Forthcoming Seminars
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Thu, 19/02/2009 09:00 |
Gareth Jones and Richard Norton (Oxford) |
OxMOS Workshop/Meeting/Lecture  |
Gibson 1st Floor SR |
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Thu, 19/02/2009 11:00 |
Shilan Mistry (Oxford) |
Applied Dynamical Systems and Inverse Problems Seminar |
DH 3rd floor SR |
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Thu, 19/02/2009 11:00 |
T. Foster (Oxford) |
Advanced Logic Class |
SR1 |
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Thu, 19/02/2009 12:00 |
Dirk Schlueter (Oxford) |
Junior Geometry and Topology Seminar |
SR1 |
| I will briefly discuss the construction of the moduli spaces of (semi)stable bundles on a given curve. The main aim of the talk will be to describe various features of the geometry and topology of these moduli spaces, with emphasis on methods as much as on results. Topics may include irreducibility, cohomology, Verlinde numbers, Torelli theorems. | |||
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Thu, 19/02/2009 13:00 |
Xuedong He |
Mathematical Finance Internal Seminar |
DH 1st floor SR |
| In this paper we employ the quantile formulation to solve the SP/A portfolio choice model in continuous time. We show that the original version of the SP/A model proposed by Lopes is ill-posed in the continuous-time setting. We then generalise the SP/A model to one where a utility function is included, while the probability weighting (distortion) function is still present. The feasibility and well-posedness of the model are addressed and an explicit solution is derived. Finally, we study how the aspiration level and the probability weighting function affect the optimal solution | |||
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Thu, 19/02/2009 14:00 |
Dr Christian Mehl (University of Birmingham) |
Computational Mathematics and Applications |
Comlab |
| We discuss numerical methods for the solution of the palindromic eigenvalue problem Ax=λ ATx, where A is a complex matrix. Such eigenvalue problems occur, for example, in the vibration analysis of rail tracks. The structure of palindromic eigenvalue problems leads to a symmetry in the spectrum: all eigenvalues occur in reciprocal pairs. The need for preservation of this symmetry in finite precision arithmetic requires the use of structure-preserving numerical methods. In this talk, we explain how such methods can be derived. | |||
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Thu, 19/02/2009 16:00 |
Remke Kloosterman (Hannover) |
Number Theory Seminar |
L3 |
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Thu, 19/02/2009 16:30 |
Jan Bouwe van den Berg (Amsterdam) |
Differential Equations and Applications Seminar |
DH 1st floor SR |
| The harmonic map heat flow is a model for nematic liquid crystals and also has origins in geometry. We will introduce the model and discuss some of its mathematical properties. In particular, we will focus on the possibility that singularities may develop. The rate at which singularities develop is investigated in settings with certain symmetries. We use the method of matched asymptotic expansions and identify different scenarios for singularity formation. More specifically, we distinguish between singularities that develop in finite time and those that need infinite time to form. Finally, we discuss which results can be proven rigorously, as well as some open problems, and we address stability issues (ongoing work with JF Williams). | |||
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Thu, 19/02/2009 17:00 |
Gareth Boxall (Leeds) |
Logic Seminar |
L3 |
| Let T be a (one-sorted first order) geometric theory (so T has infinite models, T eliminates "there exist infinitely many" and algebraic closure gives a pregeometry). I shall present some results about T_P, the theory of lovely pairs of models of T as defined by Berenstein and Vassiliev following earlier work of Ben-Yaacov, Pillay and Vassiliev, of van den Dries and of Poizat. I shall present results concerning superrosiness, the independence property and imaginaries. As far as the independence property is concerned, I shall discuss the relationship with recent work of Gunaydin and Hieronymi and of Berenstein, Dolich and Onshuus. I shall also discuss an application to Belegradek and Zilber's theory of the real field with a subgroup of the unit circle. As far as imaginaries are concerned, I shall discuss an application of one of the general results to imaginaries in pairs of algebraically closed fields, adding to Pillay's work on that subject. | |||
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Fri, 20/02/2009 10:00 |
Andrea Schnepf (University of Natural Resources and Applied Life Sciences (Vienna)) |
Industrial and Interdisciplinary Workshops |
DH 1st floor SR |
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Fri, 20/02/2009 11:45 |
Jack Connor (UK AEA) |
Industrial and Interdisciplinary Workshops |
DH 1st floor SR |
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Fri, 20/02/2009 14:00 |
Dr Giles Richardson (School of Mathematics University of Southampton) |
Mathematical Biology Seminar |
L3 |
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Fri, 20/02/2009 14:15 |
Aurélien Alfonsi (ENPC) |
Nomura Seminar |
DH 1st floor SR |
| This paper presents weak second and third order schemes for the Cox-Ingersoll-Ross (CIR) process, without any restriction on its parameters. At the same time, it gives a general recursive construction method to get weak second-order schemes that extends the one introduced by Ninomiya and Victoir. Combining these both results, this allows to propose a second-order scheme for more general affine diffusions. Simulation examples are given to illustrate the convergence of these schemes on CIR and Heston models | |||
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Mon, 23/02/2009 11:00 |
Neil Strickland (Sheffield) |
Topology Advanced Classes |
L3 |
