Wed, 09 Nov 2011

10:15 - 11:15
OCCAM Common Room (RI2.28)

A posteriori error analysis for a cut-cell finite-volume method

Simon Tavener
(Colorado State University)
Abstract

Diffusive process with discontinuous coefficients provide significant computational challenges. We consider the solution of a diffusive process in a domain where the diffusion coefficient changes discontinuously across a curved interface. Rather than seeking to construct discretizations that match the interface, we consider the use of regularly-shaped meshes so that the interface "cuts'' through the cells (elements or volumes). Consequently, the discontinuity in the diffusion coefficients has a strong impact on the accuracy and convergence of the numerical method. We develop an adjoint based a posteriori error analysis technique to estimate the error in a given quantity of interest (functional of the solution). In order to employ this method, we first construct a systematic approach to discretizing a cut-cell problem that handles complex geometry in the interface in a natural fashion yet reduces to the well-known Ghost Fluid Method in simple cases. We test the accuracy of the estimates in a series of examples.

Tue, 08 Nov 2011
17:00
L2

"Biaffine geometries, amalgams and group recognition"

Dr Justin McInroy
(Oxford)
Abstract

A polar space $\Pi$ is a geometry whose elements are the totally isotropic subspaces of a vector space $V$ with respect to either an alternating, Hermitian, or quadratic form. We may form a new geometry $\Gamma$ by removing all elements contained in either a hyperplane $F$ of $\Pi$, or a hyperplane $H$ of the dual $\Pi^*$. This is a \emph{biaffine polar space}.

We will discuss two specific examples, one with automorphism group $q^6:SU_3(q)$ and the other $G_2(q)$. By considering the stabilisers of a maximal flag, we get an amalgam, or "glueing", of groups for each example. However, the two examples have "similar" amalgams - this leads to a group recognition result for their automorphism groups.

Tue, 08 Nov 2011

15:45 - 16:45
L3

Donaldson-Thomas theory: generalizations and related conjectures

Vittoria Bussi
(Oxford)
Abstract

Generalized Donaldson-Thomas invariants $\bar{DT}^\alpha(\tau)$ defined by Joyce and Song are rational numbers which 'count' both $\tau$-stable and $\tau$-semistable coherent sheaves with Chern character $\alpha$ on a Calabi-Yau 3-fold X, where $\tau$ denotes Gieseker stability for some ample line bundle on X. The theory of Joyce and Song is valid only over the field $\mathbb C$. We will extend it to algebraically closed fields $\mathbb K$ of characteristic zero.

We will describe the local structure of the moduli stack $\mathfrak M$ of coherent sheaves on X, showing that an atlas for $\mathfrak M$ may be written locally as the zero locus of an almost closed 1-form on an \'etale open subset of the tangent space of $\mathfrak M$ at a point, and use this to deduce identities on the Behrend

function $\nu_{\mathfrak M}$ of $\mathfrak M$. This also yields an extension of generalized Donaldson-Thomas theory to noncompact Calabi-Yau 3-folds.

Finally, we will investigate how our argument might yield generalizations of the theory to a even wider context, for example the derived framework using Toen's theory and to motivic Donaldson-Thomas theory in the style of Kontsevich and Soibelman.

Tue, 08 Nov 2011

14:30 - 15:30
L3

Embedding trees in sparse graphs

Diana Piguet
(Birmingham)
Abstract

An embedding of a graph H in a graph G is an injective mapping of the vertices of H to the vertices of G such that edges of H are mapped to edges of G. Embedding problems have been extensively studied. A very powerful tool in this area is Szemeredi's Regularity Temma. It approximates the host graph G by a quasirandom graph which inherits many of the properties of G. Unfortunately the direct use of Szemeredi's Regularity Lemma is useless if the host graph G is sparse.

During the talk I shall expose a technique to deal with embedding trees in sparse graphs. This technique has been developed by Ajtai, Komlos,Simonovits and Szemeredi to solve the Erdos-Sos conjecture. Presently the author together with Hladky, Komlos, Simonovits, Stein and Szemeredi apply this method to solve the related conjecture of Loebl, Komlos and Sos (approximate version).

