Fri, 13 Jul 2012

11:30 - 13:00
OCCAM Common Room (RI2.28)

OCCAM Group Meeting

Various
Abstract
  • Yujia Chen - Solving Surface Poisson's Equation via the Closest Point Method
  • Alex Lewis - Modelling liquid crystal devices
  • Georgina Lang - Modelling of Brain Tissue Swelling
Mon, 09 Jul 2012 00:00 -
Wed, 11 Jul 2012 00:00

'Galway' Topology Symposium.

Abstract

Chief Organiser: Shari Levine.  Main speakers: Alexander Arhangel'skii, Alan Dow, Aisling McCluskey, Jan van Mill, Frank Tall, Vladimir Tkachuk

Contact for further information: @email

Fri, 15 Jun 2012

14:30 - 15:30
DH 3rd floor SR

Modelling rate limitations in dissimilatory iron reduction

Dr Henry Winstanley
(University of Limerick)
Abstract

Respiration is a redox reaction in which oxidation of a substrate (often organic) is coupled to the reduction of a terminal electron acceptor (TEA) such as oxygen. Iron oxides in various mineral forms are abundant in sediments and sedimentary rocks, and many subsurface microbes have the ability to respire using Fe(III) as the TEA in anoxic conditions. This process is environmentally important in the degradation of organic substrates and in the redox-cycling of iron. But low mineral solubility limits the bioavailability of Fe(III), which microbes access primarily through reductive dissolution. For aqueous nutrients, expressions for microbial growth and nutrient uptake rates are standardly based on Monod kinetics. We address the question of what equivalent description is appropriate when solid phase Fe(III) is the electron acceptor.

Fri, 15 Jun 2012

14:15 - 15:00
DH 1st floor SR

Asymptotic expansions for diffusions

Dr Antoine Jacquier
(Imperial College London)
Abstract

Given a diffusion in R^n, we prove a small-noise expansion for its density. Our proof relies on the Laplace method on Wiener space and stochastic Taylor expansions in the spirit of Benarous-Bismut. Our result applies (i) to small-time asymptotics and (ii) to the tails of the distribution and (iii) to small volatility of volatility.

We shall study applications of this result to stochastic volatility models, recovering the Berestycki- Busca-Florent formula (using (i)), the Gulisashvili-Stein expansion (from (ii)) and Lewis' expansions (using (iii)).

This is a joint work with J.D. Deuschel (TU Berlin), P. Friz (TU Berlin) and S. Violante (Imperial College London).

Thu, 14 Jun 2012

17:00 - 18:00
L3

Algebraic closure in pseudofinite fields

Özlem Beyarslan (Bogazici)
Abstract

A pseudofinite field is a perfect pseudo-algebraically closed (PAC) field which

has $\hat{\mathbb{Z}}$ as absolute Galois group. Pseudofinite fields exists and they can

be realised as ultraproducts of finite fields. A group $G$ is geometrically

represented in a theory $T$ if there are modles $M_0\prec M$ of $T$,

substructures $A,B$ of $M$, $B\subset acl(A)$, such that $M_0\le A\le B\le M$

and $Aut(B/A)$ is isomorphic to $G$. Let $T$ be a complete theory of

pseudofinite fields. We show that, geometric representation of a group whose order

is divisibly by $p$ in $T$ heavily depends on the presence of $p^n$'th roots of unity

in models of $T$. As a consequence of this, we show that, for almost all

completions of the theory of pseudofinite fields, over a substructure $A$, algebraic

closure agrees with definable closure, if $A$ contains the relative algebraic closure

of the prime field. This is joint work with Ehud Hrushovski.

Thu, 14 Jun 2012

16:00 - 17:00
DH 1st floor SR

From science to data to images to science with applications to astrophysics, neuroscience and physiology

Michele Piana
(Universita' di Verona Italy)
Abstract

The computational analysis of a mathematical model describing a complex system is often based on the following roadmap: first, an experiment is conceived, in which the measured data are (either directly or indirectly) related to the input data of the model equations; second, such equations are computationally solved to provide iconographic reconstructions of the unknown physical or physiological parameters of the system; third, the reconstructed images are utilized to validate the model or to inspire appropriate improvements. This talk will adopt such framework to investigate three applied problems, respectively in solar physics, neuroscience and physiology. The solar physics problem is concerned with the exploitation of hard X-ray data for the comprehension of energy transport mechanisms in solar flares. The neuroscientific problem is the one to model visual recognition in humans with the help of a magnetocencephalography experiment. Finally, the physiological problem investigates the kinetics of the kidney-bladder system by means of nuclear data.

