Past

Algebraic multigrid methods are nowadays popular to solve linear systems arising from the discretization of elliptic PDEs. They try to combine the efficiency of well tuned specific schemes like classical (geometric-based) multigrid methods, with the ease of use of general purpose preconditioning techniques. This requires to define automatic coarsening procedures, which set up an hierarchy of coarse representations of the problem at hand using only information from the system matrix.

In this talk, we focus on aggregation-based algebraic multigrid methods. With these, the coarse unknowns are simply formed by grouping variables in disjoint subset called aggregates.

In the first part of the talk, we consider symmetric M-matrices with nonnegative row-sum. We show how aggregates can then be formed in such a way that the resulting method satisfies a prescribed bound on its convergence rate. That is, instead of the classical paradigm that applies an algorithm and then performs its analysis, the analysis is integrated in the set up phase so as to enforce minimal quality requirements. As a result, we obtain one of the first algebraic multigrid method with full convergence proof. The efficiency of the method is further illustrated by numerical results performed on finite difference or linear finite element discretizations of second order elliptic PDEs; the set of problems includes problems with jumps, anisotropy, reentering corners and/or unstructured meshes, sometimes with local refinement.

In the second part of the talk, we discuss nonsymmetric problems. We show how the previous approach can be extended to M-matrices with row- and column-sum both nonnegative, which includes some stable discretizations of convection-diffusion equations with divergence free convective flow. Some (preliminary) numerical results are also presented.

This is joint work with Artem Napov.

We will recall basic definitions and facts about homogeneous Riemannian manifolds and we will discuss the Einstein condition on this kind of spaces. In particular, we will talk about non existence results of invariant Einstein metrics. Finally, we will talk briefly about the Ricci flow equation in the homogeneous setting.

We solve the problem of static hedging of (upper) barrier options (we concentrate on up-and-out put, but show how the other cases follow from this one) in models where the underlying is given by a time-homogeneous diffusion process with, possibly, independent stochastic time-change.

The main result of the paper includes analytic expression for the payoff of a (single) European-type contingent claim (which pays a certain function of the underlying value at maturity, without any pathdependence),

such that it has the same price as the barrier option up until hitting the barrier. We then consider some examples, including the Black-Scholes, CEV and zero-correlation SABR models, and investigate an approximation of the exact static hedge with two vanilla (call and put) options.

It has long been known that many materials are crystalline when in their energy-minimizing states. Two of the most common crystalline structures are the face-centred cubic (fcc) and hexagonal close-packed (hcp) crystal lattices. Here we introduce the problem of crystallization from a mathematical viewpoint and present an outline of a proof that the ground state of a large system of identical particles, interacting under a suitable potential, behaves asymptotically like fcc or hcp, as the number of particles tends to infinity. An interesting feature of this result is that it holds under no initial assumption on the particle positions. The talk is based upon a joint work in progress with Florian Theil.

From a categorical point of view, the standard Zermelo-Frankel set theoretic approach to the foundations of mathematics is fundamentally deficient: it is based on the notion of equality of objects in a set. Equalities between objects are not preserved by equivalences of categories, and thus the notion of equality is 'incorrect' in category theory. It should be replaced by the notion of 'isomorphism'.

Moving higher up the categorical ladder, the notion of isomorphism between objects is 'incorrect' from the point of view of 2-category, and should be replaced by the notion of 'equivalence'...

Recently, people have started to take seriously the idea that one should be less dogmatic about working with set-theoretic axiomatisiations of mathematics, and adopt the more fluid point of view that different foundations of mathematics might be better suited to different areas of mathematics. In particular, there are currently serious attempts to develop foundations for mathematics built on homotopy types, or, in another language, ∞-groupoids.

An (∞,1)-topos should admit an internal 'homotopical logic', just as an ordinary (1-)topos admits an internal logic modelling set theory.

It turns out that formalising such a logic is rather closely related to the problem of finding good foundations for 'intensional dependent type theory' in theoretical computer science/logic. This is sometimes referred to as the attempt to construct a 'homotopy lambda calculus'.

It is expected that a homotopy theoretic formalisation of the foundations of mathematics would be of genuine practical significance to the average mathematician!

