Mon, 20 Oct 2014

14:15 - 16:30
L5

Mirror symmetry for varieties of general type

Mark Gross
(Cambridge)
Abstract
I will discuss joint work with Ludmil Katzarkov and Helge Ruddat. Given a hypersurface X in a toric variety of positive Kodaira dimension, (with a certain number of hypotheses) we construct an object which we believe can be viewed as the mirror of X. In particular, it exhibits the usual interchange of Hodge numbers expected in mirror symmetry. This may seem puzzling at first. For example, a curve of genus g would be expected to have a mirror such that h^{0,0}=g, which is not possible for a variety. However, our mirror is a singular scheme Y along with a perverse sheaf F, whose cohomology carries a mixed Hodge structure. It then makes sense to compute Hodge numbers for F, and we find the traditional exchange of Hodge numbers.
Mon, 20 Oct 2014

12:00 - 13:00
L5

Calabi-Yau Fourfolds, F-theory and Fluxes

Andreas Braun
(Oxford)
Abstract

I will discuss several recent developments regarding the construction of fluxes for F-theory on Calabi-Yau fourfolds. Of particular importance to the effective physics is the structure of the middle (co)homology groups, on which new results are presented. Fluxes dynamically drive the fourfold to Noether-Lefschetz loci in moduli space. While the structure of such loci is generally unknown for Calabi-Yau fourfolds, this problem can be answered in terms of arithmetic for K3 x K3 and a classification is possible.

Thu, 16 Oct 2014

17:30 - 18:30
L6

On the o-minimal Hilbert's fifth problem

Mario Edmundo
(Universidade de Lisboa)
Abstract

The fundamental results about definable groups in o-minimal structures all suggested a deep connection between these groups and Lie groups. Pillay's conjecture explicitly formulates this connection in analogy to Hilbert's fifth problem for locally compact topological groups, namely, a definably compact group is, after taking a suitable the quotient by a "small" (type definable of bounded index) subgroup, a Lie group of the same dimension. In this talk we will report on the proof of this conjecture in the remaining open case, i.e. in arbitrary o-minimal structures. Most of the talk will be devoted to one of the required tools, the formalism of the six Grothendieck operations of o-minimals sheaves, which might be useful on it own. 

Thu, 16 Oct 2014

16:00 - 17:00
C2

Yau's Proof of the Calabi Conjecture

Roland Grinis
(Oxford University)
Abstract

The Calabi conjecture, posed in 1954 and proved by Yau in 1976, guaranties the existence of Ricci-flat Kahler metrics on compact Kahler manifolds with vanishing first Chern class, providing examples of the so called Calabi-Yau manifolds. The latter are of great importance to the fields of Riemannian Holonomy Groups, having Hol0 as a subgroup of SU; Calibrated Geometry, more precisely Special Lagrangian Geometry; and to String theory with the discovery of the phenomenon of Mirror Symmetry (to mention a few!). In the talk, we will discuss the necessary background to formulate the Calabi conjecture and explain some of the main ideas behind its proof by Yau, which itself is a jewel from the point of view of non-linear PDEs.

Thu, 16 Oct 2014

16:00 - 17:00
L5

THE STRUCTURE OF J_0(N)[m] AT AN EISENSTEIN PRIME m

Hwajong Yoo
(University of Luxembourg)
Abstract

In this talk, we will discuss the dimension of $J_0(N)[m]$ at an Eisenstein prime m for
square-free level N. We will also study the structure of $J_0(N)[m]$ as a Galois module.
This work generalizes Mazur’s work on Eisenstein ideals of prime level to the case of
arbitrary square-free level up to small exceptional cases.

