Tue, 05 Feb 2013

15:45 - 16:45
L3

The space of positive Lagrangian submanifolds

Jake Solomon
(Jerusalem)
Abstract

A Lagrangian submanifold of a Calabi-Yau manifold is called positive if the real part of the holomorphic volume form restricted to it is positive. A Hamiltonian isotopy class of positive Lagrangian submanifolds admits a Riemannian metric with non-positive curvature. Its universal cover

admits a functional, with critical points special Lagrangians, that is strictly convex with respect to the metric. If time permits, I'll explain

how mirror symmetry relates the metric and functional to the infinite dimensional symplectic reduction picture of Atiyah, Bott, and Donaldson in

the context of the Kobayashi-Hitchin correspondence.

Tue, 05 Feb 2013

14:30 - 15:30
L3

Juntas, stability and isoperimetric inequalities in the symmetric group

David Ellis
(Queen Mary)
Abstract

Results of Bourgain and Kindler-Safra state that if $f$ is a Boolean function on $\{0,1\}^n$, and

the Fourier transform of $f$ is highly concentrated on low frequencies, then $f$ must be close

to a ‘junta’ (a function depending upon a small number of coordinates). This phenomenon is

known as ‘Fourier stability’, and has several interesting consequences in combinatorics,

theoretical computer science and social choice theory. We will describe some of these,

before turning to the analogous question for Boolean functions on the symmetric group. Here,

genuine stability does not occur; it is replaced by a weaker phenomenon, which we call

‘quasi-stability’. We use our 'quasi-stability' result to prove an isoperimetric inequality

for $S_n$ which is sharp for sets of size $(n-t)!$, when $n$ is large. Several open questions

remain. Joint work with Yuval Filmus (University of Toronto) and Ehud Friedgut (Weizmann

Institute).

Mon, 04 Feb 2013

17:00 - 18:00
Gibson 1st Floor SR

Differential expressions with mixed homogeneity and spaces of smooth functions they generate

S. V. Kislyakov
(V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences)
Abstract

Let ${T_1,...,T_l}$ be a collection of differential operators

with constant coefficients on the torus $\mathbb{T}^n$. Consider the

Banach space $X$ of functions $f$ on the torus for which all functions

$T_j f$, $j=1,...,l$, are continuous. The embeddability of $X$ into some

space $C(K)$ as a complemented subspace will be discussed. The main result

is as follows. Fix some pattern of mixed homogeneity and extract the

senior homogeneous parts (relative to the pattern chosen)

${\tau_1,...,\tau_l}$ from the initial operators ${T_1,...,T_l}$. If there

are two nonproportional operators among the $\tau_j$ (for at least one

homogeneity pattern), then $X$ is not isomorphic to a complemented

subspace of $C(K)$ for any compact space $K$.

The main ingredient of the proof is a new Sobolev-type embedding

theorem. It generalises the classical embedding of

${\stackrel{\circ}{W}}_1^1(\mathbb{R}^2)$ to $L^2(\mathbb{R}^2)$. The difference is that

now the integrability condition is imposed on certain linear combinations

of derivatives of different order of several functions rather than on the

first order derivatives of one function.

This is a joint work with D. Maksimov and D. Stolyarov.

Mon, 04 Feb 2013

14:15 - 15:15
Oxford-Man Institute

Filtration shrinkage, strict local martingales and the Follmer measure

MARTIN LARSSON
(EPFL Swiss Finance Institute)
Abstract

Abstract: When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has consequences for arbitrage theory in mathematical finance. In this paper it is shown that the loss of the local martingale property is related to a measure extension problem for the associated Föllmer measure. When a solution exists, the finite variation part of the projection can be interpreted as the compensator, under the extended measure, of the explosion time of the original local martingale. In a topological setting, this leads to intuitive conditions under which its paths are singular. The measure extension problem is then solved in a Brownian framework, allowing an explicit treatment of several interesting examples.