Thu, 14 Jun 2012

14:00 - 15:00
Gibson Grd floor SR

Piecewise constant control approximation to multi-dimensional HJB equations

Dr Christoph Reisinger
(University of Oxford)
Abstract

While a general framework of approximating the solution to Hamilton-Jacobi-Bellman (HJB) equations by difference methods is well established, and efficient numerical algorithms are available for one-dimensional problems, much less is known in the multi-dimensional case. One difficulty is the monotone approximation of cross-derivatives, which guarantees convergence to the viscosity solution. We propose a scheme combining piecewise freezing of the policies in time with a suitable spatial discretisation to establish convergence for a wide class of equations, and give numerical illustrations for a diffusion equation with uncertain parameters. These equations arise, for instance, in the valuation of financial derivatives under model uncertainty.

This is joint work with Peter Forsyth.

Thu, 14 Jun 2012

12:30 - 13:30
Gibson 1st Floor SR

Entropy and irreversibility in dynamical systems

Oliver Penrose
(Heriot-Watt University)
Abstract

A method of defining non-equilibrium entropy for a chaotic dynamical system is proposed which, unlike the usual method based on Boltzmann's principle $S = k\log W$, does not involve the concept of a macroscopic state. The idea is illustrated using an example based on Arnold's `cat' map. The example also demonstrates that it is possible to have irreversible behaviour, involving a large increase of entropy, in a chaotic system with only two degrees of freedom.

Thu, 14 Jun 2012

12:00 - 13:00
L3

A gentle introduction to hyperbolic groups.

Dawid Kielak
Abstract

This is intended as an introductory talk about one of the most

important (and most geometric) aspects of Geometric Group Theory. No

prior knowledge of any maths will be assumed.

Wed, 13 Jun 2012

10:15 - 11:15
OCCAM Common Room (RI2.28)

Domain wall dynamics in nanowires

Jonathan Robbins
(University of Bristol)
Abstract

We present some recent results concerning domain wall motion in one-dimensional nanowires, including the existence, velocity and stability of travelling-wave and precessing solutions.  We consider the case of unixial anisotropy, characteristic of wires with symmetrical (e.g., circular) cross-section, as opposed to strongly anisotropic geometries (films and strips) that have received greater attention.  This is joint work with Arseni Goussev and Valeriy Slastikov.

Wed, 13 Jun 2012 00:00 -
Thu, 14 Jun 2012 00:00

Research Workshop 1 on 'Duality Theory in Algebra, Logic and Computer Science'.

Abstract

Organisers: Hilary Priestley, Drew Moshier and Leo Cabrer.

This will be dedicated principally to extensions of duality theory beyond zero-dimensional structures and to its application in novel settings. Topics that are likely to feature include duality for bilattice-based structures and associated semantics; extensions to compact Hausdorff spaces, bitopological duality, and duality for continuous data; applications to coalgebraic logic. We shall be seeking two-way interaction between those focused on a particular application and those who are seeking to extend the theory. Keynote speakers will be Mike Mislove and Drew Moshier. Samson Abramsky will be away from Oxford fromJune 12, but we are grateful for his offer to give a talk on June 11. We are also pleased to announce that, through the good offices of Georg Gottlob (Oxford Department of Computer Science), we are able to include within W1 a tutorial lecture on the applications of bilattice semantics to computer science; this will be given by Ofer Arieli.

Tue, 12 Jun 2012
13:15
DH 1st floor SR

Hermite functions and hypercollisions in the simulation of nuclear fusion plasmas

Joseph Parker
Abstract

 Nuclear fusion offers the prospect of abundant clean energy production, but the physical and engineering challenges are very great. In nuclear fusion reactors, the fuel is in the form of a plasma (charged gas) which is confined at high temperature and density using a toroidal magnetic field. This configuration is susceptible to turbulence, which transports heat out of the plasma and prevents fusion. It is believed that rotating the plasma suppresses turbulence, but experiments are expensive and even modest numerical simulation requires hundreds of thousands of CPU hours. We present a numerical technique for one of the five phase-space dimensions that both improves the accuracy of the calculation and greatly reduces the resolution required.

