Tue, 16 Oct 2012
17:00
L2

Superrigidity for mapping class groups?

Prof Juan Souto
(British Columbia)
Abstract

There is a well-acknowledged analogy between mapping class
groups and lattices in higher rank groups. I will discuss to which
extent does Margulis's superrigidity hold for mapping class groups:
examples, very partial results and questions.

Tue, 16 Oct 2012

15:45 - 16:45
L3

Reduced classes and curve counting on surfaces

Martijn Kool
(Imperial College London)
Abstract

Counting nodal curves in linear systems $|L|$ on smooth projective surfaces $S$ is a problem with a long history. The G\"ottsche conjecture, now proved by several people, states that these counts are universal and only depend on $c_1(L)^2$, $c_1(L)\cdot c_1(S)$, $c_1(S)^2$ and $c_2(S)$. We present a quite general definition of reduced Gromov-Witten and stable pair invariants on S. The reduced stable pair theory is entirely computable. Moreover, we prove that certain reduced Gromov-Witten and stable pair invariants with many point insertions coincide and are both equal to the nodal curve counts appearing in the Göttsche conjecture. This can be seen as version of the MNOP conjecture for the canonical bundle $K_S$. This is joint work with R. P. Thomas.

Tue, 16 Oct 2012

14:15 - 15:00
Oxford-Man Institute

Optimal order placement

Peter Bank
(TU Berlin University)
Abstract

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. By contrast to the previous literature, we allow the liquidity parameters of market depth and resilience to vary deterministically over the course of the trading period. The resulting singular optimal control problem is shown to be tractable by methods from convex analysis and, under

minimal assumptions, we construct an explicit solution to the scheduling problem in terms of some concave envelope of the resilience adjusted market depth.

Tue, 16 Oct 2012
13:15
DH 1st floor SR

Liquid snowflake formation in superheated ice

Matt Hennessy
Abstract

When ice is raised to a temperature above its usual melting temperature
of 273 K, small cylindrical discs of water form within the bulk of the
ice. Subsequent internal melting of the ice causes these liquid discs to
grow radially outwards. However, many experimentalists have observed
that the circular interface of these discs is unstable and eventually
the liquid discs turn into beautiful shapes that resemble flowers or
snowflakes. As a result of their shape, these liquid figures are often
called liquid snowflakes. In this talk I'll discuss a simple
mathematical model of liquid snowflake formation and I'll show how a
combination of analytical and numerical methods can yield much insight
into the dynamics which govern their growth.

Mon, 15 Oct 2012

16:00 - 17:00
SR1

Simultaneous prime values of pairs of quadratic forms

Lillian Pierce
(Oxford)
Abstract

Given a form $F(x)$, the circle method is frequently used to provide an asymptotic for the number of representations of a fixed integer $N$ by $F(x)$. However, it can also be used to prove results of a different flavor, such as showing that almost every number (in a certain sense) has at least one representation by $F(x)$. In joint work with Roger Heath-Brown, we have recently considered a 2-dimensional version of such a problem. Given two quadratic forms $Q_1$ and $Q_2$, we ask whether almost every integer (in a certain sense) is simultaneously represented by $Q_1$ and $Q_2$. Under a modest geometric assumption, we are able to prove such a result if the forms are in $5$ variables or more. In particular, we show that any two such quadratic forms must simultaneously attain prime values infinitely often. In this seminar, we will review the circle method, introduce the idea of a Kloosterman refinement, and investigate how such "almost all" results may be proved.


Mon, 15 Oct 2012

15:45 - 16:45
Oxford-Man Institute

Skorohod Equation and Reflected Backward SDE.

Mingyu Xu
(Chinese Academy of Science Beijing)
Abstract

Abstract: By using the Skorohod equation we derive an
iteration procedure which allows us to solve a class of reflected backward
stochastic differential equations with non-linear resistance induced by the
reflected local time. In particular, we present a new method to study the
reflected BSDE proposed first by El Karoui et al. (1997).

Mon, 15 Oct 2012

14:15 - 15:15
Oxford-Man Institute

A stochastic approach to the evolution by mean curvature flow.

FREDERICA DRAGONI
(Cardiff University)
Abstract

Abstract: In the talk we first introduce the level set equation for the evolution by mean curvature flow, explaining the main difference between the standard Euclidean case and the horizontal evolution.

Then we will introduce a stochastic representation formula for the viscosity solution of the level set equation related to the value function of suitable associated stochastic controlled ODEs which are motivated by a concept of intrinsic Brownian motion in Carnot-Caratheodory spaces.

