Fri, 29 Feb 2008
15:30
L2

The Modular Flow

Professor Etienne Ghys
(ENS Lyon)
Abstract

A lattice in the plane is a discrete subgroup in R^2 isomorphic to Z^2 ; it is unimodular if the area of the quotient is 1. The space of unimodular lattices is a venerable object in mathematics related to topology, dynamics and number theory. In this talk, I'd like to present a guided tour of this space, focusing on its topological aspect. I will describe in particular the periodic orbits of the modular flow, giving rise to beautiful "modular knots". I will show some animations

Fri, 29 Feb 2008
14:15
L3

Arithmetic in groups of piece-wise affine permutations of an interval

Alexey Muranov
(Lyon)
Abstract

Bardakov and Tolstykh have recently shown that Richard Thompson's group

$F$ interprets the Arithmetic $(\mathbb Z,+,\times)$ with parameters. We

consider a class of infinite groups of piecewise affine permutations of

an interval which contains all the three groups of Thompson and some

classical families of finitely presented infinite simple groups. We have

interpreted the Arithmetic in all the groups of this class. In particular

we have obtained that the elementary theories of all these groups are

undecidable. Additionally, we have interpreted the Arithmetic in $F$ and

some of its generalizations without parameters.

This is a joint work with Tuna Altınel.

Fri, 29 Feb 2008
13:15
DH 1st floor SR

In which Financial Markets do Mutual Fund Theorems hold true?

Walter Schachermayer
(Vienna)
Abstract

The Mutual Fund Theorem (MFT) is considered in a general semimartingale financial market S with a finite time horizon T, where agents maximize expected utility of terminal wealth. The main results are:

(i) Let N be the wealth process of the numéraire portfolio (i.e. the optimal portfolio for the log utility). If any path-independent option with maturity T written on the numéraire portfolio can be replicated by trading only in N and the risk-free asset, then the (MFT) holds true for general utility functions, and the numéraire portfolio may serve as mutual fund. This generalizes Merton’s classical result on Black-Merton-Scholes markets.

Conversely, under a supplementary weak completeness assumption, we show that the validity of the (MFT) for general utility functions implies the replicability property for options on the numéraire portfolio described above.

(ii) If for a given class of utility functions (i.e. investors) the

(MFT) holds true in all complete Brownian financial markets S, then all investors use the same utility function U, which must be of HARA type.

This is a result in the spirit of the classical work by Cass and Stiglitz.

Fri, 29 Feb 2008
13:00
L3

Self-simplification and 0-1 laws in multiscale reaction networks

Professor Alex Gorban
(University of Leicester)
Abstract

Multiscale ensembles of reaction networks with well separated constants are introduced and typical properties of such systems are studied. For any given ordering of reaction rate constants the explicit approximation of steady state, relaxation spectrum and related eigenvectors (``modes") is presented. The obtained multiscale approximations are computationally cheap and robust. Some of results obtained are rather surprising and unexpected. First of all is the zero-one asymptotic of eigenvectors (asymptotically exact lumping; but these asymptotic lumps could intersect). Our main mathematical tools are auxiliary discrete dynamical systems on finite sets and specially developed algorithms of ``cycles surgery"

for reaction graphs. Roughly speaking, the dynamics of linear multiscale networks transforms into the dynamics on finite sets of reagent names.

A.N. Gorban and O. Radulescu, Dynamic and static limitation in multiscale reaction networks, Advances in Chemical Engineering, 2008 (in press), arXiv e-print: http://arxiv.org/abs/physics/0703278

A.N. Gorban and O. Radulescu, Dynamical robustness of biological networks with hierarchical distribution of time scales, IET Syst.

Biol., 2007, 1, (4), pp. 238-246.

Thu, 28 Feb 2008
10:00
Gibson 1st Floor SR

" The Gamma-limit of a finite-strain Cosserat model for asymptotically thin domains versus a formal dimensional reduction."

