Our new series 'Mathematicians and their toys' kicked off this week across social media with our pig man Jon Chapman bringing home the mathematical bacon. More to come (not featuring pigs).

If you have a toy come and make a pig of yourself.

Okay enough...

Thursday 26 September, 6–8pm. Blackwell Hall, Weston Library

How do we relax? A lot of us like collecting things and enjoying our collections. They might be books, they might be records, they might be photographs, they can be anything. As a library, the Bodleian has enjoyed collecting for over 400 years and we want to foster that joy in others. Join us to have a drink and celebrate collecting and consider bringing your own collected items.

Science Together: Where research meets local communities. Call for researchers and facilitators

Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, B Obloj, J Quantitative Finance (22 Oct 2024)
Fri, 20 Sep 2024

14:00 - 15:00
TCC VC

Finite element approximation of eigenvalue problems

Prof Danielle Boffi
(KAUST - Computer, Electrical and Mathematical Sciences and Engineering - CEMSE)
Abstract

In this informal talk I will review some theoretical and practical aspects related to the finite element approximation of eigenvalue problems arising from PDEs.
The review will cover elliptic eigenvalue problems and eigenvalue problems in mixed form, with particular emphasis on the Maxwell eigenvalue problem.
Other topics can be discussed depending on the interests of the audience, including adaptive schemes, approximation of parametric problems, reduced order models.
 

Thu, 14 Nov 2024
16:00
L4

Higher-order approximation of jump-diffusion McKean--Vlasov SDEs

Dr Verena Schwarz
(University of Klagenfurt)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

 

Abstract

In this talk we study the numerical approximation of the jump-diffusion McKean--Vlasov SDEs with super-linearly growing drift, diffusion and jump-coefficient. In the first step, we derive the corresponding interacting particle system and define a Milstein-type approximation for this. Making use of the propagation of chaos result and investigating the error of the Milstein-type scheme we provide convergence results for the scheme. In a second step, we discuss potential simplifications of the numerical approximation scheme for the direct approximation of the jump-diffusion McKean--Vlasov SDE. Lastly, we present the results of our numerical simulations.

Mon, 21 Oct 2024
16:30
L4

Thomas-Fermi type models of external charge screening in graphene

Vitaly Moroz
(Swansea University)
Abstract

We propose a density functional theory of Thomas-Fermi-(von Weizsacker) type to describe the response of a single layer of graphene to a charge some distance away from the layer. We formulate a variational setting in which the proposed energy functional admits minimizers. We further provide conditions under which those minimizers are unique. The associated Euler-Lagrange equation for the charge density is also obtained, and uniqueness, regularity and decay of the minimizers are proved under general conditions. For a class of special potentials, we also establish a precise universal asymptotic decay rate, as well as an exact charge cancellation by the graphene sheet. In addition, we discuss the existence of nodal minimizers which leads to multiple local minimizers in the TFW model. This is a joint work with Cyrill Muratov (University of Pisa).

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