Past Forthcoming Seminars

23 February 2018
16:00
Dave Hewett and Alison Trinder
Abstract

Who are you? What motivates you? What's important to you? How do you react to challenges and adversities? In this session we will explore the power of self-awareness (understanding our own characters, values and motivations) and introduce assertiveness skills in the context of building positive and productive relationships with colleagues, collaborators, students and others.
 

23 February 2018
14:15
Srikanth Toppaladoddi
Abstract

In this talk, I show how concepts from non-equilibrium statistical physics can be employed in the study of climate. The specific problem addressed is the geophysical-scale evolution of Arctic sea ice. Using an analogy with Brownian motion, the original evolution equation for the sea ice thickness distribution function by Thorndike et al. (J. Geophys. Res. 80(33), pp. 4501 — 4513, 1975) is transformed to a Fokker-Planck-like conservation law. The steady solution is $g(h) = {\cal N}(q) h^q \mathrm{e}^{-~ h/H}$, where $q$ and $H$ are expressible in terms of moments over the transition probabilities between thickness categories. The solution exhibits the functional form used in observational fits and shows that for $h \ll 1$, $g(h)$ is controlled by both thermodynamics and mechanics, whereas for $h \gg 1$ only mechanics controls $g(h)$. We also derive the underlying Langevin equation governing the dynamics of the ice thickness $h$, from which we predict the observed $g(h)$. Further, seasonality is introduced by using the Eisenman-Wettlaufer model (Proc. Natl. Acad. Sci. USA 106, pp. 28-32, 2009) for the thermal growth of sea ice. The time-dependent problem is studied by numerically integrating the Fokker-Planck equation. The results obtained from these numerical integrations and their comparison with satellite observations are discussed.

  • Mathematical Geoscience Seminar
23 February 2018
14:00
Abstract

Dr Nicola Beer heads up the Department of Stem Cell Engineering at the new Novo Nordisk Research Centre Oxford. Her team will use human stem cells to derive metabolically-relevant cells and tissues such as islets, hepatocytes, and adipocytes todiscover novel secreted factors and corresponding signalling pathways which modify cell function, health, and viability. Bycombining in vitro-differentiated human stem cell-derived models with CRISPR and other genomic targeting techniques, the teamassay cell function from changes in a single gene up to a genome-wide scale. Understanding the genes and pathways underlying cell function (and dysfunction) highlights potential targets for new Type 2 Diabetes therapeutics. Dr Beer will talk about the work ongoing in her team, as well as more broadly about the role of human stem cells in drug discovery and patient treatment.

  • Mathematical Biology and Ecology Seminar
23 February 2018
13:00
Mike Giles
Abstract

This talk will discuss efficient numerical methods for estimating the
probability of a large portfolio loss, and associated risk measures such
as VaR and CVaR.  These involve nested expectations, and following
Bujok, Hambly & Reisinger (2015) we use the number of samples for the
inner conditional expectation as the key approximation parameter in the
Multilevel Monte Carlo formulation.  The main difference in this case is
the indicator function in the definition of the probability. Here we
build on previous work by Gordy & Juneja (2010) who analyse the use of a
fixed number of inner samples , and Broadie, Du & Moallemi (2011) who
develop and analyse an adaptive algorithm.  I will present the
algorithm, outline the main theoretical results and give the numerical
results for a representative model problem.  I will also discuss the
extension to real portfolios with a large number of options based on
multiple underlying assets.

Joint work with Abdul-Lateef Haji-Ali

  • Mathematical Finance Internal Seminar
23 February 2018
12:00
Tadas Temcinas
Abstract

I will present Vidit Nanda's paper "Local homology and stratification" (https://arxiv.org/abs/1707.00354), and briefly explain how in my master thesis I am applying ideas from the paper to study word embedding problems.


Abstract of the paper:  We outline an algorithm to recover the canonical (or, coarsest) stratification of a given regular CW complex into cohomology manifolds, each of which is a union of cells. The construction proceeds by iteratively localizing the poset of cells about a family of subposets; these subposets are in turn determined by a collection of cosheaves which capture variations in cohomology of cellular neighborhoods across the underlying complex. The result is a finite sequence of categories whose colimit recovers the canonical strata via (isomorphism classes of) its objects. The entire process is amenable to efficient distributed computation.
 

  • Applied Algebra and Topology
22 February 2018
16:00
Matthias Wink
Abstract

A theorem of Gromov states that the number of generators of the fundamental group of a manifold with nonnegative 
curvature is bounded by a constant which only depends on the dimension of the manifold. The main ingredient 
in the proof is Toponogov’s theorem, which roughly speaking says that the triangles on spaces with positive 
curvature, such as spheres, are thick compared to triangles in the Euclidean plane. In the talk I shall explain 
this more carefully and deduce Gromov’s result.

  • Junior Geometry and Topology Seminar

Pages