Mon, 07 Nov 2011
15:45
L3

Right-angled Artin groups and their automorphisms

Ric Wade
(Oxford)
Abstract

Automorphisms of right-angled Artin groups interpolate between $Out(F_n)$ and $GL_n(\mathbb{Z})$. An active area of current research is to extend properties that hold for both the above groups to $Out(A_\Gamma)$ for a general RAAG. After a short survey on the state of the art, we will describe our recent contribution to this program: a study of how higher-rank lattices can act on RAAGs that builds on the work of Margulis in the free abelian case, and of Bridson and the author in the free group case.

Mon, 07 Nov 2011
15:45
Oxford-Man Institute

Near-critical survival probability of branching Brownian motion with an absorbing barrier"

Simon Harris
(University of Bath)
Abstract

We will consider a branching Brownian motion where particles have a drift $-\rho$, binary branch at rate $\beta$ and are killed if they hit the origin. This process is supercritical  if $\beta>\rho^2/2$ and we will discuss the survival probability in the regime as criticality is approached. (Joint work with Elie Aidekon)

Mon, 07 Nov 2011

14:15 - 15:15
L3

Autoduality of Jacobians for singular curves

Dmytro Arinkin
(University of North Carolina & IAS Princeton)
Abstract

Let C be a (smooth projective algebraic) curve. It is well known that the Jacobian J of C is a principally polarized abelian variety. In otherwords, J is self-dual in the sense that J is identified with the space of topologically trivial line bundles on itself.

Suppose now that C is singular. The Jacobian J of C parametrizes topologically trivial line bundles on C; it is an algebraic group which is no longer compact. By considering torsion-free sheaves instead of line bundles, one obtains a natural singular compactification J' of J.

In this talk, I consider (projective) curves C with planar singularities. The main result is that J' is self-dual: J' is identified with a space of torsion-free sheaves on itself. This autoduality naturally fits into the framework of the geometric Langlands conjecture; I hope to sketch this relation in my talk.

Mon, 07 Nov 2011
14:15
Oxford-Man Institute

Brownian measures on Jordan curves

Anton Thalmaier
(University of Luxembourg)
Abstract

We describe a construction of the Brownian measure on Jordan curves with respect to the Weil-Petersson metric. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in the complex plane requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S1). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales.

Mon, 07 Nov 2011

12:00 - 13:00
L3

Landscape of consistent reductions with applications

Davide Cassani
(King's College London)
Abstract

Consistent truncations have proved to be powerful tools in the construction of new string theory solutions. Recently, they have been employed in the holographic description of condensed matter systems. In the talk, I will present a rich class of supersymmetric consistent truncations of higher-dimensional supergravity which are based on geometric structures, focusing on the tri-Sasakian case. Then I will discuss some applications, including a general result relating AdS backgrounds to solutions with non-relativistic Lifshitz symmetry.

Fri, 04 Nov 2011
16:30
L2

Hydrodynamic quantum analogues

Professor John W.M Bush
(Massachusetts Institute of Technology)
Abstract

Yves Couder and co-workers have recently reported the results of a startling series of experiments in which droplets bouncing on a fluid surface exhibit several dynamical features previously thought to be peculiar to the microscopic realm. In an attempt to 

develop a connection between the fluid and quantum systems, we explore the Madelung transformation, whereby Schrodinger's equation is recast in a hydrodynamic form. New experiments are presented, and indicate the potential value of this hydrodynamic approach to both visualizing and understanding quantum mechanics.

 

Fri, 04 Nov 2011

14:30 - 15:30
DH 3rd floor SR

Data-based stochastic subgrid-scale parametrisation: an approach using cluster-weighted modelling

Dr Frank Kwasniok
(University of Exeter)
Abstract

A new approach for data-based stochastic parametrisation of unresolved scales and processes in numerical weather and climate prediction models is introduced. The subgrid-scale model is conditional on the state of the resolved scales, consisting of a collection of local models. A clustering algorithm in the space of the resolved variables is combined with statistical modelling of the impact of the unresolved variables. The clusters and the parameters of the associated subgrid models are estimated simultaneously from data. The method is tested and explored in the framework of the Lorenz '96 model using discrete Markov processes as local statistical models. Performance of the scheme is investigated for long-term simulations as well as ensemble prediction. The present method clearly outperforms simple parametrisation schemes and compares favourably with another recently proposed subgrid scheme also based on conditional Markov chains.