Fri, 01 Feb 2013
16:00
DH 1st floor SR

Risk management and contingent claim valuation in illiquid markets

Teemu Pennanen
(King's College London)
Abstract

We study portfolio optimization and contingent claim valuation in markets where illiquidity may affect the transfer of wealth over time and between investment classes. In addition to classical frictionless markets and markets with transaction costs, our model covers nonlinear illiquidity effects that arise in limit order markets. We extend basic results on arbitrage bounds, attainable claims and optimal portfolios to illiquid markets and general swap contracts where both claims and premiums may have multiple payout dates. We establish the existence of optimal trading strategies and the lower semicontinuity of the optimal value of portfolio optimization under conditions that extend the no-arbitrage condition in the classical linear market model.

Fri, 01 Feb 2013
14:00
L1

Polymer translocation across membranes’

Professor Sandip Ghosal
(Northwestern University)
Abstract

The operation of sub-cellular processes in living organisms often require the transfer of biopolymers across impermeable lipid membranes. The emergence of new experimental techniques for manipulation of single molecules at nanometer scales have made possible in vitro experiments that can directly probe such translocation processes in cells as well as in synthetic systems. Some of these ideas have spawned novel bio-technologies with many more likely to emerge in the near future. In this talk I would review some of these experiments and attempt to provide a quantitative understanding of the data in terms of physical laws, primarily mechanics and electrostatics.

Thu, 31 Jan 2013

16:00 - 17:00
DH 1st floor SR

Provisional (A mathematical theory for aneurysm initiation)

Yi Bin Fu
(Keele, UK)
Abstract

When a rubber membrane tube is inflated, a localized bulge will initiate when the internal pressure reaches a certain value known as the initiation pressure. As inflation continues, the bulge will grow in diameter until it reaches a maximum size, after which the bulge will spread in both directions. This simple phenomenon has previously been studied both experimentally, numerically, and analytically, but surprisingly it is only recently that the character of the initiation pressure has been fully understood. In this talk, I shall first show how the entire inflation process can be described analytically, and then apply the ideas to the mathematical modelling of aneurysm initiation in human arteries.

Thu, 31 Jan 2013

16:00 - 17:00
L3

Classicality for overconvergent eigenforms on some Shimura varieties.

Christian Johansson
(Imperial College London)
Abstract

A well known theorem of Coleman states that an overconvergent modular eigenform of weight k>1 and slope less than k-1 is classical. This theorem was later reproved and generalized using a geometric method very different from Coleman's cohomological approach. In this talk I will explain how one might go about generalizing the cohomological method to some higher-dimensional Shimura varieties.

Thu, 31 Jan 2013

15:00 - 16:00
SR1

Introduction to Stacks by way of Vector Bundles on a Curve

Tom Hawes
Abstract

The aim of this talk is to introduce the notion of a stack, by considering in some detail the example of the the stack of vector bundles on a curve. One of the key areas of modern geometry is the study of moduli problems and associated moduli spaces, if they exist. For example, can we find a `fine moduli space' which parameterises isomorphism classes of vector bundles on a smooth curve and contains information about how such vector bundles vary in families? Quite often such a space doesn't exist in the category where we posed the original moduli problem, but we can enlarge our category and construct a `stack' which in a reasonable sense gives us the key properties of a fine moduli space we were looking for. This talk will be quite sketchy and won't even properly define a stack, but we hope to at least give some feel of how these objects are defined and why one might want to consider them.

Thu, 31 Jan 2013

14:00 - 15:00
Gibson Grd floor SR

On the Origins of Domain Decomposition Methods

Professor Martin Gander
(University of Geneva)
Abstract

Domain decomposition methods have been developed in various contexts, and with very different goals in mind. I will start my presentation with the historical inventions of the Schwarz method, the Schur methods and Waveform Relaxation. I will show for a simple model problem how all these domain decomposition methods function, give precise results for the model problem, and also explain the most general convergence results available currently for these methods. I will conclude with the parareal algorithm as a new variant for parallelization of evolution problems in the time direction.

Thu, 31 Jan 2013

13:00 - 14:00
DH 1st floor SR

Arrow-Debreu Equilibrium for Rank-Dependent Utility with heterogeneous Probability Weighting

Hanqing Jin
(Mathematics (Oxford))
Abstract

General Arrow-Debreu equilibrium can be determined for expected utility maximisers by explicit solutions for individual players. When the expected

utilities are distorted by probability weighting functions, players cannot find explicit optimal decisions. Zhou and Xia studied the existence of equilibrium when the probability weighting functions are the same for all individual players. In this paper, we investigate the same problem but with heterogeneous probability weighting function.

