Past

New techniques in cell and molecular biology have produced huge advances in our understanding of signal transduction and cellular response in many systems, and this has led to better cell-level models for problems ranging from biofilm formation to embryonic development. However, many problems involve very large numbers of cells, and detailed cell-based descriptions are computationally prohibitive at present. Thus rational techniques for incorporating cell-level knowledge into macroscopic equations are needed for these problems. In this talk we discuss several examples that arise in the context of cell motility and pattern formation. We will discuss systems in which the micro-to-macro transition can be made more or less completely, and also describe other systems that will require new insights and techniques.

14.15 - 15.00 Part I

Marc Yor : The infinite horizon case.

15.00 - 15.15 A short break for questions and answers

15.15 - 16.00 Part II

Amel Bentata : The finite horizon case.

Roughly, the Black-Scholes formula is a distribution function of the maturity. This may be explained in terms of the last passage times at a given level of the underlying Brownian motion with drift.

Conversely, starting with last passage times up to finite horizon, we obtain a 2-parameter variant of the Black-Scholes formula.

The task is to compute orthogonal eigenvectors (without Gram-Schmidt) of symmetric tridiagonals for isolated clusters of close eigenvalues. We review an "old" method, the Submatrix method, and describe an extension which significantly enlarges the scope to include several mini-clusters within the given cluster. An essential feature is to find the envelope of the associated invariant subspace.

In a financial market, the appreciate rates are very difficult to estimate precisely, and in general only some confidence interval will be estimated. This paper is devoted to the portfolio selection with the appreciation rates being in a certain closed convex set rather than some precise point. We study the problem in both expected utility framework and mean-variance framework, and robust solutions are given explicitly in both frameworks.

I will discuss some theorems of Chatzidakis, van den Dries, and Macintyre on definable sets over finite fields (Crelle 1992). This includes a geometric decomposition theorem for definable sets and a generalization of the Lang-Weil estimates, and uses model theory of finite and pseudo-finite fields.

If time permits, I shall mention a recent application of this work by Emmanuel Kowalski on new bounds for exponential sums (Israel Journal of Math 2007).

I would also like to mention some connections to the model theory of p-adic and motivic integrals and to general problems on counting and equidistribution of rational points.

I plan to discuss some aspects the mysterious relationship between the symmetries of toroidal compactifications of M-theory and helices on del Pezzo surfaces.

We demonstrate a scheme for controlling a large quantum system by acting

on a small subsystem only. The local control is mediated to the larger

system by some fixed coupling Hamiltonian. The scheme allows to transfer

arbitrary and unknown quantum states from a memory to the large system

("upload access") as well as the inverse ("download access").

We give sufficient conditions of the coupling Hamiltonian for the

controllability

of the system which can be checked efficiently by a colour-infection game on

the graph

that describes the couplings.

The B-D equations describe a mean field approximation for a many body system in relaxation to equilibrium. The two B-D equations determine the time evolution of the density c(L,t) of particles with mass L, L=1,2,... One of the equations is a discretized linear diffusion equation for c(L,t), and the other is a non-local constraint equivalent to mass conservation. Existence and uniqueness for the B-D system was established in the 1980's by Ball, Carr and Penrose. Research in the past decade has concentrated on understanding the large time behavior of solutions to the B-D system. This behavior is characterized by the phenomenon of "coarsening", whereby excess density is concentrated in large particles with mass increasing at a definite rate. An important conjecture in the field is that the coarsening rate can be obtained from a particular self- similar solution of the simpler LSW system. In this talk we shall discuss the B-D and LSW equations, and some recent progress by the speaker and others towards the resolution of this conjecture.

Probabilistic methods for the solution of Backward Stochastic Differential Equations (BSDE) provide us with a new approach to the problem of approximating the solution of a semi-linear PDE. Utilizing on the Markovian nature of these BSDE’s we show how one may consider the problem of numerical solutions to BSDEs within the area of weak approximations of diffusions. To emphasize this point, we suggest an algorithm based on the Cubature method on Wiener space of Lyons - Victoir. Instead of using standard discretization techniques of BSDE’s, we choose to work with the actual flow. This allows to take advantage of estimates on the derivatives of the solution of the associated semi-linear PDE and hence, we recover satisfactory convergence estimates.

