Wed, 20 May 2009

15:00 - 16:00
Gibson 1st Floor SR

OxMOS Team Meeting

Y. Sengul, P. Pathmanathan
(Oxford)
Wed, 20 May 2009

11:30 - 12:30
ChCh, Tom Gate, Room 2

The abc conjecture and related topics

David Craven
(University of Oxford)
Abstract

We begin by proving the abc theorem for polynomial rings and looking at a couple of its consequences. We then move on to the abc conjecture and its equivalence with the generalized Szpiro conjecture, via Frey polynomials. We look at a couple of consequences of the abc conjecture, and finally consider function fields, where we introduce the abc theorem in that case.

Tue, 19 May 2009
18:00

"Kill All The Quants"?: Models vs. Mania In The Current Financial Crisis

Andrew W. Lo
(MIT)
Abstract

In the Said Business School

As the shockwaves of the financial crisis of 2008 propagate throughout the global economy, the "blame game" has begun in earnest, with some fingers pointing to the complexity of certain financial securities, and the mathematical models used to manage them. In this talk, I will review the evidence for and against this view, and argue that a broader perspective will show a much different picture.Blaming quantitative analysis for the financial crisis is akin to blaming F = MA for a fallen mountain climber's death. A more productive line of inquiry is to look deeper into the underlying causes of financial crisis, which ultimately leads to the conclusion that bubbles, crashes, and market dislocation are unavoidable consequences of hardwired human behavior coupled with free enterprise and modern capitalism. However, even though crises cannot be legislated away, there are many ways to reduce their disruptive effects, and I will conclude with a set of proposals for regulatory reform.

Tue, 19 May 2009

15:45 - 16:45
L3

Homological mirror symmetry for Brieskorn-Pham singularities

Kazushi Ueda
(Oxford and Osaka)
Abstract

A polynomial $f$ is said to be a Brieskorn-Pham polynomial if

$ f = x_1^{p_1} + ... + x_n^{p_n}$

for positive integers $p_1,\ldots, p_n$. In the talk, I will discuss my joint work with Masahiro Futaki on the equivalence between triangulated category of matrix factorizations of $f$ graded with a certain abelian group $L$ and the Fukaya-Seidel category of an exact symplectic Lefschetz fibration obtained by Morsifying $f$.

Tue, 19 May 2009

14:30 - 15:30
L3

Multicolour Ramsey numbers for cycles

Jozef Skokan
(LSE)
Abstract
For graphs $L_1,\dots,L_k$, the Ramsey number $R(L_1,\ldots,L_k)$ is the minimum integer $N$ such that for any edge-colouring of the complete graph $K_N$ by $k$ colours there exists a colour $i$ for which the corresponding colour class contains $L_i$ as a subgraph.

In this talk, we shall discuss recent developments in the case when the graphs $L_1,\dots,L_k$ are all cycles and $k\ge2$.

Tue, 19 May 2009

14:00 - 15:00
L1

The closed state space of affine Landau-Ginzburg B-models

Ed Segal
(Imperial College London)
Abstract

I'll define the category of B-branes in a LG model, and show that for affine models the Hochschild homology of this category is equal to the physically-predicted closed state space. I'll also explain why this is a step towards proving that LG B-models define TCFTs.

Mon, 18 May 2009

17:00 - 18:00
Gibson 1st Floor SR

On fully nonlinear elliptic equations

Louis Nirenberg
(Courant Institute)
Abstract

Some results of R.Harvey and B.Lawson on the Dirichlet problem for a class of fully nonlinear elliptic equations will be presented.

No background is required; the talk will be expository.

Mon, 18 May 2009
15:45
Oxford-Man Institute

TBA

Karl-Theodor Sturm
Mon, 18 May 2009

15:30 - 16:00
Gibson 1st Floor SR

Dispersive Quantization

Peter J. Olver
(University of Minnesota)
Mon, 18 May 2009
14:15
Oxford-Man Institute

Recent problems involving moments determinacy of distributions.

Dr Jordan Stoyanov
(Newcastle)
Abstract

If a distribution, say F, has all moments finite, then either F is unique (M-determinate) in the sense that F is the only distribution with these moments, or F is non-unique (M-indeterminate).  In the latter case we suggest a method for constructing a Stieltjes class consisting of infinitely many distributions different from F and all having the same moments as F.  We present some shocking examples involving distributions such as N, LogN, Exp and explain what and why.  We analyse conditions which are sufficient for F to be M-determinate or M-indeterminate.  Then we deal with recent problems from the following areas:

 

(A)  Non-linear (Box-Cox) transformations of random data.

(B) Distributional properties of functionals of stochastic processes.

