14:30
14:30
14:15
On the convergence of approximation schemes for equations arising in Finance
Abstract
Abstract: describe several results on the convergence of approximation schemes for possibly degenerate, linear or nonlinear parabolic equations which apply in particular to equations arising in option pricing or portfolio management. We address both the questions of the convergence and the rate of convergence.
Industrial MSc project proposals
Abstract
This is the session for industrial sponsors of the MSc in MM and SC to present the project ideas for 2010-11 academic year. Potential supervisors should attend to clarify details of the projects and meet the industrialists.
The schedule is 10am: Introduction; 10:05am David Sayers for NAG; 10:35am Andy Stove for Thales.On Nahm's conjecture
Abstract
We consider certain q-series depending on parameters (A,B,C), where A is
a positive definite r times r matrix, B is a r-vector and C is a scalar,
and ask when these q-series are modular forms. Werner Nahm (DIAS) has
formulated a partial answer to this question: he conjectured a criterion
for which A's can occur, in terms of torsion in the Bloch group. For the
case r=1, the conjecture has been show to hold by Don Zagier (MPIM and
CdF). For r=2, Masha Vlasenko (MPIM) has recently found a
counterexample. In this talk we'll discuss various aspects of Nahm's conjecture.
On some kinetic equations of swarming
Abstract
A kinetic theory for swarming systems of interacting individuals will be described with and without noise. Starting from the the particle model \cite{DCBC}, one can construct solutions to a kinetic equation for the single particle probability distribution function using distances between measures \cite{dobru}. Analogously, we will discuss the mean-field limit for these problems with noise.
We will also present and analys the asymptotic behavior of solutions of the continuous kinetic version of flocking by Cucker and Smale The large-time behavior of the distribution in phase space is subsequently studied by means of particle approximations and a stability property in distances between measures. It will be shown that the solutions concentrate exponentially fast their velocity to their mean while in space they will converge towards a translational flocking solution.
Optimization with time-periodic PDE constraints: Numerical methods and applications
Abstract
Optimization problems with time-periodic parabolic PDE constraints can arise in important chemical engineering applications, e.g., in periodic adsorption processes. I will present a novel direct numerical method for this problem class. The main numerical challenges are the high nonlinearity and high dimensionality of the discretized problem. The method is based on Direct Multiple Shooting and inexact Sequential Quadratic Programming with globalization of convergence based on natural level functions. I will highlight the use of a generalized Richardson iteration with a novel two-grid Newton-Picard preconditioner for the solution of the quadratic subproblems. At the end of the talk I will explain the principle of Simulated Moving Bed processes and conclude with numerical results for optimization of such a process.
Algebraic approximations to special Kahler metrics
Abstract
I will begin by defining the space of algebraic metrics in a particular Kahler class and recalling the Tian-Ruan-Zelditch result saying that they are dense in the space of all Kahler metrics in this class. I will then discuss the relationship between some special algebraic metrics called 'balanced metrics' and distinguished Kahler metrics (Extremal metrics, cscK, Kahler-Ricci solitons...). Finally I will talk about some numerical algorithms due to Simon Donaldson for finding explicit examples of these balanced metrics (possibly with some pictures).
13:00
11:00
11:00
16:00
Thompson's Groups
Abstract
I am going to introduce Thompson's groups F, T and V. They can be seen in two ways: as functions on [0,1] or as isomorphisms acting on trees.
The case for differential geometry in continuum mechanics
Abstract
Modern differential geometry is the art of the abstract that can be pictured. Continuum mechanics is the abstract description of concrete material phenomena. Their encounter, therefore, is as inevitable and as beautiful as the proverbial chance meeting of an umbrella and a sewing machine on a dissecting table. In this rather non-technical and lighthearted talk, some of the surprising connections between the two disciplines will be explored with a view at stimulating the interest of applied mathematicians.
(HoRSe seminar) On the calculus underlying Donaldson-Thomas theory II
Abstract
On a manifold there is the graded algebra of polyvector fields with its Lie-Schouten bracket, and the module of de Rham differentials with exterior differentiation. This package is called a "calculus". The moduli
space of sheaves (or derived category objects) on a Calabi-Yau threefold has a kind of "virtual calculus" on it, at least conjecturally. In particular, this moduli space has virtual de Rham cohomology groups, which categorify Donaldson-Thomas invariants, at least conjecturally. We describe some attempts at constructing such a virtual calculus. This is work in progress.
Triangles in tripartite graphs
Abstract
How many triangles must a graph of density d contain? This old question due to Erdos was recently answered by Razborov, after many decades of progress by numerous authors.
We will consider the analogous question for tripartite graphs. Given a tripartite graph with prescribed edges densities between each
pair of classes how many triangles must it contain?
14:15
Bayesian 4DVAR: An extension to weak constraint 4DVAR data assimilation
(HoRSe seminar) On the calculus underlying Donaldson-Thomas theory I
Abstract
On a manifold there is the graded algebra of polyvector fields with its Lie-Schouten bracket, and the module of de Rham differentials with exteriour differentiation. This package is called a "calculus". The moduli space of sheaves (or derived category objects) on a Calabi-Yau threefold has a kind of "virtual calculus" on it, at least conjecturally. In particular, this moduli space has virtual de Rham cohomology groups, which categorify Donaldson-Thomas invariants, at least conjecturally. We describe some attempts at constructing such a virtual calculus. This is work in progress.
13:15
"Exponential Asymptotics and Free-Surface Fluid Flow"
Abstract
We investigate the behaviour of free-surface waves on time-varying potential flow in the limit as the Froude number becomes small. These waves are exponentially small in the Froude number, and are therefore inaccessible to ordinary asymptotic methods. As such, we demonstrate how exponential asymptotic techniques may be applied to the complexified free surface in order to extract information about the wave behaviour on the free surface, using a Lagrangian form of the potential flow equations. We consider the specific case of time-varying flow over a step, and demonstrate that the results are consistent with the steady state case.
12:00
10:00
17:00
The role of small space dimensions in the regularity theory of elliptic problems
Abstract
Let $u \in W^{1,p}(\Omega,\R^N)$, $\Omega$ a bounded domain in
$\R^n$, be a minimizer of a convex variational integral or a weak solution to
an elliptic system in divergence form. In the vectorial case, various
counterexamples to full regularity have been constructed in dimensions $n
\geq 3$, and it is well known that only a partial regularity result can be
expected, in the sense that the solution (or its gradient) is locally
continuous outside of a negligible set. In this talk, we shall investigate
the role of the space dimension $n$ on regularity: In arbitrary dimensions,
the best known result is partial regularity of the gradient $Du$ (and hence
for $u$) outside of a set of Lebesgue measure zero. Restricting ourselves to
the partial regularity of $u$ and to dimensions $n \leq p+2$, we explain why
the Hausdorff dimension of the singular set cannot exceed $n-p$. Finally, we
address the possible existence of singularities in two dimensions.