Past

In this talk we present a framework for discretely compounding
interest rates which is based on the forward price process approach.
This approach has a number of advantages, in particular in the current
market environment. Compared to the classical Libor market models, it
allows in a natural way for negative interest rates and has superb
calibration properties even in the presence of persistently low rates.
Moreover, the measure changes along the tenor structure are simplified
significantly. This property makes it an excellent base for a
post-crisis multiple curve setup. Two variants for multiple curve
constructions will be discussed.

As driving processes we use time-inhomogeneous Lévy processes, which
lead to explicit valuation formulas for various interest rate products
using well-known Fourier transform techniques. Based on these formulas
we present calibration results for the two model variants using market
data for caps with Bachelier implied volatilities.

Tubing issues: 

- Moving a sphere in a narrow pipe

What is the force required to move an object inside a narrow elastic pipe? The constriction by the tube induces a normal force on the sphere. In the case of solid friction, the pulling force may  be simply deduced from Coulomb’s law. How does is such force modified by the addition of a lubricant? This coupled problem between elasticity and viscous flow results in a non-linear dependence of the force with the traction speed.

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- Baromorphs

When a bicycle tyre is inflated the cross section of the pipe increases much more than its circumference. Can we use this effect to induce non-isotropic growth in a plate?  We developed, through standard casting techniques, flat plates imbedded with a network of channels of controlled geometry. How are such plates deformed as pressure is applied to this network? Using a simplified mechanical model, 3D complex shapes can be programmed and dynamically actuated. 

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A very common problem in Science is that we have some Data Observations and we are interested in either approximating the function underlying the data or computing some quantity of interest about this function.  This talk will discuss what are best algorithms for such tasks and how we can evaluate the performance of any such algorithm.
 

We consider the discrete Bilaplacian on a cube in two and three dimensions with zero boundary data and prove estimates for its Green's function that are sharp up to the boundary. The main tools in the proof are Caccioppoli estimates and a compactness argument which allows one to transfer estimate for continuous PDEs to the discrete setting. One application of these estimates is to understand the so-called membrane model from statistical physics, and we will outline how these estimates can be applied to understand the phenomenon of entropic repulsion. We will also describe some connections to numerical analysis, in particular another approach to these estimates based on convergence estimates for finite difference schemes.

tba

Symplectic cohomology is a Floer cohomology invariant of compact symplectic manifolds 
with contact type boundary, or of open symplectic manifolds with a certain geometry 
at the infinity. It is a graded unital K-algebra related to quantum cohomology, 
and for cotangent bundle, it recovers the homology of a loop space. During the talk 
I will define symplectic cohomology and show some of the results on its (non) vanishing. 
Time permitting, I will also mention natural TQFT algebraic structure on it.

There is currently a large interest in the applications of the Blockchain technology. After the well known success of the cryptocurrency Bitcoin, several other real-world applications of Blockchain technology have been proposed, often raising privacy concerns. We will discuss the potential of advanced cryptographic tools in relaxing the tension between pros and cons of this technology.

The Simonyi Lecture is an annual lecture under the auspices of the Charles Simonyi Professor for the Public Understanding of Science, Marcus du Sautoy. It is not part of the Oxford Mathematics Public Lectures series but its themes and topics touch not only on mathematics but the wider natural sciences and beyond. All are very welcome and there is no need to register.

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In this year’s Simonyi Lecture Geoffrey West discusses universal laws that govern everything from growth to mortality in plants, animals, cities and companies. These remarkable laws originate in the networks that sustain life from circulatory to social systems and help us address big, urgent questions from population explosion, urbanization, lifespan and cancer, to the accelerating pace of life and global sustainability. Why do we stop growing and live about 100 years rather than 1000, or just two like mice? Why do we sleep eight hours a day and not three like elephants? Why do all companies and people die whereas cities keep growing? How are these related to innovation, wealth creation, and “singularities”? And is any of this sustainable? 

Geoffrey West is a theoretical physicist whose primary interests have been in fundamental questions in physics, biology and social organizations  West is a distinguished professor at the Sante Fe Institute, where he served as the president from 2004-2008. He is author of the recent best-selling book 'Scale'.

