Past

Meshless (or meshfree) methods are a relatively new numerical approach for the solution of ordinary- and partial differential equations. They offer the geometrical flexibility of finite elements but without requiring connectivity from the discretization support (ie a mesh). Meshless methods based on the collocation of radial basis functions (RBF methods) are particularly easy to code, and have a number of theoretical advantages as well as practical drawbacks. In this talk, an adaptive RBF scheme is presented for a novel application, namely the solution of (a rather broad class of) delayed- and neutral differential equations.

Using a large panel data set of Swedish pension savers (75,000 investors, daily portfolios 2000-2008) we show that active investors outperform inactive investors and that there is a causal effect of fund switches on performance. The higher performance is earned not by market timing, but by dynamic fund picking (within the same asset class). While activity is positive for the individual investor, there are indications that it generates costs for other investors.

In this talk we discuss the solution of the elastodynamic

equations in a bounded domain with hereditary-type linear

viscoelastic constitutive relation. Existence, uniqueness, and

regularity of solutions to this problem is demonstrated

for those viscoelastic relaxation tensors satisfying the condition

of being completely monotone. We then consider the non-self-adjoint

and non-linear eigenvalue problem associated with the

frequency-domain form of the elastodynamic equations, and show how

the time-domain solution of the equations can be expressed in

terms of an eigenfunction expansion.

A moduli problem in algebraic geometry is essentially a classification problem, I will introduce this notion and define what it means for a scheme to be a fine (or coarse) moduli space. Then as an example I will discuss the classification of coherent sheaves on a complex projective scheme up to isomorphism using a method due to Alvarez-Consul and King. The key idea is to 'embed' the moduli problem of sheaves into the moduli problem of quiver representations in the category of vector spaces and then use King's moduli spaces for quiver representations. Finally if time permits I will discuss recent work of Alvarez-Consul on moduli of quiver sheaves; that is, representations of quivers in the category of coherent sheaves.

What do historians of mathematics do? What sort of questions do they ask? What kinds of sources do they use? This series of four informal lectures will demonstrate some of the research on history of mathematics currently being done in Oxford. The subjects range from the late Renaissance mathematician Thomas Harriot (who studied at Oriel in 1577) to the varied and rapidly developing mathematics of the seventeenth century (as seen through the eyes of Savilian Professor John Wallis, and others) to the emergence of a new kind of algebra in Paris around 1830 in the work of the twenty-year old Évariste Galois.

Each lecture will last about 40 minutes, leaving time for questions and discussion. No previous knowledge is required: the lectures are open to anyone from the department or elsewhere, from undergraduates upwards.

I'll start with the definition of the first Grigorchuk group as an automorphism group on a binary tree. After that I give a short overview about what growth means, and what kinds of growth we know. On this occasion I will mention a few groups that have each kind of growth and also outline what the 'Gap Problem' was. Having explained this I will prove - or depending on the time sketch - why this Grigorchuk group has intermediate growth. Depending on the time I will maybe also mention one or two open problems concerning growth.

I will introduce Symmetric spaces via a result of Kleiner & Leeb, comparing the axioms in their definition of a Euclidean building with properties of symmetric spaces of noncompact type.

We show how to compute the symplectic homology of a 4-dimensional Weinstein manifold from a diagram of the Legendrian link which is the attaching locus of its 2-handles. The computation uses a combination of a generalization of Chekanov's description of the Legendrian homology of links in standard contact 3-space, where the ambient contact manifold is replaced by a connected sum of $S^1\times S^2$'s, and recent results on the behaviour of holomorphic curve invariants under Legendrian surgery.

The QCD axion is the leading solution to the strong-CP problem, a

dark matter candidate, and a possible result of string theory

compactifications. However, for axions produced before inflation, high

symmetry-breaking scales (such as those favored in string-theoretic axion

models) are ruled out by cosmological constraints unless both the axion

misalignment angle and the inflationary Hubble scale are extremely

fine-tuned. I will discuss how attempting to accommodate a high-scale axion

in inflationary cosmology leads to a fine-tuning problem that is worse than

the strong-CP problem the axion was originally invented to solve, and how

this problem is exacerbated when additional axion-like fields from string

theory are taken into account. This problem remains unresolved by anthropic

selection arguments commonly applied to the high-scale axion scenario.

