- Partial Differential Equations Seminar
Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.
Roelcke precompact groups are exactly the topological groups that can be realized as automorphism groups of omega-categorical structures (in continuous logic). In this talk, I will discuss a model-theoretic framework for the study of those groups and their dynamical systems as well as two concrete applications. The talk is based on joint work with Itaï Ben Yaacov and Tomás Ibarlucía.
- Logic Seminar
Our long term plan is to develop a unified approach to prove decomposition theorems in different structures. In our anti-dual pair setting, it would be useful to have a tool which is analogous to the so-called Schur complementation. To this aim, I will present a suitable generalization of the classical known Krein - von Neumann extension.
- Functional Analysis Seminar
Oxford Mathematics Public Lectures - Andrew Wiles, 28th November, 6.30pm, Science Museum, London SW7 2DD
Oxford Mathematics in partnership with the Science Museum is delighted to announce its first Public Lecture in London. World-renowned mathematician Andrew Wiles will be our speaker. Andrew will be talking about his current work and will also be 'in conversation' with mathematician and broadcaster Hannah Fry after the lecture.
This lecture is now sold out, but it will be streamed live and recorded. https://livestream.com/oxuni/wiles
- Public Lecture
I will introduce a McKean—Vlasov problem arising from a simple mean-field model of interacting neurons. The equation is nonlinear and captures the positive feedback effect of neurons spiking. This leads to a phase transition in the regularity of the solution: if the interaction is too strong, then the system exhibits blow-up. We will cover the mathematical challenges in defining, constructing and proving uniqueness of solutions, as well as explaining the connection to PDEs, integral equations and mathematical finance.
- PDE CDT Lunchtime Seminar
We analyze a fully discrete numerical scheme for solving a parabolic PDE on a moving surface. The method is based on a diffuse interface approach that involves a level set description of the moving surface. Under suitable conditions on the spatial grid size, the time step and the interface width we obtain stability and error bounds with respect to natural norms. Test calculations are presented that confirm our analysis.
- Computational Mathematics and Applications Seminar
In this talk, I consider the problem of pricing and (statically)
hedging short-term contingent claims written on illiquid or
In a first part, I show how to find the best European payoff written
on a given set of underlying assets for hedging (under several
metrics) a given European payoff written on another set of underlying
assets -- some of them being illiquid or non-tradable. In particular,
I present new results in the case of the Expected Shortfall risk
measure. I also address the associated pricing problem by using
indifference pricing and its link with entropy.
In a second part, I consider the more classic case of hedging with a
finite set of simple payoffs/instruments and I address the associated
pricing problem. In particular, I show how entropic methods (Davis
pricing and indifference pricing à la Rouge-El Karoui) can be used in
conjunction with recent results of extreme value theory (in dimension
higher than 1) for pricing and hedging short-term out-of-the-money
options such as those involved in the definition of Daily Cliquet
- Mathematical and Computational Finance Seminar
We count monic quartic polynomials with prescribed Galois group, by box height. Among other things, we obtain the order of magnitude for quartics, and show that non-quartics are dominated by reducibles. Tools include the geometry of numbers, diophantine approximation, the invariant theory of binary forms, and the determinant method. Joint with Rainer Dietmann.
- Number Theory Seminar