Fri, 24 Sep 2010
16:00
L3

Groupoid quantales beyond the étale setting

Dr Alessandra Palmigiano
(University of Amsterdam.)
Abstract

Abstract: Quantales are ordered algebras which can be thought of as pointfree noncommutative topologies. In recent years, their connections have been studied with fundamental notions in noncommutative geometry such as groupoids and C*-algebras. In particular, the setting of quantales corresponding to étale groupoids has been very well understood: a bijective correspondence has been defined between localic étale groupoids and inverse quantale frames. We present an equivalent but independent way of defining this correspondence for topological étale groupoids and we extend this correspondence to a non-étale setting.

Fri, 09 Jul 2010

11:45 - 13:00
OCCAM Common Room (RI2.28)

OCCAM Group Meeting

Various
(OCCAM, University of Oxford)
Abstract

OCCAM Group Meeting 09.07.10

Thu, 08 Jul 2010

14:30 - 17:30
OCCAM Common Room (RI2.28)

Predicting Winding Stresses in Wound Coils

Frank Dehoog
(CSIRO)
Abstract

Wound coils or rolls accumulate essentially flat strip compactly without folding or cutting and typically, strip is wound and unwound a number of times before its end use. The variety of material that is wound into coils or rolls is very extensive and includes magnetic tape, paper, cellophane, plastics, fabric and metals such as aluminium and steel.

Stresses wound into a coil provide its structural integrity via the frictional forces between the wraps. For a coil with inadequate inter-wrap pressure, the wraps may slip or telescope (causing surface scuffing) or the coil may slump and collapse. On the other hand, large internal stresses can cause increased creep and stress relaxation, collapse at the bore, stress wrinkling and rupture of the material in the coil.

Given the range of applications, it is not surprising that the literature on calculating stresses in wound coils is large and has a long history, which goes back at least to the wire winding of gun barrels. However the basic approach of the resulting accretion models, where the residual stress is recalculated each time a layer is added, has remained essentially the same. In this talk, we take a radically different approach in analysing the winding stresses in coils. Instead of the traditional method, we seek to deduce a winding policy that will achieve a target distribution of residual stresses within a coil. In this way, optimising the coiling tension profile is much more straight-forward, by

* Specifying the residue stresses required to avoid operational problems, tight-bore collapses, and other issues such as scuffing, then

* Determining the winding tension profile to produce the required residue stresses.

Thu, 08 Jul 2010

10:00 - 11:00
OCCAM Common Room (RI2.28)

Volcanic test of climate mechanisms

Professor Georgiy L. Stenchikov
(KAUST)
Abstract

Strong explosive volcanic eruptions could inject in the lower stratosphere million tons of SO2, which being converted to sulfate aerosols, affect radiative balance of the planet for a few years. During this period the volcanic radiative forcing dominates other forcings producing distinct detectable climate responses. Therefore volcanic impacts provide invaluable natural test of climate nonlinearities and feedback mechanisms. In this talk I will overview volcanic impacts on tropospheric and strsatospheric temperature, ozone, high-latitude circulation, stratosphere-troposphere dynamic interaction, and focus on the long-term volcanic effect on ocean heat content and sea level.

Fri, 02 Jul 2010

11:45 - 13:00
DH 3rd floor SR

Forecasting of yield curves using local state space reconstruction

Eurico COVAS
(HSBC)
Abstract

This workshop is half-seminar, half-workshop. \\ \\ HSBC have an on-going problem and they submitted a proposal for an MSc in Applied Stats project on this topic. Unfortunately, the project was submitted too late for this cohort of students. Eurico will talk about "the first approach at the problem" but please be aware that it is an open problem which requires further work. Eurico's abstract is as follows. \\ \\

This article examines modelling yield curves through chaotic dynamical systems whose dynamics can be unfolded using non-linear embeddings in higher dimensions. We then refine recent techniques used in the state space reconstruction of spatially extended time series in order to forecast the dynamics of yield curves.

We use daily LIBOR GBP data (January 2007-June 2008) in order to perform forecasts over a 1-month horizon. Our method seems to outperform random walk and other benchmark models on the basis of mean square forecast error criteria.

Tue, 29 Jun 2010

11:00 - 12:00
L3
Thu, 24 Jun 2010

12:00 - 13:00
L3
Wed, 23 Jun 2010

11:00 - 12:00
L3

Orientation Data and motivic DT invariants

Ben Davison
(Oxford)
Abstract

In this talk I will discuss "motivic" Donaldson-Thomas invariants, following the now not-so-recent paper of Kontsevich and Soibelman on this subject. I will, in particular, present some understanding of the mysterious notion of "orientation data," and present some recent work. I will of course do my best to make this talk "accessible," though if you don't know what a scheme or a category is it will probably make you cry.

Tue, 22 Jun 2010

15:45 - 16:45
L3

(HoRSe seminar) ADHM Sheaves, Wallcrossing, and Cohomology of the Hitchin Moduli Space II

Duiliu Diaconescu
(Rutgers)
Abstract

The second talk will present conjectural motivic generalizations

of ADHM sheaf invariants as well as their wallcrossing formulas.

