Past

Abstract: We consider the inverse problem of finding the diffusion coefficient of a linear uniformly elliptic partial differential equation in divergence form, from noisy measurements of the forward solution in the interior. We adopt a Bayesian approach to the problem. We consider the prior measure on the diffusion coefficient to be either a Besov or Gaussian measure. We show that if the functions drawn from the prior are regular enough, the posterior measure is well-defined and Lipschitz continuous with respect to the data in the Hellinger metric. We also quantify the errors incurred by approximating the posterior measure in a finite dimensional space. This is joint work with Stephen Harris and Andrew Stuart.

There are nontrivial solutions of the incompressible Euler equations which are compactly supported in space and time. If they were to model the motion of a real fluid, we would see it suddenly start moving after staying at rest for a while, without any action by an external force. There are C1 isometric embeddings of a fixed flat rectangle in arbitrarily small balls of the three dimensional space. You should therefore be able to put a fairly large piece of paper in a pocket of your jacket without folding it or crumpling it. I will discuss the corresponding mathematical theorems, point out some surprising relations and give evidences that, maybe, they are not merely a mathematical game.

The static two price economy of conic finance is first employed to

define capital, profit, and subsequently return and leverage. Examples

illustrate how profits are negative on claims taking exposure to loss

and positive on claims taking gain exposure. It is argued that though

markets do not have preferences or objectives of their own, competitive

pressures lead markets to become capital minimizers or leverage

maximizers. Yet within a static context one observes that hedging

strategies must then depart from delta hedging and incorporate gamma

adjustments. Finally these ideas are generalized to a dynamic context

where for dynamic conic finance, the bid and ask price sequences are

seen as nonlinear expectation operators associated with the solution of

particular backward stochastic difference equations (BSDE) solved in

discrete time at particular tenors leading to tenor specific or

equivalently liquidity contingent pricing. The drivers of the associated

BSDEs are exhibited in complete detail.

   I will present a decidability result for theories of large fields of algebraic numbers, for example certain subfields of the field of totally real algebraic numbers. This result has as special cases classical theorems of Jarden-Kiehne, Fried-Haran-Völklein, and Ershov.

   The theories in question are axiomatized by Galois theoretic properties and geometric local-global principles, and I will point out the connections with the seminal work of Ax on the theory of finite fields.

Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this talk, two commonly used SSAs will be studied. The first SSA is an on-lattice model described by the reaction-diffusion master equation. The second SSA is an off-lattice model based on the simulation of Brownian motion of individual molecules and their reactive collisions. The connections between SSAs and the deterministic models (based on reaction-diffusion PDEs) will be presented. I will consider chemical reactions both at a surface and in the bulk. I will show how the "microscopic" parameters should be chosen to achieve the correct "macroscopic" reaction rate. This choice is found to depend on which SSA is used. I will also present multiscale algorithms which use models with a different level of detail in different parts of the computational domain.

We consider the iterative solution of large sparse linear least squares (LS) problems. Specifically, we focus on the design and implementation of reliable stopping criteria for the widely-used algorithm LSQR of Paige and Saunders. First we perform a backward perturbation analysis of the LS problem. We show why certain projections of the residual vector are good measures of convergence, and we propose stopping criteria that use these quantities. These projections are too expensive to compute to be used directly in practice. We show how to estimate them efficiently at every iteration of the algorithm LSQR. Our proposed stopping criteria can therefore be used in practice.

This talk is based on joint work with Xiao-Wen Chang, Chris Paige, Pavel Jiranek, and Serge Gratton.

I will first introduce and motivate the notion of 'homological stability' for a sequence of spaces and maps. I will then describe a method of proving homological stability for configuration spaces of n unordered points in a manifold as n goes to infinity (and applications of this to sequences of braid groups). This method also generalises to the situation where the configuration has some additional local data: a continuous parameter attached to each point.

However, the method says nothing about the case of adding global data to the configurations, and indeed such configuration spaces rarely do have homological stability. I will sketch a proof -- using an entirely different method -- which shows that in some cases, spaces of configurations with additional global data do have homological stability. Specifically, this holds for the simplest possible global datum for a configuration: an ordering of the points up to even permutations. As a corollary, for example, this proves homological stability for the sequence of alternating groups.

Many problems in computer science can be modelled as metric spaces, whereas for mathematicians they are more likely to appear as the opening question of a second year examination. However, recent interesting results on the geometry of finite metric spaces have led to a rethink of this position. I will describe some of the work done and some (hopefully) interesting and difficult open questions in the area.

We first present the localized virtual cycles by cosections of obstruction sheaves constructed by Kiem and Li. This construction has two kinds of applications: one is define invariants for non-proper moduli spaces; the other is to reduce the obstruction classes. We will present two recent applications of this construction: one is the Gromov-Witten invariants of stable maps with fields (joint work with Chang); the other is studying Donaldson-Thomas invariants of Calabi-Yau threefolds (joint work with Kiem).

We first present the localized virtual cycles by cosections of obstruction sheaves constructed by Kiem and Li. This construction has two kinds of applications: one is define invariants for non-proper moduli spaces; the other is to reduce the obstruction classes. We will present two recent applications of this construction: one is the Gromov-Witten invariants of stable maps with fields (joint work with Chang); the other is studying Donaldson-Thomas invariants of Calabi-Yau threefolds (joint work with Kiem).

Abstract: Flagella and cilia are ubiquitous in biology as a means of motility and critical for male gametes migration in reproduction, to mucociliary clearance in the lung, to the virulence of devastating parasitic pathogens such as the Trypanosomatids, to the filter feeding of the choanoflagellates, which are constitute a critical link in the global food chain. Despite this ubiquity and importance, the details of how the ciliary or flagellar waveform emerges from the underlying mechanics and how the cell, or the environs, may control the beating pattern by regulating the axoneme is far from fully understood. We demonstrate in this talk that mechanics and modelling can be utilised to interpret observations of axonemal dynamics, swimming trajectories and beat patterns for flagellated motility impacts on the science underlying numerous areas of reproductive health, disease and marine ecology. It also highlights that this is a fertile and challenging area of inter-disciplinary research for applied mathematicians and demonstrates the importance of future observational and theoretical studies in understanding the underlying mechanics of these motile cell appendages.

The purpose of this talk is to provide a large class of examples of large initial data which gives rise to a global smooth solution. We shall explain what we mean by large initial data. Then we shall explain the concept of slowly varying function and give some flavor of the proofs of global existence.

The signature of the path is an essential object in rough path theory which takes value in tensor algebra and it is anticipated that the expected signature of Brownian motion might characterize the rough path measure of Brownian path itself. In this presentation we study the expected signature of a Brownian path in a Bananch space E stopped at the first exit time of an arbitrary regular domain, although we will focus on the case E=R^{2}. We prove that such expected signature of Brownian motion should satisfy one particular PDE and using the PDE for the expected signature and the boundary condition we can derive each term of expected signature recursively. We expect our method to be generalized to higher dimensional case in R^{d}, where d is an integer and d >= 2.

All this is related to my ongoing research projects with Chris Douglas and Arthur Bartels, in which we investigate conformal nets from a category
theoretical
perspective.