Thu, 03 Jun 2004

14:00 - 15:00
Comlab

Discontinuous Galerkin methods for time-harmonic Maxwell's equations

Prof Paul Houston
(University of Leicester)
Abstract

In recent years, there has been considerable interest, especially in the context of

fluid-dynamics, in nonconforming finite element methods that are based on discontinuous

piecewise polynomial approximation spaces; such approaches are referred to as discontinuous

Galerkin (DG) methods. The main advantages of these methods lie in their conservation properties, their ability to treat a wide range of problems within the same unified framework, and their great flexibility in the mesh-design. Indeed, DG methods can easily handle non-matching grids and non-uniform, even anisotropic, polynomial approximation degrees. Moreover, orthogonal bases can easily be constructed which lead to diagonal mass matrices; this is particularly advantageous in unsteady problems. Finally, in combination with block-type preconditioners, DG methods can easily be parallelized.

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In this talk, we introduce DG discretizations of mixed field and potential-based formulations of

eddy current problems in the time-harmonic regime. For the electric field formulation, the

divergence-free constraint within non-conductive regions is imposed by means of a Lagrange

multiplier. This allows for the correct capturing of edge and corner singularities in polyhedral domains; in contrast, additional Sobolev regularity must be assumed in the DG formulation, and their conforming counterparts, when regularization techniques are employed. In particular, we present a mixed method involving discontinuous $P^\ell-P^\ell$ elements, which includes a normal jump stabilization term, and a non-stabilized variant employing discontinuous $P^\ell-P^{\ell+1}$ elements.The first formulation delivers optimal convergence rates for the vector-valued unknowns in a suitable energy norm, while the second (non-stabilized) formulation is designed to yield optimal convergence rates in both the $L^2$--norm, as well as in a suitable energy norm. For this latter method, we also develop the {\em a posteriori} error estimation of the mixed DG approximation of the Maxwell operator. Indeed, by employing suitable Helmholtz decompositions of the error, together with the conservation properties of the underlying method, computable upper bounds on the error, measured in terms of the energy norm, are derived.

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Numerical examples illustrating the performance of the proposed methods will be presented; here,

both conforming and non-conforming (irregular) meshes will be employed. Our theoretical and

numerical results indicate that the proposed DG methods provide promising alternatives to standard conforming schemes based on edge finite elements.

Tue, 01 Jun 2004
12:00
L3

SDYM and heavenly equations in deformation quantition

M Przanowski
(Lodz)
Abstract

Here I would like to present how one can obtain SDYM and

heavenly equations in general Fedosov deformation quantisation scheme. I am

considering some aspects of integrability (conservation laws,Lax pair,dressing

operator and Riemann-Hilbert problem).Then, using an embedding of sl(N,C) in the

Moyal bracket algebra, I am going to show an example of a series of chiral

sl(N,C) fields tending to heavenly spacetime when N tends to infinity (Ward's

question). ( All this is a natural continuation of the works by Strachan and

Takasaki).

Fri, 28 May 2004
16:30
L2

Einstein's legacy in geometry

Nigel Hitchin
(Oxford)
Abstract

Einstein bequeathed many things to differential geometry — a
global viewpoint and the urge to find new structures beyond Riemannian
geometry in particular. Nevertheless, his gravitational equations and
the role of the Ricci tensor remain the ones most closely associated
with his name and the subject of much current research. In the
Riemannian context they make contact in specific instances with a wide
range of mathematics both analytical and geometrical. The talk will
attempt to show how diverse parts of mathematics, past and present,
have contributed to solving the Einstein equations.

Thu, 27 May 2004

14:00 - 15:00
Comlab

Towards an SDP-based Algorithm for the satisfiability problem

Dr Miguel Anjos
(University of Southampton)
Abstract

The satisfiability (SAT) problem is a central problem in mathematical

logic, computing theory, and artificial intelligence. We consider

instances of SAT specified by a set of boolean variables and a

propositional formula in conjunctive normal form. Given such an instance,

the SAT problem asks whether there is a truth assignment to the variables

such that the formula is satisfied. It is well known that SAT is in

general NP-complete, although several important special cases can be

solved in polynomial time. Extending the work of de Klerk, Warners and van

Maaren, we present new linearly sized semidefinite programming (SDP)

relaxations arising from a recently introduced paradigm of higher

semidefinite liftings for discrete optimization problems. These

relaxations yield truth assignments satisfying the SAT instance if a

feasible matrix of sufficiently low rank is computed. The sufficient rank

values differ between relaxations and can be viewed as a measure of the

relative strength of each relaxation. The SDP relaxations also have the

ability to prove that a given SAT formula is unsatisfiable. Computational

results on hard instances from the SAT Competition 2003 show that the SDP

approach has the potential to complement existing techniques for SAT.

