Mon, 23 Feb 2009
15:45
L3

Chromatic phenomena in equivariant stable homotopy

Neil Strickland
(Sheffield)
Abstract

There is a well-known relationship between the theory of formal group schemes and stable homotopy theory, with Ravenel's chromatic filtration and the nilpotence theorem of Hopkins, Devinatz and Smith playing a central role. It is also familiar that one can sometimes get a more geometric understanding of homotopical phenomena by examining how they interact with group actions. In this talk we will explore this interaction from the chromatic point of view.

Mon, 23 Feb 2009
14:15
Oxford-Man Institute

Stochastic geometry and telecommunications modelling

Dr Sergei Zuev
(University of Strathclyde)
Abstract

Stochastic geometry gradually becomes a necessary theoretical tool to model and analyse modern telecommunication systems, very much the same way the queuing theory revolutionised studying the circuit switched telephony in the last century. The reason for this is that the spatial structure of most contemporary networks plays crucial role in their functioning and thus it has to be properly accounted for when doing their performance evaluation, optimisation or deciding the best evolution scenarios.  The talk will present some stochastic geometry models and tools currently used in studying modern telecommunications.  We outline specifics of wired, wireless fixed and ad-hoc systems and show how the stochastic geometry modelling helps in their analysis  and optimisation.

Mon, 23 Feb 2009

12:00 - 13:00
L3

Non-relativistic holography and massive Kaluza-Klein reductions

Dario Martelli
(Swansea)
Abstract
I discuss different approaches for developing a holographic correspondence for theories with non-relativistic conformal symmetry. In particular, I will describe certain gravity backgrounds with non-relativistic conformal symmetry and their embedding in string theory. One method uses supergravity solution generating techniques. Another method is based on certain novel consistent Kaluza-Klein truncations with massive modes. These truncations have also other applications, in the context of the AdS/CFT correspondence, or otherwise.
Mon, 23 Feb 2009
11:00
L3

Revisiting the image of J

Neil Strickland
(Sheffield)
Abstract
I'll discuss my ongoing attempt to modernise the theory of the image of J.
Some features
that I would like to have are as follows:

1) Most of the spectra involved in the story should be E_\infty (or strictly
commutative)
    ring spectra, and most of the maps involved should respect this structure.  New
    machinery for dealing with E_\infty rings should be used systematically.

2) As far as possible the constructions used should not depend on arbitrary choices
     or on gratuitous localisation.

3) The Bernoulli numbers should enter via their primary definition as coefficients of a
     certain power series.

4) The image of J spectrum should be defined as the Bousfield localisation of S^0 with
    respect to KO, and other properties or descriptions should be deduced from this one.

5) There should be a clear conceptual explanation for the parallel appearance of
    Bernoulli numbers in the homotopy groups of J, K(Z) and in spectra related to
    surgery theory.

Fri, 20 Feb 2009
14:15
DH 1st floor SR

High order discretization schemes for the CIR process: application to Affine Term Structure and Heston models

Aurélien Alfonsi
(ENPC)
Abstract
This paper presents weak second and third order schemes for the Cox-Ingersoll-Ross (CIR) process,  without any restriction on its
parameters. At the same time, it gives a general   recursive
construction method to get weak second-order schemes that extends the one introduced by Ninomiya and Victoir. Combining these both results, this allows to propose a second-order scheme for more general affine diffusions. Simulation examples are given to illustrate the convergence of these schemes on CIR and Heston models

Thu, 19 Feb 2009

17:00 - 18:00
L3

Some results on lovely pairs of geometric structures

Gareth Boxall
(Leeds)
Abstract

Let T be a (one-sorted first order) geometric theory (so T

has infinite models, T eliminates "there exist infinitely many" and

algebraic closure gives a pregeometry). I shall present some results

about T_P, the theory of lovely pairs of models of T as defined by

Berenstein and Vassiliev following earlier work of Ben-Yaacov, Pillay

and Vassiliev, of van den Dries and of Poizat. I shall present

results concerning superrosiness, the independence property and

imaginaries. As far as the independence property is concerned, I

shall discuss the relationship with recent work of Gunaydin and

Hieronymi and of Berenstein, Dolich and Onshuus. I shall also discuss

an application to Belegradek and Zilber's theory of the real field

with a subgroup of the unit circle. As far as imaginaries are

concerned, I shall discuss an application of one of the general

results to imaginaries in pairs of algebraically closed fields,

adding to Pillay's work on that subject.

