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Series: Combinatorics Seminar

Since the seminal work of Erdos and Renyi the phase transition of the largest components in random graphs became one of the central topics in random graph theory and discrete probability theory. Of particular interest in recent years are random graphs with constraints (e.g. degree distribution, forbidden substructures) including random planar graphs. Let G(n,M) be a uniform random graph, a graph picked uniformly at random among all graphs on vertex set [n]={1,...,n} with M edges. Let P(n,M) be a uniform random planar graph, a graph picked uniformly at random among all graphs on vertex set [n] with M edges that are embeddable in the plane. Erodos-Renyi, Bollobas, and Janson-Knuth-Luczak-Pittel amongst others studied the critical behaviour of the largest components in G(n,M) when M= n/2+o(n) with scaling window of size n^{2/3}. For example, when M=n/2+s with s=o(n) and s \gg n^{2/3}, a.a.s. (i.e. with probability tending to 1 as n approaches \infty) G(n,M) contains a unique largest component (the giant component) of size (4+o(1))s. In contract to G(n,M) one can observe two critical behaviour in P(n,M), when M=n/2+o(n) with scaling window of size n^{2/3}, and when M=n+o(n) with scaling window of size n^{3/5}. For example, when M=n/2+s with s = o(n) and s \gg n^{2/3}, a.a.s. the largest component in P(n,M) is of size (2+o(1))s, roughly half the size of the largest component in G(n,M), whereas when M=n+t with t = o(n) and t \gg n^{3/5}, a.a.s. the number of vertices outside the giant component is \Theta(n^{3/2}t^{-3/2}). (Joint work with Tomasz Luczak)

Series: SIAM Student Seminar

In the study of one dimensional dynamical systems one often assumes that the functions involved have a negative Schwarzian derivative. In this talk we consider a generalization of this condition. Specifically, we consider the interval functions of a real variable having some iterate with a negative Schwarzian derivative and show that many known results generalize to this larger class of functions. The introduction of this class was motivated by some maps arising in neuroscience

Series: Stochastics Seminar

I will describe recent work on the behavior of solutions to
reaction diffusion equations (PDEs) when the coefficients in the
equation are random. The solutions behave like traveling waves moving
in a randomly varying environment. I will explain how one can obtain
limit theorems (Law of Large Numbers and CLT) for the motion of the
interface. The talk will be accessible to people without much knowledge
of PDE.

Series: School of Mathematics Colloquium

The asymmetric simple exclusion process (ASEP) is a continuous time Markov process of interacting particles on a lattice \Gamma. ASEP is defined by two rules: (1) A particle at x \in \Gamma waits an exponential time with parameter one, and then chooses y \in \Gamma with probability p(x, y); (2) If y is vacant at that time it moves to y, while if y is occupied it remains at x. The main interest lies in infinite particle systems. In this lecture we consider the ASEP on the integer lattice {\mathbb Z} with nearest neighbor jump rule: p(x, x+1) = p, p(x, x-1) = 1-p and p \ne 1/2. The integrable structure is that of Bethe Ansatz. We discuss various limit theorems which in certain cases establishes KPZ universality.

Series: Analysis Seminar

We consider multipoint Padé approximation to Cauchy transforms of
complex measures. First, we recap that if the support of a measure is
an analytic Jordan arc and if the measure itself is absolutely
continuous with respect to the equilibrium distribution of that arc
with Dini-continuous non-vanishing density, then the diagonal
multipoint Padé approximants associated with appropriate interpolation
schemes converge locally uniformly to the approximated Cauchy
transform in the complement of the arc. Second, we show that this
convergence holds also for measures whose Radon–Nikodym derivative is
a Jacobi weight modified by a Hölder continuous function. The
asymptotics behavior of Padé approximants is deduced from the analysis
of underlying non–Hermitian orthogonal polynomials, for which the
Riemann–Hilbert–∂ method is used.

Series: Other Talks

I will discuss how various geometric categories (e.g. smooth manifolds, complex manifolds) can be be described in terms of locally ringed spaces. (A locally ringed space is a topological spaces endowed with a sheaf of rings whose stalks are local rings.) As an application of the notion of locally ringed space, I'll define what a scheme is.

Series: Research Horizons Seminar

Dodgson (the author of Alice in Wonderland) was an amateur
mathematician who wrote a book about determinants in 1866 and gave a copy
to the queen. The queen dismissed the book and so did the math community
for over a century. The Hodgson Condensation method resurfaced in the 80's
as the fastest method to compute determinants (almost always, and almost
surely). Interested about Lie groups, and their representations? In
crystal bases? In cluster algebras? In alternating sign matrices?
OK, how about square ice? Are you nuts? If so, come and listen.

Series: PDE Seminar

We discuss comparison principle for viscosity solutions of fully nonlinear elliptic PDEs in $\R^n$ which may have superlinear growth in $Du$ with variable coefficients. As an example, we keep the following PDE in mind:$$-\tr (A(x)D^2u)+\langle B(x)Du,Du\rangle +\l u=f(x)\quad \mbox{in }\R^n,$$where $A:\R^n\to S^n$ is nonnegative, $B:\R^n\to S^n$ positive, and $\l >0$. Here $S^n$ is the set of $n\ti n$ symmetric matrices. The comparison principle for viscosity solutions has been one of main issues in viscosity solution theory. However, we notice that we do not know if the comparison principle holds unless $B$ is a constant matrix. Moreover, it is not clear which kind of assumptions for viscosity solutions at $\infty$ is suitable. There seem two choices: (1) one sided boundedness ($i.e.$ bounded from below), (2) growth condition.In this talk, assuming (2), we obtain the comparison principle for viscosity solutions. This is a work in progress jointly with O. Ley.

Tuesday, September 22, 2009 - 15:00 ,
Location: Skiles 269 ,
Gunter Meyer ,
School of Mathematics, Georgia Tech ,
Organizer: Liang Peng

When the asset price follows geometric Brownian motion but allows random Poisson jumps (called jump diffusion) then the standard Black Scholes partial differential for the option price becomes a partial-integro differential equation (PIDE). If, in addition, the volatility of the diffusion is assumed to lie between given upper and lower bounds but otherwise not known then sharp upper and lower bounds on the option price can be found from the Black Scholes Barenblatt equation associated with the jump diffusion PIDE. In this talk I will introduce the model equations and then discuss the computational issues which arise when the Black Scholes Barenblatt PIDE for jump diffusion is to be solved numerically.

Series: Other Talks

We discuss the convergence properties of first-order methods for two problems that
arise in computational geometry and statistics: the minimum-volume enclosing ellipsoid problem
and the minimum-area enclosing ellipsoidal cylinder problem for a set of m points in R^n.
The algorithms are old but the analysis is new, and the methods are remarkably effective
at solving large-scale problems to high accuracy.