Past

(based on joint work with Helen Haworth, William Shaw, and Ben Hambly)

The simulation of multi-name credit derivatives raises significant challenges, among others from the perspective of dependence modelling, calibration, and computational complexity. Structural models are based on the evolution of firm values, often modelled by market and idiosyncratic factors, to create a rich correlation structure. In addition to this, we will allow for contagious effects, to account for the important scenarios where the default of a number of companies has a time-decaying impact on the credit quality of others. If any further evidence for the importance of this was needed, the recent developments in the credit markets have furnished it. We will give illustrations for small n-th-to-default baskets, and propose extensions to large basket credit derivatives by exploring the limit for an increasing number of firms

It is well known that the three dimensional, incompressible Navier-Stokes equations have a unique, global solution provided the initial data is small enough in a scale invariant space (say L3 for instance). We are interested in finding examples for which no smallness condition is imposed, but nevertheless the associate solution is global and unique. The examples we will present are due to collaborations with Jean-Yves Chemin, and with Marius Paicu.

As a small step towards an understanding of the relationship of the two fields in the title, I will present a uniformness result for embeddings of finitely generated, virtually free groups as cocompact, discrete subgroups in totally disconnected, locally compact groups.

Modern molecular biology research produces data on a massive scale. This

data

is predominantly high-dimensional, consisting of genome-wide measurements of

the transcriptome, proteome and metabalome. Analysis of these data sets

often

face the additional problem of having small sample sizes, as experimental

data

points may be difficult and expensive to come by. Many analysis algorithms

are

based upon estimating the covariance structure from this high-dimensional

small sample size data, with the consequence that the eigenvalues and eigenvectors

of

the estimated covariance matrix are markedly different from the true values.

Techniques from statistical physics and Random Matrix Theory allow us to

understand how these discrepancies in the eigenstructure arise, and in

particular locate the phase transition points where the eigenvalues and

eigenvectors of the estimated covariance matrix begin to genuinely reflect

the

underlying biological signals present in the data. In this talk I will give

a

brief non-specialist introduction to the biological background motivating

the

work and highlight some recent results obtained within the statistical

physics

approach.

Multi-well relaxation problem emerges e.g. in characterising effective properties of composites and in phase transformations. This is a nonlinear problem and one approach uses its reformulation in Fourier space, known in the theory of composites as Hashin-Shtrikman approach, adapted to nonlinear composites by Talbot and Willis. Characterisation of admissible mixtures, subjected to appropriate differential constraints, leads to a quasiconvexification problem. The latter is equivalently reformulated in the Fourier space as minimisation with respect to (extremal points of) H-measures of characteristic functions (Kohn), which in a sense separates the microgeometry of mixing from the differential constraints. For three-phase mixtures in 3D we obtain a full characterisation of certain extremal H-measures. This employs Muller's Haar wavelet expansion estimates in terms of Riesz transform to establish via the tools of harmonic analysis weak lower semicontinuity of certain functionals with rank-2 convex integrands. As a by-product, this allows to fully solve the problem of characterisation of quasiconvex hulls for three arbitrary divergence-free wells. We discuss the applicability of the results to problems with other kinematic constraints, and other generalisations. Joint work with Mariapia Palombaro, Leipzig.

Let u be a vector field on a bounded domain in R^3. The absolute boundary condition states that both the normal part of u and the tangential part of curl(u) vanish on the boundary. After motivating the use of this condition in the context of the Navier Stokes equation, we prove local (in time) existence with this boundary behaviour. This work is together with Dr. Z. Qian and Prof. G. Q. Chen, Northwestern University.

We will analyze the convergence of the spectrum of large random graphs to the spectrum of a limit infinite graph. These results will be applied to graphs converging locally to trees and derive a new formula for the Stieljes transform of the spectral measure of such graphs. We illustrate our results on the uniform regular graphs, Erdos-Renyi graphs and graphs with prescribed degree distribution. We will sketch examples of application for weighted graphs, bipartite graphs and the uniform spanning tree of n vertices. If time allows, we will discuss related open problems. This is a joint work with Marc Lelarge (INRIA & Ecole Normale Supérieure).

A tree-rooted map is a planar map together with a

distinguished spanning tree. In the sixties, Mullin proved that the

number of tree-rooted maps with $n$ edges is the product $C_n C_{n+1}$

of two consecutive Catalan numbers. We will present a bijection

between tree-rooted maps (of size $n$) and pairs made of two trees (of

size $n$ and $n+1$ respectively) explaining this result.

Then, we will show that our bijection generalizes a correspondence by

Schaeffer between quandrangulations and so-called \emph{well labelled

trees}. We will also explain how this bijection can be used in order

to count bijectively several classes of planar maps

In many dispersed multiphase flows droplets, bubbles and particles move and disappear due to a phase change. Practical examples include fuel droplets evaporating in a hot gas, vapour bubbles condensing in subcooled liquids and ice crystals melting in water. After these `bodies' have disappeared, they leave behind a remnant `ghost' vortex as an expression of momentum conservation.

A general framework is developed to analyse how a ghost vortex is generated. A study of these processes is incomplete without a detailed discussion of the concept of momentum for unbounded flows. We show how momentum can be defined unambiguously for unbounded flows and show its connection with other expressions, particularly that of Lighthill (1986). We apply our analysis to interpret new observations of condensing vapour bubble and discuss droplet evaporation. We show that the use of integral invariants, widely applied in turbulence, introduces a new perspective to dispersed multiphase flows

Abstract: We consider deformations of torsion-free $ G_2 $ structures, defined by the $ G_2 $-invariant 3-form $ \phi $ and compute the expansion of the Hodge star of $ \phi $ to fourth order in the deformations of $ \phi $. By considering M-theory compactified on a $ G_2 $ manifold, the $ G_2 $ moduli space is naturally complexified, and we get a Kahler metric on it. Using the expansion of the Hodge star of $ \phi $ we work out the full curvature of this metric and relate it to the Yukawa coupling.

Fracture mechanics is a significant scientific field of great practical importance. Recently the subject has been invigorated by a number of important accomplishments. From the viewpoint of fundamental science there have been interesting new developments aimed at understanding fracture at the atomic scale; simultaneously, active research programmes have focussed on mathematical modelling, experimentation and computation at macroscopic scales. The workshop aims to examine various different approaches to the modelling, analysis and computation of fracture. The programme will allow time for discussion.

Invited speakers include:

Andrea Braides (Università di Roma II, Italy)

Adriana Garroni (Università di Roma, “La Sapienza”, Italy)

Christopher Larsen (Worcester Polytechnic Institute, USA)

Matteo Negri (Università di Pavia, Italy)

Robert Rudd (Lawrence Livermore National Laboratory, USA)

I will explain the connection between Shelah's recent notion of strongly dependent theories and finite weight in simple theories. The connecting notion of a strong theory is new, but implicit in Shelah's book. It is related to absence of the tree property of the second kind in a similar way as supersimplicity is related to simplicity and strong dependence to NIP.