15:15
15:15
14:15
14:15
Continuous-Time Mean-Variance Portfolio Selection with Proportional Transaction Costs
14:00
Cycles from resonant amplification of demographic stochasticity
10:00
Aerodynamic modulation noise from wind turbines Ice protection for gasholders
16:30
16:15
New Searches for sub-gravitational forces
Abstract
I will describe how atom interferometry can be used to set limits on beyond the Standard Model forces.
A Primal-Dual Augmented Lagrangian
Abstract
A new primal-dual augmented Lagrangian merit function is proposed that may be minimized with respect to both the primal and dual variables. A benefit of this approach is that each subproblem may be regularized by imposing explicit bounds on the dual variables. Two primal-dual variants of classical primal methods are given: a primal-dual bound constrained Lagrangian (pdBCL) method and a primal-dual l1 linearly constrained Lagrangian (pdl1-LCL) method.
Why did Lie Invent Lie Groups?
Abstract
This talk will be about the systematic simplification of differential equations.
After giving a geometric reformulation of the concept of a differential equation using prolongations, I will show how we can prolong group actions relatively easily at the level of Lie algebras. I will then discuss group-invariant solutions.
The key example will be the heat equation.
<strong>(Note unusual day)</strong> Bows and Quivers: Instantons on ALF Spaces
Abstract
17:00
Twisted sums of Banach spaces and the difference property
16:30
16:30
A new tool for asymptotic enumeration: the Lovasz Local Lemma?
Abstract
15:45
OxMOS lecture - Bifurcation Theory II
Abstract
15:45
The continuous limit of random planar maps
Abstract
We discuss the convergence in distribution of rescaled random planar maps viewed as random metric spaces. More precisely, we consider a random planar map M(n), which is uniformly distributed over the set of all planar maps with n faces in a certain class. We equip the set of vertices of M(n) with the graph distance rescaled by the factor n to the power 1/4. We then discuss the convergence in distribution of the resulting random metric spaces as n tends to infinity, in the sense of the Gromov-Hausdorff distance between compact metric spaces. This problem was stated by Oded Schramm in his plenary address paper at the 2006 ICM, in the special case of triangulations.
In the case of bipartite planar maps, we first establish a compactness result showing that a limit exists along a suitable subsequence. Furthermore this limit can be written as a quotient space of the Continuum Random Tree (CRT) for an equivalence relation which has a simple definition in terms of Brownian labels attached to the vertices of the CRT. Finally we show that any possible limiting metric space is almost surely homomorphic to the 2-sphere. As a key tool, we use bijections between planar maps and various classes of labelled trees.
14:15
Slow energy dissipation in anharmonic chains
Abstract
We study the dynamic of a very simple chain of three anharmonic oscillators with linear nearest-neighbour couplings. The first and the last oscillator furthermore interact with heat baths through friction and noise terms. If all oscillators in such a system are coupled to heat baths, it is well-known that under relatively weak coercivity assumptions, the system has a spectral gap (even compact resolvent) and returns to equilibrium exponentially fast. It turns out that while it is still possible to show the existence and uniqueness of an invariant measure for our system, it returns to equilibrium much slower than one would at first expect. In particular, it no longer has compact resolvent when the potential of the oscillators is quartic and the spectral gap is destroyed when it grows even faster.