Forthcoming Seminars

Fri, 27/05/2011
10:00
John Fox (Department of Engineering Science, University of Oxford) Industrial and Interdisciplinary Workshops Add to calendar DH 1st floor SR
Due to illness the speaker has been forced to postpone at short notice. A new date will be announced as soon as possible.
Fri, 27/05/2011
12:00
Shane Kelly (Universite Paris 13) Junior Geometry and Topology Seminar Add to calendar SR1
The derived category of a variety has (relatively) recently come into play as an invariant of the variety, useful as a tool for classification. As the derived category contains cohomological information about the variety, it is perhaps a natural question to ask how close the derived category is to the motive of a variety. We will begin by briefly recalling Grothendieck's category of Chow motives of smooth projective varieties, recall the definition of Fourier-Mukai transforms, and state some theorems and examples. We will then discuss some conjectures of Orlov http://arxiv.org/abs/math/0512620, the most general of which is: does an equivalence of derived categories imply an isomorphism of motives?
Fri, 27/05/2011
14:15
Dr Harry Zheng (Imperial College London) Nomura Seminar Add to calendar DH 1st floor SR
In this talk we show that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is smooth if admissible controls satisfy an integrability condition or if it is continuous on the closure of its domain. The key idea is to work on the dual control problem and the dual HJB equation. We construct a smooth, strictly convex solution to the dual HJB equation and show that its conjugate function is a smooth, strictly concave solution to the primal HJB equation satisfying the terminal and boundary conditions
Mon, 30/05/2011
12:00
Evgenyi Buchbinder (Imperial College) String Theory Seminar Add to calendar L3
Mon, 30/05/2011
14:15
Tamas Hausel (Oxford) Geometry and Analysis Seminar Add to calendar L3
Mon, 30/05/2011
15:45
Goulnara Arzhantseva (Vienna) Topology Seminar Add to calendar L3
Mon, 30/05/2011
17:00
Sergiu Kleinerman (Princeton University) Partial Differential Equations Seminar Add to calendar Gibson 1st Floor SR
Please note that this seminar has been cancelled due to unforeseen circumstances.
Tue, 31/05/2011
12:00
Prof S Klainerman (Princeton University) Relativity Seminar Add to calendar L3
Tue, 31/05/2011
14:15
Dr Dmitri Pushkin (Microgravity Research Center) Geophysical and Nonlinear Fluid Dynamics Seminar Add to calendar Dobson Room, AOPP
Tue, 31/05/2011
14:30
Colin Cooper (King's College London) Combinatorial Theory Seminar Add to calendar L3
We consider random walks on two classes of random graphs and explore the likely structure of the the set of unvisited vertices or vacant set. In both cases, the size of the vacant set $ N(t) $ can be obtained explicitly as a function of $ t $. Let $ \Gamma(t) $ be the subgraph induced by the vacant set. We show that, for random graphs $ G_{n,p} $ above the connectivity threshold, and for random regular graphs $ G_r $, for constant $ r\geq 3 $, there is a phase transition in the sense of the well-known Erdos-Renyi phase transition. Thus for $ t\leq (1-\epsilon)t^* $ we have a unique giant plus components of  size $ O(\log n) $ and for $ t\geq (1+\epsilon)t^* $ we have only components of  size $ O(\log n) $. In the case of $ G_r $ we describe the likely degree sequence, size of the giant component and structure of the small ($ O(\log n) $) size components.
Tue, 31/05/2011
15:45
Bernhard Keller (Paris 7) Algebraic and Symplectic Geometry Seminar Add to calendar L3
Tue, 31/05/2011
17:00
Prof. Goulnara Arjantseva (Vienna) Algebra Seminar Add to calendar L2
Wed, 01/06/2011
11:30
Elisabeth Fink (University of Oxford) Algebra Kinderseminar Add to calendar ChCh, Tom Gate, Room 2
The talk will start with the definition of amenable groups. I will discuss various properties and interesting facts about them. Those will be underlined with representative examples. Based on this I will give the definition and some basic properties of sofic groups, which only emerged quite recently. Those groups are particularly interesting as it is not know whether every group is sofic.
Wed, 01/06/2011
16:00
Olaf Klinke (University of Birmingham) Analytic Topology in Mathematics and Computer Science Add to calendar L3
It is known for long that the set of possible compactifications of a topological space (up to homeomorphism) is in order-preserving bijection to "strong inclusion" relations on the lattice of open sets. Since these relations do not refer to points explicitly, this bijection has been generalised to point-free topology (a.k.a. locales). The strong inclusion relations involved are typically "witnessed" relations. For example, the Stone-Cech compactification has a strong inclusion witnessed by real-valued functions. This makes it natural to think of compactification in terms of d-frames, a category invented by Jung and Moshier for bitopological Stone duality. Here, a witnessed strong inclusion is inherent to every object and plays a central role. We present natural analogues of the topological concepts regularity, normality, complete regularity and compactness in d-frames. Compactification is then a coreflection into the category of d-frames dually equivalent to compact Hausdorff spaces. The category of d-frames has a few surprising features. Among them are:
  • The real line with the bitopology of upper and lower semicontinuity admits precisely one compactification, the extended reals.
  • Unlike in the category of topological spaces (or locales), there is a coreflection into the subcategory of normal d-frames, and every compactification can be factored as "normalisation" followed by Stone-Cech compactification.
Thu, 02/06/2011
11:00
Franziska Jahnke (Oxford) Advanced Logic Class Add to calendar L3

