Past

In this work, we study equilibrium solutions for a LQ

control problem with state-dependent terms in the objective, which

destroy the time-consisitence of a pre-commited optimal solution.

We get a sufficient condition for equilibrium by a system of

stochastic differential equations. When the coefficients in the

problem are all deterministic, we find an explicit equilibrium

for general LQ control problem. For the mean-variance portfolio

selection in a complete financial market, we also get an explicit

equilibrium with random coefficient of the financial.

Chern-Simons theory is topological gauge theory in three dimensions that contains an interesting class of operators called Wilson lines/loops, which have connections with both physics and pure mathematics. In particular, it has been shown that computations with Wilson operators in Chern-Simons theory reproduce knot invariants, and are also related to Gauss linking invariants. We will discuss the complex generalizations of these ideas, which are known as holomorphic Chern-Simons theory, Wilson operators, and linking, in the setting of Calabi-Yau three-folds. This will (hopefully) include a definition of all three of these holomorphic analogues as well as an investigation into how these ideas can be translated into simple homological algebra, allowing us to propose the existence of "homological Feynman rules" for computing things like Wilson operators in a holomorphic Chern-Simons theory. If time permits I may say something about physics too.

We explore methods (deterministic and otherwise) of composing music using mathematical models. Musical examples will be provided throughout and the audience (with the speakers assistance) will compose a brand new piece.

Diffusive process with discontinuous coefficients provide significant computational challenges. We consider the solution of a diffusive process in a domain where the diffusion coefficient changes discontinuously across a curved interface. Rather than seeking to construct discretizations that match the interface, we consider the use of regularly-shaped meshes so that the interface "cuts'' through the cells (elements or volumes). Consequently, the discontinuity in the diffusion coefficients has a strong impact on the accuracy and convergence of the numerical method. We develop an adjoint based a posteriori error analysis technique to estimate the error in a given quantity of interest (functional of the solution). In order to employ this method, we first construct a systematic approach to discretizing a cut-cell problem that handles complex geometry in the interface in a natural fashion yet reduces to the well-known Ghost Fluid Method in simple cases. We test the accuracy of the estimates in a series of examples.

A polar space $\Pi$ is a geometry whose elements are the totally isotropic subspaces of a vector space $V$ with respect to either an alternating, Hermitian, or quadratic form. We may form a new geometry $\Gamma$ by removing all elements contained in either a hyperplane $F$ of $\Pi$, or a hyperplane $H$ of the dual $\Pi^*$. This is a \emph{biaffine polar space}.

We will discuss two specific examples, one with automorphism group $q^6:SU_3(q)$ and the other $G_2(q)$. By considering the stabilisers of a maximal flag, we get an amalgam, or "glueing", of groups for each example. However, the two examples have "similar" amalgams - this leads to a group recognition result for their automorphism groups.

Generalized Donaldson-Thomas invariants $\bar{DT}^\alpha(\tau)$ defined by Joyce and Song are rational numbers which 'count' both $\tau$-stable and $\tau$-semistable coherent sheaves with Chern character $\alpha$ on a Calabi-Yau 3-fold X, where $\tau$ denotes Gieseker stability for some ample line bundle on X. The theory of Joyce and Song is valid only over the field $\mathbb C$. We will extend it to algebraically closed fields $\mathbb K$ of characteristic zero.

We will describe the local structure of the moduli stack $\mathfrak M$ of coherent sheaves on X, showing that an atlas for $\mathfrak M$ may be written locally as the zero locus of an almost closed 1-form on an \'etale open subset of the tangent space of $\mathfrak M$ at a point, and use this to deduce identities on the Behrend

function $\nu_{\mathfrak M}$ of $\mathfrak M$. This also yields an extension of generalized Donaldson-Thomas theory to noncompact Calabi-Yau 3-folds.

Finally, we will investigate how our argument might yield generalizations of the theory to a even wider context, for example the derived framework using Toen's theory and to motivic Donaldson-Thomas theory in the style of Kontsevich and Soibelman.

