Mon, 28 Apr 2008

12:00 - 13:00
L3

$G_2$ manifolds with isolated conical singularities

Spiro Karigiannis
(Oxford)
Abstract
Abstract: Compact $G_2$ manifolds with isolated conical singularities arise naturally in M-theory. I will discuss such manifolds, and explain a method to ``desingularize'' them by glueing in pieces of asymptotically conical $G_2$ manifolds. There are topological obstructions to such desingularizations that depend on the rate of convergence to the cone at the singularities, and on the geometry of the links of the cones. If time permits, I will also briefly discuss a new related project with Dominic Joyce which could provide the first examples of such manifolds, as well as a possible new construction of smooth compact $G_2$ manifolds.
Fri, 25 Apr 2008
14:15
DH 1st floor SR

Semi-Smooth Newton Methods for Black-Scholes with American Options and Portfolio Optimization Problems

Karl Kunisch
(University of Graz)
Abstract

Efficient numerical solutions of several important partial-differential equation based models in mathematical finance are impeded by the fact that they contain operators which are Lipschitz continuous but not continuously differentiable. As a consequence, Newton methods are not directly applicable and, more importantly, do not provide their typical fast convergence properties.

In this talk semi-smooth Newton methods are presented as a remedy to the the above-mentioned difficulties. We also discuss algorithmic issues including the primal-dual active set strategy and path following techniques.

Fri, 25 Apr 2008
13:30
Gibson 1st Floor SR

Shock Reflection-Diffraction, Transonic Flow, and Free Boundary Problems

Gui-Qiang Chen
(Northwestern University)
Abstract
In this talk we will start with various shock reflection-diffraction phenomena, their fundamental scientific issues, and their theoretical roles in the mathematical theory of multidimensional hyperbolic systems of conservation laws. Then we will describe how the global shock reflection-diffraction problems can be formulated as free boundary problems for nonlinear conservation laws of mixed-composite hyperbolic-elliptic type.

Finally we will discuss some recent developments in attacking the shock reflection-diffraction problems, including the existence, stability, and regularity of global regular configurations of shock reflection-diffraction by wedges. The approach includes techniques to handle free boundary problems, degenerate elliptic equations, and corner singularities, which is highly motivated by experimental, computational, and asymptotic results. Further trends and open problems in this direction will be also addressed. This talk will be mainly based on joint work with M. Feldman.

Fri, 25 Apr 2008

12:00 - 13:00
L3

Metricity in projective geometry.

Dr Maciej Dunajski
(Cambridge)
Abstract

Cover a plane with curves, one curve through each point

in each direction. How can you tell whether these curves are

the geodesics of some metric?

This problem gives rise to a certain closed system of partial

differential equations and hence to obstructions to finding such a

metric. It has been an open problem for at least 80 years. Surprisingly

it is harder in two dimensions than in higher dimensions. I shall present

a solution obtained jointly with Robert Bryant and Mike Eastwood.

Thu, 24 Apr 2008
16:30
DH 1st floor SR

"Nonlinear stability of time-periodic viscous shocks."

Margaret Beck
(University of Surrey)
Abstract

"Time-periodic shocks in systems of viscous conservation laws are shown to be nonlinearly stable. The result is obtained by representing the evolution associated to the linearized, time-periodic operator using a contour integral, similar to that of strongly continuous semigroups. This yields detailed pointwise estimates on the Green's function for the time-periodic operator. The evolution associated to the embedded zero eigenvalues is then extracted.

Stability follows from a Gronwall-type estimate, proving algebraic decay of perturbations."

Thu, 24 Apr 2008
16:00
L3

Density of rational points on diagonal quartic surfaces

Ronald van Luijk
(Warwick)
Abstract

It is a wide open question whether the set of rational points on a smooth quartic surface in projective three-space can be nonempty, yet finite. In this talk I will treat the case of diagonal quartics V, which are given by: a x^4 + b y^4 + c z^4 + d w^4 = 0 for some nonzero rational a,b,c,d. I will assume that the product abcd is a square and that V contains at least one rational point P. I will prove that if none of the coordinates of P is zero, and P is not contained in one of the 48 lines on V, then the set of rational points on V is dense. This is based on joint work with Adam Logan and David McKinnon.