I will recount progress regarding the robustness of solitary waves in
nonintegrable Hamiltonian systems such as FPU lattices, and discuss 
a proof (with Shu-Ming Sun) of spectral stability of small
solitary waves for the 2D Euler equations for water of finite depth
without surface tension.

Bourdon's building is a negatively curved 2-complex built out of hyperbolic right-angled polygons. Its automorphism group is large (uncountable) and remarkably rich. We study, and mostly answer, the question of when there is a discrete subgroup of the automorphism group such that the quotient is a closed surface of genus g. This involves some fun elementary combinatorics, but quickly leads to open questions in group theory and number theory. This is joint work with David Futer.

comonotonicity joint work with Carlier and Galichon Abstact This paper studies efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a \emph{comonotone dominance principle}, due to Landsberger and

Meilijson that efficiency is

characterized by a comonotonicity condition. The goal of the paper is to generalize the comonotone dominance principle as well as the equivalence between efficiency and comonotonicity to the multi-dimensional case. The multivariate case is more involved (in particular because there is no immediate extension of the notion of comonotonicity) and it is addressed by using techniques from convex duality and optimal transportation.

We consider valued fields with a distinguished isometry or contractive derivation, as valued modules over the Ore ring of difference operators. This amounts to study linear difference/differential

equations with respect to the distinguished isometry/derivation.

Under certain assumptions on the residue field, but in all characteristics, we obtain quantifier elimination in natural languages, and the absence of the independence property.

We will consider other operators of interest.

How does form emerge from cellular processes? Using cell-based mechanical models of growth, we investigated the geometry of leaf vasculature and the cellular arrangements at the shoot apex. These models incorporate turgor pressure, wall mechanical properties and cell division. In connection with experimental data, they allowed us to, on the one hand, account for characteristic geometrical property of vein junctions, and, on the other hand, speculate that growth is locally regulated.

We consider saddle point problems arising as (linearized) optimality conditions in elliptic optimal control problems. The efficient solution of such systems is a core ingredient in second-order optimization algorithms. In the spirit of Bramble and Pasciak, the preconditioned systems are symmetric and positive definite with respect to a suitable scalar product. We extend previous work by Schoeberl and Zulehner and consider problems with control and state constraints. It stands out as a particular feature of this approach that an appropriate symmetric indefinite preconditioner can be constructed from standard preconditioners for those matrices which represent the inner products, such as multigrid cycles.

Numerical examples in 2D and 3D are given which illustrate the performance of the method, and limitations and open questions are addressed.

A Hyperkähler manifold is a riemannian manifold carrying three complex structures which behave like quaternions such that the metric is Kähler with respect to each of them. This means in particular that the manifold is a symplectic manifold in many different ways. In analogy to the Marsden-Weinstein reduction on a symplectic manifold, there is also a quotient construction for group actions that preserve the Hyperkähler structure and admit a moment map. In fact most known (non-compact) examples of hyperkähler manifolds arise in this way from an appropriate group action on a quaternionic vector space.

In the first half of the talk I will give the definition of a hyperkähler manifold and explain the hyperkähler quotient construction. As an important application I will discuss the moduli space of solutions to the gauge-theoretic "Self-duality equations on a Riemann surface", the space of Higgs bundles, and explain how it can be viewed as a hyperkähler quotient in an infinite-dimensional setting.

What do historians of mathematics do? What sort of questions do they ask? What kinds of sources do they use? This series of four informal lectures will demonstrate some of the research on history of mathematics currently being done in Oxford. The subjects range from the late Renaissance mathematician Thomas Harriot (who studied at Oriel in 1577) to the varied and rapidly developing mathematics of the seventeenth century (as seen through the eyes of Savilian Professor John Wallis, and others) to the emergence of a new kind of algebra in Paris around 1830 in the work of the twenty-year old Évariste Galois.

