Past

Motivated by the study of micro-vascular disease, we have been investigating the relationship between the structure of capillary networks and the resulting blood perfusion through the muscular walls of the heart. In order to derive equations describing effective fluid transport, we employ an averaging technique called homogenisation, based on a separation of length scales. We find that the tissue-scale flow is governed by Darcy's Law, whose coefficients we are able to explicitly calculate by averaging the solution of the microscopic capillary-scale equations. By sampling from available data acquired via high-resolution imaging of the coronary capillaries, we automatically construct physiologically-realistic vessel networks on which we then numerically solve our capillary-scale equations. By validating against the explicit solution of Poiseuille flow in a discrete network of vessels, we show that our homogenisation method is indeed able to efficiently capture the averaged flow properties.

We prove existence of a global semigroup of conservative solutions of the nonlinear variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. The equation was derived by Saxton as a model for liquid crystals. This equation shares many of the peculiarities of the Hunter–Saxton and the Camassa–Holm equations. In particular, the equation possesses two distinct classes of solutions denoted conservative and dissipative. In order to solve the Cauchy problem uniquely it is necessary to augment the equation properly. In this talk we describe how this is done for conservative solutions. The talk is based on joint work with X. Raynaud.

The theory of modular forms owes in many ways lots of its results to the existence of the Hecke operators and their nice properties. However, even acting on modular forms of level 1, lots of basic questions remain unresolved. We will describe and prove some known properties of the Hecke operators, and state Maeda's conjecture. This conjecture, if true, has many deep consequences in the theory. In particular, we will indicate how it implies the nonvanishing of certain L-functions.

The notion of an E-infinity ring spectrum arose about thirty years ago,

and was studied in depth by Peter May et al, then later reinterpreted

in the framework of EKMM as equivalent to that of a commutative S-algebra.

A great deal of work on the existence of E-infinity structures using

various obstruction theories has led to a considerable enlargement of

the body of known examples. Despite this, there are some gaps in our

knowledge. The question that is a major motivation for this talk is

`Does the Brown-Peterson spectrum BP for a prime p admit an E-infinity

ring structure?'. This has been an important outstanding problem for

almost four decades, despite various attempts to answer it.

I will explain what BP is and give a brief history of the above problem.

Then I will discuss a construction that gives a new E-infinity ring spectrum

which agrees with BP if the latter has an E-infinity structure. However,

I do not know how to prove this without assuming such a structure!

We define a notion of discrete Ricci curvature for a metric measure space by looking at whether "small balls are closer than their centers are". In a Riemannian manifolds this gives back usual Ricci curvature up to scaling. This definition is very easy to apply in a series of examples such as graphs (eg the discrete cube has positive curvature). We are able to generalize several Riemannian theorems in positive curvature, such as concentration of measure and the log-Sobolev inequality. This definition also allows to prove new theorems both in the Riemannian and discrete case: for example improved bounds on spectral gap of the Laplace-Beltrami operator, and fast convergence results for some Markov Chain Monte Carlo methods

In this talk we show how the computation of the group of components of Prym varieties of spectral covers leads to cohomological results on the moduli space of stable bundles originally due to Harder-Narasimhan. This is joint work with Christian Pauly.

We establish a large deviations principle for the block sizes of a uniformly random non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported probability measure in terms of its free cumulants, provided these are all non-negative. This is useful in free probability theory, where sometimes the R-transform is known but cannot be inverted explicitly to yield the density.

Four-dimensional (4d) supergravities with non-geometric terms in their potential are very promising models for phenomenology. Indeed, these terms, generated by so-called non-geometric fluxes, generically help to obtain de Sitter vacua, or to stabilise moduli. Unfortunately, deriving these theories from a compactified ten-dimensional (10d) supergravity has not been achieved so far. One reason is that non-geometric fluxes do not seem to match any 10d field, and another reason is the appearance of global issues in 10d non-geometric configurations.

After reviewing some background material, we present in this talk a solution to the two previous issues. Thanks to a field redefinition, we make the non-geometric Q-flux appear in a 10d action, which only differs from the NSNS action by a total derivative. In addition, this new action is globally well-defined, at least in some examples, and one can then perform the dimensional reduction to recover the 4d non-geometric potential. We also mention an application to the heterotic string.

Based on 1106.4015.

• Stephen Peppin
• Chris Prior
• Mark Flegg

Isostatic mounts are used in applications like telescopes and robotics to move and hold part of a structure in a desired pose relative to the rest, by driving some controls rather than driving the subsystem directly. To achieve this successfully requires an understanding of the coupled space of configurations and controls, and of the singularities of the mapping from the coupled space to the space of controls. It is crucial to avoid such singularities because generically they lead to large constraint forces and internal stresses which can cause distortion. In this paper we outline design principles for isostatic mount systems for dynamic structures, with particular emphasis on robots.