Thu, 16 Oct 2014

16:00 - 17:00
L3

Computational Modeling of the Eukaryotic Cytoskeleton

Garegin Papoian
(Maryland)
Abstract

Acto-myosin network growth and remodeling in vivo is based on a large number of chemical and mechanical processes, which are mutually coupled and spatially and temporally resolved. To investigate the fundamental principles behind the self-organization of these networks, we have developed detailed physico-chemical, stochastic models of actin filament growth dynamics, where the mechanical rigidity of filaments and their corresponding deformations under internally and externally generated forces are taken into account. Our work sheds light on the interplay between the chemical and mechanical processes, and also will highlights the importance of diffusional and active transport phenomena. For example, we showed that molecular transport plays an important role in determining the shapes of the commonly observed force-velocity curves. We also investigated the nonlinear mechano-chemical couplings between an acto-myosin network and an external deformable substrate.

Thu, 16 Oct 2014

16:00 - 17:30
L2

Theta in FX Volatility Modelling and Risk Management

David Shelton
(Merrill Lynch)
Abstract

From a theoretical point of view, theta is a relatively simple quantity: the rate of change in value of a financial derivative with respect to time. In a Black-Scholes world, the theta of a delta hedged option can be viewed as `rent’ paid in exchange for gamma. This relationship is fundamental to the risk-management of a derivatives portfolio. However, in the real world, the situation becomes significantly more complicated. In practice the model is continually being recalibrated, and whereas in the Black-Scholes world volatility is not a risk factor, in the real world it is stochastic and carries an associated risk premium. With the heightened interest in automation and electronic trading, we increasingly need to attempt to capture trading, marking and risk management practice algorithmically, and this requires careful consideration of the relationship between the risk neutral and historical measures. In particular these effects need to be incorporated in order to make sense of theta and the time evolution of a derivatives portfolio in the historical measure. 

Thu, 16 Oct 2014

14:00 - 15:00
L5

Adjoint-based optimisation for flow analysis and flow control

Professor Peter Schmid
(Imperial College London)
Abstract

Gradient-based optimisation techniques have become a common tool in the analysis of fluid systems. They have been applied to replace and extend large-scale matrix decompositions to compute optimal amplification and optimal frequency responses in unstable and stable flows. We will show how to efficiently extract linearised and adjoint information directly from nonlinear simulation codes and how to use this information for determining common flow characteristics. We also extend this framework to deal with the optimisation of less common norms. Examples from aero-acoustics and mixing will be presented.

Tue, 14 Oct 2014
15:45
L4

Exotic spheres and the topology of the symplectomorphism group

Georgios Rizell
(Cambridge)
Abstract

Using the fact that certain exotic spheres do not admit Lagrangian embeddings into $T^*{\mathcal S}^{n+1}$, as proven by Abouzaid and Ekholm-Smith, we produce non-trivial homotopy classes of the group of compactly supported symplectomorphisms of $T^*{\mathcal S}^n$. In particular, we show that the Hamiltonian isotopy class of the symplectic Dehn twist depends on the parametrisation used in the construction.  Related results are also obtained for $T^*({\mathcal S}^n \times {\mathcal S}^1)$.

Joint work with Jonny Evans.

 

Tue, 14 Oct 2014

14:30 - 15:00
L5

Convex Relaxation Methods for Image Segmentation and Stereo Reconstruction

Maria Klodt
(Technische Universität München)
Abstract

We present advances in several fundamental fields of computer vision: image segmentation, object tracking, stereo reconstruction for depth map estimation and full 3D multi-view reconstruction. The basic method applied to these fields is convex relaxation. Convex relaxation methods allow for global optimization of numerous energy functionals and provide a step towards less user input and more automation. We will show how the respective computer vision problems can be formulated in this convex optimization framework. Efficient parallel implementations of the arising numerical schemes using graphics processing units allow for interactive applications.

Tue, 14 Oct 2014

14:30 - 15:30
L6

The structure of graphs which are locally indistinguishable from a lattice.

