Past

To any Coxeter group (W,S) together with an appropriate representation on V one may associate various categories of "singular Soergel bimodules", which are certain bimodules over invariant subrings of

regular functions on V. I will discuss their definition, basic properties and explain how they categorify the associated Hecke algebras and their parabolic modules. I will also outline a motivation coming from geometry and (if time permits) an application in knot theory.

Suppose $L'$ is a compact Lagrangian in ${\mathbb C}^n$ which is Hamiltonian stationary and {\it rigid}, that is, all infinitesimal Hamiltonian deformations of $L$ as a Hamiltonian stationary Lagrangian come from rigid motions of ${\mathbb C}^n$. An example of such $L'$ is the $n$-torus $ \bigl\{(z_1,\ldots,z_n)\in{\mathbb C}^n:\vert z_1\vert=a_1, \ldots,\vert z_n\vert=a_n\bigr\}$, for small $a_1,\ldots,a_n>0$.

I will explain a construction of Hamiltonian stationary Lagrangians in any compact symplectic manifold $(M,\omega)$, which works by `gluing in' $tL'$ near a point $p$ in $M$ for small $t>0$.

Random partial orders and random linear extensions

Several interesting models of random partial orders can be described via a

process that builds the partial order one step at a time, at each point

adding a new maximal element. This process therefore generates a linear

extension of the partial order in tandem with the partial order itself. A

natural condition to demand of such processes is that, if we condition on

the occurrence of some finite partial order after a given number of steps,

then each linear extension of that partial order is equally likely. This

condition is called "order-invariance".

The class of order-invariant processes includes processes generating a

random infinite partial order, as well as those that amount to taking a

random linear extension of a fixed infinite poset.

Our goal is to study order-invariant processes in general. In this talk, I

shall explain some of the problems that need to be resolved, and discuss

some of the combinatorial problems that arise.

(joint work with Malwina Luczak)

The relaxation of a free-energy functional which describes the

order-strain interaction in nematic liquid crystal elastomers is obtained

explicitly. We work in the regime of small strains (linearized

kinematics). Adopting the uniaxial order tensor theory or Frank

model to describe the liquid crystal order, we prove that the

minima of the relaxed functional exhibit an effective biaxial

microstructure, as in de Gennes tensor model. In particular, this

implies that the response of the material is soft even if the

order of the system is assumed to be fixed. The relaxed energy

density satisfies a solenoidal quasiconvexification formula.

Given K a separably closed field of finite ( > 1) degree of imperfection, and semiabelian variety A over K, we study the maximal divisible subgroup A^{sharp} of A(K). We show that the {\sharp} functor does not preserve exact sequences and also give an example where A^{\sharp} does not have relative Morley rank. (Joint work with F. Benoist and E. Bouscaren)

Abstract available at: http://people.maths.ox.ac.uk/~kirby/LInnocente.pdf

We consider an infinite plate being withdrawn from an infinite pool of viscous liquid. Assuming that the effects of inertia and surface tension are weak, Derjaguin (1943) conjectured that the 'load', i.e. the thickness of the liquid film clinging to the plate, is determined by a certain formula involving the liquid's density and viscosity, the plate's velocity and inclination angle, and the acceleration due to gravity.

In the present work, Deryagin's formula is derived from the Stokes equations in the limit of small slope of the plate (without this assumption, the formula is invalid). It is shown that the problem has infinitely many steady solutions, all of which are stable - but only one of these corresponds to Derjaguin’s formula. This particular steady solution can only be singled out by matching it to a self-similar solution describing the non-steady part of the film between the pool and the film’s 'tip'. Even though the near-pool region where the steady state has been established expands with time, the upper, non-steady part of the film (with its thickness decreasing towards the tip) expands faster and, thus, occupies a larger portion of the plate. As a result, the mean thickness of the film is 1.5 times smaller than the load.

The results obtained are extended to order-one inclinantion angles and the case where surface tension is present.

We study a class of Markovian optimal stochastic control problems in which the controlled process $Z^\nu$ is constrained to satisfy an a.s.~constraint $Z^\nu(T)\in G\subset \R^{d+1}$ $\Pas$ at some final time $T>0$.  When the set is of the form $G:=\{(x,y)\in \R^d\x \R~:~g(x,y)\ge 0\}$, with $g$ non-decreasing in $y$, we provide a Hamilton-Jacobi-Bellman  characterization of the associated value function. It gives rise to a state constraint problem where the constraint can be expressed in terms of an auxiliary value function $w$ which characterizes the set $D:=\{(t,Z^\nu(t))\in [0,T]\x\R^{d+1}~:~Z^\nu(T)\in G\;a.s.$ for some $ \nu\}$. Contrary to standard state constraint problems, the domain $D$ is not given a-priori and we do not need to impose conditions on its boundary. It is naturally incorporated in the auxiliary value function $w$ which is itself a viscosity solution of a non-linear parabolic PDE.  Applying ideas recently developed in Bouchard, Elie and Touzi (2008), our general result also allows to consider optimal control problems with moment constraints of the form $\Esp{g(Z^\nu(T))}\ge 0$ or $\Pro{g(Z^\nu(T))\ge 0}\ge p$.

