Past

A brief survey of the above.

As many of you are no doubt aware, a Study Group of particular significance will take place in Thuwal, Saudi Arabia, from 23rd January - 26th January 2011.

The problem statements, in their preliminary form can be found at:

http://people.maths.ox.ac.uk/bentahar/KSG/

Communication between observers in a relativistic scenario has proved to be

a setting for a fruitful dialogue between quantum field theory and quantum

information theory. A state that an inertial observer in Minkowski space

perceives to be the vacuum will appear to an accelerating observer to be a

thermal bath of radiation. We study the impact of this Davies-Fulling-Unruh

noise on communication, particularly quantum communication from an inertial

sender to an accelerating observer and private communication between two

inertial observers in the presence of an accelerating eavesdropper. In both

cases, we establish compact, tractable formulas for the associated

communication capacities assuming encodings that allow a single excitation

in one of a fixed number of modes per use of the communications channel.

We consider the Relativistic Vlasov-Maxwell system of equations which

describes the evolution of a collisionless plasma. We show that under

rather general conditions, one can test for linear instability by

checking the spectral properties of Schrodinger-type operators that

act only on the spatial variable, not the full phase space. This

extends previous results that show linear and nonlinear stability and

instability in more restrictive settings.

An old conjecture of Hardy and Littlewood posits that on average, the number of representations of a positive integer N as a sum of k, k-th powers is "very small." Recently, it has been observed that this conjecture is closely related to properties of a discrete fractional integral operator in harmonic analysis. This talk will give a basic introduction to the two key problems, describe the  correspondence between them, and show how number theoretic methods, in particular the circle method and mean values of Weyl sums, can be used to say something new in abstract harmonic analysis.

We analyse stability properties of stochastic Lagrangian Navier stokes flows on compact Riemannian manifolds.

What is a random group? What does it look like? In Gromov's few relator
and density models (with density < 1/2) a random group is a hyperbolic
group whose boundary at infinity is homeomorphic to a Menger curve.
Pansu's conformal dimension is an invariant of the boundary of a
hyperbolic group which can capture more information than just the
topology. I will discuss some new bounds on the conformal dimension of the
boundary of a small cancellation group, and apply them in the context of
random few relator groups, and random groups at densities less than 1/24.

Abstract: In this talk, we first introduce the notion of ergodic BSDE which arises naturally in the study of ergodic control. The ergodic BSDE is a class of infinite-horizon BSDEs:
Y_{t}^{x}=Y_{T}^{x}+∫_{t}^{T}[ψ(X^{x}_{σ},Z^{x}_{σ})-λ]dσ-∫_{t}^{T}Z_{σ}^{x}dB_{σ}, P-<K1.1/>, ∀0≤t≤T<∞,
<K1.1 ilk="TEXTOBJECT" > <screen-nom>hbox</screen-nom> <LaTeX>\hbox{a.s.}</LaTeX></K1.1> where X^{x} is a diffusion process. We underline that the unknowns in the above equation is the triple (Y,Z,λ), where Y,Z are adapted processes and λ is a real number. We review the existence and uniqueness result for ergodic BSDE under strict dissipative assumptions.
Then we study ergodic BSDEs under weak dissipative assumptions. On the one hand, we show the existence of solution to the ergodic BSDE by use of coupling estimates for perturbed forward stochastic differential equations. On the other hand, we show the uniqueness of solution to the associated Hamilton-Jacobi-Bellman equation by use of the recurrence for perturbed forward stochastic differential equations.
Finally, applications are given to the optimal ergodic control of stochastic differential equations to illustrate our results. We give also the connections with ergodic PDEs.

• Chris Farmer - Numerical simulation of anisotropic diffusion
• Jean-Charles Seguis - Introduction to the Fictitious Domain Method for Finite Elements Method
• Amy Smith - Multiscale Models of Cardiac Contraction and Perfusion
• Mark Curtis - Developing a novel Slender Body Theory incorporating regularised singularities

It is by now well established that loading conditions with sufficiently large triaxialities can induce the sudden appearance of internal cavities within elastomeric (and other soft) solids. The occurrence of such instabilities, commonly referred to as cavitation, can be attributed to the growth of pre-existing defects into finite sizes.