Fri, 04 Nov 2011
14:15
DH 1st floor SR

Forward-backward systems for expected utility maximization

Ulrich Horst
(Berlin)
Abstract

In this paper we deal with the utility maximization problem with a

preference functional of expected utility type. We derive a new approach

in which we reduce the utility maximization problem with general utility

to the study of a fully-coupled Forward-Backward Stochastic Differential

Equation (FBSDE).

The talk is based on joint work with Ying Hu, Peter Imkeller, Anthony

Reveillac and Jianing Zhang.

Fri, 04 Nov 2011

10:00 - 11:15
DH 1st floor SR

Industrial MSc project proposals

Various
(Industry)
Abstract

10am Radius Health - Mark Evans

10:30am NAG - Mick Pont and Lawrence Mulholland

Please note, that Thales are also proposing several projects but the academic supervisors have already been allocated.

Thu, 03 Nov 2011

16:00 - 17:00
DH 1st floor SR

Wave propagation in heterogeneous reaction diffusion

John King
(University of Nottingham)
Abstract

The mechanisms for the selection of the propagation speed of waves

connecting unstable to stable states will be discussed in the

spatially non-homogeneous case, the differences from the very

well-studied homogeneous version being emphasised.

Thu, 03 Nov 2011

16:00 - 17:00
L3

Lower bounds for CM points and torsion in class groups

Jacob Tsimerman (Harvard)
Abstract

Let $x$ be a CM point in the moduli space $\mathcal{A}_g(\mathbb{C})$ of principally

polarized complex abelian varieties of genus $g$, corresponding to an

Abelian variety $A$ with complex multiplication by a ring $R$. Edixhoven

conjectured that the size of the Galois orbit of x should grow at least

like a power of the discriminant ${\rm Disc}(R)$ of $R$. For $g=1$, this reduces to the

classical Brauer-Siegel theorem. A positive answer to this conjecture

would be very useful in proving the Andr\'e-Oort conjecture unconditionally.

We will present a proof of the conjectured lower bounds in some special

cases, including $g\le 6$. Along the way we derive transfer principles for

torsion in class groups of different fields which may be interesting in

their own right.

Thu, 03 Nov 2011

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

On hypergraph partitioning based ordering methods for sparse matrix factorization

Dr Bora Ucar
(ENS Lyon)
Abstract

We will discuss the use of hypergraph-based methods for orderings of sparse matrices in Cholesky, LU and QR factorizations. For the Cholesky factorization case, we will investigate a recent result on pattern-wise decomposition of sparse matrices, generalize the result and develop algorithmic tools to obtain effective ordering methods. We will also see that the generalized results help us formulate the ordering problem in LU much like we do for the Cholesky case, without ever symmetrizing the given matrix $A$ as $A+A^{T}$ or $A^{T}A$. For the QR factorization case, the use of hypergraph models is fairly standard. We will nonetheless highlight the fact that the method again does not form the possibly much denser matrix $A^{T}A$. We will see comparisons of the hypergraph-based methods with the most common alternatives in all three cases.

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This is joint work with Iain S. Duff.

Thu, 03 Nov 2011
13:00
DH 1st floor SR

Cubature on Wiener space and Multilevel Monte-Carlo

Greg Gyurko
Abstract

Cubature on Wiener space" is a numerical method for the weak

approximation of SDEs. After an introduction to this method we present

some cases when the method is computationally expensive, and highlight

some techniques that improve the tractability. In particular, we adapt

the Multilevel Monte-Carlo framework and extend the Milstein-scheme

based version of Mike Giles to higher dimensional and higher degree cases.