Past

We show that data assimilation using four-dimensional variation

(4DVar) can be interpreted as a form of Tikhonov regularisation, a

familiar method for solving ill-posed inverse problems. It is known from

image restoration problems that $L_1$-norm penalty regularisation recovers

sharp edges in the image better than the $L_2$-norm penalty

regularisation. We apply this idea to 4DVar for problems where shocks are

present and give some examples where the $L_1$-norm penalty approach

performs much better than the standard $L_2$-norm regularisation in 4DVar.

We will present a physical motivation of the SYZ conjecture and try to understand the conjecture via calibrated geometry. We will define calibrated submanifolds, and also give sketch proofs of some properties of the moduli space of special Lagrangian submanifolds. The talk will be elementary and accessible to a broad audience.

The Alexander polynomial of a link was the first link polynomial. We give some ways of defining this much-studied invariant, and derive some of its properties.

I will show that generating functions for certain non-compact Calabi-Yau 3-folds are modular forms. This is joint work with Hiroshi Iritani.

The famous theorem of Szemerédi says that for any natural number $k$ and any $a>0$ there exists $n$ such that if $N\ge n$ then any subset $A$ of the set $[N] =\{1, 2,\ldots , N\}$ of size $|A| \ge a N$ contains an arithmetic progression of length $k$. We consider the question of when such a theorem holds in a random set. More precisely, we say that a set $X$ is $(a, k)$-Szemerédi if every subset $Y$ of $X$ that contains at least $a|X|$ elements contains an arithmetic progression of length $k$. Let $[N]_p$ be the random set formed by taking each element of $[N]$ independently with probability $p$. We prove that there is a threshold at about $p = N^{-1/(k-1)}$ where the probability that $[N]_p$ is $(a, k)$-Szemerédi changes from being almost surely 0 to almost surely 1.

There are many other similar problems within combinatorics. For example, Turán’s theorem and Ramsey’s theorem may be relativised, but until now the precise probability thresholds were not known. Our method seems to apply to all such questions, in each case giving the correct threshold. This is joint work with Tim Gowers.

I will show that generating functions for certain non-compact

Calabi-Yau 3-folds are modular forms. This is joint work with Hiroshi

Iritani.

We consider Einstein-scalar field Lichnerowicz equations in the positive case in compact Riemannian manifolds. We discuss existence and stability issues for these equations

Let $X$ be a smooth hypersurface in projective space over a field $K$ of characteristic zero and let $U$ denote the open complement. Then the elements of the algebraic de Rham cohomology group $H_{dR}^n(U/K)$ can be represented by $n$-forms of the form $Q \Omega / P^k$ for homogeneous polynomials $Q$ and integer pole orders $k$, where $\Omega$ is some fixed $n$-form. The problem of finding a unique representative is computationally intensive and typically based on the pre-computation of a Groebner basis. I will present a more direct approach based on elementary linear algebra. As presented, the method will apply to diagonal hypersurfaces, but it will clear that it also applies to families of projective hypersurfaces containing a diagonal fibre. Moreover, with minor modifications the method is applicable to larger classes of smooth projective hypersurfaces.

ABSTRACT "We give a short introduction to randomwalk in random environment

(RWRE) and some open problems connected to RWRE.

Then, in dimension larger than or equal to four we studyballisticity conditions and their interrelations. For this purpose, we dealwith a certain class of ballisticity conditions introduced by Sznitman anddenoted $(T)_\gamma.$ It is known that they imply a ballistic behaviour of theRWRE and are equivalent for parameters $\gamma \in (\gamma_d, 1),$ where$\gamma_d$ is a constant depending on the dimension and taking values in theinterval $(0.366, 0.388).$ The conditions $(T)_\gamma$ are tightly interwovenwith quenched exit estimates.

As a first main result we show that the conditions are infact equivalent for all parameters $\gamma \in (0,1).$ As a second main result,we prove a conjecture by Sznitman concerning quenched exit estimates.

Both results are based on techniques developed in a paperon slowdowns of RWRE by Noam Berger.

(joint work with Alejandro Ram\'{i}rez)"

We investigate a class of weakly interactive particle systems with absorption. We assume that the coefficients in our model depend on an "absorbing" factor and prove the existence and uniqueness of the proposed model. Then we investigate the convergence of the empirical measure of the particle system and derive the Stochastic PDE satisfied by the density of the limit empirical measure. This result can be applied to credit modelling. This is a joint work with Dr. Ben Hambly.

TBA

This paper models a firm’s rollover risk generated by con.ict of interest between debt and equity holders. When the firm faces losses in rolling over its maturing debt, its equity holders are willing to absorb the losses only if the option value of keeping the firm alive justifies the cost of paying off the maturing debt. Our model shows that both deteriorating market liquidity and shorter debt maturity can exacerbate this externality and cause costly firm bankruptcy at higher fundamental thresholds. Our model provides implications on liquidity- spillover effects, the flight-to-quality phenomenon, and optimal debt maturity structures.

Trevor Wishart writes "I realise 'irrational' means something very specific to a mathematician, and I'm not using the word in that sense."

Abstract:

Trevor Wishart will discuss the use of Digital Signal Processing as a tool in musical composition, ranging from the application of standard analysis procedures (e.g. windowed Fourier Transforms), and common time-domain methods (Brassage), to more unconventional approaches (e.g. waveset distortion, spectral tracing, iterative-extension). He will discuss the algorithms involved and illustrate his talk with musical examples taken from his own work.

This workshop is linked to a musical performance of "Two Women" and "Globalalia" by Trevor Wishart in the Jacqueline du Pre concert hall that evening (5th Feb) at 8pm as part of the Music Department's "New Music Forum". Tickets are £12 (or £8 concession) but if you are interested please let me know (Rebecca Gower, @email or 152312) as we may be able to negotiate a much lower price for members of the Mathematical Institute in a group associated with his workshop.

Trevor will also be giving two lectures in the Denis Arnold Hall, Faculty of Music on the 3rd and 4th Feb which are open to the public and admission is free.

I will discuss the special properties of dimension groups obtained by model-theoretic forcing

The FPU lattice is a coupled system of ordinary differential equations in which each atom in a chain is coupled to its nearest neighbour by way of a nonlinear spring.

After summarising the properties of travelling waves (kinks) we use asymptotic analysis to describe more complicate envelope solutions (breathers). The interaction of breathers and kinks will then be analysed. If time permits, the method will be extended to two-dimensional lattices.

tba