An embedding of a graph H in a graph G is an injective mapping of the vertices of H to the vertices of G such that edges of H are mapped to edges of G. Embedding problems have been extensively studied. A very powerful tool in this area is Szemeredi's Regularity Temma. It approximates the host graph G by a quasirandom graph which inherits many of the properties of G. Unfortunately the direct use of Szemeredi's Regularity Lemma is useless if the host graph G is sparse.

During the talk I shall expose a technique to deal with embedding trees in sparse graphs. This technique has been developed by Ajtai, Komlos,Simonovits and Szemeredi to solve the Erdos-Sos conjecture. Presently the author together with Hladky, Komlos, Simonovits, Stein and Szemeredi apply this method to solve the related conjecture of Loebl, Komlos and Sos (approximate version).

Automorphisms of right-angled Artin groups interpolate between $Out(F_n)$ and $GL_n(\mathbb{Z})$. An active area of current research is to extend properties that hold for both the above groups to $Out(A_\Gamma)$ for a general RAAG. After a short survey on the state of the art, we will describe our recent contribution to this program: a study of how higher-rank lattices can act on RAAGs that builds on the work of Margulis in the free abelian case, and of Bridson and the author in the free group case.

We will consider a branching Brownian motion where particles have a drift $-\rho$, binary branch at rate $\beta$ and are killed if they hit the origin. This process is supercritical  if $\beta>\rho^2/2$ and we will discuss the survival probability in the regime as criticality is approached. (Joint work with Elie Aidekon)

Let C be a (smooth projective algebraic) curve. It is well known that the Jacobian J of C is a principally polarized abelian variety. In otherwords, J is self-dual in the sense that J is identified with the space of topologically trivial line bundles on itself.

Suppose now that C is singular. The Jacobian J of C parametrizes topologically trivial line bundles on C; it is an algebraic group which is no longer compact. By considering torsion-free sheaves instead of line bundles, one obtains a natural singular compactification J' of J.

In this talk, I consider (projective) curves C with planar singularities. The main result is that J' is self-dual: J' is identified with a space of torsion-free sheaves on itself. This autoduality naturally fits into the framework of the geometric Langlands conjecture; I hope to sketch this relation in my talk.

We describe a construction of the Brownian measure on Jordan curves with respect to the Weil-Petersson metric. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in the complex plane requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S1). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales.

Consistent truncations have proved to be powerful tools in the construction of new string theory solutions. Recently, they have been employed in the holographic description of condensed matter systems. In the talk, I will present a rich class of supersymmetric consistent truncations of higher-dimensional supergravity which are based on geometric structures, focusing on the tri-Sasakian case. Then I will discuss some applications, including a general result relating AdS backgrounds to solutions with non-relativistic Lifshitz symmetry.

Yves Couder and co-workers have recently reported the results of a startling series of experiments in which droplets bouncing on a fluid surface exhibit several dynamical features previously thought to be peculiar to the microscopic realm. In an attempt to 

develop a connection between the fluid and quantum systems, we explore the Madelung transformation, whereby Schrodinger's equation is recast in a hydrodynamic form. New experiments are presented, and indicate the potential value of this hydrodynamic approach to both visualizing and understanding quantum mechanics.

A new approach for data-based stochastic parametrisation of unresolved scales and processes in numerical weather and climate prediction models is introduced. The subgrid-scale model is conditional on the state of the resolved scales, consisting of a collection of local models. A clustering algorithm in the space of the resolved variables is combined with statistical modelling of the impact of the unresolved variables. The clusters and the parameters of the associated subgrid models are estimated simultaneously from data. The method is tested and explored in the framework of the Lorenz '96 model using discrete Markov processes as local statistical models. Performance of the scheme is investigated for long-term simulations as well as ensemble prediction. The present method clearly outperforms simple parametrisation schemes and compares favourably with another recently proposed subgrid scheme also based on conditional Markov chains.

