Thu, 02 Jun 2011

16:00 - 17:00
DH 1st floor SR

Theory of ac voltammetry for reversible electrochemical systems using multiple scales analysis

Chris Bell
(Imperial College London)
Abstract

Voltammetry is a powerful method for interrogating electrochemical systems. A voltage is applied to an electrode and the resulting current response analysed to determine features of the system under investigation, such as concentrations, diffusion coefficients, rate constants and thermodynamic potentials. Here we will focus on ac voltammetry, where the voltage signal consists of a high frequency sine-wave superimposed on a linear ramp. Using multiple scales analysis, we find analytical solutions for the harmonics of the current response and show how they can be used to determine the system parameters. We also include the effects of capacitance due to the double-layer at the electrode surface and show that even in the presence of large capacitance, the harmonics of the current response can still be isolated using the FFT and the Hanning window.

Thu, 02 Jun 2011

16:00 - 17:00

Class invariants for quartic CM-fields

Marco Streng
(Warwick)
Abstract

I show how invariants of curves of genus 2 can be used for explicitly constructing class fields of

certain number fields of degree 4.

Thu, 02 Jun 2011

14:00 - 15:00
Gibson Grd floor SR

Analysis of a multiscale method for nonlinear nonmonotone elliptic problems

Prof Assyr Abdulle
(Ecole Polytechnique Federale de Lausanne)
Abstract

Following the framework of the heterogeneous multiscale method, we present a numerical method for nonlinear elliptic homogenization problems. We briefly review the numerical, relying on an efficient coupling of macro and micro solvers, for linear problems. A fully discrete analysis is then given for nonlinear (nonmonotone) problems, optimal convergence rates in the H1 and L2 norms are derived and the uniqueness of the method is shown on sufficiently fine macro and micro meshes.

Numerical examples confirm the theoretical convergence rates and illustrate the performance and versatility of our approach.

Thu, 02 Jun 2011
13:00
DH 1st floor SR

Pricing and calibration of CDOs in a multi-dimensional structural jump-diffusion model'

Karolina Bujok
Abstract

We consider a multidimensional structural credit model, where each company follows a jump-diffusion process and is connected with other companies via global factors. We assume that a company can default both expectedly, due to the diffusion part, and unexpectedly, due to the jump part, by a sudden fall in a company's value as a result of a global shock. To price CDOs efficiently, we use ideas, developed by Bush et al.

for diffusion processes, where the joint density of the portfolio is approximated by a limit of the empirical measure of asset values in the basket. We extend the method to jump-diffusion settings. In order to check if our model is flexible enough, we calibrate it to CDO spreads from pre-crisis and crisis periods.

For both data sets, our model fits the observed spreads well, and what is important, the estimated parameters have economically convincing values.

We also study the convergence of our method to basic Monte Carlo and conclude that for a CDO, that typically consists of 125 companies, the method gives close results to basic Monte Carlo."

Thu, 02 Jun 2011
11:00
L3

"Abstract elementary classes and absolute Galois groups"

Franziska Jahnke
(Oxford)
Abstract

The class of fields with a given absolute Galois group is in general not an elementary class. Looking instead at abstract elementary classes we can show that this class, as well as the class of pairs (F,K), where F is a function field in one variable over a perfect base field K with a fixed absolute Galois group, is abstract elementary. The aim is to show categoricity for the latter class. In this talk, we will be discussing some consequences of basic properties of these two classes.

Wed, 01 Jun 2011

16:00 - 17:00
SR1
Wed, 01 Jun 2011

16:00 - 17:30
L3

A bitopological point-free approach to compactification

Olaf Klinke
(University of Birmingham)
Abstract

It is known for long that the set of possible compactifications of a topological space (up to homeomorphism) is in order-preserving bijection to "strong inclusion" relations on the lattice of open sets. Since these relations do not refer to points explicitly, this bijection has been generalised to point-free topology (a.k.a. locales). The strong inclusion relations involved are typically "witnessed" relations. For example, the Stone-Cech compactification has a strong inclusion witnessed by real-valued functions. This makes it natural to think of compactification in terms of d-frames, a category invented by Jung and Moshier for bitopological Stone duality. Here, a witnessed strong inclusion is inherent to every object and plays a central role.

