Past

We derive a general methodology to approximate the law of the average of the marginal of diffusion processes. The average is computed w.r.t. a general parameter that is involved in the diffusion dynamics. Our approach is suitable to compute expectations of functions of arithmetic or geometric means. In the context of small SDE coefficients, we establish an expansion, which terms are explicit and easy to compute. We also provide non asymptotic error bounds. Applications to the pricing of basket options, Asian options or commodities options are then presented. This talk is based on a joint work with M. Miri.

Eukaryotic systems migrate in response to gradients in external signal concentrations, a process referred to as chemotaxis. This chemotactic behaviour may of either a chemoattractive or a chemorepulsive nature.

Understanding such behaviour at the single cell level in terms of the underlying signal transduction networks is highly challenging for various reasons, including the strong non-linearity of the signal processing as well as other complicating factors.

In this talk we will discuss modelling approaches which are aimed at trying to understand how signal transduction in the networks of eukaryotic cells can lead to appropriate internal signals to guide the cell motion either up-gradient or down-gradient. One part of the talk will focus on system-specific mechanistic modelling. This will be complemented by simplified models to address how signal transduction is organized in cells so that they may exhibit both attractive and repulsive gradient sensing.

This is joint with with Mark Berman, Uri Onn, and Pirita Paajanen.

Let K be a local field with valuation ring O and residue field of size q, and G a Chevalley group. We study counting problems associated with the group G(O). Such counting problems are encoded in certain zeta functions defined as Poincare series in q^{-s}. It turns out that these zeta functions are bounded sums of rational functions and depend only on q for all local fields of sufficiently large residue characteristic. We apply this to zeta functions counting conjugacy classes or dimensions of Hecke modules of interwining operators in congruence quotients of G(O). To prove this we use model-theoretic cell decomposition and quantifier-elimination to get a theorem on the values of 'definable' integrals over local fields as the local field varies.

Human behaviour can show surprising properties when looked at from a collective point of view. Data on collective behaviour can be gleaned from a number of sources, and mobile phone data are increasingly becoming used. A major challenge is combining behavioural data with health data. In this talk I will describe our approach to understanding behaviour change related to change in health status at a collective level.

Please note that this is a short notice change from the originally advertised talk by Dr Shahrokh Shahpar (Rolls-Royce plc.)

The new talk "Multilevel Monte Carlo method" is given by Mike Giles, Oxford-Man Institute of Quantitative Finance, Mathematical Institute, University of Oxford.

Joint work with Rob Scheichl, Aretha Teckentrup (Bath) and Andrew Cliffe (Nottingham)

In this talk we will present results concerning the large scale long time behaviour of particles moving in a periodic (random) velocity field subject to molecular diffusion. The particle can be considered massless (passive tracer) or not (inertial particle). Under appropriate assumptions for the velocity field the large scale long time behavior of the particle is described by a Brownian motion with an effective diffusivity matrix K.

We then present some numerical algorithms concerning the calculation of the effective diffusivity in the limit of vanishing molecular diffusion (stochastic geometric integrators). Time permitting we will discuss the case where the driving noise is no longer white but colored and study the effects of this change to the effective diffusivity matrix.

A factorability structure on a group G is a specification of normal forms of group elements as words over a fixed generating set. There is a chain complex computing the (co)homology of G. In contrast to the well-known bar resolution, there are much less generators in each dimension of the chain complex. Although it is often difficult to understand the differential, there are examples where the differential is particularly simple, allowing computations by hand. This leads to the cohomology ring of hv-groups, which I define at the end of the talk in terms of so called "horizontal" and "vertical" generators.

I will describe recent work with Charles Fefferman on a

construction of families of analytic almost-sharp fronts for SQG. These

are special solutions of SQG which have a very sharp transition in a

very thin layer. One of the main difficulties of the construction is the

fact that there is no formal limit for the family of equations. I will

show how to overcome this difficulty, linking the result to joint work

with C. Fefferman and Kevin Luli on the existence of a "spine" for

almost-sharp fronts. This is a curve, defined for every time slice by a

measure-theoretic construction, that describes the evolution of the

almost-sharp front.

A topological space $(X,\tau)$ is submaximal if $\tau$ is the maximal element of $[{\tau}_{s}]$. Submaximality was first defined and characterized by Bourbaki. Since then, some mathematicians presented several characterizations of submaximal spaces.

In this paper, we will attempt to develop the concept of submaximality and offer some new results. Furthermore, some results concerning $\alpha$-scattered space will be obtained.

A factorability structure on a group G is a specification of normal forms

of group elements as words over a fixed generating set. There is a chain

complex computing the (co)homology of G. In contrast to the well-known bar

resolution, there are much less generators in each dimension of the chain

complex. Although it is often difficult to understand the differential,

there are examples where the differential is particularly simple, allowing

computations by hand. This leads to the cohomology ring of hv-groups,

which I define at the end of the talk in terms of so called "horizontal"

and "vertical" generators.

Word maps on groups were studied extensively in the past few years, in connection to various conjectures on profinite groups, finite groups, finite simple groups, etc. I will provide background, as well as very recent works (joint with Larsen, Larsen-Tiep,

Liebeck-O'Brien-Tiep) on word maps with relations to representations (e.g. Gowers' method and character ratios), geometry and probability.

