Thu, 01 May 2008

14:30 - 15:30
L3

Quadratic duality and applications

Volodymyr Mazorchuk
(University of Glasgow/Uppsala University)
Abstract

For a positively graded algebra A we construct a functor from the derived

category of graded A-modules to the derived category of graded modules over

the quadratic dual A^! of A. This functor is an equivalence of certain

bounded subcategories if and only if the algebra A is Koszul. In the latter

case the functor gives the classical Koszul duality. The approach I will

talk about uses the category of linear complexes of projective A-modules.

Its advantage is that the Koszul duality functor is given in a nice and

explicit way for computational applications. The applications I am going to

discuss are Koszul dualities between certain functors on the regular block

of the category O, which lead to connections between different

categorifications of certain knot invariants. (Joint work with S.Ovsienko

and C.Stroppel.)

Thu, 01 May 2008

14:00 - 15:00
Comlab

Eigenvalue avoidance

Prof Nick Trefethen
(Computing Laboratory, Oxford)
Abstract

"Eigenvalue avoidance" or "level repulsion" refers to the tendency of eigenvalues of matrices or operators to be distinct rather than degenerate.

The mathematics goes back to von Neumann and Wigner in 1929 and touches many subjects including numerical linear algebra, random matrix theory, chaotic dynamics, and number theory.

This talk will be an informal illustrated discussion of various aspects of this phenomenon.

Thu, 01 May 2008

11:00 - 12:00
SR1

tba

Tom Foster
(Oxford)
Tue, 29 Apr 2008
14:30
L3

Phase transition of random graphs with degree constraints

Mihyun Kang
(Berlin)
Abstract

The phase transition is a phenomenon that appears in natural sciences in various contexts. In the random graph theory, the phase transition refers to a dramatic change in the number of vertices in the largest components by addition of a few edges around a critical value, which was first discussed on the standard random graphs in the seminal paper by Erdos and Renyi. Since then, the phase transition has been a central theme of the random graph theory. In this talk we discuss the phase transition in random graphs with a given degree sequence and random graph processes with degree constraints.

Tue, 29 Apr 2008
12:00
L3

Nonlinear spherical sound waves at the surface of a perfect fluid star

Dr. Carsten Gundlach
(Southampton)
Abstract

Current numerical relativity codes model neutron star matter as a perfect fluid, with an unphysical "atmosphere" surrounding the star to avoid the breakdown of the equations at the fluid-vacuum interface at the surface of the star. To design numerical methods that do not require an unphysical atmosphere, it is useful to know what a generic sound wave looks near the surface. After a review of relevant mathematical methods, I will present results for low (finite) amplitude waves that remain smooth and, perhaps, for high amplitude waves that form a shock.

Mon, 28 Apr 2008
17:00
L3

Concerning the Ladyzhenskaya-Smagorinsky turbulence model - The regularity problem

H. Beirao da Veiga
(Pisa)
Abstract

we present some sharp regularity results for the stationary and the evolution Navier-Stokes equations with shear dependent viscosity, under the no-slip boundary condition. This is a classical turbulence model, considered by von Neumann and Richtmeyer in the 50's, and by Smagorinski in the beginning of the 60's (for p= 3). The model was extended to other physical situations, and deeply studied from a mathematical point of view, by Ladyzhenskaya in the second half of the 60's. We consider the shear thickening case p>2. We are interested in regularity results in Sobolev spaces, up to the boundary, in dimension n=3, for the second order derivatives of the velocity and the first order derivatives of the pressure. In spite of the very rich literature on the subject, sharp regularity results up to the boundary are quite new.

Mon, 28 Apr 2008
15:45
Oxford-Man Institute

Some results concerning the q-optimal martingale measure

Dr Sotirios Sabanis
(University of Edinburgh)
Abstract

An important and challenging problem in mathematical finance is how to choose a pricing measure in an incomplete market, i.e. how to find a probability measure under which expected payoffs are calculated and fair option prices are derived under some notion of optimality.

The notion of q-optimality is linked to the unique equivalent martingale measure (EMM) with minimal q-moment (if q > 1) or minimal relative entropy (if q=1). Hobson's (2004) approach to identifying the q-optimal measure (through a so-called fundamental equation) suggests a relaxation of an essential condition appearing in Delbaen & Schachermayer (1996). This condition states that for the case q=2, the Radon-Nikodym process, whose last element is the density of the candidate measure, is a uniformly integrable martingale with respect to any EMM with a bounded second moment. Hobson (2004) alleges that it suffices to show that the above is true only with respect to the candidate measure itself and extrapolates for the case q>1. Cerny & Kallsen (2008) however presented a counterexample (for q=2) which demonstrates that the above relaxation does not hold in general.

The speaker will present the general form of the q-optimal measure following the approach of Delbaen & Schachermayer (1994) and prove its existence under mild conditions. Moreover, in the light of the counterexample in Cerny & Kallsen (2008) concerning Hobson's (2004) approach, necessary and sufficient conditions will be presented in order to determine when a candidate measure is the q-optimal measure.

