Fri, 06 Dec 2013
16:00
L1

Special numbers and special functions related to Ramanujan's mock modular forms

Ken Ono
(Emory University)
Abstract

 This lecture will cover two recent works on the mock modular
forms of Ramanujan.

I. Solution of Ramanujan's original conjectures about these functions.
(Joint work with Folsom and Rhoades)

II. A new theorem that mock modular forms are "generating functions" for
central L-values and derivatives of quadratic twist L-functions.
(Joint work with Alfes, Griffin, Rolen).

Fri, 06 Dec 2013

16:00 - 17:00
L4

Worst-Case Portfolio Optimization: Concept and Recent Results

Ralf Korn
(Technische Universität Kaiserslautern)
Abstract

Worst-case portfolio optimization has been introduced in Korn and Wilmott

(2002) and is based on distinguishing between random stock price

fluctuations and market crashes which are subject to Knightian

uncertainty. Due to the absence of full probabilistic information, a

worst-case portfolio problem is considered that will be solved completely.

The corresponding optimal strategy is of a multi-part type and makes an

investor indifferent between the occurrence of the worst possible crash

and no crash at all.

We will consider various generalizations of this setting and - as a very

recent result - will in particular answer the question "Is it good to save

for bad times or should one consume more as long as one is still rich?"

Fri, 06 Dec 2013
14:15
C6

Stick-slip on ice streams: the effects of viscoelasticity

Daniel Goldberg
(Edinburgh)
Abstract

Stick-slip behavior is a distinguishing characteristic of the flow of Whillans Ice Stream. Distinct from stick-slip on northern hemisphere glaciers, which is generally attributed to supraglacial melt, the behavior is thought be be controlled by fast processes at the bed and by tidally-induced stress. Modelling approaches to studying this phenomenon typically consider ice to be an elastically-deforming solid (e.g. Winberry et al, 2008; Sergienko et al, 2009). However, there remains a question of whether irreversible, i.e. viscous, deformation is important to the stick-slip process; and furthermore whether the details of stick-slip oscillations are important to ice stream evolution on longer time scales (years to decades).

To address this question I use two viscoelastic models of varying complexity. The first is a modification to the simple block-and-slider models traditionally used to examine earthquake processes on a very simplistic fashion. Results show that the role of viscosity in stick-slip depends on the dominant stress balance. These results are then considered in the context of a continuum description of a viscoelastic ice stream with a rate-weakening base capable of exhibiting stick-slip behavior. With the continuum model we examine the spatial and temporal aspects of stick-slip, their dependence on viscous effects, and how this behavior impacts the mean flow. Different models for the evolution of basal shear stress are examined in the experiments, with qualitatively similar results. A surprising outcome is that tidal effects, while greatly affecting the spectrum of the stick-slip cycle, may have relatively little effect on the mean flow.

Thu, 05 Dec 2013

16:00 - 17:30
C6

Groups acting on trees and beyond

Montse Casals
Abstract

In this talk, we will review the classical Bass-Serre theory of groups acting on trees and introduce its real version, Rips' theory. If time permits, I will briefly discuss some higher dimensional spaces that are currently being investigated, namely cubings and real cubings.

Thu, 05 Dec 2013

16:00 - 17:00
L2

Random matrices and the asymptotic behavior of the zeros of the Taylor approximants of the exponential function

Ken McLaughlin
(University of Arizona)
Abstract

The plan: start with an introduction to several random matrix ensembles and discuss asymptotic properties of the eigenvalues of the matrices, the last one being the so-called "Normal Matrix Model", and the connection described in the title will be explained. If all goes well I will end with an explanation of asymptotic computations for a new normal matrix model example, which demonstrates a form of universality.

(NOTE CHANGE OF VENUE TO L2)

Thu, 05 Dec 2013

14:00 - 15:00
L4

Pointed Hopf Algebras with triangular decomposition.

Robert Laugwitz
(Oxford)
Abstract

In this talk, two concepts are brought together: Algebras with triangular decomposition (as studied by Bazlov & Berenstein) and pointed Hopf algebra. The latter are Hopf algebras for which all simple comodules are one-dimensional (there has been recent progress on classifying all finite-dimensional examples of these by Andruskiewitsch & Schneider and others). Quantum groups share both of these features, and we can obtain possibly new classes of deformations as well as a characterization of them.

