A mini-lecture series consisting of four 1 hour lectures.
We would like to consider asymptotic behaviour of various problems set in cylinders. Let $\Omega_\ell = (-\ell,\ell)\times (-1,1)$ be the simplest cylinder possible. A good model problem is the following. Consider $u_\ell$ the weak solution to $$ \cases{ -\partial_{x_1}^2 u_\ell - \partial_{x_2}^2 u_\ell = f(x_2) \quad \hbox{in } \Omega_\ell, \quad \cr \cr u_\ell = 0 \quad \hbox{ on } \quad \partial \Omega_\ell. \cr} $$ When $\ell \to \infty$ is it trues that the solution converges toward $u_\infty$ the solution of the lower dimensional problem below ? $$ \cases{ - \partial_{x_2}^2 u_\infty = f(x_2) \quad \hbox{in }(-1,1), \quad \cr \cr u_\infty = 0 \quad \hbox{ on } \quad \partial (-1,1). \cr} $$ If so in what sense ? With what speed of convergence with respect to $\ell$ ? What happens when $f$ is also allowed to depend on $x_1$ ? What happens if $f$ is periodic in $x_1$, is the solution forced to be periodic at the limit ? What happens for general elliptic operators ? For more general cylinders ? For nonlinear problems ? For variational inequalities ? For systems like the Stokes problem or the system of elasticity ? For general problems ? ... We will try to give an update on all these issues and bridge these questions with anisotropic singular perturbations problems. \smallskip \noindent {\bf Prerequisites} : Elementary knowledge on Sobolev Spaces and weak formulation of elliptic problems.We will discuss arithmetic restriction phenomena and its relation to Waring's problem, focusing on how recent work of Wooley implies certain restriction bounds.
We develop a physical understanding of how stress waves propagate in uniform, heterogeneous, ordered and disordered media composed of discrete granular particles. We exploit this understanding to create experimentally novel materials and devices at different scales, (for example, for application in energy absorption, acoustic imaging and energy harvesting). We control the constitutive behavior of the new materials selecting the particles’ geometry, their arrangement and materials properties. One-dimensional chains of particles exhibit a highly nonlinear dynamic response, allowing a completely new type of wave propagation that has opened the door to exciting fundamental physical observations (i.e., compact solitary waves, energy trapping phenomena, and acoustic rectification). This talk will focus on energy localization and redirection in one-, two- and three-dimensional systems. (For an extended abstract please contact Ruth @email).
Based on ideas from Eells and Sampson, the Ricci flow was introduced by R. Hamilton in 1982 to try to prove Thurston's Geometrization Conjecture (a path which turned out to be successful). In this talk we will introduce the Ricci flow equation and view it as a modified heat flow. Using this we will prove the basic results on existence and uniqueness, and gain some insight into the evolution of various geometric quantities under Ricci flow. With this results we will proceed to define Perelman's $\mathcal{F}$ and $\mathcal{W}$ entropy functionals to view the Ricci flow as a gradient flow. If time permits we will briefly sketch some results from Cheeger and Gromov's compactness theory, which, along with the entropy functionals, alow us to blow up singularities.This is meant to be an introductory talk so I will try to develop as much geometric intuition as possible and stay away from technical calculations.
Recently, there has been a great deal of interest in the theory of modules over algebraic quantizations of so-called symplectic
resolutions. In this talk I'll discuss some new work -joint, and very much in progress- that open the door to giving a geometric description to certain categories of such modules; generalizing classical theorems of Kashiwara and Bernstein in the case of D-modules on an algebraic variety.
The discontinuous Galerkin (DG) method has recently become one of the most widely researched and utilized discretization methodologies for solving problems in science and engineering. It is fundamentally based upon the mathematical framework of variational methods, and provides hope that computationally fast, efficient and robust methods can be constructed for solving real-world problems. By not requiring that the solution to be continuous across element boundaries, DG provides a flexibility that can be exploited both for geometric and solution adaptivity and for parallelization. This freedom comes at a cost. Lack of smoothness across elements can hamper simulation post-processing like feature extraction and visualization. However, these limitations can be overcome by taking advantage of an additional property of DG - that of superconvergence. Superconvergence can aid in addressing the lack of continuity through the development of Smoothness-Increasing Accuracy-Conserving (SIAC) filters. These filters respect the mathematical properties of the data while providing levels of smoothness so that commonly used visualization tools can be used appropriately, accurately, and efficiently. In this talk, the importance of superconvergence in applications such as visualization will be discussed as well as overcoming the mathematical barriers in making superconvergence useful for applications.