Tue, 12 Jun 2012
10:30
Gibson 1st Floor SR

The Nekrasov Partition Function

Tim Adamo
(Oxford)
Abstract
Abstract: We'll try to learn something about Nekrasov's conjecture/theorem, which relates an instanton-counting partition function to the Seiberg-Witten prepotential of N=2 SYM theory on R^4. This will entail a review of some salient aspects of N=2 SYM theories, Witten's description of Donaldson invariants in terms of correlation functions in those theories, and the physical and mathematical definition of Nekrasov's partition function. Depending on time, I might talk about computational techniques for the partition function, methods of proof for Nekrasov's conjecture, or the partition function's role in the AGT conjectures.
Mon, 11 Jun 2012

15:45 - 16:45
L3

Mixed 3-manifolds are virtually special

Piotr Przytycki
(Warsaw)
Abstract

This is joint work with Dani Wise and builds on his earlier

work. Let M be a compact oriented irreducible 3-manifold which is neither a

graph manifold nor a hyperbolic manifold. We prove that the fundamental

group of M is virtually special. This means that it virtually embeds in a

right angled Artin group, and is in particular linear over Z.

Mon, 11 Jun 2012

15:45 - 16:45
Oxford-Man Institute

Path properties of SLE curves and their behaviour at the tip

FREDRIK JOHANSSON VIKLUND
(Colombia University)
Abstract

The Schramm-Loewner evolution (SLE(\kappa)) is a family of random fractal curves that arise in a natural way as scaling limits of interfaces in critical models in statistical physics. The SLE curves are constructed by solving the Loewner differential equation driven by a scaled Brownian motion. We will give an overview of some of the almost sure properties of SLE curves, concentrating in particular on properties that can be derived by studying the the geometry of growing curve locally at the tip. We will discuss a multifractual spectrum of harmonic measure at the tip, regularity in the capacity parameterization, and continuity of the curves as the \kappa-parameter is varied while the driving Brownian motion sample is kept fixed.

This is based on joint work with Greg Lawler, and with Steffen Rohde and Carto Wong.

Mon, 11 Jun 2012

15:30 - 16:30
Gibson Grd floor SR

Young Measures Generated by Solutions of the Incompressible Euler Equations

Emil Wiedemann
(Leipzig)
Abstract

An intriguing, and largely open, question in mathematical fluid dynamics is whether solutions of the Navier-Stokes equations converge in some sense to a solution of the Euler equations in the zero viscosity limit. In fact this convergence could conceivably fail due to oscillations and concentrations occuring in the sequence.

In the late 1980s, R. DiPerna and A. Majda extended the classical concept of Young measure to obtain a notion of measure-valued solution of the Euler equations, which records precisely these oscillation and concentration effects. In this talk I will present a result recently obtained in joint work with L. Székelyhidi, which states that any such measure-valued solution is generated by a sequence of distributional solutions of the Euler equations.

The result is interesting from two different viewpoints: On the one hand, it emphasizes the huge flexibility of the concept of weak solution for Euler; on the other hand, it provides an example of a characterization theorem for Young measures in the tradition of D. Kinderlehrer and P. Pedregal where the differential constraint on the generating sequence does not satisfy the constant rank condition.

Mon, 11 Jun 2012

14:15 - 15:15
Oxford-Man Institute

Ferromagnets and the mean-field classical Heisenberg model

KAY KIRKPATRICK
(University of Illinois, Chicago)
Abstract

There are two main statistical mechanical models of ferromagnetism: the simpler and better-understood Ising model, and the more realistic and more challenging classical Heisenberg model, where the spins are in the 2-sphere instead of in {-1,+1}. In dimensions one and two, the classical Heisenberg model with nearest-neighbor interactions has no phase transition, but in three dimensions it has been intractable.

To shed some light on the qualitative behavior of the 3D Heisenberg model, we use the versatile tools of mean-field theory and Stein's method in recent work with Elizabeth Meckes, studying the Heisenberg model on a complete graph with the number of vertices going to infinity. Our results include detailed descriptions of the magnetization, the empirical spin distribution, the free energy, and a second-order phase transition.

