Mon, 19 May 2008
15:45
Oxford-Man Institute

From an analogue of Ewens' measure on the unitary group to the circular Jacobi ensemble

Prof. Ashkan Nikeghbali
(University of Zurich)
Abstract

In the first part of the talk, we fit the Hua-Pickrell measure (which is a two parameters deformation of the Haar measure) on the unitary group and the Ewens measure on the symmetric group in a same framework. We shall see that in the unitary case, the eigenvalues follow a determinantal point process with explicit hypergeometric kernels. We also study asymptotics of these kernels. The techniques used rely upon splitting of the Haar measure and sampling techniques. In the second part of the talk, we provide a matrix model for the circular Jacobi ensemble, which is the sampling used for the Hua-Pickrell measure but this time on Dyson's circular ensembles. In this case, we use the theory of orthogonal polynomials on the unit circle. In particular we prove that when the parameter of the sampling grows with n, both the spectral measure and the empirical spectral measure converge weakly in probability to a non-trivial measure supported only by one piece of the unit circle.

Mon, 19 May 2008
14:15
Oxford-Man Institute

Local approximation and conditioning on Dawson-Watanabe superprocesses

Prof Olav Kallenberg
(Auburn University)
Abstract

We consider a critical, measure-valued branching diffusion ξ in Rd, where the branching is continuous and the spatial motion is given by the heat flow. For d ≥ 2 and fixed t > 0, ξt is known to be an a.s. singular random measure of Hasudorff dimension 2. We explain how it can be approximated by Lebesgue measure on ε-neighbourhoods of the support. Next we show how ξt can be approximated in total variation near n points, and how the associated Palm distributions arise in the limit from elementary conditioning. Finally we hope to explan the duality between moment and Palm measures, and to show how the latter can be described in terms of discrete “Palm trees.”

Mon, 19 May 2008

12:00 - 13:00
L3

Generating Tree Amplitudes in N=4 SYM and N=8 SG

Dan Freedman
(Cambridge and MIT)
Abstract
Abstract: We study n-point tree amplitudes of N=4 super Yang-Mills theory and N=8 supergravity for general configurations of external particles of the two theories. We construct generating functions for n-point MHV and NMHV amplitudes with general external states. Amplitudes derived from them obey SUSY Ward identities, and the generating functions characterize and count amplitudes in the MHV and NMHV sectors. The MHV generating function provides an efficient way to perform the intermediate state helicity sums required to obtain loop amplitudes from trees. The NMHV generating functions rely on the MHV-vertex expansion obtained from recursion relations associated with a 3-line shift of external momenta involving a reference spinor |X]. The recursion relations remain valid for a subset of N=8 supergravity amplitudes although they do not vanish asymptotically for all |X]. The MHV-vertex expansion of the n-graviton NMHV amplitude for n=5,6,...,11 is independent of |X] and exhibits the asymptotic behavior z^{n-12}. This presages difficulties for n > 12. Generating functions show how the symmetries of supergravity can be implemented in the quadratic map between supergravity and gauge theory embodied in the KLT and other similar relations between amplitudes in the two theories.
Fri, 16 May 2008
15:15
L3

Schanuel’s Conjecture and free E-rings in o-minimal structures

Giuseppina Terzo
(Universidade de Lisboa and Oxford)
Abstract

In recent years Schanuel’s Conjecture (SC) has played a fundamental role

in the Theory of Transcendental Numbers and in decidability issues.

Macintyre and Wilkie proved the decidability of the real exponential field,

modulo (SC), solving in this way a problem left open by A. Tarski.

Moreover, Macintyre proved that the exponential subring of R generated

by 1 is free on no generators. In this line of research we obtained that in

the exponential ring $(\mathbb{C}, ex)$, there are no further relations except $i^2 = −1$

and $e^{i\pi} = −1$ modulo SC. Assuming Schanuel’s Conjecture we proved that

the E-subring of $\mathbb{R}$ generated by $\pi$ is isomorphic to the free E-ring on $\pi$.

These results have consequences in decidability issues both on $(\mathbb{C}, ex)$ and

$(\mathbb{R}, ex)$. Moreover, we generalize the previous results obtaining, without

assuming Schanuel’s conjecture, that the E-subring generated by a real

number not definable in the real exponential field is freely generated. We

also obtain a similar result for the complex exponential field.

