Tue, 02 Nov 2010

15:45 - 16:45
L3

Motivic Donaldson-Thomas invariants and 3-manifolds

Ben Davison
(Oxford)
Abstract

I will describe recent work on motivic DT invariants for 3-manifolds, which are expected to be a refinement of Chern-Simons theory. The conclusion will be that these should be possible to define and work with, but there will be some interesting problems along the way. There will be a discussion of the problem of upgrading the description of the moduli space of flat connections as a critical locus to the problem of describing the fundamental group algebra of a 3-fold as a "noncommutative critical locus," including a recent topological result on obstructions for this problem. I will also address the question of how a motivic DT invariant may be expected to pick up a finer invariant of 3-manifolds than just the fundamental group.

Tue, 02 Nov 2010

13:15 - 13:45
Gibson Grd floor SR

Accurate telemonitoring of Parkinson's disease symptom severity using nonlinear signal processing and statistical machine learning

Athanasios Tsanas
(OCIAM and SAMP)
Abstract

This work demonstrates how we can extract clinically useful patterns

extracted from time series data (speech signals) using nonlinear signal
processing and how to exploit those patterns using robust statistical
machine learning tools, in order to estimate remotely and accurately
average Parkinson's disease symptom severity. 

 

Tue, 02 Nov 2010

12:00 - 13:00
L3

Lattice String Field Theory: The 1d linear dilaton

Francis Bursa (Cambridge)
Abstract

String field theory is a candidate for a full non-perturbative definition

of string theory. We aim to define string field theory on a space-time

lattice to investigate its behaviour at the quantum level. Specifically, we

look at string field theory in a one dimensional linear dilaton background,

using level truncation to restrict the theory to a finite number of fields.

I will report on our preliminary results at level-0 and level-1.

Mon, 01 Nov 2010

17:00 - 18:00
Gibson 1st Floor SR

What is a circle-valued map made of?

Petru Mironescu
(Universite Lyon 1)
Abstract

The maps $u$ which are continuous in ${\mathbb R}^n$ and circle-valued are precisely the maps of the form $u=\exp (i\varphi)$, where the phase $\varphi$ is continuous and real-valued.

In the context of Sobolev spaces, this is not true anymore: a map $u$ in some Sobolev space $W^{s,p}$ need not have a phase in the same space. However, it is still possible to describe all the circle-valued Sobolev maps. The characterization relies on a factorization formula for Sobolev maps, involving three objects: good phases, bad phases, and topological singularities. This formula is the analog, in the circle-valued context, of Weierstrass' factorization theorem for holomorphic maps.

The purpose of the talk is to describe the factorization and to present a puzzling byproduct concerning sums of Dirac masses.

Mon, 01 Nov 2010

16:00 - 17:00
SR1

Primes in short arithmetic progressions

James Maynard
(Oxford)
Abstract

The Siegel-Walfisz theorem gives an asymptotic estimate for the number of primes in an arithmetic progression, provided the modulus of the progression is small in comparison with the length of the progression. Counting primes is harder when the modulus is not so small compared to the length, but estimates such as Linnik's constant and the Brun-Titchmarsh theorem give us some information. We aim to look in particular at upper bounds for the number of primes in such a progression, and improving the Brun-Titchmarsh bound.

Mon, 01 Nov 2010

15:45 - 16:45
L3

Analogues of Euler characteristic

Tom Leinster
(Glasgow)
Abstract

There is a close but underexploited analogy between the Euler characteristic

of a topological space and the cardinality of a set. I will give a quite

general definition of the "magnitude" of a mathematical structure, framed

categorically. From this single definition can be derived many

cardinality-like invariants (some old, some new): the Euler characteristic

of a manifold or orbifold, the Euler characteristic of a category, the

magnitude of a metric space, the Euler characteristic of a Koszul algebra,

and others. A conjecture states that this purely categorical definition

also produces the classical invariants of integral geometry: volume, surface

area, perimeter, .... No specialist knowledge will be assumed.

Mon, 01 Nov 2010

12:00 - 13:00
L3

New three-generation models from the heterotic standard embedding

Rhys Davies
(Oxford)
Abstract

Recently, two new Calabi-Yau threefolds have been discovered which have small Hodge numbers, and give rise to three chiral generations of fermions via the so-called 'standard embedding' compactification of the heterotic string.
In this talk I will describe how to deform the standard embedding on these manifolds in order to achieve the correct gauge group.  I will also describe how to calculate the resulting spectrum and interactions, which is still work in progress.

Fri, 29 Oct 2010
14:15
DH 1st floor SR

Stock Loans in Incomplete Markets

Matheus Grasselli
(McMaster University Canada)
Abstract

A stock loan is a contract between two parties: the lender, usually a bank or other financial institution providing a loan, and the borrower, represented by a client who owns one share of a stock used as collateral for the loan. Several reasons might motivate the client to get into such a deal. For example he might not want to sell his stock or even face selling restrictions, while at the same time being in need of available funds to attend to another financial operation. In Xia and Zhou (2007), a stock loan is modeled as a perpetual American option with a time varying strike and analyzed in detail within the Black-Scholes framework. In this paper, we extend the valuation of such loans to an incomplete market setting, which takes into account the natural trading restrictions faced by the client. When the maturity of the loan is infinite we obtain an exact formula for the value of the loan fee to be charged by the bank based on a result in Henderson (2007). For loans of finite maturity, we characterize its value using a variational inequality first presented in Oberman and Zariphopoulou (2003). In both cases we show analytically how the fee varies with the model parameters and illustrate the results numerically. This is joint work with Cesar G. Velez (Universidad Nacional de Colombia).

