Forthcoming Seminars
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Thu, 10/05/2012 13:00 |
Jeremy Large |
Mathematical Finance Internal Seminar |
DH 1st floor SR |
| We find and describe four futures markets where the bid-ask spread is bid down to the fixed price tick size practically all the time, and which match coun- terparties using a pro-rata rule. These four markets’ offered depths at the quotes on average exceed mean market order size by two orders of magnitude, and their order cancellation rates (the probability of any given offered lot being cancelled) are significantly over 96 per cent. We develop a simple theoretical model to explain these facts, where strategic complementarities in the choice of limit order size cause traders to risk overtrading by submitting over-sized limit orders, most of which they expect to cancel. Joint work with Jonathan Field. | |||
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Thu, 10/05/2012 14:00 |
Professor Mario Bebendorf (University of Bonn) |
Computational Mathematics and Applications |
Gibson Grd floor SR |
We present recent numerical techniques for the treatment of integral formulations of Helmholtz boundary value problems in the case of high frequencies. The combination of -matrices with further developments of the adaptive cross approximation allows to solve such problems with logarithmic-linear complexity independent of the frequency. An advantage of this new approach over existing techniques such as fast multipole methods is its stability over the whole range of frequencies, whereas other methods are efficient either for low or high frequencies. |
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Thu, 10/05/2012 15:00 |
Alex Paulin (University of Nottingham) |
Representation Theory Seminar |
L3 |
The geometric Langlands correspondence relates rank n integrable connections on a complex Riemann surface to regular holonomic D-modules on , the moduli stack of rank n vector bundles on . If we replace by a smooth irreducible curve over a finite field of characteristic p then there is a version of the geometric Langlands correspondence involving -adic perverse sheaves for . In this lecture we consider the case , proposing a -adic version of the geometric Langlands correspondence relating convergent -isocrystals on to arithmetic -modules on . |
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Thu, 10/05/2012 15:00 |
Alex Paulin (Nottingham) |
Representation Theory Seminar |
L3 |
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The geometric Langlands correspondence relates rank n integrable connections |
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Thu, 10/05/2012 16:00 |
John Cremona (Warwick) |
Number Theory Seminar |
L3 |
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Thu, 10/05/2012 16:00 |
Stefan Llewellyn Smith (San Diego) |
Industrial and Applied Mathematics Seminar |
DH 1st floor SR |
| Hollow vortices are vortices whose interior is at rest. They posses vortex sheets on their boundaries and can be viewed as a desingularization of point vortices. We give a brief history of point vortices. We then obtain exact solutions for hollow vortices in linear and nonlinear strain and examine the properties of streets of hollow vortices. The former can be viewed as a canonical example of a hollow vortex in an arbitrary flow, and its stability properties depend. In the latter case, we reexamine the hollow vortex street of Baker, Saffman and Sheffield and examine its stability to arbitrary disturbances, and then investigate the double hollow vortex street. Implications and extensions of this work are discussed. | |||
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Thu, 10/05/2012 17:00 |
Jamshid Derakhshan |
Logic Seminar |
L3 |
| This is joint work with Raf Cluckers, Eva Leenknegt, and Angus Macintyre.We give a first-order definition, in the ring language, of the ring of p-adic integers inside the field p-adic numbers which works uniformly for all p and for valuation rings of all finite field extensions and of all local fields of positive characteristic p, and in many other Henselian valued fields as well. The formula canbe taken existential-universal in the ring language. Furthermore, we show the negative result that in the language of rings there does not exist a uniform definition by an existential formula and neither by a universal formula. For any fixed general p-adic field we give an existential formula in the ring language which defines the valuation ring. We also state some connections to some open problems. | |||
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Fri, 11/05/2012 09:30 |
chair: Jon Chapman |
Industrial and Interdisciplinary Workshops |
DH 3rd floor SR |
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Fri, 11/05/2012 11:30 |
Various |
OCCAM Special Seminar |
OCCAM Common Room (RI2.28) |
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Fri, 11/05/2012 12:30 |
Prof Kumar Muthuraman (Univerity of Texas at Austin) |
Nomura Seminar |
Oxford-Man Institute |
| We present a general valuation framework for commodity storage facilities, for non-perishable commodities. Modeling commodity prices with a mean reverting process we provide analytical expressions for the value obtainable from the storage for any admissible injection/withdrawal policy. Then we present an iterative numerical algorithm to find the optimal injection and withdrawal policies, along with the necessary theoretical guarantees for convergence. Together, the analytical expressions and the numerical algorithm present an extremely efficient way of solving not only commodity storage problems but in general the problem of optimally controlling a mean reverting processes with transaction costs. | |||