Fri, 16 May 2008
14:15
Oxford-Man Institute

Some solvable portfolio optimization problems with max-martingales

Nicole El Karoui
(Ecole Polytechnique)
Abstract

Many portfolio optimization problems are directly or indirectly concerned with the current maximum of the underlying. For example, loockback or Russian options, optimization with max-drawdown constraint , or indirectly American Put Options, optimization with floor constraints.

The Azema-Yor martingales or max-martingales, introduced in 1979 to solve the Skohorod embedding problem, appear to be remarkably efficient to provide simple solution to some of these problems, written on semi-martingale with continuous running supremum.

Thu, 15 May 2008

16:30 - 17:30
DH 1st floor SR

Fizzle or Frazzle - Problems with Ignition

John Brindley
(University of Leeds)
Abstract

The phenomenon of ignition is one with which we are all familiar, but which is remarkably difficult to define and model effectively. My own (description rather than definition) is “initiation of a (high temperature) self-sustaining exothermic process”; it may of course be desirable, as in your car’s engine, or highly undesirable, as the cause of many disastrous fires and explosions Both laboratory experiments and numerical simulations demonstrate its extreme sensitivity to external influences, past history and process (essentially chemical) kinetics, but at the heart of all instances there appears to be some “critical” unstable equilibrium state. Though some analytical modelling has been useful in particular cases, this remains in general virgin territory for applied mathematicians – perhaps there is room for some “knowledge transfer” here.

Thu, 15 May 2008
16:00
L3

Rational points on curves of genus one

Bill Hart
(Warwick)
Abstract

We recall that an elliptic curve is a curve of genus one with a rational point on it. Certain algorithms for determining the structure of the group of rational points on an elliptic curve produce a whole set of curves of genus one and then require that we determine which of these curves has a rational point.

Unfortunately no algorithm which has been proved to terminate is known for doing this. Such an algorithm or proof would probably have profound implications for the study of elliptic curves and may shed light on the Birch and Swinnerton-Dyer conjecture.

This talk will be about joint work with Samir Siksek (Warwick) on the development of a new algorithmic criterion for determining that a given curve of genus one has no rational points. Both the theory behind the criterion and recent attempts to make the criterion computationally practical, will be detailed.

Thu, 15 May 2008

12:00 - 13:00
SR1

Moduli problems in algebraic geometry - an introduction through Hilbert and Quot schemes

Dirk Schlueter
(University of Oxford)
Abstract

Hilbert schemes classify subschemes of a given projective variety / scheme. They are special cases of Quot schemes which are moduli spaces for quotients of a fixed coherent sheaf. Hilb and Quot are among the first examples of moduli spaces in algebraic geometry, and they are crucial for solving many other moduli problems. I will try to give you a flavour of the subject by sketching the construction of Hilb and Quot and by discussing the role they play in applications, in particular moduli spaces of stable curves and moduli spaces of stable sheaves.

Tue, 13 May 2008
14:30
L3

Killed Branching Random Walks

Louigi Addario-Berry
(Oxford)
Abstract
Joint work with Nicolas Broutin.

The problem is related to searching in trees.  Suppose we are given a complete binary tree (a rooted tree in which the root has degree 2 and every other vertex has degree 3) with independent, identically distributed random edge weights (say copies of some random variable X, which need not be non-negative). The depth d(v) of a vertex v is the number of edges on the path from v to the root. We give each vertex v the label S_v which is the sum of the edge weights on the path from v to the root. For positive integers n, we let M_n be the maximum label of any vertex at depth n, and let M^* = max {M_n: n =0,1,...}. It is of course possible that M^* is infinity.

