Tue, 04 Nov 2008

15:45 - 16:45
L3

Higher-Genus Gromov-Witten Invariants and Crepant Resolutions

Tom Coates
(Imperial College London)
Abstract

Let X be a Gorenstein orbifold and Y a crepant resolution of

X. Suppose that the quantum cohomology algebra of Y is semisimple. We describe joint work with Iritani which shows that in this situation the genus-zero crepant resolution conjecture implies a higher-genus version of the crepant resolution conjecture. We expect that the higher-genus version in fact holds without the semisimplicity hypothesis.

Tue, 04 Nov 2008

09:00 - 10:00
DH 3rd floor SR

OxMOS Team Meeting

Pras Pathmanathan and Yasemin Sengul
Mon, 03 Nov 2008

17:00 - 18:00
Gibson 1st Floor SR

Critical mass in generalized Smoluchowski-Poisson equations

Philippe Laurençot
(Toulouse)
Abstract

In space dimension 2, it is well-known that the Smoluchowski-Poisson

system (also called the simplified or parabolic-elliptic Keller-Segel

chemotaxis model) exhibits the following phenomenon: there is a critical

mass above which all solutions blow up in finite time while all solutions

are global below that critical mass. We will investigate the case of the

critical mass along with the stability of self-similar solutions with

lower masses. We next consider a generalization to several space

dimensions which involves a nonlinear diffusion and show that a similar

phenomenon takes place but with some different features.

Mon, 03 Nov 2008
15:45
L3

Indecomposable PD_3-complexes

Jonathan Hillman
(Sydney and Durham)
Abstract

$PD$-complexes model the homotopy theory of manifolds.

In dimension 3, the unique factorization theorem holds to the extent that a $PD_3$-complex is a connected sum if and only if its fundamental group is a free product, and the indecomposables are aspherical or have virtually free fundamental group [Tura'ev,Crisp]. However in contrast to the 3-manifold case the group of an indecomposable may have infinitely many ends (i.e., not be virtually cyclic). We shall sketch the construction of one such example, and outline some recent work using only group theory that imposes strong restrictions on any other such examples.

Mon, 03 Nov 2008
15:45
Oxford-Man Institute

Phase diagram for a stochastic reaction diffusion equation.

Dr. Roger Tribe
(University of Warwick)
Abstract

The system

u_t = Delta u + buv - cu + u^{1/2} dW

v_t = - uv

models the evolution of a branching population and its usage of a non-renewable resource.

A phase diagram in the parameters (b,c) describes its long time evolution.

We describe this, including some results on asymptotics in the phase diagram for small and large values of the parameters.

Mon, 03 Nov 2008

12:00 - 13:00
L3

Gravity, Twistors and the MHV Formalism

Lionel Mason
(Oxford)
Abstract

Abstract: Recent developments in quantum field theory and twistor-string theory have thrown up surprising structures in the perturbative approach to gravity that cry out for a non-perturbative explanation. Firstly the MHV scattering amplitudes, those involving just two left handed and n-2 right handed outgoing gravitons are particularly simple, and a formalism has been proposed that constructs general graviton scattering amplitudes from these MHV amplitudes as building blocks. This formalism is chiral and suggestive of deep links with Ashtekar variables and twistor theory. In this talk, the MHV amplitudes are calculated ab initio by considering scattering of linear gravitons on a fully nonlinear anti-self-dual background using twistor theory, and a twistor action formulation is provided that produces the MHV formalism as its Feynman rules.

Fri, 31 Oct 2008
14:15
DH 1st floor SR

Hedging under illiquidity costs as a second order target problem: a dual formulation

Nizar Touzi
(Polytechnique)
Abstract

Starting from the problem of perfect hedging under market illiquidity, as introduced by Cetin, Jarrow and Protter, we introduce a class of second order target problems. A dual formulation in the general non-Markov case is obtained by formulating the problem under a convenient reference measure. In contrast with previous works, the controls lie in the classical H2 spaces associated to the reference measure. A dual formulation of the problem in terms of a standard stochastic control problem is derived, and involves control of the diffusion component.

