Forthcoming Seminars

Thu, 04/02/2010
12:30 		Myoungjean Bae (Northwestern University, USA) OxPDE Lunchtime Seminar Add to calendar Gibson 1st Floor SR
Transonic shocks in divergent nozzles
One of important subjects in the study of transonic flow is to understand a global structure of flow through a convergent-divergent nozzle so called a de Laval nozzle. Depending on the pressure at the exit of the de Laval nozzle, various patterns of flow may occur. As an attempt to understand such a phenomenon, we introduce a new potential flow model called 'non-isentropic potential flow system' which allows a jump of the entropy across a shock, and use this model to rigorously prove the unique existence and the stability of transonic shocks for a fixed exit pressure. This is joint work with Mikhail Feldman.
Thu, 04/02/2010
13:00 		Lan Zhang (OMI and SBS) Mathematical Finance Internal Seminar Add to calendar DH 1st floor SR
Small jumps and their impact on volatility estimation
TBA
Thu, 04/02/2010
14:00 		Dr Peter Giesl (University of Sussex) Computational Mathematics and Applications Add to calendar 3WS SR
Determination of the Basin of Attraction in Dynamical Systems using Meshless Collocation
In dynamical systems given by an ODE, one is interested in the basin of attraction of invariant sets, such as equilibria or periodic orbits. The basin of attraction consists of solutions which converge towards the invariant set. To determine the basin of attraction, one can use a solution of a certain linear PDE which can be approximated by meshless collocation. The basin of attraction of an equilibrium can be determined through sublevel sets of a Lyapunov function, i.e. a scalar-valued function which is decreasing along solutions of the dynamical system. One method to construct such a Lyapunov function is to solve a certain linear PDE approximately using Meshless Collocation. Error estimates ensure that the approximation is a Lyapunov function. The basin of attraction of a periodic orbit can be analysed by Borg’s criterion measuring the time evolution of the distance between adjacent trajectories with respect to a certain Riemannian metric. The sufficiency and necessity of this criterion will be discussed, and methods how to compute a suitable Riemannian metric using Meshless Collocation will be presented in this talk.
Thu, 04/02/2010
15:45 		Yuhi Sekiya (Nagoya/Glasgow) Junior Geometry and Topology Seminar Add to calendar DH 2nd floor SR
(CALF) : Moduli spaces of Mckay quiver representations
Thu, 04/02/2010
16:00 		Tamas Hausel (Oxford) Seminar Add to calendar SR1
Mirror Symmetry, Langlands duality and the Hitchin System
tba
Thu, 04/02/2010
16:30 		Jonathan Wattis (Nottingham) Differential Equations and Applications Seminar Add to calendar DH 1st floor SR
Breathers and Kinks in FPU lattices
The FPU lattice is a coupled system of ordinary differential equations in which each atom in a chain is coupled to its nearest neighbour by way of a nonlinear spring. After summarising the properties of travelling waves (kinks) we use asymptotic analysis to describe more complicate envelope solutions (breathers). The interaction of breathers and kinks will then be analysed. If time permits, the method will be extended to two-dimensional lattices.
Thu, 04/02/2010
17:00 		Philip Scowcroft (Wesleyan/Oxford) Logic Seminar Add to calendar L3
Generic dimension groups
I will discuss the special properties of dimension groups obtained by model-theoretic forcing
Fri, 05/02/2010
10:00 		Trevor Wishart (University of Durham) Industrial and Interdisciplinary Workshops Add to calendar DH 1st floor SR
Irrational Signal Processing
Trevor Wishart writes "I realise 'irrational' means something very specific to a mathematician, and I'm not using the word in that sense." Abstract: Trevor Wishart will discuss the use of Digital Signal Processing as a tool in musical composition, ranging from the application of standard analysis procedures (e.g. windowed Fourier Transforms), and common time-domain methods (Brassage), to more unconventional approaches (e.g. waveset distortion, spectral tracing, iterative-extension). He will discuss the algorithms involved and illustrate his talk with musical examples taken from his own work. This workshop is linked to a musical performance of "Two Women" and "Globalalia" by Trevor Wishart in the Jacqueline du Pre concert hall that evening (5th Feb) at 8pm as part of the Music Department's "New Music Forum". Tickets are £12 (or £8 concession) but if you are interested please let me know (Rebecca Gower, gower@maths.ox.ac.uk or 152312) as we may be able to negotiate a much lower price for members of the Mathematical Institute in a group associated with his workshop. Trevor will also be giving two lectures in the Denis Arnold Hall, Faculty of Music on the 3rd and 4th Feb which are open to the public and admission is free.
Fri, 05/02/2010
11:00 		Wei Xiong (Princeton University) Nomura Seminar Add to calendar Oxford-Man Institute
Rollover Risk and Credit Risk