Thu, 05 Dec 2013

14:00 - 15:00
L5

Certified upper and lower bounds for the eigenvalues of the Maxwell operator

Dr Gabriel Barrenechea
(University of Strathclyde)
Abstract

We propose a strategy which allows computing eigenvalue enclosures for the Maxwell operator by means of the finite element method. The origins of this strategy can be traced back to over 20 years ago. One of its main features lies in the fact that it can be implemented on any type of regular mesh (structured or otherwise) and any type of elements (nodal or otherwise). In the first part of the talk we formulate a general framework which is free from spectral pollution and allows estimation of eigenfunctions.

We then prove the convergence of the method, which implies precise convergence rates for nodal finite elements. Various numerical experiments on benchmark geometries, with and without symmetries, are reported.

Thu, 05 Dec 2013

13:00 - 14:00
L5

Bottleneck Option

Curdin Ott
(ETH Zuerich)
Abstract

We consider an option whose payoff corresponds to a “capped American lookback option with floating-strike” and solve the associated pricing problem (an optimal stopping problem) in a financial market whose price process is modeled by an exponential spectrally negative Lévy process. We will present some interesting features of the solution - in fact, it turns out that the continuation region has a feature that resembles a bottleneck and hence the name “Bottleneck option”. We will also come across some well-known optimal stopping problems such as the Russian optimal stopping problem and the American lookback optimal stopping problem
Thu, 05 Dec 2013

12:00 - 13:00
L5

An analysis of crystal cleavage in the passage from atomistic models to continuum theory

Manuel Friedrich
(Universität Augsburg)
Abstract

We study the behavior of atomistic models under uniaxial tension and investigate the system for critical fracture loads. We rigorously prove that in the discrete-to- continuum limit the minimal energy satisfies a particular cleavage law with quadratic response to small boundary displacements followed by a sharp constant cut-off beyond some critical value. Moreover, we show that the minimal energy is attained by homogeneous elastic configurations in the subcritical case and that beyond critical loading cleavage along specific crystallographic hyperplanes is energetically favorable. We present examples of mass spring models with full nearest and next-to-nearest pair interactions and provide the limiting minimal energy and minimal configurations.

Thu, 05 Dec 2013
11:00
C5

"Poincare series counting numbers of definable equivalence classes"

Jamshid Derakhshan
(Oxford)
Abstract

Hrushovski-Martin-Rideau have proved rationality of Poincare series counting 
numbers of equivalence classes of a definable equivalence relation on the p-adic field (in connection to a problem on counting representations of groups). For this they have proved 
uniform p-adic elimination of imaginaries. Their work implies that these Poincare series are 
motivic. I will talk about their work.

Wed, 04 Dec 2013

16:00 - 17:00
C6

Free-by-cyclic groups are large

Alejandra Garrido
(Oxford)
Abstract

I will introduce and motivate the concept of largeness of a group. I will then show how tools from different areas of mathematics can be applied to show that all free-by-cyclic groups are large (and try to convince you that this is a good thing).

Wed, 04 Dec 2013
10:30
Queen's College

Kazhdan's property (T)

Giles Gardam
Abstract

Kazhdan introduced property (T) for locally compact topological groups to show that certain lattices in semisimple Lie groups are finitely generated. This talk will give an introduction to property (T) along with some first consequences and examples. We will finish with a classic application of property (T) due to Margulis: the first known construction of expanders.

Tue, 03 Dec 2013

14:30 - 15:30
C2

How many edges are needed to force an $H$-minor?

Bruce Reed
(McGill University)
Abstract

We consider the parameter $a(H)$, which is the smallest a such that if $|E(G)|$ is at least/exceeds $a|V(H)|/2$ then $G$ has an $H$-minor. We are especially interested in sparse $H$ and in bounding $a(H)$ as a function of $|E(H)|$ and $|V(H)|$. This is joint work with David Wood.

Tue, 03 Dec 2013

13:15 - 14:00
C4

Modelling cell population growth in tissue engineering

Lloyd Chapman
(OCIAM Oxford)
Abstract

It is often difficult to include sufficient biological detail when modelling cell population growth to make models with real predictive power. Continuum models often fail to capture physical and chemical processes happening at the level of individual cells and discrete cell-based models are often very computationally expensive to solve. In the first part of this talk, I will describe a phenomenological continuum model of cell aggregate growth in a specific perfusion bioreactor cell culture system, and the results of numerical simulations of the model to determine the effects of the bioreactor operating conditions and cell seeding on the growth. In the second part of the talk, I will introduce a modelling approach used to derive continuum models for cell population growth from discrete cell-based models, and consider possible extensions to this framework.

Tue, 03 Dec 2013
09:00
C5

More on the loop integrand

Nima Arkani Hamed
(IAS Princeton)
Abstract

This will be an informal discussion developing the details of the Amplituhedron for the loop integrand.

