Past

Current methods for globalizing Newton's Method for solving systems of nonlinear equations fall back on steps biased towards the steepest descent direction (e.g. Levenberg/Marquardt, Trust regions, Cauchy point dog-legs etc.), when there is difficulty in making progress. This can occasionally lead to very slow convergence when short steps are repeatedly taken.

This talk looks at alternative strategies based on searching curved arcs related to Davidenko trajectories. Near to manifolds on which the Jacobian matrix is singular, certain conjugate steps are also interleaved, based on identifying a Pareto optimal solution.

Preliminary limited numerical experiments indicate that this approach is very effective, with rapid and ultimately second order convergence in almost all cases. It is hoped to present more detailed numerical evidence when the talk is given. The new ideas can also be incorporated with more recent ideas such as multifilters or nonmonotonic line searches without difficulty, although it may be that there is no longer much to gain by doing this.

An important class of nonlinear parabolic equations is the class of quasi-linear equations, i.e., equations with a leading second-order (in space) linear part (e.g., the Laplacian) and a nonlinear part which depends on the first-order spatial derivatives of the unknown function. This class contains the Navier-Stokes system of fluid dynamics, as well as "viscous" versions (or "regularized") of the Hamilton-Jacobi equation, nonlinear hyperbolic conservation laws and more. The talk will present various recent results concerning existence/uniqueness (and nonexistence/nonuniqueness) of global solutions. In addition, a new class of "Bernstein-type" estimates of derivatives will be presented. These estimates are independent of the viscosity parameter and thus lead to results concerning the "zero-viscosity" limit.

The estimation of heat kernels has been of much interest in various settings. Often, the spaces considered have some kind of uniformity in the volume growth. Recent results have shown that this is not the case for certain random fractal sets. I will present heat kernel bounds for spaces admitting a suitable resistance form, when the volume growth is not uniform, which are motivated by these examples.

We study diploid branching particle models and its behaviour when rapid

stirring, i.e. rapid exchange of particles between neighbouring spatial

sites, is added to the interaction. The particle models differ from the

``usual'' models in that they all involve two types of particles, male

and female, and branching can only occur when both types of particles

are present. We establish the existence of nontrivial stationary

distributions for various models when birth rates are sufficiently large.

Most people acquire their

Abstract 1 Another Orthogonal Matrix

A householder reflection and a suitable product of Givens rotations are two well known examples of an orthogonal matrix with given first column. We present another way to produce such a matrix and apply it to produce a "fast Givens" method to compute the R factor of A, A = QR. This approach avoids the danger of under/overflow.
(joint work with Eric Barszcz)

Abstract 2 An application of Pfaff's Theorem (on skew-symmetric matrices)

There are no constraints on the eigenvalues of a product of two real symmetric matrices but what about the product of two real skew-symmetric matrices?
(joint work with A Dubrulle)

We aim at presenting some aspects of stochastic calculus via regularization

in relation with integrator processes which are generally not semimartingales.

Significant examples of those processes are Dirichlet processes, Lyons-Zheng

processes and fractional (resp. bifractional) Brownian motion. A Dirichlet

process X is the sum of a local martingale M and a zero quadratic variation

process A. We will put the emphasis on a generalization of Dirichlet processes.

A weak Dirichlet process is the sum of local martingale M and a process A such

that [A,N] = 0 where N is any martingale with respect to an underlying

filtration. Obviously a Dirichlet process is a weak Dirichlet process. We will

illustrate partly the following application fields.

Analysis of stochastic integrals related to fluidodynamical models considered

for instance by A. Chorin, F. Flandoli and coauthors...

Stochastic differential equations with distributional drift and related

stochastic control theory.

The talk will partially cover joint works with M. Errami, F. Flandoli, F.

Gozzi, G. Trutnau.

I will show rough path estimates for smooth L^p functions whose derivatives are in L^q. The application part related to (linear or nonlinear) Fourier analysis will be also discussed.

The classical gravity-capillary water-wave problem is the

study of the irrotational flow of a three-dimensional perfect

fluid bounded below by a flat, rigid bottom and above by a

free surface subject to the forces of gravity and surface

tension. In this lecture I will present a survey of currently

available existence theories for travelling-wave solutions of

this problem, that is, waves which move in a specific

direction with constant speed and without change of shape.

The talk will focus upon wave motions which are truly

three-dimensional, so that the free surface of the water

exhibits a two-dimensional pattern, and upon solutions of the

complete hydrodynamic equations for water waves rather than

model equations. Specific examples include (a) doubly

periodic surface waves; (b) wave patterns which have a

single- or multi-pulse profile in one distinguished

horizontal direction and are periodic in another; (c)

so-called 'fully-localised solitary waves' consisting of a

localised trough-like disturbance of the free surface which

decays to zero in all horizontal directions.

I will also sketch the mathematical techniques required to

prove the existence of the above waves. The key is a

formulation of the problem as a Hamiltonian system with

infinitely many degrees of freedom together with an

associated variational principle.

When studying invariant quantities and stability of discretization schemes for time-dependent differential equations(ODEs), Backward error analysis (BEA) has proven itself an invaluable tool. Although the established results give very accurate estimates, the known results are generally given for "worst case" scenarios. By taking into account the structure of the differential equations themselves further improvements on the estimates can be established, and sharper estimates on invariant quantities and stability can be established. In the talk I will give an overview of BEA, and its applications as it stands emphasizing the shortcoming in the estimates. An alternative strategy is then proposed overcoming these shortcomings, resulting in a tool which when used in connection with results from dynamical systems theory gives a very good insight into the dynamics of discretized differential equations.