15:30
14:15
Non Archimedian Geometry and Model Theory
Abstract
We shall present work in progress in collaboration with E. Hrushovski on the geometry of spaces of stably dominated types in connection with non archimedean geometry \`a la Berkovich
13:30
A discussion of new developments in stochastic inversion techniques for 3D Earth models
13:15
Optimal portfolio liquidation with resilient asset prices
Abstract
When liquidating large portfolios of securities one faces a trade off between adverse market impact of sell orders and the impatience to generate proceeds. We present a Black-Scholes model with an impact factor describing the market's distress arising from previous transactions and show how to solve the ensuing optimization problem via classical calculus of variations. (Joint work with Dirk Becherer, Humboldt Universität zu
Berlin)
15:30
Meshfree Methods: Theory and Applications
Abstract
Meshfree methods become more and more important for the numerical simulation of complex real-world processes. Compared to classical, mesh-based methods they have the advantage of being more flexible, in particular for higher dimensional problems and for problems, where the underlying geometry is changing. However, often, they are also combined with classical methods to form hybrid methods.
In this talk, I will discuss meshfree, kernel based methods. After a short introduction along the lines of optimal recovery, I will concentrate on results concerning convergence orders and stability. After that I will address efficient numerical algorithms. Finally, I will present some examples, including one from fluid-structure-interaction, which will demonstrate why these methods are currently becoming Airbus's preferred solution in Aeroelasticity.
10:00
13:30
Negative correlation inequalities for random cluster models
Abstract
The partition function of the random cluster model on a graph $G$ is also known as its Potts model partition function. (Only the points at which it is evaluated differ in the two models.) This is a multivariate generalization of the Tutte polynomial of $G$, and encodes a wealth of enumerative information about spanning trees and forests, connected spanning subgraphs, electrical properties, and so on.
An elementary property of electrical networks translates into the statement that any two distinct edges are negatively correlated if one picks a spanning tree uniformly at random. Grimmett and Winkler have conjectured the analogous correlation inequalities for random forests or random connected spanning subgraphs. I'll survey some recent related work, partial results, and more specific conjectures, without going into all the gory details.
11:00
Stationary rotating bodies in general relativity
Abstract
We outline a method to solve the stationary Einstein equations with source a body in rigid rotation consisting of elastic matter.
This is work in progress by R.B., B.G.Schmidt, and L.Andersson
16:00
Stationary solutions to compressible Navier-Stokes equations for diatomic gases
14:45
A preferential duplication random graph and links to vertex reinforced random walks
13:15
A large investor trading at market indifference prices
13:15
14:15
Small subgroups of the circle group
Abstract
There is a well-behaving class of dense ordered abelian groups called "regularly dense ordered abelian groups". This first order property of ordered abelian groups is introduced by Robinson and Zakon as a generalization of being an archimedean ordered group. Every dense subgroup of the additive group of reals is regularly dense. In this talk we consider subgroups of the multiplicative group, S, of all complex numbers of modulus 1. Such groups are not ordered, however they have an "orientation" on them: this is a certain ternary relation on them that is invariant under multiplication. We have a natural correspondence between oriented abelian groups, on one side, and ordered abelian groups satisfying a cofinality condition with respect to a distinguished positive element 1, on the other side. This correspondence preserves model-theoretic relations like elementary equivalence. Then we shall introduce a first-order notion of "regularly dense" oriented abelian group; all infinite subgroups of S are regularly dense in their induced orientation. Finally we shall consider the model theoretic structure (R,Gamma), where R is the field of real numbers, and Gamma is dense subgroup of S satisfying the Mann property, interpreted as a subset of R^2. We shall determine the elementary theory of this structure.