Forthcoming Seminars

Tue, 01/02/2011
11:00 		Hannah Arnold (AOPP (Oxford University)) Applied Dynamical Systems and Inverse Problems Seminar Add to calendar DH 3rd floor SR
Stochastic Parameterisation
This will be a discussion on Stochastic Parameterisation, led by Hannah.
Tue, 01/02/2011
12:00 		Roberto Percacci (SISSA) Quantum Field Theory Seminar Add to calendar L3
An introduction to asymptotic safety
I define what it means for a quantum field theory to be asymptotically safe and discuss possible applications to theories of gravity and matter.
Tue, 01/02/2011
14:15 		Prof. Paul Linden (G I Taylor Professor of Fluid Mechanics (University of Cambridge)) Geophysical and Nonlinear Fluid Dynamics Seminar Add to calendar Dobson Room, AOPP
The fluid dynamics of green buildings
Tue, 01/02/2011
17:00 		Dr David Stewart (Oxford) Algebra Seminar Add to calendar L2
The archaeology of unipotent radicals
Wed, 02/02/2011
11:30 		Nicholas Cooney (University of Oxford) Algebra Kinderseminar Add to calendar ChCh, Tom Gate, Room 2
Introduction to Crystal Bases
I will give an introduction to Kashiwara's theory of crystal bases. Crystals are combinatorial objects associated to integrable modules for quantum groups that, together with the related notion of crystal bases, capture several combinatorial aspects of their representation theory.
Wed, 02/02/2011
16:00 		Nicholas Touikan (Oxford University) Junior Geometric Group Theory Seminar Add to calendar SR2
Rips' Machine
Thu, 03/02/2011
11:00 		Austin Yim (Oxford) Advanced Logic Class Add to calendar SR2
Galois theory notions in model theory
Thu, 03/02/2011
13:00 		Raphael Hauser Mathematical Finance Internal Seminar Add to calendar DH 1st floor SR
Infinite-dimensional optimisation through splines
Optimisation problems involving objective functions defined on function spaces often have a natural interpretation as a variational problem, leading to a solution approach via calculus of variations. An equally natural alternative approach is to approximate the function space by a finite-dimensional subspace and use standard nonlinear optimisation techniques. The second approach is often easier to use, as the occurrence of absolute value terms and inequality constraints poses no technical problem, while the calculus of variations approach becomes very involved. We argue our case by example of two applications in mathematical finance: the computation of optimal execution rates, and pre-computed trade volume curves for high frequency trading.
Thu, 03/02/2011
13:00 		Victoria Hoskins (University of Oxford) Junior Geometry and Topology Seminar Add to calendar SR1
Quotients of group actions in algebraic and symplectic geometry
Consider the action of a complex reductive group on a complex projective variety X embedded in projective space. Geometric Invariant Theory allows us to construct a 'categorical' quotient of an open subset of X, called the semistable set. If in addition X is smooth then it is a symplectic manifold and in nice cases we can construct a moment map for the action and the Marsden-Weinstein reduction gives a symplectic quotient of the group action on an open subset of X. We will discuss both of these constructions and the relationship between the GIT quotient and the Marsden-Weinstein reduction. The quotients we have discussed provide a quotient for only an open subset of X and so we then go on to discuss how we can construct quotients of certain subvarieties contained in the complement of the semistable locus.
Thu, 03/02/2011
14:00 		Prof Des Higham (University of Strathclyde) Computational Mathematics and Applications Add to calendar Gibson Grd floor SR
Algorithms for Evolving Networks
Thu, 03/02/2011
14:30 		Stephen Donkin (York) Representation Theory Seminar Add to calendar L3
Line bundle cohomology for Sp(4) and p=2
Thu, 03/02/2011
16:00 		Jacob Tsimerman (Princeton University) Number Theory Seminar Add to calendar L3
Constructing Abelian Varieties over $ \overline{\mbthbb{Q}} $ Not Isogenous to a Jacobian
We discuss the following question of Nick Katz and Frans Oort: Given an Algebraically closed field K , is there an Abelian variety over K of dimension g which is not isogenous to a Jacobian? For K the complex numbers its easy to see that the answer is yes for g>3 using measure theory, but over a countable field like $ \overline{\mbthbb{Q}} $ new methods are required. Building on work of Chai-Oort, we show that, as expected, such Abelian varieties exist for $ K=\overline{\mbthbb{Q}} $ and g>3 . We will explain the proof as well as its connection to the Andre Oort conjecture.
Thu, 03/02/2011
16:00 		OCIAM Members coffee DH common Room Differential Equations and Applications Seminar Add to calendar DH Common Room
CANCELLED
Thu, 03/02/2011
17:00 		Francoise Delon (Paris 7) Logic Seminar Add to calendar L3
"C-minimal fields"
