Fri, 02 May 2008
15:15
L3

Definability in differential Hasse fields and related geometric questions

Franck Benoist
(University of Leeds)
Abstract

I will give a few model theoretic properties for fields with a Hasse derivation which are existentially closed. I will explain how some type-definable sets allow us to understand properties of some algebraic varieties, mainly concerning their field of definition.

Fri, 02 May 2008

12:00 - 13:00
L1

Movable algebraic singularities of second-order ordinary differential equations

Dr Galina Filipuk
Abstract

Any nonlinear equation of the form y''=\sum_{n=0}^N a_n(z)y^n

has a (generally branched) solution with leading order behaviour

proportional to

(z-z_0)^{-2/(N-1)} about a point z_0, where the coefficients a_n are analytic at z_0 and a_N(z_0)\ne 0. Jointly with R.G. Halburd we consider the subclass of equations for which each possible leading order term of

this

form corresponds to a one-parameter family of solutions represented near

z_0

by a Laurent series in fractional powers of z-z_0. For this class of

equations we show that the only movable singularities that can be reached

by

analytic continuation along finite-length curves are of the algebraic type

just described. This work generalizes previous results of S. Shimomura.

The only other possible kind of movable singularity that might occur is an

accumulation point of algebraic singularities that can be reached by

analytic continuation along infinitely long paths ending at a finite point

in the complex plane. This behaviour cannot occur for constant coefficient

equations in the class considered. However, an example of R. A. Smith

shows

that such singularities do occur in solutions of a simple autonomous

second-order differential equation outside the class we consider here.

Fri, 02 May 2008
10:00
DH 3rd floor SR

Workshop Title TBC

Jotun Hein
(Oxford University Statistics)
Thu, 01 May 2008
16:30
DH 1st floor SR

"Some beyond-all-orders effects for localised structures"

Alan Champneys
(Bristol)
Abstract

This talk shall examine a range of problems where nonlinear waves or coherent structures are localised to some portion of a domain. In one spatial dimension, the problem reduces to finding homoclinic connections to equilibria. Two canonical problems emerge when higher-order spatial terms are considered (either via fourth-order operators or discreteness effects). One involves so-called snaking bifurcation diagrams where a fundamental state grows an internal patterned layer via an infinite sequence of fold bifurcations. The other involves the exact vanishing of oscillatory tails as a parameter is varied. It is shown how both problems arise from certain codimension-two limits where they can be captured by beyond-all-orders analysis. Dynamical systems methods can then be used to explain the kind of structures that emerge away from these degenerate points. Applications include moving discrete breathers in atomic lattices, discrete solitons in optical cavities, and theories for two-dimensional localised patterns using Swift-Hohenberg theory.

Thu, 01 May 2008

14:30 - 15:30
L3

Quadratic duality and applications

Volodymyr Mazorchuk
(University of Glasgow/Uppsala University)
Abstract

For a positively graded algebra A we construct a functor from the derived

category of graded A-modules to the derived category of graded modules over

the quadratic dual A^! of A. This functor is an equivalence of certain

bounded subcategories if and only if the algebra A is Koszul. In the latter

case the functor gives the classical Koszul duality. The approach I will

talk about uses the category of linear complexes of projective A-modules.

Its advantage is that the Koszul duality functor is given in a nice and

explicit way for computational applications. The applications I am going to

discuss are Koszul dualities between certain functors on the regular block

of the category O, which lead to connections between different

categorifications of certain knot invariants. (Joint work with S.Ovsienko

and C.Stroppel.)

Thu, 01 May 2008

14:00 - 15:00
Comlab

Eigenvalue avoidance

Prof Nick Trefethen
(Computing Laboratory, Oxford)
Abstract

"Eigenvalue avoidance" or "level repulsion" refers to the tendency of eigenvalues of matrices or operators to be distinct rather than degenerate.

The mathematics goes back to von Neumann and Wigner in 1929 and touches many subjects including numerical linear algebra, random matrix theory, chaotic dynamics, and number theory.

This talk will be an informal illustrated discussion of various aspects of this phenomenon.