(C) Random sums of random variables.

 

If time permits, some open questions will be outlined.  The talk will be addressed to colleagues, including doctoral and master students, working or having interests in the area of probability/stochastic processes/statistics and their applications. 

Mon, 18 May 2009

12:00 - 13:00
L3

Dynamical Logic

Fay Dowker
(Imperial College)
Abstract
Abstract: Despite the high regard in which physicists hold General Relativity, the spacetime nature of reality has not yet fully been taken to heart in addressing the question of the interpretation of quantum mechanics. Partial progress was made by Dirac and Feynman by casting the dynamical content of quantum theory in terms of a Sum Over (spacetime) Histories (SOH). Recently it has been suggested by Sorkin that this SOH is part of an interpretive framework in which the rules of inference that are used to reason about physical reality are themselves subject to dynamical law. Just as General Relativity showed that geometry is not fixed and absolute, so Quantum Mechanics may be telling us that logical rules of inference are not fixed but part of physics.
Thu, 14 May 2009
17:00
L3

TBA

TBA
Thu, 14 May 2009

16:30 - 17:30
DH 1st floor SR

Applications of Sparse Signal Recovery for High-Dimensional Data

Nicolai Meinshausen
(Department of Statistics, Oxford)
Abstract

I will discuss the so-called Lasso method for signal recovery for high-dimensional data and show applications in computational biology, machine learning and image analysis.

Thu, 14 May 2009
13:00
DH 1st floor SR

On Backward Stochastic Differential Equations

Zhongmin Qian
(Oxford)
Abstract

This talk will be based on a joint work with Professor Terry Lyons and Mr Gechun Liang (OMI). I will explain a new approach to define and to solve a class of backward dynamic systems including the well known examples of non-linear backward SDE. The new approach does not require any kind of martingale representation or any specific restriction on the probability base in question, and therefore can be applied to a much wider class of backward systems.

Thu, 14 May 2009

12:15 - 13:15
SR1

Hitchin's connection, Toeplitz operators, and deformation quantization

Niels Gammelgaard
(Aarhus)
Abstract

I will briefly describe a differential geometric construction of Hitchin's projectively flat connection in the Verlinde bundle, over Teichm\"uller space, formed by the Hilbert spaces arising from geometric quantization of the moduli space of flat connections on a Riemann surface. We will work on a general symplectic manifold sharing certain properties with the moduli space. Toeplitz operators enter the picture when quantizing classical observables, but they are also closely connected with the notion of deformation quantization. Furthermore, through an intimate relationship between Toeplitz operators, the Hitchin connection manifests itself in the world of deformation quantization as a connection on formal functions. As we shall see, this formal Hitchin connection can be used to construct a deformation quantization, which is independent of the Kähler polarization used for quantization. In the presence of a symmetry group, this deformation quantization can (under certain cohomological conditions) be constructed invariantly. The talk presents joint work with J. E. Andersen.

Mon, 11 May 2009
17:00
Gibson 1st Floor SR

Pressure and projection methods for viscous incompressible flows

Jian-Guo Liu
(College Park, Maryland)
Abstract

For incompressible Navier-Stokes equations in a bounded domain, I will

first present a formula for the pressure that involves the commutator

of the Laplacian and Leray-Helmholtz projection operators. This

commutator and hence the pressure is strictly dominated by the viscous

term at leading order. This leads to a well-posed and computationally

congenial unconstrained formulation for the Navier-Stokes equations.

Based on this pressure formulation, we will present a new

understanding and design principle for third-order stable projection

methods. Finally, we will discuss the delicate inf-sup stability issue

for these classes of methods. This is joint work with Bob Pego and Jie Liu.

Mon, 11 May 2009
15:45
Oxford-Man Institute

A stochastic approach to relativistic diffusions

Dr Ismael Bailleul
(Cambridge)
Abstract

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F Debbasch, both in a heuristic and analytic way.  Roughly speaking, they are characterised by the existence at each (proper) time (of the moving particle) of a (local) rest frame where the random part of the acceleration of the particle (computed using the time of the rest frame) is brownian in any spacelike direction of the frame.

I will explain how the tools of stochastic calculus enable us to give a concise and elegant description of these random paths on any Lorentzian manifiold.  A mathematically clear definition of the the one-particle distribution function of the dynamics will emerge from this definition, and whose main property will be explained.  This will enable me to obtain a general H-theorem and to shed some light on links between probablistic notions and the large scale structure of the manifold.

All necessary tools from stochastic calculus and geometry will be explained.