Fri, 08 Jun 2012
16:30
L2

Bilipschitz embeddings of metric spaces in Banach spaces

Bruce Kleiner
(NYU)
Abstract

A map betweem metric spaces is a bilipschitz homeomorphism if it

is Lipschitz and has a Lipschitz inverse; a map is a bilipschitz embedding

if it is a bilipschitz homeomorphism onto its image. Given metric spaces

X and Y, one may ask if there is a bilipschitz embedding X--->Y, and if

so, one may try to find an embedding with minimal distortion, or at least

estimate the best bilipschitz constant. Such bilipschitz embedding

problems arise in various areas of mathematics, including geometric group

theory, Banach space geometry, and geometric analysis; in the last 10

years they have also attracted a lot of attention in theoretical computer

science.

The lecture will be a survey bilipschitz embedding in Banach spaces from

the viewpoint of geometric analysis.

Fri, 08 Jun 2012
15:00
Gibson 1st Floor SR

One-Loop Renormalization and the S-matrix

David McGady
(Princeton)
Abstract

Abstract: In this talk, I will discuss the proportionality between tree amplitudes and the ultraviolet divergences in their one-loop corrections in Yang-Mills and (N < 4) Super Yang-Mills theories in four-dimensions. From the point of view of local perturbative quantum field theory, i.e. Feynman diagrams, this proportionality is straightforward: ultraviolet divergences at loop-level are absorbed into coefficients of local operators/interaction vertices in the original tree-amplitude. Ultraviolet divergences in loop amplitudes are also calculable through on-shell methods. These methods ensure manifest gauge-invariance, even at loop-level (no ghosts), at the expense of manifest locality. From an on-shell perspective, the proportionality between the ultraviolet divergences the tree amplitudes is thus not guaranteed. I describe systematic structures which ensure proportionality, and their possible connections to other recent developments in the field.

Fri, 08 Jun 2012

11:30 - 13:00
OCCAM Common Room (RI2.28)

OCCAM Group Meeting

Various
Abstract
  • Savina Joseph - Current generation in solar cells
  • Shengxin Zhu - Spectral distribution, smoothing effects and smoothness matching for radial basis functions
  • Ingrid von Glehn - Solving surface PDEs with the closest point method
Thu, 07 Jun 2012

16:00 - 17:00
L3

On the section conjecture in anabelian geometry

Jakob Stix (Heidelberg)
(Heidelberg)
Abstract

The section conjecture of Grothendieck's anabelian geometry speculates about a description of the set of rational

points of a hyperbolic curve over a number field entirely in terms of profinite groups and Galois theory.

In the talk we will discuss local to global aspects of the conjecture, and what can be achieved when sections with

additional group theoretic properties are considered.

Thu, 07 Jun 2012

16:00 - 17:00
DH 1st floor SR

STRUCTURE AND DYNAMICS IN COMPLEX NETWORKS

Luciano da F. Costa
(Brazil University of São Paulo)
Abstract

Complex networks have been used to model almost any

real-world complex systems. An especially important

issue regards how to related their structure and dynamics,

which contributes not only for the better understanding of

such systems, but also to the prediction of important

dynamical properties from specific topological features.

In this talk I revise related research developed recently

in my group. Particularly attention is given to the concept

of accessibility, a new measurement integrating topology

and dynamics, and the relationship between frequency of

visits and node degree in directed modular complex

networks. Analytical results are provided that allow accurate

prediction of correlations between structure and dynamics

in systems underlain by directed diffusion. The methodology

is illustrated with respect to the macaque cortical network.

Thu, 07 Jun 2012

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

From Numerical Rocks to Spatial Data Assimilation

Dr Chris Farmer
(University of Oxford)
Abstract

Uncertainty quantification can begin by specifying the initial state of a system as a probability measure. Part of the state (the 'parameters') might not evolve, and might not be directly observable. Many inverse problems are generalisations of uncertainty quantification such that one modifies the probability measure to be consistent with measurements, a forward model and the initial measure. The inverse problem, interpreted as computing the posterior probability measure of the states, including the parameters and the variables, from a sequence of noise-corrupted observations, is reviewed in the talk. Bayesian statistics provides a natural framework for a solution but leads to very challenging computational problems, particularly when the dimension of the state space is very large, as when arising from the discretisation of a partial differential equation theory.