The integers (while wonderful in many others respects) do not make for fascinating Geometric Group Theory. They are, however, essentially the only infinite finitely generated group which is both hyperbolic and amenable. In the class of locally compact topological groups, the intersection of these two notions is richer, and the major aim of this talk will be to give the structure of a classification of such groups due to Caprace-de Cornulier-Monod-Tessera, beginning with Milnor's proof that any connected Lie group admitting a left-invariant negatively curved Riemannian metric is necessarily soluble.
Categorification is a fancy word for a process that is pretty ubiquitous in mathematics, though it is usually not referred to as "a thing". With the advent of higher category theory it has, however, become "a thing". I will explain what people mean by this "thing" (sneak preview: it involves replacing sets by categories) and hopefully convince you it is not quite as alien as it may seem and maybe even tempt you to let it infect some of your maths. I'll then explain how this fits into the context of higher categories.
Given a Lie group $G$, one can construct a principal $G$-bundle on a manifold $M$ by taking a cover $U\to M$, specifying a transition cocycle on the cover, and then descending the trivialized bundle $U \times G$ along the cocycle. We demonstrate the existence of an analogous construction for local $n$-bundles for general $n$. We establish analogues for simplicial Lie groupoids of Moore's results on simplicial groups; these imply that bundles for strict Lie $n$-groupoids arise from local $n$-bundles. We conclude by constructing a simple finite dimensional model of the Lie 2-group String($n$) using cohomological data.
We consider two decision problems for linear recurrence sequences(LRS) over the integers, namely the Positivity Problem (are all terms of a given LRS positive?) and the Ultimate Positivity Problem (are all but finitely many terms of a given LRS positive?). We show decidability of both problems for LRS of order 5 or less, and for simple LRS (i.e. whose characteristic polynomial has no repeated roots) of order 9 or less. Moreover, we show by way of hardness that extending the decidability of either problem to LRS of order 6 would entail major breakthroughs in analytic number theory, more precisely in the field of Diophantine approximation of transcendental numbers.
This talk is based on a recent paper, available at
http://www.cs.ox.ac.uk/people/joel.ouaknine/publications/positivity13ab…
joint with James Worrell and Matt Daws.
I'm going to make the talk more of a general discussion about weather forecasts and how they are used for practical decision making in energy trading in the first half, then spend the second half focusing on how we think about assessing and using the notion of state dependent predictability in our decision making process.
I will present new results on local smooth embedding of Riemannian manifolds of dimension $n$ into Euclidean space of dimension $n(n+1)/2$. This part of ac joint project with G-Q Chen ( OxPDE), Jeanne Clelland ( Colorado), Dehua Wang ( Pittsburgh), and Deane Yang ( Poly-NYU).
The spectral presheaf of a nonabelian von Neumann algebra or C*-algebra was introduced as a generalised phase space for a quantum system in the so-called topos approach to quantum theory. Here, it will be shown that the spectral presheaf has many features of a spectrum of a noncommutative operator algebra (and that it can be defined for other classes of algebras as well). The main idea is that the spectrum of a nonabelian algebra may not be a set, but a presheaf or sheaf over the base category of abelian subalgebras. In general, the spectral presheaf has no points, i.e., no global sections. I will show that there is a contravariant functor from unital C*-algebras to their spectral presheaves, and that a C*-algebra is determined up to Jordan *-isomorphisms by its spectral presheaf in many cases. Moreover, time evolution of a quantum system can be described in terms of flows on the spectral presheaf, and commutators show up in a natural way. I will indicate how combining the Jordan and Lie algebra structures may lead to a full reconstruction of nonabelian C*- or von Neumann algebra from its spectral presheaf.