Mon, 15 Oct 2012

12:00 - 13:00

The Hodge Plot of Toric Calabi-Yau Threefolds. Webs of K3 Fibrations from Polyhedra with Interchangeable Parts

Andrei Constantin
(Oxford)
Abstract
Even a cursory inspection of the Hodge plot associated with Calabi-Yau threefolds that are hypersurfaces in toric varieties reveals striking structures. These patterns correspond to webs of elliptic-K3 fibrations whose mirror images are also elliptic-K3 fibrations. Such manifolds arise from reflexive polytopes that can be cut into two parts along slices corresponding to the K3 fibers. Any two half-polytopes over a given slice can be combined into a reflexive polytope. This fact, together with a remarkable relation on the additivity of Hodge numbers, explains much of the structure of the observed patterns.
Fri, 12 Oct 2012

16:00 - 17:00
DH 1st floor SR

Incomplete Continuous-time Securities Markets with Stochastic Income Volatility

Kasper Larsen
(Carnegie Mellon University)
Abstract

In an incomplete continuous-time securities market with uncertainty generated by Brownian motions, we derive closed-form solutions for the equilibrium interest rate and market price of risk processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income and can trade continuously on a finite time-interval in a money market account and a single risky security. Besides establishing the existence of an equilibrium, our main result shows that if the investors' unspanned income has stochastic countercyclical volatility, the resulting equilibrium can display both lower interest rates and higher risk premia compared to the Pareto efficient equilibrium in an otherwise identical complete market. This is joint work with Peter Ove Christensen.

Fri, 12 Oct 2012

11:30 - 13:00
OCCAM Common Room (RI2.28)

OCCAM Group Meeting

Various
Abstract
  • Matt Webber - ‘Stochastic neural field theory’
  • Yohan Davit - ‘Multiscale modelling of deterministic problems with applications to biological tissues and porous media’
  • Patricio Farrell - ‘An RBF multilevel algorithm for solving elliptic PDEs’
Thu, 11 Oct 2012

17:00 - 18:00
L3

Plus ultra

Frank Wagner (Lyon)
Abstract

I shall present a very general class of virtual elements in a structure, ultraimaginaries, and analyse their model-theoretic properties.

Thu, 11 Oct 2012

16:00 - 17:00
DH 1st floor SR

Mathematical sociology is not an oxymoron

Martin Everett
(University of Manchester)
Abstract

The use of formal mathematical models in sociology started in the 1940s and attracted mathematicians such as Frank Harary in the 1950s. The idea is to take the rather intuitive ideas described in social theory and express these in formal mathematical terms. Social network analysis is probably the best known of these and it is the area which has caught the imagination of a wider audience and has been the subject of a number of popular books. We shall give a brief over view of the field of social networks and will then look at three examples which have thrown up problems of interest to the mathematical community. We first look at positional analysis techniques and give a formulation that tries to capture the notion of social role by using graph coloration. We look at algebraic structures, properties, characterizations, algorithms and applications including food webs. Our second and related example looks at core-periphery structures in social networks. Our final example relates to what the network community refer to as two-mode data and a general approach to analyzing networks of this form. In all cases we shall look at the mathematics involved and discuss some open problems and areas of research that could benefit from new approaches and insights.

Thu, 11 Oct 2012

14:00 - 15:00
Gibson Grd floor SR

Automated parallel adjoints for model differentiation, optimisation and stability analysis

Dr Patrick Farrell
(Imperial College London)
Abstract

The derivatives of PDE models are key ingredients in many

important algorithms of computational science. They find applications in

diverse areas such as sensitivity analysis, PDE-constrained

optimisation, continuation and bifurcation analysis, error estimation,

and generalised stability theory.

\\

\\

These derivatives, computed using the so-called tangent linear and

adjoint models, have made an enormous impact in certain scientific fields

(such as aeronautics, meteorology, and oceanography). However, their use

in other areas has been hampered by the great practical

difficulty of the derivation and implementation of tangent linear and

adjoint models. In his recent book, Naumann (2011) describes the problem

of the robust automated derivation of parallel tangent linear and

adjoint models as "one of the great open problems in the field of

high-performance scientific computing''.

\\

\\

In this talk, we present an elegant solution to this problem for the

common case where the original discrete forward model may be written in

variational form, and discuss some of its applications.

Thu, 11 Oct 2012

12:00 - 13:00
SR1

Nahm transforms in differential geometry

Jakob Blaavand
Abstract

This talk will discuss the notion of a Nahm transform in differential geometry, as a way of relating solutions to one differential equation on a manifold, to solutions of another differential equation on a different manifold. The guiding example is the correspondence between solutions to the Bogomolny equations on $\mathbb{R}^3$ and Nahm equations on $\mathbb{R}$. We extract the key features from this example to create a general framework.

