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Given a finite list of vectors X in $\R^d$, one can define the box spline $B_X$. Box splines are piecewise polynomial functions that are used in approximation theory. They are also interesting from a combinatorial point of view and many of their properties solely depend on the structure of the matroid defined by the list X. The support of the box spline is a certain polytope called zonotope Z(X). We will show that if the list X is totally unimodular, any real-valued function defined on the set of lattice points in the interior of Z(X) can be extended to a function on Z(X) of the form $p(D)B_X$ in a unique way, where p(D) is a differential operator that is contained in the so-called internal P-space. This was conjectured by Olga Holtz and Amos Ron. The talk will focus on combinatorial aspects and all objects mentioned above will be defined. (arXiv:1211.1187)

We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated default timing. We prove a weak convergence result for the fluctuation process and use it for developing a conditionally Gaussian approximation to the loss distribution. Numerical results illustrate the accuracy of the approximation.

This is joint work with Kostas Spiliopoulos (Boston University) and Justin Sirignano (Stanford).

The question of estimating the length of short conjugators in between
elements in a group could be described as an effective version of the
conjugacy problem. Given a finitely generated group $G$ with word metric
$d$, one can ask whether there is a function $f$ such that two elements
$u,v$ in $G$ are conjugate if and only if there exists a conjugator $g$ such
that $d(1,g) \leq f(d(1,u)+d(1,v))$. We investigate this problem in free
solvable groups, showing that f may be cubic. To do this we use the Magnus
embedding, which allows us to see a free solvable group as a subgroup of a
particular wreath product. This makes it helpful to understand conjugacy
length in wreath products as well as metric properties of the Magnus
embedding.

I will speak about the of weak (and the existence and uniqueness of strong solutions) to the stochastic
Landau-Lifshitz equations for multi (one)-dimensional spatial domains. I will also describe the corresponding Large Deviations principle and it's applications to a ferromagnetic wire. The talk is based on a joint works with B. Goldys and T. Jegaraj.

Motived by the desire to study geometry over the 'field with one element', in the past decade several authors have constructed extensions of scheme theory to geometries locally modelled on algebraic objects more general than rings. Semi-ring schemes exist in all of these theories, and it has been suggested that schemes over the semi-ring T of tropical numbers should describe the polyhedral objects of tropical geometry. We show that this is indeed the case by lifting Payne's tropicalization functor for subvarieties of toric varieties to the category of T-schemes. There are many applications such as tropical Hilbert schemes, tropical sheaf theory, and group actions and quotients in tropical geometry. This project is joint work with N. Giansiracusa (Berkeley).

I will report on joint work in progress with David Aldous, concerning a curious random metric space on the plane which can be constructed with the help of an improper Poisson line process.

Abstract: Sharp asymptotic lower bounds of the expected quadratic

variation of discretization error in stochastic integration are given.

The theory relies on inequalities for the kurtosis and skewness of a

general random variable which are themselves seemingly new.

Asymptotically efficient schemes which attain the lower bounds are

constructed explicitly. The result is directly applicable to practical

hedging problem in mathematical finance; it gives an asymptotically

optimal way to choose rebalancing dates and portofolios with respect

to transaction costs. The asymptotically efficient strategies in fact

reflect the structure of transaction costs. In particular a specific

biased rebalancing scheme is shown to be superior to unbiased schemes

if transaction costs follow a convex model. The problem is discussed

also in terms of the exponential utility maximization.

Turbidity currents - submarine flows of sediment - are capable of transporting particulate material over large distance. However direct observations of them are extremely rare and much is inferred from the deposits they leave behind, even though the characteristics of their source are often not known. The submarine flows of volcanic ash from the Soufriere Hills Volcano, Monsterrat provide a unique opportunity to study a particle-driven flow and the deposit it forms, because the details of the source are relatively well constrained and through ocean drilling, the deposit is well sampled.

We have formed simple mathematical models of this motion that capture ash transport and deposit. Our description brings out two dynamical features that strongly influence the motion and which have previously often been neglected, namely mixing between the particulate flow and the oceanic water and the distribution of sizes suspended by the flow. We show how, in even simple situations, these processes alter our views of how these currents propagate.

Notice that the time is 12:30, not 12:00!

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The following is joint work with Sylvia Serfaty and Cyrill Muratov.

We study the asymptotic behavior of the screened sharp interface

Ohta-Kawasaki energy in dimension 2 using the framework of Γ-convergence.

