Mon, 18 Oct 2010
14:15
Eagle House

New algebraic and physical approaches of fractional stochastic calculus

Jeremie Unterberger
Abstract

 Rough path theory, invented by T. Lyons, is a successful and general method for solving ordinary or stochastic differential equations driven by irregular H\"older paths, relying on the definition of a finite number of substitutes of iterated integrals satisfying definite algebraic and regularity properties.

Although these are known to exist, many questions are still open, in

particular:  (1) "how many" possible choices are there ? (2) how to construct one explicitly ?  (3) what is the connection to "true" iterated integrals obtained by an approximation scheme ?

  In a series of papers, we (1) showed that "formal" rough paths (leaving aside

regularity) were exactly determined by so-called "tree data"; (2) gave several explicit constructions, the most recent ones relying on quantum field renormalization methods; (3) obtained with J. Magnen (Laboratoire de Physique Theorique, Ecole Polytechnique)  a L\'evy area for fractional Brownian motion with Hurst index <1/4 as the limit in law of  iterated integrals of a non-Gaussian interacting process, thus calling for a redefinition of the process itself.  The latter construction belongs to the field of high energy physics, and as such established by using constructive field theory and renormalization; it should extend to a general rough path (work in progress).

Fri, 15 Oct 2010

10:00 - 12:00
DH 3rd floor SR

OCIAM MEETING

Abstract

9:45 DH common room coffee

Thu, 14 Oct 2010

16:30 - 17:30
L2

Thin Shear Layers - the Key to Turbulence Structure

Julian Hunt
Abstract

The new model is that the universal small scale structure of high Reynolds number turbulence is determined by the dynamics of thin evolving shear layers, with thickness of the order of the Taylor micro scale,within which there are the familiar elongated vortices .Local quasi-linear dynamics shows how the shear layers act as barriers to external eddies and a filter for the transfer of energy to their interiors. The model is consistent with direct numerical simulations by Ishihara and Kaneda analysed in terms of conditional statistics relative to the layers and also with recent 4D measurements of lab turbulence by Wirth and Nickels. The model explains how the transport of energy into the layers leads to the observed inertial range spectrum and to the generation of intense structures, on the scale of the Kolmogorov micro-scale.

But the modelling also explains the important discrepancies between data and the Kolmogorov-Richardson cascade concept ,eg larger amplitudes of the smallest scale motions and of the higher moments ,and why the latter are generally less isotropic than lower order moments, eg in thermal convection. Ref JCRHunt , I Eames, P Davidson,J.Westerweel, J Fernando, S Voropayev, M Braza J Hyd Env Res 2010

Thu, 14 Oct 2010

16:00 - 17:00
L3

Generators for Rational Points on Cubic Surfaces

Dr S Siksek
(Dept. Mathematics, University of Warwick)
Abstract

Let C be a smooth plane cubic curve over the rationals. The Mordell--Weil Theorem can be restated as follows: there is a finite subset B of rational points such that all rational points can be obtained from this subset by successive tangent and secant constructions. It is conjectured that a minimal such B can be arbitrarily large; this is indeed the well-known conjecture that there are elliptic curves with arbitrarily large ranks. This talk is concerned with the corresponding problem for cubic surfaces.


Thu, 14 Oct 2010

14:00 - 15:00
Gibson Grd floor SR

A Nonlinear Discretization Theory with Applications to Meshfree Methods

Prof. Klaus Böhmer
(Philipps University Marburg)
Abstract

We extend for the first time the linear discretization theory of Schaback, developed for meshfree methods, to nonlinear operator equations, relying heavily on methods of Böhmer, Vol I. There is no restriction to elliptic problems or to symmetric numerical methods like Galerkin techniques.

Trial spaces can be arbitrary, but have to approximate the solution well, and testing can be weak or strong. We present Galerkin techniques as an example. On the downside, stability is not easy to prove for special applications, and numerical methods have to be formulated as optimization problems. Results of this discretization theory cover error bounds and convergence rates. These results remain valid for the general case of fully nonlinear elliptic differential equations of second order. Some numerical examples are added for illustration.

Thu, 14 Oct 2010

12:00 - 13:00
SR1

Homotopy theory for C*-algebras

Michael Groechenig
(Oxford University Mathematical Institute)
Abstract

The theory of C*-algebras provides a good realisation of noncommutative topology. There is a dictionary relating commutative C*-algebras with locally compact spaces, which can be used to import topological concepts into the C*-world. This philosophy fails in the case of homotopy, where a more sophisticated definition has to be given, leading to the notion of asymptotic morphisms.

As a by-product one obtains a generalisation of Borsuk's shape theory and a universal boundary map for cohomology theories of C*-algebras.

Wed, 13 Oct 2010

11:30 - 12:30
ChCh, Tom Gate, Room 2

Why nice guys lose: impossibility theorems in social choice theory

David Craven
(University of Oxford)
Abstract

In this talk we will survey some aspects of social choice theory: in particular, various impossibility theorems about voting systems and strategies. We begin with the famous Arrow's impossibility theorem -- proving the non-existence of a 'fair' voting system -- before moving on to later developments, such as the Gibbard–Satterthwaite theorem, which states that all 'reasonable' voting systems are subject to tactical voting.

Given time, we will study extensions of impossibility theorems to micro-economic situations, and common strategies in game theory given the non-existence of optimal solutions.

Tue, 12 Oct 2010

17:00 - 18:00
L2

Duality for representations and quantum isogenies

Kevin McGerty
(Oxford)
Abstract

Recently Frenkel and Hernandez introduced a kind of "Langlands duality" for characters of semisimple Lie algebras. We will discuss a representation-theoretic interpretation of their duality using quantum analogues of exceptional isogenies. Time permitting we will also discuss a branching rule and relations to Littelmann paths.