Thu, 01 May 2008

11:00 - 12:00
SR1

tba

Tom Foster
(Oxford)
Tue, 29 Apr 2008
14:30
L3

Phase transition of random graphs with degree constraints

Mihyun Kang
(Berlin)
Abstract

The phase transition is a phenomenon that appears in natural sciences in various contexts. In the random graph theory, the phase transition refers to a dramatic change in the number of vertices in the largest components by addition of a few edges around a critical value, which was first discussed on the standard random graphs in the seminal paper by Erdos and Renyi. Since then, the phase transition has been a central theme of the random graph theory. In this talk we discuss the phase transition in random graphs with a given degree sequence and random graph processes with degree constraints.

Tue, 29 Apr 2008
12:00
L3

Nonlinear spherical sound waves at the surface of a perfect fluid star

Dr. Carsten Gundlach
(Southampton)
Abstract

Current numerical relativity codes model neutron star matter as a perfect fluid, with an unphysical "atmosphere" surrounding the star to avoid the breakdown of the equations at the fluid-vacuum interface at the surface of the star. To design numerical methods that do not require an unphysical atmosphere, it is useful to know what a generic sound wave looks near the surface. After a review of relevant mathematical methods, I will present results for low (finite) amplitude waves that remain smooth and, perhaps, for high amplitude waves that form a shock.

Mon, 28 Apr 2008
17:00
L3

Concerning the Ladyzhenskaya-Smagorinsky turbulence model - The regularity problem

H. Beirao da Veiga
(Pisa)
Abstract

we present some sharp regularity results for the stationary and the evolution Navier-Stokes equations with shear dependent viscosity, under the no-slip boundary condition. This is a classical turbulence model, considered by von Neumann and Richtmeyer in the 50's, and by Smagorinski in the beginning of the 60's (for p= 3). The model was extended to other physical situations, and deeply studied from a mathematical point of view, by Ladyzhenskaya in the second half of the 60's. We consider the shear thickening case p>2. We are interested in regularity results in Sobolev spaces, up to the boundary, in dimension n=3, for the second order derivatives of the velocity and the first order derivatives of the pressure. In spite of the very rich literature on the subject, sharp regularity results up to the boundary are quite new.

Mon, 28 Apr 2008
15:45
Oxford-Man Institute

Some results concerning the q-optimal martingale measure

Dr Sotirios Sabanis
(University of Edinburgh)
Abstract

An important and challenging problem in mathematical finance is how to choose a pricing measure in an incomplete market, i.e. how to find a probability measure under which expected payoffs are calculated and fair option prices are derived under some notion of optimality.

The notion of q-optimality is linked to the unique equivalent martingale measure (EMM) with minimal q-moment (if q > 1) or minimal relative entropy (if q=1). Hobson's (2004) approach to identifying the q-optimal measure (through a so-called fundamental equation) suggests a relaxation of an essential condition appearing in Delbaen & Schachermayer (1996). This condition states that for the case q=2, the Radon-Nikodym process, whose last element is the density of the candidate measure, is a uniformly integrable martingale with respect to any EMM with a bounded second moment. Hobson (2004) alleges that it suffices to show that the above is true only with respect to the candidate measure itself and extrapolates for the case q>1. Cerny & Kallsen (2008) however presented a counterexample (for q=2) which demonstrates that the above relaxation does not hold in general.

The speaker will present the general form of the q-optimal measure following the approach of Delbaen & Schachermayer (1994) and prove its existence under mild conditions. Moreover, in the light of the counterexample in Cerny & Kallsen (2008) concerning Hobson's (2004) approach, necessary and sufficient conditions will be presented in order to determine when a candidate measure is the q-optimal measure.

Mon, 28 Apr 2008
14:15
Oxford-Man Institute

Malliavin calculus and rough paths

Dr Thomas Cass
(Oxford)
Abstract

We present the ideas of Malliavin calculus in the context of rough differential equations (RDEs) driven by Gaussian signals. We then prove an analogue of Hörmander's theorem for this set-up, finishing with the conclusion that, for positive times, a solution to an RDE driven by Gaussian noise will have a density with respect to Lebesgue measure under Hörmander's conditions on the vector fields.