In that model, two phases appear, and they interact via a nonlocal Coulomb

type energy. We focus on the regime where one of the phases has very small

volume fraction, thus creating ``droplets" of that phase in a sea of the

other phase. We consider perturbations to the critical volume fraction

where droplets first appear, show the number of droplets increases

monotonically with respect to the perturbation factor, and describe their

arrangement in all regimes, whether their number is bounded or unbounded.

When their number is unbounded, the most interesting case we compute the

Γ limit of the `zeroth' order energy and yield averaged information for

almost minimizers, namely that the density of droplets should be uniform.

We then go to the next order, and derive a next order Γ-limit energy,

which is exactly the ``Coulombian renormalized energy W" introduced in the

work of Sandier/Serfaty, and obtained there as a limiting interaction

energy for vortices in Ginzburg-Landau. The derivation is based on their

abstract scheme, that serves to obtain lower bounds for 2-scale energies

and express them through some probabilities on patterns via the

multiparameter ergodic theorem. Without thus appealing at all to the

Euler-Lagrange equation, we establish here for all configurations which

have ``almost minimal energy," the asymptotic roundness and radius of the

droplets as done by Muratov, and the fact that they asymptotically shrink

to points whose arrangement should minimize the renormalized energy W, in

some averaged sense. This leads to expecting to see hexagonal lattices of

droplets.

The task is to estimate approach time (time-to-go (TTG)) of non-ballistic threats (e.g. missiles) using passive infrared imagery captured from a sensor on the target platform (e.g. a helicopter). The threat information available in a frame of data is angular position and signal amplitude.

A Kalman filter approach is presented that is applied to example amplitude data to estimate TTG. Angular information alone is not sufficient to allow analysis of missile guidance dynamics to provide a TTG estimate. Detection of the launch is required as is additional information in the form of a terrain database to determine initial range. Parameters that relate to missile dynamics might include proportional navigation constant and motor thrust. Differences between actual angular position observations and modelled values can beused to form an estimator for the parameter set and thence to the TTG.

The question posed here is, "how can signal amplitude information be employed to establish observability in a state-estimation-based model of the angular data to improve TTG estimate performance without any other source of range information?"

In this part, I will redefine the quantum representations for $G = SU(2)$ making no mention of flat connections at all, instead appealing to a purely combinatorial construction using the knot theory of the Jones polynomial.

Using these, I will discuss some of the properties of the representations, their strengths and their shortcomings. One of their main properties, conjectured by Vladimir Turaev and proved by Jørgen Ellegaard Andersen, is that the collection of the representations forms an infinite-dimensional faithful representation. As it is still an open question whether or not mapping class groups admit faithful finite-dimensional representations, it becomes natural to consider the kernels of the individual representations. Furthermore, I will hopefully discuss Andersen's proof that mapping class groups of closed surfaces do not have Kazhdan's Property (T), which makes essential use of quantum representations.

Ultracold atomic gases have recently proven to be enormously rich

systems from the perspective of a condensed matter physicist. With

the advent of optical lattices, such systems can now realise idealised

model Hamiltonians used to investigate strongly correlated materials.

Conversely, ultracold atomic gases can exhibit quantum phases and

dynamics with no counterpart in the solid state due to their extra

degrees of freedom and unique environments virtually free of

dissipation. In this talk, I will discuss examples of such behaviour

arising from spinor degrees of freedom on which my recent research has

focused. Examples will include bosons with artificially induced

spin-orbit coupling and the non-equilibrium dynamics of spinor

condensates.

Let k be an odd integer and N be a positive integer divisible by 4. Let g be a newform of weight k - 1, level dividing N/2 and trivial character. We give an explicit algorithm for computing the space of cusp forms of weight k/2 that are 'Shimura-equivalent' to g. Applying Waldspurger's theorem to this space allows us to express the critical values of the L-functions of twists of g in terms of the coefficients of modular forms of half-integral weight. Following Tunnell, this often allows us to give a criterion for the n-th twist of an elliptic curve to have positive rank in terms of the number of representations of certain integers by certain ternary quadratic forms.

We will define certain Verdier quotients of the singularity category of a ring R, called defect categories. The triviality of these defect

categories determine, for example, whether a commutative local ring is Gorenstein, or a complete intersection. The dimension (in the sense of Rouquier) of the defect category thus gives a measure of how close such a ring is to being Gorenstein, respectively, a complete intersection. Examples will be given. This is based on joint work with Petter Bergh and Steffen Oppermann.