In this talk, I will present a new theory to study the phenomenon of cavitation in soft solids that, contrary to existing approaches,

simultaneously: (i) allows to consider general 3D loading conditions with arbitrary triaxiality, (ii)  applies to large (including compressible and anisotropic) classes of nonlinear elastic solids, and

(iii) incorporates direct information on the initial shape, spatial distribution, and mechanical properties of the underlying defects at which cavitation can initiate. The basic idea is to first cast cavitation in elastomeric solids as the homogenization problem of nonlinear elastic materials containing random distributions of zero-volume cavities, or defects. Then, by means of a novel iterated homogenization procedure, exact solutions are constructed for such a problem. These include solutions for the change in size of the underlying cavities as a function of the applied loading conditions, from which the onset of cavitation - corresponding to the event when the initially infinitesimal cavities suddenly grow into finite sizes - can be readily determined. In spite of the generality of the proposed approach, the relevant calculations amount to solving tractable Hamilton-Jacobi equations, in which the initial size of the cavities plays the role of "time" and the applied load plays the role of "space".

An application of the theory to the case of Ne-Hookean solids containing a random isotropic distribution of vacuous defects will be presented.

We will describe some joint work with V. G. Maz’ya and I. E. Verbitsky, concerning homogeneous quasilinear differential operators. The model operator under consideration is:

\[ L(u) = - \Delta_p u - \sigma |u|^{p-2} u. \]

Here $\Delta_p$ is the p-Laplacian operator and $\sigma$ is a signed measure, or more generally a distribution. We will discuss an approach to studying the operator L under only necessary conditions on $\sigma$, along with applications to the characterisation of certain Sobolev inequalities with indefinite weight. Many of the results discussed are new in the classical case p = 2, when the operator L reduces to the time independent Schrödinger operator.

I will discuss a few problems  that involve randomness , chosen randomly  (?) from the following : (i) the probability of a coin landing on a side  (ii) optimal strategies for throwing accurately, (iii)  the statistical mechanics of a ribbon, (iv) the intermittent dynamics of a growing polymeric assembly (v) fat tails from feedback.



• Nick Hale - 'Rectangular pseudospectral differentiation matrices' or, 'Why it's not hip to be square'

Boundary conditions in pseudospectral collocation methods are imposed by removing rows of the discretised differential operator and replacing them with others to enforce the required conditions at the boundary. A new approach, based upon projecting the discrete operator onto a lower-degree subspace to create a rectangular matrix and applying the boundary condition rows to ‘square it up’, is described.
We show how this new projection-based method maintains characteristics and advantages of both traditional collocation and tau methods.

• Cameron Hall - 'Discrete-to-continuum asymptotics of functions defined as sums'

When attempting to homogenise a large number of dislocations, it becomes important to express the stress in a body due to the combined effects of many dislocations. Assuming linear elasticity, this can be written as a simple sum over all the dislocations. In this talk, a method for obtaining an asymptotic approximation to this sum by simple manipulations will be presented. This method can be generalised to approximating one-dimensional functions defined as sums, and work is ongoing to achieve the same results in higher dimensions.

• Vladimir Zubkov - 'On the tear film modeling'

A great number of works about the tear film behaviour was published. The majority of these works based on modelling with the use of the lubrication approximation. We explore the relevance of the lubrication tear film model compare to the 2D Navier-Stokes model. Our results show that the lubrication model qualitatively describe the tear film evolution everywhere except region close to an eyelid margin. We also present the tear film behaviour using Navier-Stokes model that demonstrates that here is no mixing near the MCJ when the eyelids move relative to the eyeball.

• Kostas Zygalakis - 'Numerical methods for stiff stochastic differential equations'

Multiscale differential equations arise in the modelling of many important problems in the science and engineering. Numerical methods for such problems have been extensively studied in the deterministic case. In this talk, we will discuss numerical methods for (mean-square stable) stiff stochastic differential equations. In particular we will discuss a generalization of explicit stabilized methods, known as Chebyshev methods to stochastic problems.