David Ellis
(Queen Mary University of London)
Abstract

We study the properties of finite graphs in which the ball of radius $r$ around each vertex induces a graph isomorphic to some fixed graph $F$. (Such a graph is said to be $r$-locally-$F$.) This is a natural extension of the study of regular graphs, and of the study of graphs of constant link. We focus on the case where $F$ is $\mathbb{L}^d$, the $d$-dimensional integer lattice. We obtain a characterisation of all the finite graphs in which the ball of radius $3$ around each vertex is isomorphic to the ball of radius $3$ in $\mathbb{L}^d$, for each integer $d$. These graphs have a very rigidly proscribed global structure, much more so than that of $(2d)$-regular graphs. (They can be viewed as quotient lattices in certain 'flat orbifolds'.) Our results are best possible in the sense that '3' cannot be replaced with '2'. Our proofs use a mixture of techniques and results from combinatorics, algebraic topology and group theory. We will also discuss some results and open problems on the properties of a random n-vertex graph which is $r$-locally-$F$. This is all joint work with Itai Benjamini (Weizmann Institute of Science). 

Tue, 14 Oct 2014

14:00 - 14:30
L5

X-ray imaging with emitter arrays

Raphael Hauser
(University of Oxford)
Abstract

We investigate an X-ray imaging system that fires multiple point sources of radiation simultaneously from close proximity to a probe. Radiation traverses the probe in a non-parallel fashion, which makes it necessary to use tomosynthesis as a preliminary step to calculating a 2D shadowgraph. The system geometry requires imaging techniques that differ substantially from planar X-rays or CT tomography. We present a proof of concept of such an imaging system, along with relevant artefact removal techniques.  This work is joint with Kishan Patel.

Mon, 13 Oct 2014

17:00 - 18:00
L6

Kinetic formulation and uniqueness for scalar conservation laws with discontinuous flux

Guido de Phillippis
(University of Zurich)
Abstract

      I will show uniqueness result for BV solutions of scalar conservation laws with discontinuous flux in several space dimensions. The proof is based on the notion of kinetic solution and on a careful analysis of the entropy dissipation along the discontinuities of the flux.
 

Mon, 13 Oct 2014

15:45 - 16:45
Oxford-Man Institute

A-free Groups and Tree-free Groups

IAN CHISWELL
(Queen Mary University London)
Abstract

The idea of A-free group, where A is a discrete ordered abelian group, has been introduced by Myasnikov, Remeslennikov and Serbin. It generalises the construction of free groups. A proof will be outlined that a group is A-free for some A if and only if it acts freely and without inversions on a \lambda-tree, where \lambda is an arbitrary ordered abelian group.

Mon, 13 Oct 2014

15:30 - 16:30
C6

Commutative K-theory as a cohomology theory

Ulrike Tillmann
(Oxford)
Abstract

Vector bundles over a compact manifold can be defined via transition 
functions to a linear group. Often one imposes 
conditions on this structure group. For example for real vector bundles on 
may  ask that all 
transition functions lie in the special orthogonal group to encode 
orientability. Commutative K-theory arises when we impose the condition 
that the transition functions commute with each other whenever they are 
simultaneously defined.

We will introduce commutative K-theory and some natural variants of it, 
and will show that they give rise to  new generalised 
cohomology theories.

This is joint work with Adem, Gomez and Lind building on previous work by 
Adem, F. Cohen, and Gomez.

Mon, 13 Oct 2014

14:15 - 15:15
Oxford-Man Institute

Ito map and iterated integrals

Horatio Boedihardjo
(Oxford-Man Institute)
Abstract

The Taylor expansion of a controlled differential equation suggests that the solution at time 1 depends on the driving path only through the latter's iterated integrals up to time 1, if the vector field is infinitely differentiable. Hambly and Lyons proved that this remains true for Lipschitz vector fields if the driving path has bounded total variation. We extend the Hambly-Lyons result for weakly geometric rough paths in finite dimension. Joint work with X. Geng, T. Lyons and D. Yang.    

