Forthcoming Seminars
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Thu, 10/11/2011 16:15 |
Mike Giles |
Stochastic Numerics Seminar |
Oxford-Man Institute |
| In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks. In this meeting | |||
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Fri, 11/11/2011 09:45 |
Marian Dawkins (Dept of Zoology, University of Oxford) |
Industrial and Interdisciplinary Workshops |
DH 1st floor SR |
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The following two topics are likely to be discussed. A) Modelling the collective behaviour of chicken
flocks. Marian Dawkins has a joint project with Steve Roberts in Engineering studying the patterns of optical flow in large flocks of commercial
broiler chickens. They have found that various measurements of flow (such as skew
and kurtosis) are predictive of future mortality. Marian would be interested in
seeing whether we can model these effects. Please note the slightly early start to accommodate the OCCAM group meeting that follows. |
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Fri, 11/11/2011 11:00 |
Dmytro Arinkin (University of North Carolina & IAS Princeton) |
Special Lecture |
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Fri, 11/11/2011 11:30 |
Various |
OCCAM Special Seminar |
OCCAM Common Room (RI2.28) |
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Fri, 11/11/2011 14:00 |
Prof Mark Lewis (University of Alberta) |
Mathematical Biology and Ecology Seminar |
L1 |
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Fri, 11/11/2011 14:15 |
William McGhee (Royal Bank Scotland) |
Nomura Seminar |
DH 1st floor SR |
| In the SABR model of Hagan et al. [2002] a perturbative expansion approach yields a tractable approximation to the implied volatility smile. This approximation formula has been adopted across the financial markets as a means of interpolating market volatility surfaces. All too frequently - in stressed markets, in the long-dated FX regime - the limitations of this approximation are pronounced. In this talk a highly efficient conditional integration approach, motivated by the work of Stein and Stein [1991] and Willard [1997], will be presented that when applied to the SABR model not only produces a volatility smile consistent with the underlying SABR process but gives access to the joint distribution of the asset and its volatility. The latter is particularly important in understanding the dynamics of the volatility smile as it evolves through time and the subsequent effect on the pricing of exotic options. William McGhee is Head of Hybrid Quantitative Analytics at The Royal Bank of Scotland and will also discuss within the context of this presentation the interplay of mathematical modelling and the technology infrastructure required to run a complex hybrids trading business and the benefits of highly efficient numerical algorithms." | |||
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Mon, 14/11/2011 12:00 |
Lukas Witkowski (Oxford) |
String Theory Seminar |
L3 |
| I will study the sequestering of blow-up fields through a CFT in a toroidal orbifold setting. In particular, I will examine the disk correlator between orbifold blow-up moduli and matter Yukawa couplings. Blow-up moduli appear as twist fields on the worldsheet which introduce a monodromy condition for the coordinate field X. Thus I will focus on how the presence of twist field affects the CFT calculation of disk correlators. Further, I will explain how the results are relevant to suppressing soft terms to scales parametrically below the gravitino mass. Last, I want to explore the relevance of our calculation for the case of smooth Calabi-Yaus. | |||
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Mon, 14/11/2011 14:15 |
Gergely Berczi (Oxford) |
Geometry and Analysis Seminar |
L3 |
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Translation actions appear all over geometry, so it is not surprising that there are many cases of moduli problems which involve non-reductive group actions, where Mumford’s geometric invariant theory does not apply. One example is that of jets of holomorphic map germs from the complex line to a projective variety, which is a central object in global singularity theory. I will explain how to construct this moduli space using the test curve model of Morin singularities and how this can be generalized to study the quotient of projective varieties by a wide class of non-reductive groups. In particular, this gives information about the invariant ring. This is joint work with Frances Kirwan. |
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Mon, 14/11/2011 14:15 |
Nicolas Fournier (Université Paris Est) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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We
consider the forest fire process on Z: on each site, seeds and matches fall at
random, according to some independent Poisson processes. When a seed falls on a
vacant site, a tree immediately grows. When a match falls on an occupied site, a
fire destroys immediately the corresponding occupied connected component. We
are interested in the asymptotics of rare fires. We prove that, under
space/time re-scaling, the process converges (as matches become rarer and
rarer) to a limit forest fire process. |
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Mon, 14/11/2011 15:45 |
Henry Wilton |
Topology Seminar |
L3 |
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A longstanding question in geometric group theory is the following. Suppose G is a hyperbolic group where all finitely generated subgroups of infinite index are free. Is G the fundamental group of a surface? This question is still open for some otherwise well understood classes of groups. In this talk, I will explain why the answer is affirmative for graphs of free groups with cyclic edge groups. I will also discuss the extent to which these techniques help with the harder problem of finding surface subgroups. |
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Mon, 14/11/2011 15:45 |
