Past

The signature of the path is an essential object in rough path theory which takes value in tensor algebra and it is anticipated that the expected signature of Brownian motion might characterize the rough path measure of Brownian path itself. In this presentation we study the expected signature of a Brownian path in a Bananch space E stopped at the first exit time of an arbitrary regular domain, although we will focus on the case E=R^{2}. We prove that such expected signature of Brownian motion should satisfy one particular PDE and using the PDE for the expected signature and the boundary condition we can derive each term of expected signature recursively. We expect our method to be generalized to higher dimensional case in R^{d}, where d is an integer and d >= 2.

All this is related to my ongoing research projects with Chris Douglas and Arthur Bartels, in which we investigate conformal nets from a category
theoretical
perspective.

Abstract: We construct solutions to Burgers type equations perturbed by a multiplicative

space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation. We show that our solutions are stable under smooth approximations of the driving noise. A more general class of approximations will also be discussed. This is joint work with Martin Hairer and Jan Maas.

We present theory and numerics of affine processes and several of their applications in finance. The theory is appealing due to methods from probability theory, analysis and geometry. Applications are diverse since affine processes combine analytical tractability with a high flexibility to model stylized facts like heavy tails or stochastic volatility.

We are interested in measure theory and integration theory that ¯ts into the
o-minimal context. Therefore we introduce the following de¯nition:
Given an o-minimal structure M on the ¯eld of reals and a measure ¹ de¯ned on the
Borel sets of some Rn, we call ¹ M-tame if there is an o-minimal expansion of M such
that for every parameter family of functions on Rn that is de¯nable in M the family of
integrals with respect to ¹ is de¯nable in this o-minimal expansion.
In the ¯rst part of the talk we give the de¯nitions and motivate them by existing and
many new examples. In the second one we discuss the Lebesgue measure in this context.
In the ¯nal part we obtain de¯nable versions of important theorems like the theorem of
Radon-Nikodym and the Riesz representation theorem. These results allow us to describe
tame measures explicitly.
1

This talk will focus on a family of Bayesian inference algorithms built around Gaussian processes. We firstly introduce an iterative Gaussian process for multi-sensor inference problems. Extensions to our algorithm allow us to tackle some of the decision problems faced in sensor networks, including observation scheduling. Along these lines, we also propose a general method of global optimisation, Gaussian process global optimisation (GPGO). This paradigm is extended to the Bayesian decision problem of sequential multi-scale observation selection. We show how the hyperparameters of our system can be marginalised by use of Bayesian quadrature and frame the selection of the positions of the hyperparameter samples required by Bayesian quadrature as a sequential decision problem, with the aim of minimising the uncertainty we possess about the values of the integrals we are approximating.

In various fields of application, one must solve very large scale boundary value problems using parallel solvers and supercomputers. The domain decomposition approach partitions the large computational domain into smaller computational subdomains. In order to speed up the convergence, we have several ``optimized'' algorithm that use Robin transmission conditions across the artificial interfaces (FETI-2LM). It is known that this approach alone is not sufficient: as the number of subdomains increases, the number of iterations required for convergence also increases and hence the parallel speedup is lost. A known solution for classical Schwarz methods as well as FETI algorithms is to incorporate a ``coarse grid correction'', which is able to transmit low-frequency information more quickly across the whole domain. Such algorithms are known to ``scale weakly'' to large supercomputers. A coarse grid correction is also necessary for FETI-2LM methods. In this talk, we will introduce and analyze coarse grid correction algorithms for FETI-2LM domain decomposition methods.

This talk will be an introduction to the space of Bridgeland stability conditions on a triangulated category, focussing on the case of the derived category of coherent sheaves on a curve. These spaces of stability conditions have their roots in physics, and have a mirror theoretic interpretation as moduli of complex structures on the mirror variety.

For curves of genus g > 0, we will see that any stability condition comes from the classical notion of slope stability for torsion-free sheaves. On the projective line we can study the more complicated behaviour via a derived equivalence to the derived category of modules over the Kronecker quiver.

Considering kinetic equations (Boltzmann, BGK, say...) in the small mean free path regime lead to conservation laws (the Euler system, typically) When the problem is set in a domain, boundary layers might occur due to the fact that incoming fluxes could be far from equilibrium states. We consider the problem from a numerical perspective and we propose a definition of numerical fluxes for the Euler system which is intended to account for the formation of these boundary layers.

A brief survey of the above.

As many of you are no doubt aware, a Study Group of particular significance will take place in Thuwal, Saudi Arabia, from 23rd January - 26th January 2011.

The problem statements, in their preliminary form can be found at:

http://people.maths.ox.ac.uk/bentahar/KSG/

Communication between observers in a relativistic scenario has proved to be

a setting for a fruitful dialogue between quantum field theory and quantum

information theory. A state that an inertial observer in Minkowski space

perceives to be the vacuum will appear to an accelerating observer to be a

thermal bath of radiation. We study the impact of this Davies-Fulling-Unruh

noise on communication, particularly quantum communication from an inertial

sender to an accelerating observer and private communication between two

inertial observers in the presence of an accelerating eavesdropper. In both

cases, we establish compact, tractable formulas for the associated

communication capacities assuming encodings that allow a single excitation

in one of a fixed number of modes per use of the communications channel.

We consider the Relativistic Vlasov-Maxwell system of equations which

describes the evolution of a collisionless plasma. We show that under

rather general conditions, one can test for linear instability by

checking the spectral properties of Schrodinger-type operators that

act only on the spatial variable, not the full phase space. This

extends previous results that show linear and nonlinear stability and

instability in more restrictive settings.