17:00
Modelling spatial diffusion : From flames to social norms
(ALan Tayler Lecture)
15:45
Characteristic classes of A-infinity algebras
Abstract
There is a construction, due to Kontsevich, which produces cohomology classes in moduli spaces of Riemann surfaces from the initial data of an A-infinity algebra with an invariant inner product -- a kind of homotopy theoretic notion of a Frobenius algebra.
In this talk I will describe a version of this construction based on noncommutative symplectic geometry and use it to show that homotopy equivalent A-infinity algebras give rise to cohomologous classes. I will explain how the whole framework can be adapted to deal with Topological Conformal Field Theories in the sense of Costello, Kontsevich and Segal.
15:45
Mean-Reversion versus Random Walk in Energy Commodity Prices
Abstract
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14:15
Convex foliated projective structures and the Teichmuller component for PSL (4,R)
14:15
Branching Markov Chains
Abstract
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12:00
14:30
Statistical inversion of South Atlantic circulation in an abyssal neutral density layer
Abstract
In Dept of Statistics
14:15
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling
11:45
16:30
16:15
16:00
14:30
Numerical prediction of multiphase flows of immiscible fluids
12:00
11:00
16:00
Axiomatising modal logics of elementary classes of Kripke frames
17:00
The equatoin [x,u]+[y,v]=0 in free Lie algebras
Abstract
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14:00
(Joint with the Algebraic Geometry Seminar) : -
Superpotentials and the A-infinity deformation of a point
14:00
(Joint and linked with Homological Mirror Symmetry Series) : -
Superpotentials and the A-infinity deformation of a point
12:00
17:00
Regularity and qualitative properties for models of complex non-Newtonian fluids
Abstract
In the first part of the talk I will discuss existence and regularity results for models of complex non-Newtonian fluids containing liquid crystalline polymers. The main technical tool is related to an apriori logarithmic estimate for the 2D Navier-Stokes equations.
In the second part I will consider a simplified version of the system and describe some of its qualitative properties as well as the analytical challenges posed by its study.
The first part is joint work with P Constantin, Ch. Fefferman and E Titi.
15:45
Topology of moduli space III
Abstract
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15:45
Randon tilings and random matrices
Abstract
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14:15
Optimal stopping of one-dimensional Ito diffusions with applications to the timing of investment decisions
12:00
Heterotic Twistor Strings
Abstract
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14:15
14:00
FMRI Simulator : Computational model of imaging brain structure and function
10:00
16:30
Time-dependent modelling and asymptotic analysis of electro-chemical cells.
16:15
14:30
Convex quadratic semi-definite programming problem: algorithms and applications
Abstract
The talk starts with a general introduction of the convex
quadratic semidefinite programming problem (QSDP), followed by a number of
interesting examples arising from finance, statistics and computer sciences.
We then discuss the concept of primal nondegeneracy for QSDP and show that
some QSDPs are nondegenerate and others are not even under the linear
independence assumption. The talk then moves on to the algorithmic side by
introducing the dual approach and how it naturally leads to Newton's method,
which is quadratically convergent for degenerate problems. On the
implementation side of the Newton method, we stress that direct methods for
the linear equations in Newton's method are impossible simply because the
equations are quite large in size and dense. Our numerical experiments use
the conjugate gradient method, which works quite well for the nearest
correlation matrix problem. We also discuss difficulties for us to find
appropriate preconditioners for the linear system encountered. The talk
concludes in discussing some other available methods and some future topics.
12:00
10:00