Patrizio Neff
Abstract
We are concerned with the derivation of the Γ-limit to a three dimensional geometrically exact Cosserat model as the relative thickness h > 0 of a at domain tends to zero. The Cosserat bulk model involves already exact rotations as a second independent field and this model is meant to describe defective elastic crystals liable to fracture under shear.
It is shown that the Γ-limit based on a natural scaling assumption con- sists of a membrane like energy contribution and a homogenized transverse shear energy both scaling with h, augmented by an additional curvature stiffness due to the underlying Cosserat bulk formulation, also scaling with h. No specific bending term appears in the dimensional homogenization process. The formulation exhibits an internal length scale Lc which sur- vives the homogenization process. A major technical difficulty, which we encounter in applying the Γ-convergence arguments, is to establish equi- coercivity of the sequence of functionals as the relative thickness h tends to zero. Usually, equi-coercivity follows from a local coerciveness assump- tion. While the three-dimensional problem is well-posed for the Cosserat couple modulus μc ≥ 0, equi-coercivity forces us to assume a strictly pos- itive Cosserat couple modulus μc > 0. The Γ-limit model determines the midsurface deformation m ∈ H1,2(ω;R3). For the case of zero Cosserat couple modulus μc= 0 we obtain an estimate of the Γ - lim inf and Γ - lim sup, without equi-coercivity which is then strenghtened to a Γ- convergence result for zero Cosserat couple modulus. The classical linear Reissner-Mindlin model is "almost" the linearization of the Γ-limit for μc = 0 apart from a stabilizing shear energy term.
Thu, 28 Feb 2008

10:00 - 11:00
Gibson 1st Floor SR

The $\Gamma$-limit of a finite-strain Cosserat model for asymptotically thin domains versus a formal dimensional reduction

Patrizo Neff
(University of Essen & T.U. Darmstadt)
Abstract

We are concerned with the derivation of the $\Gamma$-limit to a three-dimensional geometrically exact

Cosserat model as the relative thickness $h>0$ of a flat domain tends to zero. The Cosserat bulk model involves

already exact rotations as a second independent field and this model is meant to describe defective elastic crystals liable to fracture under shear.

It is shown that the $\Gamma$-limit based on a natural scaling assumption

consists of a membrane like energy contribution and a homogenized transverse shear energy both scaling with $h$,

augmented by an additional curvature stiffness due to the underlying Cosserat bulk formulation, also scaling with $h$.

No specific bending term appears in the dimensional homogenization process. The formulation

exhibits an internal length scale $L_c$ which survives the homogenization process.

%

A major technical difficulty, which we encounter in applying the $\Gamma$-convergence arguments,

is to establish equi-coercivity of the sequence of

functionals as the relative thickness $h$ tends to zero. Usually, equi-coercivity follows from a local coerciveness assumption.

While the three-dimensional problem is well-posed for the Cosserat couple modulus $\mu_c\ge 0$, equi-coercivity forces us

to assume a strictly positive Cosserat couple modulus $\mu_c>0$. The $\Gamma$-limit model determines the

midsurface deformation $m\in H^{1,2}(\omega,\R^3)$. For the case of zero Cosserat couple modulus $\mu_c=0$

we obtain an estimate of the $\Gamma-\liminf$ and $\Gamma-\limsup$, without equi-coercivity which is then strenghtened to a $\Gamma$-convergence result for zero Cosserat couple modulus. The classical linear

Reissner-Mindlin model is "almost" the linearization of the $\Gamma$-limit for $\mu_c=0$

apart from a stabilizing shear energy term.

Thu, 28 Feb 2008
10:00
L3

Zariski reducts of o-minimal structures

Piotr Kowalski
(Wroclaw)
Abstract

This is joint work with Assaf Hasson. We consider non-locally modular strongly minimal reducts of o-minimal expansions of reals. Under additional assumptions we show they have a Zariski structure.

Wed, 27 Feb 2008
15:00
L3

TBA

TBA
Wed, 27 Feb 2008
12:00
Gibson 1st Floor SR

" Spectral computations of models for martensitic phase transformations"

Benson Muite
Abstract

We describe how to perform high resolution simulations of viscoelastic continuum mechanical models for martensitic transformations with diffuse interfaces. The computational methods described may also be of use in performing high resolution simulations of time dependent partial differential equations where solutions are sufficiently smooth.

Tue, 26 Feb 2008
16:00
L3

TBA

Catalin Badea
(Lille)
Tue, 26 Feb 2008
13:15
Oxford-Man Institute

TBA

Professor Jean Jacod
(University Paris VI)
Mon, 25 Feb 2008
16:00
L3

Representation theory of affine Hecke algebras and K-theory

Eric Opdam
(Amsterdam)
Abstract

In recent joint work with Maarten Solleveld we could give a complete classification of the set the irreducible discrete series characters of affine Hecke algebras (including the non simply-laced cases). The results can be formulated in terms of the K-theory of the Schwartz completion of the Hecke algebra. We discuss these results and some related conjectures on formal dimensions and on elliptic characters.