We reflect on the set-theoretic ineffability of the Cantorian Absolute of all sets. If this is done in the style of Levy and Montague in a first order manner, or Bernays using second or higher order methods this has only resulted in principles that can justify large cardinals that are `intra-constructible', that is they do not contradict the assumption that V, the universe of sets of mathematical discourse, is Gödel's universe of constructible sets, namely L.  Peter Koellner has advanced reasons that this style of reflection will only have this rather limited strength. However set theorists would dearly like to have much stronger axioms of infinity. We propose a widened structural `Global Reflection Principle' that is based on a view of sets and Cantorian absolute infinities that delivers a proper class of Woodin cardinals (and more). A mereological view of classes is used to differentiate between sets and classes. Once allied to a wider view of structural reflection, stronger conclusions are thus possible.
 

Obtaining Woodin's Cardinals

P. D. Welch, in ``Logic in Harvard: Conference celebrating the birthday of Hugh Woodin''
Eds. A. Caicedo, J. Cummings, P.Koellner & P. Larson, AMS Series, Contemporary Mathematics, vol. 690, 161-176,May 2017.

Global Reflection principles, 

           P. D. Welch, currently in the Isaac Newton Institute pre-print series, No. NI12051-SAS, 
to appear as part of the Harvard ``Exploring the Frontiers of Incompleteness'' Series volume, 201?, Ed. P. Koellner, pp28.
 

Over the past decade, the randomized singular value decomposition (RSVD) algorithm has proven to be an efficient, reliable alternative to classical algorithms for computing low-rank approximations in a number of applications. However, in cases where no information is available on the singular value decay of the data matrix or the data matrix is known to be close to full-rank, the RSVD is ineffective. In recent years, there has been great interest in randomized algorithms for computing full factorizations that excel in this regime.  In this talk, we will give a brief overview of some key ideas in randomized numerical linear algebra and introduce a new randomized algorithm for computing a full, rank-revealing URV factorization.

 A law for a group G is a non-trivial equation satisfied by all tuples of elements in G. We study the length of the shortest law holding in a finite group. We produce new short laws holding (a) in finite simple groups of Lie type and (b) simultaneously in all finite groups of small order. As an application of the latter we obtain a new lower bound on the residual finiteness growth of free groups. This talk is based on joint work with Andreas Thom.

In oil and gas reservoir simulation, standard preconditioners involve solving a restricted pressure system with AMG. Initially designed for isothermal models, this approach is often used in the thermal case. However, it does not incorporate heat diffusion or the effects of temperature changes on fluid flow through viscosity and density. We seek to develop preconditioners which consider this cross-coupling between pressure and temperature. In order to study the effects of both pressure and temperature on fluid and heat flow, we first consider a model of non-isothermal single phase flow through porous media. By focusing on single phase flow, we are able to isolate the properties of the pressure-temperature subsystem. We present a numerical comparison of different preconditioning approaches including block preconditioners.

Algebraic quantum field theories (AQFTs) are traditionally described as functors that assign algebras (of observables) to spacetime regions. These functors are required to satisfy a list of physically motivated axioms such as commutativity of the multiplication for spacelike separated regions. In this talk we will show that AQFTs can be described as algebras over a colored operad. This operad turns out to be interesting as it describes an interpolation between non-commutative and commutative algebraic structures. We analyze our operad from a homotopy theoretical perspective and determine a suitable resolution that describes the commutative behavior up to coherent homotopies. We present two concrete constructions of toy-models of algebras over the resolved operad in terms of (i) forming cochains on diagrams of simplicial sets (or stacks) and (ii) orbifoldization of equivariant AQFTs.

With the advent of large-scale data and the concurrent development of robust scientific tools to analyze them, important discoveries are being made in a wider range of scientific disciplines than ever before. A field of research that has gained substantial attention recently is the analytical, large-scale study of human behavior, where many analytical and statistical techniques are applied to various behavioral data from online social media, markets, and mobile communication, enabling meaningful strides in understanding the complex patterns of humans and their social actions.

The importance of such research originates from the social nature of humans, an essential human nature that clearly needs to be understood to ultimately understand ourselves. Another essential human nature is that they are creative beings, continually expressing inspirations or emotions in various physical forms such as a picture, sound, or writing. As we are successfully probing the social behaviors humans through science and novel data, it is natural and potentially enlightening to pursue an understanding of the creative nature of humans in an analogous way. Further, what makes such research even more potentially beneficial is that human creativity has always been in an interplay of mutual influence with the scientific and technological advances, being supplied with new tools and media for creation, and in return providing valuable scientific insights.

In this talk I will present two recent ongoing works on the mathematical analysis of color contrast in painting and measuring novelty in piano music.