This is based on joint work with Dave Jorgensen. Given a Gorenstein algebra,

one can define Tate-Hochschild cohomology groups. These are defined for all

degrees, non-negative as well as negative, and they agree with the usual

Hochschild cohomology groups for all degrees larger than the injective

dimension of the algebra. We prove certain duality theorems relating the

cohomology groups in positive degree to those in negative degree, in the

case where the algebra is Frobenius (for example symmetric). We explicitly

compute all Tate-Hochschild cohomology groups for certain classes of

Frobenius algebras, namely, certain quantum complete intersections.

We develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at least $1-\rho$ in at most $O[(2n/\epsilon)\log(1/\rho)]$ iterations, where $n$ is the dimension of the problem. For strongly convex functions the method converges linearly. This extends recent results of Nesterov [Efficiency of coordinate descent methods on huge-scale optimization problems, CORE Discussion Paper \#2010/2], which cover the smooth case, to composite minimization, while at the same time improving the complexity by the factor of 4 and removing $\epsilon$ from the logarithm. More importantly, in contrast with the aforementioned work in which the authors achieve the results by applying their method to a regularized version of the objective function with an unknown scaling factor, we show that this is not necessary, thus achieving true iteration complexity bounds. In the smooth case we also allow for arbitrary probability vectors and non-Euclidean norms. Time permitting, we will also mention new iteration complexity results for a parallel version of the method.

\\

\\

In the second part of the talk we demonstrate numerically that the algorithm is able to solve huge-scale $\ell_1$-regularized support vector machine and least squares problems with billion variables. Finally, we present preliminary computational results with a GPU-accelerated parallel version of the method, on truss topology design instances, achieving speedups of up to two orders of magnitude when compared to a single-core implementation in C.

\\

\\

References:

\\

P. Richtarik and M. Takac, Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function, 2011; http://arxiv.org/abs/1107.2848

\\

P. Richtarik and M. Takac, Efficient serial and parallel coordinate descent methods for huge-scale truss topology design, 2011; http://www.optimization-online.org/DB_HTML/2011/08/3118.html

\\

P. Richtarik and M. Takac, Efficiency of randomized coordinate descent methods on minimization problems with a composite objective function, Proceedings of SPARS11

1pm Kawei Wang

\newline Title: A Model of Behavioral Consumption in Contnuous Time

\newline Abstract: Inspired by Jin and Zhou (2008), we try to construct a model

of consumption within the framework of Prospect Theory and Cumulative

Prospect Theory in continuous time.

\newline

\newline

1.20 Rasmus Wissmann

\newline Title: A Principal Component Analysis-based Approach for High-Dimensional PDEs in Derivative Pricing

\newline Abstract: Complex derivatives, such as multi asset and path dependent options,

often lead to high-dimensional problems. These are generally hard to

tackle with numerical PDE methods, because the computational effort

necessary increases exponentially with the number of dimensions. We

investigate a Principal Component Analysis-based approach that aims to

make the high-dimensional problem tractable by splitting it into a

number of low-dimensional ones. This is done via a diagonalization of

the PDE according to the eigenvectors of the covariance matrix and a

subsequent Taylor-like approximation. This idea was first introduced by

Reisinger and Wittum for the basic case of a vanilla option on a basket

of stocks [1]. We aim to extend the approach to more complex derivatives

and markets as well as to develop higher order versions. In this talk we

will present the basic ideas, initial results for the example of a

ratchet cap under the LIBOR Market Model and the current plans for

further research.

[1] C. Reisinger and G. Wittum, Efficient Hierarchical Approximation of

High-Dimensional Option Pricing Problems, SIAM Journal of Scientific

Computing, 2007:29

\newline

\newline

1.40 Pedro Vitoria

\newline Title: Infinitesimal Mean-Variance and Forward Utility

\newline Abstract: Mean-Variance, introduced by Markowitz in his seminal paper of 1952, is

a classic criterion in Portfolio Theory that is still predominantly used

today in real investment practice. In the academic literature, a number of

interesting results have been produced in continuous-time version of this

model.

In my talk, I will establish a link between the multi-period

Mean-Variance model and its continuous-time limit. A key feature of the

results is that, under suitable but mild technical conditions, it

captures the results of Forward Utility, thus establishing an important

link between Mean-Variance and forward utility maximisation.

We will present a class of compact and connected homogeneous

spaces such that the Ricci flow of invariant Riemannian metrics develops

type I singularities in finite time. We will describe the singular

behaviours that we can get, as we approach the singular time, and the Ricci

soliton that we obtain by blowing up the solution near the singularity.