Each lecture will last about 40 minutes, leaving time for questions and discussion. No previous knowledge is required: the lectures are open to anyone from the department or elsewhere, from undergraduates upwards.

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We define the edge reconnecting model, a random multigraph evolving in time. At each time step we change one endpoint of a uniformly chosen edge: the new endpoint is chosen by linear preferential attachment. We consider a sequence of edge reconnecting models where the sequence of initial multigraphs is convergent in a sense which is a natural generalization of the Lovász-Szegedy notion of convergence of dense graph sequences. We investigate how the limit objects evolve under the edge reconnecting dynamics if we rescale time properly: we give the complete characterization of the time evolution of the limiting object from its initial state up to the stationary state using the theory of exchangeable arrays, the Pólya urn model, queuing and diffusion processes. The number of parallel edges and the degrees evolve on different timescales and because of this the model exhibits “aging”.

This talk considers the problem of sampling an independent set uniformly at random from a bipartite graph (equivalently, the problem of approximately counting independent sets in a bipartite graph). I will start by discussing some natural Markov chain approaches to this problem, and show why these lead to slow convergence. It turns out that the problem is interesting in terms of computational complexity – in fact, it turns out to be equivalent to a large number of other problems, for example, approximating the partition function of the “ferromagnetic Ising model’’ (a 2-state particle model from statistical physics) in the presence of external fields (which are essentially vertex weights). These problems are all complete with respect to approximation-preserving reductions for a logically-defined complexity class, which means that if they can be approximated efficiently, so can the entire class. In recent work, we show some connections between this class of problems and the problem of approximating the partition function of the ``ferromagnetic Potts model’’ which is a generalisation of the Ising model—our result holds for q>2 spins. (This corresponds to the approximation problem for the Tutte polynomial in the upper quadrant

above the hyperbola q=2.) That result was presented in detail at a recent talk given by Mark Jerrum at Oxford’s one-day meeting in combinatorics. So I will just give a brief description (telling you what the Potts model is and what the result is) and then conclude with some more recently discovered connections to counting graph homomorphisms and approximating the cycle index polynomial.

Graphics processing units (GPU) are well suited to decrease the

computational in-

tensity of stochastic simulation of chemical reaction systems. We

compare Gillespie’s

Direct Method and Gibson-Bruck’s Next Reaction Method on GPUs. The gain

of the

GPU implementation of these algorithms is approximately 120 times faster

than on a

CPU. Furthermore our implementation is integrated into the Systems

Biology Toolbox

for Matlab and acts as a direct replacement of its Matlab based

implementation.

Topology can be generalised in at least two directions: pointless

topology, leading ultimately to topos theory, or noncommutative

geometry. The former has the advantage that it also carries a logical

structure; the latter captures quantum settings, of which the logic is

not well understood generally. We discuss a construction making a

generalised space in the latter sense into a generalised space in the

former sense, i.e. making a noncommutative C*-algebra into a locale.

This construction is interesting from a logical point of view,

and leads to an adjunction for noncommutative C*-algebras that extends

Gelfand duality.

We investigate a dynamic model of two dimensional crystal growth

described by a forward-backward parabolic equation. The ill-posed

region of the equation describes the motion of corners on the surface.

We analyze a fourth order regularized version of this equation and

show that the dynamical behavior of the regularized corner can be

described by a traveling wave solution. The speed of the wave is found

by rigorous asymptotic analysis. The interaction between multiple

corners will also be presented together with numerical simulations.

This is joint work in progress with Fang Wan.

