Forthcoming Seminars
|
Mon, 14/01/2008 11:00 |
Philip Candelas (Oxford) |
String Theory Seminar |
L3 |
| Abstract: The moduli space of Calabi-Yau manifolds have a natural geometrical structure that has come to be known as special geometry. This geometry will be reviewed in the complex context and it will be shown that much of the structure persists for p-adic Calabi-Yau manifolds. | |||
|
Mon, 14/01/2008 13:15 |
Prof. Cedric Villani (ENS Lyon) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
| Born in France around 1780, the optimal transport problem has known a scientific explosion in the past two decades, in relation with dynamical systems and partial differential equations. Recently it has found unexpected applications in Riemannian geometry, in particular the encoding of Ricci curvature bounds | |||
|
Mon, 14/01/2008 13:15 |
Gil Cavalcanti (Oxford) |
Geometry and Analysis Seminar |
L3 |
|
Mon, 14/01/2008 14:45 |
Jessica Purcell (Oxford) |
Topology Seminar |
L3 |
| The complement of a knot or link is a 3-manifold which admits a geometric structure. However, given a diagram of a knot or link, it seems to be a difficult problem to determine geometric information about the link complement. The volume is one piece of geometric information. For large classes of knots and links with complement admitting a hyperbolic structure, we show the volume of the link complement is bounded by the number of twist regions of a diagram. We prove this result for a large collection of knots and links using a theorem that estimates the change in volume under Dehn filling. This is joint work with Effie Kalfagianni and David Futer | |||
|
Mon, 14/01/2008 14:45 |
Prof. Olivier Raimond (Universite Paris-Sud XI) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
This is a joint work with Bruno Schapira, and it is a work in progress.
We study recurrence and transience properties of some edge reinforced random walks on the integers: the probability to go from to at time is equal to where . Depending on the shape of , we give some sufficient criteria for recurrence or transience of these walks |
|||
|
Mon, 14/01/2008 15:00 |
Professor Qiang Du (Penn State University) |
OxMOS Workshop/Meeting/Lecture |
DH 3rd floor SR |
| Professor Qiang Du will go over some work on modelling interface/microstructures with curvature dependent energies and also the effect of elasticity on critical nuclei morphology. | |||
|
Mon, 14/01/2008 16:00 |
Jose L. Rodrigo (University of Warwick) |
Partial Differential Equations Seminar |
L3 |
|
Tue, 15/01/2008 11:00 |
Bob Coecke (Computing Lab) |
Quantum Field Theory Seminar |
L3 |
| We provide both a diagrammatic and logical system to reason about quantum phenomena. Essential features are entanglement, the flow of information from the quantum systems into the classical measurement contexts, and back—these flows are crucial for several quantum informatic scheme's such as quantum teleportation—, and mutually unbiassed observables—e.g. position and momentum. The formal structures we use are kin to those of topological quantum field theories—e.g. monoidal categories, compact closure, Frobenius objects, coalgebras. We show that our diagrammatic/logical language is universal. Informal appetisers can be found in: * Introducing Categories to the Practicing Physicist http://web.comlab.ox.ac.uk/oucl/work/bob.coecke/Cats.pdf * Kindergarten Quantum Mechanics http://arxiv.org/abs/quant-ph/0510032 | |||
|
Tue, 15/01/2008 14:45 |
Johannes Nordstrom (Cambridge) |
Algebraic and Symplectic Geometry Seminar |
L3 |
|
Tue, 15/01/2008 15:30 |
Prof. Sanjeev Sanghi (Indian Institute of Technology) |
Geophysical and Nonlinear Fluid Dynamics Seminar |
Dobson Room, AOPP |
|
Tue, 15/01/2008 16:00 |
Jochen Koenigsmann (Oxford) |
Algebra Seminar |
L1 |
|
Wed, 16/01/2008 10:00 |
Prof Dan Segal |
Algebra Kinderseminar |
Queen's College |
|
Wed, 16/01/2008 15:00 |
Rolf Suabedissen (Institute) |
Analytic Topology in Mathematics and Computer Science |
L3 |
|
Thu, 17/01/2008 10:00 |
Jamshid Derakhshan (Oxford) |
Advanced Logic Class |
L3 |
|
Thu, 17/01/2008 11:00 |
George Raptis (University of Oxford) |
Junior Geometry and Topology Seminar |
SR1 |
|
Thu, 17/01/2008 12:00 |
Michael Monoyios |
Mathematical Finance Internal Seminar |
DH 1st floor SR |
| The setting is a lognormal basis risk model. We study the optimal hedging of a claim on a non-traded asset using a correlated traded asset in a partial information framework, in which trading strategies are required to be adapted to the filtration generated by the asset prices. Assuming continuous observations, we take the assets' volatilites and the correlation as known, but the drift parameters are not known with certainty. We assume the drifts are random variables with a Gaussian prior distribution, derived from data prior to the hedging timeframe. This distribution is updated via a Kalman-Bucy filter. The result is a basis risk model with random drift parameters. Using exponsntial utility, the optimal hedging problem is attacked via the dual to the primal problem, leading to a representation for the hedging strategy in terms of derivatives of the indifference price. This representation contains additional terms reflecting uncertainty in the assets' drifts, compared with the classical full information model. An analytic approximation for the indifference price and hedge is developed, for small positions in the claim, using elementary ideas of Malliavin calculus. This is used to simulate the hedging of the claim over many histories, and the terminal hedging error distribution is computed to determine if learning can counteract the effect of drift parameter uncertainty. | |||
