Past Seminars
Mon, 23/10/2006 15:45 
Professor Christophe Sabot (ENS Lyon)  Stochastic Analysis Seminar  DH 3rd floor SR 
Mon, 23/10/2006 14:15 
Marc Rieffel (Berkeley)  Geometry and Analysis Seminar  L3 
Mon, 23/10/2006 14:15 
Dr Nigel Newton (University of Essex)  Stochastic Analysis Seminar  DH 3rd floor SR 
The talk will describe recent collaborative work between the speaker and Professor Sanjoy Mitter of MIT on connections between continuoustime nonlinear filtering theory, and nonequilibrium statistical mechanics.
The study of nonlinear filters from a (Shannon) information theoretic viewpoint reveals two flows of information, dubbed 'supply' and 'dissipation'. These characterise, in a dynamic way, the dependencies between the past, present and future of the signal and observation processes. In addition, signal and nonlinear filter processes exhibit a number of symmetries, (in particular they are jointly and marginally Markov), and these allow the construction of dual filtering problems by time reversal. The information supply and dissipation processes of a dual problem have rates equal to those of the original, but with supply and dissipation exchanging roles. The joint (signalfilter) process of a nonlinear filtering problem is unusual among Markov processes in that it exhibits oneway flows of information between components.
The concept of entropy flow in the stationary distribution of a Markov process is at the heart of a modern theory of nonequilibrium statistical mechanics, based on stochastic dynamics. In this, a rate of entropy flow is defined by means of time averages of stationary ergodic processes.
Such a definition is inadequate in the dynamic theory of nonlinear filtering. Instead a rate of entropy production can be defined, which is based on only the (current) local characteristics of the Markov process. This can be thought of as an 'entropic derivative'. The rate of entropy production of the joint process of a nonlinear filtering problem contains an 'interactive' component equal to the sum of the information supply and dissipation rates.
These connections between nonlinear filtering and statistical mechanics allow a certain degree of cross fertilisation between the fields. For example, the nonlinear filter, viewed as a statistical mechanical system, is a type of perpetual motion machine, and provides a precise quantitative example of Landauer's Principle. On the other hand, the theory of dissipative statistical mechanical systems can be brought to bear on the study of suboptimal filters. On a more philosophical level, we might ask what a nonlinear filter can tell us about the direction of thermodynamic time.

Mon, 23/10/2006 14:15 
Marc Rieffel (Berkeley and INI)  Topology Seminar  L3 
Mon, 23/10/2006 12:00 
James Sparks (Oxford)  String Theory Seminar  L3 
I shall describe two recent results
in SasakiEinstein geometry, which is the odddimensional cousin of KahlerEinstein geometry, and how they are related to fourdimensional
superconformal field theory (SCFT) via the AdS/CFT correspondence. The first is a proof that the
volumes of such Einstein manifolds are always algebraic numbers, which reflects
a similar statement about central charges in SCFTs
due to Intriligator and Wecht.
The second descibes two simple holomorphic obstructions to the existence of such Einstein
metrics. In such obstructed cases the nonexistence of the dual superconformal fixed point may be proven by a simle application of the unitarity
bound and the “atheorem”, respectively, and these may be related
directly to the geometrical obstructions via AdS/CFT
arguments. On the mathematical side, these are new simple obstructions to the
existence of KahlerEinstein metrics on Fano orbifolds.
/notices/events/abstracts/stringtheory/mt06/sparks.shtml

Fri, 20/10/2006 15:15 
Grigory Garkusha (Manchester)  Logic Seminar  L3 
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Fri, 20/10/2006 14:30 
Herbert Heppert (University of Cambridge)  Mathematical Geoscience Seminar  DH 3rd floor SR 
Fri, 20/10/2006 14:15 
Dr. Dirk Becherer  Mathematical Finance Seminar  Imperial College 
Fri, 20/10/2006 12:00 
Ted Newman (Pittsburgh)  Relativity Seminar  L1 
Fri, 20/10/2006 10:30 
Prof. Colin Please (University of Southampton)  Workshops With Industry  DH 3rd floor SR 
Thu, 19/10/2006 16:30 
Stephen Watson (University of Glasgow)  Differential Equations and Applications Seminar  DH 1st floor SR 
Thu, 19/10/2006 16:15 
Thomas Underwood (Durham)  Theoretical Particle Physics Seminar  Dennis Sciama LT 
Thu, 19/10/2006 16:00 
Chris Hughes (University of York)  Number Theory Seminar  L3 
Thu, 19/10/2006 14:30 
Manfred Schocker (Swansea)  Representation Theory Seminar  L3 
http://www.maths.ox.ac.uk/arg 
Thu, 19/10/2006 14:00 
Prof Nick Higham (University of Manchester)  Computational Mathematics and Applications Seminar  Comlab 
The aim of this talk is to give some understanding of the theory of matrix 'th roots (solutions to the nonlinear matrix equation ), to explain how and how not to compute roots, and to describe some applications. In particular, an application in finance will be described concerning roots of transition matrices from Markov models. 
Thu, 19/10/2006 12:00 
Gil Cavalcanti (Oxford)  Junior Geometry Seminar  SR1 
Thu, 19/10/2006 11:00 
Philipp Hieronymi  Advanced Logic Class  L3 
Wed, 18/10/2006 16:00 
Alexander Kurz (University of Leicester)  Analytic Topology in Mathematics and Computer Science  L3 
Wed, 18/10/2006 14:00 
Nick Bezhanishvilli (University of Leicester)  Analytic Topology in Mathematics and Computer Science  L3 
Tue, 17/10/2006 17:00 
Matthias Langer (Strathclyde)  Functional Analysis Seminar  L3 