Past

Suppose we are given a double continuum (in time and strike) of discounted

option prices, or equivalently a set of measures which is increasing in

convex order. Given sufficient regularity, Dupire showed how to construct

a time-inhomogeneous martingale diffusion which is consistent with those

prices. But are there other martingales with the same 1-marginals? (In the

case of Gaussian marginals this is the fake Brownian motion problem.)

In this talk we show that the answer to the question above is yes.

Amongst the class of martingales with a given set of marginals we

construct the process with smallest possible expected total variation.

Mechanics plays an important role during several biological phenomena such as morphogenesis,

wound healing, bone remodeling and tumorogenesis. Each one of these events is triggered by specific

elementary cell deformations or movements that may involve single cells or populations of cells. In

order to better understand how cell behave and interact, especially during degenerative processes (i.e.

tumorogenesis and metastasis), it has become necessary to combine both numerical and experimental

approaches. Particularly, numerical models allow determining those parameters that are still very

difficult to experimentally measure such as strains and stresses.

During the last few years, I have developed new finite element models to simulate morphogenetic

movements in Drosophila embryo, limb morphogenesis, bone remodeling as well as single and

collective cell migration. The common feature of these models is the multiplicative decomposition of

the deformation gradient which has been used to take into account both the active and the passive

deformations undergone by the cells. I will show how this mechanical approach, firstly used in the

seventies by Lee and Mandel to describe large viscoelastic deformations, can actually be very

powerful in modeling the biological phenomena mentioned above.

• Sean Lim - Full waveform inversion: a first look
• Alex Raisch - Bistable liquid crystal displays: modelling, simulation and applications
• Vladimir Zubkov - Mathematical model of kidney morphogenesis

A mini-lecture series consisting of four 1 hour lectures.

We will discuss arithmetic restriction phenomena and its relation to Waring's problem, focusing on how recent work of Wooley implies certain restriction bounds.

We develop a physical understanding of how stress waves propagate in uniform, heterogeneous, ordered and disordered media composed of discrete granular particles. We exploit this understanding to create experimentally novel materials and devices at different scales, (for example, for application in energy absorption, acoustic imaging and energy harvesting). We control the constitutive behavior of the new materials selecting the particles’ geometry, their arrangement and materials properties. One-dimensional chains of particles exhibit a highly nonlinear dynamic response, allowing a completely new type of wave propagation that has opened the door to exciting fundamental physical observations (i.e., compact solitary waves, energy trapping phenomena, and acoustic rectification). This talk will focus on energy localization and redirection in one-, two- and three-dimensional systems. (For an extended abstract please contact Ruth @email).

Based on ideas from Eells and Sampson, the Ricci flow was introduced by R. Hamilton in 1982 to try to prove Thurston's Geometrization Conjecture (a path which turned out to be successful). In this talk we will introduce the Ricci flow equation and view it as a modified heat flow. Using this we will prove the basic results on existence and uniqueness, and gain some insight into the evolution of various geometric quantities under Ricci flow. With this results we will proceed to define Perelman's $\mathcal{F}$ and $\mathcal{W}$ entropy functionals to view the Ricci flow as a gradient flow. If time permits we will briefly sketch some results from Cheeger and Gromov's compactness theory, which, along with the entropy functionals, alow us to blow up singularities.This is meant to be an introductory talk so I will try to develop as much geometric intuition as possible and stay away from technical calculations.

Recently, there has been a great deal of interest in the theory of modules over algebraic quantizations of so-called symplectic
resolutions. In this talk I'll discuss some new work -joint, and very much in progress- that open the door to giving a geometric description to certain categories of such modules; generalizing classical theorems of Kashiwara and Bernstein in the case of D-modules on an algebraic variety.

The discontinuous Galerkin (DG) method has recently become one of the most widely researched and utilized discretization methodologies for solving problems in science and engineering. It is fundamentally based upon the mathematical framework of variational methods, and provides hope that computationally fast, efficient and robust methods can be constructed for solving real-world problems. By not requiring that the solution to be continuous across element boundaries, DG provides a flexibility that can be exploited both for geometric and solution adaptivity and for parallelization. This freedom comes at a cost. Lack of smoothness across elements can hamper simulation post-processing like feature extraction and visualization. However, these limitations can be overcome by taking advantage of an additional property of DG - that of superconvergence. Superconvergence can aid in addressing the lack of continuity through the development of Smoothness-Increasing Accuracy-Conserving (SIAC) filters. These filters respect the mathematical properties of the data while providing levels of smoothness so that commonly used visualization tools can be used appropriately, accurately, and efficiently. In this talk, the importance of superconvergence in applications such as visualization will be discussed as well as overcoming the mathematical barriers in making superconvergence useful for applications.

