Flag varieties and the HOMFLY polynomial I
Abstract
Khovanov homology is an invariant of knots in $S^3$. In its original form,
it is a "homological version of the Jones polynomial"; Khovanov and
Rozansky have generalized it to other knot polynomials, including the
HOMFLY polynomial.
The first talk will be an introduction to Khovanov homology and its generalizations.
Flag varieties and the HOMFLY polynomial II
Abstract
Khovanov homology is an invariant of knots in $S^3$. In its original form,
it is a "homological version of the Jones polynomial"; Khovanov and
Rozansky have generalized it to other knot polynomials, including the
HOMFLY polynomial.
In the second talk, I'll discuss how Khovanov homology and its generalizations lead to a relation between the HOMFLY polynomial and the topology of flag varieties.
16:30
Why is brake squeal so twitchy. Modelling and sensitivity studies of friction-driven vibration
Abstract
Friction-driven vibration occurs in a number of contexts, from the violin string to brake squeal and machine tool vibration. A review of some key phenomena and approaches will be given, then the talk will focus on a particular aspect, the "twitchiness" of squeal and its relatives. It is notoriously difficult to get repeatable measurements of brake squeal, and this has been regarded as a problem for model testing and validation. But this twitchiness is better regarded as an essential feature of the phenomenon, to be addressed by any model with pretensions to predictive power. Recent work examining sensitivity of friction-excited vibration in a system with a single-point frictional contact will be described. This involves theoretical prediction of nominal instabilities and their sensitivity to parameter uncertainty, compared with the results of a large-scale experimental test in which several thousand squeal initiations were caught and analysed in a laboratory system. Mention will also be made of a new test rig, which attempts to fill a gap in knowledge of frictional material properties by measuring a parameter which occurs naturally in any linearised stability analysis, but which has never previously been measured.
16:00
Subgraphs of Oriented Graphs
Abstract
How can one guarantee the presence of an oriented four-cycle in an oriented graph G? We shall see, that one way in which this can be done, is to demand that G contains no large `biased. subgraphs; where a `biased. subgraph simply means a subgraph whose orientation exhibits a strong bias in one direction.
Furthermore, we discuss the concept of biased subgraphs from another standpoint, asking: how can an oriented graph best avoid containing large biased subgraphs? Do random oriented graphs give the best examples? The talk is partially based on joint work with Omid Amini and Florian Huc.
15:45
Partial Differential Equations driven by rough paths
Abstract
In this talk, we present an extension of the theory of rough paths to partial differential equations. This allows a robust approach to stochastic partial differential equations, and in particular we can replace Brownian motion by more general Gaussian and Markovian noise. Support theorems and large deviation statements all become easy corollaries of the corresponding statements of the driving process. This is joint work with Peter Friz in Cambridge.
14:15
Contracting for optimal investment with risk control
Abstract
The theory of risk measurement has been extensively developed over the past ten years or so, but there has been comparatively little effort devoted to using this theory to inform portfolio choice. One theme of this paper is to study how an investor in a conventional log-Brownian market would invest to optimize expected utility of terminal wealth, when subjected to a bound on his risk, as measured by a coherent law-invariant risk measure. Results of Kusuoka lead to remarkably complete expressions for the solution to this problem.
The second theme of the paper is to discuss how one would actually manage (not just measure) risk. We study a principal/agent problem, where the principal is required to satisfy some risk constraint. The principal proposes a compensation package to the agent, who then optimises selfishly ignoring the risk constraint. The principal can pick a compensation package that induces the agent to select the principal's optimal choice.
10:00
12:00
Asymptotic Stability of the five-dimensional Schwarzschild metric against biaxial perturbations
Abstract
I will start by reviewing the current status of the stability
problem for black holes in general relativity. In the second part of the
talk I will focus on a particular (symmetry) class of five-dimensional
dynamical black holes recently introduced by Bizon et al as a model to
study gravitational collapse in vacuum. In this context I state a recent
result establishing the asymptotic stability of the five dimensional
Schwarzschild metric with respect to vacuum perturbations in the given
class.
14:30