Past

Virtually all decisions taken by living beings, from financial investments to life history, mate choice or anti-predator responses involve uncertainties and inter-temporal trade offs. Thus, hypothesis and formal models from these different fields often have heuristic value across disciplines. I will present theories and experiments about temporal discounting and risky choice originating in behavioural research on birds. Among other topics, I will address empirical observations showing risk aversion for gains and risk proneness for losses, exploring parallels and differences between Prospect Theory, Risk Sensitivity Theory and Scalar Utility Theory.

Motivated by the tensile experiments on titanium alloys of Petrinic et al

(2006), which show the formation of cracks through the formation and

coalescence of voids in ductile fracture, we consider the problem of

formulating a variational model in nonlinear elasticity compatible both

with cavitation and with the appearance of discontinuities across

two-dimensional surfaces. As in the model for cavitation of Müller and

Spector (1995) we address this problem, which is connected to the

sequential weak continuity of the determinant of the deformation gradient

in spaces of functions having low regularity, by means of adding an

appropriate surface energy term to the elastic energy. Based upon

considerations of invertibility we are led to an expression for the

surface energy that admits a physical and a geometrical interpretation,

and that allows for the formulation of a model with better analytical

properties. We obtain, in particular, important regularity properites of

the inverses of deformations, as well as the weak continuity of the

determinants and the existence of minimizers. We show further that the

creation of surface can be modelled by carefully analyzing the jump set of

the inverses, and we point out some connections between the analysis of

cavitation and fracture, the theory of SBV functions, and the theory of

cartesian currents of Giaquinta, Modica and Soucek. (Joint work with

Carlos Mora-Corral, Basque Center for Applied Mathematics).

We prove uniqueness of the Kerr black holes within the connected, non-degenerate, analytic class of regular vacuum black holes. (This is joint work with Piotr Chrusciel. arXiv:0806.0016)

A classical problem in differential geometry is to deform the metric of a given manifold so that some of its curvatures become prescribed functions. Classical examples are the Uniformization problem for compact surfaces and the Yamabe problem for compact manifolds of dimension greater than two.
We address a similar problem for the so-called Q-curvature, which plays an important role in conformal geometry and is a natural higher order analogue of the Gauss curvature. The problem is tackled using a variational and Morse theoretical approach.

This second 'problem sheet' of the term includes a proof of Jensen's Theorem for the number of zeroes of an analytic function in a disc, the usefulness of which is highlighted by an application to the Riemann zeta-function.

In this talk, we give the asymptotics estimates for the heat kernel and its gradient estimates on H-type groups. Moreover, we get gradient estimates for the heat semi-group.

Open Riemann surfaces and the Weil-Petersson Poisson structure

We discuss some connections between various notions of rationality in the face of uncertainty and the theory of convex risk measures, both in a static and a dynamic setting.

The circulatory system is the most important and amongst the most complicated mechanisms in the human body. Consisting of the heart, the arteries and the veins, it is amply aided by a variety of mechanisms aiming to facilitate adequate perfusion of the body tissues at the appropriate pressure. On this talk I am focusing on the development of a computational model which relates patient specific factors (age, gender, whether someone is an athlete/smokes etc) and their effects on different vascular regions which ultimately determine the arterial pressure and the cardiac output.

This paper provides a unifying approach for valuing contingent claims on a portfolio of credits, such as collateralized debt obligations (CDOs). We introduce the defaultable (T; x)-bonds, which pay one if the aggregated loss process in the underlying pool of the CDO has not exceeded x at maturity T, and zero else. Necessary and sufficient conditions on the stochastic term structure movements for the absence of arbitrage are given. Background market risk as well as feedback contagion effects of the loss process are taken into account. Moreover, we show that any ex- ogenous specification of the volatility and contagion parameters actually yields a unique consistent loss process and thus an arbitrage-free family of (T; x)-bond prices. For the sake of analytical and computational efficiency we then develop a tractable class of doubly stochastic affine term structure models.

Sperm cells have been an archetype for very low Reynolds number swimming since the pioneering work of Gray & Hancock in the 1950s. However, there are fundamental questions regarding the swimming and function of mammalian, and particularly human sperm, that are unanswered, and moreover scientific and technological developments mean that for the first time, answering these questions is now possible.

I will present results of our interdisciplinary work on two topics: (1) the relatively famous problem of 'surface accumulation' of sperm, and (2) characterising the changes to the flagellar beat that occur in high viscosity liquids such as cervical mucus. The approach we use combines both mathematical modelling and high speed imaging experiments.

I will then discuss areas we are currently developing: quantifying the energy transport requirements of sperm, and understanding chemotaxis - the remarkable ability of human sperm to 'smell' lily of the valley perfume, which may be important in fertilisation.