We discuss several singular limits for a scaled system of equations
(barotropic Navier-Stokes system), where the characteristic numbers become
small or ``infinite''. In particular, we focus on the situations relevant
in certain geophysical models with low Mach, large Rossby and large
Reynolds numbers. The limit system is rigorously identified in the
framework of weak solutions. The relative entropy inequality and careful
analysis of certain oscillatory integrals play crucial role.
The talk is based on the joint papers [{\it Bourgain J., Korobkov
M.V. and Kristensen~J.}: Journal fur die reine und angewandte Mathematik
(Crelles
Journal).
DOI: 10.1515/crelle-2013-0002] \ and \
[{\it Korobkov~M.V., Pileckas~K. and Russo~R.}:
arXiv:1302.0731, 4 Feb 2013]
We establish Luzin $N$ and Morse--Sard
properties for functions from the Sobolev space
$W^{n,1}(\mathbb R^n)$. Using these results we prove
that almost all level sets are finite disjoint unions of
$C^1$-smooth compact manifolds of dimension
$n-1$. These results remain valid also within
the larger space of functions of bounded variation
$BV_n(\mathbb R^n)$.
As an application, we study the nonhomogeneous boundary value problem
for the Navier--Stokes equations of steady motion of a viscous
incompressible fluid in arbitrary bounded multiply connected
plane or axially-symmetric spatial domains. We prove that this
problem has a solution under the sole necessary condition of zero total
flux through the boundary.
The problem was formulated by Jean Leray 80 years ago.
The proof of the main result uses Bernoulli's law
for a weak solution to the Euler equations based on the above-mentioned
Morse-Sard property for Sobolev functions.
Convection in a porous medium plays an important role in many geophysical and industrial processes, and is of particular current interest due to its implications for the long-term security of geologically sequestered CO_2. I will discuss two different convective systems in porous media, with the aid of 2D direct numerical simulations: first, a Rayleigh-Benard cell at high Rayleigh number, which gives an accurate characterization both of the convective flux and of the remarkable dynamical structure of the flow; and second, the evolution and eventual `shut-down' of convection in a sealed porous domain with a source of buoyancy along only one boundary. The latter case is also studied using simple box models and laboratory experiments, and can be extended to consider convection across an interface that can move and deform, rather than across a rigid boundary. The relevance of these results in the context of CO_2 sequestration will be discussed.
We prove an analogue of the Tate isogeny conjecture and the
semi-simplicity conjecture for overconvergent crystalline Dieudonne modules
of abelian varieties defined over global function fields of characteristic
p, combining methods of de Jong and Faltings. As a corollary we deduce that
the monodromy groups of such overconvergent crystalline Dieudonne modules
are reductive, and after base change to the field of complex numbers they
are the same as the monodromy groups of Galois representations on the
corresponding l-adic Tate modules, for l different from p.
I will discuss some p-adic (and mod p) criteria ensuring that an elliptic curve over the rationals has algebraic and analytic rank one, as well as some applications.
In partially molten regions of Earth, rock and magma coexist as a two-phase aggregate in which the solid grains of rock form a viscously deformable matrix. Liquid magma resides within the permeable network of pores between grains. Deviatoric stress causes the distribution of contact area between solid grains to become anisotropic; this causes anisotropy of the matrix viscosity. The anisotropic viscosity tensor couples shear and volumetric components of stress/strain rate. This coupling, acting over a gradient in shear stress, causes segregation of liquid and solid. Liquid typically migrates toward higher shear stress, but under specific conditions, the opposite can occur. Furthermore, in a two-phase aggregate with a porosity-weakening viscosity, matrix shear causes porosity perturbations to grow into a banded structure. We show that viscous anisotropy reduces the angle between these emergent high-porosity features and the shear plane. This is consistent with lab experiments.
We shall introduce complex projective structures on a surface, and discuss a new result that relates grafting, which are certain geometric deformations of these structures, to the Teichmuller geodesic flow in the moduli space of Riemann surfaces. A consequence is that for any Fuchsian representation of a surface-group, the set of projective structures with that as holonomy, is dense in moduli space.