Thu, 24 Apr 2008

14:30 - 15:30
L3

Hall algebras and Quantum Frobenius

Kevin McGerty
(Imperial College, London)
Abstract

Lusztig discover an integral lift of the Frobenius morphism for algebraic groups in positive characteristic to quantum groups at a root of unity. We will describe how this map may be constructed via the Hall algebra realization of a quantum group.

Thu, 24 Apr 2008
13:00
DH 1st floor SR

Modelling and numerical aspects of basket credit derivatives

Christopher Reisinger
Abstract

(based on joint work with Helen Haworth, William Shaw, and Ben Hambly)

The simulation of multi-name credit derivatives raises significant challenges, among others from the perspective of dependence modelling, calibration, and computational complexity. Structural models are based on the evolution of firm values, often modelled by market and idiosyncratic factors, to create a rich correlation structure. In addition to this, we will allow for contagious effects, to account for the important scenarios where the default of a number of companies has a time-decaying impact on the credit quality of others. If any further evidence for the importance of this was needed, the recent developments in the credit markets have furnished it. We will give illustrations for small n-th-to-default baskets, and propose extensions to large basket credit derivatives by exploring the limit for an increasing number of firms

Thu, 24 Apr 2008
13:00
Gibson 1st Floor SR

Some results on the three dimensional Navier-Stokes equations

I. Gallagher
(Paris VII)
Abstract
It is well known that the three dimensional, incompressible Navier-Stokes equations have a unique, global solution provided the initial data is small enough in a scale invariant space (say L3 for instance). We are interested in finding examples for which no smallness condition is imposed, but nevertheless the associate solution is global and unique. The examples we will present are due to collaborations with Jean-Yves Chemin, and with Marius Paicu.
Tue, 22 Apr 2008

17:00 - 18:00
L1

Totally Disconnected, Locally Compact Groups & Geometric Group Theory

Udo Baumgartner
(Newcastle)
Abstract

As a small step towards an understanding of the relationship of the two fields in the title, I will present a uniformness result for embeddings of finitely generated, virtually free groups as cocompact, discrete subgroups in totally disconnected, locally compact groups.

Tue, 22 Apr 2008

12:00 - 13:00
L3

A Statistical Physicist's role in molecular biology

David Hoyle (Manchester)
Abstract

Modern molecular biology research produces data on a massive scale. This

data

is predominantly high-dimensional, consisting of genome-wide measurements of

the transcriptome, proteome and metabalome. Analysis of these data sets

often

face the additional problem of having small sample sizes, as experimental

data

points may be difficult and expensive to come by. Many analysis algorithms

are

based upon estimating the covariance structure from this high-dimensional

small sample size data, with the consequence that the eigenvalues and eigenvectors

of

the estimated covariance matrix are markedly different from the true values.

Techniques from statistical physics and Random Matrix Theory allow us to

understand how these discrepancies in the eigenstructure arise, and in

particular locate the phase transition points where the eigenvalues and

eigenvectors of the estimated covariance matrix begin to genuinely reflect

the

underlying biological signals present in the data. In this talk I will give

a

brief non-specialist introduction to the biological background motivating

the

work and highlight some recent results obtained within the statistical

physics

approach.

Mon, 21 Apr 2008
17:00
L3

Multi-phase mixtures, multi-well relaxation and $H$-measures

V.P. Smyshlyaev
(University of Bath)
Abstract
Multi-well relaxation problem emerges e.g. in characterising effective properties of composites and in phase transformations. This is a nonlinear problem and one approach uses its reformulation in Fourier space, known in the theory of composites as Hashin-Shtrikman approach, adapted to nonlinear composites by Talbot and Willis. Characterisation of admissible mixtures, subjected to appropriate differential constraints, leads to a quasiconvexification problem. The latter is equivalently reformulated in the Fourier space as minimisation with respect to (extremal points of) H-measures of characteristic functions (Kohn), which in a sense separates the microgeometry of mixing from the differential constraints. For three-phase mixtures in 3D we obtain a full characterisation of certain extremal H-measures. This employs Muller's Haar wavelet expansion estimates in terms of Riesz transform to establish via the tools of harmonic analysis weak lower semicontinuity of certain functionals with rank-2 convex integrands. As a by-product, this allows to fully solve the problem of characterisation of quasiconvex hulls for three arbitrary divergence-free wells. We discuss the applicability of the results to problems with other kinematic constraints, and other generalisations. Joint work with Mariapia Palombaro, Leipzig.
Mon, 21 Apr 2008
15:45
Oxford-Man Institute