Thu, 19 Feb 2009

16:30 - 17:30
DH 1st floor SR

Formation of defects in the harmonic map heat flow

Jan Bouwe van den Berg
(Amsterdam)
Abstract

The harmonic map heat flow is a model for nematic liquid crystals and also has origins in geometry. We will introduce the model and discuss some of its mathematical properties. In particular, we will focus on the possibility that singularities may develop.

The rate at which singularities develop is investigated in settings with certain symmetries. We use the method of matched asymptotic expansions and identify different scenarios for singularity formation. More specifically, we distinguish between singularities that develop in finite time and those that need infinite time to form.

Finally, we discuss which results can be proven rigorously, as well as some open problems, and we address stability issues (ongoing work with JF Williams).

Thu, 19 Feb 2009

14:00 - 15:00
Comlab

Numerical methods for palindromic eigenvalue problems

Dr Christian Mehl
(University of Birmingham)
Abstract

We discuss numerical methods for the solution of the palindromic eigenvalue problem Ax=λ ATx, where A is a complex matrix. Such eigenvalue problems occur, for example, in the vibration analysis of rail tracks.

The structure of palindromic eigenvalue problems leads to a symmetry in the spectrum: all eigenvalues occur in reciprocal pairs. The need for preservation of this symmetry in finite precision arithmetic requires the use of structure-preserving numerical methods. In this talk, we explain how such methods can be derived.

Thu, 19 Feb 2009
13:00
DH 1st floor SR

SP/A Portfolio Choice Model in Continuous Time

Xuedong He
Abstract

In this paper we employ the quantile formulation to solve the SP/A portfolio choice model in continuous time. We show that the original version of the SP/A model proposed by Lopes is ill-posed in the continuous-time setting. We then generalise the SP/A model to one where a utility function is included, while the probability weighting

(distortion) function is still present. The feasibility and well-posedness of the model are addressed and an explicit solution is derived. Finally, we study how the aspiration level and the probability weighting function affect the optimal solution

Thu, 19 Feb 2009

12:00 - 13:00
SR1

The moduli space of vector bundles on a Riemann surface

Dirk Schlueter
(Oxford)
Abstract

I will briefly discuss the construction of the moduli spaces of (semi)stable bundles on a given curve. The main aim of the talk will be to describe various features of the geometry and topology of these moduli spaces, with emphasis on methods as much as on results. Topics may include irreducibility, cohomology, Verlinde numbers, Torelli theorems.

Thu, 19 Feb 2009
11:00
DH 3rd floor SR

Levy Processes

Shilan Mistry
(Oxford)
Thu, 19 Feb 2009

09:00 - 10:00
Gibson 1st Floor SR

OxMOS Team Meeting

Gareth Jones and Richard Norton
(Oxford)
Tue, 17 Feb 2009

15:45 - 16:45
L3

Flag varieties and the HOMFLY polynomial II

Jacob Rasmussen
(Cambridge)
Abstract

Khovanov homology is an invariant of knots in $S^3$. In its original form,

it is a "homological version of the Jones polynomial"; Khovanov and

Rozansky have generalized it to other knot polynomials, including the

HOMFLY polynomial.

In the second talk, I'll discuss how Khovanov homology and its generalizations lead to a relation between the HOMFLY polynomial and the topology of flag varieties.

Tue, 17 Feb 2009

14:30 - 15:30
L3

The edge correlation of random forests

Dudley Stark
(QMUL)
Abstract

The conjecture was made by Pemantle that a forest chosen uniformly at random from all forests in any finite graph G has the edge-negative association property. We use enumerative methods to show that this conjecture is true for n large enough when G is a complete graph on n vertices and derive related results for random trees.

Tue, 17 Feb 2009

14:15 - 15:15
Higman Room

Flag varieties and the HOMFLY polynomial I

Jacob Rasmussen
(Cambridge)
Abstract

Khovanov homology is an invariant of knots in $S^3$. In its original form,

it is a "homological version of the Jones polynomial"; Khovanov and

Rozansky have generalized it to other knot polynomials, including the

HOMFLY polynomial.

The first talk will be an introduction to Khovanov homology and its generalizations.

Tue, 17 Feb 2009

12:00 - 13:00
L3

Solitonic Knots

Paul Sutcliffe (Durham)
Mon, 16 Feb 2009
17:00
Gibson 1st Floor SR

Minimizers of the Willmore functional under fixed conformal class

Reiner Schätzle
(Tübingen University)
Abstract

We prove the existence of a smooth minimizer of the Willmore energy in the class of conformal immersions of a given closed Riemann surface

into $R^n$, $n = 3, 4$, if there is one conformal immersion with Willmore energy smaller than a certain bound $W_{n,p}$ depending on codimension and genus $p$ of the Riemann surface. For tori in codimension $1$, we know $W_{3,1} = 8\pi$ . Joint work with Enrst Kuwert.

