Forthcoming Seminars

Mon, 19/01/2009
12:00 		Maximo Bañados (Pontificia Universidad Católica de Chile and Oxford) String Theory Seminar Add to calendar L3
Born-Infeld gravity, bigravity, and their cosmological applications
In an attempt to define the ground state of general relativity as a state with no metric we arrive at a bigravity action. This action has surprising applications to cosmology and is competitive with the standard dark matter paradigm. Fluctuations and CMB spectra are briefly discussed.    
Mon, 19/01/2009
14:15 		Professor Sandy Davie (Edinburgh) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
Existence of unique solutions for SDEs for individual driving paths.
Existence and uniqueness theorems for (vector) stochastic differential equations dx=a(t,x)dt+b(t,x)dW are usually formulated at the level of stochastic processes. If one asks for such a result for an individual driving Brownian path W then there is a difficulty of interpretation.One solution to this is to use rough path theory, and in this context a uniqueness theorem can be proved (for a.e. W) for dx=b(x)dW if b has Holder continuous derivative. Another variant with a natural interpretation is dx=a(t,x)dt+dW where, if a is bounded Borel, uniqueness can be shown for a.e. W. The talk will explore the extent to which these two approaches can be combined.
Mon, 19/01/2009
15:45 		Yoshikata Kida (Tohoku) Topology Seminar Add to calendar L3
Measure-theoretic rigidity for mapping class groups
Mon, 19/01/2009
15:45 		Dr Daniel Levin (Oxford) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
A new combinatorial method for calculating the moments of Lévy area
We present a new way to compute the moments of the Lévy area of a two-dimensional Brownian motion. This is a classical problem of great importance, originally solved by Lévy. Our approach uses iterated integrals and combinatorial arguments involving the shuffle product (joint paper with Mark Wildon, Swansea). 
Tue, 20/01/2009
12:00 		Éric Oliver Paquette (Comlab) Quantum Field Theory Seminar Add to calendar L3
Topological quantum computing and anyons
Tue, 20/01/2009
14:30 		John Talbot (UCL) Combinatorial Theory Seminar Add to calendar L3
Vertex Turan problems in the hypercube
Let $ Q_n=\{0,1\}^n $ be the $ n $-dimensional hypercube. For $ 1\leq d \leq n $ and $ F\subseteq Q_d $ we consider the question of how large $ S\subseteq Q _n $ can be if every embedding $ i:Q_d\to Q_n $ satisfies $ i(F)\not\subseteq S $. We determine the asymptotic behaviour of the largest $ F $-free subsets of $ Q_n $ for a variety of $ F $, in particular we generalise the sole non-trivial prior result in this area: $ F=Q_2 $ due to E.A. Kostochka. Many natural questions remain open. This is joint work with Robert Johnson.
Tue, 20/01/2009
15:45 		Frances Kirwan (Oxford) Algebraic and Symplectic Geometry Seminar Add to calendar L3
Non-reductive GIT
Tue, 20/01/2009
16:30 		Xiaodong Luo (University of Oxford) Geophysical and Nonlinear Fluid Dynamics Seminar Add to calendar Dobson Room, AOPP
Recursive Bayesian filters for data assimilation
Tue, 20/01/2009
17:00 		Benjamin Klopsch (Royal Holloway) Algebra Seminar Add to calendar L2
Representation zeta functions of p-adic Lie groups
In a joint project with Christopher Voll, I have investigated the representation zeta functions of compact p-adic Lie groups. In my talk I will explain some of our results, e.g. the existence of functional equations in a suitable global setting, and discuss open problems. In particular, I will indicate how piecing together information about local zeta functions allows us to determine the precise abscissa of convergence for the representation zeta function of the arithmetic group SL3(Z).
Wed, 21/01/2009
11:30 		David Craven (University of Oxford) Algebra Kinderseminar Add to calendar
Old theorems, new proofs: A week in fusion systems (HELD IN CHCH, Tom Gate, Room 2)
Last week, I proved five theorems about fusion systems, each with a (relatively) trivial proof. All of these theorems were known, but in each case the proof was (in some cases highly) non-trivial. I will introduce fusion systems and talk a bit about why they are interesting, and then prove some, or maybe all, of the theorems I proved.
Thu, 22/01/2009
11:00 		Jamshid Derakhshan (Oxford) Advanced Logic Class Add to calendar SR1
Model theory of p-adic fields
Thu, 22/01/2009
12:00 		Jeff Giansiracusa (Oxford) Junior Geometry and Topology Seminar Add to calendar SR1
Ribbon graphs and moduli spaces of curves
Thu, 22/01/2009
12:30 		Mason Porter (University of Oxford) OxPDE Lunchtime Seminar Add to calendar Gibson 1st Floor SR
Wave Propagation in One-Dimensional Granular Lattices