Under suitable moment assumptions on X, it is known that there is a constant A such that M_n/n --> A almost surely and in expectation. We call the cases A>0, A=0, and A< 0 supercritical, critical, and subcritical, respectively. When A <= 0 it makes sense to try to find the vertex of maximum weight M* in the whole tree.  One possible strategy is to only explore the subtree T_0 containing the root consisting only of vertices of non-negative weight.  With probability bounded away from zero this strategy finds the vertex of maximum weight.  We derive precise information about the expected running time for this strategy. Equivalently, we derive precise information about the random variable |T_0|. In the process, we also derive rather precise information about M*. This answers a question of David Aldous.
Tue, 13 May 2008
12:00
L3

Existence of rough solutions to the Einstein constraint equations without CMC or near-CMC conditions

Michael Holst
(University of California, San Diego)
Abstract

> There is currently tremendous interest in geometric PDE, due in part
> to the geometric flow program used successfully to attack the Poincare
> and Geometrization Conjectures.  Geometric PDE also play a primary
> role in general relativity, where the (constrained) Einstein evolution
> equations describe the propagation of gravitational waves generated by
> collisions of massive objects such as black holes.
> The need to validate this geometric PDE model of gravity has led to
> the recent construction of (very expensive) gravitational wave
> detectors, such as the NSF-funded LIGO project.  In this lecture, we
> consider the non-dynamical subset of the Einstein equations called the
> Einstein constraints; this coupled nonlinear elliptic system must be
> solved numerically to produce initial data for gravitational wave
> simulations, and to enforce the constraints during dynamical
> simulations, as needed for LIGO and other gravitational wave modeling efforts.
>
> The Einstein constraint equations have been studied intensively for
> half a century; our focus in this lecture is on a thirty-year-old open
> question involving existence of solutions to the constraint equations
> on space-like hyper-surfaces with arbitrarily prescribed mean
> extrinsic curvature.  All known existence results have involved
> assuming either constant (CMC) or nearly-constant (near-CMC) mean
> extrinsic curvature.
> After giving a survey of known CMC and near-CMC results through 2007,
> we outline a new topological fixed-point framework that is
> fundamentally free of both CMC and near-CMC conditions, resting on the
> construction of "global barriers" for the Hamiltonian constraint.  We
> then present such a barrier construction for case of closed manifolds
> with positive Yamabe metrics, giving the first known existence results
> for arbitrarily prescribed mean extrinsic curvature.  Our results are
> developed in the setting of a ``weak'' background metric, which
> requires building up a set of preliminary results on general Sobolev
> classes and elliptic operators on manifold with weak metrics. 
> However, this allows us to recover the recent ``rough'' CMC existence
> results of Choquet-Bruhat
> (2004) and of Maxwell (2004-2006) as two distinct limiting cases of
> our non-CMC results.  Our non-CMC results also extend to other cases
> such as compact manifolds with boundary.
>
> Time permitting, we also outline some new abstract approximation
> theory results using the weak solution theory framework for the
> constraints; an application of which gives a convergence proof for
> adaptive finite element methods applied to the Hamiltonian constraint.

This is joint work with Gabriel Nagy and Gantumur Tsogtgerel.

 

Mon, 12 May 2008
17:00
L3

High frequency limit of Helmholtz equations : refraction by sharp interfaces

Elise Fouassier
(Université de Toulouse)
Abstract

We compute the high frequency limit of the Hemholtz equation with source term, in the case of a refraction index that is discontinuous along a sharp interface between two unbounded media. The asymptotic propagation of energy is studied using Wigner measures. First, in the general case, assuming some geometrical hypotheses on the index and assuming that the interface does not capture energy asymptotically, we prove that the limiting Wigner measure satisfies a stationary transport equation with source term. This result encodes the refraction phenomenon. Second, we study the particular case when the index is constant in each media, for which the analysis goes further: we prove that the interface does not capture energy asymptotically in this case.

Mon, 12 May 2008
15:45
Oxford-Man Institute

New solutions and uniqueness results for the variational version of Euler incompressible equations

Dr Filippo Santambrogio
(Paris, Dauphine)
Abstract

Euler equations for incompressible fludis describe the evolution of the divergence-free velocity of a non-viscous fluid (when viscosity is present, we have the well-known Navier-Stokes equations). V. Arnold discovered that they correspond to geodesic equations in the space of volume-preserving diffeomorphisms but several exemples show that it is not always possible to solve the corresponding variational problems inducing minimal energy displacements. A solvable relaxed version, in a non-deterministic setting (measures on the path space, with possible splitting of the particles), has been introduced by Y. Brenier who intensively studied the problem. Together with M. Bernot and A. Figalli we founded new solutions and characterization results. In the talk I'll present the most interesting features of the problem and of its solutions.