I will present a recent result on the structural stability of 3-D axisymmetric subsonic flows with nonzero swirl for the steady compressible Euler–Poisson system in a cylinder supplemented with non-small boundary data. A special Helmholtz decomposition of the velocity field is introduced for 3-D axisymmetric flow with a nonzero swirl (=angular momentum density) component. This talk is based on a joint work with S. Weng (Wuhan University, China).
 

 We provide in this work a robust solution theory for random rough differential equations of mean field type

$$

dX_t = V\big( X_t,{\mathcal L}(X_t)\big)dt + \textrm{F}\bigl( X_t,{\mathcal L}(X_t)\bigr) dW_t,

$$

where $W$ is a random rough path and ${\mathcal L}(X_t)$ stands for the law of $X_t$, with mean field interaction in both the drift and diffusivity. Propagation of chaos results for large systems of interacting rough differential equations are obtained as a consequence, with explicit convergence rate. The development of these results requires the introduction of a new rough path-like setting and an associated notion of controlled path. We use crucially Lions' approach to differential calculus on Wasserstein space along the way. This is a joint work with I. Bailleul and R. Catellier.

Joint work with I. Bailleul (Rennes) and R. Catellier (Nice)

(joint work with Françoise Dal'Bo and Andrea Sambusetti)

Given a finitely generated group G acting properly on a metric space X, the exponential growth rate of G with respect to X measures "how big" the orbits of G are. If H is a subgroup of G, its exponential growth rate is bounded above by the one of G. In this work we are interested in the following question: what can we say if H and G have the same exponential growth rate? This problem has both a combinatorial and a geometric origin. For the combinatorial part, Grigorchuck and Cohen proved in the 80's that a group Q = F/N (written as a quotient of the free group) is amenable if and only if N and F have the same exponential growth rate (with respect to the word length). About the same time, Brooks gave a geometric interpretation of Kesten's amenability criterion in terms of the bottom of the spectrum of the Laplace operator. He obtained in this way a statement analogue to the one of Grigorchuck and Cohen for the deck automorphism group of the cover of certain compact hyperbolic manifolds. These works initiated many fruitful developments in geometry, dynamics and group theory. We focus here one the class of Gromov hyperbolic groups and propose a framework that encompasses both the combinatorial and the geometric point of view. More precisely we prove that if G is a hyperbolic group acting properly co-compactly on a metric space X which is either a Cayley graph of G or a CAT(-1) space, then the growth rate of H and G coincide if and only if H is co-amenable in G.  In addition if G has Kazhdan property (T) we prove that there is a gap between the growth rate of G and the one of its infinite index subgroups.

Abstract:
We present a numerical investigation of stochastic transport for the damped and driven incompressible 2D Euler fluid flows. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a physically meaningful, data-driven approach for decomposing the fluid transport velocity into its drift and stochastic parts, for a certain class of fluid flows. We develop a new methodology to implement this velocity decomposition and then numerically integrate the resulting stochastic partial differential equation using a finite element discretisation. We show our numerical method is consistent.
Numerically, we perform the following analyses on this velocity decomposition. We first perform uncertainty quantification tests on the Lagrangian trajectories by comparing an ensemble of realisations of Lagrangian trajectories driven by the stochastic differential equation, and the Lagrangian trajectory driven by the ordinary differential equation. We then perform uncertainty quantification tests on the resulting stochastic partial differential equation by comparing the coarse-grid realisations of solutions of the stochastic partial differential equation with the ``true solutions'' of the deterministic fluid partial differential equation, computed on a refined grid. In these experiments, we also investigate the effect of varying the ensemble size and the number of prescribed stochastic terms. Further experiments are done to show the uncertainty quantification results "converge" to the truth, as the spatial resolution of the coarse grid is refined, implying our methodology is consistent. The uncertainty quantification tests are supplemented by analysing the L2 distance between the SPDE solution ensemble and the PDE solution. Statistical tests are also done on the distribution of the solutions of the stochastic partial differential equation. The numerical results confirm the suitability of the new methodology for decomposing the fluid transport velocity into its drift and stochastic parts, in the case of damped and driven incompressible 2D Euler fluid flows. This is the first step of a larger data assimilation project which we are embarking on. This is joint work with Colin Cotter, Dan Crisan, Darryl Holm and Igor Shevchenko.
 

We study Brownian motion and stochastic parallel transport on Perelman's almost Ricci flat manifold,  whose dimension depends on a parameter $N$ unbounded from above. By taking suitable projections we construct sequences of space-time Brownian motion and stochastic parallel transport whose limit as $N\to \infty$ are the corresponding objects for the Ricci flow. In order to make precise this process of passing to the limit, we study the martingale problems for the Laplace operator on Perelman’s manifold and for the horizontal Laplacian on the corresponding orthonormal frame bundle.