We study the dispersion and dissipation of the numerical scheme obtained by taking a weighted averaging of the consistent (finite element) mass matrix and lumped (spectral element) mass matrix for the small wave number limit. We find and prove that for the optimum blending the resulting scheme

(a) provides $2p+4$ order accuracy for $p$th order method (two orders more accurate compared with finite and spectral element schemes);

(b) has an absolute accuracy which is $\mathcal{O}(p^{-3})$ and $\mathcal{O}(p^{-2})$ times better than that of the pure finite and spectral element schemes, respectively;

(c) tends to exhibit phase lag.

Moreover, we show that the optimally blended scheme can be efficiently implemented merely by replacing the usual Gaussian quadrature rule used to assemble the mass and stiffness matrices by novel nonstandard quadrature rules which are also derived.

One of the main problems occurring in the aorta is the development of aneurysms, in which case the artery wall thickens and its diameter increases. Suffice to say that many other factors may be involved in this process. These include, amongst others, geometry, non-homogeneous material, anisotropy, growth, remodeling, age, etc. In this talk, we examine the bifurcation of inflated thick-walled cylindrical shells under axial loading and its interpretation in terms of the mechanical response of arterial tissue and the formation and propagation of aneurysms. We will show that this mechanical approach is able to capture features of the mechanisms involved during the formation and propagation of aneurysms.

In this talk I shall discuss about the classical compressible Euler equations in three

space dimensions for a perfect fluid with an arbitrary equation of state.

We considered initial data which outside a sphere coincide with the data corresponding

to a constant state, we established theorems which gave a complete description of the

maximal development. In particular, we showed that the boundary of the domain of the

maximal development has a singular part where the inverse density of the wave fronts

vanishes, signaling shock formation.

In this talk we present a general method using permanent estimates in order to obtain results about counting and packing Hamilton cycles in dense graphs and oriented graphs. As a warm up we prove that every Dirac graph $G$ contains at least $(reg(G)/e)^n$ many distinct Hamilton cycles, where $reg(G)$ is the maximal degree of a spanning regular subgraph of $G$. We continue with strengthening a result of Cuckler by proving that the number of oriented Hamilton cycles in an almost $cn$-regular oriented graph is $(cn/e)^n(1+o(1))^n$, provided that $c$ is greater than $3/8$. Last, we prove that every graph $G$ of minimum degree at least $n/2+\epsilon n$ contains at least $reg_{even}(G)-\epsilon n$ edge-disjoint Hamilton cycles, where $reg_{even}(G)$ is the maximal even degree of a spanning regular subgraph of $G$. This proves an approximate version of a conjecture made by Osthus and K\"uhn.  Joint work with Michael Krivelevich and Benny Sudakov.

I will present the basics of mathematical finance, and what probabilists do there. More specifically, I will present the basic concepts of replication of a derivative contract by trading, market completeness, arbitrage, and the link with Backward Stochastic Differential Equations (BSDEs).

Crystalline solids are descibed by a material manifold endowed

with a certain structure which we call crystalline. This is characterized by

a canonical 1-form, the integral of which on a closed curve in the material manifold

represents, in the continuum limit, the sum of the Burgers vectors of all the dislocation lines

enclosed by the curve. In the case that the dislocation distribution is uniform, the material manifold

becomes a Lie group upon the choice of an identity element. In this talk crystalline solids

with uniform distributions of the two elementary kinds of dislocations, edge and screw dislocations,

shall be considered. These correspond to the two simplest non-Abelian Lie groups, the affine group

and the Heisenberg group respectively. The statics of a crystalline solid are described in terms of a

mapping from the material domain into Euclidean space. The equilibrium configurations correspond

to mappings which minimize a certain energy integral. The static problem is solved in the case of

a small density of dislocations.

It's well known that the mapping space of two finite dimensional

manifolds can be given the structure of an infinite dimensional manifold

modelled on Frechet spaces (provided the source is compact). However, it is

not that the charts on the original manifolds give the charts on the mapping

space: it is a little bit more complicated than that. These complications

become important when one extends this construction, either to spaces more

general than manifolds or to properties other than being locally linear.

In this talk, I shall show how to describe the type of property needed to

transport local properties of a space to local properties of its mapping

space. As an application, we shall show that applying the mapping

construction to a regular map is again regular.