In this talk we will give an introduction to these ideas, and to the recent work of Vladimir Voevodsky and others in this area.

Symplectic cohomology is an invariant of symplectic manifolds with contact type boundary. For example, for disc cotangent bundles it recovers the

homology of the free loop space. The aim of this talk is to describe algebraic operations on symplectic cohomology and to deduce applications in

symplectic topology. Applications range from describing the topology of exact Lagrangian submanifolds, to proving existence theorems about closed

Hamiltonian orbits and Reeb chords.

Combinatorial pattern matching is a subject which has given us fast and elegant algorithms for a number of practical real world problems as well as being of great theoretical interest. However, when single character wildcards or so-called "don't know" symbols are introduced into the input, classic methods break down and it becomes much more challenging to find provably fast solutions. This talk will give a brief overview of recent results in the area of pattern matching with don't knows and show how techniques from fields as disperse FFTs, group testing and algebraic coding theory have been required to make any progress. We will, if time permits, also discuss the main open problems in the area.

I will make a short review of some continous approximations to the Navier-Stokes equations, especially with the aim of introducing alpha models for the Large Eddy Simulation of turbulent flows.

Next, I will present some recent results about approximate deconvolution models, derived with ideas similar to image processing. Finally, I will show the rigorous convergence of solutions towards those of the averaged fluid equations.

The sequence {nα}, where α is an irrational number and {.} denotes fractional part, plays

a fundamental role in probability theory, analysis and number theory. For suitable α, this sequence provides an example for "most uniform" infinite sequences, i.e. sequences whose discrepancy has the

smallest possible order of magnitude. Such 'low discrepancy' sequences have important applications in Monte Carlo integration and other problems of numerical mathematics. For rapidly increasing n_k the behaviour of {n_kα} is similar to that of independent random variables, but its asymptotic properties depend strongly also on the number theoretic properties of n_k, providing a simple example for pseudorandom behaviour. Finally, for periodic f the sequence f(nα) provides a generalization of the trig-onometric system with many interesting  properties. In this lecture, we give a survey of the field  (going back more than 100 years) and formulate new results.

We consider a non linear Schrödinger equation on a compact manifold of dimension d subject to some multiplicative random perturbation. Using some stochastic Strichartz inequality, we prove the existence and uniqueness of a maximal solution in H^1 under some general conditions on the diffusion coefficient. Under stronger conditions on the noise, the nonlinearity and the diffusion coefficient, we deduce the existence of a global solution when d=2. This is a joint work with Z. Brzezniak.

The is the second part of the Analysis and Geometry Seminar today.

The isoperimetric inequality is a fundamental tool in many geometric and analytical issues, beside being the starting point for a great variety of other important inequalities.

We shall present some recent results dealing with the quantitative version of this inequality, an old question raised by Bonnesen at the beginning of last century. Applications of the sharp quantitative isoperimetric inequality to other classic inequalities and to eigenvalue problems will be also discussed.

The theory and computation of convex measures of financial risk has been a very active area of Financial Mathematics, with a rich history in a short number of years. The axioms specify sensible properties that measures of risk should possess (and which the industry's favourite, value-at-risk, does not). The most common example is related to the expectation of an exponential utility function.

A basic application is hedging, that is taking off-setting positions, to optimally reduce the risk measure of a portfolio. In standard continuous-time models with dynamic hedging, this leads to nonlinear PDE problems of HJB type. We discuss so-called static-dynamic hedging of exotic options under convex risk measures, and specifically the existence and uniqueness of an optimal position. We illustrate the computational challenge when we move away from the risk measure associated with exponential utility.

Joint work with Aytac Ilhan (Goldman Sachs) and Mattias Jonsson (University of Michigan).

In 1974 Haim Gaifman conjectured that if a first-order theory T is relatively categorical over T(P) (the theory of the elements satisfying P), then every model of T(P) expands to one of T.

The conjecture has long been known to be true in some special cases, but nothing general is known. I prove it in the case of abelian groups with distinguished subgroups. This is some way outside the previously known cases, but the proof depends so heavily on the Kaplansky-Mackey proof of Ulm's theorem that the jury is out on its generality.

