Wed, 01 Aug 2007
12:00
DH 1st floor SR

A model for a large investor who trades at market indifference prices

Dmitry Kramov
(Carnegie Mellon University)
Abstract
We present a continuous-time equilibrium-based model for large economic agent, where she trades with market makers at their utility indifference prices. The presentation is based on a joint project with Peter Bank.
Mon, 25 Jun 2007
10:00
DH 2nd floor SR

Discussion Meeting 3

Abstract

There will be three discussion meetings based on aspects of the

programme open to all internal project members. Others interested in

attending should contact Carlos Mora-Corral.

Tue, 19 Jun 2007
12:00
DH 2nd floor SR

Team Meeting

Abstract

Team meetings, held roughly every four weeks, are open to anyone who is

interested. OxMOS post docs and Dphil students will give updates on the

research.

Thu, 14 Jun 2007
16:15
Fisher Room of NAPL

Using Spin to Distinguish Models at the LHC

Jennie Smillie
(Cambridge)
Abstract
 

If new particles are produced at the LHC, it is vital that we can extract as much information as possible from them about the underlying theory.  I will discuss some recent work on extracting spin information from invariant mass distributions of new particles.  I will then introduce the Kullback-Leibler method of quantifying our ability to distinguish different scenarios.  

Thu, 14 Jun 2007
16:00
L3

TBA

TBA
Thu, 14 Jun 2007
14:30
L3

CANCELLED

Catharina Stroppel
(Glasgow)
Thu, 14 Jun 2007

14:00 - 15:00
Comlab

Dynamic depletion of vortex stretching and nonlinear stability of 3D incompressible flows

Prof Tom Hou
(Caltech)
Abstract

Whether the 3D incompressible Euler or Navier-Stokes equations

can develop a finite time singularity from smooth initial data has been

an outstanding open problem. Here we review some existing computational

and theoretical work on possible finite blow-up of the 3D Euler equations.

We show that the geometric regularity of vortex filaments, even in an

extremely localized region, can lead to dynamic depletion of vortex

stretching, thus avoid finite time blowup of the 3D Euler equations.

Further, we perform large scale computations of the 3D Euler equations

to re-examine the two slightly perturbed anti-parallel vortex tubes which

is considered as one of the most attractive candidates for a finite time

blowup of the 3D Euler equations. We found that there is tremendous dynamic

depletion of vortex stretching and the maximum vorticity does not grow faster

than double exponential in time. Finally, we present a new class of solutions

for the 3D Euler and Navier-Stokes equations, which exhibit very interesting

dynamic growth property. By exploiting the special nonlinear structure of the

equations, we prove nonlinear stability and the global regularity of this class of solutions.