Thu, 11 Oct 2012
12:00
Gibson 1st Floor SR

Variational results for nematic elastomers

Virginia Agostiniani
(University of Oxford)
Abstract

Nematic elastomers are rubbery elastic solids made of cross-linked polymeric chains with embedded nematic mesogens. Their mechanical behaviour results from the interaction of electro-optical effects typical of nematic liquid crystals with the elasticity of a rubbery matrix. We show that the geometrically linear counterpart of some compressible models for these materials can be justified via Gamma-convergence. A similar analysis on other compressible models leads to the question whether linearised elasticity can be derived from finite elasticity via Gamma-convergence under weak conditions of growth (from below) of the energy density. We answer to this question for the case of single well energy densities.

We discuss Ogden-type extensions of the energy density currently used to model nematic elastomers, which provide a suitable framework to study the stiffening response at high imposed stretches.

Finally, we present some results concerning the attainment of minimal energy for both the geometrically linear and the nonlinear model.

Thu, 11 Oct 2012

12:00 - 13:00
Gibson Grd floor SR

Hochschild-Witt complex

Dmitry Kaledin
(Moscow)
Abstract

The "de Rham-Witt complex" of Deligne and Illusie is a functorial complex of sheaves $W^*(X)$ on a smooth algebraic variety $X$ over a finite field, computing the cristalline cohomology of $X$. I am going to present a non-commutative generalization of this: even for a non-commutative ring $A$, one can define a functorial "Hochschild-Witt complex" with homology $WHH^*(A)$; if $A$ is commutative, then $WHH^i(A)=W^i(X)$, $X = Spec A$ (this is analogous to the isomorphism $HH^i(A)=H^i(X)$ discovered by Hochschild, Kostant and Rosenberg). Moreover, the construction of the Hochschild-Witt complex is actually simpler than the Deligne-Illusie construction, and it allows to clarify the structure of the de Rham-Witt complex.

Thu, 11 Oct 2012
11:00
SR1

``Relative CM-triviality and interpretable groups in the bad field''

Frank Wagner
(Lyon)
Abstract

I shall present a geometric property valid in many Hrushovski
amalgamation constructions, relative CM-triviality, and derive
consequences on definable groups: modulo their centre they are already
products of groups interpretable in the initial theories used for the
construction. For the bad field constructed in this way, I shall
moreover classify all interpretable groups up to isogeny.

Wed, 10 Oct 2012

16:00 - 17:00
SR2

A Voyage into Outer Space (what I did on my holidays)

Henry Bradford
(University of Oxford)
Abstract

The study of free groups and their automorphisms has a long pedigree, going back to the work of Nielsen and Dehn in the early 20th century, but in many ways the subject only truly reached maturity with the introduction of Outer Space by Culler and Vogtmann in the “Big Bang” of 1986. In this (non-expert) talk, I will walk us through the construction of Outer Space and some related complexes, and survey some group-theoretic applications.

Tue, 09 Oct 2012
17:00
L2

Rank Gradient of Artin Groups and Relatives

Nikolay Nikolov
(University of Oxford)
Abstract

We prove that the rank gradient vanishes for mapping class groups, Aut(Fn) for all n, Out(Fn), n > 2 and any Artin group whose underlying graph is connected. We compute the rank gradient and verify that it is equal to the first L2-Betti number for some classes of Coxeter groups.

Tue, 09 Oct 2012

14:30 - 15:30
L3

Tiling Euclidean space with a polytope, by translations

Sinai Robins
(Nanyang Technological University)
Abstract

We study the problem of covering R^d by overlapping translates of a convex polytope, such that almost every point of R^d is covered exactly k times. Such a covering of Euclidean space by a discrete set of translations is called a k-tiling. The investigation of simple tilings by translations (which we call 1-tilings in this context) began with the work of Fedorov and Minkowski, and was later extended by Venkov and McMullen to give a complete characterization of all convex objects that 1-tile R^d. By contrast, for k ≥ 2, the collection of polytopes that k-tile is much wider than the collection of polytopes that 1-tile, and there is currently no known analogous characterization for the polytopes that k-tile. Here we first give the necessary conditions for polytopes P that k-tile, by proving that if P k-tiles R^d by translations, then it is centrally symmetric, and its facets are also centrally symmetric. These are the analogues of Minkowski’s conditions for 1-tiling polytopes, but it turns out that very new methods are necessary for the development of the theory. In the case that P has rational vertices, we also prove that the converse is true; that is, if P is a rational, centrally symmetric polytope, and if P has centrally symmetric facets, then P must k-tile R^d for some positive integer k.