A Landau-Ginzburg B-model is a smooth scheme $X$, equipped with a global function $W$. From $(X,W)$ we can construct a category $D(X,W)$, which is called by various names, including ‘the category of B-branes’. In the case $W=0$ it is exactly the derived category $D(X)$, and in the case that $X$ is affine it is the category of matrix factorizations of $W$. There has been a lot of foundational work on this category in recent years, I’ll describe the most modern and flexible approach to its construction. I’ll then interpret Nick Addington’s thesis in this language. We’ll consider the case that $W$ is a quadratic form on a vector bundle, and the corresponding global version of Knorrer periodicity. We’ll see that interesting gerbe structures arise, related to the bundle of isotropic Grassmannians.
A Landau-Ginzburg B-model is a smooth scheme $X$, equipped with a global function $W$. From $(X,W)$ we can construct a category $D(X,W)$, which is called by various names, including ‘the category of B-branes’. In the case $W=0$ it is exactly the derived category $D(X)$, and in the case that $X$ is affine it is the category of matrix factorizations of $W$. There has been a lot of foundational work on this category in recent years, I’ll describe the most modern and flexible approach to its construction.
I’ll then interpret Nick Addington’s thesis in this language. We’ll consider the case that $W$ is a quadratic form on a vector bundle, and the corresponding global version of Knorrer periodicity. We’ll see that interesting gerbe structures arise, related to the bundle of isotropic Grassmannians.
In this talk I will focus on the method of barycentric interpolation, which ties up to the ideas that August Ferdinand Möbius published in his seminal work "Der barycentrische Calcül" in 1827. For univariate data, this gives a special kind of rational interpolant which is guaranteed to have no poles and favourable approximation properties.
I further discuss how to extend this idea to bivariate data, where it leads to the concept of generalized barycentric coordinates and to an efficient method for interpolating data given at the vertices of an arbitrary polygon.
We consider minimisers of integral functionals $F$ over a ‘constrained’ class of $W^{1,p}$-mappings from a bounded domain into a compact Riemannian manifold $M$, i.e. minimisers of $F$ subject to holonomic constraints. Integrands of the form $f(Du)$ and the general $f(x,u,Du)$ are considered under natural strict $p$-quasiconvexity and $p$-growth assumptions for any exponent $1 < p <+\infty$. Unlike the harmonic and $p$-harmonic map case, the quasiconvexity condition requires one to linearise the map at the level of the gradient. In a bid to give a direct proof of partial $C^{1,α}-regularity for such minimisers, we developing an appropriate notion of a tangential harmonic approximation together with a discussion on the difficulties in establishing Caccioppoli-type inequalities. The need in the latter problem to construct suitable competitors to the minimiser via the so-called Luckhaus Lemma presents difficulties quite separate to that of the unconstrained case. We will give a proof of this lemma together with a discussion on the implications for higher integrability.
To continue the day's questions of how complex groups can be I will
be looking about some decision problems. I will prove that certain
properties of finitely presented groups are undecidable. These
properties are called Markov properties and include many nice properties
one may want a group to have. I will also hopefully go into an
algorithm of Whitehead on deciding if a set of n words generates F_n.
I shall talk about Subgroup Membership Problem for amalgamated products of finite rank free groups. I'm going to show how one can solve different versions of this problem in amalgams of free groups and give an estimate of the complexity of some algorithms involved. This talk is based on a joint paper with A. J. Duncan.
In my talk I shall give a small survey on some algorithmic properties of amalgamated products of finite rank
free groups. In particular, I'm going to concentrate on Membership Problem for this groups. Apart from being algorithmically interesting, amalgams of free groups admit a lot of interpretations. I shall show how to
characterize this construction from the point of view of geometry and linguistic.
I will explain some recent joint work with Georgios Dimitroglou Rizell in which we use moduli spaces of holomorphic discs with boundary on a monotone Lagrangian torus in ${\mathbb C}^n$ to prove that all such tori are smoothly isotopic when $n$ is odd and at least 5
The quantification and management of risk in financial markets
is at the center of modern financial mathematics. But until recently, risk
assessment models did not consider the effects of inter-connectedness of
financial agents and the way risk diversification impacts the stability of
markets. I will give an introduction to these problems and discuss the
implications of some mathematical models for dealing with them.