Mon, 28 Apr 2008
14:15
Oxford-Man Institute

Malliavin calculus and rough paths

Dr Thomas Cass
(Oxford)
Abstract

We present the ideas of Malliavin calculus in the context of rough differential equations (RDEs) driven by Gaussian signals. We then prove an analogue of Hörmander's theorem for this set-up, finishing with the conclusion that, for positive times, a solution to an RDE driven by Gaussian noise will have a density with respect to Lebesgue measure under Hörmander's conditions on the vector fields.

Mon, 28 Apr 2008

12:00 - 13:00
L3

$G_2$ manifolds with isolated conical singularities

Spiro Karigiannis
(Oxford)
Abstract
Abstract: Compact $G_2$ manifolds with isolated conical singularities arise naturally in M-theory. I will discuss such manifolds, and explain a method to ``desingularize'' them by glueing in pieces of asymptotically conical $G_2$ manifolds. There are topological obstructions to such desingularizations that depend on the rate of convergence to the cone at the singularities, and on the geometry of the links of the cones. If time permits, I will also briefly discuss a new related project with Dominic Joyce which could provide the first examples of such manifolds, as well as a possible new construction of smooth compact $G_2$ manifolds.
Fri, 25 Apr 2008
14:15
DH 1st floor SR

Semi-Smooth Newton Methods for Black-Scholes with American Options and Portfolio Optimization Problems

Karl Kunisch
(University of Graz)
Abstract

Efficient numerical solutions of several important partial-differential equation based models in mathematical finance are impeded by the fact that they contain operators which are Lipschitz continuous but not continuously differentiable. As a consequence, Newton methods are not directly applicable and, more importantly, do not provide their typical fast convergence properties.

In this talk semi-smooth Newton methods are presented as a remedy to the the above-mentioned difficulties. We also discuss algorithmic issues including the primal-dual active set strategy and path following techniques.

Fri, 25 Apr 2008
13:30
Gibson 1st Floor SR

Shock Reflection-Diffraction, Transonic Flow, and Free Boundary Problems

Gui-Qiang Chen
(Northwestern University)
Abstract
In this talk we will start with various shock reflection-diffraction phenomena, their fundamental scientific issues, and their theoretical roles in the mathematical theory of multidimensional hyperbolic systems of conservation laws. Then we will describe how the global shock reflection-diffraction problems can be formulated as free boundary problems for nonlinear conservation laws of mixed-composite hyperbolic-elliptic type.

Finally we will discuss some recent developments in attacking the shock reflection-diffraction problems, including the existence, stability, and regularity of global regular configurations of shock reflection-diffraction by wedges. The approach includes techniques to handle free boundary problems, degenerate elliptic equations, and corner singularities, which is highly motivated by experimental, computational, and asymptotic results. Further trends and open problems in this direction will be also addressed. This talk will be mainly based on joint work with M. Feldman.

Fri, 25 Apr 2008

12:00 - 13:00
L3

Metricity in projective geometry.

Dr Maciej Dunajski
(Cambridge)
Abstract

Cover a plane with curves, one curve through each point

in each direction. How can you tell whether these curves are

the geodesics of some metric?

This problem gives rise to a certain closed system of partial

differential equations and hence to obstructions to finding such a

metric. It has been an open problem for at least 80 years. Surprisingly

it is harder in two dimensions than in higher dimensions. I shall present

a solution obtained jointly with Robert Bryant and Mike Eastwood.

Thu, 24 Apr 2008
16:30
DH 1st floor SR

"Nonlinear stability of time-periodic viscous shocks."

Margaret Beck
(University of Surrey)
Abstract

"Time-periodic shocks in systems of viscous conservation laws are shown to be nonlinearly stable. The result is obtained by representing the evolution associated to the linearized, time-periodic operator using a contour integral, similar to that of strongly continuous semigroups. This yields detailed pointwise estimates on the Green's function for the time-periodic operator. The evolution associated to the embedded zero eigenvalues is then extracted.

Stability follows from a Gronwall-type estimate, proving algebraic decay of perturbations."

Thu, 24 Apr 2008
16:00
L3

Density of rational points on diagonal quartic surfaces

Ronald van Luijk
(Warwick)
Abstract

It is a wide open question whether the set of rational points on a smooth quartic surface in projective three-space can be nonempty, yet finite. In this talk I will treat the case of diagonal quartics V, which are given by: a x^4 + b y^4 + c z^4 + d w^4 = 0 for some nonzero rational a,b,c,d. I will assume that the product abcd is a square and that V contains at least one rational point P. I will prove that if none of the coordinates of P is zero, and P is not contained in one of the 48 lines on V, then the set of rational points on V is dense. This is based on joint work with Adam Logan and David McKinnon.