Thu, 15 Oct 2026
13:30
L5

The hyperboloid at timelike infinity and conformal geodesics

Mariem Magdy
(Perimeter Institute)
Abstract
In this talk, I will discuss ongoing work in which we use conformal geodesics to construct an extended representation of timelike infinity in Minkowski and Schwarzschild spacetimes. This construction relies on a key property of conformal geodesics: every non-null metric geodesic in an Einstein spacetime is, up to an explicit local reparametrisation, also a conformal geodesic. If time permits, I will also briefly discuss some properties of the transport equation governing scalar fields on future null infinity and particularly the asymptotic behaviour of its solutions near timelike infinity. This talk is based on work in collaboration with Juan A. Valiente-Kroon (Queen Mary University of London) and Achilleas Vasileios Koukas (Princeton University).

We are pleased to announce that the awards for Contributions to the Department in 2025-26 are made to the following graduate students.

Mario Marcos Losada: for his contributions in organising the Junior Algebra and Representation Theory Seminar, running Prelims Corner and supporting outreach activities. He has also been a dedicated mentor to first-year undergraduates and newer DPhil students with an exemplary approach to delivering quality teaching.

Ace Your Trades – Workshop (Oct 16th, 6:00-9:00pm)

Location: L2, Mathematical Institute, University of Oxford, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, Oxford, OX2 6GG

Have you always been curious about a career in trading? Da Vinci is kicking off the upcoming career fairs with an interactive workshop to give you a better insight into our dynamic and fast-paced world!

Marshall Wace is a leading global alternatives investment manager with over $85bn in assets under management. Our Quantitative teams are a group of talented individuals with specialisations in a range of subjects including Maths, Physics, Engineering, and Computer Science.

 

Join us to discover G-Research and the world of Quantitative Finance. During the event you will take part in our brand new cointegration challenge, led by our researchers, where you'll test your strategies on unseen, real world data sets! Play for fun, or bring you competitive spirit for the chance to win prizes!

Following the challenge, you'll have the chance to network with our researchers over some food and drinks; a great opportunity to ask your questions and hear about their transition from academia to industry. 

The Role

No coding experience required. 

We’re looking for bright and geeky graduates to join our Software Developer team. No experience is required, and many of our successful applicants have never programmed before. If you think logically and enjoy problem solving, then you have the potential to become a great developer.

Are you a 2027 or 2028 graduate interested in a career in Markets?

J.P. Morgan invites you to an exclusive lunch with our team designed to introduce students to our Markets businesses. 

Graham Farmelo's authorised biography of Stephen Hawking has just been published. The title of this Oxford Mathematics Roger Penrose Public Lecture is the same as the one that Hawking chose for his Lucasian Inaugural Lecture in April 1980. Graham will look at the genesis of his presentation, the splash it made and how views on the subject changed in later decades.

Graham Farmelo is a biographer and science writer. He has written an acclaimed biography of Paul Dirac as well as his biography of Stephen Hawking.

We will be holding our Annual Institute celebration on Monday 19th October 2026 from 5:00pm to approximately 7:00pm in Lecture Room 1 in the Mathematical Institute. We are pleased to announce that there will also be a talk from Professor James Maynard.

As part of the event, we will also be holding our Awards Ceremony, where we will celebrate the achievements of our students and fellow staff though the Examination Prizes and Departmental Teaching Prize Awards for the 2025 – 2026 academic year.

Subscribe to