\\

\\

In this talk we show how the Bayesian framework leads to a new algorithm - the 'Variational Smoothing Filter' - that unifies the leading techniques in use today. In particular the framework provides an interpretation and generalisation of Tikhonov regularisation, a method of forecast verification and a way of quantifying and managing uncertainty. To deal with the problem that a good initial prior may not be Gaussian, as with a general prior intended to describe, for example a geological structure, a Gaussian mixture prior is used. This has many desirable properties, including ease of sampling to make 'numerical rocks' or 'numerical weather' for visualisation purposes and statistical summaries, and in principle can approximate any probability density. Robustness is sought by combining a variational update with this full mixture representation of the conditional posterior density.

Thu, 07 Jun 2012

13:00 - 14:00
DH 1st floor SR

Hybrid Modelling of Reaction, Diffusion and Taxis Processes in Biology

Radek Erban
Abstract

I will discuss methods for spatio-temporal modelling in cellular and molecular biology. Three classes of models will be considered: (i) microscopic (molecular-based, individual-based) models which are based on the simulation of trajectories of individual molecules and their localized interactions (for example, reactions); (ii) mesoscopic (lattice-based) models which divide the computational

domain into a finite number of compartments and simulate the time evolution of the numbers of molecules in each compartment; and (iii) macroscopic (deterministic) models which are written in terms of reaction-diffusion-advection PDEs for spatially varying concentrations. In the first part of my talk, I will discuss connections between the modelling frameworks (i)-(iii). I will consider chemical reactions both at a surface and in the bulk. In the second part of my talk, I will present hybrid (multiscale) algorithms which use models with a different level of detail in different parts of the computational domain. The main goal of this multiscale methodology is to use a detailed modelling approach in localized regions of particular interest (in which accuracy and microscopic detail is important) and a less detailed model in other regions in which accuracy may be traded for simulation efficiency. I will also discuss hybrid modelling of chemotaxis where an individual-based model of cells is coupled with PDEs for extracellular chemical signals.

Thu, 07 Jun 2012
12:30
Gibson 1st Floor SR

Minimizers with Vortices of the Ginzburg-Landau functional with Semi-Stiff Boundary conditions.

Leonid V. Berlyand
(Penn State University)
Abstract

We study minimizers of the Ginzburg-Landau (GL) functional \[E_\epsilon(u):=\frac{1}{2}\int_A |\nabla u|^2 + \frac{1}{4\epsilon^2} \int_A(1-|u|^2)^2\] for a complex-valued order parameter $u$ (with no magnetic field). This functional is of fundamental importance in the theory of superconductivity and superuidity; the development of these theories led to three Nobel prizes. For a $2D$ domain $A$ with holes we consider “semistiff” boundary conditions: a Dirichlet condition for the modulus $|u|$, and a homogeneous Neumann condition for the phase $\phi = \mathrm{arg}(u)$. The principal

result of this work (with V. Rybalko) is a proof of the existence of stable local minimizers with vortices (global minimizers do not exist). These vortices are novel in that they approach the boundary and have bounded energy as $\epsilon\to0$.

In contrast, in the well-studied Dirichlet (“stiff”) problem for the GL PDE, the vortices remain distant from the boundary and their energy blows up as

$\epsilon\to 0$. Also, there are no stable minimizers to the homogeneous Neumann (“soft”) problem with vortices.

\\

Next, we discuss more recent results (with V. Rybalko and O. Misiats) on global minimizers of the full GL functional (with magnetic field) subject to semi-stiff boundary conditions. Here, we show the existence of global minimizers with vortices for both simply and doubly connected domains and describe the location of their vortices.

Thu, 07 Jun 2012

12:00 - 13:00

An Introduction to Reductive GIT

Tom Hawes
Abstract

The aim of this talk is to give an introduction to Geometric Invariant Theory (GIT) for reductive groups over the complex numbers. Roughly speaking, GIT is concerned with constructing quotients of group actions in the category of algebraic varieties. We begin by discussing what properties we should like quotient varieties to possess, highlighting so-called `good' and `geometric' quotients, and then turn to search for these quotients in the case of affine and projective varieties. Here we shall see that the construction runs most smoothly when we assume our group to be reductive (meaning it can be described as the complexification of a maximal compact subgroup). Finally, we hope to say something about the Hilbert-Mumford criterion regarding semi-stability and stability of points, illustrating it by constructing the rough moduli space of elliptic curves.

