Thu, 27 Nov 2008

16:00 - 17:00
L3

Linear equations over multiplicative groups in positive characteristic, sums of recurrences, and ergodic mixing

David Masser
(Basel)
Abstract
Solving completely $x+y-z=1$ in unknowns taken from the group generated by a variable $t$ with $1-t$ over a finite field is not so easy as might be expected. We present a generalization to arbitrary linear varieties and finitely generated groups (keywords effective Mordell-Lang). We also mention applications to (a) solving equations like $u_n+v_m+w_l+f_k=0$ in $n,m,l,k$ for given recurrences $u,v,w,f$; and to (b) finding the smallest order of non-mixing of a given algebraic ${\bf Z}^s$-action. This is joint work with Harm Derksen.

Thu, 27 Nov 2008

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Topology Optimisation: Achievements and Challenges

Dr. Alicia Kim
(University of Bath)
Abstract

As research in topology optimisation has reached a level of maturity, two main classes of methods have emerged and their applications to real engineering design in industry are increasing. It has therefore become important to identify the limitations and challenges in order to ensure that topology optimisation is appropriately employed during the design process whilst research may continue to offer a more reliable and fast design tool to engineers.

The seminar will begin by introducing the topology optimisation problem and the two popular finite element based approaches. A range of numerical methods used in the typical implementations will be outlined. This will form the basis for the discussion on the short-comings and challenges as an easy-to-use design tool for engineers, particularly in the context of reliably providing the consistent optimum solutions to given problems with minimum a priori information. Another industrial requirement is a fast solution time to easy-to-set-up problems. The seminar will present the recent efforts in addressing some of these issues and the remaining challenges for the future.

Thu, 27 Nov 2008

13:30 - 14:30
Gibson 1st Floor SR

Topology of Robot Motion Planning

Michael Farber
(University of Durham)
Abstract

I will describe a topological approach to the motion planning problem of

robotics which leads to a new homotopy invariant of topological spaces

reflecting their "navigational complexity". Technically, this invariant is

defined as the genus (in the sense of A. Schwartz) of a specific fibration.

Thu, 27 Nov 2008

13:00 - 14:00
DH 1st floor SR

Constrained portfolio optimisation via martingale techniques: on Azema- Yor processes as solutions to SDEs.

Jan Obloj
Abstract

I consider the problem of maximising the final utility of a portfolio which is constrained to satisfy the draw-down condition, i.e. the current value of the portfolio can not drop below a pre-specified funciton of its running maximum. It turns out that martingale techniques yield an explicit and rather elegant solution. The so- called Azema-Yor processes appear naturally and I take some time to introduce this class and discuss some of their remarkable properties.

In particular, I show how they can be characterised as (unique,

strong) solutions to SDEs called the Bachelier Eq and the Draw-Down Eq.

The talk is based (in particular) on a joint work with L. Carraro, N.

El Karoui and A. Meziou.

Thu, 27 Nov 2008

12:00 - 13:00
SR1

Introduction to Deformation Theory

Martijn Kool
(Oxford)
Abstract

In this talk I will discuss some elementary notions of deformation theory in algebraic geometry like Schlessinger's Criterion. I will describe obstructions and deformations of sheaves in detail and will point out relations to moduli spaces of sheaves.

Thu, 27 Nov 2008

11:00 - 12:30
DH 3rd floor SR

Numerical methods for finding periodic solutions of dynamical systems

Prof. Divakar Viswanath
(University of Michigan, USA)
Abstract

Recurrences have been central to the study of dynamical

systems ever since the inception of the subject. Periodic solutions

make the notion of recurrences exact. The Lorenz attractor is the best

known example of a strange attractor and we will describe a method to

find periodic solutions that lie on it. Additionally, we will consider

a turbulent channel flow and describe the computation of time periodic

solutions using nearly $300,000$ degrees of freedom to represent the

velocity field.

Wed, 26 Nov 2008

13:30 - 14:30
Gibson 1st Floor SR

Variational Methods in Nonlinear Schroedinger Equations

Eduard Kirr
(University of Illinois at Urbana Champaign, USA)
Abstract

The talk will survey old and recent applications of variational techniques in studying the existence, stability and bifurcations of time harmonic, localized in space solutions of the nonlinear Schroedinger equation (NLS). Such solutions are called solitons, when the equation is space invariant, and bound-states, when it is not. Due to the Hamiltonian structure of NLS, solitons/bound-states can be characterized as critical points of the energy functional restricted to sets of functions with fixed $L^2$ norm.