A $ C $-relation is the ternary relation induced by an ultrametric distance, in particular a valuation on a field, when we only remember the relation: $ C(x;y,z) $ iff $ d(x,y) < d(y,z) $. A $ C $-structure is a set equipped with a $ C $-relation and possibly additional structure. Following Haskell, Macpherson and Steinhorn, such a structure $ \mathbb M $ is said to be $ C $-minimal if, in any structure $ \mathbb N $ elementarily equivalent to $ \mathbb M $, definable sets in one-space (in one variable) are Boolean combinations of “cones” or “thick cones” (the generalization of “open” and “closed” balls from ultrametric spaces). A $ C $-field is a field equipped with a $ C $-relation compatible with addition and multiplication. It is known that a $ C $-minimal field is valued algebraically closed with $ C $ induced by the valuation. There are obvious analogies between o-minimality and $ C $-minimality... and obvious differences! We investigate more precisely the case of fields.
Fri, 04/02/2011
14:00 		Dr Edward Codling (University of Essex) Mathematical Biology and Ecology Seminar Add to calendar L1
Modelling and analysis of animal movement behaviour
Mathematical modelling of the movement of animals, micro-organisms and cells is of great relevance in the fields of biology, ecology and medicine. Movement models can take many different forms, but the most widely used are based on extensions of simple random walk processes. In this talk I will review some of the basic ideas behind the theory of random walks and diffusion processes and discuss how these models are used in the context of modelling animal movement. I will present several case studies, each of which is an extension or application of some of the simple random walk ideas discussed previously. Specifically, I will consider problems related to biased and correlated movements, path analysis of movement data, sampling and processing issues and the problem of determining movement processes from observed patterns. I will also discuss some biological examples of how these models can be used, including chemosensory movements and interactions between zooplankton and the movements of fish.
Fri, 04/02/2011
14:15 		Dr Anke Wiese (Heriot-Watt University) Nomura Seminar Add to calendar DH 1st floor SR
Positive Volatility Simulation in the Heston Model
In the Heston stochastic volatility model, the variance process is given by a mean-reverting square-root process. It is known that its transition probability density can be represented by a non-central chi-square density. There are fundamental differences in the behaviour of the variance process depending on the number of degrees of freedom: if the number of degrees of freedom is larger or equal to 2, the zero boundary is unattainable; if it is smaller than 2, the zero boundary is attracting and attainable. We focus on the attainable zero boundary case and in particular the case when the number of degrees of freedom is smaller than 1, typical in foreign exchange markets. We prove a new representation for the density based on powers of generalized Gaussian random variables. Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. Thus, we establish a new exact and efficient method for simulating the Cox-Ingersoll-Ross process for an attracting and attainable zero boundary, and thus establish a new simple method for simulating the Heston model. We demonstrate our method in the computation of option prices for parameter cases that are described in the literature as challenging and practically relevant.
Mon, 07/02/2011
12:00 		Fay Dowker (Imperial College) String Theory Seminar Add to calendar L3
Could Spacetime be Causal Structure Alone?
Abstract: In the continuum the answer to the title question is "no". But if spacetime is atomic then the answer is yes. And it so happens that there is rather compelling circumstantial evidence that spacetime is actually discrete at the Planck scale. So now the question becomes, why if spacetime is discrete should it take the form of a discrete causal structure or *order*? The answer is that if you don't put causal order in fundamentally you don't get it out – at least that's what known models of "emergent spacetime" indicate. If we want to make life easy for ourselves in quantum gravity, then, we should plump for discrete causal order (a "causal set") as the inner basis for spacetime. That, however raises the spectre of wild nonlocality. I will describe recent progress that shows that this wildness can be tamed. In particular we now have an approximately local action for causal sets and I'll explain what that means.
Mon, 07/02/2011
14:15 		Jochen Heinloth (Amsterdam) Geometry and Analysis Seminar Add to calendar L3
On motives of moduli spaces of chains and Higgs bundles
Mon, 07/02/2011
14:15 		Keith Ball Stochastic Analysis Seminar Add to calendar Eagle House
"The Second Law of Probability: Entropy growth in the central limit process."

The talk will explain how a geometric principle gave rise to a new variational description of information-theoretic entropy and how this led to the solution of a problem dating back to the 50's: whether the the central limit theorem is driven by an analogue of the second law of thermodynamics.

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

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