Tue, 12 Oct 2010

16:00 - 17:00
DH 3rd floor SR

Random Walks: Getting from A to A.

David Hume
(Oxford University)
Abstract

This talk introduces the topic of random walks on a finitely generated group and asks what properties of such a group can be detected through knowledge of such walks.

Tue, 12 Oct 2010

15:45 - 16:45
L3

(HoRSe seminar) Spherical objects on K3 surfaces II

Daniel Huybrechts
(Bonn)
Abstract

Both parts will deal with spherical objects in the bounded derived

category of coherent sheaves on K3 surfaces. In the first talk I will

focus on cycle theoretic aspects. For this we think of the Grothendieck

group of the derived category as the Chow group of the K3 surface (which

over the complex numbers is infinite-dimensional due to a result of

Mumford). The Bloch-Beilinson conjecture predicts that over number

fields the Chow group is small and I will show that this is equivalent to

the derived category being generated by spherical objects (which

I do not know how to prove). In the second talk I will turn to stability

conditions and show that a stability condition is determined by its

behavior with respect to the discrete collections of spherical objects.

Tue, 12 Oct 2010

14:30 - 15:30
L3

A couple of easy cases for counting Euler tours

Mary Cryan
(Edinburgh)
Abstract

The problem of checking existence for an Euler tour of a graph is trivial (are all vertex degrees even?). The problem of counting (or even approximate counting) Euler tours seems to be very difficult. I will describe two simple classes of graphs where the problem can be

solved exactly in polynomial time. And also talk about the many many classes of graphs where no positive results are known.

Tue, 12 Oct 2010
14:15
Eagle House

Stable Models for Large Equity Markets

Ioannis Karatzas
Abstract

We introduce and study ergodic multidimensional diffusion processes interacting through their ranks; these interactions lead to invariant measures which are in broad agreement with stability properties of large equity markets over long time-periods.

The models we develop assign growth rates and variances that depend on both the name (identity) and the rank (according to capitalization) of each individual asset.

Such models are able realistically to capture critical features of the observed stability of capital distribution over the past century, all the while being simple enough to allow for rather detailed analytical study.

The methodologies used in this study touch upon the question of triple points for systems of interacting diffusions; in particular, some choices of parameters may permit triple (or higher-order) collisions to occur. We show, however, that such multiple collisions have no effect on any of the stability properties of the resulting system. This is accomplished through a detailed analysis of intersection local times.

The theory we develop has connections with the analysis of Queueing Networks in heavy traffic, as well as with models of competing particle systems in Statistical Mechanics, such as the Sherrington-Kirkpatrick model for spin-glasses.

Tue, 12 Oct 2010

14:15 - 16:15
Eagle House

Time inconsistent stochastic control" (joint with Agatha Murgoci and Xunyu Zhou)

Tomas Bjork
(Columbia University/Stockholm School of Economics)
Abstract

"We present a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for subgame perfect Nash equilibrium points.

For a general controlled Markov process and a fairly general objective functional we derive an extension of the standard Hamilton-Jacobi-Bellman equation, in the form of a system of non-linear equations. We give some concrete examples, and in particular we study the case of mean variance optimal portfolios with wealth dependent risk aversion"

Tue, 12 Oct 2010

14:00 - 15:00
SR1

(HoRSe seminar) Spherical objects on K3 surfaces I

Daniel Huybrechts
(Bonn)
Abstract

Both parts will deal with spherical objects in the bounded derived

category of coherent sheaves on K3 surfaces. In the first talk I will

focus on cycle theoretic aspects. For this we think of the Grothendieck

group of the derived category as the Chow group of the K3 surface (which

over the complex numbers is infinite-dimensional due to a result of

Mumford). The Bloch-Beilinson conjecture predicts that over number

fields the Chow group is small and I will show that this is equivalent to

the derived category being generated by spherical objects (which

I do not know how to prove). In the second talk I will turn to stability

conditions and show that a stability condition is determined by its

behavior with respect to the discrete collections of spherical objects.

Mon, 11 Oct 2010

17:00 - 18:00
Gibson 1st Floor SR

Modeling and simulation of vectorfields on membranes

Georg Dolzmann
(Universitaet Regensburg)
Abstract

The fundamental models for lipid bilayers are curvature based and neglect the internal structure of the lipid layers. In this talk, we explore models with an additional order parameter which describes the orientation of the lipid molecules in the membrane and compare their predictions based on numerical simulations. This is joint work with Soeren Bartels (Bonn) and Ricardo Nochetto (College Park).

Mon, 11 Oct 2010

16:00 - 17:00
L2

Conics on the Fermat quintic threefold

Damiano Testa
(Mathematical Insitute, Oxford)
Abstract

(Note that the talk will be in L2 and not the usual SR1)

Many interesting features of algebraic varieties are encoded in the spaces of rational curves that they contain. For instance, a smooth cubic surface in complex projective three-dimensional space contains exactly 27 lines; exploiting the configuration of these lines it is possible to find a (rational) parameterization of the points of the cubic by the points in the complex projective plane.

After a general overview, we focus on the Fermat quintic threefold X, namely the hypersurface in four-dimensional projective space with equation x^5+y^5+z^5+u^5+v^5=0. The space of lines on X is well-known. I will explain how to use a mix of algebraic geometry, number theory and computer-assisted calculations to study the space of conics on X.

This talk is based on joint work with R. Heath-Brown.

Mon, 11 Oct 2010
15:45
Eagle House

Spectral asymptotics for continuum random trees

Ben Hambly
Abstract

We review the problem of determining the high frequency asymptotics of the spectrum of the Laplacian and its relationship to the geometry of a domain. We then establish these asymptotics for some continuum random trees as well as the scaling limit of the critical random graph.