Thu, 31 Jan 2013

12:00 - 13:00
Gibson Grd floor SR

Dynamics for Screw Dislocations with Antiplane Shear

Timothy Blass
(Carnegie Mellon University & OxPDE)
Abstract

I will discuss the motion of screw dislocations in an elastic body under antiplane shear. In this setting, dislocations are viewed as points in a two-dimensional domain where the strain field fails to be a gradient. The motion is determined by the Peach-Koehler force and the slip-planes in the material. This leads to a system of discontinuous ODE, where the vector field depends on the solution to an elliptic PDE with Neumann data. We show short-time existence of solutions; we also have uniqueness for a restricted class of domains. In general, global solutions do not exist because of collisions.

Thu, 31 Jan 2013
11:00
SR1

"Henselianity as an elementary property".

Franziska Jahnke
(Oxford)
Abstract

 Following Prestel and Ziegler, we will explore what it means for a field
to be t-henselian, i.e. elementarily equivalent (in the language of
rings) to some non-trivially henselian valued field. We will discuss
well-known as well as some new properties of t-henselian fields.

Wed, 30 Jan 2013

16:00 - 17:00
SR2

Uniform Hyperbolicity of the Curve Graph

David Hume; Robert Kropholler; Martin Palmer and Alessandro Sisto
(University of Oxford)
Abstract

We will discuss (very) recent work by Hensel; Przytycki and Webb, who describe unicorn paths in the arc graph and show that they form 1-slim triangles and are invariant under taking subpaths. We deduce that all arc graphs are 7-hyperbolic. Considering the same paths in the arc and curve graph, this also shows that all curve graphs are 17-hyperbolic, including closed surfaces.

Wed, 30 Jan 2013
16:00
L3

tba

Joel Ouaknine
(Oxford)
Wed, 30 Jan 2013

12:00 - 13:00
SR1

Outomorphisms of Out(F_n) are trivial for n>2

Lukasz Grabowski
(University of Oxford)
Abstract

The eponymous result is due to Bridson and Vogtmann, and was proven in their paper "Automorphisms of Automorphism Groups of Free Groups" (Journal of Algebra 229). While I'll remind you all the basic definitions, it would be very helpful to be already somewhat familiar with the outer space.

Wed, 30 Jan 2013
10:30
Queen's College

Expansion and random walks in SL_n

Henry Bradford -- Queen's Lecture C
Abstract

I will look at some tools for proving expansion in the Cayley graphs of finite quotients of a given infinite group, with particular emphasis on Bourgain-Gamburd’s work on expansion in Zariski-dense subgroups of SL_2(Z), and speculate to what extent such expansion may be said to be “uniform”.

Tue, 29 Jan 2013
17:00
L2

Intersections of subgroups of free products.

Yago Antolin Pichel
(Southampton)
Abstract

I will introduce the notion of Kurosh rank for subgroups of 
free products. This rank satisfies the Howson property, i.e. the 
intersection of two subgroups of finite Kurosh rank has finite Kurosh rank.
I will present a version of the Strengthened Hanna Neumann inequality in 
the case of free products of right-orderable groups. Joint work with  A. 
Martino and I. Schwabrow.

Tue, 29 Jan 2013

14:30 - 15:30
L3

Self-avoiding walks in a half-plane

Mireille Bousquet-Melou
(Labri)
Abstract

A self-avoiding walk on a lattice is a walk that never visits the same vertex twice.  Self-avoiding walks (SAW) have attracted interest for decades, first in statistical physics, where they are considered as polymer models, and then in combinatorics and in probability theory (the first mathematical contributions are probably due to John Hammersley, from Oxford, in the early sixties). However, their properties remain poorly understood in low dimension, despite the existence of remarkable conjectures.

About two years ago, Duminil-Copin and Smirnov proved an "old" and remarkable conjecture of Nienhuis (1982), according to which the number of SAWs of length n on the honeycomb (hexagonal) lattice grows like mu^n, with mu=sqrt(2 +sqrt(2)).