This paper models a firm’s rollover risk generated by con.ict of interest between debt and equity holders. When the firm faces losses in rolling over its maturing debt, its equity holders are willing to absorb the losses only if the option value of keeping the firm alive justifies the cost of paying off the maturing debt. Our model shows that both deteriorating market liquidity and shorter debt maturity can exacerbate this externality and cause costly firm bankruptcy at higher fundamental thresholds. Our model provides implications on liquidity- spillover effects, the flight-to-quality phenomenon, and optimal debt maturity structures.
Fri, 05/02/2010
14:00 		Prof Peter Grindrod (University of Reading) Mathematical Biology Seminar Add to calendar L3
Continuous and Discrete Models of Neuro-Dynamical Behaviour
TBA
Mon, 08/02/2010
12:00 		Jerome Gauntlett (Imperial College) String Theory Seminar Add to calendar L3
Holographic Superconductors in M-Theory
By constructing black hole solutions of D=11 supergravity we analyse the phase diagram of a certain class of three dimensional conformal field theories at finite temperature and finite charge density. The system exhibits superconductivity at lotemperatures and furthermore at zero tmeperature and finite charge density the system exhibits an emergent quantum critical behaviour with conformal symmetry. The construction of the black hole solutions rely on a new understanding of Kaluza-Klein reductions on seven dimensional Sasaki-Einstein manifolds.
Mon, 08/02/2010
14:15 		Lei Jin (University of Oxford) Stochastic Analysis Seminar Add to calendar Eagle House
A class of Weakly Interactive Particle Systems and SPDEs
We investigate a class of weakly interactive particle systems with absorption. We assume that the coefficients in our model depend on an "absorbing" factor and prove the existence and uniqueness of the proposed model. Then we investigate the convergence of the empirical measure of the particle system and derive the Stochastic PDE satisfied by the density of the limit empirical measure. This result can be applied to credit modelling. This is a joint work with Dr. Ben Hambly.
Mon, 08/02/2010
15:45 		Alexander Drewitz (Technical University of Berlin) Stochastic Analysis Seminar Add to calendar Eagle House
'Quenched Exit Estimates and Ballisticity Conditions for Higher-Dimensional Random Walk in Random Environment'
 ABSTRACT "We give a short introduction to randomwalk in random environment(RWRE) and some open problems connected to RWRE.Then, in dimension larger than or equal to four we studyballisticity conditions and their interrelations. For this purpose, we dealwith a certain class of ballisticity conditions introduced by Sznitman anddenoted $ (T)_\gamma. $ It is known that they imply a ballistic behaviour of theRWRE and are equivalent for parameters $ \gamma \in (\gamma_d, 1), $ where$ \gamma_d $ is a constant depending on the dimension and taking values in theinterval $ (0.366, 0.388). $ The conditions $ (T)_\gamma $ are tightly interwovenwith quenched exit estimates.As a first main result we show that the conditions are infact equivalent for all parameters $ \gamma \in (0,1). $ As a second main result,we prove a conjecture by Sznitman concerning quenched exit estimates.Both results are based on techniques developed in a paperon slowdowns of RWRE by Noam Berger. (joint work with Alejandro Ramírez)" 
Mon, 08/02/2010
15:45 		Victor Schroeder (Zurich) Topology Seminar Add to calendar L3
A Moebius Characterization of the Heisenberg group
Mon, 08/02/2010
16:00 		Sebastian Pancratz (Mathematical Institute, Oxford) Junior Number Theory Seminar Add to calendar SR1
Fast reduction in the de Rham cohomology groups of projective hypersurfaces
Let $ X $ be a smooth hypersurface in projective space over a field $ K $ of characteristic zero and let $ U $ denote the open complement. Then the elements of the algebraic de Rham cohomology group $ H_{dR}^n(U/K) $ can be represented by $ n $-forms of the form $ Q \Omega / P^k $ for homogeneous polynomials $ Q $ and integer pole orders $ k $, where $ \Omega $ is some fixed $ n $-form. The problem of finding a unique representative is computationally intensive and typically based on the pre-computation of a Groebner basis. I will present a more direct approach based on elementary linear algebra. As presented, the method will apply to diagonal hypersurfaces, but it will clear that it also applies to families of projective hypersurfaces containing a diagonal fibre. Moreover, with minor modifications the method is applicable to larger classes of smooth projective hypersurfaces.
Tue, 09/02/2010
12:00 		Emmanuel Hebey (Universite de Cergy-Pontoise) Relativity Seminar Add to calendar L3
"Einstein-scalar field Lichnerowicz equations on compact Riemannian manifolds".
We consider Einstein-scalar field Lichnerowicz equations in the positive case in compact Riemannian manifolds. We discuss existence and stability issues for these equations

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

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