| I'll discuss my ongoing attempt to modernise the theory of the image of J. Some features that I would like to have are as follows: 1) Most of the spectra involved in the story should be E_\infty (or strictly commutative) ring spectra, and most of the maps involved should respect this structure. New machinery for dealing with E_\infty rings should be used systematically. 2) As far as possible the constructions used should not depend on arbitrary choices or on gratuitous localisation. 3) The Bernoulli numbers should enter via their primary definition as coefficients of a certain power series. 4) The image of J spectrum should be defined as the Bousfield localisation of S^0 with respect to KO, and other properties or descriptions should be deduced from this one. 5) There should be a clear conceptual explanation for the parallel appearance of Bernoulli numbers in the homotopy groups of J, K(Z) and in spectra related to surgery theory. | |||
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Mon, 23/02/2009 12:00 |
Dario Martelli (Swansea) |
String Theory Seminar |
L3 |
| I discuss different approaches for developing a holographic correspondence for theories with non-relativistic conformal symmetry. In particular, I will describe certain gravity backgrounds with non-relativistic conformal symmetry and their embedding in string theory. One method uses supergravity solution generating techniques. Another method is based on certain novel consistent Kaluza-Klein truncations with massive modes. These truncations have also other applications, in the context of the AdS/CFT correspondence, or otherwise. | |||
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Mon, 23/02/2009 14:15 |
Dr Sergei Zuev (University of Strathclyde) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
| Stochastic geometry gradually becomes a necessary theoretical tool to model and analyse modern telecommunication systems, very much the same way the queuing theory revolutionised studying the circuit switched telephony in the last century. The reason for this is that the spatial structure of most contemporary networks plays crucial role in their functioning and thus it has to be properly accounted for when doing their performance evaluation, optimisation or deciding the best evolution scenarios. The talk will present some stochastic geometry models and tools currently used in studying modern telecommunications. We outline specifics of wired, wireless fixed and ad-hoc systems and show how the stochastic geometry modelling helps in their analysis and optimisation. | |||
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Mon, 23/02/2009 15:45 |
Neil Strickland (Sheffield) |
Topology Seminar |
L3 |
| There is a well-known relationship between the theory of formal group schemes and stable homotopy theory, with Ravenel's chromatic filtration and the nilpotence theorem of Hopkins, Devinatz and Smith playing a central role. It is also familiar that one can sometimes get a more geometric understanding of homotopical phenomena by examining how they interact with group actions. In this talk we will explore this interaction from the chromatic point of view. | |||
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Mon, 23/02/2009 15:45 |
Dr Victor Kleptsyn (Université de Rennes) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
| Given a foliation of a compact manifold, leaves of which are equipped with a Riemannian metric, one can consider the associated "leafwise" Brownian motion, and study its asymptotic properties (such as asymptotic distribution, behaviour of holonomy maps, etc.). Lucy Garnet studied such measures, introducing the notion of a harmonic measure – stationary measure of this process; the name "harmonic" comes from the fact that a measure is stationary if and only if with respect to it integral of every leafwise Laplacian of a smooth function equals zero (so, the measure is "harmonic" in the sense of distributions). It turns out that for a transversally conformal foliation, unless it possesses a transversally invariant measure (which is a rather rare case), the associated random dynamics can be described rather precisely. Namely, for every minimal set in the foliation there exists a unique harmonic measure supported on it – and this gives all the possible ergodic harmonic measures (in particular, there is a finite number of them, and they are always supported on the minimal sets). Also, the holonomy maps turn out to be (with probability one) exponentially contracting – so, the Lyapunov exponent of the dynamics is negative. Finally, for any initial point almost every path tends to one of the minimal sets and is asymptotically distributed with respect to the corresponding harmonic measure – and the functions defining the probabilities of tending to different sets form a base in the space of continuous leafwise harmonic functions. An interesting effect that is a corollary of this consideration is that for transversally conformal foliations the number of the ergodic harmonic measures does not depend on the choice of Riemannian metric on the leaves. This fails for non-transversally conformal foliations: there is an example, recently constructed in a joint with S.Petite (following B.Deroin's technique). | |||
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Mon, 23/02/2009 16:00 |
Jahan Zahid (Oxford) |
Junior Number Theory Seminar |
SR1 |
Aside from a few tangential problems, this seminar will include a proof of Ostrowski's Theorem. This states than any norm over the rationals is equivalent to either the Euclidean norm or the  -adic norm, for some prime . |
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Mon, 23/02/2009 17:00 |
Eric Cances (CERMICS (ENPC)) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
| Electronic structure calculations are commonly used to understand and predict the electronic, magnetic and optic properties of molecular systems and materials. They are also at the basis of ab initio molecular dynamics, the most reliable technique to investigate the atomic scale behavior of materials undergoing chemical reactions (oxidation, crack propagation, ...). In the first part of my talk, I will briefly review the foundations of the density functional theory for electronic structure calculations. In the second part, I will present some recent achievements in the field, as well as open problems. I will focus in particular on the mathematical modelling of defects in crystalline materials. | |||
