Forthcoming Seminars
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Fri, 30/10/2009 14:00 |
Professor Martin Howard (John Innes Centre) |
Mathematical Biology and Ecology Seminar |
L3 |
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Fri, 30/10/2009 14:15 |
Mark Davis (Imperial) |
Nomura Seminar |
DH 1st floor SR |
| This paper considers a portfolio optimization problem in which asset prices are represented by SDEs driven by Brownian motion and a Poisson random measure, with drifts that are functions of an auxiliary diffusion 'factor' process. The criterion, following earlier work by Bielecki, Pliska, Nagai and others, is risk-sensitive optimization (equivalent to maximizing the expected growth rate subject to a constraint on variance.) By using a change of measure technique introduced by Kuroda and Nagai we show that the problem reduces to solving a certain stochastic control problem in the factor process, which has no jumps. The main result of the paper is that the Hamilton-Jacobi-Bellman equation for this problem has a classical solution. The proof uses Bellman's "policy improvement" method together with results on linear parabolic PDEs due to Ladyzhenskaya et al. This is joint work with Sebastien Lleo. | |||
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Mon, 02/11/2009 12:00 |
Jock McOrist (Cambridge) |
String Theory Seminar |
L3 |
| Intersecting brane models in string theory have proven a useful tool for studying the dynamics of quantum field theories. I will describe how certain brane models may be used to shed light on the phenomenon of supersymmetry breaking and vacuum selection in a cosmological context. | |||
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Mon, 02/11/2009 14:15 |
Nigel Hitchin |
Geometry and Analysis Seminar |
L3 |
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Mon, 02/11/2009 14:15 |
Mireille Capitaine (Université de Toulouse) |
Stochastic Analysis Seminar |
Eagle House |
| Joint work with C. Donati-Martin and D. Feral | |||
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Mon, 02/11/2009 15:45 |
Karen Vogtmann (Cornell and MPI Bonn) |
Topology Seminar |
L3 |
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Mon, 02/11/2009 15:45 |
Francesco Russo (Université Paris13) |
Stochastic Analysis Seminar |
Eagle House |
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Mon, 02/11/2009 16:00 |
Hung Manh Bui (Mathematical Institute, Oxford) |
Junior Number Theory Seminar |
SR1 |
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Mon, 02/11/2009 17:00 |
Thomas Schmidt (Universität Erlangen-Nürnberg) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
We investigate the minimization problem for the variational integral
. It is well known that
the existence of minimizers can be established if the problem is formulated
in a generalized way in the space of functions of bounded variation. In
this talk we will discuss a uniqueness theorem for these generalized
minimizers. Actually, the theorem holds for a larger class of variational
integrals with linear growth and was obtained in collaboration with Lisa
Beck (SNS Pisa). |
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Tue, 03/11/2009 12:00 |
Piotr Bizon (Jagiellonian University) |
Relativity Seminar |
L3 |
| I will present recent joint work with Tadek Chmaj and Andrzej Rostworowski concerning late-time behavior of self-gravitating massless fields. We show that the asymptotic convergence to a static equilibrium (Minkowski or Schwarzschild) is an essentially nonlinear phenomenon which cannot, despite many assertions to the contrary in the literature, be properly described by the theory of linearized perturbations on a fixed static asymptotically flat background (so called Price's tails). To substantiate this claim in the case of small initial data we compute the late-time tails (both the decay rate and the amplitude) in four and higher even spacetime dimensions using nonlinear perturbation theory and we verify the results numerically. The reason for considering this problem in higher dimensions was motivated by the desire to demonstrate an accidental and misleading character of equality of decay rates of linear and nonlinear tails in four dimensions. | |||
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Tue, 03/11/2009 14:00 |
Gabriel Koch (University of Oxford) |
OxPDE Lunchtime Seminar |
Gibson 1st Floor SR |
We present an alternative viewpoint on recent studies of regularity of solutions to the Navier-Stokes equations in critical spaces. In particular, we prove that mild solutions which remain bounded in the
space do not become singular in finite time, a result which was proved in a more general setting by L. Escauriaza, G. Seregin and V. Sverak using a different approach. We use the method of "concentration-compactness" + "rigidity theorem" which was recently developed by C. Kenig and F. Merle to treat critical dispersive equations. To the authors' knowledge, this is the first instance in which this method has been applied to a parabolic equation. This is joint work with Carlos Kenig. |
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Tue, 03/11/2009 14:00 |
Markus Reineke (Wuppertal) |
Algebraic and Symplectic Geometry Seminar |
SR2 |
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Tue, 03/11/2009 14:30 |
Oliver Riordan (Oxford) |
Combinatorial Theory Seminar |
L3 |
One of the main aims in the theory of percolation is to find the `critical probability' above which long range connections emerge from random local connections with a given pattern and certain individual probabilities. The quintessential example is Kesten's result from 1980 that if the edges of the square lattice are selected independently with probability , then long range connections appear if and only if . The starting point is a certain self-duality property, observed already in the early 60s; the difficulty is not in this observation, but in proving that self-duality does imply criticality in this setting.
