Past

1. "Approximate approximations" and accurate computation of high dimensional potentials.

2. Iteration procedures for ill-posed boundary value problems with preservation of the differential equation.

3. Asymptotic treatment of singularities of solutions generated by edges and vertices at the boundary.

4. Compound asymptotic expansions for solutions to boundary value problems for domains with singularly perturbed boundaries.

5. Boundary value problems in perforated domains without homogenization.

There is a conjectural relationship due to Yau-Tian-Donaldson between stability of projective manifolds and the existence of canonical Kahler metrics (e.g. Kahler-Einstein metrics). Embedding the projective manifold in a large projective space gives, on one hand, a Geometric Invariant Theory stability problem (by changing coordinates on the projective space) and, on the other, a notion of balanced metric which can be used to approximate the canonical Kahler metric in question. I shall discuss joint work with Richard Thomas that extends this framework to orbifolds with cyclic quotient singularities using embeddings in weighted projective space, and examples that show how several obstructions to constant scalar curvature orbifold metrics can be interpreted in terms of stability.

Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number) Ec is different from zero, an additional time scale of O(Ec^(?1)) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/ f^(3/2) power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.

A recent innovation in quantum field theory is the locally covariant

framework developed by Brunetti, Fredenhagen and Verch, in which quantum

field theories are regarded as functors from a category of spacetimes to a

category of *-algebras. I will review these ideas and particularly discuss

the extent to which they correspond to the intuitive idea of formulating the

same physics in all spacetimes.

We consider monochromatic planar electro-magnetic waves propagating through a nonlinear dielectric medium in the optical regime.

Travelling waves are particularly simple solutions of this kind. Results on the existence of guided travelling waves will be reviewed. In the case of TE-modes, their stability will be discussed within the context of the paraxial approximation.

The modern approach to integrability proceeds via a Riemann surface, the spectral curve.

In many applications this curve is specified by transcendental constraints in terms of periods. I will highlight some of the problems this leads to in the context of monopoles, problems including integer solutions to systems of quadratic forms, questions of real algebraic geometry and conjectures for elliptic functions. Several new results will be presented including the uniqueness of the tetrahedrally symmetric monopole.

Given a bounded Lipschitz domain, we consider the Dirichlet problem with boundary data in Besov spaces

for divergence form strongly elliptic systems of arbitrary order with bounded complex-valued coefficients.

The main result gives a sharp condition on the local mean oscillation of the coefficients of the differential operator

and the unit normal to the boundary (automatically satisfied if these functions belong to the space VMO)

which guarantee that the solution operator associated with this problem is an isomorphism.

Hairsine-Rose (HR) model is the only multi sediment size soil erosion

model. The HR model is modifed by considering the effects of sediment bedload and

bed elevation. A two step composite Liska-Wendroff scheme (LwLf4) which

designed for solving the Shallow Water Equations is employed for solving the

modifed Hairsine-Rose model. The numerical approximations of LwLf4 are

compared with an independent MOL solution to test its validation. They

are also compared against a steady state analytical solution and experiment

data. Buffer strip is an effective way to reduce sediment transportation for

certain region. Modifed HR model is employed for solving a particular buffer

strip problem. The numerical approximations of buffer strip are compared

with some experiment data which shows good matches.

We reconsider Merton's problem under proportional transaction costs.

Beginning with Davis and Norman (1990) such utility maximization problems are usually solved using stochastic control theory.

Martingale methods, on the other hand, have so far only been used to derive general structural results. These apply the duality theory for frictionless markets typically to a fictitious shadow price process lying within the bid-ask bounds of the real price process.

In this study we show that this dual approach can actually be used for both deriving a candidate solution and verification.

In particular, the shadow price process is determined explicitly.

Collaborators from Industry will speak to us about their proposed projects for the MSc in Math Modelling and Scientific Computation. Potential supervisors should attend. All others welcome too.

After a short introduction to the section conjecture, I plan to present a "minimalistic" form of the birational p-adic section conjecture. The result is related to both: Koenigsmann's proof of the birational p-adic section conjecture, and a "minimalistic" Galois characterisation of formally p-adic valuations.

Whispering gallery modes in optical resonators have received a lot of attention as a mechanism for constructing small, directional lasers. They are also potentially important as passive optical components in schemes for coupling and filtering signals in optical fibres, in sensing devices and in other applications. In this talk it is argued that the evanescent field outside resonators that are very slightly deformed from circular or spherical is surprising in a couple of respects. First, even very small deformations seem to be capable of leading to highly directional emission patterns. Second, even though the undelying ray families are very regular and hardly differ from the integrable circular or spherical limit inside the resonator, a calculation of the evanescent field outside it is not straightforward.

This is because even very slight nonintegrability has a profound effect on the complexified ray families which guide the external wave to asymptopia. An approach to describing the emitted wave is described which is based on canonical perturbation theory applied to the ray families and extended to comeplx phase space.

Molecular Dynamics Simulations are a tool to study the behaviour

of atomic-scale systems. The simulations themselves solve the

equations of motion for hundreds to millions of particles over

thousands to billions of time steps. Due to the size of the

problems studied, such simulations are usually carried out on

large clusters or special-purpose hardware.

At a first glance, there is nothing much of interest for a

Numerical Analyst: the equations of motion are simple, the

integrators are of low order and the computational aspects seem

to focus on hardware or ever larger and faster computer

clusters.