Tue, 09 Oct 2012

14:00 - 15:00
SR1

Donaldson-Thomas theory of toric CY 3-folds I

Zheng Hua
(Kansas State)
Abstract

I will explain an approach to study DT theory of toric CY 3-folds using $L_\infty$ algebras. Based on the construction of strong exceptional collection of line bundles on Fano toric stack of dimension two, we realize any bounded families of sheaves on local surfaces support on zero section as critical sets of the Chern-Simons functions. As a consequence of this construction, several interesting properties of DT invariants on local surfaces can be checked.

Mon, 08 Oct 2012

17:00 - 18:00
Gibson 1st Floor SR

Blow-up & Stationary States

José Antonio Carrillo de la Plata
(Imperial College)
Abstract
We will discuss how optimal transport tools can be used to analyse the qualitative behavior of continuum systems of interacting particles by fully attractive or short-range repulsive long-range attractive potentials.
Mon, 08 Oct 2012

15:45 - 16:45
Oxford-Man Institute

Higher order spatial approximations for degenerate parabolic SPDEs

ERIC JOSEPH HALL
(Edinburgh University)
Abstract

Abstract: We consider an implicit finite difference
scheme on uniform grids in time and space for the Cauchy problem for a second
order parabolic stochastic partial differential equation where the parabolicity
condition is allowed to degenerate. Such equations arise in the nonlinear
filtering theory of partially observable diffusion processes. We show that the
convergence of the spatial approximation can be accelerated to an arbitrarily
high order, under suitable regularity assumptions, by applying an extrapolation
technique.

Mon, 08 Oct 2012

14:15 - 15:15
Oxford-Man Institute

Behaviour near the extinction time in self-similar fragmentation chains

CHRISTINA GOLDSCHMIDT
(Oxford University)
Abstract

Suppose we have a collection of blocks, which gradually split apart as time goes on. Each block waits an exponential amount
of time with parameter given by its size to some power alpha, independently of the other blocks. Every block then splits randomly,but according to the same distribution. In this talk, I will focus on the case where alpha is negative, which
means that smaller blocks split faster than larger ones. This gives rise to the phenomenon of loss of mass, whereby the smaller blocks split faster and faster until they are reduced to ``dust''. Indeed, it turns out that the whole state is reduced to dust in a finite time, almost surely (we call this the extinction time). A natural question is then: how do the block sizes behave as the process approaches its extinction time? The answer turns out to involve a somewhat unusual ``spine'' decomposition for the fragmentation, and Markov renewal theory.

This is joint work with Bénédicte Haas (Paris-Dauphine).

Mon, 08 Oct 2012

12:00 - 13:00
L3

Lines on the Dwork Pencil of Quintic Threefolds

Philip Candelas
(Oxford)
Abstract
I will discuss some of the subtleties involved in counting lines on Calabi-Yau threefolds and then discuss the lines on the Dwork pencil of quintic threefolds. It has been known for some time that the manifolds of the pencil contain continuous families of lines and it is known from the work of Angca Mustata that there are 375 discrete lines and also two families parametrized by isomorphic curves that are 125:1 covers of genus six curves $C_{\pm\varphi}$. The surprise is that an explicit parametrization of these families is not as complicated as might have been anticipated.  We find, in this way, what should have anticipated from the outset, that the curves $C_\varphi$ are the curves of the Wiman pencil.  
Thu, 04 Oct 2012

14:00 - 15:00
Gibson Grd floor SR

The Science of Ice Sheets: the Mathematical Modeling and Computational Simulation of Ice Flows

Professor Max Gunzburger
(Florida State University)
Abstract

The melting of ice in Greenland and Antarctica would, of course, be by far the major contributor any possible sea level rise. Thus, to make science-based predictions about sea-level rise, it is crucial that the ice sheets covering those land masses be accurately mathematically modeled and computationally simulated. In fact, the 2007 IPCC report on the state of the climate did not include predictions about sea level rise because it was concluded there that the science of ice sheets was not developed to a sufficient degree. As a result, predictions could not be rationally and

confidently made. In recent years, there has been much activity in trying to improve the state-of-the-art of ice sheet modeling and simulation. In

this lecture, we review a hierarchy of mathematical models for the flow of ice, pointing out the relative merits and demerits of each, showing how

they are coupled to other climate system components (ocean and atmosphere), and discussing where further modeling work is needed. We then discuss algorithmic approaches for the approximate solution of ice sheet flow models and present and compare results obtained from simulations using the different mathematical models.

