Forthcoming Seminars
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Mon, 15/01/2007 12:00 |
Samson Shatashvili (Trinity College, Dublin) |
String Theory Seminar  |
L3 |
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Mon, 15/01/2007 14:15 |
Dr Peter Fritz (University of Cambridge) |
Stochastic Analysis Seminar |
DH 3rd floor SR |
| We consider multi-dimensional Gaussian processes and give a novel, simple and sharp condition on its covariance (finiteness of its two dimensional rho-variation, for some rho <2) for the existence of "natural" Levy areas and higher iterated integrals, and subsequently the existence of Gaussian rough paths. We prove a variety of (weak and strong) approximation results, large deviations, and support description. Rough path theory then gives a theory of differential equations driven by Gaussian signals with a variety of novel continuity properties, large deviation estimates and support descriptions generalizing classical results of Freidlin-Wentzell and Stroock-Varadhan respectively. (Joint work with Nicolas Victoir.) | |||
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Mon, 15/01/2007 15:45 |
Svjetlana Terzic |
Topology Seminar |
L3 |
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Mon, 15/01/2007 15:45 |
Dr Saadia Ghazali (Imperial College London) |
Stochastic Analysis Seminar |
DH 3rd floor SR |
| In this talk, the convergence analysis of a class of weak approximations of solutions of stochastic differential equations is presented. This class includes recent approximations such as Kusuoka's moment similar families method and the Lyons-Victoir cubature on Wiener Space approach. It will be shown that the rate of convergence depends intrinsically on the smoothness of the chosen test function. For smooth functions (the required degree of smoothness depends on the order of the approximation), an equidistant partition of the time interval on which the approximation is sought is optimal. For functions that are less smooth (for example Lipschitz functions), the rate of convergence decays and the optimal partition is no longer equidistant. An asymptotic rate of convergence will also be presented for the Lyons-Victoir method. The analysis rests upon Kusuoka-Stroock's results on the smoothness of the distribution of the solution of a stochastic differential equation. Finally, the results will be applied to the numerical solution of the filtering problem. | |||
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Mon, 15/01/2007 17:00 |
Stefano Turzi (Polytechnic of Milan) |
Applied Analysis and Mechanics Seminar |
L1 |
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Tue, 16/01/2007 11:30 |
Stephanie van Willigenburg (British Colombia / Southampton) |
Algebra Seminar |
DH 1st floor SR |
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Tue, 16/01/2007 12:00 |
Tim Hollowood (Swansea) |
Quantum Field Theory Seminar |
L3 |
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Tue, 16/01/2007 14:15 |
Brent Doran (Princeton) |
Algebraic Geometry Seminar |
SR2 |
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Tue, 16/01/2007 15:00 |
Alison Parker (Leicester) |
Algebra Seminar |
DH 1st floor SR |
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Tue, 16/01/2007 17:00 |
Markus Haase (Leeds) |
Functional Analysis Seminar |
L3 |
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Tue, 16/01/2007 17:00 |
Raphael Rouquier (Oxford) |
Algebra Seminar |
L1 |
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Wed, 17/01/2007 16:00 |
Roy Dyckhoff (St. Andrews) |
Analytic Topology in Mathematics and Computer Science |
L3 |
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Thu, 18/01/2007 11:00 |
David Bew (Oxford) |
Advanced Logic Class |
L3 |
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Thu, 18/01/2007 12:00 |
David Skinner (Oxford) |
Junior Geometry Seminar |
SR1 |
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Thu, 18/01/2007 14:00 |
Prof Toby Driscoll (University of Delaware) |
Computational Mathematics and Applications |
Comlab |
| Radial basis functions have been used for decades for the interpolation of scattered, high-dimensional data. Recently they have attracted interest as methods for simulating partial differential equations as well. RBFs do not require a grid or triangulation, they offer the possibility of spectral accuracy with local refinement, and their implementation is very straightforward. A number of theoretical and practical breakthroughs in recent years has improved our understanding and application of these methods, and they are currently being tested on real-world applications in shallow water flow on the sphere and tear film evolution in the human eye. | |||
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Thu, 18/01/2007 14:30 |
Petter Andreas Bergh (Oxford / Trondheim) |
Representation Theory Seminar |
L3 |
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Thu, 18/01/2007 16:00 |
Paul-Olivier Dehaye (Oxford) |
Number Theory Seminar |
L3 |
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Thu, 18/01/2007 16:15 |
Thomas Teubner (Liverpool) |
Thursday Particle Seminar |
Fisher Room of NAPL |
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Thu, 18/01/2007 16:30 |
Ilia Kamotski (University of Bath) |
Differential Equations and Applications Seminar |
DH 1st floor SR |
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Fri, 19/01/2007 10:00 |
Alison Rust (Bristol) |
Workshops With Industry |
DH 3rd floor SR |
