications, however. In fact, coding theory is an integral part of solutions offered by researchers outside traditional physical communication to solve fundamental problems of interest, such as the complexity of computation, reliable transfer of bulk data, cryptographic protocols, self correcting software, signal processing, or even computational biology.While research in the past fifty years has put traditional coding theory on firm theoretical grounds, emerging applications are in need of new tools and methods to design, analyze, and implement coding technologies capable of dealing with future needs. This is the main concern of the present proposal. To strike the right balance between length and impact we have identified five areas of research that span the full spectrum of coding theory ranging from fundamental theoretical aspects to practical applications. We set out to develop new theoretical and practical models for the design and analysis of codes, and explore new application areas hitherto untouched. A unique feature of this proposal is our choice of the tools, ranging from classical areas of algebra, combinatorics, and probability theory, to ideas and methods from theoretical computer science.
Max ERC Funding
1 959 998 €
Duration
Start date: 2009-04-01, End date: 2013-03-31
Project acronym EQUIARITH
Project Equidistribution in number theory
Researcher (PI) Philippe Michel
Host Institution (HI) ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary The purpose of this proposal is to investigate from various perspectives some equidistribution problems associated with homogeneous spaces of arithmetic type: a typical problem (basically solved) is the distribution of the set of representations of a large integer by an integral quadratic form. Another harder problem is the study of the distribution of special points on Shimura varieties. In a different direction (linked with quantum chaos), the study of the concentration of Laplacian (Maass) eigenforms or of sections of holomorphic bundles is related to similar problems. Given X such a space and G>L the underlying algebraic group and its corresponding lattice L, the above questions boil down to studying the distribution of H-orbits x.H (or more generally H-invariant measures)on the quotient L\G for some subgroups H. This question may be studied different methods: Harmonic Analysis (HA): given a function f on L\G one studies the period integral of f along x.H. This may be done by automorphic methods. In favorable circumstances, the above periods are related to L-functions which one may hope to treat by methods from analytic number theory (the subconvexity problem). Ergodic Theory (ET): one studies the properties of weak*-limits of the measures supported by x.H using rigidity techniques: depending on the nature of H, one might use either rigidity of unipotent actions or the more recent rigidity results for torus actions in rank >1. In fact, HA and ET are intertwined and complementary : the use of ET in this context require a substantial input from number theory and HA, while ET lead to a soft understanding of several features of HA. In addition, the Langlands correspondence principle make it possible to pass from one group G to another. Based on earlier experience, our goal is to develop these interactions systematically and to develop new approaches to outstanding arithmetic problems :eg. the subconvexity problem or the Andre/Oort conjecture.
Summary
The purpose of this proposal is to investigate from various perspectives some equidistribution problems associated with homogeneous spaces of arithmetic type: a typical problem (basically solved) is the distribution of the set of representations of a large integer by an integral quadratic form. Another harder problem is the study of the distribution of special points on Shimura varieties. In a different direction (linked with quantum chaos), the study of the concentration of Laplacian (Maass) eigenforms or of sections of holomorphic bundles is related to similar problems. Given X such a space and G>L the underlying algebraic group and its corresponding lattice L, the above questions boil down to studying the distribution of H-orbits x.H (or more generally H-invariant measures)on the quotient L\G for some subgroups H. This question may be studied different methods: Harmonic Analysis (HA): given a function f on L\G one studies the period integral of f along x.H. This may be done by automorphic methods. In favorable circumstances, the above periods are related to L-functions which one may hope to treat by methods from analytic number theory (the subconvexity problem). Ergodic Theory (ET): one studies the properties of weak*-limits of the measures supported by x.H using rigidity techniques: depending on the nature of H, one might use either rigidity of unipotent actions or the more recent rigidity results for torus actions in rank >1. In fact, HA and ET are intertwined and complementary : the use of ET in this context require a substantial input from number theory and HA, while ET lead to a soft understanding of several features of HA. In addition, the Langlands correspondence principle make it possible to pass from one group G to another. Based on earlier experience, our goal is to develop these interactions systematically and to develop new approaches to outstanding arithmetic problems :eg. the subconvexity problem or the Andre/Oort conjecture.
Max ERC Funding
866 000 €
Duration
Start date: 2008-12-01, End date: 2013-11-30
Project acronym FIRM
Project Mathematical Methods for Financial Risk Management
Researcher (PI) Halil Mete Soner
Host Institution (HI) EIDGENOESSISCHE TECHNISCHE HOCHSCHULE ZUERICH
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary Since the pioneering works of Black & Scholes, Merton and Markowitch, sophisticated quantitative methods are being used to introduce more complex financial products each year. However, this exciting increase in the complexity forces the industry to engage in proper risk management practices. The recent financial crisis emanating from risky loan practices is a prime example of this acute need. This proposal focuses exactly on this general problem. We will develop mathematical techniques to measure and assess the financial risk of new instruments. In the theoretical direction, we will expand the scope of recent studies on risk measures of Artzner et-al., and the stochastic representation formulae proved by the principal investigator and his collaborators. The core research team consists of mathematicians and the finance faculty. The newly created state-of-the-art finance laboratory at the host institution will have direct access to financial data. Moreover, executive education that is performed in this unit enables the research group to have close contacts with high level executives of the financial industry. The theoretical side of the project focuses on nonlinear partial differential equations (PDE), backward stochastic differential equations (BSDE) and dynamic risk measures. Already a deep connection between BSDEs and dynamic risk measures is developed by Peng, Delbaen and collaborators. Also, the principal investigator and his collaborators developed connections to PDEs. In this project, we further investigate these connections. Chief goals of this project are theoretical results and computational techniques in the general areas of BSDEs, fully nonlinear PDEs, and the development of risk management practices that are acceptable by the industry. The composition of the research team and our expertise in quantitative methods, well position us to effectively formulate and study theoretical problems with financial impact.