Mon, 16 Feb 2009
15:45
Oxford-Man Institute

Stochastic billiards in unbounded planar domains

Dr Andrew Wade
(Bristol)
Abstract
 Motivated by ideal gas models in the low density regime, we study a randomly reflecting particle travelling at constant speed in an unbounded domain in the plane with boundary satisfying a polynomial growth condition The growth rate of the domain, together with the reflection distribution, determine the asymptotic behaviour of the process. We give results on recurrence vs. transience, and on almost-sure-bounds for the particle including the rate of escape in the transient case. The proofs exploit a surprising relationship with Lamperti's problem of a process on the half-line with asymptotically zero drift. This is joint work with Mikhail Menshikov and Marina Vachkovskaia.

Mon, 16 Feb 2009

12:00 - 13:00
L3

Yukawa Couplings from Monad Bundles

Andre Lukas
(Oxford)
Abstract
We present a straightforward, algebraic method for calculating the Yukawa couplings of a large class of non-standard embedding heterotic compactifications on Calabi-Yau threefolds. Our methodology covers, although is not restricted to, the positive monads over complete intersection Calabi-Yau manifolds. The algorithm involves the manipulation of polynomials and can be straightforwardly implemented on a computer. We present explicit examples and show how models with one Higgs multiplet and a rank-one mass matrix can be engineered.
Fri, 13 Feb 2009
14:15
DH 1st floor SR

Density models for credit risk

Monique Jeanblanc
(Evry)
Abstract

Seminar also with N. El Karoui and Y. Jiao

Dynamic modelling of default time for one single credit has been largely studied in the literature. For the pricing and hedging purpose, it is important to describe the price dynamics of credit derivative products. To this end, one needs to characterize martingales in the various filtrations and calculate conditional expectations by taking into account of default information, often modelized by a filtration $\bf{ D}$ generated by the jump process related to the default time $\tau$.

A general principle is to work with some reference filtration $\bf F$ which is often generated by some given processes. The calculations are then achieved by a formal passage between the enlarged filtration and the reference one on the set $\{\tau>t\}$ and the models are developed on the filtration $\bf F$.

In this paper, we are interested in what happens after a default occurs, i.e., on the set $\{\tau\leq t\}$. The motivation is to study the impact of a default event on the market, which will be important in a multi-credits setting. To this end, we adopt a new approach which is based on the knowledge of conditional survival probabilities. Inspired by the enlargement of filtration theory, we assume that the conditional law of $\tau$ admits a density.

We also present how our computations can be used in a multi-default setting.

Thu, 12 Feb 2009

17:00 - 18:00
L3

The geometries of the Hrushovski constructions.

Marco Ferreira
(East Anglia)
Abstract

In 1993 in his paper "A new strongly minimal set" Hrushovski produced a family of counter examples to a conjecture by Zilber. Each one of these counter examples carry a pregeometry. We answer a question by Hrushovski about comparing these pregeometries and their localization to finite sets. We first analyse the pregeometries arising from different variations of the construction before the collapse. Then we compare the pregeometries of the family of new strongly minimal structures obtained after the collapse.

Thu, 12 Feb 2009
16:30
DH 1st floor SR

Why is brake squeal so twitchy. Modelling and sensitivity studies of friction-driven vibration

Jim Woodhouse
(Cambridge)
Abstract

Friction-driven vibration occurs in a number of contexts, from the violin string to brake squeal and machine tool vibration. A review of some key phenomena and approaches will be given, then the talk will focus on a particular aspect, the "twitchiness" of squeal and its relatives. It is notoriously difficult to get repeatable measurements of brake squeal, and this has been regarded as a problem for model testing and validation. But this twitchiness is better regarded as an essential feature of the phenomenon, to be addressed by any model with pretensions to predictive power. Recent work examining sensitivity of friction-excited vibration in a system with a single-point frictional contact will be described. This involves theoretical prediction of nominal instabilities and their sensitivity to parameter uncertainty, compared with the results of a large-scale experimental test in which several thousand squeal initiations were caught and analysed in a laboratory system. Mention will also be made of a new test rig, which attempts to fill a gap in knowledge of frictional material properties by measuring a parameter which occurs naturally in any linearised stability analysis, but which has never previously been measured.