This beautiful result has woken up the hope to prove other simple looking conjectures involving these objects. I will thus present the proof of a younger conjecture (1995) by Batchelor and Yung, which deals with SAWs confined to a half-plane and interacting with its boundary.

(joint work with N. Beaton, J. de Gier, H. Duminil-Copin and A. Guttmann)

Mon, 28 Jan 2013

17:00 - 18:00
Gibson 1st Floor SR

Hadamard's compatibility condition for microstructures

John M. Ball
(Oxford)
Abstract

The talk will discuss generalizations of the classical Hadamard jump  condition to general locally Lipschitz maps, and applications to
polycrystals. This is joint work with Carsten Carstensen.

Mon, 28 Jan 2013

15:45 - 16:45
L3

Coarse median spaces

Brian Bowditch
(Warwick)
Abstract

By a "coarse median" we mean a ternary operation on a path metric space, satisfying certain conditions which generalise those of a median algebra. It can be interpreted as a kind of non-positive curvature condition, and is applicable, for example to finitely generated groups. It is a consequence of work of Behrstock and Minsky, for example, that the mapping class group of a surface satisfies this condition. We aim to give some examples, results and applications concerning this notion.

Mon, 28 Jan 2013

15:45 - 16:45
Oxford-Man Institute

Near-critical Ising mode.

CHRISTOPHE GARBAN
(ENS Lyon)
Abstract
In this talk, I will present two results on the behavior of the Ising model on the planar lattice near its critical point: (i) In the first result (joint work with F.Camia and C. Newman), we will fix the temperature to be the critical temperature T_c and we will vary the magnetic field h \geq 0. Our main result states that in the plane Z^2, the average magnetization at the origin behaves up to constants like h^{1/15}. This result is interesting since the classical computa- tion of the average magnetization by Onsager requires the external magnetic field h to be exactly 0 . (ii) In the second result (joint work with H. Duminil-Copin and G. Pete), we focus on the correlation length of the Ising model when h is now fixed to be zero and one varies instead the temperature T around T_c. In rough terms, if T
Mon, 28 Jan 2013

14:15 - 15:15
Oxford-Man Institute

Half planar random maps

OMER ANGEL
(University of British Colombia)
Abstract

Abstract: We study measures on half planar maps that satisfy a natural domain Markov property. I will discuss their classification and some of their geometric properties. Joint work with Gourab Ray.

Mon, 28 Jan 2013

12:00 - 13:00
L3

Reductions with reduced supersymmetry in generalized geometry

Mariana Graña
(CEA/Saclay)
Abstract
We will discuss supersymmetric reductions of type II and M-theory down to four dimensions, in the language of exceptional generalized geometry (EGG). EGG is the extension of generalized complex geometry which also geometrizes the RR fields, and is therefore the relevant language to use in M-theory. After a brief introduction to EGG, we will present the algebraic structures that encode all information about the lower-dimensional action, concentrating on the case of N=2 supersymmetry. We will show, in particular, that these structures have a nice description using an 8-dimensional tangent space, where they look like pure spinors as in generalized complex geometry.
Fri, 25 Jan 2013
16:00
DH 1st floor SR

A structural approach to pricing credit default swaps with credit and debt value adjustments

Alex Lipton
(Bank of America Merrill Lynch and Imperial College)
Abstract

A multi-dimensional extension of the structural default model with firms' values driven by diffusion processes with Marshall-Olkin-inspired

correlation structure is presented. Semi-analytical methods for solving

the forward calibration problem and backward pricing problem in three

dimensions are developed. The model is used to analyze bilateral counter- party risk for credit default swaps and evaluate the corresponding credit and debt value adjustments.