Summary
Since the pioneering works of Black & Scholes, Merton and Markowitch, sophisticated quantitative methods are being used to introduce more complex financial products each year. However, this exciting increase in the complexity forces the industry to engage in proper risk management practices. The recent financial crisis emanating from risky loan practices is a prime example of this acute need. This proposal focuses exactly on this general problem. We will develop mathematical techniques to measure and assess the financial risk of new instruments. In the theoretical direction, we will expand the scope of recent studies on risk measures of Artzner et-al., and the stochastic representation formulae proved by the principal investigator and his collaborators. The core research team consists of mathematicians and the finance faculty. The newly created state-of-the-art finance laboratory at the host institution will have direct access to financial data. Moreover, executive education that is performed in this unit enables the research group to have close contacts with high level executives of the financial industry. The theoretical side of the project focuses on nonlinear partial differential equations (PDE), backward stochastic differential equations (BSDE) and dynamic risk measures. Already a deep connection between BSDEs and dynamic risk measures is developed by Peng, Delbaen and collaborators. Also, the principal investigator and his collaborators developed connections to PDEs. In this project, we further investigate these connections. Chief goals of this project are theoretical results and computational techniques in the general areas of BSDEs, fully nonlinear PDEs, and the development of risk management practices that are acceptable by the industry. The composition of the research team and our expertise in quantitative methods, well position us to effectively formulate and study theoretical problems with financial impact.
Max ERC Funding
880 560 €
Duration
Start date: 2008-12-01, End date: 2013-11-30
Project acronym FMWK 1870-2008
Project The surfaces of cement and reinforced concrete. A history of the formworks and processing of the surface, 1870-2008
Researcher (PI) Roberto Gargiani
Host Institution (HI) ECOLE POLYTECHNIQUE FEDERALE DE LAUSANNE
Call Details Advanced Grant (AdG), SH5, ERC-2008-AdG
Summary Since the nineteenth century, the reinforced concrete has been generating a vast specialized litterature everywhere in the world. However, none of it has ever tried to make a first assessment of the evolution of one of the most fundamental element in the processing of the reinforced concrete: the formwork; nor have been reconstructed the various ways of processing the surfaces after removal of the formwork in order to get special effects of polished or rustic surface. Therefore, on the subject of manufacturing of the formworks and processing of the surface, there is a true gap in the studies on reinforced concrete that the research The surfaces of cement and reinforced concrete. A history of the formworks and processing of the surface, 1870-2008 intends to fill. Whether historical or operationnal, this gap lacks not only of the context of the evolution from the nineteenth century, but also of a comprehensive outline of the recent production. The purpose of the research is to provide the most comprehensive documentation and the most significant examples of the international architectural production on the subject of formworks and concrete surfaces within the time span considered. Drawing up the outline of the various types of building and processing of the surfaces will be extraordinarily useful for the historiography of architecture, which will hence have a scientific instrument to evaluate the works in terms of connections between form and material in relation to concrete, as well as for the modern formworks in which the technicial and artistical issues of reinforced concrete processing at sight still remain fundamental. The results of the research will be collected in a book with the caracteristics of an essay, consisting of an important written part and an extremely rich iconographic documentation (project drawings, photographs of building sites and tools, etc.); it will be structured as a synthesis between the technical manual and the historical critical essay.
Summary
Since the nineteenth century, the reinforced concrete has been generating a vast specialized litterature everywhere in the world. However, none of it has ever tried to make a first assessment of the evolution of one of the most fundamental element in the processing of the reinforced concrete: the formwork; nor have been reconstructed the various ways of processing the surfaces after removal of the formwork in order to get special effects of polished or rustic surface. Therefore, on the subject of manufacturing of the formworks and processing of the surface, there is a true gap in the studies on reinforced concrete that the research The surfaces of cement and reinforced concrete. A history of the formworks and processing of the surface, 1870-2008 intends to fill. Whether historical or operationnal, this gap lacks not only of the context of the evolution from the nineteenth century, but also of a comprehensive outline of the recent production. The purpose of the research is to provide the most comprehensive documentation and the most significant examples of the international architectural production on the subject of formworks and concrete surfaces within the time span considered. Drawing up the outline of the various types of building and processing of the surfaces will be extraordinarily useful for the historiography of architecture, which will hence have a scientific instrument to evaluate the works in terms of connections between form and material in relation to concrete, as well as for the modern formworks in which the technicial and artistical issues of reinforced concrete processing at sight still remain fundamental. The results of the research will be collected in a book with the caracteristics of an essay, consisting of an important written part and an extremely rich iconographic documentation (project drawings, photographs of building sites and tools, etc.); it will be structured as a synthesis between the technical manual and the historical critical essay.
Max ERC Funding
660 000 €
Duration
Start date: 2009-03-01, End date: 2015-02-28
