Past

A longstanding question in geometric group theory is the following. Suppose G is a hyperbolic group where all finitely generated subgroups of infinite index are free. Is G the fundamental group of a surface? This question is still open for some otherwise well understood classes of groups. In this talk, I will explain why the answer is affirmative for graphs of free groups with cyclic edge groups. I will also discuss the extent to which these techniques help with the harder problem of finding surface subgroups.

We treat the first n terms of general orthogonal series evolving with n as the partial sum process, and proved that under Menshov-Rademacher condition, the partial sum process can be enhanced into a geometric 2-rough process. For Fourier series, the condition can be improved, with an equivalent condition on limit function identified.

Translation actions appear all over geometry, so it is not surprising that there are many cases of moduli problems which involve non-reductive group actions, where Mumford’s geometric invariant theory does not apply. One example is that of jets of holomorphic map germs from the complex line to a projective variety, which is a central object in global singularity theory. I will explain how to construct this moduli space using the test curve model of Morin singularities and how this can be generalized to study the quotient of projective varieties by a wide class of non-reductive groups. In particular, this gives information about the invariant ring. This is joint work with Frances Kirwan.

We consider the forest fire process on Z: on each site, seeds and matches fall at random, according to some independent Poisson processes. When a seed falls on a vacant site, a tree immediately grows. When a match falls on an occupied site, a fire destroys immediately the corresponding occupied connected component. We are interested in the asymptotics of rare fires. We prove that, under space/time re-scaling, the process converges (as matches become rarer and rarer) to a limit forest fire process.
Next, we consider the more general case where seeds and matches fall according to some independent stationary renewal processes (not necessarily Poisson). According to the tail distribution of the law of the delay between two seeds (on a given site), there are 4 possible scaling limits.
We finally introduce some related coagulation-fragmentation equations, of which the stationary distribution can be more or less explicitely computed and of which we study the scaling limit.

I will study the sequestering of blow-up fields through a CFT in a toroidal orbifold setting. In particular, I will examine the disk correlator between orbifold blow-up moduli and matter Yukawa couplings. Blow-up moduli appear as twist fields on the worldsheet which introduce a monodromy

condition for the coordinate field X. Thus I will focus on how the presence of twist field affects

the CFT calculation of disk correlators. Further, I will explain how the results are relevant to

suppressing soft terms to scales parametrically below the gravitino mass. Last, I want to explore the

relevance of our calculation for the case of smooth Calabi-Yaus.

In the SABR model of Hagan et al. [2002] a perturbative expansion approach yields a tractable approximation to the implied volatility smile. This approximation formula has been adopted across the financial markets as a means of interpolating market volatility surfaces. All too frequently - in stressed markets, in the long-dated FX regime - the limitations of this approximation are pronounced. In this talk a highly efficient conditional integration approach, motivated by the work of Stein and Stein [1991] and Willard [1997], will be presented that when applied to the SABR model not only produces a volatility smile consistent with the underlying SABR process but gives access to the joint distribution of the asset and its volatility. The latter is particularly important in understanding the dynamics of the volatility smile as it evolves through time and the subsequent effect on the pricing of exotic options.

William McGhee is Head of Hybrid Quantitative Analytics at The Royal Bank of Scotland and will also discuss within the context of this presentation the interplay of mathematical modelling and the technology infrastructure required to run a complex hybrids trading business and the benefits of highly efficient numerical algorithms."

• Derek Moulton - "Growth and morphology of seashells"

• Simon Cotter - "A Hybrid stochastic finite element method for solving Fokker-Planck equations"

• Apala Majumdar -"The theory of liquid crystals - analysis, computation and applications"

The following two topics are likely to be discussed.

A) Modelling the collective behaviour of chicken flocks. Marian Dawkins has a joint project with Steve Roberts in Engineering studying the patterns of optical flow in large flocks of commercial broiler chickens. They have found that various measurements of flow (such as skew and kurtosis) are predictive of future mortality. Marian would be interested in seeing whether we can model these effects.
B) Asymmetrical prisoners’ dilemma games. Despite massive theoretical interest, there are very few (if any) actual examples of animals showing the predicted behaviour of reciprocity with delayed reward. Marian Dawkins suspects that the reason for this is that the assumptions made are unrealistic and she would like to explore some ideas about this.

Please note the slightly early start to accommodate the OCCAM group meeting that follows.

In these two talks we will look at a recent paper by David Anderson and Des Higham: http://arxiv.org/pdf/1107.2181 This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks.

In this meeting

This is a joint work with Emmanuel Ullmo.

This work is motivated by J.Pila's strategy to prove the Andre-Oort conjecture. One ingredient in the strategy is the following

conjecture:

Let S be a Shimura variety uniformised by a symmetric space X.

Let V be an algebraic subvariety of S. Maximal algebraic subvarieties of the preimage of V in X are precisely the

components of the preimages of weakly special subvarieties contained in V.

We will explain the proof of this conjecture in the case where S is compact.

