15:15
15:15
14:30
14:15
14:15
Prices and Greeks of Barrier Options driven by a class of Levy Processes
16:30
Getting started : Data assimilation for very large inverse problems in environmental science
16:00
14:30
Recollement of deformed preprojective algebras and the Calogero-Moser correspondence
Matrix Computations and the secular equation
Abstract
The "secular equation" is a special way of expressing eigenvalue
problems in a variety of applications. We describe the secular
equation for several problems, viz eigenvector problems with a linear
constraint on the eigenvector and the solution of eigenvalue problems
where the given matrix has been modified by a rank one matrix. Next we
show how the secular equation can be approximated by use of the
Lanczos algorithm. Finally, we discuss numerical methods for solving
the approximate secular equation.
11:00
The real field with a power function and a dense multiplicative subgroup
17:00
17:00
Geometric and functional analytic structure derived from complex Banach manifolds
15:45
14:15
12:00
On cosmic censorship for surface symmetric and $T2$-symmetric spacetimes
17:00
On some semi-explicit quasiconvex functions with prescribed zero sets
Abstract
For a given Lipschitz graph over a subspace without rank-one matrices with
reasonably small Lipschitz constant, we construct quasiconvex functions of
quadratic growth whose zero sets are exactly the Lipschitz graph by using a
translation method. The gradient of the quasiconvex function is strictly
quasi-monotone. When the graph is a smooth compact manifold, the quasiconvex
function equals the squared distance function near the graph.
The corresponding variational integrals satisfy the Palais-Smale compactness
condition under the homogeneous natural boundary condition.
15:45
Stochastic flows, panar aggregation and the Brownian web
Abstract
Diffusion limited aggregation (DLA) is a random growth model which was
originally introduced in 1981 by Witten and Sander. This model is prevalent in
nature and has many applications in the physical sciences as well as industrial
processes. Unfortunately it is notoriously difficult to understand, and only one
rigorous result has been proved in the last 25 years. We consider a simplified
version of DLA known as the Eden model which can be used to describe the growth
of cancer cells, and show that under certain scaling conditions this model gives
rise to a limit object known as the Brownian web.
14:15
Parabolic Anderson model: Localisation of mass in random media
Abstract
We study the parabolic Anderson problem, i.e., the heat equation on the d-dimentional
integer lattice with independent identically distributed random potential and
localised initial condition. Our interest is in the long-term behaviour of the
random total mass of the unique non-negative solution, and we prove the complete
localisation of mass for potentials with polynomial tails.