|
Thu, 17/01/2008 13:30 |
Steve Doty (Loyola) |
Representation Theory Seminar |
L3 |
| The representation theory of symmetric groups starts with the permutation modules. It turns out that the annihilator of a permutation module can be described explicitly in terms of the combinatorics of Murphy's cellular basis of the group algebra of the symmetric group in question. In fact, we will show that the annihilator is always a cell ideal. This is recent joint work with K. Nyman. | |||
|
Thu, 17/01/2008 14:00 |
Prof Zdenek Strakos (Academy of Sciences of the Czech Republic) |
Computational Mathematics and Applications |
Comlab |
Consider a system of linear algebraic equations where is an by real matrix and a real vector of length . Unlike in the linear iterative methods based
on the idea of splitting of , the Krylov subspace methods, which are used in computational kernels of various optimization techniques, look for some optimal approximate solution in the subspaces (here we assume, with no loss of generality, ). As a consequence, though the problem is linear, Krylov subspace methods are not. Their convergence behaviour cannot be viewed as an (unimportant) initial transient stage followed by the subsequent convergence stage. Apart from very simple, and from the point of view of Krylov subspace methods uninteresting cases, it cannot be meaningfully characterized by an asymptotic rate of convergence. In Krylov subspace methods such as the conjugate gradient method (CG) or the generalized minimal residual method (GMRES), the optimality at each step over Krylov subspaces of increasing dimensionality makes any linearized description inadequate.
CG applied to with a symmetric positive definite can be viewed as a method for numerical minimization the quadratic functional . In order to reveal its nonlinear character, we consider CG a matrix formulation of the Gauss-Christoffel quadrature, and show that it essentially solves the classical Stieltjes moment problem. Moreover, though the CG behaviour is fully determined by the spectral decomposition of the
problem, the relationship between convergence and spectral information is nothing but simple. We will explain several phenomena where an intuitive commonly used argumentation can lead to wrong conclusions, which can be found in the literature. We also show that rounding error analysis of CG brings fundamental understanding of seemingly unrelated problems in convergence analysis and in theory of the Gauss-Christoffel quadrature.
In remaining time we demonstrate that in the unsymmetric case the spectral information is not generally sufficient for description of behaviour of Krylov subspace methods. In particular, given an arbitrary prescribed convergence history of GMRES and an arbitrary
prescribed spectrum of the system matrix, there is always a system such that GMRES follows the prescribed convergence while has the prescribed spectrum. |
|||
|
Thu, 17/01/2008 15:00 |
Nick Shepherd-Barron (Cambridge) |
Number Theory Seminar |
L3 |
|
Thu, 17/01/2008 15:30 |
Differential Equations and Applications Seminar |
DH 1st floor SR | |

and 
to
at time
is equal to
where
. Depending on the shape of
, we give some sufficient criteria for recurrence or transience of these walks
where
is an
a real vector of length
in the subspaces
(here we assume, with no loss of generality,
). As a consequence, though the problem
is linear, Krylov subspace methods are not. Their convergence behaviour cannot be viewed as an (unimportant) initial transient stage followed by the subsequent convergence stage. Apart from very simple, and from the point of view of Krylov subspace methods uninteresting cases, it cannot be meaningfully characterized by an asymptotic rate of convergence. In Krylov subspace methods such as the conjugate gradient method (CG) or the generalized minimal residual method (GMRES), the optimality at each step over Krylov subspaces of increasing dimensionality makes any linearized description inadequate.
CG applied to
. In order to reveal its nonlinear character, we consider CG a matrix formulation of the Gauss-Christoffel quadrature, and show that it essentially solves the classical Stieltjes moment problem. Moreover, though the CG behaviour is fully determined by the spectral decomposition of the
problem, the relationship between convergence and spectral information is nothing but simple. We will explain several phenomena where an intuitive commonly used argumentation can lead to wrong conclusions, which can be found in the literature. We also show that rounding error analysis of CG brings fundamental understanding of seemingly unrelated problems in convergence analysis and in theory of the Gauss-Christoffel quadrature.
In remaining time we demonstrate that in the unsymmetric case the spectral information is not generally sufficient for description of behaviour of Krylov subspace methods. In particular, given an arbitrary prescribed convergence history of GMRES and an arbitrary
prescribed spectrum of the system matrix, there is always a system