Exact Lagrangian immersions are governed by an h-principle, whilst exact Lagrangian
embeddings are well-known to be constrained by strong rigidity theorems coming from
holomorphic curve theory. We consider exact Lagrangian immersions in Euclidean space with a
prescribed number of double points, and find that the borderline between flexibility and
rigidity is more delicate than had been imagined. The main result obtains constraints on such
immersions with exactly one double point which go beyond the usual setting of Morse or Floer
theory. This is joint work with Tobias Ekholm, and in part with Ekholm, Eliashberg and Murphy.
We relate the expected signature to the Fourier transform of n-point functions, first studied by O. Schramm, and subsequently
by J. Cardy and Simmon, D. Belyaev and J. Viklund. We also prove that the signatures determine the paths in the complement of a Chordal SLE null set. In the end, we will also discuss an idea on how to extend the uniqueness of signatures result by Hambly and Lyons (2006) to paths with finite 1<p<2variations.
Modelling reactive flows, diffusion, transport and mechanical interactions in media consisting of multiple phases, e.g. of a fluid and a solid phase in a porous medium, is giving rise to many open problems for multi-scale analysis and simulation. In this lecture, the following processes are studied:
diffusion, transport, and reaction of substances in the fluid and the solid phase,
mechanical interactions of the fluid and solid phase,
change of the mechanical properties of the solid phase by chemical reactions,
volume changes (“growth”) of the solid phase.
These processes occur for instance in soil and in porous materials, but also in biological membranes, tissues and in bones. The model equations consist of systems of nonlinear partial differential equations, with initial-boundary conditions and transmission conditions on fixed or free boundaries, mainly in complex domains. The coupling of processes on different scales is posing challenges to the mathematical analysis as well as to computing. In order to reduce the complexity, effective macroscopic equations have to be derived, including the relevant information from the micro scale.
In case of processes in tissues, a homogenization limit leads to an effective, mechanical system, containing a pressure gradient, which satisfies a generalized, time-dependent Darcy law, a Biot-law, where the chemical substances satisfy diffusion-transport-reaction equations and are influencing the mechanical parameters.
The interaction of the fluid and the material transported in a vessel with its flexible wall, incorporating material and changing its structure and mechanical behavior, is a process important e.g. in the vascular system (plague-formation) or in porous media.
The lecture is based on recent results obtained in cooperation with A. Mikelic, M. Neuss-Radu, F. Weller and Y. Yang.
Abstract: The aim of this lecture is to give a general introduction to the theory of interacting particle methods and an overview of its applications to numerical finance. We survey the main techniques and results on interacting particle systems and explain how they can be applied to deal with a variety of financial numerical problems such as: pricing complex path dependent European options, computing sensitivities, American option pricing or solving numerically partially observed control problems.
In this talk, we will introduce how to apply Green's function method to get pointwise estimates for solutions of the Cauchy problem of nonlinear evolution equations with dissipative structure. First of all, we introduce the pointwise estimates of the time-asymptotic shape of the solutions of the isentropic Navier-Stokes equations and exhibit the generalized Huygen's principle. Then, for other nonlinear dissipative evolution equations, we will introduce some recent results and give brief explanations. Our approach is based on the detailed analysis of the Green's function of the linearized system and micro-local analysis, such as frequency decomposition and so on.
The Ross Recovery Theorem gives sufficient conditions under which the
market’s beliefs
can be recovered from risk-neutral probabilities. His approach places
mild restrictions on the form of the preferences of
the representative investor. We present an alternative approach which
has no restrictions beyond preferring more to less,
Instead, we restrict the form and risk-neutral dynamics of John Long’s
numeraire portfolio. We also replace Ross’ finite state Markov chain
with a diffusion with bounded state space. Finally, we present some
preliminary results for diffusions on unbounded state space.
In particular, our version of Ross recovery allows market beliefs to be
recovered from risk neutral probabilities in the classical Cox
Ingersoll Ross model for the short interest rate.