Lipschitz inverse shadowing and structural stability

Speaker: 

Dmitry Todorov

Institution: 

Chebyshev laboratory, Saint-Petersburg, Russia

Time: 

Tuesday, November 5, 2013 - 2:00pm to 3:00pm

Location: 

RH 440R

There is known a lot of information about classical or standard shadowing. It is also often called a pseudo-orbit tracing property (POTP). Let M be a closed Riemannian manifold. Dieomorphism f : M \to M is said to have POTP if for a given accuracy any pseudotrajectory with errors small enough can be approximated (shadowed) by an exact trajectory. A similar denition can be given for flows.

Most results about this property prove that it is present in certain hyperbolic situations. Quite surprisingly, recently it has been proven that a quantitative version of it is in face equivalent to hyperbolicity (structural stability).

There is also a notion of inverse shadowing that is a kind of a converse to the notion of classical shadowing. Dynamical system is said to have inverse shadowing property if for any (exact) trajectory there exists a pseudotrajectory from a special class that is uniformly close to the original exact one.

I will describe a quantitative (Lipschitz) version of this property and why it is equivalent to structural stability both for dieomorphisms and for flows.

On the Mumford-Tate conjecture for abelian foufolds

Speaker: 

Bin Zhao

Institution: 

UC Los Angeles

Time: 

Tuesday, November 5, 2013 - 2:00pm to 3:00pm

Location: 

RH 340P

The Mumford-Tate conjecture is a deep conjecture which relates the arithmetic and the geometry of  abelian varieties defined over number fields. The results of Moonen and Zarhin indicate that this conjecture holds for almost all absolutely simple abelian fourfolds. The only exception is when the abelian varieties have no nontrivial endomorphism. In this talk we will begin with an introduction to the Mumford-Tate conjecture and a brief summary of known results towards it. Then we sketch a proof of this conjecture in the above 'missing' case for abelian fourfolds.

Risk, Return and Ross Recovery

Speaker: 

Dr. Peter Carr

Institution: 

Morgan Stanley

Time: 

Monday, October 7, 2013 - 5:30pm to 6:30pm

Location: 

Natural Sciences 2, room 1201

Math Finance Seminar

Dr. Peter Carr

Global Head of Market
Modeling Managing Director
Morgan Stanley

Title: Risk, Return and Ross Recovery

Abstract: Recently, Stephen Ross has shown that the real-world transition probabilities of a finite state Markov chain can be recovered from Arrow Debreu security prices by assuming that the pricing kernel enjoys transition independence. We motivate this restriction by deriving it as a consequence of restricting the form and dynamics of the numeraire portfolio. Working with a diffusion process for a short interest rate, we indicate how one can recover real world transition probabilities on both bounded and unbounded domains.

Light refreshments will be served.

 

Separating strong saturation properties of ideals on small cardinals I

Speaker: 

Monroe Eskew

Institution: 

UCI

Time: 

Monday, September 30, 2013 - 4:00pm to 5:30pm

Host: 

Location: 

RH 440R

The topic of this talk is inspired by measure-theoretic questions raised by Ulam: What is the smallest number of countably additive, two valued measures on R such that every subset is measurable in one of them?  Under CH, the minimal answer to this question has several equivalent formulations, one of which is the maximal saturation property for ideals on aleph_1, aleph_1-density.  Our goal is to show that these equivalences are special to aleph_1.  In the first talk, we will show how to get normal ideals of minimal possible density on a variety of spaces from almost-huge cardinals.  This generalizes a result of Woodin.
 

Non-local Hydrodynamic Models for Self-Organization of Interacting Particles

Speaker: 

Arvind Baskaran

Institution: 

UC Irvine

Time: 

Monday, November 25, 2013 - 4:00pm to 5:00pm

Host: 

Location: 

RH 306

 

Self-organization is the process where particles or agents in a system with
seemingly simple rules of interactions exhibit ordering into coherent structures.
Controlled self-organization has a wide range of applications from manufacturing
to treatment of diseases and hence understanding the processes involved is of
great importance. This talk will present the derivation of a non-local
hydrodynamic theory to understand the self organization and order-disorder phase
transition in systems of interacting particles. Starting with a microscopic
description a kinetic theory will be identified as the equation of motion. Then
using a generalized Chapman-Enskog procedure a non-local hydrodynamics theory for
the phase transition will be derived. The so derived hydrodynamic model captures
atomistic length scale information of the particles with time scales comparable to
diffusion in the system. The general ideas and potential of this meso-scale
approach will be discussed in the context of a solid-liquid phase transitions.
Some numerical experiments to illustrate the potential of this approach and some
applications will also be discussed.

This work was done in collaboration with Aparna Baskaran (Brandeis University) and John Lowengrub (UC Irvine).

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