 

 

Thu, 09 Oct 2014

14:00 - 15:00
L5

Variational segmentation models for selective extraction of features in an image – challenges in modelling, algorithms and applications

Professor Ke Chen
(University of Liverpool)
Abstract

Mathematical imaging is not only a multidisciplinary research area but also a major cross-discipline subject within mathematical sciences as  image analysis techniques involve differential geometry, optimization, nonlinear partial differential equations (PDEs), mathematical analysis, computational algorithms and numerical analysis. Segmentation refers to the essential problem in imaging and vision  of automatically detecting objects in an image.

 

In this talk I first review some various models and techniques in the variational framework that are used for segmentation of images, with the purpose of discussing the state of arts rather than giving a comprehensive survey. Then I introduce the practically demanding task of detecting local features in a large image and our recent segmentation methods using energy minimization and  PDEs. To ensure uniqueness and fast solution, we reformulate one non-convex functional as a convex one and further consider how to adapt the additive operator splitting method for subsequent solution. Finally I show our preliminary work to attempt segmentation of blurred images in the framework of joint deblurring and segmentation.

  

This talk covers joint work with Jianping Zhang, Lavdie Rada, Bryan Williams, Jack Spencer (Liverpool, UK), N. Badshah and H. Ali (Pakistan). Other collaborators in imaging in general include T. F. Chan, R. H. Chan, B. Yu,  L. Sun, F. L. Yang (China), C. Brito (Mexico), N. Chumchob (Thailand),  M. Hintermuller (Germany), Y. Q. Dong (Denmark), X. C. Tai (Norway) etc. [Related publications from   http://www.liv.ac.uk/~cmchenke ]

Thu, 09 Oct 2014
14:00
L5

TBA

Professor Ke Chen
(University of Liverpool)
Thu, 09 Oct 2014

02:00 - 03:00
L5

Variational Segmentation Models for Selective Extraction of Features in An Image: Challenges in Modelling, Algorithms and Applications

Professor Ke Chen
(The University of Liverpool)
Abstract

Mathematical imaging is not only a multidisciplinary research area but also a major cross-discipline subject within mathematical sciences as  image analysis techniques involve differential geometry, optimization, nonlinear partial differential equations (PDEs), mathematical analysis, computational algorithms and numerical analysis. Segmentation refers to the essential problem in imaging and vision  of automatically detecting objects in an image.

 

In this talk I first review some various models and techniques in the variational framework that are used for segmentation of images, with the purpose of discussing the state of arts rather than giving a comprehensive survey. Then I introduce the practically demanding task of detecting local features in a large image and our recent segmentation methods using energy minimization and  PDEs. To ensure uniqueness and fast solution, we reformulate one non-convex functional as a convex one and further consider how to adapt the additive operator splitting method for subsequent solution. Finally I show our preliminary work to attempt segmentation of blurred images in the framework of joint deblurring and segmentation.

  

This talk covers joint work with Jianping Zhang, Lavdie Rada, Bryan Williams, Jack Spencer (Liverpool, UK), N. Badshah and H. Ali (Pakistan). Other collaborators in imaging in general include T. F. Chan, R. H. Chan, B. Yu,  L. Sun, F. L. Yang (China), C. Brito (Mexico), N. Chumchob (Thailand),  M. Hintermuller (Germany), Y. Q. Dong (Denmark), X. C. Tai (Norway) etc.

[Related publications from   http://www.liv.ac.uk/~cmchenke ]

Tue, 02 Sep 2014

09:00 - 17:00
L6

Stochastic and Multiscale Problems

Radek Erban and Andrew Duncan
Abstract

The aim of this two-day workshop is to bring together mathematicians, biologists and researchers from other disciplines whose work involves stochastic and multiscale phenomenon, to identify common methodologies to studying such systems, both from a numerical and analytical perspective.   Relevant topics include asymptotic methods for PDEs; multiscale analysis of stochastic dynamical systems; mean-field limits of collective dynamics.  Numerical methods, mathematical theory and applications (with a specific focus on biology) will all be discussed.  The workshop will take place on the 1st and 2nd of September, at the Mathematical Institute, Oxford University.   Please visithttps://sites.google.com/site/stochmultiscale2014/ for more information and to register.

