Mon, 15 Oct 2012

16:00 - 17:00
SR1

Simultaneous prime values of pairs of quadratic forms

Lillian Pierce
(Oxford)
Abstract

Given a form $F(x)$, the circle method is frequently used to provide an asymptotic for the number of representations of a fixed integer $N$ by $F(x)$. However, it can also be used to prove results of a different flavor, such as showing that almost every number (in a certain sense) has at least one representation by $F(x)$. In joint work with Roger Heath-Brown, we have recently considered a 2-dimensional version of such a problem. Given two quadratic forms $Q_1$ and $Q_2$, we ask whether almost every integer (in a certain sense) is simultaneously represented by $Q_1$ and $Q_2$. Under a modest geometric assumption, we are able to prove such a result if the forms are in $5$ variables or more. In particular, we show that any two such quadratic forms must simultaneously attain prime values infinitely often. In this seminar, we will review the circle method, introduce the idea of a Kloosterman refinement, and investigate how such "almost all" results may be proved.


Mon, 15 Oct 2012

15:45 - 16:45
Oxford-Man Institute

Skorohod Equation and Reflected Backward SDE.

Mingyu Xu
(Chinese Academy of Science Beijing)
Abstract

Abstract: By using the Skorohod equation we derive an
iteration procedure which allows us to solve a class of reflected backward
stochastic differential equations with non-linear resistance induced by the
reflected local time. In particular, we present a new method to study the
reflected BSDE proposed first by El Karoui et al. (1997).

Mon, 15 Oct 2012

14:15 - 15:15
Oxford-Man Institute

A stochastic approach to the evolution by mean curvature flow.

FREDERICA DRAGONI
(Cardiff University)
Abstract

Abstract: In the talk we first introduce the level set equation for the evolution by mean curvature flow, explaining the main difference between the standard Euclidean case and the horizontal evolution.

Then we will introduce a stochastic representation formula for the viscosity solution of the level set equation related to the value function of suitable associated stochastic controlled ODEs which are motivated by a concept of intrinsic Brownian motion in Carnot-Caratheodory spaces.

Mon, 15 Oct 2012

12:00 - 13:00

The Hodge Plot of Toric Calabi-Yau Threefolds. Webs of K3 Fibrations from Polyhedra with Interchangeable Parts

Andrei Constantin
(Oxford)
Abstract
Even a cursory inspection of the Hodge plot associated with Calabi-Yau threefolds that are hypersurfaces in toric varieties reveals striking structures. These patterns correspond to webs of elliptic-K3 fibrations whose mirror images are also elliptic-K3 fibrations. Such manifolds arise from reflexive polytopes that can be cut into two parts along slices corresponding to the K3 fibers. Any two half-polytopes over a given slice can be combined into a reflexive polytope. This fact, together with a remarkable relation on the additivity of Hodge numbers, explains much of the structure of the observed patterns.
Fri, 12 Oct 2012

16:00 - 17:00
DH 1st floor SR

Incomplete Continuous-time Securities Markets with Stochastic Income Volatility

Kasper Larsen
(Carnegie Mellon University)
Abstract

In an incomplete continuous-time securities market with uncertainty generated by Brownian motions, we derive closed-form solutions for the equilibrium interest rate and market price of risk processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income and can trade continuously on a finite time-interval in a money market account and a single risky security. Besides establishing the existence of an equilibrium, our main result shows that if the investors' unspanned income has stochastic countercyclical volatility, the resulting equilibrium can display both lower interest rates and higher risk premia compared to the Pareto efficient equilibrium in an otherwise identical complete market. This is joint work with Peter Ove Christensen.

Fri, 12 Oct 2012

11:30 - 13:00
OCCAM Common Room (RI2.28)

OCCAM Group Meeting

Various
Abstract
  • Matt Webber - ‘Stochastic neural field theory’
  • Yohan Davit - ‘Multiscale modelling of deterministic problems with applications to biological tissues and porous media’
  • Patricio Farrell - ‘An RBF multilevel algorithm for solving elliptic PDEs’
Thu, 11 Oct 2012

17:00 - 18:00
L3

Plus ultra

Frank Wagner (Lyon)
Abstract

I shall present a very general class of virtual elements in a structure, ultraimaginaries, and analyse their model-theoretic properties.

Thu, 11 Oct 2012

16:00 - 17:00
DH 1st floor SR

Mathematical sociology is not an oxymoron

Martin Everett
(University of Manchester)
Abstract

The use of formal mathematical models in sociology started in the 1940s and attracted mathematicians such as Frank Harary in the 1950s. The idea is to take the rather intuitive ideas described in social theory and express these in formal mathematical terms. Social network analysis is probably the best known of these and it is the area which has caught the imagination of a wider audience and has been the subject of a number of popular books. We shall give a brief over view of the field of social networks and will then look at three examples which have thrown up problems of interest to the mathematical community. We first look at positional analysis techniques and give a formulation that tries to capture the notion of social role by using graph coloration. We look at algebraic structures, properties, characterizations, algorithms and applications including food webs. Our second and related example looks at core-periphery structures in social networks. Our final example relates to what the network community refer to as two-mode data and a general approach to analyzing networks of this form. In all cases we shall look at the mathematics involved and discuss some open problems and areas of research that could benefit from new approaches and insights.