Fri, 31 Oct 2008

11:45 - 17:00
Gibson 1st Floor SR

Dislocations Worshop

Gabor Csanyi and others
Abstract

11.30 Coffee (1st floor Gibson Common Room).

11.45 Atomistics and Dislocations - Gabor Csanyi (followed by a short time for discussion).

13.00 Sandwich lunch (1st floor Common Room).

13.45 (approx) Persistent Slip Bands (PSB's) - Angus Wilkinson and/or Jon Chapman.

14:30 Discussion.

Fri, 31 Oct 2008
11:45
Gibson 1st Floor SR
Thu, 30 Oct 2008

17:00 - 18:00
L3

Defining Z in Q

Jochen Koenigsmann
(Oxford)
Abstract

I will present a universal definition of the integers in the field of rational numbers, building on work discussed by Bjorn Poonen in his seminar last term. I will also give, via model theory, a geometric criterion for the non-diophantineness of Z in Q.

Thu, 30 Oct 2008

14:30 - 15:30
L3

The Brauer algebra and a symplectic Schur functor

Rudolf Tange
(York)
Abstract

It is well-known that there is a strong link between the representation

theories of the general linear group and the symmetric group over the

complex numbers. J.A.Green has shown that this in also true over infinite

fields of positive characteristic. For this he used the Schur functor as

introduced by I.Schur in his PhD thesis.

In this talk I will show that one can do the same thing for the symplectic

group and the Brauer algebra. This is joint work with S.Donkin. As a

consequence we obtain that (under certain conditions) the Brauer algebra and

the symplectic Schur algebra in characteristic p have the same block

relation. Furthermore we obtain a new proof of the description of the blocks

of the Brauer algebra in characteristic zero as obtained by Cox, De Visscher

and Martin.

Thu, 30 Oct 2008

14:00 - 15:00
Comlab

A posteriori error estimation and adaptivity for an operator decomposition approach to conjugate heat transfer

Prof Simon Tavener
(Colorado State University)
Abstract
Operator decomposition methods are an attractive solution strategy for computing complex phenomena involving multiple physical processes, multiple scales or multiple domains. The general strategy is to decompose the problem into components involving simpler physics over a relatively limited range of scales, and then to seek the solution of the entire system through an iterative procedure involving solutions of the individual components. We analyze the accuracy of an operator decomposition finite element method for a conjugate heat transfer problem consisting of a fluid and a solid coupled through a common boundary. We derive accurate a posteriori error estimates that account for both local discretization errors and the transfer of error between fluid and solid domains. We use these estimates to guide adaptive mesh refinement. In addition, we show that the order of convergence of the operator decomposition method is limited by the accuracy of the transferred gradient information, and how a simple boundary flux recovery method can be used to regain the optimal order of accuracy in an efficient manner. This is joint work with Don Estep and Tim Wildey, Department of Mathematics, Colorado State University.
Thu, 30 Oct 2008

13:00 - 14:00
DH 1st floor SR

Portfolio Choice via Quantiles

Xunyu Zhou
(Oxford)
Abstract

A new portfolio choice model in continuous time is formulated and solved, where the quantile function of the terminal cash flow, instead of the cash flow itself, is taken as the decision variable. This formulation covers and leads to solutions to many existing and new models including expected utility maximisation, mean-variance, goal reaching, VaR and CVaR, Yaari's dual model, Lopes' SP/A model, and behavioural model under prospect theory.