Given a polynomial function f defined on a variety X,

we consider two questions, which are non-commutative analogues

of the Prime Number Theorem and the Linnik Theorem:

- how often the values of f(x) at integral points in X are almost prime?

- can one effectively solve the congruence equation f(x)=b (mod q)

with f(x) being almost prime?

We discuss a solution to these questions when X is a homogeneous

variety (e.g, a quadratic surface).

Whenever we say the words "fluid flows" or "shape changes" we enter the realm of infinite-dimensional geometric mechanics. Water, for example, flows. In fact, Euler's equations tell us that water flows a particular way. Namely, it flows to get out of its own way as adroitly as possible. The shape of water changes by smooth invertible maps called diffeos (short for diffeomorphisms). The flow responsible for this optimal change of shape follows the path of shortest length, the geodesic, defined by the metric of kinetic energy. Not just the flow of water, but the optimal morphing of any shape into another follows one of these optimal paths.

The lecture will be about the commonalities between fluid dynamics and shape changes and will be discussed in the language most suited to fundamental understanding -- the language of geometric mechanics. A common theme will be the use of momentum maps and geometric control for steering along the optimal paths using emergent singular solutions of the initial value problem for a nonlinear partial differential equation called EPDiff, that governs metamorphosis along the geodesic flow of the diffeos. The main application will be in the registration and comparison of Magnetic Resonance Images for clinical diagnosis and medical procedures.

Starting from a Navier-Stokes-Cahn-Hilliard equation for a two-phase flow problem we discuss efficient numerical approaches based on adaptive finite element methods. Various extensions of the model are discussed: a) we consider the model on implicitly described geometries, which is used to simulate the sliding of droplets over nano-patterned surfaces, b) we consider the effect of soluble surfactants and show its influence on tip splitting of droplets under shear flow, and c) we consider bijels as a new class of soft matter materials, in which colloidal particles are jammed on the fluid-fluid interface and effect the motion of the interface due to an elastic force.

The work is based on joint work with Sebastian Aland (TU Dresden), John Lowengrub (UC Irvine) and Knut Erik Teigen (U Trondheim).

A K3 surface of degree two can be seen as a double cover of the complex projective plane, ramified over a nonsingular sextic curve. In this talk we explore two different methods for constructing explicit projective models of threefolds admitting a fibration by such surfaces, and discuss their relative merits.

Singular monopoles are solutions to the Bogomolny equation with prescribed singularities of Dirac monopole type. Previously such monopoles could be constructed only by the Nahm transform, with some difficulty. We therefore formulate a new construction of all singular monopoles. This construction relies on two ideas: Kronheimer's correspondence between singular monopoles on R^3 and self-dual connections on the multi-Taub-NUT space, and Cherkis' recent construction of self-dual connections on curved spaces using bow diagrams. As an example of our method we use it to obtain the explicit solution for a charge one SU(2) singular monopole with an arbitrary number of singularities.

We shall discuss a simple low order numerical integration scheme for ODEs and DAEs. The scheme has a parameter that allows for regularization of Jacobian of stiff problems and for numerically elucidating multi-scale response, if any, in some problems.

We discuss homological finiteness Bredon types FPm with respect to the class of finite subgroups and seperately with respect to the class of virtually cyclic subgroups. We will concentrate to the case of solubles groups and if the time allows to the case of generalized R. Thompson groups of type F. The results announced are joint work with Brita Nucinkis

(Southampton) and Conchita Martinez Perez (Zaragoza) and will appear in papers in Bulletin of LMS and Israel Journal of Mathematics.

I will show that given smooth embedded Lagrangian L in a Calabi-Yau, one can find a perturbation of L which lies in the same hamiltonian isotopy class and such that the correspondent solution to mean curvature flow develops a finite time singularity. This shows in particular that a simplified version of the Thomas-Yau conjecture does not hold.

We revisit the problem of sorting under partial information: sort a finite set given the outcomes of comparisons between some pairs of elements. The input is a partially ordered set P, and solving the problem amounts to discovering an unknown linear extension of P, using pairwise comparisons. The information-theoretic lower bound on the number of comparisons needed in the worst case is log e(P), the binary logarithm of the number of linear extensions of P. In a breakthrough paper, Jeff Kahn and Jeong Han Kim (STOC 1992) showed that there exists a polynomial-time sorting algorithm achieving this bound up to a constant factor. They established a crucial link between the entropy of the input partial order and the information-theoretic lower bound. However, their algorithm invokes the ellipsoid algorithm at each iteration for determining the next comparison, making it unpractical. We develop efficient algorithms for sorting under partial information, derived from approximation and exact algorithms for computing the partial order entropy.