I will discuss the investigatation of highly nonlinear solitary waves in heterogeneous one-dimensional granular crystals using numerical computations, asymptotics, and experiments. I will focus primarily on periodic arrangements of particles in experiments in which stiffer/heavier stainless stee are alternated with softer/lighter ones. The governing model, which is reminiscent of the Fermi-Pasta-Ulam lattice, consists of a set of coupled ordinary differential equations that incorporate Hertzian interactions between adjacent particles. My collaborators and I find good agreement between experiments and numerics and gain additional insight by constructing an exact compaction solution to a nonlinear partial differential equation derived using long-wavelength asymptotics. This research encompasses previously-studied examples as special cases and provides key insights into the influence of heterogeneous, periodic lattice on the properties of the solitary waves. I will briefly discuss more recent work on lattices consisting of randomized arrangements of particles, optical versus acoustic modes, and the incorporation of dissipation.
Thu, 22/01/2009
13:00 		Vicky Henderson Mathematical Finance Internal Seminar Add to calendar DH 1st floor SR
Prospect Theory, Partial Liquidation and the Disposition Effect
We solve the problem of an agent with prospect theory preferences who seeks to liquidate a portfolio of (divisible) claims. Our methodology enables us to consider different formulations of prospect preferences in the literature (piecewise exponential or piecewise power) and various price processes. We find that these differences in specification matter - for instance, with piecewise power functions, the agent may liquidate at a loss relative to break-even, albeit the likelihood of liquidating at a gain is much higher than liquidating at a loss. This is consistent with the disposition effect documented in empirical and experimental studies. We find the agent does not choose to partially liquidate a position, but rather, if liquidation occurs, the entire position is sold. This is in contrast to partial liquidation when agents have standard concave utilities.
Thu, 22/01/2009
14:00 		Dr Fred Wubs (University of Groningen) Computational Mathematics and Applications Add to calendar Rutherford Appleton Laboratory, nr Didcot
Preconditioning of linear systems in an ocean flow model
The climate is largely determined by the ocean flow, which in itself is driven by wind and by gradients in temperature and salinity. Nowadays numerical models exist that are able to describe the occurring phenomena not only qualitatively but also quantitatively. At the Institute for Marine and Atmospheric research Utrecht (IMAU) a so-called thermohaline circulation model is developed in which methods of dynamical systems theory are used to study the stability of ocean flows. Here bifurcation diagrams are constructed by varying the strength of the forcing, for instance the amount of fresh water coming in from the north due to melting. For every value of the strength we have to solve a nonlinear system, which is handled by a Newton-type method. This produces many linear systems to be solved.  In the talk the following will be addressed: the form of the system of equations, a special purpose method which uses Trilinos and MRILU. The latter is a multilevel ILU preconditioner developed at Groningen University. Results of the approach obtained on the Dutch national supercomputer will be shown.
Thu, 22/01/2009
14:15 		Bruno Bouchard (Paris, Dauphine) Stochastic Analysis Seminar Add to calendar DH 1st floor SR
Optimal Control Under Stochastic Target Constraints
Normal 0 false false false EN-GB X-NONE X-NONE MicrosoftInternetExplorer4 /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} We study a class of Markovian optimal stochastic control problems in which the controlled process $ Z^\nu $ is constrained to satisfy an a.s.~constraint $ Z^\nu(T)\in G\subset \R^{d+1} $ $ \Pas $ at some final time $ T>0 $.  When the set is of the form $ G:=\{(x,y)\in \R^d\x \R~:~g(x,y)\ge 0\} $, with $ g $ non-decreasing in $ y $, we provide a Hamilton-Jacobi-Bellman  characterization of the associated value function. It gives rise to a state constraint problem where the constraint can be expressed in terms of an auxiliary value function $ w $ which characterizes the set $ D:=\{(t,Z^\nu(t))\in [0,T]\x\R^{d+1}~:~Z^\nu(T)\in G\;a.s. $ for some $ \nu\} $. Contrary to standard state constraint problems, the domain $ D $ is not given a-priori and we do not need to impose conditions on its boundary. It is naturally incorporated in the auxiliary value function $ w $ which is itself a viscosity solution of a non-linear parabolic PDE.  Applying ideas recently developed in Bouchard, Elie and Touzi (2008), our general result also allows to consider optimal control problems with moment constraints of the form $ \Esp{g(Z^\nu(T))}\ge 0 $ or $ \Pro{g(Z^\nu(T))\ge 0}\ge p $.

For any corrections/updates to these listings, please contact seminars [-at-] maths [dot] ox [dot] ac [dot] uk.

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