I will give a few model theoretic properties for fields with a Hasse derivation which are existentially closed. I will explain how some type-definable sets allow us to understand properties of some algebraic varieties, mainly concerning their field of definition.

Any nonlinear equation of the form y''=\sum_{n=0}^N a_n(z)y^n

has a (generally branched) solution with leading order behaviour

proportional to

(z-z_0)^{-2/(N-1)} about a point z_0, where the coefficients a_n are analytic at z_0 and a_N(z_0)\ne 0. Jointly with R.G. Halburd we consider the subclass of equations for which each possible leading order term of

this

form corresponds to a one-parameter family of solutions represented near

z_0

by a Laurent series in fractional powers of z-z_0. For this class of

equations we show that the only movable singularities that can be reached

by

analytic continuation along finite-length curves are of the algebraic type

just described. This work generalizes previous results of S. Shimomura.

The only other possible kind of movable singularity that might occur is an

accumulation point of algebraic singularities that can be reached by

analytic continuation along infinitely long paths ending at a finite point

in the complex plane. This behaviour cannot occur for constant coefficient

equations in the class considered. However, an example of R. A. Smith

shows

that such singularities do occur in solutions of a simple autonomous

second-order differential equation outside the class we consider here.

This talk shall examine a range of problems where nonlinear waves or coherent structures are localised to some portion of a domain. In one spatial dimension, the problem reduces to finding homoclinic connections to equilibria. Two canonical problems emerge when higher-order spatial terms are considered (either via fourth-order operators or discreteness effects). One involves so-called snaking bifurcation diagrams where a fundamental state grows an internal patterned layer via an infinite sequence of fold bifurcations. The other involves the exact vanishing of oscillatory tails as a parameter is varied. It is shown how both problems arise from certain codimension-two limits where they can be captured by beyond-all-orders analysis. Dynamical systems methods can then be used to explain the kind of structures that emerge away from these degenerate points. Applications include moving discrete breathers in atomic lattices, discrete solitons in optical cavities, and theories for two-dimensional localised patterns using Swift-Hohenberg theory.

For a positively graded algebra A we construct a functor from the derived

category of graded A-modules to the derived category of graded modules over

the quadratic dual A^! of A. This functor is an equivalence of certain

bounded subcategories if and only if the algebra A is Koszul. In the latter

case the functor gives the classical Koszul duality. The approach I will

talk about uses the category of linear complexes of projective A-modules.

Its advantage is that the Koszul duality functor is given in a nice and

explicit way for computational applications. The applications I am going to

discuss are Koszul dualities between certain functors on the regular block

of the category O, which lead to connections between different

categorifications of certain knot invariants. (Joint work with S.Ovsienko

and C.Stroppel.)

"Eigenvalue avoidance" or "level repulsion" refers to the tendency of eigenvalues of matrices or operators to be distinct rather than degenerate.

The mathematics goes back to von Neumann and Wigner in 1929 and touches many subjects including numerical linear algebra, random matrix theory, chaotic dynamics, and number theory.

This talk will be an informal illustrated discussion of various aspects of this phenomenon.

The phase transition is a phenomenon that appears in natural sciences in various contexts. In the random graph theory, the phase transition refers to a dramatic change in the number of vertices in the largest components by addition of a few edges around a critical value, which was first discussed on the standard random graphs in the seminal paper by Erdos and Renyi. Since then, the phase transition has been a central theme of the random graph theory. In this talk we discuss the phase transition in random graphs with a given degree sequence and random graph processes with degree constraints.

Carlos and Benson will give an update on their research.

Current numerical relativity codes model neutron star matter as a perfect fluid, with an unphysical "atmosphere" surrounding the star to avoid the breakdown of the equations at the fluid-vacuum interface at the surface of the star. To design numerical methods that do not require an unphysical atmosphere, it is useful to know what a generic sound wave looks near the surface. After a review of relevant mathematical methods, I will present results for low (finite) amplitude waves that remain smooth and, perhaps, for high amplitude waves that form a shock.