Forthcoming Seminars

Thu, 12/11/2009
16:00 		Minhyong Kim (University College London) Number Theory Seminar Add to calendar L3
Galois theory and Diophantine geometry
Thu, 12/11/2009
17:00 		Philip Scowcroft (Wesleyan) Logic Seminar Add to calendar L3
Existentially closed dimension groups
Fri, 13/11/2009
10:00 		Andy Stove (Thales Aerospace, Crawley) Industrial and Interdisciplinary Workshops Add to calendar DH 1st floor SR
The Information in a Radar Return
The aim is to explore whether we can extend the work of PM Woodward first published many years ago, to see if we can extract more information than we do to date from our radar returns. A particular interest is in the information available for target recognition, which requires going beyond Woodward's assumption that the target has no internal structure.
Fri, 13/11/2009
14:00 		Marius Paicu (University of Paris XI) OxPDE Lunchtime Seminar Add to calendar Gibson 1st Floor SR
Global solutions for the Navier-Stokes equations with some large initial data
We consider the three dimensional Navier-Stokes equations with a large initial data and we prove the existence of a global smooth solution. The main feature of the initial data is that it varies slowly in the vertical direction and has a norm which blows up as the small parameter goes to zero. In the language of geometrical optics, this type of initial data can be seen as the “ill prepared" case. Using analytical-type estimates and the special structure of the nonlinear term of the equation we obtain the existence of a global smooth solution generated by this large initial data. This talk is based on a work in collaboration with J.-Y. Chemin and I. Gallagher and on a joint work with Z. Zhang.
Fri, 13/11/2009
14:00 		Dr Mark Fricker ( (University of Oxford) Mathematical Biology and Ecology Seminar Add to calendar L3
Imaging and modelling fungal network dynamics
Fri, 13/11/2009
14:15 		Jin-Chuan Duan (National University of Singapore) Nomura Seminar Add to calendar DH 1st floor SR
Clustered Default
Defaults in a credit portfolio of many obligors or in an economy populated with firms tend to occur in waves. This may simply reflect their sharing of common risk factors and/or manifest their systemic linkages via credit chains. One popular approach to characterizing defaults in a large pool of obligors is the Poisson intensity model coupled with stochastic covariates, or the Cox process for short. A constraining feature of such models is that defaults of different obligors are independent events after conditioning on the covariates, which makes them ill-suited for modeling clustered defaults. Although individual default intensities under such models can be high and correlated via the stochastic covariates, joint default rates will always be zero, because the joint default probabilities are in the order of the length of time squared or higher. In this paper, we develop a hierarchical intensity model with three layers of shocks – common, group-specific and individual. When a common (or group-specific) shock occurs, all obligors (or group members) face individual default probabilities, determining whether they actually default. The joint default rates under this hierarchical structure can be high, and thus the model better captures clustered defaults. This hierarchical intensity model can be estimated using the maximum likelihood principle. A default signature plot is invented to complement the typical power curve analysis in default prediction. We implement the new model on the US corporate bankruptcy data and find it far superior to the standard intensity model both in terms of the likelihood ratio test and default signature plot.
Mon, 16/11/2009
12:00 		James Sparks (Oxford) String Theory Seminar Add to calendar L3
M2-branes at hypersurface singularities and their deformations
I will introduce a family of supersymmetric Chern-Simons-matter theories in d=2+1 dimensions, labelled by a positive integer n, and argue that these describe the low-energy worldvolume theory of M2-branes at a corresponding family of four-fold hypersurface singularities. There are dual descriptions in Type IIA involving a family of three-fold hypersurface singularities, and also a Type IIB dual of Hanany-Witten type involving D3-branes suspended between 5-branes. The n=1 theory has manifest N=6 superconformal symmetry and is the Aharony-Bergman-Jafferis-Maldacena theory on an M2-brane in flat spacetime. The n>1 theories are not conformal: however, the n>2 theories are all argued to flow to the same superconformal IR fixed point, while the n=2 theory flows to a theory that is AdS/CFT dual to a certain homogeneous Sasaki-Einstein 7-manifold. This is the base of the four-fold "conifold" singularity, and the smooth deformation of this singularity is interpreted as a particular mass deformation in the field theory. The IR theory of this deformation is conjecturally confining.
Mon, 16/11/2009
14:15 		Chunrong Feng (Loughborough University) Stochastic Analysis Seminar Add to calendar Eagle House
Local Time Rough Path for Lévy Processes
Mon, 16/11/2009
15:45 		Loic Chaumont (Université d’Angers) Stochastic Analysis Seminar Add to calendar Eagle House
Some invariance principles for functionals of Lévy processes
We prove that when a sequence of Lévy processes $ X(n) $ or a normed sequence of random walks $ S(n) $ converges a.s. on the Skorokhod space toward a Lévy process $ X $, the sequence $ L(n) $ of local times at the supremum of $ X(n) $ converges uniformly on compact sets in probability toward the local time at the supremum of $ X $. A consequence of this result is that the sequence of (quadrivariate) ladder processes (both ascending and descending) converges jointly in law towards the ladder processes of $ X $. As an application, we show that in general, the sequence $ S(n) $ conditioned to stay positive converges weakly, jointly with its local time at the future minimum, towards the corresponding functional for the limiting process $ X $. From this we deduce an invariance principle for the meander which extends known results for the case of attraction to a stable law.
Mon, 16/11/2009
15:45 		Alex Suciu (Northeastern University) Topology Seminar Add to calendar L3
Cohomology jump loci, sigma-invariants, and fundamental groups of alge-
Mon, 16/11/2009
16:00 		George Walker (Mathematical Institute, Oxford) Junior Number Theory Seminar Add to calendar SR1
A soupçon of Berkovich spaces
Mon, 16/11/2009
17:00 		Mark Peletier (Technical University Eindhoven) Partial Differential Equations Seminar Add to calendar Gibson 1st Floor SR
Probing the origin of Wasserstein gradient flows
The talk starts with the observation that many well-known systems of diffusive type can be written as Wasserstein gradient flows. The aim of the talk is to understand _why_ this is the case. We give an answer that uses a connection between diffusive PDE systems and systems of Brownian particles, and we show how the Wasserstein metric arises in this context. This is joint work with Johannes Zimmer, Nicolas Dirr, and Stefan Adams.
Tue, 17/11/2009
12:00 		Harvey Reall (DAMTP Cambridge) Relativity Seminar Add to calendar L3
Algebraically special solutions in more than four dimensions
Algebraic classification of the Weyl tensor is an important tool for solving the Einstein equation. I shall review the classification for spacetimes of dimension greater than four, and recent progress in using it to construct new exact solutions. The higher-dimensional generalization of the Goldberg-Sachs theorem will be discussed.
Tue, 17/11/2009
14:30 		Imre Leader (Cambridge) Combinatorial Theory Seminar Add to calendar L3
Higher Order Tournaments
Given $ n $ points in general position in the plane, how many of the triangles formed by them can contain the origin? This problem was solved 25 years ago by Boros and Furedi, who used a beautiful translation of the problem to a non-geometric setting. The talk will start with background, including this result, and will then go on to consider what happens in higher dimensions in the geometric and non-geometric cases.
Tue, 17/11/2009
16:00 		Owen Cotton-Barratt Junior Geometric Group Theory Seminar Add to calendar DH 1st floor SR
Automata Groups
Tue, 17/11/2009
17:00 		Martin Edwards (Oxford) Functional Analysis Seminar Add to calendar L3
Faces

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

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