Past Forthcoming Seminars

4 June 2018
16:00
David Seifert
Abstract

We consider a collisionless kinetic equation describing the probability density of particles moving in a one-dimensional domain subject to partly diffusive reflection at the boundary. It was shown in 2017 by Mokhtar-Kharroubi and Rudnicki that for large times such systems either converge to an invariant density or, if no invariant density exists, exhibit a so-called “sweeping phenomenon” in which the mass concentrates near small velocities. This dichotomy is obtained by means of subtle arguments relying on the theory of positive operator semigroups. In this talk I shall review some of these results before discussing how, under suitable assumptions both on the boundary operators (which in particular ensure that an invariant density exists) and on the initial density, one may even obtain estimates on the rate at which the system converges to its equilibrium. This is joint work with Mustapha Mokhtar-Kharroubi (Besançon).

  • Partial Differential Equations Seminar
4 June 2018
15:45
Abstract

I will present a mathematical model for the genetic evolution of a population which is divided in discrete colonies along a linear habitat, and for which the population size of each colony is random and constant in time. I will show that, under reasonable assumptions on the distribution of the population sizes, over large spatial and temporal scales, this population can be described by the solution to a stochastic partial differential equation with constant coefficients. These coefficients describe the effective diffusion rate of genes within the population and its effective population density, which are both different from the mean population density and the mean diffusion rate of genes at the microscopic scale. To do this, I will present a duality technique and a new convergence result for coalescing random walks in a random environment.

 

  • Stochastic Analysis Seminar
4 June 2018
15:45
Sarah Rasmussen
Abstract

Recent tools make it possible to partition the space of rational Dehn 
surgery slopes for a knot (or in some cases a link) in a 3-manifold into 
domains over which the Heegaard Floer homology of the surgered manifolds 
behaves continuously as a function of slope. I will describe some 
techniques for determining the walls of discontinuity separating these 
domains, along with efforts to interpret some aspects of this structure 
in terms of the behaviour of co-oriented taut foliations. This talk 
draws on a combination of independent work, previous joint work with 
Jake Rasmussen, and work in progress with Rachel Roberts.

4 June 2018
14:15
ZENGJING CHEN
Abstract

In this paper, we investigate the limit properties of frequency of empirical averages when random variables are described by a set of probability measures and obtain a law of large numbers for upper-lower probabilities. Our result is an extension of the classical Kinchin's law of large numbers, but the proof is totally different.

keywords: Law of large numbers,capacity, non-additive probability, sub-linear expectation, indepence

paper by: Zengjing Chen School of Mathematics, Shandong University and Qingyang Liu Center for Economic Research, Shandong University

  • Stochastic Analysis Seminar
4 June 2018
12:45
Tudor Dimofte
Abstract

3d N=2 Chern-Simons-matter theories have a large variety of boundary conditions that preserve 2d N=(0,2) supersymmetry, and support chiral algebras. I'll discuss some examples of how the chiral algebras transform across dualities. I'll then explain how to construct duality interfaces in 3d N=2 theories, and relate dualities *of* duality interfaces to "Pachner moves" in triangulations of 4-manifolds. Based on recent and upcoming work with K. Costello, D. Gaiotto, and N. Paquette.

  • String Theory Seminar
1 June 2018
14:00
Abstract

ATP-sensitive potassium (KATP) channels are critical for coupling changes in blood glucose to insulin secretion. Gain-of-function mutations in KATP channels cause a rare inherited form of diabetes that manifest soon after birth (neonatal diabetes). This talk shows how understanding KATP channel function has enabled many neonatal diabetes patients to switch from insulin injections to sulphonylurea drugs that block KATP channel activity, with considerable improvement in their clinical condition and quality of life.   Using a mouse model of neonatal diabetes, we also found that as little as 2 weeks of diabetes led to dramatic changes in gene expression, protein levels and metabolite concentrations. This reduced glucose-stimulated ATP production and insulin release. It also caused substantial glycogen storage and β-cell apoptosis. This may help explain why older neonatal diabetes patients with find it more difficult to transfer to drug therapy, and why the drug dose decreases with time in many patients. It also suggests that altered metabolism may underlie both the progressive impairment of insulin secretion and reduced β-cell mass in type 2 diabetes.

  • Mathematical Biology and Ecology Seminar
1 June 2018
13:00
Mike Giles
Abstract

Joint work with Abdul-Lateef Haji-Ali

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.

  • Mathematical Finance Internal Seminar
1 June 2018
12:00
Maddie Weinstein
Abstract

We will discuss the algebraicity of two quantities central to the computation of persistent homology. We will also connect persistent homology and algebraic optimization. Namely, we will express the degree corresponding to the distance variable of the offset hypersurface in terms of the Euclidean distance degree of the starting variety, obtaining a new way to compute these degrees. Finally, we will describe the non-properness locus of the offset construction and use this to describe the set of points that are topologically interesting (the medial axis and center points of the bounded components of the complement of the variety) and relevant to the computation of persistent homology.

  • Applied Algebra and Topology

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