Forthcoming Seminars
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Tue, 02/12/2008 16:30 |
Jonathan Gula (Paris) |
Geophysical and Nonlinear Fluid Dynamics Seminar  |
Dobson Room, AOPP |
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Tue, 02/12/2008 17:00 |
Agata Smoktunowicz (Edinburgh) |
Algebra Seminar |
L2 |
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Wed, 03/12/2008 09:00 |
Bernhard Langwallner and Timothy Squires |
OxMOS Workshop/Meeting/Lecture |
DH 3rd floor SR |
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Wed, 03/12/2008 11:30 |
George Wellen (University of Oxford) |
Algebra Kinderseminar |
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| In this talk, I shall endeavour to explain to the uneducated and uninitiated the joys and pleasures one can have studying automata. | |||
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Wed, 03/12/2008 16:00 |
Dimitrina Stavrova (Sofia) |
Analytic Topology in Mathematics and Computer Science |
L3 |
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Thu, 04/12/2008 12:00 |
Roberto Rubio (ICMAT Spain) |
Junior Geometry and Topology Seminar |
SR1 |
We introduce the notion of  -Higgs bundle from studying the representations of the fundamental group of a closed connected oriented surface  in a Lie group . If turns to be the isometry group of a Hermitian symmetric space, much more can be said about the moduli space of -Higgs bundles, but this also implies dealing with exceptional cases. We will try to face all these subjects intuitively and historically, when possible! |
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Thu, 04/12/2008 14:00 |
Jonathan Hogg (Rutherford Appleton Laboratory) |
Computational Mathematics and Applications |
Comlab |
| Multicore chips are nearly ubiquitous in modern machines, and to fully exploit this continuation of Moore's Law, numerical algorithms need to be able to exploit parallelism. We describe recent approaches to both dense and sparse parallel Cholesky factorization on shared memory multicore systems and present results from our new codes for problems arising from large real-world applications. In particular we describe our experiences using directed acyclic graph based scheduling in the dense case and retrofitting parallelism to a sparse serial solver. | |||
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Thu, 04/12/2008 14:30 |
Nadia Mazza (Lancaster) |
Representation Theory Seminar |
L3 |
| This is joint work with Diaz, Glesser and Park. In Proc. Instructional Conf, Oxford 1969, G. Glauberman shows that several global properties of a finite group are determined by the properties of its p-local subgroups for some prime p. With Diaz, Glesser and Park, we reviewed these results by replacing the group by a saturated fusion system and proved that the ad hoc statements hold. In this talk, we will present the adapted versions of some of Glauberman and Thompson theorems. | |||
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Thu, 04/12/2008 16:00 |
Trevor Wooley (Bristol) |
Number Theory Seminar |
L3 |
| We report on work joint with Scott Parsell in which estimates are obtained for the set of real numbers not closely approximated by a given form with real coefficients. "Slim" technology plays a role in obtaining the sharpest estimates. | |||
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Thu, 04/12/2008 16:30 |
Paul Bressloff (Utah) |
Differential Equations and Applications Seminar |
L2 |
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Thu, 04/12/2008 17:00 |
Martin Ziegler (Freiburg) |
Logic Seminar |
L3 |
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Fri, 05/12/2008 10:00 |
Nick Jones (Physics) |
Industrial and Interdisciplinary Workshops |
L3 |
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Fri, 05/12/2008 11:45 |
Anthony Bron (Opthalmology) |
Industrial and Interdisciplinary Workshops |
L3 |
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Fri, 05/12/2008 14:00 |
Angus Macintyre (Queen Mary) |
Logic Seminar |
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Fri, 05/12/2008 14:15 |
Chris Rogers (Cambridge) |
Mathematical Finance Seminar |
DH 1st floor SR |
| The theory of risk measurement has been extensively developed over the past ten years or so, but there has been comparatively little effort devoted to using this theory to inform portfolio choice. One theme of this paper is to study how an investor in a conventional log-Brownian market would invest to optimize expected utility of terminal wealth, when subjected to a bound on his risk, as measured by a coherent law-invariant risk measure. Results of Kusuoka lead to remarkably complete expressions for the solution to this problem. The second theme of the paper is to discuss how one would actually manage (not just measure) risk. We study a principal/agent problem, where the principal is required to satisfy some risk constraint. The principal proposes a compensation package to the agent, who then optimises selfishly ignoring the risk constraint. The principal can pick a compensation package that induces the agent to select the principal's optimal choice. | |||
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Fri, 05/12/2008 14:30 |
Professor Neil Crout (University of Nottingham) |
Mathematical Geoscience Seminar |
Gibson 1st Floor SR |
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Fri, 05/12/2008 16:30 |
Nathan Korda (University of Oxford) |
Junior Applied Mathematics Seminar |
DH 3rd floor SR |