Since Kesten's result, more complicated duality properties have been used to determine a variety of other critical probabilities. Recently, Scullard and Ziff have described a very general class of self-dual percolation models; we show that for the entire class (in fact, a larger class), self-duality does imply criticality. |
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Tue, 03/11/2009 15:45 |
Markus Reineke (Wuppertal) |
Algebraic and Symplectic Geometry Seminar |
L3 |
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Tue, 03/11/2009 16:00 |
Benno Kuckuck |
Junior Geometric Group Theory Seminar |
DH 1st floor SR |
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Tue, 03/11/2009 17:00 |
Anne Thomas (Oxford) |
Algebra Seminar |
L2 |
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Tue, 03/11/2009 17:00 |
Graham Vincent-Smith (Oxford) |
Functional Analysis Seminar |
L3 |
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Wed, 04/11/2009 10:10 |
Chris Cawthorn |
OCCAM Literature Seminar |
OCCAM Common Room (RI2.28) |
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Wed, 04/11/2009 11:30 |
Tobias Barthel (University of Oxford) |
Algebra Kinderseminar |
ChCh, Tom Gate, Room 2 |
We will present different ideas leading to and evolving around geometry over the field with one element. After a brief summary of the so-called numbers-functions correspondence we will discuss some aspects of Weil's proof of the Riemann hypothesis for function fields. We will see then how lambda geometry can be thought of as a model for geometry over and what some familiar objects should look like there. If time permits, we will
explain a link with stable homotopy theory. |
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Wed, 04/11/2009 16:00 |
Andreas Doering (Oxford Comlab) |
Analytic Topology in Mathematics and Computer Science |
L3 |



. It is well known that
the existence of minimizers can be established if the problem is formulated
in a generalized way in the space of functions of bounded variation. In
this talk we will discuss a uniqueness theorem for these generalized
minimizers. Actually, the theorem holds for a larger class of variational
integrals with linear growth and was obtained in collaboration with Lisa
Beck (SNS Pisa).
do not become singular in finite time, a result which was proved in a more general setting by L. Escauriaza, G. Seregin and V. Sverak using a different approach. We use the method of "concentration-compactness" + "rigidity theorem" which was recently developed by C. Kenig and F. Merle to treat critical dispersive equations. To the authors' knowledge, this is the first instance in which this method has been applied to a parabolic equation. This is joint work with Carlos Kenig.
, then long range connections appear if and only if
. The starting point is a certain self-duality property, observed already in the early 60s; the difficulty is not in this observation, but in proving that self-duality does imply criticality in this setting.
Since Kesten's result, more complicated duality properties have been used to determine a variety of other critical probabilities. Recently, Scullard and Ziff have described a very general class of self-dual percolation models; we show that for the entire class (in fact, a larger class), self-duality does imply criticality. 