Free-discontinuity problems describe situations where the solution of

interest is defined by a function and a lower dimensional set consisting

of the discontinuities of the function. Hence, the derivative of the

solution is assumed to be a "small function" almost everywhere except on

sets where it concentrates as a singular measure.

This is the case, for instance, in certain digital image segmentation

problems and brittle fracture models.

In the first part of this talk we show new preliminary results on

the existence of minimizers for inverse free-discontinuity problems, by

restricting the solutions to a class of functions with piecewise Lipschitz

discontinuity set.

If we discretize such situations for numerical purposes, the inverse

free-discontinuity problem in the discrete setting can be re-formulated as

that of finding a derivative vector with small components at all but a few

entries that exceed a certain threshold. This problem is similar to those

encountered in the field of "sparse recovery", where vectors

with a small number of dominating components in absolute value are

recovered from a few given linear measurements via the minimization of

related energy functionals.

As a second result, we show that the computation of global minimizers in

the discrete setting is an NP-hard problem.

With the aim of formulating efficient computational approaches in such

a complicated situation, we address iterative thresholding algorithms that

intertwine gradient-type iterations with thresholding steps which were

designed to recover sparse solutions.

It is natural to wonder how such algorithms can be used towards solving

discrete free-discontinuity problems. This talk explores also this

connection, and, by establishing an iterative thresholding algorithm for

discrete inverse free-discontinuity problems, provides new insights on

properties of minimizing solutions thereof.

The idea of this one day meeting is to give participants the opportunity to air the 'problem you never solved'. This might be either a problem you have never had time to work on or one that has defeated you. There will be plenty of time for discussion and maybe a few problems will be solved during the day! (Alternatively, the meeting may provide John with a source of problems to work on during his retirement.)

The programme starts with coffee at 10.00 and finishes with a reception and dinner in St Anne's College. Further details at

http://www.maths.ox.ac.uk/groups/occam/forthcoming-events/open-mathemat…

$\AA^1$-homotopy theory is the homotopy theory for smooth algebraic varieties which uses the affine line as a replacement for the unit interval. The stable $\AA^1$-homotopy category is a generalisation of the topological stable homotopy category, and in particular, gives a setting where algebraic cohomology theories such as motivic cohomology, and homotopy invariant algebraic $K$-theory can be represented. We give a brief overview of some aspects of the construction and some properties of both the topological stable homotopy category and the new $\AA^1$-stable homotopy category.

Can one of the most important Italian Renaissance frescoes reduced in hundreds of thousand fragments by a bombing during the Second World War be re-composed after more than 60 years from its damage? Can we reconstruct the missing parts and can we say something about their original color?

In this talk we would like to exemplify, hopefully effectively by taking advantage of the seduction of art, how mathematics today can be applied in real-life problems which were considered unsolvable only few years ago.

We investigate ground state configurations of atomic pair potential systems in two dimensions as the number of particles tends to infinity. Assuming crystallization (which has been proved for some cases such as the Radin potential, and is believed to hold more generally), we show that after suitable rescaling, the ground states converge to a unique macroscopic Wulff shape. Moreover, we derive a scaling law for the size of microscopic non-uniqueness which indicates larger fluctuations about the Wulff shape than intuitively expected.

Joint work with Yuen Au-Yeung and Bernd Schmidt (TU Munich),

to appear in Calc. Var. PDE

We will state a theorem of Shouhei Ma (2008) relating the Cusps of the Kaehler moduli space to the set of Fourier--Mukai partners of a K3 surface. Then we explain the relationship to the Bridgeland stability manifold and comment on our work relating stability conditions "near" to a cusp to the associated Fourier--Mukai partner.



In this presentation we discuss the Heston model with stochastic interest rates driven by Hull-White or Cox-Ingersoll-Ross processes.

We present approximations in the Heston-Hull-White hybrid model, so that a characteristic function can be derived and derivative pricing can be efficiently done using the Fourier Cosine expansion technique.