Fri, 25 Jan 2013

14:30 - 15:30
DH 3rd floor SR

Shocking models of meltwater plumes under ice shelves

Dr Andrew Wells
(AOPP University of Oxford)
Abstract

In many places, the Antarctic and Greenland ice sheets are fringed by tongues of ice floating on the ocean, called ice shelves. Recent observations and modelling suggest that melting and disintegration of the floating ice shelves can impact ice sheet flow, and hence have consequences for sea level rise. Of particular interest are observations of channels and undulations in the ice shelf base, for which the conditions for genesis remain unclear. To build insight into the potential for melting-driven instability of the ice shelf base, this talk will consider a free boundary problem with melting at the ice-ocean interface coupled to a buoyant plume of meltwater confined below a stationary ice shelf. An asymptotic model of turbulent heat transfer in the meltwater plume reveals that melting rates depend on ice-shelf basal slope, with potentially shocking consequences for the evolving ice-shelf geometry

Thu, 24 Jan 2013

16:00 - 17:00
L3

p-adic functoriality for inner forms of unitary groups.

Judith Ludwig
(Imperial College London)
Abstract

In this talk I will explain a notion of p-adic functoriality for inner forms of definite unitary groups. Roughly speaking, this is a morphism between so-called eigenvarieties,  which are certain rigid analytic spaces parameterizing p-adic families  of automorphic forms. We will then study certain properties of classical Langlands functoriality that allow us to prove p-adic functoriality in some "stable" cases.

Thu, 24 Jan 2013

16:00 - 17:00
DH 1st floor SR

Moving at the air-water interface

Elie Raphael
(ESPCI)
Abstract

It is generally believed that in order to generate waves, a small object (like an insect) moving at the air-water surface must exceed the minimum wave speed (about 23 centimeters per second). We show that this result is only valid for a rectilinear uniform motion, an assumption often overlooked in the literature. In the case of a steady circular motion (a situation of particular importance for the study of whirligig beetles), we demonstrate that no such velocity threshold exists and that even at small velocities a finite wave drag is experienced by the object. This wave drag originates from the emission of a spiral-like wave pattern. The results presented should be important for a better understanding of the propulsion of water-walking insects. For example, it would be very interesting to know if whirligig beetles can take advantage of such spirals for echolocation purposes.

Thu, 24 Jan 2013

15:00 - 16:00
SR1

From Borel to Yu (via Gromov): topology via geometric group theory

David Hume
Abstract

The Borel conjecture is one of the most important (and difficult) conjectures in Topology. We explain how some weaker but highly related conjectures are being tackled through the coarse geometry of finitely generated groups.

Thu, 24 Jan 2013

14:00 - 15:00
L3

Cocycle twists of tensor categories and of rational Cherednik algebras

Yuri Bazlov
(Manchester University)
Abstract

Central extensions of a finite group G correspond to 2-cocycles on G, which give rise to an abelian cohomology group known as the Schur

multiplier of G. Recently, the Schur multiplier was defined in a much more

general setting of a monoidal category. I will explain how to twist algebras by categorical 2-cocycles and will mention the role of

such twists the theory of quantum groups. I will then describe an approach to twisting rational Cherednik algebras by cocycles,

and will discuss possible applications of this new construction to the representation theory of these algebras.

Thu, 24 Jan 2013

14:00 - 15:00
Gibson Grd floor SR

A hybrid finite element-Lagrangian marker technique for geodynamics: Spatial discretisations, implicit solvers and numerics

Dr David May
(ETH Zurich)
Abstract

Over million year time scales, the evolution and deformation of rocks on Earth can be described by the equations governing the motion of a very viscous, incompressible fluid. In this regime, the rocks within the crust and mantle lithosphere exhibit both brittle and ductile behaviour. Collectively, these rheologies result in an effective viscosity which is non-linear and may exhibit extremely large variations in space. In the context of geodynamics applications, we are interested in studying large deformation processes both prior and post to the onset of material failure.

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Here I introduce a hybrid finite element (FE) - Lagrangian marker discretisation which has been specifically designed to enable the numerical simulation of geodynamic processes. In this approach, a mixed FE formulation is used to discretise the incompressible Stokes equations, whilst the markers are used to discretise the material lithology.

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First I will show the a priori error estimates associated with this hybrid discretisation and demonstrate the convergence characteristics via several numerical examples. Then I will discuss several multi-level preconditioning strategies for the saddle point problem which are robust with respect to both large variations in viscosity and the underlying topological structure of the viscosity field.

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Finally, I will describe an extension of the multi-level preconditioning strategy that enables high-resolution, three-dimensional simulations to be performed with a small memory footprint and which is performant on multi-core, parallel architectures.