Mon, 01 Sep 2014 09:00 -
Tue, 02 Sep 2014 17:00
L6

Stochastic and Multiscale Problems

Radek Erban and Andrew Duncan
Abstract

The aim of this two-day workshop is to bring together mathematicians, biologists and researchers from other disciplines whose work involves stochastic and multiscale phenomenon, to identify common methodologies to studying such systems, both from a numerical and analytical perspective.   Relevant topics include asymptotic methods for PDEs; multiscale analysis of stochastic dynamical systems; mean-field limits of collective dynamics.  Numerical methods, mathematical theory and applications (with a specific focus on biology) will all be discussed.  The workshop will take place on the 1st and 2nd of September, at the Mathematical Institute, Oxford University.   Please visithttps://sites.google.com/site/stochmultiscale2014/ for more information and to register.

Tue, 29 Jul 2014
14:00
L5

Modeling and Computation of Security-constrained Economic Dispatch with Multi-stage Rescheduling

Michael Ferris
(University of Wisconsin)
Abstract

Economic dispatch is a critical part of electricity planning and 
operation. Enhancing the dispatch problem to improve its robustness 
in the face of equipment failures or other contingencies is standard 
practice, but extremely time intensive, leading to restrictions on 
the richness of scenarios considered. We model post-contingency 
corrective actions in the security-constrained economic dispatch 
and consider multiple stages of rescheduling to meet different 
security constraints. The resulting linear program is not solvable
by traditional LP methods due to its large size. We devise and 
implement a series of algorithmic enhancements based on the Benders'
decomposition method to ameliorate the computational difficulty.
In addition, we propose a set of online measures to diagnose
and correct infeasibility issues encountered in the solution process.

The overall solution approach is able to process the ``N-1'' 
contingency list in ten minutes for all large network cases
available for experiments. Extensions to the nonlinear setting will 
be discussed via a semidefinite relaxation.

Sat, 05 Jul 2014 00:00 -
Tue, 08 Jul 2014 00:00
L2

Symmetries and Correspondences in Number Theory, Geometry, Algebra and Quantum Computing: Intra-disciplinary Trends (organised by Kobi Kremnitzer et al)

Various
Abstract

July 5

9:30-10:30

Robert Langlands (IAS, Princeton)

Problems in the theory of automorphic forms: 45 years later 

11:00-12:00

Christopher Deninger (Univ. Münster)

Zeta functions and foliations     

 13:30-14:30          

Christophe Soulé (IHES, Bures-sur-Yvette)

 A singular arithmetic Riemann-Roch theorem           

 

14:40-15:40

Minhyong Kim (Univ. Oxford)

 Non-abelian reciprocity laws and Diophantine geometry

 16:10-17:10  

Constantin Teleman (Berkeley/Oxford)           

Categorical representations and Langlands duality 

 

July 6

 9:30-10:30

Ted Chinburg (Univ. Pennsylvania, Philadelphia)

 Higher Chern classes in Iwasawa theory

11:00-12:00          

Yuri Tschinkel (Courant Institute, New York)

Introduction to almost abelian anabelian geometry

13:30-14:30

Ralf Meyer (Univ. Göttingen)

Groupoids and higher groupoids

14:40-15:40

Dennis Gaitsgory (Harvard Univ., Boston)

Picard-Lefschetz oscillators for Drinfeld-Lafforgue compactifications

16:10-17:10

François Loeser (Univ. Paris 6-7)

Motivic integration and representation theory

 

July 7

9:00-10:00

Matthew Morrow (Univ. Bonn)                                                  

On the deformation theory of algebraic cycles

10:30-11:30

Fedor Bogomolov (Courant Institute, New York/Univ. Nottingham)

On the section conjecture in anabelian geometry                 

13:15-14:15                                                                      

Kevin Buzzard (ICL, London)

p-adic Langlands correspondences

14:45-15:45                                                                      

Masatoshi Suzuki (Tokyo Institute of Technology)

