Imperial College London

String theory on a torus requires the introduction of dual coordinates

conjugate to string winding number. This leads to physics and novel geometry in a doubled space. This will be

compared to generalized geometry, which doubles the tangent space but not the manifold.

For a d-torus,   string theory can be formulated in terms of an infinite

tower of fields depending on both the d torus coordinates and the d dual

coordinates. This talk focuses on a finite subsector  consisting of a metric

and B-field (both d x d matrices) and a dilaton all depending on the 2d

doubled torus coordinates.

The double field theory is constructed and found to have a novel symmetry

that reduces to diffeomorphisms and anti-symmetric tensor gauge

transformations in certain circumstances. It also has manifest T-duality

symmetry which provides a generalisation of the usual Buscher rules to

backgrounds without isometries. The theory has a real dependence on the full

doubled geometry:  the dual dimensions are not auxiliary. It is concluded

that the doubled geometry is physical and dynamical.

Given a diffusion in R^n, we prove a small-noise expansion for its density. Our proof relies on the Laplace method on Wiener space and stochastic Taylor expansions in the spirit of Benarous-Bismut. Our result applies (i) to small-time asymptotics and (ii) to the tails of the distribution and (iii) to small volatility of volatility.

We shall study applications of this result to stochastic volatility models, recovering the Berestycki- Busca-Florent formula (using (i)), the Gulisashvili-Stein expansion (from (ii)) and Lewis' expansions (using (iii)).

This is a joint work with J.D. Deuschel (TU Berlin), P. Friz (TU Berlin) and S. Violante (Imperial College London).

Ultracold atomic gases have recently proven to be enormously rich

systems from the perspective of a condensed matter physicist. With

the advent of optical lattices, such systems can now realise idealised

model Hamiltonians used to investigate strongly correlated materials.

Conversely, ultracold atomic gases can exhibit quantum phases and

dynamics with no counterpart in the solid state due to their extra

degrees of freedom and unique environments virtually free of

dissipation. In this talk, I will discuss examples of such behaviour

arising from spinor degrees of freedom on which my recent research has

focused. Examples will include bosons with artificially induced

spin-orbit coupling and the non-equilibrium dynamics of spinor

condensates.

Some striking, and potentially useful, effects in electrokinetics occur for

bipolar membranes: applications are in medical diagnostics amongst other areas.

The purpose of this talk is to describe the experiments, the dominant features observed

and then model the phenomena: This uncovers the physics that control this process.

Time-periodic reverse voltage bias

across a bipolar membrane is shown to exhibit transient hysteresis.

This is due to the incomplete depletion of mobile ions, at the junction

between the membranes, within two adjoining polarized layers; the layer thickness depends on

the applied voltage and the surface charge densities. Experiments

show that the hysteresis consists of an Ohmic linear rise in the

total current with respect to the voltage, followed by a

decay of the current. A limiting current is established for a long

period when all the mobile ions are depleted from the polarized layer.

If the resulting high field within the two polarized layers is

sufficiently large, water dissociation occurs to produce proton and

hydroxyl travelling wave fronts which contribute to another large jump

in the current. We use numerical simulation and asymptotic analysis

to interpret the experimental results and

to estimate the amplitude of the transient hysteresis and the

water-dissociation current.

 Abstract:  In this talk we will introduce a new particle approximation scheme to solve the stochastic filtering problem. This new scheme makes use of the Kusuoka-Lyons-Victoir (KLV) method to approximate the dynamics of the signal. In order to control the computational cost, a partial sampling procedure based on the tree based branching algorithm (TBBA) is performed. The novelty of the method lies in the fact that the weights used in the TBBA are computed combining the cubature weights and the filtering weights. In this way, we can avoid the sample degeneracy problem inherent to particle filters. We will also present some simulations showing the performance of the method.

The AdS/CFT correspondence is a powerful tool to analyse strongly coupled quantum field

theories. Over the past few years there has been a surge of activity aimed at finding

possible applications to condensed matter systems. One focus has been to holographically

realise various kinds of phases via the construction of fascinating new classes of black

hole solutions. In this framework, I will discuss the possibility of describing finite

temperature phase transitions leading to spontaneous breaking of translational invariance of

the dual field theory at strong coupling. Along with the general setup I will also discuss

specific string/M theory embeddings of the corresponding symmetry breaking modes leading to

the description of such phases.