It will be shown that these conjectures yield recursive formulas

for Poincare and Hodge polynomials of moduli spaces of Hitchin

pairs. It will be checked in many concrete examples that this recursion relation is in agreement with previous results of Hitchin, Gothen, Hausel and Rodriguez-Villegas.

Tue, 22 Jun 2010

14:00 - 15:00
L3

(HoRSe seminar) ADHM Sheaves, Wallcrossing, and Cohomology of the Hitchin Moduli Space I

Duiliu Diaconescu
(Rutgers)
Abstract

The first talk will present a construction of equivariant

virtual counting invariants for certain quiver sheaves on a curve, called ADHM sheaves. It will be shown that these invariants are related to the stable pair theory of Pandharipande and Thomas in a specific stability chamber. Wallcrossing formulas will be derived using the theory of generalized Donaldson-Thomas invariants of Joyce and Song.

Tue, 22 Jun 2010

11:00 - 12:00
L3

Deformations of Calibrated Submanifolds

Robert Clancy
(Oxford)
Abstract

This talk will begin with an introduction to calibrations and calibrated submanifolds. Calibrated geometry generalizes Wirtinger's inequality in Kahler geometry by considering k-forms which are analogous to the Kahler form. A famous one-line proof shows that calibrated submanifolds are volume minimizing in their homology class. Our examples of manifolds with a calibration will come from complex geometry and from manifolds with special holonomy.

We will then discuss the deformation theory of the calibrated submanifolds in each of our examples and see how they differ from the theory of complex submanifolds of Kahler manifolds.

Mon, 21 Jun 2010

17:00 - 18:00
Gibson 1st Floor SR

TBA

Lawrence C. Evans
(U C Berkeley)
Fri, 18 Jun 2010
14:30
DH 3rd floor SR

Fluid Filled Fractures

Dr Steven Roper
(Glasgow)
Abstract

The presence and flow of fluid inside a crack within a solid causes deformation of the solid which in turn influences the flow of the fluid.

This coupled fluid-solid problem will be discussed in the context of dyke propagation and hydrofracture. The background material will be discussed in detail and some applications to specific geometries presented.

Fri, 18 Jun 2010
14:15
L3

Root's Barrier: Construction, Optimality and Applications to Variance Options

Alexander Cox
(Bath)
Abstract

"We investigate a construction of a Skorokhod embedding due to Root (1969), which has been the subject of recent interest for applications in Mathematical Finance (Dupire, Carr & Lee), where the construction has applications for model-free pricing and hedging of variance derivatives. In this context, there are two related questions: firstly of the construction of the stopping time, which is related to a free boundary problem, and in this direction, we expand on work of Dupire and Carr & Lee; secondly of the optimality of the construction, which is originally due to Rost (1976). In the financial context, optimality is connected to the construction of hedging strategies, and by giving a novel proof of the optimality of the Root construction, we are able to identify model-free hedging strategies for variance derivatives. Finally, we will present some evidence on the numerical performance of such hedges. (Joint work with Jiajie Wang)"

Fri, 18 Jun 2010

11:00 - 12:00
Gibson 1st Floor SR

Quasiconvexity at the boundary and weak lower semicontinuity of integral functionals

Martin Kruzik
(Academy of Sciences, Prague)
Abstract

It is well-known that Morrey's quasiconvexity is closely related to gradient Young measures,

i.e., Young measures generated by sequences of gradients in

$L^p(\Omega;\mathbb{R}^{m\times n})$. Concentration effects,

however, cannot be treated by Young measures. One way how to describe both oscillation and

concentration effects in a fair generality are the so-called DiPerna-Majda measures.

DiPerna and Majda showed that having a sequence $\{y_k\}$ bounded in $L^p(\Omega;\mathbb{R}^{m\times n})$,$1\le p$ $0$.

Fri, 18 Jun 2010

10:00 - 11:30
DH 3rd floor SR

DPhil student transfer of status presentations

Various
(Oxford)
Abstract

Puck Rombach;

"Weighted Generalization of the Chromatic Number in Networks with Community Structure",

Christopher Lustri;

"Exponential Asymptotics for Time-Varying Flows,

Alex Shabala

"Mathematical Modelling of Oncolytic Virotherapy",

Martin Gould;

"Foreign Exchange Trading and The Limit Order Book"

Thu, 17 Jun 2010
17:00
L3

Higher amalgamation in valued fields

Martin Hills
(Paris)
Abstract

The n-amalgamation property has recently been explored in connection with generalised imaginaries (groupoid imaginaries) by Hrushovski. This property is useful when studying models of a stable theory together with a generic automorphism, e.g.

elimination of imaginaries (e.i.) in ACFA may be seen as a consequence of 4-amalgamation (and e.i.) in ACF.

The talk is centered around 4-amalgamation of stably dominated types in algebraically closed valued fields. I will show that 4-amalgamation holds in equicharacteristic 0, even for systems with 1 vertex non stably dominated. This is proved using a reduction to the stable part, where 4-amalgamation holds by a result of Hrushovski. On the other hand, I will exhibit an NIP (even metastable) theory with 4-amalgamation for stable types but in which stably dominated types may not be 4-amalgamated.