We present natural analogues of the topological concepts regularity, normality, complete regularity and compactness in d-frames. Compactification is then a coreflection into the category of d-frames dually equivalent to compact Hausdorff spaces. The category of d-frames has a few surprising features. Among them are:

  • The real line with the bitopology of upper and lower semicontinuity admits precisely one compactification, the extended reals.
  • Unlike in the category of topological spaces (or locales), there is a coreflection into the subcategory of normal d-frames, and every compactification can be factored as "normalisation" followed by Stone-Cech compactification.
Wed, 01 Jun 2011

11:30 - 12:30
ChCh, Tom Gate, Room 2

Sophic groups

Elisabeth Fink
(University of Oxford)
Abstract

The talk will start with the definition of amenable groups. I will discuss various properties and interesting facts about them. Those will be underlined with representative examples. Based on this I will give the definition and some basic properties of sofic groups, which only emerged quite recently. Those groups are particularly interesting as it is not know whether every group is sofic.

Tue, 31 May 2011

14:30 - 15:30
L3

Component structure of the vacant set induced by a random walk on a random graph

Colin Cooper
(King's College London)
Abstract

We consider random walks on two classes of random graphs and explore the likely structure of the the set of unvisited vertices or vacant set. In both cases, the size of the vacant set $N(t)$ can be obtained explicitly as a function of $t$. Let $\Gamma(t)$ be the subgraph induced by the vacant set. We show that, for random graphs $G_{n,p}$ above the connectivity threshold, and for random regular graphs $G_r$, for constant $r\geq 3$, there is a phase transition in the sense of the well-known Erdos-Renyi phase transition. Thus for $t\leq (1-\epsilon)t^*$ we have a unique giant plus components of  size $O(\log n)$ and for $t\geq (1+\epsilon)t^*$ we have only components of  size $O(\log n)$.

In the case of $G_r$ we describe the likely degree sequence, size of the giant component and structure of the small ($O(\log n)$) size components.

Tue, 31 May 2011
12:00
L3

Cancelled

Prof S Klainerman
(Princeton University)
Mon, 30 May 2011

17:00 - 18:00
Gibson 1st Floor SR

Cancelled

Sergiu Kleinerman
(Princeton University)
Abstract

Please note that this seminar has been cancelled due to unforeseen circumstances.

Fri, 27 May 2011
14:15
DH 1st floor SR

Regularity of Value Functions for Nonsmooth Utility Maximization Problems

Dr Harry Zheng
(Imperial College London)
Abstract

In this talk we show that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave.

The value function is smooth if admissible controls satisfy an integrability condition or if it is continuous on the closure of its domain.

The key idea is to work on the dual control problem and the dual HJB equation. We construct a smooth, strictly convex solution to the dual HJB equation and show that its conjugate function is a smooth, strictly concave solution to the primal HJB equation satisfying the terminal and boundary conditions

Fri, 27 May 2011

12:00 - 13:00
SR1

Derived categories of coherent sheaves and motives

Shane Kelly
(Universite Paris 13)
Abstract

The derived category of a variety has (relatively) recently come into play as an invariant of the variety, useful as a tool for classification. As the derived category contains cohomological information about the variety, it is perhaps a natural question to ask how close the derived category is to the motive of a variety.

We will begin by briefly recalling Grothendieck's category of Chow motives of smooth projective varieties, recall the definition of Fourier-Mukai transforms, and state some theorems and examples. We will then discuss some conjectures of Orlov http://arxiv.org/abs/math/0512620, the most general of which is: does an equivalence of derived categories imply an isomorphism of motives?

Fri, 27 May 2011

10:00 - 11:15
DH 1st floor SR

POSTPONED

John Fox
(Department of Engineering Science, University of Oxford)
Abstract

Due to illness the speaker has been forced to postpone at short notice. A new date will be announced as soon as possible.