Wed, 06 Jun 2012

16:00 - 17:30
L3

A space that admits all possible orbit spectra of homeomorphisms of uncountable compact metric spaces

Chris Good
(University of Birmingham)
Abstract

Joint work with: Sina Greenwood, Brian Raines and Casey Sherman

Abstract: We say a space $X$ with property $\C P$ is \emph{universal} for orbit spectra of homeomorphisms with property $\C P$ provided that if $Y$ is any space with property $\C P$ and the same cardinality as $X$ and $h:Y\to Y$ is any (auto)homeomorphism then there is a homeomorphism$g:X\to X$ such that the orbit equivalence classes for $h$ and $g$ are isomorphic. We construct a compact metric space $X$ that is universal for homeomorphisms of compact metric spaces of cardinality the continuum. There is no universal space for countable compact metric spaces. In the presence of some set theoretic assumptions we also give a separable metric space of size continuum that is universal for homeomorphisms on separable metric spaces.

Wed, 06 Jun 2012

10:15 - 11:15
OCCAM Common Room (RI2.28)

Mechano-chemical feedbacks govern stochastic dynamics of actin networks in eukaryotic cells

Garegin Papoian
(University of Maryland)
Abstract

Actin polymerization in vivo is regulated spatially and temporally by a web of signalling proteins. We developed detailed physico-chemical, stochastic models of lamellipodia and filopodia, which are projected by eukaryotic cells during cell migration, and contain dynamically remodelling actin meshes and bundles. In a recent work we studied how molecular motors regulate growth dynamics of elongated organelles of living cells. We determined spatial distributions of motors in such organelles, corresponding to a basic scenario when motors only walk along the substrate, bind, unbind, and diffuse. We developed a mean field model, which quantitatively reproduces elaborate stochastic simulation results as well as provides a physical interpretation of experimentally observed distributions of Myosin IIIa in stereocilia and filopodia. The mean field model showed that the jamming of the walking motors is conspicuous, and therefore damps the active motor flux. However, when the motor distributions are coupled to the delivery of actin monomers towards the tip, even the concentration bump of G-actin that they create before they jam is enough to speed up the diffusion to allow for severalfold longer filopodia. We found that the concentration profile of G-actin along the filopodium is rather non-trivial, containing a narrow minimum near the base followed by a broad maximum. For efficient enough actin transport, this non-monotonous shape is expected to occur under a broad set of conditions. We also find that the stationary motor distribution is universal for the given set of model parameters regardless of the organelle length, which follows from the form of the kinetic equations and the boundary conditions.

Tue, 05 Jun 2012
17:00
L2

Artin groups of large type: from geodesics to Baum-Connes

Professor S. Rees
(Newcastle)
Abstract

I’ll report on my recent work (with co-authors Holt and Ciobanu) on Artin

groups of large type, that is groups with presentations of the form

G = hx1, . . . , xn | xixjxi · · · = xjxixj · · · , 8i 3. (In fact, our results still hold when some, but not all

possible, relations with mij = 2 are allowed.)

Recently, Holt and I characterised the geodesic words in these groups, and

described an effective method to reduce any word to geodesic form. That

proves the groups shortlex automatic and gives an effective (at worst quadratic)

solution to the word problem. Using this characterisation of geodesics, Holt,

Ciobanu and I can derive the rapid decay property for most large type

groups, and hence deduce for most of these that the Baum-Connes conjec-

ture holds; this has various consequence, in particular that the Kadison-

Kaplansky conjecture holds for these groups, i.e. that the group ring CG

contains no non-trivial idempotents.

1

Tue, 05 Jun 2012

15:45 - 16:45
L3

Free curves on varieties

Frank Gounelas
(Oxford)
Abstract

This talk will be about various ways in which a variety can be "connected by higher genus curves", mimicking the notion of rational connectedness. At least in characteristic zero, the existence of a curve with a large deformation space of morphisms to a variety implies that the variety is in fact rationally connected. Time permitting I will discuss attempts to show this result in positive characteristic.