Fri, 29 Oct 2010

11:45 - 12:15
DH 1st floor SR

OCIAM internal seminar

John Allen and Angela Mihai
(Oxford)
Abstract

John Allen: The Bennett Pinch revisited

Abstract: The original derivation of the well-known Bennett relation is presented. Willard H. Bennett developed a theory, considering both electric and magnetic fields within a pinched column, which is completely different from that found in the textbooks. The latter theory is based on simple magnetohydrodynamics which ignores the electric field.

The discussion leads to the interesting question as to whether the possibility of purely electrostatic confinement should be seriously considered.

Angela Mihai: A mathematical model of coupled chemical and electrochemical processes arising in stress corrosion cracking

Abstract: A general mathematical model for the electrochemistry of corrosion in a long and narrow metal crack is constructed by extending classical kinetic models to also incorporate physically realistic kinematic conditions of metal erosion and surface film growth. In this model, the electrochemical processes are described by a system of transport equations coupled through an electric field, and the movement of the metal surface is caused, on the one hand, by the corrosion process, and on the other hand, by the undermining action of a hydroxide film, which forms by consuming the metal substrate. For the model problem, approximate solutions obtained via a combination of analytical and numerical methods indicate that, if the diffusivity of the metal ions across the film increases, a thick unprotective film forms, while if the rate at which the hydroxide produces is increased, a thin passivating film develops.

Fri, 29 Oct 2010

10:00 - 11:15
DH 1st floor SR

Three problems from Surgery

Steven Turnbull
(Nuffield Department of Surgery)
Abstract

We will try to cover the following problems in the workshop:

(1) Modelling of aortic aneurisms showing the changes in blood flow / wall loads before and after placements of aortic stents;

(2) Modelling of blood flows / wall loads in interracial aneurisms when flow diverters are used;

(3) Metal artefact reduction in computer tomography (CT).

If we run out of time the third topic may be postponed.

Thu, 28 Oct 2010
17:00
L3

Two transfer principles for motivic (exponential) integrals.

Raf Cluckers
(Leuven)
Abstract

Motivic exponential integrals are an abstract version of p-adic exponential integrals for big p. The latter in itself is a flexible tool to describe (families of) finite expontial sums. In this talk we will only need the more concrete view of "uniform in p p-adic integrals"

instead of the abstract view on motivic integrals. With F. Loeser, we obtained a first transfer principle for these integrals, which allows one to change the characteristic of the local field when one studies equalities of integrals, which appeared in Ann. of Math (2010). This transfer principle in particular applies to the Fundamental Lemma of the Langlands program (see arxiv). In work in progress with Halupczok and Gordon, we obtain a second transfer principle which allows one to change the characteristic of the local field when one studies integrability conditions of motivic exponential functions. This in particular solves an open problem about the local integrability of Harish-Chandra characters in (large enough) positive characteristic.

Thu, 28 Oct 2010

16:00 - 17:00
L3

Distributions of lattices, class numbers and discriminants

Dr M. Belolipetsky
(University of Durham)
Abstract

While studying growth of lattices in semisimple Lie groups we

encounter many interesting number theoretic problems. In some cases we

can show an equivalence between the two classes of problems, while in

the other the true relation between them is unclear. On the talk I

will give a brief overview of the subject and will then try to focus

on some particularly interesting examples.

Thu, 28 Oct 2010

16:00 - 17:30
DH 1st floor SR

Modelling the mechanics of plant growth

Rosemary Dyson
(University of Nottingham)
Abstract

Many growing plant cells undergo rapid axial elongation with negligible radial expansion. Growth is driven by high internal turgor pressure causing viscous stretching of the cell wall, with embedded cellulose microfibrils providing the wall with strongly anisotropic properties. We present a theoretical model of a growing cell, representing the primary cell wall as a thin axisymmetric fibre-reinforced viscous sheet supported between rigid end plates. Asymptotic reduction of the governing equations, under simple sets of assumptions about the fibre and wall properties, yields variants of the traditional Lockhart equation, which relates the axial cell growth rate to the internal pressure. The model provides insights into the geometric and biomechanical parameters underlying bulk quantities such as wall extensibility and shows how either dynamical changes in wall material properties or passive fibre reorientation may suppress cell elongation. We then investigate how the action of enzymes on the cell wall microstructure can lead to the required dynamic changes in macroscale wall material properties, and thus demonstrate a mechanism by which hormones may regulate plant growth.