Tue, 28 Oct 2008

14:30 - 15:30
L3

Distance labeling on graphs

Andy Twigg
(Oxford)
Abstract
Given a graph G, we are asked to preprocess G and compute labels L(u) for vertices such that given L(x) and L(y) we can efficiently answer d_G(x,y). I will describe some results in this area and some open problems.
Tue, 28 Oct 2008

12:00 - 13:15
L3

Quantum transport of 2D Dirac fermions: The case for a topological metal

Christopher Mudry (PSI, visiting Newton Institute)
Abstract

The problem of Anderson localization in graphene

has generated a lot of renewed attention since graphene flakes

have been accessible to transport and spectroscopic probes.

The popularity of graphene derives from it realizing planar Dirac

fermions. I will show under what conditions disorder for

planar Dirac fermions does not result in localization but rather in a

metallic state that might be called a topological metal.

Mon, 27 Oct 2008

17:00 - 18:00
Gibson 1st Floor SR

On the zero temperature limit of interacting corpora

Peter Constantin
(Chicago)
Abstract

I will talk about recent work concerning the Onsager equation on metric

spaces. I will describe a framework for the study of equilibria of

melts of corpora -- bodies with finitely many

degrees of freedom, such as stick-and-ball models of molecules.

Mon, 27 Oct 2008
15:45
Oxford-Man Institute

Backward SDEs with constrained jumps and Quasi-Variational Inequalities

Prof. Huyen Pham
(Paris VII)
Abstract

We introduce a class of backward stochastic differential equations (BSDEs) driven by Brownian motion and Poisson random measure, and subject to constraints on the jump component. We prove the existence and uniqueness of the minimal solution for the BSDEs by using a penalization approach. Moreover, we show that under mild conditions the minimal solutions to these constrained BSDEs can be characterized as the unique viscosity solution of quasi-variational inequalities (QVIs), which leads to a probabilistic representation for solutions to QVIs. Such a representation in particular gives a new stochastic formula for value functions of a class of impulse control problems. As a direct consequence we obtain a numerical scheme for the solution of such QVIs via the simulation of the penalized BSDEs. This talk is based on joint work with I. Kharroubi, J. Ma and J. Zhang.

Mon, 27 Oct 2008
14:15
Oxford-Man Institute

"Decay to equilibrium for linear and nonlinear semigroups"

Prof. Boguslaw Zegarlinski
(Imperial College London)
Abstract

In this talk I will present recent results on ergodicity of Markov semigroups in large dimensional spaces including interacting Levy type systems as well as some R-D models.

Mon, 27 Oct 2008

12:00 - 13:00
L3

M2 Branes and Chern-Simons-Matter Theories

Daniel Jafferis
(Rutgers)
Abstract

Abstract: In this talk, I will give an overview of the new developments in the AdS_4/CFT_3 correspondence. I will present in detail an N=6 Chern-Simons-matter theory with gauge group U(N) x U(N) that is dual to N M2 branes in the orbifold C^4/Z_k. This theory can be derived from a construction involving D3 branes intersecting (p,q) fivebranes. I will also discuss various quantum mechanical aspects of this theory, including an enhancement of its supersymmetry algebra at Chern-Simons levels 1 and 2, and some novel phenomenon that arise in the U(N) x U(M) theory dual to configurations with N-M fractional branes. A generalization to N=3 CSM theories dual to AdS_4 x M_7, where M_7 is a 3-Sasakian 7-manifold, will be explained. The seminar will be based primarily on Aharony, Bergman, DJ, Maldacena; Aharony, Bergman, DJ; DJ, Tomasiello.

Fri, 24 Oct 2008
14:15
Oxford-Man Institute

(JOINTLY WITH OXFORD-MAN) Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

Robert Anderson
(Berkeley)
Abstract

We prove existence of equilibrium in a continuous-time securities market in which the securities are potentially dynamically complete: the number of securities is at least one more than the number of independent sources of uncertainty. We prove that dynamic completeness of the candidate equilibrium price process follows from mild exogenous assumptions on the economic primitives of the model. Our result is universal, rather than generic: dynamic completeness of the candidate equilibrium price process and existence of equilibrium follow from the way information is revealed in a Brownian filtration, and from a mild exogenous nondegeneracy condition on the terminal security dividends. The nondegeneracy condition, which requires that finding one point at which a determinant of a Jacobian matrix of dividends is nonzero, is very easy to check. We find that the equilibrium prices, consumptions, and trading strategies are well-behaved functions of the stochastic process describing the evolution of information.

