Past

To any Coxeter group (W,S) together with an appropriate representation on V one may associate various categories of "singular Soergel bimodules", which are certain bimodules over invariant subrings of

regular functions on V. I will discuss their definition, basic properties and explain how they categorify the associated Hecke algebras and their parabolic modules. I will also outline a motivation coming from geometry and (if time permits) an application in knot theory.

Suppose $L'$ is a compact Lagrangian in ${\mathbb C}^n$ which is Hamiltonian stationary and {\it rigid}, that is, all infinitesimal Hamiltonian deformations of $L$ as a Hamiltonian stationary Lagrangian come from rigid motions of ${\mathbb C}^n$. An example of such $L'$ is the $n$-torus $ \bigl\{(z_1,\ldots,z_n)\in{\mathbb C}^n:\vert z_1\vert=a_1, \ldots,\vert z_n\vert=a_n\bigr\}$, for small $a_1,\ldots,a_n>0$.

I will explain a construction of Hamiltonian stationary Lagrangians in any compact symplectic manifold $(M,\omega)$, which works by `gluing in' $tL'$ near a point $p$ in $M$ for small $t>0$.

Random partial orders and random linear extensions

Several interesting models of random partial orders can be described via a

process that builds the partial order one step at a time, at each point

adding a new maximal element. This process therefore generates a linear

extension of the partial order in tandem with the partial order itself. A

natural condition to demand of such processes is that, if we condition on

the occurrence of some finite partial order after a given number of steps,

then each linear extension of that partial order is equally likely. This

condition is called "order-invariance".

The class of order-invariant processes includes processes generating a

random infinite partial order, as well as those that amount to taking a

random linear extension of a fixed infinite poset.

Our goal is to study order-invariant processes in general. In this talk, I

shall explain some of the problems that need to be resolved, and discuss

some of the combinatorial problems that arise.

(joint work with Malwina Luczak)

The relaxation of a free-energy functional which describes the

order-strain interaction in nematic liquid crystal elastomers is obtained

explicitly. We work in the regime of small strains (linearized

kinematics). Adopting the uniaxial order tensor theory or Frank

model to describe the liquid crystal order, we prove that the

minima of the relaxed functional exhibit an effective biaxial

microstructure, as in de Gennes tensor model. In particular, this

implies that the response of the material is soft even if the

order of the system is assumed to be fixed. The relaxed energy

density satisfies a solenoidal quasiconvexification formula.

Given K a separably closed field of finite ( > 1) degree of imperfection, and semiabelian variety A over K, we study the maximal divisible subgroup A^{sharp} of A(K). We show that the {\sharp} functor does not preserve exact sequences and also give an example where A^{\sharp} does not have relative Morley rank. (Joint work with F. Benoist and E. Bouscaren)

Abstract available at: http://people.maths.ox.ac.uk/~kirby/LInnocente.pdf

We consider an infinite plate being withdrawn from an infinite pool of viscous liquid. Assuming that the effects of inertia and surface tension are weak, Derjaguin (1943) conjectured that the 'load', i.e. the thickness of the liquid film clinging to the plate, is determined by a certain formula involving the liquid's density and viscosity, the plate's velocity and inclination angle, and the acceleration due to gravity.

In the present work, Deryagin's formula is derived from the Stokes equations in the limit of small slope of the plate (without this assumption, the formula is invalid). It is shown that the problem has infinitely many steady solutions, all of which are stable - but only one of these corresponds to Derjaguin’s formula. This particular steady solution can only be singled out by matching it to a self-similar solution describing the non-steady part of the film between the pool and the film’s 'tip'. Even though the near-pool region where the steady state has been established expands with time, the upper, non-steady part of the film (with its thickness decreasing towards the tip) expands faster and, thus, occupies a larger portion of the plate. As a result, the mean thickness of the film is 1.5 times smaller than the load.

The results obtained are extended to order-one inclinantion angles and the case where surface tension is present.

We study a class of Markovian optimal stochastic control problems in which the controlled process $Z^\nu$ is constrained to satisfy an a.s.~constraint $Z^\nu(T)\in G\subset \R^{d+1}$ $\Pas$ at some final time $T>0$.  When the set is of the form $G:=\{(x,y)\in \R^d\x \R~:~g(x,y)\ge 0\}$, with $g$ non-decreasing in $y$, we provide a Hamilton-Jacobi-Bellman  characterization of the associated value function. It gives rise to a state constraint problem where the constraint can be expressed in terms of an auxiliary value function $w$ which characterizes the set $D:=\{(t,Z^\nu(t))\in [0,T]\x\R^{d+1}~:~Z^\nu(T)\in G\;a.s.$ for some $ \nu\}$. Contrary to standard state constraint problems, the domain $D$ is not given a-priori and we do not need to impose conditions on its boundary. It is naturally incorporated in the auxiliary value function $w$ which is itself a viscosity solution of a non-linear parabolic PDE.  Applying ideas recently developed in Bouchard, Elie and Touzi (2008), our general result also allows to consider optimal control problems with moment constraints of the form $\Esp{g(Z^\nu(T))}\ge 0$ or $\Pro{g(Z^\nu(T))\ge 0}\ge p$.

The climate is largely determined by the ocean flow, which in itself is driven by wind and by gradients in temperature and salinity. Nowadays numerical models exist that are able to describe the occurring phenomena not only qualitatively but also quantitatively. At the Institute for Marine and Atmospheric research Utrecht (IMAU) a so-called thermohaline circulation model is developed in which methods of dynamical systems theory are used to study the stability of ocean flows. Here bifurcation diagrams are constructed by varying the strength of the forcing, for instance the amount of fresh water coming in from the north due to melting. For every value of the strength we have to solve a nonlinear system, which is handled by a Newton-type method. This produces many linear systems to be solved. 

In the talk the following will be addressed: the form of the system of equations, a special purpose method which uses Trilinos and MRILU. The latter is a multilevel ILU preconditioner developed at Groningen University. Results of the approach obtained on the Dutch national supercomputer will be shown.

We solve the problem of an agent with prospect theory preferences who seeks to liquidate a portfolio of (divisible) claims.

Our methodology enables us to consider different formulations of prospect preferences in the literature (piecewise exponential or piecewise power) and various price processes. We find that these differences in specification matter - for instance, with piecewise power functions, the agent may liquidate at a loss relative to break-even, albeit the likelihood of liquidating at a gain is much higher than liquidating at a loss. This is consistent with the disposition effect documented in empirical and experimental studies. We find the agent does not choose to partially liquidate a position, but rather, if liquidation occurs, the entire position is sold. This is in contrast to partial liquidation when agents have standard concave utilities.