Thu, 28 Oct 2010

14:00 - 15:00
Gibson Grd floor SR

Algebraic multigrid with guaranteed convergence rate

Prof. Yvan Notay
(Universite Libre de Bruxelles)
Abstract

Algebraic multigrid methods are nowadays popular to solve linear systems arising from the discretization of elliptic PDEs. They try to combine the efficiency of well tuned specific schemes like classical (geometric-based) multigrid methods, with the ease of use of general purpose preconditioning techniques. This requires to define automatic coarsening procedures, which set up an hierarchy of coarse representations of the problem at hand using only information from the system matrix.

In this talk, we focus on aggregation-based algebraic multigrid methods. With these, the coarse unknowns are simply formed by grouping variables in disjoint subset called aggregates.

In the first part of the talk, we consider symmetric M-matrices with nonnegative row-sum. We show how aggregates can then be formed in such a way that the resulting method satisfies a prescribed bound on its convergence rate. That is, instead of the classical paradigm that applies an algorithm and then performs its analysis, the analysis is integrated in the set up phase so as to enforce minimal quality requirements. As a result, we obtain one of the first algebraic multigrid method with full convergence proof. The efficiency of the method is further illustrated by numerical results performed on finite difference or linear finite element discretizations of second order elliptic PDEs; the set of problems includes problems with jumps, anisotropy, reentering corners and/or unstructured meshes, sometimes with local refinement.

In the second part of the talk, we discuss nonsymmetric problems. We show how the previous approach can be extended to M-matrices with row- and column-sum both nonnegative, which includes some stable discretizations of convection-diffusion equations with divergence free convective flow. Some (preliminary) numerical results are also presented.

This is joint work with Artem Napov.

Thu, 28 Oct 2010

13:00 - 14:00
SR1

Homogeneous Riemannian manifolds, Einstein metrics and the Ricci flow

Maria Buzano
(University of Oxford)
Abstract

We will recall basic definitions and facts about homogeneous Riemannian manifolds and we will discuss the Einstein condition on this kind of spaces. In particular, we will talk about non existence results of invariant Einstein metrics. Finally, we will talk briefly about the Ricci flow equation in the homogeneous setting.

Thu, 28 Oct 2010
13:00
DH 1st floor SR

Static hedging of barrier options and a new inversion formula for the Sturm-Liouville transforms

Sergey Nadtochiy
Abstract

We solve the problem of static hedging of (upper) barrier options (we concentrate on up-and-out put, but show how the other cases follow from this one) in models where the underlying is given by a time-homogeneous diffusion process with, possibly, independent stochastic time-change.

The main result of the paper includes analytic expression for the payoff of a (single) European-type contingent claim (which pays a certain function of the underlying value at maturity, without any pathdependence),

such that it has the same price as the barrier option up until hitting the barrier. We then consider some examples, including the Black-Scholes, CEV and zero-correlation SABR models, and investigate an approximation of the exact static hedge with two vanilla (call and put) options.

Thu, 28 Oct 2010

12:30 - 13:30
Gibson 1st Floor SR

Face-centred cubic and hexagonal close-packed structures in energy-minimizing atomistic configurations

Lisa Harris
(University of Warwick)
Abstract

It has long been known that many materials are crystalline when in their energy-minimizing states. Two of the most common crystalline structures are the face-centred cubic (fcc) and hexagonal close-packed (hcp) crystal lattices. Here we introduce the problem of crystallization from a mathematical viewpoint and present an outline of a proof that the ground state of a large system of identical particles, interacting under a suitable potential, behaves asymptotically like fcc or hcp, as the number of particles tends to infinity. An interesting feature of this result is that it holds under no initial assumption on the particle positions. The talk is based upon a joint work in progress with Florian Theil.

Wed, 27 Oct 2010

11:30 - 12:30
ChCh, Tom Gate, Room 2

Towards homotopy theoretic foundations for mathematics

Richard Williamson
(University of Oxford)
Abstract

From a categorical point of view, the standard Zermelo-Frankel set theoretic approach to the foundations of mathematics is fundamentally deficient: it is based on the notion of equality of objects in a set. Equalities between objects are not preserved by equivalences of categories, and thus the notion of equality is 'incorrect' in category theory. It should be replaced by the notion of 'isomorphism'.

Moving higher up the categorical ladder, the notion of isomorphism between objects is 'incorrect' from the point of view of 2-category, and should be replaced by the notion of 'equivalence'...

Recently, people have started to take seriously the idea that one should be less dogmatic about working with set-theoretic axiomatisiations of mathematics, and adopt the more fluid point of view that different foundations of mathematics might be better suited to different areas of mathematics. In particular, there are currently serious attempts to develop foundations for mathematics built on homotopy types, or, in another language, ∞-groupoids.

An (∞,1)-topos should admit an internal 'homotopical logic', just as an ordinary (1-)topos admits an internal logic modelling set theory.

It turns out that formalising such a logic is rather closely related to the problem of finding good foundations for 'intensional dependent type theory' in theoretical computer science/logic. This is sometimes referred to as the attempt to construct a 'homotopy lambda calculus'.

It is expected that a homotopy theoretic formalisation of the foundations of mathematics would be of genuine practical significance to the average mathematician!

In this talk we will give an introduction to these ideas, and to the recent work of Vladimir Voevodsky and others in this area.