Tue, 26 May 2009

15:45 - 16:45
L3

Gluing constructions of special Lagrangian cones

Nicos Kapouleas
(Brown University)
Abstract

I will survey the recent work of Haskins and myself constructing new special Lagrangian cones in ${\mathbb C}^n$

for all $n\ge3$ by gluing methods. The link (intersection with the unit sphere ${\cal S}^{2n-1}$) of a special Lagrangian cone is a special Legendrian $(n-1)$-submanifold. I will start by reviewing the geometry of the building blocks used. They are rotationally invariant under the action of $SO(p)\times SO(q)$ ($p+q=n$) special Legendrian $(n-1)$-submanifolds of ${\cal S}^{2n-1}$. These we fuse (when $p=1$, $p=q$) to obtain more complicated topologies. The submanifolds obtained are perturbed to satisfy the special Legendrian condition (and their cones therefore the special Lagrangian condition) by solving the relevant PDE. This involves understanding the linearized operator and its small eigenvalues, and also ensuring appropriate decay for the solutions.

Tue, 26 May 2009

14:30 - 15:30
L3

Hamilton cycles in random geometric graphs

Mark Walters
(QMUL)
Abstract

The Gilbert model of a random geometric graph is the following: place points at random in a (two-dimensional) square box and join two if they are within distance $r$ of each other. For any standard graph property (e.g.  connectedness) we can ask whether the graph is likely to have this property.  If the property is monotone we can view the model as a process where we place our points and then increase $r$ until the property appears.  In this talk we consider the property that the graph has a Hamilton cycle.  It is obvious that a necessary condition for the existence of a Hamilton cycle is that the graph be 2-connected. We prove that, for asymptotically almost all collections of points, this is a sufficient condition: that is, the smallest $r$ for which the graph has a Hamilton cycle is exactly the smallest $r$ for which the graph is 2-connected.  This work is joint work with Jozsef Balogh and B\'ela Bollob\'as

Tue, 26 May 2009

12:00 - 13:00
L3

Vortex Geometry

Nick Manton (DAMTP, Cambridge)
Mon, 25 May 2009
15:45
Oxford-Man Institute

TBA

Philippe Marchal
Mon, 25 May 2009
14:15
Oxford-Man Institute

Long time/weak friction asymptotics for the Langevin equation in a periodic potential.

Greg Pavliotis
Abstract

In this talk we will review some recent results on the long-time/large-scale, weak-friction asymptotics for the one dimensional Langevin equation with a periodic potential. First we show that the Freidlin-Wentzell and central limit theorem (homogenization) limits commute. We also show that, in the combined small friction, long-time/large-scale limit the particle position converges weakly to a Brownian motion with a singular diffusion coefficient which we compute explicitly. Furthermore we prove that the same result is valid for a whole one parameter family of space/time rescalings. We also present a new numerical method for calculating the diffusion coefficient and we use it to study the multidimensional problem and the problem of Brownian motion in a tilted periodic potential.

Mon, 25 May 2009

12:00 - 13:00
L3

Cybersusy--a new mechanism for supersymmetry breaking in the standard supersymmetric mode

John Dixon
Abstract
Abstract: Cybersusy is a new approach to supersymmetry breaking, based on the BRS cohomology of composite operators in the supersymmetric standard model (analyzed using spectral sequences). The cohomology generates a new kind of supersymmetry algebra and a new effective action.  When the gauge symmetry is broken (from the vacuum expectation value of a scalar field), supersymmetry breaking is also induced. Applied to the leptons, the result is consistent with experiment, and the vacuum energy remains zero, and no annoying mass sum rules are present.
Fri, 22 May 2009
14:15
DH 1st floor SR

Two and Twenty: what Incentives?

Paolo Guasoni
(Boston University)
Abstract

Hedge fund managers receive a large fraction of their funds' gains, in addition to the small fraction of funds' assets typical of mutual funds. The additional fee is paid only when the fund exceeds its previous maximum - the high-water mark. The most common scheme is 20 percent of the fund profits + 2 percent of assets.

To understand the incentives implied by these fees, we solve the portfolio choice problem of a manager with Constant Relative Risk Aversion and a Long Horizon, who maximizes the utility from future fees.

With constant investment opportunities, and in the absence of fixed fees, the optimal portfolio is constant. It coincides with the portfolio of an investor with a different risk aversion, which depends on the manager's risk aversion and on the size of the fees. This portfolio is also related to that of an investor facing drawdown constraints. The combination of both fees leads to a more complex solution.

The model involves a stochastic differential equation involving the running maximum of the solution, which is related to perturbed Brownian Motions. The solution of the control problem employs a verification theorem which relies on asymptotic properties of positive local martingales.

Joint work with Jan Obloj.

Thu, 21 May 2009
17:00
L3

Diamonds in Torsion of Abelian Varieties.

Moshe Jarden
(Tel Aviv)
Abstract

A theorem of Kuyk says that every Abelian extension of a

Hilbertian field is Hilbertian.