The climate is largely determined by the ocean flow, which in itself is driven by wind and by gradients in temperature and salinity. Nowadays numerical models exist that are able to describe the occurring phenomena not only qualitatively but also quantitatively. At the Institute for Marine and Atmospheric research Utrecht (IMAU) a so-called thermohaline circulation model is developed in which methods of dynamical systems theory are used to study the stability of ocean flows. Here bifurcation diagrams are constructed by varying the strength of the forcing, for instance the amount of fresh water coming in from the north due to melting. For every value of the strength we have to solve a nonlinear system, which is handled by a Newton-type method. This produces many linear systems to be solved. 

In the talk the following will be addressed: the form of the system of equations, a special purpose method which uses Trilinos and MRILU. The latter is a multilevel ILU preconditioner developed at Groningen University. Results of the approach obtained on the Dutch national supercomputer will be shown.

We solve the problem of an agent with prospect theory preferences who seeks to liquidate a portfolio of (divisible) claims.

Our methodology enables us to consider different formulations of prospect preferences in the literature (piecewise exponential or piecewise power) and various price processes. We find that these differences in specification matter - for instance, with piecewise power functions, the agent may liquidate at a loss relative to break-even, albeit the likelihood of liquidating at a gain is much higher than liquidating at a loss. This is consistent with the disposition effect documented in empirical and experimental studies. We find the agent does not choose to partially liquidate a position, but rather, if liquidation occurs, the entire position is sold. This is in contrast to partial liquidation when agents have standard concave utilities.

I will discuss the investigatation of highly nonlinear solitary waves in heterogeneous one-dimensional granular crystals using numerical computations, asymptotics, and experiments. I will focus primarily on periodic arrangements of particles in experiments in which stiffer/heavier stainless stee are alternated with softer/lighter ones.

The governing model, which is reminiscent of the Fermi-Pasta-Ulam lattice, consists of a set of coupled ordinary differential equations that incorporate Hertzian interactions between adjacent particles. My collaborators and I find good agreement between experiments and numerics and gain additional insight by constructing an exact compaction solution to a nonlinear partial differential equation derived using long-wavelength asymptotics. This research encompasses previously-studied examples as special cases and provides key insights into the influence of heterogeneous, periodic lattice on the properties of the solitary waves.

I will briefly discuss more recent work on lattices consisting of randomized arrangements of particles, optical versus acoustic modes, and the incorporation of dissipation.

Last week, I proved five theorems about fusion systems, each with a (relatively) trivial proof. All of these theorems were known, but in each case the proof was (in some cases highly) non-trivial. I will introduce fusion systems and talk a bit about why they are interesting, and then prove some, or maybe all, of the theorems I proved.

In a joint project with Christopher Voll, I have investigated the representation zeta functions of compact p-adic Lie groups. In my talk I will explain some of our results, e.g. the existence of functional equations in a suitable global setting, and discuss open problems. In particular, I will indicate how piecing together information about local zeta functions allows us to determine the precise abscissa of convergence for the representation zeta function of the arithmetic group SL3(Z).

For large--scale saddle point problems, the application of exact iterative schemes and preconditioners may be computationally expensive. In practical situations, only approximations to the inverses of the diagonal block or the related cross-product matrices are considered, giving rise to inexact versions of various solvers. Therefore, the approximation effects must be carefully studied. In this talk we study numerical behavior of several iterative Krylov subspace solvers applied to the solution of large-scale saddle point problems. Two main representatives of the segregated solution approach are analyzed: the Schur complement reduction method, based on an (iterative) elimination of primary variables and the null-space projection method which relies on a basis for the null-space for the constraints. We concentrate on the question what is the best accuracy we can get from inexact schemes solving either Schur complement system or the null-space projected system when implemented in finite precision arithmetic. The fact that the inner solution tolerance strongly influences the accuracy of computed iterates is known and was studied in several contexts.

In particular, for several mathematically equivalent implementations we study the influence of inexact solving the inner systems and estimate their maximum attainable accuracy. When considering the outer iteration process our rounding error analysis leads to results similar to ones which can be obtained assuming exact arithmetic. The situation is different when we look at the residuals in the original saddle point system. We can show that some implementations lead ultimately to residuals on the the roundoff unit level independently of the fact that the inner systems were solved inexactly on a much higher level than their level of limiting accuracy. Indeed, our results confirm that the generic and actually the cheapest implementations deliver the approximate solutions which satisfy either the second or the first block equation to the working accuracy. In addition, the schemes with a corrected direct substitution are also very attractive. We give a theoretical explanation for the behavior which was probably observed or it is already tacitly known. The implementations that we pointed out as optimal are actually those which are widely used and suggested in applications.

I will introduce the moving frame approach to the analysis of invariant variational problems and the evolution of differential invariants under invariant submanifold flows. Applications will include differential geometric flows, integrable systems, and image processing.

The theory of risk measurement has been extensively developed over the past ten years or so, but there has been comparatively little effort devoted to using this theory to inform portfolio choice. One theme of this paper is to study how an investor in a conventional log-Brownian market would invest to optimize expected utility of terminal wealth, when subjected to a bound on his risk, as measured by a coherent law-invariant risk measure. Results of Kusuoka lead to remarkably complete expressions for the solution to this problem.

The second theme of the paper is to discuss how one would actually manage (not just measure) risk. We study a principal/agent problem, where the principal is required to satisfy some risk constraint. The principal proposes a compensation package to the agent, who then optimises selfishly ignoring the risk constraint. The principal can pick a compensation package that induces the agent to select the principal's optimal choice.