As an application, we see how the characterizations of two-sided bounds on the Ricci curvature established by A. Naber applied to Perelman's manifold lead to the inequalities that characterize solutions of the Ricci flow discovered by Naber and Haslhofer.

This is joint work with Robert Haslhofer.

I will review the concept of duality in quantum systems from the 2D Ising model to superconformal field theories in higher dimensions. Using some of these latter theories, I will explain how a generalized concept of duality emerges: these are dualities not between full theories but between algebraically well-defined sub-sectors of strikingly different theories.

TBC

An interval exchange transformation is a map  of an 
interval to 
itself that rearranges a finite number of intervals by translations.  They 
appear among other places in the 
subject of rational billiards and flows of translation surfaces. An 
interesting phenomenon is that an IET may have dense orbits that are not 
uniformly distributed, a property known as non unique ergodicity.  I will 
talk about this phenomenon and present some new results about how common 
this is. Joint work with Jon Chaika.

The uniformly degenerate elliptic equation is a special class of degenerate elliptic equations. It appears frequently in many important geometric problems. For example, the Beltrami-Laplace operator on conformally compact manifolds is uniformly degenerate elliptic, and the minimal surface equation in the hyperbolic space is also uniformly degenerate elliptic. In this talk, we discuss the global regularity for this class of equations in the classical Holder spaces. We also discuss some applications.

The restricted isometry property is arguably the most prominent tool in the theory of compressive sensing. In its classical version, it features l_2 norms as inner and outer norms. The modified version considered in this talk features the l_1 norm as the inner norm, while the outer norm depends a priori on the distribution of the random entries populating the measurement matrix.  The modified version holds for a wider class of random matrices and still accounts for the success of sparse recovery via basis pursuit and via iterative hard thresholding. In the special case of Gaussian matrices, the outer norm actually reduces to an l_2 norm. This fact allows one to retrieve results from the theory of one-bit compressive sensing in a very simple way. Extensions to one-bit matrix recovery are then straightforward.
 

The 5th Oxford Neuron and Brain Mechanics Workshop will take place on 22 and 23 March 2018, in St Hugh’s College, Oxford. The event includes international and UK speakers from a wide variety of disciplines, collectively working on Traumatic Brain Injury, Brain Mechanics and Trauma, and Neurons research.

The aim is to foster new collaborative partnerships and facilitate the dissemination of ideas from researchers in different fields related to the study of brain mechanics, including pathology, injury and healing.

Focussing on a multi-disciplinary and collaborative approach to aspects of brain mechanics research, the workshop will present topics from areas including Medical, Neuroimaging, Neuromechanics and mechanics, Neuroscience, Neurobiology and commercial applications within medicine.

This workshop is the latest in a series of events established by the members of the International Brain Mechanics and Trauma Lab (IBMTL) initiative *(www.brainmech.ox.ac.uk) in collaboration with St Hugh’s College, Oxford.

Speakers

Professor Lee Goldstein MD, Boston University
Professor David Sharp, Imperial College London
Dr Ari Ercole, University of Cambridge
Professor Jochen Guck, BIOTEC Dresden
Dr Elisa Figallo, Finceramica SPA
Dr Mike Jones, Cardiff University
Professor Ellen Kuhl, Stanford University
Mr Tim Lawrence, University of Oxford
Professor Zoltan Molnar, University of Oxford
Dr Fatiha Nothias, University Pierre & Marie Curie
Professor Stam Sotiropoulos, University of Nottingham
Professor Michael Sutcliffe, University of Cambridge
Professor Alain Goriely, University of Oxford
Professor Antoine Jérusalem, University of Oxford

Everybody is welcome to attend but (free) registration is required.

https://www.eventbrite.co.uk/e/5th-oxford-international-workshop-on-neu…

Students and postdocs are invited to exhibit a poster.

For further information on the workshop, or exhibiting a poster, please contact: @email

The workshop is generously supported by the ERC’s ‘Computational Multiscale Neuron Mechanics’ grant (COMUNEM, grant # 306587) and St Hugh’s College, Oxford.

The International Brain Mechanics and Trauma Lab, based in Oxford, is an international collaboration on projects related to brain mechanics and trauma. This multidisciplinary team is motivated by the need to study brain cell and tissue mechanics and its relation with brain functions, diseases or trauma.