This is joint work with S. Fiorini, G. Joret, R. Jungers, and I. Munro.

We explore two different threading approaches on a graphics processing
unit (GPU) exploiting two different characteristics of the current GPU
architecture. The fat thread approach tries to minimise data access time
by relying on shared memory and registers potentially sacrificing
parallelism. The thin thread approach maximises parallelism and tries to
hide access latencies. We apply these two approaches to the parallel
stochastic simulation of chemical reaction systems using the stochastic
simulation algorithm (SSA) by Gillespie. In these cases, the proposed
thin thread approach shows comparable performance while eliminating the
limitation of the reaction system's size.

Link to paper: 

http://people.maths.ox.ac.uk/erban/papers/paperCUDA.pdf

Much effort has been devoted to the study of weak scale particles, e.g. supersymmetric neutralinos, which have a relic abundance from thermal equilibrium in the early universe of order what is inferred for dark matter. This does not however provide any connection to the comparable abundance of baryonic matter, which must have a non-thermal origin. However "dark baryons" of mass ~5 GeV from a new strongly interacting sector would naturally provide dark matter and are consistent with recent putative signals in experiments such as CoGeNT and DAMA. Such particles would accrete in the Sun and affect heat transport in the interior so as to affect low energy neutrino fluxes and can possibly resolve the current conflict between helioseismological data and the Standard Solar Model.

We develop a theory based on relative entropy to show stabilityand uniqueness of extremal entropic Rankine-Hugoniot discontinuities forsystems of conservation laws (typically 1-shocks, n-shocks, 1-contactdiscontinuities and n-contact discontinuities of big amplitude), amongbounded entropic weak solutions having an additional strong traceproperty. The existence of a convex entropy is needed. No BV estimateis needed on the weak solutions considered. The theory holds withoutsmallness condition. The assumptions are quite general. For instance, thestrict hyperbolicity is not needed globally. For fluid mechanics, thetheory handles solutions with vacuum.

Abstract: We will explain a certain natural way to project elements of

the mapping class to simple closed curves on subsurfaces. Generalizing

a coordinate system on hyperbolic space, we will use these projections

to describe a way to characterize elements of the mapping class group

in terms of these projections. This point of view is useful in several

applications; time permitting we shall discuss how we have used this

to prove the Rapid Decay property for the mapping class group. This

talk will include joint work with Kleiner, Minksy, and Mosher.

We consider a dilute stationary system of N particles uniformly distributed in space and interacting pairwise according to a compactly supported potential, which is repellent at short distances and attractive at moderate distances. We are interested in the large-N behaviour of the system. We show that at a certain scale there are phase transitions in the temperature parameter and describe the energy and ground states explicitly in terms of a variational problem

 Rough path theory, invented by T. Lyons, is a successful and general method for solving ordinary or stochastic differential equations driven by irregular H\"older paths, relying on the definition of a finite number of substitutes of iterated integrals satisfying definite algebraic and regularity properties.

Although these are known to exist, many questions are still open, in

particular:  (1) "how many" possible choices are there ? (2) how to construct one explicitly ?  (3) what is the connection to "true" iterated integrals obtained by an approximation scheme ?

  In a series of papers, we (1) showed that "formal" rough paths (leaving aside

regularity) were exactly determined by so-called "tree data"; (2) gave several explicit constructions, the most recent ones relying on quantum field renormalization methods; (3) obtained with J. Magnen (Laboratoire de Physique Theorique, Ecole Polytechnique)  a L\'evy area for fractional Brownian motion with Hurst index <1/4 as the limit in law of  iterated integrals of a non-Gaussian interacting process, thus calling for a redefinition of the process itself.  The latter construction belongs to the field of high energy physics, and as such established by using constructive field theory and renormalization; it should extend to a general rough path (work in progress).

9:45 DH common room coffee