Forthcoming Seminars
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Tue, 10/03/2009 15:45 |
Ian Grojnowksi (Cambridge) |
Algebraic and Symplectic Geometry Seminar |
L3 |
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Tue, 10/03/2009 17:00 |
Sebastian Krol (Torun) |
Functional Analysis Seminar |
L3 |
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Tue, 10/03/2009 17:00 |
Gunter Malle (University of Kaiserslautern) |
Algebra Seminar |
L2 |
| We classify certain linear representations of finite groups with a large orbit. This is motivated by a question on the number of conjugacy classes of a finite group. | |||
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Wed, 11/03/2009 11:30 |
George Raptis (University of Oxford) |
Algebra Kinderseminar |
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Wed, 11/03/2009 13:00 |
François Genoud (OxPDE, University of Oxford) |
OxPDE Lunchtime Seminar |
Gibson 1st Floor SR |
The aim of my talk is to present the work of my PhD Thesis and my current research. It is concerned with local/global bifurcation of standing wave solutions to some nonlinear Schrödinger equations in and with stability properties of these solutions. The equations considered have a nonlinearity of the form , where decays at infinity and is subject to various assumptions. In particular, could be singular at the origin.
Local/global smooth branches of solutions are obtained for the stationary equation by combining variational techniques and the implicit function theorem. The orbital stability of the corresponding standing waves is studied by means of the abstract theory of Grillakis, Shatah and Strauss. |
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Wed, 11/03/2009 14:15 |
Paul Glasserman (Columbia) |
Nomura Seminar |
Oxford-Man Institute |
| We analyze the impact of portfolio rebalancing frequency on the measurement of risk over a moderately long horizon. This problem arises from an incremental capital charge recently proposed by the Basel Committee on Banking Supervision. The new risk measure calculates VaR over a one-year horizon at a high confidence level and assigns different rebalancing frequencies to different types of assets to capture potential illiquidity. We analyze the difference between discretely and continuously rebalanced portfolios in a simple model of asset dynamics by examining the limit as the rebalancing frequency increases. This leads to alternative approximations at moderate and extreme loss levels. We also show how to incorporate multiple scales of rebalancing frequency in the analysis | |||
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Wed, 11/03/2009 16:00 |
Adam Ostaszewski (LSE) |
Analytic Topology in Mathematics and Computer Science |
L3 |
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Thu, 12/03/2009 09:00 |
Benson Muite and Yichao Zhu (Oxford) |
OxMOS Workshop/Meeting/Lecture |
Gibson 1st Floor SR |
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Thu, 12/03/2009 11:00 |
Prof. Chris Farmer (OCIAM & Schlumberger Abingdon Technology Centre, Oxford) |
Applied Dynamical Systems and Inverse Problems Seminar |
DH 3rd floor SR |
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Thu, 12/03/2009 12:00 |
Ben Davison (Oxford) |
Junior Geometry and Topology Seminar |
SR1 |
| This talk concerns the relationships between Donaldson-Thomas, Pandharipande-Thomas, and Szendroi invariants established via analysis of the geometry of wall crossing phenomena of suitably general moduli spaces. I aim to give a reasonably detailed account of the simplest example, the conifold, where in fact all of the major ideas can be easily seen. | |||
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Thu, 12/03/2009 12:30 |
Habib Ammari (CNRS) |
OxPDE Lunchtime Seminar |
Gibson 1st Floor SR |
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Thu, 12/03/2009 14:00 |
Prof Ke Chen (The University of Liverpool) |
Computational Mathematics and Applications |
Rutherford Appleton Laboratory, nr Didcot |
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In recent years, the interdisciplinary field of imaging science has been experiencing an explosive growth in research activities including more models being developed, more publications generated, and above all wider applications attempted. |
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Thu, 12/03/2009 14:30 |
Gus Lehrer (Sydney/Oxford) |
Representation Theory Seminar |
L3 |
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Thu, 12/03/2009 16:00 |
Ian Kiming (Copenhagen) |
Number Theory Seminar |
L3 |
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Thu, 12/03/2009 16:30 |
Mark Kelmanson (University of Leeds) |
Differential Equations and Applications Seminar |
DH 1st floor SR |
| The classic coating-flow problem first studied experimentally by Moffat and asymptotically by Pukhnachov in 1977 is reconsidered in the framework of multiple-timescale asymptotics. Two-timescale approximations of the height of the thin film coating a rotating horizontal circular cylinder are obtained from an asymptotic analysis, in terms of small gravitational and capillary parameters, of Pukhnachov's nonlinear evolution for the film thickness. The transition, as capillary effects are reduced, from smooth to shock-like solutions is examined, and interesting large-time dynamics in this case are determined via a multiple-timescale analysis of a Kuramoto-Sivashinsky equation. A pseudo-three-timescale method is proposed and demonstrated to improve the accuracy of the smooth solutions, and an asymptotic analysis of a modified Pukhnachov's equation, one augmented by inertial terms, leads to an expression for the critical Reynolds number above which the steady states first analysed by Moffatt and Pukhnachov cannot be realised. As part of this analysis, some interesting implications of the effects of different scalings on inertial terms is discussed. All theoretical results are validated by either spectral or extrapolated numerics. | |||
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Fri, 13/03/2009 10:00 |
Mark Wakefield (Schlumberger) |
Industrial and Interdisciplinary Workshops |
DH 1st floor SR |
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Fri, 13/03/2009 14:30 |
Dr Kieran Neylon, (Schlumberger Oil Field Research Services) |
Mathematical Geoscience Seminar |
DH 3rd floor SR |
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Fri, 13/03/2009 16:30 |
James MacLaurin (University of Oxford) |
Junior Applied Mathematics Seminar |
DH 3rd floor SR |

and with stability properties of these solutions. The equations considered have a nonlinearity of the form
, where
decays at infinity and is subject to various assumptions. In particular,
could be singular at the origin.
Local/global smooth branches of solutions are obtained for the stationary equation by combining variational techniques and the implicit function theorem. The orbital stability of the corresponding standing waves is studied by means of the abstract theory of Grillakis, Shatah and Strauss.