In general, the energy functional is not convex, nor is the set of functions with fixed $L^2$ norm closed under weak convergence. Hence the standard variational arguments fail to imply existence of global minimizers. In addition for ``critical" and ``supercritical" nonlinearities the restricted energy functional is not bounded from below. I will first review the techniques used to overcome these drawbacks.

Then I will discuss recent results in which the characterizations of bound-states as critical points (not necessarily global minima) of the restricted energy functional is used to show their orbital stability/instability with respect to the nonlinear dynamics and symmetry breaking phenomena as the $L^2$ norm of the bound-state is varied.

Tue, 25 Nov 2008

17:00 - 18:00
L2

On the abstract images of profinite groups

Nikolay Nikolov
(Imperial College)
Abstract

I will discuss the following

Conjecture B: Finitely generated abstract images of profinite groups are finite.

I will explain how it relates to the width of words and conjugacy classes in finite groups. I will indicate a proof in the special case of 'non-universal' profinite groups and propose several directions for future work.

This conjecture arose in my discussions with various participants of a workshop in Blaubeuren in May 2007 for which I am grateful. (You know who you are!)

Tue, 25 Nov 2008

14:30 - 15:30
L3

Testing expansion in bounded degree graphs really fast

Artur Czumaj
(Warwick)
Abstract

In the first part of the talk we will introduce the notion of property testing and briefly discuss some results in testing graph properties in the framework of property testing.

Then, we will discuss a recent result about testing expansion in bounded degree graphs. We focus on the notion of vertex-expansion:   \newline an $a$-expander is a graph $G = (V,E)$ in which every subset $U$ of $V$ of at most $|V|/2$ vertices has a neighborhood of size at least $a|U|$. Our main result is that one can distinguish good expanders from graphs that are far from being weak expanders in time approximately $O(n^{1/2})$.

We design a property testing algorithm that accepts every $a$-expander with probability at least 2/3 and rejects every graph that is $\epsilon$-far from an $a^*$-expander with probability at least 2/3, where $a^* = O(a^2/(d^2 log(n/\epsilon)))$, $d$ is the maximum degree of the graphs, and a graph is called $\epsilon$-far from an $a^*$-expander if one has to modify (add or delete) at least $\epsilon d n$ of its edges to obtain an $a^*$-expander. The algorithm assumes the bounded-degree graphs model with adjacency list graph representation and its running time is $O(d^2 n^{1/2} log(n/\epsilon)/(a^2 \epsilon^3))$.

This is a joint work with Christian Sohler.

Mon, 24 Nov 2008
17:00

Mathematical Modeling In Medicine, Sports and Technology

Professor Alfio Quarteroni
(l'École Polytechnique Fédérale de Lausanne)
Abstract

In the Gulbenkian Lecture Theatre, St Cross Building, Manor Road.

Tea will be available in the Arumugam Building, St. Catherine's College, from 4.15pm.

Mon, 24 Nov 2008
15:45
Oxford-Man Institute

Random walks in random environment on "Z"

Prof. Nathanael Enriquez
(Paris X)
Abstract

We consider transient random walks in random environment on Z with zero asymptotic speed. In a seminal paper, Kesten, Kozlov and Spitzer proved that the hitting time of the level "n" converges in law, after a proper normalization, towards a positive stable law, but the question of the description of its parameter was left open since that time. A new approach to this problem, based on a precise description of Sinai's potential, leads to a complete characterization of this stable law, making a tight link with Kesten's renewal series. The case of Dirichlet environment turns out to be remarkably explicit. Quenched results on this model will be presented if time permits.

Mon, 24 Nov 2008
14:15
Oxford-Man Institute

Numerical Solution of Stochastic Differential Equations Evolving on Manifolds

Dr. Anke Wiese
(Heriot-Watt University)
Abstract

We present numerical schemes for nonlinear stochastic differential equations whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action and subsequently to the corresponding Lie algebra.

We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. They become stochastic Lie group integrator schemes if we use Munthe-Kaas methods as the underlying ordinary differential integrator. Lastly, we demonstrate our methods by presenting some numerical examples