This pricing method, called the COS method, is explained in some detail.

We furthermore discuss the effect of the approximations in the hybrid model on the instantaneous correlations, and check the influence of the correlation between stock and interest rate on the implied volatilities.

We apply the novel method of potential analysis to study climatic records. The method comprises (i) derivation of the number of climate states from time series, (ii) derivation of the potential coefficients. Dynamically

monitoring patterns of potential analysis yields indications of possible bifurcations and transitions of the system.

The method is tested on artificial data and then applied to various climatic records [1,2]. It can be applied to a wide range of stochastic systems where time series of sufficient length and temporal resolution are available and transitions or bifurcations are surmised. A recent application of the method in a model of globally coupled bistable systems [3] confirms its general applicability for studying time series in statistical physics.

[1] Livina et al, Climate of the Past, 2010.

[2] Livina et al, Climate Dynamics (submitted)

[3] Vaz Martins et al, Phys. Rev. E, 2010

Consider the valued field $\mathbb{R}((\Gamma))$ of generalised series, with real coefficients and

monomials in a totally ordered multiplicative group $\Gamma$ . In a series of papers,

we investigated how to endow this formal algebraic object with the analogous

of classical analytic structures, such as exponential and logarithmic maps,

derivation, integration and difference operators. In this talk, we shall discuss

series derivations and series logarithms on $\mathbb{R}((\Gamma))$ (that is, derivations that

commute with infinite sums and satisfy an infinite version of Leibniz rule, and

logarithms that commute with infinite products of monomials), and investigate

compatibility conditions between the logarithm and the derivation, i.e. when

the logarithmic derivative is the derivative of the logarithm.

When modeling biochemical reactions within cells, it is vitally important to take into account the effect of intrinsic noise in the system, due to the small copy numbers of some of the chemical species. Deterministic systems can give vastly different types of behaviour for the same parameter sets of reaction rates as their stochastic analogues, giving us an incorrect view of the bifurcation diagram.

Stochastic Simulation Algorithms (SSAs) exist which draw exact trajectories from the Chemical Master Equation (CME). However, these methods can be very computationally expensive, particularly where there is a separation of time scales of the evolution of some of the chemical species. Some of the species may react many times on a time scale for which others are highly unlikely to react at all. Simulating all of these reactions of the fast species is a waste of computational effort, and many different methods exist for reducing the system to one which only contains the slow variables.

In this talk we will introduce the conditional Gillespie algorithm, a method for sampling directly from the conditional distribution on the fast variables, given a static value for the slow variables. Using this, we will go on to describe the constrained Gillespie approach, which uses simulations of the CG algorithm to estimate the drift and diffusion terms of the effective dynamics of the slow variables.

If there is time at the end, I will briefly describe my work on another project, which involves full sampling of the posterior distributions in various problems in data assimilation using Monte Carlo Markov Chain (MCMC) methods.

Implementations of the revised simplex method for solving large scale sparse linear programming (LP) problems are highly efficient for single-core architectures. This talk will discuss the limitations of the underlying techniques in the context of modern multi-core architectures, in particular with respect to memory access. Novel techniques for implementing the dual revised simplex method will be introduced, and their use in developing a dual revised simplex solver for multi-core architectures will be described.

I will sketch a method to prolong certain classes of differential equations on manifolds using Lie algebra cohomology. The talk will be based on articles by Branson, Cap, Eastwood and Gover (arXiv:math/0402100 and ESI preprint 1483).

In [Liang, Lyons and Qian(2009): Backward Stochastic Dynamics on a Filtered Probability Space, to appear in the Annals of Probability], the authors demonstrated that BSDEs can be reformulated as functional differential equations, and as an application, they solved BSDEs on general filtered probability spaces. In this paper the authors continue the study of functional differential equations and demonstrate how such approach can be used to solve FBSDEs. By this approach the equations can be solved in one direction altogether rather than in a forward and backward way. The solutions of FBSDEs are then employed to construct the weak solutions to a class of BSDE systems (not necessarily scalar) with quadratic growth, by a nonlinear version of Girsanov's transformation. As the solving procedure is constructive, the authors not only obtain the existence and uniqueness theorem, but also really work out the solutions to such class of BSDE systems with quadratic growth. Finally an optimal portfolio problem in incomplete markets is solved based on the functional differential equation approach and the nonlinear Girsanov's transformation.

