Modeling the optimal bid of wind power producers as price-makers is paramount for understanding the effect of their large-scale participation in electricity markets. We consider the problem of a wind power producer being a price-taker in the day-ahead market, but a price-maker in the balancing market, who aims at optimizing the expected revenues from these market floors. The problem is formulat...

Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method based on a meshless discretization of partial differential equations. I will present SPH discretization of the stochastic and deterministic Navier-Stokes and Advection-Diffusion-Reaction equations, implementation of various boundary conditions, and time integration of the SPH equations, and discuss applications of the SPH method for m...

These are notes for the first of a two-day series of lectures introducing graduate students to (parts of) the Langlands Program, delivered in the Building Bridges: 2nd EU/US Summer School on Automorphic Forms and Related Topics, July 2014. Introduction: The Big Picture There are two different kinds of number theoretic L-functions that have been studied extensively. The first are Artin L-functio...