Tue, 05 Jun 2012

12:30 - 13:30
Gibson 1st Floor SR

Solenoidal Lipschitz truncation for parabolic PDEs

Dominic Breit
(Universität München)
Abstract
We consider functions $u\in L^\infty(0,T;L^2({B}))\cap L^p(0,T;W^{1,p}({B}))$ where $p\in(1,\infty)$, $T$ is positive and ${B}\subset\mathbb R^d$ bounded. Solutions to non-linear evolutionary PDE's typically belong to these spaces. Many applications require an approximation $u_\lambda$ of $u$ which is Lipschitz-continous and coincides with $u$ on a large set. For problems arising in fluid mechanics one needs to work with functions which are divergence-free thus we construct a function $u_\lambda\in L^\infty(0,T;W^{1,\mathrm{BMO}}({B}))$ which is in addition to the properties from the known truncation methods solenoidal. As an application we revisit the existence proof for non-stationary generalized Newtonian fluids. Since $\mathrm{div}\,u_\lambda=0$ we can completely avoid the appearance of the pressure term and the proof can be heavily simplified.
Mon, 04 Jun 2012

17:00 - 18:00
Gibson 1st Floor SR

Approximate cloaking using transformation optics and negative index materials

Hoai-Minh Nguyen
(University of Minnesota)
Abstract

Cloaking recently attracts a lot of attention from the scientific community due to the progress of advanced technology. There are several ways to do cloaking. Two of them are based on transformation optics and negative index materials. Cloaking based on transformation optics was suggested by Pendry and Leonhardt using transformations which blow up a point into the cloaked regions. The same transformations had previously used by Greenleaf et al. to establish the non-uniqueness for Calderon's inverse problem. These transformations are singular and hence create a lot of difficulty in analysis and practical applications. The second method of cloaking is based on the peculiar properties of negative index materials. It was proposed by Lai et al. and inspired from the concept of complementary media due to Pendry and Ramakrishna. In this talk, I will discuss approximate cloaking using these two methods. Concerning the first one, I will consider the situation, first proposed in the work of Kohn et al., where one uses transformations which blow up a small ball (instead of a point) into cloaked regions. Many interesting issues such as finite energy and resonance will be mentioned. Concerning the second method, I provide the (first) rigorous analysis for cloaking using negative index materials by investigating the situation where the loss (damping) parameter goes to 0. I will also explain how the arguments can be used not only to establish the rigor for other interesting related phenomena using negative index materials such as superlenses and illusion optics but also to enlighten the mechanism of these phenomena.

Fri, 01 Jun 2012

14:30 - 15:30
DH 3rd floor SR

Global Optimization of Lipschitz Continuous Function with Applications to Reservoir Simulation

Dr Jari Fowkes
(University of Edinburgh)
Abstract

This talk will consist of two parts. In the first part we will present a motivating application from oil reservoir simulation, namely finding the location and trajectory of an oil producing well which maximises oil production. We will show how such a problem can be tackled through the use of radial basis function (RBF) approximation (also known as Kriging or Gaussian process regression) and a branch and bound global optimization algorithm.

In the second part of the talk we will show how one can improve the branch and bound algorithm through the use of Lipschitz continuity of the RBF approximation. This leads to an entirely new global optimization algorithm for twice differentiable functions with Lipschitz continuous Hessian. The algorithm makes use of recent cubic regularisation techniques from local optimization to obtain the necessary bounds within the branch and bound algorithm.

Fri, 01 Jun 2012

14:15 - 15:00
DH 1st floor SR

Utility-Based Pricing in the Large Position, Nearly Complete Limit

Prof Scott Robertosn
(Pittsburgh)
Abstract

In this talk, approximations to utility indifference prices for a contingent claim in the large position size limit are provided. Results are valid for general utility functions and semi-martingale models. It is

shown that as the position size approaches infinity, all utility functions with the same rate of decay for large negative wealths yield the same price. Practically, this means an investor should price like an exponential investor. In a sizeable class of diffusion models, the large position limit is seen to arise naturally in conjunction with the limit of a complete model and hence approximations are most appropriate in this setting.