We study the asymptotic behavior of deterministic dynamics of many interacting particles with random initial data in the limit where the number of particles tends to infinity. A famous example is hard sphere flow, we restrict our attention to the simpler case where particles are removed after the first collision. A fixed number of particles is drawn randomly according to an initial density $f_0(u,v)$ depending on $d$-dimensional position $u$ and velocity $v$. In the Boltzmann Grad scaling, we derive the validity of a Boltzmann equation without gain term for arbitrary long times, when we assume finiteness of moments up to order two and initial data that are $L^\infty$ in space. We characterize the many particle flow by collision trees which encode possible collisions. The convergence of the many-particle dynamics to the Boltzmann dynamics is achieved via the convergence of associated probability measures on collision trees. These probability measures satisfy nonlinear Kolmogorov equations, which are shown to be well-posed by semigroup methods.

 Many geophysical flows over topography can be modeled by two-dimensional
depth-averaged fluid dynamics equations.  The shallow water equations
are the simplest example of this type, and are often sufficiently
accurate for simulating tsunamis and other large-scale flows such
as storm surge.  These hyperbolic partial differential equations
can be modeled using high-resolution finite volume methods.  However,
several features of these flows lead to new algorithmic challenges,
e.g. the need for well-balanced methods to capture small perturbations
to the ocean at rest, the desire to model inundation and flooding,
and that vastly differing spatial scales that must often be modeled,
making adaptive mesh refinement essential. I will discuss some of
the algorithms implemented in the open source software GeoClaw that
is aimed at solving real-world geophysical flow problems over
topography.  I'll also show results of some recent studies of the
11 March 2011 Tohoku Tsunami and discuss the use of tsunami modeling
in probabilistic hazard assessment.

Robust pricing of an exotic derivative with payoff $\Phi$ can be viewed as the task of estimating its expectation $E_Q \Phi$ with respect to a martingale measure $Q$ satisfying marginal constraints. It has proven fruitful to relate this to the theory of Monge-Kantorovich optimal transport. For instance, the duality theorem from optimal transport leads to new super-replication results. Optimality criteria from the theory of mass transport can be translated to the martingale setup and allow to characterize minimizing/maximizing models in the robust pricing problem. Moreover, the dual viewpoint provides new insights to the classical inequalities of Doob and Burkholder-Davis-Gundy.

• Joseph Parker - Numerical algorithms for the gyrokinetic equations and applications to magnetic confinement fusion
• Rita Schlackow - Global and functional analyses of 3' untranslated regions in fission yeast
• Peter Stewart - Creasing and folding of fibre-reinforced materials

PLEASE NOTE EARLY START TIME TO AVOID CLASH WITH OCCAM GROUP MEETING

The human influenza A virus causes three to five million cases of severe illness and about 250 000 to 500 000 deaths each year. The 1918 Spanish Flu may have killed more than 40 million people. Yet, the underlying cause of the seasonality of the human influenza virus, its preferential transmission in winter in temperate climates, remains controversial. One of the major forms of the human influenza virus is a sphere made up of lipids selectively derived from the host cell along with specialized viral proteins. I have employed molecular dynamics simulations to study the biophysical properties of a single transmissible unit--an approximately spherical influenza A virion in water (i.e., to mimic the water droplets present in normal transmission of the virus). The surface area per lipid can't be calculated as a ratio of the surface area of the sphere to the number of lipids present as there are many different species of lipid for which different surface area values should be calculated. The 'mosaic' of lipid surface areas may be regarded quantitatively as a Voronoi diagram, but construction of a true spherical Voronoi tessellation is more challenging than the well-established methods for planar Voronoi diagrams. I describe my attempt to implement an approach to the spherical Voronoi problem (based on: Hyeon-Suk Na, Chung-Nim Lee, Otfried Cheong. Computational Geometry 23 (2002) 183–194) and the challenges that remain in the implementation of this algorithm.

Newelski suggested that topological dynamics could be used to extend "stable group theory" results outside the stable context. Given a group G, it acts on the left on its type space S_G(M), i.e. (G,S_G(M)) is a G-flow. If every type is definable, S_G(M) can be equipped with a semigroup structure *, and it is isomorphic to the enveloping Ellis semigroup of the flow. The topological dynamics of (G,S_G(M)) is coded in the Ellis semigroup and in its minimal G-invariant subflows, which coincide with the left ideals I of S_G(M). Such ideals contain at least an idempotent r, and r*I forms a group, called "ideal group". Newelski proved that in stable theories and in o-minimal theories r*I is abstractly isomorphic to G/G^{00} as a group. He then asked if this happens for any NIP theory. Pillay recently extended the result to fsg groups; we found instead a counterexample to Newelski`s conjecture in SL(2,R), for which G/G^{00} is trivial but we show r*I has two elements. This is joint work with Jakub Gismatullin and Anand Pillay.