Recent applications, e.g. to subgroup growth and representation varieties, will also be described.

I will conclude with a list of problems and conjectures which are still very much open.  The talk should be accessible to a wide audience.

Counting the number of curves of degree $d$ with $n$ nodes (and no further singularities) going through $(d^2+3d)/2 - n$ points in general position in the projective plane is a problem which was already considered more than 150 years ago. More recently, people conjectured that for sufficiently large $d$ this number should be given by a polynomial of degree $2n$ in $d$. More generally, the Göttsche conjecture states that the number of $n$-nodal curves in a general $n$-dimensional linear subsystem of a sufficiently ample line bundle $L$ on a nonsingular projective surface $S$ is given by a universal polynomial of degree $n$ in the 4 topological numbers $L^2, L.K_S, (K_S)^2$ and $c_2(S)$. In a joint work with Vivek Shende and Richard Thomas, we give a short (compared to existing) proof of this conjecture.

In 1961 Hajos conjectured that if a graph contains no subdivsion of a clique of order t then its chromatic number is less than t. In 1981, Erdos and Fajtlowicz showed that the conjecture is almost always false. We show it is almost always true. This is joint work with Keevash, Mohar, and McDiarmid.

We study exponential Levy models with change-point which is a random variable, independent from initial Levy processes. On canonical space with initially enlarged filtration we describe all equivalent martingale measures for change-

point model and we give the conditions for the existence of f-minimal equivalent martingale measure. Using the connection between utility maximisation and f-divergence minimisation, we obtain a general formula for optimal strategy in change-point case for initially enlarged filtration and also for progressively enlarged filtration when the utility is exponential. We illustrate our results considering the Black-Scholes model with change-point.

Key words and phrases: f-divergence, exponential Levy models, change-point, optimal portfolio

MSC 2010 subject classifications: 60G46, 60G48, 60G51, 91B70

Fluids that are not adequately described by a linear constitutive relation are usually referred to as   "non-Newtonian fluids". In the last 15 years we have seen a significant progress in the mathematical theory of generalized Newtonian fluids, which is an important subclass of non-Newtonian fluids. We present some recent results in the existence theory and in the error analysis for approximate solutions. We will also indicate how these techniques can be generalized to more general constitutive relations.

Over the last several decades, many mesh generation methods and a plethora of adaptive methods for solving differential equations have been developed.  In this talk, we take a general approach for describing the mesh generation problem, which can be considered as being in some sense equivalent to determining a coordinate transformation between physical space and a computational space.  Our description provides some new theoretical insights into precisely what is accomplished from mesh equidistribution (which is a standard adaptivity tool used in practice) and mesh alignment.  We show how variational mesh generation algorithms, which have historically been the most common and important ones, can generally be compared using these mesh generation principles.  Lastly, we relate these to a variety of moving mesh methods for solving time-dependent PDEs.

This is joint work with Weizhang Huang, Kansas University

We consider the problem of cavitation in nonlinear elasticity, or the formation of macroscopic cavities in elastic materials from microscopic defects, when subjected to large tension at the boundary.

The main goal is to determine the optimal locations where the body prefers the cavities to open, the preferred number of cavities, their optimal sizes, and their optimal shapes. To this aim it is necessary to analyze the elastic energy of an incompressible deformation creating multiple cavities, in a way that accounts for the interaction between the cavitation singularities. Based on the quantitative version of the isoperimetric inequality, as well as on new explicit constructions of incompressible deformations creating cavities of different shapes and sizes, we provide energy estimates showing that, for certain loading conditions, there are only the following possibilities:

• only one cavity is created, and if the loading is isotropic then it is created at the centre
• multiple cavities are created, they are spherical, and the singularities are well separated
• there are multiple cavities, but they act as a single spherical cavity, they are considerably distorted, and the distance between the cavitation singularities must be of the same order as the size of the initial defects contained in the domain.

In the latter case, the formation of thin structures between the cavities is observed, reminiscent of the initiation of ductile fracture by void coalesence.

This is joint work with Sylvia Serfaty (LJLL, Univ. Paris VI).

Postponed until May

I'll describe an approach to perturbative quantum field theory
which is philosophically similar to the deformation quantization approach
to quantum mechanics. The algebraic objects which appear in our approach --
factorization algebras -- also play an important role in some recent work
in topology (by Francis, Lurie and others).  This is joint work with Owen
Gwilliam.

We review the relation between the geometry of Kleinian singularities and Dynkin diagrams of types ADE, recalling in particular the construction of a braid group action of type A, D, or E on the derived category of coherent sheaves on the minimal resolution of a Kleinian singularity. By work of Seidel-Thomas, this action was known to be faithful in type A. We extend this faithfulness result to types ADE, which provides the missing ingredient for completing Bridgeland's description of spaces of stability conditions for certain triangulated categories associated to Kleinian singularities. Our main tool is the Garside normal form for braid group elements. This project is joint work with Hugh Thomas from the University of New Brunswick.

I will consider the physical background, and general thinking behind, the recent programme aimed at applying topos theory to the foundations of physics.