Danyu Yang (University of Oxford) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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We treat the first n terms of general orthogonal series evolving with n as the partial sum process, and proved that under Menshov-Rademacher condition, the partial sum process can be enhanced into a geometric 2-rough process. For Fourier series, the condition can be improved, with an equivalent condition on limit function identified. |
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Mon, 14/11/2011 16:00 |
Jan Tuitman |
Junior Number Theory Seminar |
SR1 |
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Mon, 14/11/2011 17:00 |
Vicentiu D. Radulescu (Simion Stoilow Mathematics Institute of the Romanian Academy) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
| We describe several bifurcation properties corresponding to various classes of nonlinear elliptic equations The purpose of this talk is two-fold. First, it points out different competition effects between the terms involved in the equations. Second, it provides several non standard phenomena that occur according to the structure of the differential operator. | |||
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Tue, 15/11/2011 12:00 |
Jean Alexandre (KCL) |
Quantum Field Theory Seminar |
L3 |
| Attractive features of Lifshitz type theories are described with different examples, as the improvement of graphs convergence, the introduction of new renormalizable interactions, dynamical mass generation, asymptotic freedom, and other features related to more specific models. On the other hand, problems with the expected emergence of Lorentz symmetry in the IR are discussed, related to the different effective light cones seen by different particles when they interact. | |||
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Tue, 15/11/2011 14:15 |
Chris Rogers (Cambridge) |
Nomura Seminar |
Oxford-Man Institute |
| The Market Selection Hypothesis is a principle which (informally) proposes that `less knowledgeable' agents are eventually eliminated from the market. This elimination may take the form of starvation (the proportion of output consumed drops to zero), or may take the form of going broke (the proportion of asset held drops to zero), and these are not the same thing. Starvation may result from several causes, diverse beliefs being only one.We firstly identify and exclude these other possible causes, and then prove that starvation is equivalent to inferior belief, under suitable technical conditions. On the other hand, going broke cannot be characterized solely in terms of beliefs, as we show. We next present a remarkable example with two agents with different beliefs, in which one agent starves yet amasses all the capital, and the other goes broke yet consumes all the output – the hungry miser and the happy bankrupt. This example also serves to show that although an agent may starve, he may have long-term impact on the prices. This relates to the notion of price impact introduced by Kogan et al (2009), which we correct in the final section, and then use to characterize situations where asymptotically equivalent pricing holds. | |||
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Tue, 15/11/2011 14:30 |
Wojciech Samotij (Cambridge) |
Combinatorial Theory Seminar |
L3 |
We say that a hypergraph is stable if each sufficiently large subset of its vertices either spans many hyperedges or is very structured. Hypergraphs that arise naturally in many classical settings posses the above property. For example, the famous stability theorem of Erdos and Simonovits and the triangle removal lemma of Ruzsa and Szemeredi imply that the hypergraph on the vertex set whose hyperedges are the edge sets of all triangles in is stable. In the talk, we will present the following general theorem: If is a sequence of stable hypergraphs satisfying certain technical conditions, then a typical (i.e., uniform random) -element independent set of is very structured, provided that is sufficiently large. The above abstract theorem has many interesting corollaries, some of which we will discuss. Among other things, it implies sharp bounds on the number of sum-free sets in a large class of finite Abelian groups and gives an alternate proof of Szemeredi’s theorem on arithmetic progressions in random subsets of integers.
Joint work with Noga Alon, Jozsef Balogh, and Robert Morris. |
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Tue, 15/11/2011 15:00 |
Owen Cotton-Barratt |
Advanced Class in Algebra |
SR2 |
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Tue, 15/11/2011 15:45 |
Raf Bocklandt (Newcastle) |
Algebraic and Symplectic Geometry Seminar |
L3 |
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A dimer model on a surface with punctures is an embedded quiver such that its vertices correspond to the punctures and the arrows circle round the faces they cut out. To any dimer model Q we can associate two categories: A wrapped Fukaya category F(Q), and a category of matrix factorizations M(Q). In both categories the objects are arrows, which are interpreted as Lagrangian subvarieties in F(Q) and will give us certain matrix factorizations of a potential on the Jacobi algebra of the dimer in M(Q). |
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Tue, 15/11/2011 17:00 |
J. Taylor (Aberdeen) |
Algebra Seminar |
L2 |
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Tue, 15/11/2011 17:00 |
Jani Virtanen (Bristol) |
Functional Analysis Seminar |
L3 |
| I will briefly discuss boundedness and compactness of Toeplitz operators on Bergman spaces and then describe their essential spectra for several symbol classes (e.g., the Douglas algebra, VMO and BMO type spaces, matrix-valued symbols). I will also list some open problems related to boundedness, compactness and Fredholmness. | |||

whose hyperedges are the edge sets of all triangles in
is stable. In the talk, we will present the following general theorem: If
is a sequence of stable hypergraphs satisfying certain technical conditions, then a typical (i.e., uniform random)
-element independent set of
is very structured, provided that