We conjecture that for an Abelian variety $A$ defined over

a Hilbertian field $K$

every extension $L$ of $K$ in $K(A_\tor)$ is Hilbertian.

We prove our conjecture when $K$ is a number field.

The proofs applies a result of Serre about $l$-torsion of

Abelian varieties, information about $l$-adic analytic

groups, and Haran's diamond theorem.

Thu, 21 May 2009

16:30 - 17:30
DH 1st floor SR

Localized structures in elastic sheets: From a ruck in a rug to flexible electronics

Dominic Vella
(Cambridge)
Abstract

An elastic sheet will buckle out of the plane when subjected to an in-plane compression. In the simplest systems the typical lengthscale of the buckled structure is that of the system itself but with additional physics (e.g. an elastic substrate) repeated buckles with a well-defined wavelength may be seen. We discuss two examples in which neither of these scenarios is realized: instead a small number of localized structures are observed with a size different to that of the system itself. The first example is a heavy sheet on a rigid floor - a ruck in a rug. We study the static properties of these rucks and also how they propagate when one end of the rug is moved quickly. The second example involves a thin film adhered to a much softer substrate. Here delamination blisters are formed with a well-defined size, which we characterize in terms of the material properties of the system. We then discuss the possible application of these model systems to real world problems ranging from the propagation of slip pulses in earthquakes to the manufacture of flexible electronic devices."

Thu, 21 May 2009

14:00 - 15:00
Comlab

Introduction to Quasicontinuum Methods: Formulation, Classification, Analysis

Dr. Christoph Ortner
(Computing Laboratory, Oxford)
Abstract

Quasicontinuum methods are a prototypical class of atomistic-to-continuum coupling methods. For example, we may wish to model a lattice defect (a vacancy or a dislocation) by an atomistic model, but the elastic far field by a continuum model. If the continuum model is consistent with the atomistic model (e.g., the Cauchy--Born model) then the main question is how the interface treatment affects the method.

In this talk I will introduce three of the main ideas how to treat the interface. I will explain their strengths and weaknesses by formulating the simplest possible non-trivial model problem and then simply analyzing the two classical concerns of numerical analysis: consistency and stability.

Thu, 21 May 2009

12:15 - 13:15
SR1

Universal moduli of parabolic bundles on stable curves

Dirk Schlueter
(Oxford)
Abstract

A parabolic bundle on a marked curve is a vector bundle with extra structure (a flag) in each of the fibres over the marked points, together with data corresponding to a choice of stability condition Parabolic bundles are natural generalisations of vector bundles when the base comes with a marking (for example, they partially generalise the Narasimhan-Seshadri correspondence between representations of the fundamental group and semistable vector bundles), but they also play an important role in the study of pure sheaves on nodal curves (which are needed to compactify moduli of vector bundles on stable curves). Consider the following moduli problem: pairs $(C,E)$ of smooth marked curves $C$

and semistable parabolic bundles $E\rightarrow C$. I will sketch a construction of projective moduli spaces which compactify the above moduli problem over the space of stable curves. I'll discuss further questions of interest, including strategies for understanding the cohomology of these moduli spaces, generalisations of the construction to higher-dimensional base schemes, and possible connections with Torelli theorems for parabolic vector bundles on marked curves.

Wed, 20 May 2009

15:00 - 16:00
Gibson 1st Floor SR

OxMOS Team Meeting

Y. Sengul, P. Pathmanathan
(Oxford)
Wed, 20 May 2009

11:30 - 12:30
ChCh, Tom Gate, Room 2

The abc conjecture and related topics

David Craven
(University of Oxford)
Abstract

We begin by proving the abc theorem for polynomial rings and looking at a couple of its consequences. We then move on to the abc conjecture and its equivalence with the generalized Szpiro conjecture, via Frey polynomials. We look at a couple of consequences of the abc conjecture, and finally consider function fields, where we introduce the abc theorem in that case.

Tue, 19 May 2009
18:00

"Kill All The Quants"?: Models vs. Mania In The Current Financial Crisis

Andrew W. Lo
(MIT)
Abstract

In the Said Business School

As the shockwaves of the financial crisis of 2008 propagate throughout the global economy, the "blame game" has begun in earnest, with some fingers pointing to the complexity of certain financial securities, and the mathematical models used to manage them. In this talk, I will review the evidence for and against this view, and argue that a broader perspective will show a much different picture.Blaming quantitative analysis for the financial crisis is akin to blaming F = MA for a fallen mountain climber's death. A more productive line of inquiry is to look deeper into the underlying causes of financial crisis, which ultimately leads to the conclusion that bubbles, crashes, and market dislocation are unavoidable consequences of hardwired human behavior coupled with free enterprise and modern capitalism. However, even though crises cannot be legislated away, there are many ways to reduce their disruptive effects, and I will conclude with a set of proposals for regulatory reform.