The field, however, having been ploughed mainly by domain

scientists (e.g. Chemists, Biologists, Material Scientists) and

a few Computer Scientists, is a goldmine for interesting

computational problems which have been solved either badly or

not at all. These problems, although domain specific, require

sufficient mathematical and computational skill to make finding

a good solution potentially interesting for Numerical Analysts.

The proper solution of such problems can result in speed-ups

beyond what can be achieved by pushing the envelope on Moore's

Law.

In this talk I will present three examples where problems

interesting to Numerical Analysts arise. For the first two

problems, Constraint Resolution Algorithms and Interpolated

Potential Functions, I will present some of my own results. For

the third problem, using interpolations to efficiently compute

long-range potentials, I will only present some observations and

ideas, as this will be the main focus of my research in Oxford

and therefore no results are available yet.

According to the Ernst-Geroch reduction, in an axially symmetric stationary electrovac spacetime, the Einstein-Maxwell equations reduce to a harmonic map problem with singular boundary data. I will discuss the “regularity” of the reduced harmonic maps near the boundary and its implication on the regularity of the corresponding spacetimes.

We describe John Stalling's method of studying finitely generated free groups via graphs and moves on graphs called folds. We will then discuss how the theory can be extended to study the automorphism group of a finitely generated free group.

The representation theory of groups is surrounded by deep and difficult conjectures. In this talk we will take a tour of (some of) these problems, including Alperin's weight conjecture, Broué's conjecture, and Puig's finiteness conjecture.

A classic problem in invariant theory, often referred to as Hilbert's 14th problem, asks, when a group acts on a finitely generated commutative algebra by algebra automorphisms, whether the ring of invariants is still finitely generated. I shall present joint work with W. van der Kallen treating the problem for a Chevalley group over an arbitrary base. Progress on the corresponding problem of finite generation for rational cohomology will be discussed.

Algebraic classification of the Weyl tensor is an important tool for solving the Einstein equation. I shall review the classification for spacetimes of dimension greater than four, and recent progress in using it to construct new exact solutions. The higher-dimensional generalization of the Goldberg-Sachs theorem will be discussed.

The talk starts with the observation that many well-known systems of diffusive type

can be written as Wasserstein gradient flows. The aim of the talk is

to understand _why_ this is the case. We give an answer that uses a

connection between diffusive PDE systems and systems of Brownian

particles, and we show how the Wasserstein metric arises in this

context. This is joint work with Johannes Zimmer, Nicolas Dirr, and Stefan Adams.

We prove that when a sequence of Lévy processes $X(n)$ or a normed sequence of random walks $S(n)$ converges a.s. on the Skorokhod space toward a Lévy process $X$, the sequence $L(n)$ of local times at the supremum of $X(n)$ converges uniformly on compact sets in probability toward the local time at the supremum of $X$. A consequence of this result is that the sequence of (quadrivariate) ladder processes (both ascending and

descending) converges jointly in law towards the ladder processes of $X$. As an application, we show that in general, the sequence $S(n)$ conditioned to stay positive converges weakly, jointly with its local time at the future minimum, towards the corresponding functional for the limiting process $X$. From this we deduce an invariance principle for the meander which extends known results for the case of attraction to a stable law.

Defaults in a credit portfolio of many obligors or in an economy populated with firms tend to occur in waves. This may simply reflect their sharing of common risk factors and/or manifest their systemic linkages via credit chains. One popular approach to characterizing defaults in a large pool of obligors is the Poisson intensity model coupled with stochastic covariates, or the Cox process for short. A constraining feature of such models is that defaults of different obligors are independent events after conditioning on the covariates, which makes them ill-suited for modeling clustered defaults. Although individual default intensities under such models can be high and correlated via the stochastic covariates, joint default rates will always be zero, because the joint default probabilities are in the order of the length of time squared or higher. In this paper, we develop a hierarchical intensity model with three layers of shocks -- common, group-specific and individual. When a common (or group-specific) shock occurs, all obligors (or group members) face individual default probabilities, determining whether they actually default. The joint default rates under this hierarchical structure can be high, and thus the model better captures clustered defaults. This hierarchical intensity model can be estimated using the maximum likelihood principle. A default signature plot is invented to complement the typical power curve analysis in default prediction. We implement the new model on the US corporate bankruptcy data and find it far superior to the standard intensity model both in terms of the likelihood ratio test and default signature plot.

We consider the three dimensional Navier-Stokes equations with a large initial data and

we prove the existence of a global smooth solution. The main feature of the initial data

is that it varies slowly in the vertical direction and has a norm which blows up as the

small parameter goes to zero. In the language of geometrical optics, this type of

initial data can be seen as the ``ill prepared" case. Using analytical-type estimates

and the special structure of the nonlinear term of the equation we obtain the existence

of a global smooth solution generated by this large initial data. This talk is based on a

work in collaboration with J.-Y. Chemin and I. Gallagher and on a joint work with Z.

Zhang.

The aim is to explore whether we can extend the work of PM Woodward first published many years ago, to see if we can extract more information than we do to date from our radar returns. A particular interest is in the information available for target recognition, which requires going beyond Woodward's assumption that the target has no internal structure.

CFD is an indispensible part of the design process for all major gas turbine components. The growth in the use of CFD from single-block structured mesh steady state solvers to highly resolved unstructured mesh unsteady solvers will be described, with examples of the design improvements that have been achieved. The European Commission has set stringent targets for the reduction of noise, emissions and fuel consumption to be achieved by 2020. The application of CFD to produce innovative designs to meet these targets will be described. The future direction of CFD towards whole engine simulations will also be discussed.