Forthcoming Seminars

Thu, 06/06
12:00 		Mayte Pérez-Llanos (Universidad Autonoma de Madrid) OxPDE Lunchtime Seminar Add to calendar Gibson 1st Floor SR
Numerical approximations for a nonloncal model for sandpiles
    In this talk we study numerical approximations of continuous solutions to a nonlocal $ p $-Laplacian type diffusion equation,
    \[ u_t (t, x) = \int_\Omega J(x − y)|u(t, y) − u(t, x)|^{p-2} (u(t, y) − u(t, x)) dy. \]
    First, we find that a semidiscretization in space of this problem gives rise to an ODE system whose solutions converge uniformly to the continuous one, as the mesh size goes to zero. Moreover, the semidiscrete approximation shares some properties with the continuous problem: it preserves the total mass and the solution converges to the mean value of the initial condition, as $ t $ goes to infinity.
    Next, we discretize also the time variable and present a totally discrete method which also enjoys the above mentioned properties.
    In addition, we investigate the limit as $ p $ goes to infinity in these approximations and obtain a discrete model for the evolution of a sandpile.
    Finally, we present some numerical experiments that illustrate our results.
    This is a joint work with J. D. Rossi.
Thu, 06/06
14:00 		Professor Clint Dawson (University of Texas at Austin) Computational Mathematics and Applications Add to calendar Gibson Grd floor SR
Discontinuous Galerkin Methods for Modeling the Coastal Ocean
Thu, 06/06
15:00 		Laura Schaposnik (University of Heidelberg) Junior Geometry and Topology Seminar Add to calendar SR1
To Be Announced
Thu, 06/06
17:00 		François Golse (Ecole Polytechnique) Partial Differential Equations Seminar Add to calendar Gibson 1st Floor SR
To Be Announced
Thu, 06/06
17:00 		Marcus Tressl (Manchester) Logic Seminar Add to calendar L3
To Be Announced
Thu, 06/06
17:30 		Paul Milgrom (Stanford University) Nomura Lecture Add to calendar Martin Wood Lecture
Strategy-Proof Auctions for Complex Procurement
Some real resource allocation problems are so large and complex that optimization would computationally infeasible, even with complete information about all the relevant values. For example, the proposal in the US to use television broadcasters' bids to determine which stations go off air to make room for wireless broadband is characterized by hundreds of thousands of integer constraints. We use game theory and auction theory to characterize a class of simple, strategy-proof auctions for such problems and show their equivalence to a class of "clock auctions," which make the optimal bidding strategy obvious to all bidders. We adapt the results of optimal auction theory to reduce expected procurement costs and prove that the procurement cost of each clock auction is the same as that of the full information equilibrium of its related paid-as-bid (sealed-bid) auction.
Fri, 07/06
10:00 		Bhaskar Choubey (Department of Engineering Science, University of Oxford) Industrial and Interdisciplinary Workshops Add to calendar DH 1st floor SR
Microelectromechanical systems
Fri, 07/06
16:00 		Nizar Touzi (Ecole Polytechnique (ParisTech)) Nomura Seminar Add to calendar DH 1st floor SR
To Be Announced
tba
Fri, 07/06
16:30 		Professor Laurent Lafforgue (IHES) Colloquia Add to calendar L2
Langlands functoriality and non linear Poisson formulas

"We introduce some type of generalized Poisson formula which is equivalent 
to Langlands' automorphic transfer from an arbitrary reductive group over a 
global field to a general linear group."
Mon, 10/06
12:00 		Chris Pope (Texas A&M and Cambridge) String Theory Seminar Add to calendar L3
To Be Announced
Mon, 10/06
14:15 		PHILIPPE BRIAND (Universite Savoie) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
Simulation of BSDE’s and Wiener chaos expansions
This talk is based on a joint work with Céline Labart. We are interested in this paper in the numerical simulation of solutions to Backward Stochastic Differential Equations. There are several existing methods to handle this problem and one of the main difficulty is always to compute conditional expectations. Even though our approach can also be applied in the case of the dynamic programmation equation, our starting point is the use of Picard's iterations that we write in a forward way In order to compute the conditional expectations, we use Wiener Chaos expansions of the underlying random variables. From a practical point of view, we keep only a finite number of terms in the expansions and we get explicit formulas. We will present numerical experiments and results on the error analysis.
Mon, 10/06
15:45 		Derek Holt (Southampton) Topology Seminar Add to calendar L3
On Sofic Groups

The class of sofic groups was introduced by Gromov in 1999. It
includes all residually finite and all amenable groups. In fact, no group has been proved
not to be sofic, so it remains possible that all groups are sofic. Their
defining property is that, roughly speaking, for any finite subset F of
the group G, there is a map from G to a finite symmetric group, which is
approximates to an injective homomorphism on F. The widespread interest in
these group results partly from their connections with other branches of
mathematics, including dynamical systems. In the talk, we will concentrate
on their definition and algebraic properties.
Mon, 10/06
15:45 		NI HAO (University of Oxford) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
Learning from the past, predicting the statistics for the future, learning an evolving system using Rough Paths Theory.
In this talk, we consider the setting: a random realization of an evolving dynamical system, and explain how, using notions common in the theory of rough paths, such as the signature, and shuffle product, one can provide a new united approach to the fundamental problem of predicting the conditional distribution of the near future given the past. We will explain how the problem can be reduced to a linear regression and least squaresanalysis. The approach is clean and systematic and provides a clear gradation of finite dimensional approximations. The approach is also non-parametric and very general but still presents itself in computationally tractable and flexible restricted forms for concrete problems. Popular techniques in time series analysis such as GARCH can be seen to be restricted special cases of our approach but it is not clear they are always the best or most informative choices. Some numerical examples will be shown in order to compare our approach and standard time series models.
Tue, 11/06
12:00 		Christian Saemann (Heriot Watt University Edinburgh) Relativity Seminar Add to calendar L3
Non-Abelian tensor multiplets from twistor space
Tue, 11/06
17:00 		Alex Belton (Lancaster) Functional Analysis Seminar Add to calendar L3
To Be Announced
Tue, 11/06
17:00 		Benjamin Klopsch (Magdeburg) Algebra Seminar Add to calendar L2
To Be Announced

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

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