Mon, 24 May 2004
17:00
L1

Currents in metric spaces, isoperimetric inequalities, and applications to area minimization problems

Stefan Wenger
(ETH-Zurich)
Abstract

Integral currents were introduced by H. Federer and W. H. Fleming in 1960

as a suitable generalization of surfaces in connection with the study of area

minimization problems in Euclidean space. L. Ambrosio and B. Kirchheim have

recently extended the theory of currents to arbitrary metric spaces. The new

theory provides a suitable framework to formulate and study area minimization

and isoperimetric problems in metric spaces.

The aim of the talk is to discuss such problems for Banach spaces and for

spaces with an upper curvature bound in the sense of Alexandrov. We present

some techniques which lead to isoperimetric inequalities, solutions to

Plateau's problem, and to other results such as the equivalence of flat and

weak convergence for integral currents.

Mon, 24 May 2004
14:15
DH 3rd floor SR

TBA

Vincent Vigon
Fri, 21 May 2004
14:15
DH 3rd floor SR

Inf-convolution of convex risk emasures and optimal risk transfer

Pauline Barrieu
(London School of Economics)
Abstract

We develop a methodology to optimally design a financial issue to hedge

non-tradable risk on financial markets.The modeling involves a minimization

of the risk borne by issuer given the constraint imposed by a buyer who

enters the transaction if and only if her risk level remains below a given

threshold. Both agents have also the opportunity to invest all their residual

wealth on financial markets but they do not have the same access to financial

investments. The problem may be reduced to a unique inf-convolution problem

involving some transformation of the initial risk measures.

Thu, 20 May 2004

14:00 - 15:00
Comlab

Exponential Brownian motion and divided differences

Dr Brad Baxter
(Birkbeck College)
Abstract

We calculate an analytic value for the correlation coefficient between a geometric, or exponential, Brownian motion and its time-average, a novelty being our use of divided differences to elucidate formulae. This provides a simple approximation for the value of certain Asian options regarding them as exchange options. We also illustrate that the higher moments of the time-average can be expressed neatly as divided differences of the exponential function via the Hermite-Genocchi integral relation, as well as demonstrating that these expressions agree with those obtained by Oshanin and Yor when the drift term vanishes.

Wed, 19 May 2004
16:00
L1

Galois groups of p-class towers

Prof Nigel Boston
(Wisconsin)
Abstract

Galois groups of p-class towers of number fields have long been a mystery,

but recent calculations have led to glimpses of a rich theory behind them,

involving Galois actions on trees, families of groups whose derived series

have finite index, families of deficiency zero p-groups approximated by

p-adic analytic groups, and so on.

Mon, 17 May 2004
17:00
L3

TBA

Nadya Shirokova
(IHES)
Abstract

We construct spaces of manifolds of various dimensions following

Vassiliev's approach to the theory of knots. These are infinite-dimensional

spaces with hypersurface, corresponding to manifolds with Morse singularities.

Connected components of the complement to this discriminant are homotopy

equivalent to the covering spaces of BDiff(M). These spaces appear to be a

natural base over which one can consider parametrised versions of Floer and

Seiberg-Witten theories.

Mon, 17 May 2004
17:00
L1

Half-eigenvalues and semilinear problems with jumping nonlinearities

Bryan Rynne
(Heriot-Watt)
Abstract

We consider semilinear Sturm-Liouville and elliptic problems with jumping

nonlinearities. We show how `half-eigenvalues' can be used to describe the

solvability of such problems and consider the structure of the set of

half-eigenvalues. It will be seen that for Sturm-Liouville problems the

structure of this set can be considerably more complicated for periodic than

for separated boundary conditions, while for elliptic partial differential

operators only partial results are known about the structure in general.

Mon, 17 May 2004
15:45
DH 3rd floor SR

TBA

Ron Doney
Abstract
The question whether the measure of a Levy process starting from x>0 and "conditioned to stay positive" converges to the corresponding obiect for x=0 when x tends to 0 is rather delicate. I will describe work with Loic Chaumont which settles this question, essentially in all cases of interest. As an application, I will show how to use this result and excursion theory to give simpler proofs of some recent results about the exit problem for reflected processe derived from spectrally one-sided Levy processes due to Avram. Kyprianou and Pistorius.
Mon, 17 May 2004
14:15
DH 3rd floor SR

TBA

Ofer Zeitouni
Thu, 13 May 2004

14:00 - 15:00
Comlab

Pattern formation with a conservation law

Dr Paul Matthews
(University of Nottingham)
Abstract

The formation of steady patterns in one space dimension is generically

governed, at small amplitude, by the Ginzburg-Landau equation.

But in systems with a conserved quantity, there is a large-scale neutral

mode that must be included in the asymptotic analysis for pattern

formation near onset. The usual Ginzburg-Landau equation for the amplitude

of the pattern is then coupled to an equation for the large-scale mode.

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These amplitude equations show that for certain parameters all regular

periodic patterns are unstable. Beyond the stability boundary, there

exist stable stationary solutions in the form of spatially modulated

patterns or localised patterns. Many more exotic localised states are

found for patterns in two dimensions.

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Applications of the theory include convection in a magnetic field,

providing an understanding of localised states seen in numerical

simulations.