Computational Fluid Dynamics (CFD) has become an

indispensable tool in designing turbomachinery components in all sectors of

Rolls-Royce business units namely, Aerospace, Industrial, Marine and Nuclear.

Increasingly sophisticated search and optimisation techniques are used based on

both traditional optimisation methods as well as, design of computer experiment

techniques, advanced surrogate methods, and evolutionary optimisation

techniques. Geometry and data representation as well as access, queuing and

loading control of large high performance computing clusters are areas of

research to establish the most efficient techniques for improving the

performance of an already highly efficient modern jet engine.

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This presentation focuses on a high fidelity design

optimisation framework called SOPHY that is used in Rolls-Royce to provide

parametric geometry, automatic meshing, advanced design-space search

algorithms, accurate and robust CFD methodology and post-processing. The

significance of including the so-called real geometry features and interaction

of turbomachinery components in the optimisation cycle are discussed. Examples are drawn from real world

applications of the SOPHY design systems in an engine project.

In this work, we study equilibrium solutions for a LQ

control problem with state-dependent terms in the objective, which

destroy the time-consisitence of a pre-commited optimal solution.

We get a sufficient condition for equilibrium by a system of

stochastic differential equations. When the coefficients in the

problem are all deterministic, we find an explicit equilibrium

for general LQ control problem. For the mean-variance portfolio

selection in a complete financial market, we also get an explicit

equilibrium with random coefficient of the financial.

Chern-Simons theory is topological gauge theory in three dimensions that contains an interesting class of operators called Wilson lines/loops, which have connections with both physics and pure mathematics. In particular, it has been shown that computations with Wilson operators in Chern-Simons theory reproduce knot invariants, and are also related to Gauss linking invariants. We will discuss the complex generalizations of these ideas, which are known as holomorphic Chern-Simons theory, Wilson operators, and linking, in the setting of Calabi-Yau three-folds. This will (hopefully) include a definition of all three of these holomorphic analogues as well as an investigation into how these ideas can be translated into simple homological algebra, allowing us to propose the existence of "homological Feynman rules" for computing things like Wilson operators in a holomorphic Chern-Simons theory. If time permits I may say something about physics too.

We explore methods (deterministic and otherwise) of composing music using mathematical models. Musical examples will be provided throughout and the audience (with the speakers assistance) will compose a brand new piece.

Diffusive process with discontinuous coefficients provide significant computational challenges. We consider the solution of a diffusive process in a domain where the diffusion coefficient changes discontinuously across a curved interface. Rather than seeking to construct discretizations that match the interface, we consider the use of regularly-shaped meshes so that the interface "cuts'' through the cells (elements or volumes). Consequently, the discontinuity in the diffusion coefficients has a strong impact on the accuracy and convergence of the numerical method. We develop an adjoint based a posteriori error analysis technique to estimate the error in a given quantity of interest (functional of the solution). In order to employ this method, we first construct a systematic approach to discretizing a cut-cell problem that handles complex geometry in the interface in a natural fashion yet reduces to the well-known Ghost Fluid Method in simple cases. We test the accuracy of the estimates in a series of examples.

A polar space $\Pi$ is a geometry whose elements are the totally isotropic subspaces of a vector space $V$ with respect to either an alternating, Hermitian, or quadratic form. We may form a new geometry $\Gamma$ by removing all elements contained in either a hyperplane $F$ of $\Pi$, or a hyperplane $H$ of the dual $\Pi^*$. This is a \emph{biaffine polar space}.

We will discuss two specific examples, one with automorphism group $q^6:SU_3(q)$ and the other $G_2(q)$. By considering the stabilisers of a maximal flag, we get an amalgam, or "glueing", of groups for each example. However, the two examples have "similar" amalgams - this leads to a group recognition result for their automorphism groups.

Generalized Donaldson-Thomas invariants $\bar{DT}^\alpha(\tau)$ defined by Joyce and Song are rational numbers which 'count' both $\tau$-stable and $\tau$-semistable coherent sheaves with Chern character $\alpha$ on a Calabi-Yau 3-fold X, where $\tau$ denotes Gieseker stability for some ample line bundle on X. The theory of Joyce and Song is valid only over the field $\mathbb C$. We will extend it to algebraically closed fields $\mathbb K$ of characteristic zero.

We will describe the local structure of the moduli stack $\mathfrak M$ of coherent sheaves on X, showing that an atlas for $\mathfrak M$ may be written locally as the zero locus of an almost closed 1-form on an \'etale open subset of the tangent space of $\mathfrak M$ at a point, and use this to deduce identities on the Behrend

function $\nu_{\mathfrak M}$ of $\mathfrak M$. This also yields an extension of generalized Donaldson-Thomas theory to noncompact Calabi-Yau 3-folds.

Finally, we will investigate how our argument might yield generalizations of the theory to a even wider context, for example the derived framework using Toen's theory and to motivic Donaldson-Thomas theory in the style of Kontsevich and Soibelman.