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Fri, 11/05/2012 14:00 |
Professor David Vaux (University of Oxford) |
Mathematical Biology and Ecology Seminar |
L1 |
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Mon, 14/05/2012 12:00 |
Yang-Hui He (City University London) |
String Theory Seminar |
L3 |
| We establish a correspondence between generalized quiver gauge theories in four dimensions and congruence subgroups of the modular group, hinging upon the trivalent graphs which arise in both. The gauge theories and the graphs are enumerated and their numbers are compared. The correspondence is particularly striking for genus zero torsion-free congruence subgroups as exemplified by those which arise in Moonshine. We analyze in detail the case of index 24, where modular elliptic K3 surfaces emerge: here, the elliptic j-invariants can be recast as dessins d'enfant which dictate the Seiberg-Witten curves. | |||
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Mon, 14/05/2012 14:15 |
Tom Coates (Imperial College) |
Geometry and Analysis Seminar |
L3 |
| We describe how one can recover the Mori–Mukai classification of smooth 3-dimensional Fano manifolds using mirror symmetry, and indicate how the same ideas might apply to the classification of smooth 4-dimensional Fano manifolds. This is joint work in progress with Corti, Galkin, Golyshev, and Kasprzyk. | |||
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Mon, 14/05/2012 14:15 |
BRUNO SCHAPIRA (University Paris-Sud) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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"The model of Vertex Reinforced Random Walk (VRRW) on Z goes back to Pemantle & Volkov, '99, who proved a result of localization on 5 sites with positive probability. They also conjectured that this was the a.s. behavior of the walk. In 2004, Tarrès managed to prove this conjecture. Then in 2006, inspired by Davis'paper '90 on the edge reinforced version of the model, Volkov studied VRRW with weight on Z. He proved that in the strongly reinforced case, i.e. when the weight sequence is reciprocally summable, the walk localizes a.s. on 2 sites, as expected. He also proved that localization is a.s. not possible for weights growing sublinearly, but like a power of n. However, the question of localization remained open for other weights, like n*log n or n/log n, for instance. In the talk I will first review these results and formulate more precisely the open questions. Then I will present some recent results giving partial answers. This is based on joint (partly still on-going) work with Anne-Laure Basdevant and Arvind Singh."
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Mon, 14/05/2012 15:45 |
JAN VAN NEERVAN (Delft University of Technology) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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Pathwise Holder convergence with optimal rates is proved for the implicit Euler scheme associated with semilinear stochastic evolution equations with multiplicative noise. The results are applied to a class of second order parabolic SPDEs driven by space-time white noise. This is joint work with Sonja Cox. |
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Mon, 14/05/2012 15:45 |
Frederic Haglund (Orsay) |
Topology Seminar |
L3 |
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Mon, 14/05/2012 16:00 |
Thomas Reuss |
Junior Number Theory Seminar |
SR1 |
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Mon, 14/05/2012 17:00 |
Sergiu Klairneman (Princeton) |
Partial Differential Equations Seminar |
Gibson 1st Floor SR |
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Tue, 15/05/2012 09:30 |
Jan van Neerven (Delft University of Technology) |
Functional Analysis Seminar |
L3 |
The stochastic Weiss conjecture is the statement that for linear stochastic evolution equations governed by a linear operator and driven by a Brownian motion, a necessary and sufficient condition for the existence of an invariant measure can be given in terms of the operators . Such a condition is presented in the special case where admits a bounded -calculus of angle less than . This is joint work with Jamil Abreu and Bernhard Haak. |
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Tue, 15/05/2012 11:30 |
Dr John H Rogers (University of Cambridge) |
Geophysical and Nonlinear Fluid Dynamics Seminar |
Dobson Room, AOPP |

-matrices with further developments of the adaptive cross approximation allows to solve such problems with logarithmic-linear complexity independent of the frequency. An advantage of this new approach over existing techniques such as fast multipole methods is its stability over the whole range of frequencies, whereas other methods are efficient either for low or high frequencies.
to regular holonomic D-modules on
, the moduli stack of rank n vector bundles on
-adic perverse sheaves for
. In this lecture we consider the case
, proposing a
-adic version of the geometric Langlands correspondence relating convergent
-isocrystals on
-modules on
and driven by a Brownian motion, a necessary and sufficient condition for the existence of an invariant measure can be given in terms of the operators
. Such a condition is presented in the special case where
admits a bounded
-calculus of angle less than
. This is joint work with Jamil Abreu and Bernhard Haak.