Mon, 11 May 2009
14:15
Oxford-Man Institute

TBA

Dr Martin Pistorius
Mon, 11 May 2009

12:00 - 13:00
L3

Twistor Methods for Scattering Amplitudes

David Skinner
(Oxford)
Abstract
Abstract:  Modern techniques for computing multi-particle and multi-loop scattering amplitudes rely on a sophisticated use of on-shell recursion relations and generalised unitarity methods. I will show that these methods are ideally suited to interpretation in twistor space, where superconformal properties become manifest. In fact, the recursion relations of Britto, Cachazo, Feng & Witten provide a clear framework for the twistor diagram program initiated in the 1970s.
Tree-level scattering amplitudes in N=4 SYM are now known to possess a Yangian symmetry, formed by combining the original PSU(2,2|4) superconformal invariance with a second "dual" copy. I will also discuss very recent work constructing scattering amplitudes in a twistor space in which this dual superconformal symmetry acts geometrically.
Fri, 08 May 2009

16:30 - 17:00
DH 3rd floor SR

Analysis of asymmetric stable droplets in a fish patterning model

Thomas Woolley
(University of Oxford)
Abstract
Soliton like structures called “stable droplets” are found to exist within a paradigm reaction
diffusion model which can be used to describe the patterning in a number of fish species. It is
straightforward to analyse this phenomenon in the case when two non-zero stable steady states are
symmetric, however the asymmetric case is more challenging. We use a recently developed
perturbation technique to investigate the weakly asymmetric case.
Fri, 08 May 2009
16:30
L2

Eigenvalues of large random trees

Professor Steven N. Evans
(Berkeley)
Abstract

A common question in evolutionary biology is whether evolutionary processes leave some sort of signature in the shape of the phylogenetic tree of a collection of present day species.

Similarly, computer scientists wonder if the current structure of a network that has grown over time reveals something about the dynamics of that growth.

Motivated by such questions, it is natural to seek to construct``statistics'' that somehow summarise the shape of trees and more general graphs, and to determine the behaviour of these quantities when the graphs are generated by specific mechanisms.

The eigenvalues of the adjacency and Laplacian matrices of a graph are obvious candidates for such descriptors.

I will discuss how relatively simple techniques from linear algebra and probability may be used to understand the eigenvalues of a very broad class of large random trees. These methods differ from those that have been used thusfar to study other classes of large random matrices such as those appearing in compact Lie groups, operator algebras, physics, number theory, and communications engineering.

This is joint work with Shankar Bhamidi (U. of British Columbia) and Arnab Sen (U.C. Berkeley).

 

Fri, 08 May 2009
14:15
DH 1st floor SR

On the Modeling of Debt Maturity and Endogenous Default: A Caveat

Jean-Paul Decamps
(Toulouse)
Abstract

We focus on structural models in corporate finance with roll-over debt structure and endogenous default triggered by limited liability equity-holders. We point out imprecisions and misstatements in the literature and provide a rationale for the endogenous default policy.

Fri, 08 May 2009

10:00 - 11:30
DH 1st floor SR

Inverse problems in residual stress analysis and diffraction

Alexander Korsunsky
(Department of Engineering Science, University of Oxford)
Abstract
Inverse problems arise with regularity (sic!) in the context of our study of the deformation of solids, and its characterisation (in terms of diffraction and imaging) using radiation (neutrons and X-rays).

I wish to introduce several examples where the advancement of inverse problem methods can make a significant impact on applicatins.

1. Inverse eigenstrain analysis of residual stress states

2. Strain tomography

3. Strain image correlation

Depending on the time available, I may also mention (a) Rietveld refinement of diffraction patterns from polycrystalline aggregates, and
(b) Laue pattern indexing and energy dispersive detection for single grain strain analysis.

Thu, 07 May 2009

15:45 - 16:45
SR1

Vanishing cycles and Sebastiani-Thom in the setting of motivic integration II

Eduard Looijenga
(Utrecht)
Abstract

This is an overview, mostly of work of others (Denef, Loeser, Merle, Heinloth-Bittner,..). In the first part of the talk we give a brief introduction to motivic integration emphasizing its application to vanishing cycles. In the second part we discuss a join construction and formulate the relevant Sebastiani-Thom theorem.

Thu, 07 May 2009

14:00 - 15:00
SR1

Vanishing cycles and Sebastiani-Thom in the setting of motivic integration I

Eduard Looijenga
(Utrecht)
Abstract

This is an overview, mostly of work of others (Denef, Loeser, Merle, Heinloth-Bittner,..). In the first part of the talk we give a brief introduction to motivic integration emphasizing its application to vanishing cycles. In the second part we discuss a join construction and formulate the relevant Sebastiani-Thom theorem.