Past events

We construct and study different surface measures on the space of

paths in a compact Riemannian manifold embedded into the Euclidean

space. The idea of the constructions is to force a Brownian particle

in the ambient space to stay in a small neighbourhood of the manifold

and then to pass to the limit. Finally, we compare these surface

measures with the Wiener measure on the space of paths in the

manifold.

I discuss gauge theories for commutative but non-associative algebras

related to the SO(2k+1) covariant finite dimensional fuzzy 2k-sphere

algebras. A consequence of non-associativity is that gauge fields and

gauge parameters have to be generalized to be functions of coordinates as

well as derivatives. The usual gauge fields depending on coordinates only

are recovered after a partial gauge fixing.The deformation parameter for

these commutative but non-associative algebras is a scalar of the rotation

group. This suggests interesting string-inspired algebraic deformations of

spacetime which preserve Lorentz-invariance.

The talk will be based on hepth/0310153

The seminar will focus on mathematical modelling of physics phenomena,

with applications in e.g. mass and heat transfer, fluid flow, and

electromagnetic wave propagation. Simultaneous solutions of several

physics phenomena described by PDEs - multiphysics - will also be

presented and discussed.

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All models will be realised through the use of the MATLAB based finite

element package FEMLAB. FEMLAB is a multiphysics modelling environment

with built-in PDE solvers for linear, non-linear, time dependent and

eigenvalue problems. For ease-of-use, it comprises ready-to-use applications

for various physics phenomena, and tailored applications for Structural

Mechanics, Electromagnetics, and Chemical Engineering. But in addition,

FEMLAB facilitates straightforward implementation of arbitrary coupled

non-linear PDEs, which brings about a great deal of flexibility in problem

definition. Please see http://ww.uk.comsol.com for more info.

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FEMLAB is developed by the COMSOL Group, a Swedish headquartered spin-off

from the Royal Institute of Technology (KTH) in Stockholm, with offices

around the world. Its UK office is situated in The Oxford Science Park.

We will discuss the mixing rate of the standard random walk on the giant

component of the random graph G(n,p). We tie down the mixing rate precisely

for all values of p greater than (1+c)/n for any positive constant c. We need

to develop a new bound on the mixing time of general Markov chains, inspired

by and extending work of Kannan and Lovasz. This is joint work with Nick

Fountoulakis.

We consider an investment model that can operate in two different

modes. The transition from one mode to the other one is immediate and forms a

sequence of costly decisions made by the investment's management. Each of the

two modes is associated with a rate of payoff that is a function of a state

process which can be an economic indicator such as the price of a given

comodity. We model the state process by a general one-dimensional

diffusion. The objective of the problem is to determine the switching

strategy that maximises a long-term average criterion in a pathwise

sense. Our analysis results in analytic solutions that can easily be

computed, and exhibit qualitatively different optimal behaviours.