In this paper we deal with the utility maximization problem with a

preference functional of expected utility type. We derive a new approach

in which we reduce the utility maximization problem with general utility

to the study of a fully-coupled Forward-Backward Stochastic Differential

Equation (FBSDE).

The talk is based on joint work with Ying Hu, Peter Imkeller, Anthony

Reveillac and Jianing Zhang.

10am Radius Health - Mark Evans

10:30am NAG - Mick Pont and Lawrence Mulholland

Please note, that Thales are also proposing several projects but the academic supervisors have already been allocated.

The mechanisms for the selection of the propagation speed of waves

connecting unstable to stable states will be discussed in the

spatially non-homogeneous case, the differences from the very

well-studied homogeneous version being emphasised.

Let $x$ be a CM point in the moduli space $\mathcal{A}_g(\mathbb{C})$ of principally

polarized complex abelian varieties of genus $g$, corresponding to an

Abelian variety $A$ with complex multiplication by a ring $R$. Edixhoven

conjectured that the size of the Galois orbit of x should grow at least

like a power of the discriminant ${\rm Disc}(R)$ of $R$. For $g=1$, this reduces to the

classical Brauer-Siegel theorem. A positive answer to this conjecture

would be very useful in proving the Andr\'e-Oort conjecture unconditionally.

We will present a proof of the conjectured lower bounds in some special

cases, including $g\le 6$. Along the way we derive transfer principles for

torsion in class groups of different fields which may be interesting in

their own right.

We will discuss the use of hypergraph-based methods for orderings of sparse matrices in Cholesky, LU and QR factorizations. For the Cholesky factorization case, we will investigate a recent result on pattern-wise decomposition of sparse matrices, generalize the result and develop algorithmic tools to obtain effective ordering methods. We will also see that the generalized results help us formulate the ordering problem in LU much like we do for the Cholesky case, without ever symmetrizing the given matrix $A$ as $A+A^{T}$ or $A^{T}A$. For the QR factorization case, the use of hypergraph models is fairly standard. We will nonetheless highlight the fact that the method again does not form the possibly much denser matrix $A^{T}A$. We will see comparisons of the hypergraph-based methods with the most common alternatives in all three cases.

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This is joint work with Iain S. Duff.

Cubature on Wiener space" is a numerical method for the weak

approximation of SDEs. After an introduction to this method we present

some cases when the method is computationally expensive, and highlight

some techniques that improve the tractability. In particular, we adapt

the Multilevel Monte-Carlo framework and extend the Milstein-scheme

based version of Mike Giles to higher dimensional and higher degree cases.

We will give an introduction to the theory of d-manifolds, a new class of geometric objects recently/currently invented by Joyce (see http://people.maths.ox.ac.uk/joyce/dmanifolds.html). We will start from scratch, by recalling the definition of a 2-category and talking a bit about $C^\infty$-rings, $C^\infty$-schemes and d-spaces before giving the definition of what a d-manifold should be. We will then discuss some properties of d-manifolds, and say some words about d-manifold bordism and its applications.

We will start off with a crash course in General relativity, and then I'll describe a 'recipe' for a time machine. This will lead us to the question whether or not the topology of the universe can change. We will see that, in some sense, this is topologically allowed. However, the Einstein equation gives a certain condition on the Ricci tensor (which is violated by certain quantum effects) and meeting this condition is a more delicate problem.

In biological cells, molecules are transported actively or by diffusion and react with each other when they are close.

The reactions occur with certain probability and there are few molecules of some chemical species. Therefore, a stochastic model is more accurate compared to a deterministic, macroscopic model for the concentrations based on partial differential equations.

At the mesoscopic level, the domain is partitioned into voxels or compartments. The molecules may react with other molecules in the same voxel and move between voxels by diffusion or active transport. At a finer, microscopic level, each individual molecule is tracked, it moves by Brownian motion and reacts with other molecules according to the Smoluchowski equation. The accuracy and efficiency of the simulations are improved by coupling the two levels and only using the micro model when it is necessary for the accuracy or when a meso description is unknown.