In this talk I shall describe two rather different, but not entirely unrelated,

problems involving thin-film flow of a viscous fluid which I have found of interest

and which may have some application to a number of practical situations,

including condensation in heat exchangers and microfluidics.

The first problem,

which is joint work with Adam Leslie and Brian Duffy at the University of Strathclyde,

concerns the steady three-dimensional flow of a thin, slowly varying ring of fluid

on either the outside or the inside of a uniformly rotating large horizontal cylinder.

Specifically, we study ``full-ring'' solutions, corresponding to a ring of continuous,

finite and non-zero thickness that extends all the way around the cylinder.

These full-ring solutions may be thought of as a three-dimensional generalisation of

the ``full-film'' solutions described by Moffatt (1977) for the corresponding two-dimensional problem.

We describe the behaviour of both the critical and non-critical full-ring solutions.

In particular,

we show that, while for most values of the rotation speed and the load the azimuthal velocity is

in the same direction as the rotation of the cylinder, there is a region of parameter space close

to the critical solution for sufficiently small rotation speed in which backflow occurs in a

small region on the upward-moving side of the cylinder.

The second problem,

which is joint work with Phil Trinh and Howard Stone at Princeton University,

concerns a rigid plate moving steadily on the free surface of a thin film of fluid.

Specifically, we study two problems

involving a rigid flat (but not, in general, horizontal) plate:

the pinned problem, in which the upstream end of plate is pinned at a fixed position,

the fluid pressure at the upstream end of the plate takes a prescribed value and there is a free surface downstream of the plate, and

the free problem, in which the plate is freely floating and there are free surfaces both upstream and downstream of the plate.

For both problems, the motion of the fluid and the position of the plate

(and, in particular, its angle of tilt to the horizontal) depend in a non-trivial manner on the

competing effects of the relative motion of the plate and the substrate,

the surface tension of the free surface, and of the viscosity of the fluid,

together with the value of the prescribed pressure in the pinned case.

Specifically, for the pinned problem we show that,

depending on the value of an appropriately defined capillary number and on the value of the

prescribed fluid pressure, there can be either none, one, two or three equilibrium solutions

with non-zero tilt angle.

Furthermore, for the free problem we show that the solutions

with a horizontal plate (i.e.\ zero tilt angle) conjectured by Moriarty and Terrill (1996)

do not, in general, exist, and in fact there is a unique equilibrium solution with,

in general, a non-zero tilt angle for all values of the capillary number.

Finally, if time permits some preliminary results for an elastic plate will be presented.

Part of this work was undertaken while I was a

Visiting Fellow in the Department of Mechanical and Aerospace Engineering

in the School of Engineering and Applied Science at Princeton University, Princeton, USA.

Another part of this work was undertaken while I was a

Visiting Fellow in the Oxford Centre for Collaborative Applied Mathematics (OCCAM),

University of Oxford, United Kingdom.

This publication was based on work supported in part by Award No KUK-C1-013-04,

made by King Abdullah University of Science and Technology (KAUST).

We will discuss the Littlewood conjecture from Diophantine approximation, and recent variants of the conjecture in which one of the real components is replaced by a p-adic absolute value (or more generally a "pseudo-absolute value''). The Littlewood conjecture has a dynamical formulation in terms of orbits of the action of the diagonal subgroup on SL_3(R)/SL_3(Z). It turns out that the mixed version of the conjecture has a similar formulation in terms of homogeneous dynamics, as well as meaningful connections to several other dynamical systems. This allows us to apply tools from combinatorics and ergodic theory, as well as estimates for linear forms in logarithms, to obtain new results.

Fix a connected manifold-with-boundary M and a closed, connected submanifold P of its boundary. The set of all possible submanifolds of M whose components are pairwise unlinked and each isotopic to P can be given a natural topology, and splits into a disjoint union depending on the number of components of the submanifold. When P is a point this is just the usual (unordered) configuration space on M. It is a classical result, going back to Segal and McDuff, that for these spaces their homology in any fixed degree is eventually independent of the number of points of the configuration (as the number of points goes to infinity). I will talk about some very recent work on extending this result to higher-dimensional submanifolds: in the above setup, as long as P is of sufficiently large codimension in M, the homology in any fixed degree is eventually independent of the number of components. In particular I will try to give an idea of how the codimension restriction arises, and how it can be improved in some special cases.