The Navier Stokes equation and the Absolute Boundary condition

Mr. Dan Osborne
(Oxford)
Abstract

Let u be a vector field on a bounded domain in R^3. The absolute boundary condition states that both the normal part of u and the tangential part of curl(u) vanish on the boundary. After motivating the use of this condition in the context of the Navier Stokes equation, we prove local (in time) existence with this boundary behaviour. This work is together with Dr. Z. Qian and Prof. G. Q. Chen, Northwestern University.

Mon, 21 Apr 2008
14:15
Oxford-Man Institute

Spectrum of large random graphs

Dr Charles Bordenave
(Université de Toulouse)
Abstract

We will analyze the convergence of the spectrum of large random graphs to the spectrum of a limit infinite graph. These results will be applied to graphs converging locally to trees and derive a new formula for the Stieljes transform of the spectral measure of such graphs. We illustrate our results on the uniform regular graphs, Erdos-Renyi graphs and graphs with prescribed degree distribution. We will sketch examples of application for weighted graphs, bipartite graphs and the uniform spanning tree of n vertices. If time allows, we will discuss related open problems. This is a joint work with Marc Lelarge (INRIA & Ecole Normale Supérieure).

Mon, 21 Apr 2008

12:00 - 13:00
L3

Gauge Theory, Gravity and Twistor String Scattering Amplitudes

Mohab Abou Zeid
(Institute for Mathematical Sciences)
Abstract
I will present a modification of twistor string theory which gives the spectrum of super Yang-Mills theory coupled to Einstein supergravity instead of the higher derivative conformal supergravity arising in the original twistor strings of Witten and of Berkovits. After reviewing the world-sheet formulation of the Berkovits model, I will describe the symmetries of the so-called beta-gamma systems and their gauging. I will then explain how the analysis can be applied to the construction of a family of new gauged Berkovits twistor strings which are free from world-sheet anomalies. The new theories include one with the spectrum of N=8 supergravity, two theories with the spectrum of N=4 supergravity coupled to N=4 Yang-Mills, a family of N>0 models with the spectra of self-dual supergravity coupled to self-dual super-Yang-Mills, and a non-supersymmetric string with the spectrum of self-dual gravity coupled to self-dual Yang-Mills and a scalar. Time permitting, I will discuss what is known about the interactions in the new theories.
Tue, 15 Apr 2008
14:30
L3

A bijection for tree-rooted maps and some applications

Olivier Bernardi
Abstract

A tree-rooted map is a planar map together with a

distinguished spanning tree. In the sixties, Mullin proved that the

number of tree-rooted maps with $n$ edges is the product $C_n C_{n+1}$

of two consecutive Catalan numbers. We will present a bijection

between tree-rooted maps (of size $n$) and pairs made of two trees (of

size $n$ and $n+1$ respectively) explaining this result.

Then, we will show that our bijection generalizes a correspondence by

Schaeffer between quandrangulations and so-called \emph{well labelled

trees}. We will also explain how this bijection can be used in order

to count bijectively several classes of planar maps

Tue, 15 Apr 2008
14:00
DH 2nd floor SR

Disappearing bodies and ghost vortices

Ian Eames
(University College, London)
Abstract

In many dispersed multiphase flows droplets, bubbles and particles move and disappear due to a phase change. Practical examples include fuel droplets evaporating in a hot gas, vapour bubbles condensing in subcooled liquids and ice crystals melting in water. After these `bodies' have disappeared, they leave behind a remnant `ghost' vortex as an expression of momentum conservation.

A general framework is developed to analyse how a ghost vortex is generated. A study of these processes is incomplete without a detailed discussion of the concept of momentum for unbounded flows. We show how momentum can be defined unambiguously for unbounded flows and show its connection with other expressions, particularly that of Lighthill (1986). We apply our analysis to interpret new observations of condensing vapour bubble and discuss droplet evaporation. We show that the use of integral invariants, widely applied in turbulence, introduces a new perspective to dispersed multiphase flows