Translation invariant subspaces and GRH for zeta functions

16:00-17:00

Edward Frenkel (Univ. California Berkeley)

"Love and Math", the Langlands programme - Public presentation

     

July 8

9:15-10:15

Mikhail Kapranov (Kavli IMPU, Tokyo)

Lie algebras and E_n-algebras associated to secondary polytopes                                 

10:45-11:45          

Sergey Oblezin (Univ. Nottingham)

Whittaker functions, mirror symmetry and the Langlands correspondence

13:30-14:30                                                                      

Edward Frenkel (Univ. California Berkeley)

The Langlands programme and quantum dualities

14:40-15:40                                                                                              

Dominic Joyce (Univ. Oxford)

Derived symplectic geometry and categorification

16:10-17:10  

Urs Schreiber (Univ. Nijmegen, The Netherlands)

Correspondences of cohesive linear homotopy types and quantization

Fri, 04 Jul 2014

10:00 - 11:00
N3.12

Coffee Roasting

John Melrose (Mondelez)
Fri, 20 Jun 2014

16:30 - 17:30
L1

Universality in numerical computations with random data. Case studies

Prof. Percy Deift
(Courant Institute of Mathematical Sciences)
Abstract

Universal fluctuations are shown to exist when well-known and widely used numerical algorithms are applied with random data. Similar universal behavior is shown in stochastic algorithms and algorithms that model neural computation. The question of whether universality is present in all, or nearly all, computation is raised. (Joint work with G.Menon, S.Olver and T. Trogdon.)

Fri, 20 Jun 2014

14:15 - 15:15
C6

Computable Seismology: Imaging the Earth's interior by numerical waveform modeling and inversion

Tarje Nissen-Meyer
(Oxford)
Abstract

Seismology currently undergoes rapid and exciting advances fueled by a simultaneous surge in recorded data (in both quality and quantity), realistic wave-propagation algorithms, and supercomputing capabilities. This enables us to sample parameter spaces of relevance for imaging the Earth's interior 3D structure with fully numerical techniques. Seismic imaging is the prime approach to illuminate and understand global processes such as mantle convection, plate tectonics, geodynamo, the vigorous interior of the Sun, and delivers crucial constraints on our grasp of volcanism, the carbon cycle and seismicity. At local scales, seismic Earth models are inevitable for hydrocarbon exploration, monitoring of flow processes, and natural hazard assessment.

\\

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With a slight focus on global-scale applications, I will present the underlying physical model of realistic wave propagation, its numerical discretization and link such forward modeling to updating Earth models by means of inverse modeling. The associated computational burden to solve high-resolution statistical inverse problems with precise numerical techniques is however entirely out of reach for decades to come. Consequently, seismologists need to take approximations in resolution, physics, data and/or inverse methodology. I will scan a number of such end-member approximations, and focus on our own approach to simultaneously treat wave physics realistically across the frequency band while maximizing data usage and allow for uncertainty quantification. This approach is motivated by decisive approximations on the model space for typical Earth structures and linearized inverse theory.

Fri, 20 Jun 2014

12:00 - 13:00
L6

Deformations of Axially Symmetric Initial Data and the Angular Momentum-Mass Inequality

Dr. Ye Sle Cha
(State University of New York at Stony Brook)
Abstract

We show how to reduce the general formulation of the mass-angular momentum inequality, for axisymmetric initial data of the Einstein equations, to the known maximal case whenever a geometrically motivated system of equations admits a solution. This procedure is based on a certain deformation of the initial data which preserves the relevant geometry, while achieving the maximal condition and its implied inequality (in a weak sense) for the scalar curvature; this answers a question posed by R. Schoen. The primary equation involved, bears a strong resemblance to the Jang-type equations studied in the context of the positive mass theorem and the Penrose inequality. Each equation in the system is analyzed in detail individually, and it is shown that appropriate existence/uniqueness results hold with the solution satisfying desired asymptotics. Lastly, it is shown that the same reduction argument applies to the basic inequality yielding a lower bound for the area of black holes in terms of mass and angular momentum.