Tue, 02 Oct 2012

14:00 - 15:00
SR1

$W$-algebras and moduli spaces of sheaves on $A^2$ I

Olivier Schiffmann
(Jussieu)
Abstract

Motivated by a conjecture of Alday, Gaiotto and Tachikawa (AGT

conjecture), we construct an action of

a suitable $W$-algebra on the equivariant cohomology of the moduli

space $M_r$ of rank r instantons on $A^2$ (i.e.

on the moduli space of rank $r$ torsion free sheaves on $P^2$,

trivialized at the line at infinity). We show that

the resulting $W$-module is identified with a Verma module, and the

characteristic class of $M_r$ is the Whittaker vector

of that Verma module. One of the main ingredients of our construction

is the so-called cohomological Hall algebra of the

commuting variety, which is a certain associative algebra structure on

the direct sum of equivariant cohomology spaces

of the commuting varieties of $gl(r)$, for all $r$. Joint work with E. Vasserot.

Fri, 28 Sep 2012

15:05 - 15:45
L1

Efficient computation of Rankin $p$-adic L-functions

Alan Lauder
(Oxford)
Abstract

I will present an efficient algorithm for computing certain special values of Rankin triple product $p$-adic L-functions and give an application of this to the explicit construction of rational points on elliptic curves.

Fri, 28 Sep 2012

14:00 - 15:00
L1

p-adic iterated integrals and rational points on elliptic curves

Henri Darmon
(McGill)
Abstract

The $p$-adic Gross-Zagier formula for diagonal cycles and the $p$-adic Beilinson formulae described in the lectures of Rotger and Bertolini respectively suggest a connection between certain  {\em $p$-adic iterated integrals} attached to modular forms and rational points on elliptic curves. I will describe an ongoing project (in collaboration with Alan Lauder and Victor Rotger) whose goal is to explore these relationships numerically, with the goal of better understanding the notion of {\em Stark-Heegner points}. It is hoped that these experiments might suggest new perspectives on Stark-Heegner points based on suitable {\em $p$-adic deformations} of the global objects--diagonal cycles, Beilinson-Kato and Beilinson-Flach elements-- described in the lectures of Rotger, Bertolini, Dasgupta, and Loeffler, following  the influential approach to $p$-adic $L$-functions pioneered by Coates-Wiles, Kato, and Perrin-Riou.

Fri, 28 Sep 2012

11:00 - 12:00
L1

Eisenstein cocycle on ${\rm GL}_n$ and computation \\ of $p$-adic L-functions of totally real fields

Pierre Charollois
(Paris VI)
Abstract

We define an integral version of Sczech cocycle on ${\rm GL}_n(\mathbf{Z})$ by raising the level at a prime $\ell$.As a result, we obtain a new construction of the $p$-adic L-functions of Barsky/Cassou-Nogu\`es/Deligne-Ribet. This cohomological construction further allows for a study of the leading term of these L-functions at $s=0$:\\1) we obtain a new proof that the order of vanishing is at least the oneconjectured by Gross. This was already known as result of Wiles.\\2) we deduce an analog of the modular symbol algorithm for ${\rm GL}_n$ from the cocyclerelation and LLL. It enables for the efficient computation of the special values of these $p$-adic L-functions.\\When combined  with a refinement of the Gross-Stark conjecture, we obtain some examples of numerical construction of $\mathfrak p$-units in class fields of totally real (cubic) fields.This is joint work with Samit Dasgupta.

Fri, 28 Sep 2012

09:30 - 10:30
L1

Euler systems for Rankin--Selberg convolutions of modular forms

David Loeffler
(Warwick)
Abstract

I will describe a construction of special cohomology classes over the cyclotomic tower for the product of the Galois representations attached to two modular forms, which $p$-adically interpolate the "Beilinson--Flach elements" of Bertolini, Darmon and Rotger. I will also describe some applications to the Iwasawa theory of modular forms over imaginary quadratic fields.

Thu, 27 Sep 2012

16:00 - 17:00
L1

Factorization of $p$-adic Rankin L-series

Samit Dasgupta
(UCSC)
Abstract


We show that the $p$-adic L-function associated to the tensor square of a $p$-ordinary eigenform factors as the product of the symmetric square $p$-adic L-function of the form with a Kubota-Leopoldt $p$-adic L-function.  Our method of proof follows that of Gross, who proved a factorization for Katz's $ p$-adic L-function for a character arising as the restriction of a Dirichlet character.  We prove certain special value formulae for classical and $p$-adicRankin L-series at non-critical points.  The formula of Bertolini, Darmon, and Rotger in the $p$-adic setting is a key element of our proof.  As demonstrated by Citro, we obtain as a corollary of our main result a proof of the exceptional zero conjecture of Greenberg for the symmetric square.