Algorithms for simulations with the mesoscopic, microscopic and meso-micro models will be described and applied to systems in molecular biology in three space dimensions.

Cell motility is a crucial part of many biological processes including wound healing, immunity and embryonic development. The interplay between mechanical forces and biochemical control mechanisms make understanding cell motility a rich and exciting challenge for mathematical modelling. We consider the two-phase, poroviscous, reactive flow framework used in the literature to describe crawling cells and present a stripped down version. Linear stability analysis and numerical simulations provide insight into the onset of polarization of a stationary cell and reveal qualitatively distinct families of travelling wave solutions. The numerical solutions also capture the experimentally observed behaviour that cells crawl fastest when the surface they crawl over is neither too sticky nor too slippy.

We introduce the notion of a real cubing. Roughly speaking, real cubings are to CAT(0) cube complexes what real trees are to simplicial trees. We develop an analogue of the Rips’ machine and establish the structure of groups acting nicely on real cubings.

To identify the Martin boundary for a transient Markov chain with Green's function G(x,y), one has to identify all possible limits Lim G(x,y_n)/G(0,y_n) with y_n "tending to infinity". For homogeneous random walks, these limits are usually obtained from the exact asymptotics of Green's function G(x,y_n). For non-homogeneous random walks, the exact asymptotics af Green's function is an extremely difficult problem. We discuss several examples where Martin boundary can beidentified by using large deviation technique. The minimal Martin boundary is in general not homeomorphic to the "radial"  compactification obtained by Ney and Spitzer for homogeneous random walks in Z^d : convergence of a sequence of points y_n toa point on the Martin boundary does not imply convergence of the sequence y_n/|y_n| on the unit sphere. Such a phenomenon is a consequence of non-linear optimal large deviation trajectories.

Symplectic implosion is a construction in symplectic geometry due to Guillemin, Jeffrey and Sjamaar, which is related to geometric invariant theory for non-reductive group actions in algebraic geometry. This talk (based on joint work in progress with Andrew Dancer and Andrew Swann) is concerned with an analogous construction in hyperkahler geometry.

 In the recent series of papers Kleban, Simmons, and Ziff gave a non-rigorous computation  (base on Conformal Field Theory) of probabilities of several connectivity events for critical percolation. In particular they showed that the probability that there is a percolation cluster connecting two points on the boundary and a point inside the domain can be factorized in therms of pairwise connection probabilities. We are going to use SLE techniques to rigorously compute probabilities of several connectivity events and prove the factorization formula.

We compute three-point functions of single trace operators in planar N = 4 SYM. We consider the limit where one of the operators is much smaller than the other two. We find a precise match between weak and strong coupling in the Frolov-Tseytlin classical limit for a very general class of classical solutions. To achieve this match we clarify the issue of back-reaction and identify precisely which three-point functions are captured by a classical computation.

The standard approach to continuous-time finance starts from postulating a

statistical model for the prices of securities (such as the Black-Scholes

model). Since such models are often difficult to justify, it is

interesting to explore what can be done without any stochastic

assumptions. There are quite a few results of this kind (starting from

Cover 1991 and Hobson 1998), but in this talk I will discuss

probability-type properties emerging without a statistical model. I will

only consider the simplest case of one security, and instead of stochastic

assumptions will make some analytic assumptions. If the price path is

known to be cadlag without huge jumps, its quadratic variation exists

unless a predefined trading strategy earns infinite capital without

risking more than one monetary unit. This makes it possible to apply the

known results of Ito calculus without probability (Follmer 1981, Norvaisa)

in the context of idealized financial markets. If, moreover, the price

path is known to be continuous, it becomes Brownian motion when physical

time is replaced by quadratic variation; this is a probability-free

version of the Dubins-Schwarz theorem.