We prove that equilibria of discrete approximations converge to equilibria of the continuous-time economy

Thu, 23 Oct 2008
16:00
L3

The circle method with weights and Tschinkel's problem

Nic Niedermowwe
(Oxford)
Abstract

We show how the circle method with a suitably chosen Gaussian weight can be used to count unweighted zeros of polynomials. Tschinkel's problem asks for the density of solutions to Diophantine equations with S-unit and integral variables.

Thu, 23 Oct 2008

14:30 - 15:30
L3

Vertices of simple modules for symmetric groups

Susanne Danz
(Oxford)
Abstract

We consider the symmetric group S_n of degree n and an algebraically

closed field F of prime characteristic p.

As is well-known, many representation theoretical objects of S_n

possess concrete combinatorial descriptions such as the simple

FS_n-modules through their parametrization by the p-regular partitions of n,

or the blocks of FS_n through their characterization in terms of p-cores

and p-weights. In contrast, though closely related to blocks and their

defect groups, the vertices of the simple FS_n-modules are rather poorly

understood. Currently one is far from knowing what these vertices look

like in general and whether they could be characterized combinatorially

as well.

In this talk I will refer to some theoretical and computational

approaches towards the determination of vertices of simple FS_n-modules.

Moreover, I will present some results concerning the vertices of

certain classes of simple FS_n-modules such as the ones labelled by

hook partitions or two part partitions, and will state a series of

general open questions and conjectures.

Thu, 23 Oct 2008

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Some issues in dense linear algebra algorithms for multicore and new architectures

Dr Marc Baboulin
(University of Coimbra)
Abstract

The advent of multicore processors and other technologies like Graphical Processing Units (GPU) will considerably influence future research in High Performance Computing.

To take advantage of these architectures in dense linear algebra operations, new algorithms are

proposed that use finer granularity and minimize synchronization points.

After presenting some of these algorithms, we address the issue of pivoting and investigate randomization techniques to avoid pivoting in some cases.

In the particular case of GPUs, we show how linear algebra operations can be enhanced using

hybrid CPU-GPU calculations and mixed precision algorithms.

Thu, 23 Oct 2008

13:30 - 14:30
Gibson 1st Floor SR

Nonlinear stability of time-periodic viscous shocks

Margaret Beck
(Brown University, US)
Abstract

In order to understand the nonlinear stability of many types of time-periodic travelling waves on unbounded domains, one must overcome two main difficulties: the presence of embedded neutral eigenvalues and the time-dependence of the associated linear operator. This problem is studied in the context of time-periodic Lax shocks in systems of viscous conservation laws. Using spatial dynamics and a decomposition into separate Floquet eigenmodes, it is shown that the linear evolution for the time-dependent operator can be represented using a contour integral similar to that of the standard time-independent case. By decomposing the resulting Green's distribution, the leading order behavior associated with the embedded eigenvalues is extracted. Sharp pointwise bounds are then obtained, which are used to prove that the time-periodic Lax shocks are linearly and nonlinearly stable under the necessary conditions of spectral stability and minimal multiplicity of the translational eigenvalues. The latter conditions hold, for example, for small-oscillation time-periodic waves that emerge through a supercritical Hopf bifurcation from a family of time-independent Lax shocks of possibly large amplitude.

Thu, 23 Oct 2008

11:00 - 12:00
SR1

Model completeness results for certain Pfaffian structures

Gareth Jones
(Manchester)
Abstract

I show that the expansion of the real field by a total Pfaffian chain is model complete in a language with symbols for the functions in the chain, the exponential and all real constants. In particular, the expansion of the reals by all total Pfaffian functions is model complete.