Thu, 11 Oct 2012

14:00 - 15:00
Gibson Grd floor SR

Automated parallel adjoints for model differentiation, optimisation and stability analysis

Dr Patrick Farrell
(Imperial College London)
Abstract

The derivatives of PDE models are key ingredients in many

important algorithms of computational science. They find applications in

diverse areas such as sensitivity analysis, PDE-constrained

optimisation, continuation and bifurcation analysis, error estimation,

and generalised stability theory.

\\

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These derivatives, computed using the so-called tangent linear and

adjoint models, have made an enormous impact in certain scientific fields

(such as aeronautics, meteorology, and oceanography). However, their use

in other areas has been hampered by the great practical

difficulty of the derivation and implementation of tangent linear and

adjoint models. In his recent book, Naumann (2011) describes the problem

of the robust automated derivation of parallel tangent linear and

adjoint models as "one of the great open problems in the field of

high-performance scientific computing''.

\\

\\

In this talk, we present an elegant solution to this problem for the

common case where the original discrete forward model may be written in

variational form, and discuss some of its applications.

Thu, 11 Oct 2012

12:00 - 13:00
SR1

Nahm transforms in differential geometry

Jakob Blaavand
Abstract

This talk will discuss the notion of a Nahm transform in differential geometry, as a way of relating solutions to one differential equation on a manifold, to solutions of another differential equation on a different manifold. The guiding example is the correspondence between solutions to the Bogomolny equations on $\mathbb{R}^3$ and Nahm equations on $\mathbb{R}$. We extract the key features from this example to create a general framework.

Thu, 11 Oct 2012
12:00
Gibson 1st Floor SR

Variational results for nematic elastomers

Virginia Agostiniani
(University of Oxford)
Abstract

Nematic elastomers are rubbery elastic solids made of cross-linked polymeric chains with embedded nematic mesogens. Their mechanical behaviour results from the interaction of electro-optical effects typical of nematic liquid crystals with the elasticity of a rubbery matrix. We show that the geometrically linear counterpart of some compressible models for these materials can be justified via Gamma-convergence. A similar analysis on other compressible models leads to the question whether linearised elasticity can be derived from finite elasticity via Gamma-convergence under weak conditions of growth (from below) of the energy density. We answer to this question for the case of single well energy densities.

We discuss Ogden-type extensions of the energy density currently used to model nematic elastomers, which provide a suitable framework to study the stiffening response at high imposed stretches.

Finally, we present some results concerning the attainment of minimal energy for both the geometrically linear and the nonlinear model.

Thu, 11 Oct 2012

12:00 - 13:00
Gibson Grd floor SR

Hochschild-Witt complex

Dmitry Kaledin
(Moscow)
Abstract

The "de Rham-Witt complex" of Deligne and Illusie is a functorial complex of sheaves $W^*(X)$ on a smooth algebraic variety $X$ over a finite field, computing the cristalline cohomology of $X$. I am going to present a non-commutative generalization of this: even for a non-commutative ring $A$, one can define a functorial "Hochschild-Witt complex" with homology $WHH^*(A)$; if $A$ is commutative, then $WHH^i(A)=W^i(X)$, $X = Spec A$ (this is analogous to the isomorphism $HH^i(A)=H^i(X)$ discovered by Hochschild, Kostant and Rosenberg). Moreover, the construction of the Hochschild-Witt complex is actually simpler than the Deligne-Illusie construction, and it allows to clarify the structure of the de Rham-Witt complex.

Thu, 11 Oct 2012
11:00
SR1

``Relative CM-triviality and interpretable groups in the bad field''

Frank Wagner
(Lyon)
Abstract

I shall present a geometric property valid in many Hrushovski
amalgamation constructions, relative CM-triviality, and derive
consequences on definable groups: modulo their centre they are already
products of groups interpretable in the initial theories used for the
construction. For the bad field constructed in this way, I shall
moreover classify all interpretable groups up to isogeny.

Wed, 10 Oct 2012

16:00 - 17:00
SR2

A Voyage into Outer Space (what I did on my holidays)

Henry Bradford
(University of Oxford)
Abstract

The study of free groups and their automorphisms has a long pedigree, going back to the work of Nielsen and Dehn in the early 20th century, but in many ways the subject only truly reached maturity with the introduction of Outer Space by Culler and Vogtmann in the “Big Bang” of 1986. In this (non-expert) talk, I will walk us through the construction of Outer Space and some related complexes, and survey some group-theoretic applications.

Tue, 09 Oct 2012
17:00
L2

Rank Gradient of Artin Groups and Relatives

Nikolay Nikolov
(University of Oxford)
Abstract

We prove that the rank gradient vanishes for mapping class groups, Aut(Fn) for all n, Out(Fn), n > 2 and any Artin group whose underlying graph is connected. We compute the rank gradient and verify that it is equal to the first L2-Betti number for some classes of Coxeter groups.