Past

I will discuss recent results concerning the uniqueness of Lagrangian particle trajectories associated to weak solutions of the Navier-Stokes equations. In two dimensions, for which the weak solutions are unique, I will present a mcuh simpler argument than that of Chemin & Lerner that guarantees the uniqueness of these trajectories (this is joint work with Masoumeh Dashti, Warwick). In three dimensions, given a particular weak solution, Foias, Guillopé, & Temam showed that one can construct at leaset one trajectory mapping that respects the volume-preserving nature of the underlying flow. I will show that under the additional assumption that $u\in L^{6/5}(0,T;L^\infty)$ this trajectory mapping is in fact unique (joint work with Witek Sadowski, Warsaw).

We consider one-dimensional Brownian motion conditioned (in a suitable

sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.5860... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). I will also describe other conditionings of Brownian motion in which this principle of entropic repulsion manifests itself.

Joint work with Itai Benjamini.

Particle current is the net number of particles that pass an observer who moves with a deterministic velocity V. Its fluctuations in time-stationary interacting particle systems are nontrivial and draw serious attention. It has been known for a while that in most models diffusive scaling and the corresponding Central Limit Theorem hold for this quantity. However, such normal fluctuations disappear for a particular value of V, called the characteristic speed.

For this velocity value, the correct scaling of particle current fluctuations was shown to be t1/3 and the limit distribution was also identified by K. Johansson in 2000 and later by P. L. Ferrari and H. Spohn in 2006. These results use heavy combinatorial and analytic tools, and their application is limited to a few particular models, one of which is the totally asymmetric simple exclusion process (TASEP). I will explain a purely probabilistic, more robust approach that provides the t2/3-scaling of current variance, but not the limit distribution, in (non-totally) asymmetric simple exclusion (ASEP) and some other particle systems. I will also point out a key feature of the models which allows the proof of such universal behaviour.

Joint work with Júlia Komjáthy and Timo Seppälläinen)

Abstract: We discuss an extension of Hitchin's generalised geometry, based on the exceptional groups, that provides a unified geometrical description of supersymmetric flux backgrounds in eleven-dimensional supergravity. We focus on N=1 seven-dimensional compactifications. The background is characterised by an element phi, the analogue of the generalised complex structure, that lies in a particular orbit of the 912 representation of E7. As an application we show that the four-dimensional effective superpotential takes a universal form, that is, a homogeneous E7-invariant functional of phi.

Let E be an elliptic curve defined by a cubic equation with rational coefficients.
The Sato-Tate Conjecture is a statistical assertion about the variation of the number of points of E over finite fields. I review some of the main steps in my proof of this conjecture with Clozel, Shepherd-Barron, and Taylor, in the case when E has non-integral j-invariant. Emphasis will be placed on the steps involving moduli spaces of certain Calabi-Yau hypersurfaces with level structure.

If one admits a version of the stable trace formula that should soon be available, the same techniques imply that, when E and E' are two elliptic curves that are not isogenous, then the numbers of their points over finite fields are statistically independent. For reasons that have everything to do with the current limits to our understanding of the Langlands program, the analogous conjectures for three or more non-isogenous elliptic curves are entirely out of reach.

Fixed-point logics are a class of logics designed for formalising

recursive or inductive definitions. Being initially studied in

generalised recursion theory by Moschovakis and others, they have later

found numerous applications in computer science, in areas

such as database theory, finite model theory, and verification.

A common feature of most fixed-point logics is that they extend a basic

logical formalism such as first-order or modal logic by explicit

constructs to form fixed points of definable operators. The type of

fixed points that can be formed as well as the underlying logic

determine the expressive power and complexity of the resulting logics.

In this talk we will give a brief introduction to the various extensions

of first-order logic by fixed-point constructs and give some examples

for properties definable in the different logics. In the main part of

the talk we will concentrate on extensions of first-order

logic by least and inflationary fixed points. In particular, we

compare the expressive power and complexity of the resulting logics.

The main result will be to show that while the two logics have rather

different properties, they are equivalent in expressive power on the

class of all structures.