Fri, 20 Jun 2014
10:00
L5

TBA

Giles Pavey (dunnhumby)
Thu, 19 Jun 2014

17:15 - 18:15
L6

Model completeness for finite extensions of p-adic fields

Jamshid Derakhshan
(Oxford)
Abstract

This is joint work with Angus Macintyre.

We prove that the first-order theory of a finite extension of the field of p-adic numbers is model-complete in the language of rings, for any prime p.

To prove this we prove universal definability of the valuation rings of such fields using work of Cluckers-Derakhshan-Leenknegt-Macintyre on existential

definability, quantifier elimination of Basarab-Kuhlmann for valued fields in a many-sorted language involving higher residue rings and groups,

a model completeness theorem for certain pre-ordered abelian groups which generalize Presburger arithmetic (we call finite-by-Presburger groups),

and an interpretation of higher residue rings of such fields in the higher residue groups.

Thu, 19 Jun 2014

16:00 - 17:00
C6

Introduction to Lie algebroids

Brent Pym
(Oxford University)
Abstract

Lie algebroids are geometric structures that interpolate between finite-dimensional Lie algebras and tangent bundles of manifolds. They give a useful language for describing geometric situations that have local symmetries. I will give an introduction to the basic theory of Lie algebroids, with examples drawn from foliations, principal bundles, group actions, Poisson brackets, and singular hypersurfaces.

Thu, 19 Jun 2014

16:00 - 17:30
L4

Multilevel Richardson-Romberg extrapolation for Monte Carlo simulation

Gilles Pages
(UPMC)
Abstract

This is a joint work with V. Lemaire

(LPMA-UPMC). We propose and analyze a Multilevel Richardson-Romberg

(MLRR) estimator which combines the higher order bias cancellation of

the Multistep Richardson-Romberg ($MSRR$) method introduced

in~[Pag\`es 07] and the variance control resulting from the

stratification in the Multilevel Monte Carlo (MLMC) method (see~$e.g.$

[Heinrich 01, M. Giles 08]). Thus we show that in standard frameworks

like discretization schemes of diffusion processes, an assigned

quadratic error $\varepsilon$ can be obtained with our (MLRR)

estimator with a global complexity of

$\log(1/\varepsilon)/\varepsilon^2$ instead of

$(\log(1/\varepsilon))^2/\varepsilon^2$ with the standard (MLMC)

method, at least when the weak error $\E Y_h-\EY_0}$ induced by the

biased implemented estimator $Y_h$ can be expanded at any order in

$h$. We analyze and compare these estimators on several numerical

problems: option pricing (vanilla or exotic) using $MC$ simulation and

the less classical Nested Monte Carlo simulation (see~[Gordy \& Juneja

2010]).

Thu, 19 Jun 2014
16:00
L2

Collective dynamics and self-organization

Pierre Degond
(Imperial College London)
Abstract

We are interested in large systems of agents collectively looking for a

consensus (about e.g. their direction of motion, like in bird flocks). In

spite of the local character of the interactions (only a few neighbours are

involved), these systems often exhibit large scale coordinated structures.

The understanding of how this self-organization emerges at the large scale

is still poorly understood and offer fascinating challenges to the modelling

science. We will discuss a few of these issues on a selection of specific

examples.

Thu, 19 Jun 2014
14:00
Rutherford Appleton Laboratory, nr Didcot

Preconditioning and deflation techniques for interior point methods

Dr Rachael Tappenden
(Edinburgh University)
Abstract

The accurate and efficient solution of linear systems Ax = b is very important in many engineering and technological applications, and systems of this form also arise as subproblems within other algorithms. In particular, this is true for interior point methods (IPM), where the Newton system must be solved to find the search direction at each iteration. Solving this system is a computational bottleneck of an IPM, and in this talk I will explain how preconditioning and deflation techniques can be used, to lessen this computational burden.

This is joint work with Jacek Gondzio.