Finally, we will investigate the existence of ancient solutions when the

isotropy representation decomposes into two inequivalent irreducible

summands.

In topos-valid point-free topology there is a good analogue of regular measures and associated measure theoretic concepts including integration. It is expressed in terms of valuations, essentially measures restricted to the opens. A valuation $m$ is $0$ on the empty set and Scott continuous, as well as satisfying the modular law $$ m(U \cup V) + m(U \cap V) = m(U) + m(V). $$

Of course, that begs the question of why one would want to work with topos-valid point-free topology, but I'll give some general justification regarding fibrewise topology of bundles and a more specific example from recent topos work on quantum foundations.

The focus of the talk is the valuation locale, an analogue of hyperspaces: if $X$ is a point-free space (locale) then its valuation locale $VX$ is a point-free space whose points are the valuations on $X$. It was developed by Heckmann, by Coquand and Spitters, and by myself out of the probabilistic powerdomain of Jones and Plotkin.

I shall discuss the following results, proved in a draft paper "A monad of valuation locales" available at http://www.cs.bham.ac.uk/~sjv/Riesz.pdf:

• V is a strong monad, analogous to the Giry monad of measure theory.
• There is a Riesz theorem that valuations are equivalent to linear functionals on real-valued maps.
• The monad is commutative: this is a categorical way of saying that product valuations exist and there is a Fubini theorem.

The technical core is an analysis of simple maps to the reals. They can be used to approximate more general maps, and provide a means to reducing the calculations to finitary algebra. In particular the free commutative monoid $M(L)$ over a distributive lattice $L$, subject to certain relations including ones deriving from the modular law, can be got as a tensor product in a semilattice sense of $L$ with the natural numbers. It also satisfies the Principle of Inclusion and Exclusion (in a form presented without subtraction).

The Hanna Neumann Conjecture provides a bound on the rank of the intersection of finitely generated subgroups of a free group. We will follow Mineyev's recent elementary and beautiful proof of this longstanding conjecture.

Cell locomotion is essential for early development, angiogenesis, tissue regeneration, the immune response, and wound healing in multicellular organisms, and plays a very deleterious role in cancer metastasis in humans. Locomotion involves the detection and transduction of extracellular chemical and mechanical signals, integration of the signals into an intracellular signal, and the spatio-temporal control of the intracellular biochemical and mechanical responses that lead to force generation, morphological changes and directed movement. While many single-celled organisms use flagella or cilia to swim, there are two basic modes of movement used by eukaryotic cells that lack such structures -- mesenchymal and amoeboid. The former, which can be characterized as `crawling' in fibroblasts or `gliding' in keratocytes, involves the extension of finger-like filopodia or pseudopodia and/or broad flat lamellipodia, whose protrusion is driven by actin polymerization at the leading edge. This mode dominates in cells such as fibroblasts when moving on a 2D substrate. In the amoeboid mode, which does not rely on strong adhesion, cells are more rounded and employ shape changes to move -- in effect 'jostling through the crowd' or `swimming'. Here force generation relies more heavily on actin bundles and on the control of myosin contractility. Leukocytes use this mode for movement through the extracellular matrix in the absence of adhesion sites, as does Dictyostelium discoideum when cells sort in the slug. However, recent experiments have shown that numerous cell types display enormous plasticity in locomotion in that they sense the mechanical properties of their environment and adjust the balance between the modes accordingly by altering the balance between parallel signal transduction pathways. Thus pure crawling and pure swimming are the extremes on a continuum of locomotion strategies, but many cells can sense their environment and use the most efficient strategy in a given context. We will discuss some of the mathematical and computational challenges that this diversity poses.

I shall discuss recent work in which bounds are obtained, generalising/specialising earlier work for general linear groups

The induced graph removal lemma states that for any fixed graph $H$ on $h$ vertices and any $e\textgreater 0$ there exists $d\textgreater0$ such that any graph $G$ with at most $d n^h$ induced copies of $H$ may be made $H$-free by adding or removing atmost $e n^2$ edges. This fact was originally proven by Alon, Fischer, Krivelevich and Szegedy. In this talk, we discuss a new proof and itsrelation to various regularity lemmas. This is joint work with Jacob Fox.

We discuss conjectures and results concerning small gaps between primes. In particular, we consider the work of Goldston, Pintz and Yildrim which shows that infinitely often there are gaps which have size an arbitrarily small proportion of the average gap.

The Farrell-Jones Conjecture predicts a homological formula for K-and L-theory of group rings. Through surgery theory it is important for the classification of manifolds and in particular the Borel conjecture. In this talk I will give an introduction to this conjecture and give an overview about positive results and open questions.