This talk will give a survey of results in continuous-time

contract theory, and discuss open problems and plans for further

research on this topic.

The general question is how a ``principal" (a company, investors ...)

should design a payoff for compensating an ``agent" (an executive, a

portfolio manager, ...) in order to induce the best possible

performance.

The following frameworks are standard in contract theory:

(i) the principal and the agent have same, full information;

(ii) the principal cannot monitor agent's actions

(iii) the principal does not know agent's type We will discuss all

three of these problems.

The mathematical tools used are those of stochastic control theory,

stochastic maximum principle and Forward Backward Stochastic

Differential Equations.

Among optimization problems, convex problems form a special subset with two important and useful properties: (1) the existence of a strongly related dual problem that provides certified bounds and (2) the possibility to find an optimal solution using polynomial-time algorithms. In the first part of this talk, we will outline how the framework of conic optimization, which formulates structured convex problems using convex cones, facilitates the exploitation of those two properties. In the second part of this talk, we will introduce a specific cone (called the power cone) that allows the formulation of a large class of convex problems (including linear, quadratic, entropy, sum-of-norm and geometric optimization).
For this class of problems, we present a primal-dual interior-point algorithm, which focuses on preserving the perfect symmetry between the primal and dual sides of the problem (arising from the self-duality of the power cone).

We study an equilibrium model for a defaultable bond in the asymmetric dynamic information setting. The market consists of noise traders, an insider and a risk neutral market maker. Under the assumption that the insider observes the firm value continuously in time we study the optimal strategies for the insider and the optimal pricing rules for the market maker. We show that there exists an equilibrium where the insider’s trades are inconspicuous. In this equilibrium the insider drives the total demand to a certain level at the default time. The solution follows from answering the following purely mathematical question which is of interest in its own: Suppose Z and B are two independent Brownian motions with B(0)=0 and Z(0) is a positive random variable. Let T be the first time that Z hits 0. Does there exists a semimartingale X such that

1) it is a solution to the SDE

dX(t) = dB(t) + g(t,X(t),Z(t))dt

with X(0) = 1, for some appropriate function g,

2) T is the first hitting time of 0 for X, and

3) X is a Brownian motion in its own filtration?

In St Anne's College. Confirmed Speakers:

• Alfio Quarteroni (EPFL) — Heterogeneous Domain Decomposition Methods
• Laure Saint-Raymond (Paris VI & ENS) — Weak compactness methods for singular penalization problems with boundary layers
• Bryce McLeod (Oxford) — A problem in dislocation theory
• Tom Bridges (Surrey) — Degenerate conservation laws, bifurcation of solitary waves and the concept of criticality in fluid mechanics
• Neshan Wickramasekera (Cambridge) — Frequency functions and singular set bounds for branched minimal graphs

The meeting is being held in the Mary Ogilvie Lecture Theatre, St Anne’s College and will start promptly at 9:30am with the last talk finishing at 4:30pm.

For the full programme and registration pages please see: http://www2.maths.ox.ac.uk/oxpde/meetings/

Abstract: We discuss recent techniques to compute one-loop amplitudes in QCD and show that all N-gluon one-loop helicity amplitudes can be computed numerically for arbitrary N with an algorithm which has a polynomial growth in N.

The Schur product is the commutative operation of entrywise

multiplication of two (possibly infinite) matrices. If we fix a matrix

A and require that the Schur product of A with the matrix of any

bounded operator is again the matrix of a bounded operator, then A is

said to be a Schur multiplier; Schur multiplication by A then turns

out to be a completely bounded map. The Schur multipliers were

characterised by Grothendieck in the 1950s. In a 2006 paper, Kissin

and Shulman study a noncommutative generalisation which they call

"operator multipliers", in which the theory of operator spaces plays

an important role. We will present joint work with Katja Juschenko,

Ivan Todorov and Ludmilla Turowska in which we determine the operator

multipliers which are completely compact (that is, they satisfy a

strengthening of the usual notion of compactness which is appropriate

for completely bounded maps).