The class of fields with a given absolute Galois group is in general not an elementary class. Looking instead at abstract elementary classes we can show that this class, as well as the class of pairs (F,K), where F is a function field in one variable over a perfect base field K with a fixed absolute Galois group, is abstract elementary. The aim is to show categoricity for the latter class. In this talk, we will be discussing some consequences of basic properties of these two classes.

Thu, 02/06/2011
13:00
Karolina Bujok Mathematical Finance Internal Seminar Add to calendar DH 1st floor SR
We consider a multidimensional structural credit model, where each company follows a jump-diffusion process and is connected with other companies via global factors. We assume that a company can default both expectedly, due to the diffusion part, and unexpectedly, due to the jump part, by a sudden fall in a company's value as a result of a global shock. To price CDOs efficiently, we use ideas, developed by Bush et al. for diffusion processes, where the joint density of the portfolio is approximated by a limit of the empirical measure of asset values in the basket. We extend the method to jump-diffusion settings. In order to check if our model is flexible enough, we calibrate it to CDO spreads from pre-crisis and crisis periods. For both data sets, our model fits the observed spreads well, and what is important, the estimated parameters have economically convincing values. We also study the convergence of our method to basic Monte Carlo and conclude that for a CDO, that typically consists of 125 companies, the method gives close results to basic Monte Carlo."
Thu, 02/06/2011
14:00
Prof Assyr Abdulle (Ecole Polytechnique Federale de Lausanne) Computational Mathematics and Applications Add to calendar Gibson Grd floor SR

Following the framework of the heterogeneous multiscale method, we present a numerical method for nonlinear elliptic homogenization problems. We briefly review the numerical, relying on an efficient coupling of macro and micro solvers, for linear problems. A fully discrete analysis is then given for nonlinear (nonmonotone) problems, optimal convergence rates in the H1 and L2 norms are derived and the uniqueness of the method is shown on sufficiently fine macro and micro meshes.

Numerical examples confirm the theoretical convergence rates and illustrate the performance and versatility of our approach.

Thu, 02/06/2011
14:00
Sira Gratz (ETH Zurich, Oxford) Representation Theory Seminar Add to calendar L3
First lecture of Bloc meeting
Thu, 02/06/2011
15:00
Chris Gill (Oxford) Representation Theory Seminar Add to calendar L3

Second lecture of Bloc meeting

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