Thu, 12 Feb 2009

14:00 - 15:00
Comlab

A new perspective on the complexity of interior point methods for linear programming

Dr Raphael Hauser
(Computing Laboratory, Oxford)
Abstract

The aim of this talk is to render the power of (short-step) interior-point methods for linear programming (and by extension, convex programming) intuitively understandable to those who have a basic training in numerical methods for dynamical systems solving. The connection between the two areas is made by interpreting line-search methods in a forward Euler framework, and by analysing the algorithmic complexity in terms of the stiffness of the vector field of search directions. Our analysis cannot replicate the best complexity bounds, but due to its weak assumptions it also applies to inexactly computed search directions and has explanatory power for a wide class of algorithms.

Co-Author: Coralia Cartis, Edinburgh University School of Mathematics.

Tue, 10 Feb 2009

15:45 - 16:45
L3

Moduli theoretic compactifications of the space of smooth rational curves

Young-Houn Kiem
(Seoul National University)
Abstract

The space of smooth rational curves of degree d in projective space admits various moduli theoretic compactifications via GIT, stable maps, stable sheaves, Hilbert scheme and so on. I will discuss how these compactifications are related by explicit blow-ups and -downs for d

Tue, 10 Feb 2009

14:30 - 15:30
L3

The scaling limit of critical random graphs

Christina Goldschmidt
(Oxford)
Abstract

Consider the Erdos-Renyi random graph $G(n,p)$ inside the critical window, so that $p = n^{-1} + \lambda n^{-4/3}$ for some real \lambda. In

this regime, the largest components are of size $n^{2/3}$ and have finite surpluses (where the surplus of a component is the number of edges more than a tree that it has). Using a bijective correspondence between graphs and certain "marked random walks", we are able to give a (surprisingly simple) metric space description of the scaling limit of the ordered sequence of components, where edges in the original graph are re-scaled by $n^{-1/3}$. A limit component, given its size and surplus, is obtained by taking a continuum random tree (which is not a Brownian continuum random tree, but one whose distribution has been exponentially tilted) and making certain natural vertex identifications, which correspond to the surplus edges. This gives a metric space in which distances are calculated using paths in the original tree and the "shortcuts" induced by the vertex identifications. The limit of the whole critical random graph is then a collection of such

metric spaces. The convergence holds in a sufficiently strong sense (an appropriate version of the Gromov-Hausdorff distance) that we are able to deduce the convergence in distribution of the diameter of $G(n,p)$, re-scaled by $n^{-1/3}$, to a non-degenerate random variable, for $p$ in the critical window.

This is joint work (in progress!) with Louigi Addario-Berry (Universite de Montreal) and Nicolas Broutin (INRIA Rocquencourt).

Tue, 10 Feb 2009
12:00
L3

Boundedness and decay of scalar waves on Kerr and more general black holes

Igor Rodnianski
(Princeton)
Abstract

I will review our current mathematical understanding of waves on black hole backgrounds, starting with the classical boundedness theorem of Kay and Wald on Schwarzschild space-time and ending with recent boundedness and decay theorems on a wider class of black hole space-times.

Mon, 09 Feb 2009

17:00 - 18:00
Gibson 1st Floor SR

Self-affine sets - Dimensions and Dynamics

Kenneth Falconer
(St. Andrews)
Abstract

The talk will survey some recent and not so recent work on the

Hausdorff and box dimension of self-affine sets and related

attractors and repellers that arise in certain dynamical systems.

Mon, 09 Feb 2009

16:00 - 17:00
SR1

Dirichlet's Approximation Theorem

Johan Bredberg
(Oxford)
Abstract

This talk will introduce Dirichlet's Theorem on the approximation of real numbers via rational numbers. Once this has been established, a stronger version of the result will be proved, viz Hurwitz's Theorem.

Mon, 09 Feb 2009
15:45
Oxford-Man Institute

Pinning-depinning transition in Random Polymers

Dr Nikolaos Zygouras
(Warwick)
Abstract

Random polymers are used to model various physical ( Ising inter- faces, wetting, etc.) and biological ( DNA denaturation, etc.) phenomena They are modeled as a one dimensional random walk (Xn), with excursion length distribution

P(E1 = n) = (n)=nc, c > 1, and (n) a slowly varying function. The polymer gets a random reward, whenever it visits or crosses an interface. The random rewards are realised as a sequence of i.i.d. variables (Vn). Depending on the relation be- tween the mean value of the disorder Vn and the temperature, the polymer might prefer to stick on the interface (pinning) or undergo a long excursion away from it (depinning).

In this talk we will review some aspects of random polymer models. We will also discuss in more detail the pinning-depinning transition of the 'Pinning' model and also its relation to other directed polymer models