Past

We consider matrix groups defined in terms of scalar products. Examples of interest include the groups of

• complex orthogonal,
• real, complex, and conjugate symplectic,
• real perplectic,
• real and complex pseudo-orthogonal,
• pseudo-unitary

matrices. We

• Construct a variety of transformations belonging to these groups that imitate the actions of Givens rotations, Householder reflectors, and Gauss transformations.
• Describe applications for these structured transformations, including to generating random matrices in the groups.
• Show how to exploit group structure when computing the polar decomposition, the matrix sign function and the matrix square root on these matrix groups.

This talk is based on recent joint work with N. Mackey, D. S. Mackey, and N. J. Higham.

Let gamma be a closed knotted curve in R^3 such that the tubular

neighborhood U_r (gamma) with given radius r>0 does not intersect

itself. The length minimizing curve gamma_0 within a prescribed knot class is

called ideal knot. We use a special representation of curves and tools from

nonsmooth analysis to derive a characterization of ideal knots. Analogous

methods can be used for the treatment of self contact of elastic rods.

Weakly self-avoiding walk (WSAW) is obtained by giving a penalty for every

self-intersection to the simple random walk path. The Edwards model (EM) is

obtained by giving a penalty proportional to the square integral of the local

times to the Brownian motion path. Both measures significantly reduce the

amount of time the motion spends in self-intersections.

The above models serve as caricature models for polymers, and we will give

an introduction polymers and probabilistic polymer models. We study the WSAW

and EM in dimension one.

We prove that as the self-repellence penalty tends to zero, the large

deviation rate function of the weakly self-avoiding walk converges to the rate

function of the Edwards model. This shows that the speeds of one-dimensional

weakly self-avoiding walk (if it exists) converges to the speed of the Edwards

model. The results generalize results earlier proved only for nearest-neighbor

simple random walks via an entirely different, and significantly more

complicated, method. The proof only uses weak convergence together with

properties of the Edwards model, avoiding the rather heavy functional analysis

that was used previously.

The method of proof is quite flexible, and also applies to various related

settings, such as the strictly self-avoiding case with diverging variance.

This result proves a conjecture by Aldous from 1986. This is joint work with

Frank den Hollander and Wolfgang Koenig.

We give a construction of Brownian motion in a Weyl chamber, by a

multidimensional generalisation of Pitman's theorem relating one

dimensional Brownian motion with the three dimensional Bessel

process. There are connections representation theory, especially to

Littelmann path model.

The heart can be described as an electrically driven mechanical pump. This

pump couldn't adapt to beat-by-beat changes in circulatory demand if there

was no feedback from the mechanical environment to the electrical control

processes. Cardiac mechano-electric feedback has been studied at various

levels of functional integration, from stretch-activated ion channels,

through mechanically induced changes in cardiac cells and tissue, to

clinically relevant observations in man, where mechanical stimulation of the

heart may either disturb or reinstate cardiac rhythmicity. The seminar will

illustrate the patho-physiological relevance of cardiac mechano-electric

feedback, introduce underlying mechanisms, and show the utility of iterating

between experimental research and mathematical modelling in studying this

phenomenon.

I shall give a brief overview of the partial regularity results for minima

of integral functionals and solutions to elliptic systems, concentrating my

attention on possible estimates for the Hausdorff dimension of the singular

sets; I shall also include more general variational objects called almost

minimizers or omega-minima. Open questions will be discussed at the end.

We consider Brownian motion on a manifold conditioned not to leave

the tubular neighborhood of a closed riemannian submanifold up

to some fixed finite time. For small tube radii, it behaves like the

intrinsic Brownian motion on the submanifold coupled to some

effective potential that depends on geometrical properties of

the submanifold and of the embedding. This characterization

can be applied to compute the effect of constraining the motion of a

quantum particle on the ambient manifold to the submanifold.

Dirac-Born-Infeld Kinematics

Semidefinite programming (SDP) techniques have been extremely successful

in many practical engineering design questions. In several of these

applications, the problem structure is invariant under the action of

some symmetry group, and this property is naturally inherited by the

underlying optimization. A natural question, therefore, is how to

exploit this information for faster, better conditioned, and more

reliable algorithms. To this effect, we study the associative algebra

associated with a given SDP, and show the striking advantages of a

careful use of symmetries. The results are motivated and illustrated

through applications of SDP and sum of squares techniques from networked

control theory, analysis and design of Markov chains, and quantum

information theory.

In St John's College.

Oxford Life Sciences Modelling Colloquia Series

We consider a queuing system with three queues (nodes) and one server.

The arrival and service rates at each node are such that the system overall

is overloaded, while no individual node is. The service discipline is the

following: once the server is at node j, it stays there until it serves all

customers in the queue.

After this, the server moves to the "more expensive" of the two

queues.

We will show that a.s. there will be a periodicity in the order of

services, as suggested by the behavior of the corresponding

dynamical systems; we also study the cases (of measure 0) when the

dynamical system is chaotic, and prove that then the stochastic one

cannot be periodic either.