Past Forthcoming Seminars

19 January 2018
16:00
Dan Ciubotaru, Philip Maini, Thomas Wasserman, Renee Hoekzema, Jaroslav Fowkes, Carolina Matte Gregory
Abstract

Wondering about how to organise your DPhil? How to make the most of your supervision meetings?

In this session we will explore these and other questions related to what makes a successful DPhil with help from faculty members, postdocs and DPhil students.

  • In the first half of the session Dan Ciubotaru and Philip Maini will give short talks on their experiences as PhD students and supervisors.
  • The second part of the session will be a panel discussion with final-year Dphil students and early postdocs.

The panel will consist of Thomas Wasserman, Renee Hoekzema, Jaroslav Fowkes and Carolina Matte Gregory. Senior faculty members will be kindly asked to leave the lecture theatre to ensure that students feel comfortable discussing their experiences with other students and postdocs without any senior faculty present.

18 January 2018
16:00
to
17:30
Jerome Detemple
Abstract

We study a dynamic multi-asset economy with private information, a stock and a derivative. There are informed and uninformed investors as well as bounded rational investors trading on noise. The noisy rational expectations equilibrium is obtained in closed form. The equilibrium stock price follows a non-Markovian process, is positive and has stochastic volatility. The derivative cannot be replicated, except at rare endogenous times. At any point in time, the derivative price adds information relative to the stock price, but the pair of prices is less informative than volatility, the residual demand or the history of prices. The rank of the asset span drops at endogenous times causing turbulent trading activity. The effects of financial innovation are discussed. The equilibrium is fully revealing if the derivative is not traded: financial innovation destroys information.

  • Mathematical and Computational Finance Seminar
18 January 2018
16:00
Carl Wang-Erickson
Abstract

In his landmark 1976 paper "Modular curves and the Eisenstein ideal", Mazur studied congruences modulo p between cusp forms and an Eisenstein series of weight 2 and prime level N. He proved a great deal about these congruences, and also posed some questions: how many cusp forms of a given level are congruent to the Eisenstein series? How big is the extension generated by their coefficients? In joint work with Preston Wake, we give an answer to these questions in terms of cup products (and Massey products) in Galois cohomology. Time permitting, we may be able to indicate some partial generalisations of Mazur's results to square-free level.

  • Number Theory Seminar
18 January 2018
16:00
to
17:30
James Gleeson
Abstract

Network models may be applied to describe many complex systems, and in the era of online social networks the study of dynamics on networks is an important branch of computational social science.  Cascade dynamics can occur when the state of a node is affected by the states of its neighbours in the network, for example when a Twitter user is inspired to retweet a message that she received from a user she follows, with one event (the retweet) potentially causing further events (retweets by followers of followers) in a chain reaction. In this talk I will review some simple models that can help us understand how social contagion (the spread of cultural fads and the viral diffusion of information) depends upon the structure of the social network and on the dynamics of human behaviour. Although the models are simple enough to allow for mathematical analysis, I will show examples where they can also provide good matches to empirical observations of cascades on social networks.

  • Industrial and Applied Mathematics Seminar
18 January 2018
14:00
Victorita Dolean
Abstract

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as hybrid discontinuous Galerkin appears as an appropriate strategy: on the one hand they provide the best compromise in terms of the number of degrees of freedom in between standard continuous and discontinuous Galerkin methods, and on the other hand the degrees of freedom used in the non standard interface conditions are naturally defined at the boundary between elements. In this work we introduce the coupling between a well chosen discretisation method (hybrid discontinuous Galerkin) and a novel and efficient domain decomposition method to solve the Stokes system. We present the detailed analysis of the hybrid discontinuous Galerkin method for the Stokes problem with non standard boundary conditions. This analysis is supported by numerical evidence. In addition, the advantage of the new preconditioners over more classical choices is also supported by numerical experiments.

This work was done in collaboration with G. Barrenechea, M. Bosy (Univ. Strathclyde) and F. Nataf, P-H Tournier (Univ of Paris VI)

  • Computational Mathematics and Applications Seminar
18 January 2018
12:00
Maria Bruna
Abstract

We will discuss nonlinear cross-diffusion models describing cell motility of two distinct populations. The continuum PDE model is derived systematically from a stochastic discrete model consisting of impenetrable diffusing spheres. In this talk, I will outline the derivation of the cross-diffusion model, discuss some of its features such as the gradient-flow structure, and show numerical results comparing the discrete stochastic system to the derived model.

  • PDE CDT Lunchtime Seminar
17 January 2018
16:00
Nicolaus Heuer
Abstract

Stable commutator length (scl) is a well established invariant of group elements g  (write scl(g)) and  has both geometric and algebraic meaning.

It is a phenomenon that many classes of non-positively curved groups have a gap in stable commutator length: For every non-trivial element g, scl(g) > C for some C>0. Such gaps may be found in hyperbolic groups, Baumslag-solitair groups, free products, Mapping class groups, etc. 
However, the exact size of this gap usually unknown, which is due to a lack of a good source of “quasimorphisms”.

In this talk I will construct a new source of quasimorphisms which yield optimal gaps and show that for Right-Angled Artin Groups and their subgroups the gap of stable commutator length is exactly 1/2. I will also show this gap for certain amalgamated free products.

  • Junior Topology and Group Theory Seminar

Pages