Thu, 26 May 2011
17:00
L3

"Stability classes of partial types"

Enrique Casanovas
(Barcelona)
Abstract

"We will talk on stability, simplicity, nip, etc of partial types. We will review some known results and we will discuss some open problems."

Thu, 26 May 2011

16:00 - 17:00
DH 1st floor SR

Electrified multi-fluid film flows

Demetrios Papageorgiou
(Imperial College London)
Abstract

Flows involving immiscible liquids are encountered in a variety of industrial and natural processes. Recent applications in micro- and nano-fluidics have led to a significant scientific effort whose aim (among other aspects) is to enable theoretical predictions of the spatiotemporal dynamics of the interface(s) separating different flowing liquids. In such applications the scale of the system is small, and forces such as surface tension or externally imposed electrostatic forces compete and can, in many cases, surpass those of gravity and inertia. This talk will begin with a brief survey of applications where electrohydrodynamics have been used experimentally in micro-lithography, and experiments will be presented that demonstrate the use of electric fields in producing controlled encapsulated droplet formation in microchannels.

The main thrust of the talk will be theoretical and will mostly focus on the paradigm problem of the dynamics of electrified falling liquid films over topographically structured substrates.

Evolution equations will be developed asymptotically and their solutions will be compared to direct simulations in order to identify their practicality. The equations are rich mathematically and yield novel examples of dissipative evolutionary systems with additional effects (typically these are pseudo-differential operators) due to dispersion and external fields.

The models will be analysed (we have rigorous results concerning global existence of solutions, the existence of dissipative dynamics and an absorbing set, and analyticity), and accurate numerical solutions will be presented to describe the large time dynamics. It is found that electric fields and topography can be used to control the flow.Time permitting, I will present some recent results on transitions between convective to absolute instabilities for film flows over periodic topography.

Thu, 26 May 2011

16:00 - 17:00
L3

Iwasawa theory for modular forms

David Loeffler
(Warwick)
Abstract

he Iwasawa theory of elliptic curves over the rationals, and more
generally of modular forms, has mostly been studied with the
assumption that the form is "ordinary" at p -- i.e. that the Hecke
eigenvalue is a p-adic unit. When this is the case, the dual of the
p-Selmer group over the cyclotomic tower is a torsion module over the
Iwasawa algebra, and it is known in most cases (by work of Kato and
Skinner-Urban) that the characteristic ideal of this module is
generated by the p-adic L-function of the modular form.

I'll talk about the supersingular (good non-ordinary) case, where
things are slightly more complicated: the dual Selmer group has
positive rank, so its characteristic ideal is zero; and the p-adic
L-function is unbounded and hence doesn't lie in the Iwasawa algebra.
Under the rather restrictive hypothesis that the Hecke eigenvalue is
actually zero, Kobayashi, Pollack and Lei have shown how to decompose
the L-function as a linear combination of Iwasawa functions and
explicit "logarithm-like" series, and to modify the definition of the
Selmer group correspondingly, in order to formulate a main conjecture
(and prove one inclusion). I will describe joint work with Antonio Lei
and Sarah Zerbes where we extend this to general supersingular modular
forms, using methods from p-adic Hodge theory. Our work also gives
rise to new phenomena in the ordinary case: a somewhat mysterious
second Selmer group and L-function, which is related to the
"critical-slope L-function" studied by Pollack-Stevens and Bellaiche.


Thu, 26 May 2011

14:00 - 15:00
Gibson Grd floor SR

IDR -- A New Class of Krylov Subspace Solvers: Benefits and Drawbacks

Dr Jens-Peter Zemke
(Hamburg-Harburg University of Technology)
Abstract

This talk is about the Induced Dimension Reduction (IDR) methods developed by Peter Sonneveld and, more recently, Martin van Gijzen. We sketch the history, outline the underlying principle, and give a few details about different points of view on this class of Krylov subspace methods. If time permits, we briefly outline some recent developments in this field and the benefits and drawbacks of these and IDR methods in general.