Hamadène and Jeanblanc provided a BSDE representation for the resolution of bi-dimensional continuous time optimal switching problems. For example, an energy producer faces the possibility to switch on or off a power plant depending on the current price of electricity and corresponding comodity. A BSDE representation via multidimensional reflected BSDEs for this type of problems in dimension larger than 2 has been derived by Hu and Tang as well as Hamadène and Zhang [2]. Keeping the same example in mind, one can imagine that the energy producer can use different electricity modes of production, and switch between them depending on the commodity prices. We propose here an alternative BSDE representation via the addition of constraints and artificial jumps. This allows in particular to reinterpret the solution of multidimensional reflected BSDEs in terms of one-dimensional constrained BSDEs with jumps. We provide and study numerical schemes for the approximation of these two type of BSDEs

NO WORKSHOP - 09:45 coffee in DH Common Room for those attending the OCIAM Meeting

Elimination of wild ramification is used in the structure theory of valued function fields, with applications in areas such as local uniformization (i.e., local resolution of singularities) and the model theory of valued fields. I will give a survey on the role that Artin-Schreier extensions play in the elimination of wild ramification, and corresponding main theorems on the structure of valued function fields. I will show what these results tell us about local uniformization. I have shown that local uniformization is always possible after a separable extension of the function field of the algebraic variety (separable "alteration"). This was extended to the arithmetic case in joint work with Hagen Knaf. Recently, Michael Temkin has proved local uniformization by purely inseparable alteration.

Further, I will describe a classification of Artin-Schreier extensions with non-trivial defect. It can be used to improve one of the above mentioned main theorems ("Henselian Rationality"). This could be a key for a purely valuation theoretical proof of Temkin's result. On the other hand, the classification shows that separable alteration and purely inseparable alteration are just two ways to eliminate the critical defects. So the existence of these two seamingly "orthogonal" local uniformization results does not necessarily indicate that local uniformization without alteration is possible.

Interior-point methods for linear and convex quadratic programming

require the solution of a sequence of symmetric indefinite linear

systems which are used to derive search directions. Safeguards are

typically required in order to handle free variables or rank-deficient

Jacobians. We propose a consistent framework and accompanying

theoretical justification for regularizing these linear systems. Our

approach is akin to the proximal method of multipliers and can be

interpreted as a simultaneous proximal-point regularization of the

primal and dual problems. The regularization is termed "exact" to

emphasize that, although the problems are regularized, the algorithm

recovers a solution of the original problem. Numerical results will be

presented. If time permits we will illustrate current research on a

matrix-free implementation.

This is joint work with Michael Friedlander, University of British Columbia, Canada

This talk I present a study of BSDEs with non-linear terms of quadratic growth by using Girsanov's theorem. In particular we are able to establish a non-linear version of the Cameron-Martin formula, which can be for example used to obtain gradient estimates for some non-linear parabolic equations.

We consider a 3-dimensional elastic continuum whose material points

can experience no displacements, only rotations. This framework is a

special case of the Cosserat theory of elasticity. Rotations of

material points of the continuum are described mathematically by

attaching to each geometric point an orthonormal basis which gives a

field of orthonormal bases called the coframe. As the dynamical

variables (unknowns) of our theory we choose the coframe and a

density.

In the first part of the talk we write down the general dynamic

variational functional of our problem. In doing this we follow the

logic of classical linear elasticity with displacements replaced by

rotations and strain replaced by torsion. The corresponding

Euler-Lagrange equations turn out to be nonlinear, with the source

of this nonlinearity being purely geometric: unlike displacements,

rotations in 3D do not commute.

In the second part of the talk we present a class of explicit

solutions of our Euler-Lagrange equations. We call these solutions

plane waves. We identify two types of plane waves and calculate

their velocities.

In the third part of the talk we consider a particular case of our

theory when only one of the three rotational elastic moduli, that

corresponding to axial torsion, is nonzero. We examine this case in

detail and seek solutions which oscillate harmonically in time but

depend on the space coordinates in an arbitrary manner (this is a

far more general setting than with plane waves). We show [1] that

our second order nonlinear Euler-Lagrange equations are equivalent

to a pair of linear first order massless Dirac equations. The

crucial element of the proof is the observation that our Lagrangian

admits a factorisation.

[1] Olga Chervova and Dmitri Vassiliev, "The stationary Weyl

equation and Cosserat elasticity", preprint http://arxiv.org/abs/1001.4726