The vacant set is the set of vertices not visited by a random walk on a graph G before a given time T. In the talk, I will discuss properties of this random subset of the graph, the phase transition conjectured in its connectivity properties (in the `thermodynamic limit'

when the graph grows), and the relation of the problem to the random interlacement percolation.  I will then concentrate on the case when G is a large-girth expander or a random regular graph, where the conjectured phase transition (and much more) can be proved.

Khovanov homology is an invariant of knots in S^3 which categorifies the Jones polynomial. Let C be a singular plane curve. I'll describe some conjectures relating the geometry of the Hilbert scheme of points on C to a variant of Khovanov homology which categorifies the HOMFLY-PT polynomial. These conjectures suggest a relation between HOMFLY-PT homology of torus knots and the representation theory of the rational Cherednik algebra. As a consequence, we get some easily testable predictions about the Khovanov homology of torus knots.

The study of superconformal Chern-Simons theories has led to a deeper understanding of M-theory and a new example of the AdS/CFT correspondence. In this talk, I will give an overview of superconformal Chern-Simons theories and their gravity duals. I will also describe some recent work on scattering amplitudes in these theories.

Liquid impact is a key issue in various industrial applications (seawalls, offshore structures, breakwaters, sloshing in tanks of liquefied natural gas vessels, wave energy converters, offshore wind turbines, etc). Numerical simulations dealing with these applications have been performed by many groups, using various types of numerical methods. In terms of the numerical results, the outcome is often impressive, but the question remains of how relevant these results are when it comes to determining impact pressures. The numerical models are too simplified to reproduce the high variability of the measured pressures. In fact, for the time being, it is not possible to simulate accurately both global and local effects. Unfortunately it appears that local effects predominate over global effects when the behaviour of pressures is considered.

\\

\\

Having said this, it is important to point out that numerical studies can be quite useful to perform sensitivity analyses in idealized conditions such as a liquid mass falling under gravity on top of a horizontal wall and then spreading along the lateral sides. Simple analytical models inspired by numerical results on idealized problems can also be useful to predict trends.

\\

\\

The talk is organized as follows: After an introduction on some of the industrial applications, it will be explained to what extent numerical studies can be used to improve our understanding of impact pressures. Results on a liquid mass hitting a wall obtained by various numerical codes will be shown.

A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed.

This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial dynamics with a "phase change" behaviour and recovers the observed group directional switching. Estimates of the expected switching times, in terms of number of individuals and values of the model coefficients, are obtained using the corresponding Fokker-Planck equation. In the limit of large populations, a system of two kinetic equations with nonlocal and nonlinear right hand side is derived and analyzed. The existence of its solutions is proven and the systemʼs long-time behaviour is investigated. Finally, a first step towards the mean field limit of topological interactions is made by studying the effect of shrinking the interaction radius in the individual-based model when the number of individuals grows. This is a joint work with Radek Erban.

We will give a survey on some recent results on travel tomography which consists in determining the index of refraction of a medium by measuring the travel times of sound waves going through the medium. In differential geometry this is known as the boundary rigidity problem. We will also consider the related problem of tensor tomography which consists in determining a function, a vector field or tensors of higher rank from their integrals along geodesics.

Models for invasions track the front of an expanding wave of population density. They take the form of parabolic partial differential equations and related integral formulations. These models can be used to address questions ranging from the rate of spread of introduced invaders and diseases to the ability of vegetation to shift in response to climate change.

In this talk I will focus on scientific questions that have led to new mathematics and on mathematics that have led to new biological insights. I will investigate the mathematical and empirical basis for multispecies invasions and for accelerating invasion waves.

We review the representation theory of the integrable model underlying the AdS_5/CFT_4 correspondence. We will discuss short and long multiplets, and their impact on the issue of the universal R-matrix. We will give special emphasis to the role of the so-called 'secret symmetry', which completes the Yangian symmetry of the system to a yet to be understood new type of quantum group.

• Rob Style - "Drying and freezing stuff - the wrap up"
• Maria Bruna-Estrach - “Including excluded-volume effects into diffusion of hard spheres" 
• Patricio Farrell - “Multiscale Analysis for Elliptic Boundary Value Problems using Radial Basis Functions"

Would you like to solve a partial differential equation efficiently with a relative error of 10% or would you prefer to wait a bit longer and solve it with an error of only 1% ? Is it sufficient to know that the error is about 1% (having no idea what the `about' means) or would you prefer to have reliable information that the error is guaranteed to be below the required tolerance?

Answering these questions is necessary for the efficient and reliable numerical solution of practically any mathematical problem. In the context of numerical solution of partial differential equations, the crucial tool is the adaptive algorithm with suitable error indicators and estimators. I will overview the adaptive algorithm and its variants. I will concentrate on the a posteriori error estimators with the emphasis on the guaranteed ones.