[1] E. Feireisl, O. Kreml, S. Nečasová, J. Neustupa, and J. Stebel. Weak solutions to the barotropic NavierStokes system with slip boundary conditions in time dependent domains. J. Differential Equations, 254:125–140, 2013.

[2] E. Feireisl, O. Kreml, S. Nečasová, J. Neustupa, and J. Stebel. Incompressible limits of fluids excited by moving boundaries. Submitted

The integers (while wonderful in many others respects) do not make for fascinating Geometric Group Theory. They are, however, essentially the only infinite finitely generated group which is both hyperbolic and amenable. In the class of locally compact topological groups, the intersection of these two notions is richer, and the major aim of this talk will be to give the structure of a classification of such groups due to Caprace-de Cornulier-Monod-Tessera, beginning with Milnor's proof that any connected Lie group admitting a left-invariant negatively curved Riemannian metric is necessarily soluble.

Categorification is a fancy word for a process that is pretty ubiquitous in mathematics, though it is usually not referred to as "a thing". With the advent of higher category theory it has, however, become "a thing". I will explain what people mean by this "thing" (sneak preview: it involves replacing sets by categories) and hopefully convince you it is not quite as alien as it may seem and maybe even tempt you to let it infect some of your maths. I'll then explain how this fits into the context of higher categories.

Given a Lie group $G$, one can construct a principal $G$-bundle on a manifold $M$ by taking a cover $U\to M$, specifying a transition cocycle on the cover, and then descending the trivialized bundle $U \times G$ along the cocycle. We demonstrate the existence of an analogous construction for local $n$-bundles for general $n$. We establish analogues for simplicial Lie groupoids of Moore's results on simplicial groups; these imply that bundles for strict Lie $n$-groupoids arise from local $n$-bundles. We conclude by constructing a simple finite dimensional model of the Lie 2-group String($n$) using cohomological data.

We consider two decision problems for linear recurrence sequences(LRS) over the integers, namely the Positivity Problem (are all terms of a given LRS positive?) and the Ultimate Positivity Problem (are all but finitely many terms of a given LRS positive?). We show decidability of both problems for LRS of order 5 or less, and for simple LRS (i.e. whose characteristic polynomial has no repeated roots) of order 9 or less. Moreover, we show by way of hardness that extending the decidability of either problem to LRS of order 6 would entail major breakthroughs in analytic number theory, more precisely in the field of Diophantine approximation of transcendental numbers.
This talk is based on a recent paper, available at
http://www.cs.ox.ac.uk/people/joel.ouaknine/publications/positivity13ab…
joint with James Worrell and Matt Daws.

I'm going to make the talk more of a general discussion about weather forecasts and how they are used for practical decision making in energy trading in the first half, then spend the second half focusing on how we think about assessing and using the notion of state dependent predictability in our decision making process.

I will present new results on local smooth embedding of Riemannian manifolds of dimension $n$ into Euclidean space of dimension $n(n+1)/2$.  This part of ac joint project with G-Q Chen ( OxPDE), Jeanne Clelland ( Colorado), Dehua Wang ( Pittsburgh), and Deane Yang ( Poly-NYU).

The spectral presheaf of a nonabelian von Neumann algebra or C*-algebra was introduced as a generalised phase space for a quantum system in the so-called topos approach to quantum theory. Here, it will be shown that the spectral presheaf has many features of a spectrum of a noncommutative operator algebra (and that it can be defined for other classes of algebras as well). The main idea is that the spectrum of a nonabelian algebra may not be a set, but a presheaf or sheaf over the base category of abelian subalgebras. In general, the spectral presheaf has no points, i.e., no global sections. I will show that there is a contravariant functor from unital C*-algebras to their spectral presheaves, and that a C*-algebra is determined up to Jordan *-isomorphisms by its spectral presheaf in many cases. Moreover, time evolution of a quantum system can be described in terms of flows on the spectral presheaf, and commutators show up in a natural way. I will indicate how combining the Jordan and Lie algebra structures may lead to a full reconstruction of nonabelian C*- or von Neumann algebra from its spectral presheaf.

We discuss several singular limits for a scaled system of equations

(barotropic Navier-Stokes system), where the characteristic numbers become

small or ``infinite''. In particular, we focus on the situations relevant

in certain geophysical models with low Mach, large Rossby and large

Reynolds numbers. The limit system is rigorously identified in the

framework of weak solutions. The relative entropy inequality and careful

analysis of certain oscillatory integrals play crucial role.