The talk is based on the joint work with Lyons and Qian:

http://arxiv4.library.cornell.edu/abs/1011.4499

Given a block, b, of a finite group, Alperin's weight conjecture predicts a miraculous equality between the number of isomorphism classes of simple b-modules and the number of G-orbits of b-weights. Radha Kessar showed that the latter can be written in terms of the fusion system of the block and Markus Linckelmann has computed it as an Euler characteristic of a certain space (provided certain conditions hold). We discuss these reformulations and give some examples.

I will speak about a geometric method, based on the classical trace map, for investigating word maps on groups PSL(2, q) and SL(2, q). In two different papers (with F. Grunewald, B. Kunyavskii, and Sh. Garion, F. Grunewald, respectively) this approach was applied to the following problems.

1. Description of Engel-like sequences of words in two variables which characterize finite

solvable groups. The original problem was reformulated in the language of verbal dynamical

systems on SL(2). This allowed us to explain the mechanism of the proofs for known

sequences and to obtain a method for producing more sequences of the same nature.

2. Investigation of the surjectivity of the word map defined by the n-th Engel word

[[[X, Y ], Y ], . . . , Y ] on the groups PSL(2, q) and SL(2, q). Proven was that for SL(2, q), this

map is surjective onto the subset SL(2, q) $\setminus$ {−id} $\subset$ SL(2, q) provided that q $\ge q_0(n)$ is

sufficiently large. If $n\le 4$ then the map was proven to be surjective for all PSL(2, q).

Sutured manifolds are compact oriented 3-manifolds with boundary, together with a set of dividing curves on the boundary. Sutured Floer homology is an invariant of balanced sutured manifolds that is a common generalization of the hat version of Heegaard Floer homology and knot Floer homology. I will define cobordisms between sutured manifolds, and show that they induce maps on sutured Floer homology groups, providing a type of TQFT. As a consequence, one gets maps on knot Floer homology groups induced by decorated knot cobordisms.

In a healthy human brain, cerebrospinal fluid (CSF), a water-like liquid, fills a system of cavities, known as ventricles, inside the brain and also surrounds the brain and spinal cord. Abnormalities in CSF dynamics, such as hydrocephalus, are not uncommon and can be fatal for the patient. We will consider two types of models for the so-called infusion test, during which additional fluid is injected into the CSF space at a constant rate, while measuring the pressure continuously, to get an insight into the CSF dynamics of that patient.

In compartment type models, all fluids are lumped into compartments, whose pressure and volume interactions can be modelled with compliances and resistances, equivalent to electric circuits. Since these models have no spatial variation, thus cannot give information such as stresses in the brain tissue, we also consider a model based on the theory of poroelasticity, but including strain-dependent permeability and arterial blood as a second fluid interacting with the CSF only through the porous elastic solid.

We show the existence of global-in-time weak solutions to a general class of bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier-Stokes equations in a bounded domain in two or three space dimensions for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined by the Kramers expression through the associated probability density function that satisfies a Fokker-Planck-type parabolic equation, a crucial feature of which is the presence of a center-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker-Planck equation; in particular, the drag term need not be corotational. With a square-integrable and divergence-free initial velocity datum for the Navier-Stokes equation and a nonnegative initial probability density function for the Fokker-Planck equation, which has finite relative entropy with respect to the Maxwellian of the model, we prove the existence of a global-in-time weak solution to the coupled Navier-Stokes-Fokker-Planck system. It is also shown that in the absence of a body force, the weak solution decays exponentially in time to the equilibrium solution, at a rate that is independent of the choice of the initial datum and of the centre-of-mass diffusion coefficient.

The talk is based on joint work with John W. Barrett [Imperial College London].