Mon, 02 Dec 2013

17:00 - 18:00
C5

The pyjama problem

Freddie Manners
Abstract

The 'pyjama stripe' is the subset of the plane consisting of a vertical

strip of width epsilon about every integer x-coordinate. The 'pyjama

problem' asks whether finitely many rotations of the pyjama stripe about

the origin can cover the plane.

I'll attempt to outline a solution to this problem. Although not a lot

of this is particularly representative of techniques frequently used in

additive combinatorics, I'll try to flag up whenever this happens -- in

particular ideas about 'limit objects'.

Mon, 02 Dec 2013

17:00 - 18:00
L6

A positive mass theorem for CR manifolds

Andrea Malchiodi
(University of Warwick)
Abstract

We consider a class of CR manifold which are defined as asymptotically

Heisenberg,

and for these we give a notion of mass. From the solvability of the

$\Box_b$ equation

in a certain functional class ([Hsiao-Yung]), we prove positivity of the

mass under the

condition that the Webster curvature is positive and that the manifold

is embeddable.

We apply this result to the Yamabe problem for compact CR manifolds,

assuming positivity

of the Webster class and non-negativity of the Paneitz operator. This is

joint work with

J.H.Cheng and P.Yang.

Mon, 02 Dec 2013

15:45 - 16:45
Oxford-Man Institute

Moderate deviations for sums of dependent variables, and the method of cumulants

Pierre-Loic Meliot
(Universite Paris Sud)
Abstract

Abstract: Given a sequence of random variables X_n that converge toward a Gaussian distribution, by looking at the next terms in the asymptotic E[exp(zX_n)] = exp(z^2 / 2) (1+ ...), one can often state a principle of moderate deviations. This happens in particular for sums of dependent random variables, and in this setting, it becomes useful to develop techniques that allow to compute the precise asymptotics of exponential generating series. Thus, we shall present a method of cumulants, which gives new results for the deviations of certain observables in statistical mechanics:

- the number of triangles in a random Erdos-Renyi graph;

- and the magnetization of the one-dimensional Ising model.

Mon, 02 Dec 2013
15:30
L5

Triangulated surfaces in triangulated categories

Tobias Dyckerhoff
(Oxford)
Abstract

Given a triangulated category A, equipped with a differential

Z/2-graded enhancement, and a triangulated oriented marked surface S, we

explain how to define a space X(S,A) which classifies systems of exact

triangles in A parametrized by the triangles of S. The space X(S,A) is

independent, up to essentially unique Morita equivalence, of the choice of

triangulation and is therefore acted upon by the mapping class group of the

surface. We can describe the space X(S,A) as a mapping space Map(F(S),A),

where F(S) is the universal differential Z/2-graded category of exact

triangles parametrized by S. It turns out that F(S) is a purely topological

variant of the Fukaya category of S. Our construction of F(S) can then be

regarded as implementing a 2-dimensional instance of Kontsevich's proposal

on localizing the Fukaya category along a singular Lagrangian spine. As we

will see, these results arise as applications of a general theory of cyclic

2-Segal spaces.

This talk is based on joint work with Mikhail Kapranov.

Mon, 02 Dec 2013

14:15 - 15:15
Oxford-Man Institute

"Extracting information from the signature of a financial data stream"

Greg Gyurko
(University of Oxford)
Abstract

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex oscillatory systems (known as the theory of rough paths) provides new tools for analysing and describing these data streams and extracting the vital information. In this paper we illustrate how a very small number of coefficients obtained from the signature of financial data can be sufficient to classify this data for subtle underlying features and make useful predictions.

This paper presents financial examples in which we learn from data and then proceed to classify fresh streams. The classification is based on features of streams that are specified through the coordinates of the signature of the path. At a mathematical level the signature is a faithful transform of a multidimensional time series. (Ben Hambly and Terry Lyons \cite{uniqueSig}), Hao Ni and Terry Lyons \cite{NiLyons} introduced the possibility of its use to understand financial data and pointed to the potential this approach has for machine learning and prediction.

We evaluate and refine these theoretical suggestions against practical examples of interest and present a few motivating experiments which demonstrate information the signature can easily capture in a non-parametric way avoiding traditional statistical modelling of the data. In the first experiment we identify atypical market behaviour across standard 30-minute time buckets sampled from the WTI crude oil future market (NYMEX). The second and third experiments aim to characterise the market "impact" of and distinguish between parent orders generated by two different trade execution algorithms on the FTSE 100 Index futures market listed on NYSE Liffe.