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Series: Combinatorics Seminar

We will discuss some extensions/generalizations of the striking and elegant fact (proved independently by Furstenberg and Sarkozy) that any subset of the integers of positive upper density necessarily contains two distinct elements whose difference is a perfect square. This is joint work with Akos Magyar.

Series: Stochastics Seminar

Consider a class of multidimensional degenerate diffusion processes of the following form

X_t = x+\int_0^t (X_s) ds+\int_0^t \sigma(X_s) dW_s,

Y_t = y+\int_0^t F(X_s)ds,

where b,\sigma, F are assumed to be smooth and b,\sigma bounded. Suppose now that \sigma\sigma^* is uniformly elliptic and that \nabla F does not degenerate. These assumptions guarantee that only one Poisson bracket is needed to span the whole space. We obtain a parametrix representation of Mc Kean-Singer type for the density of (X_t,Y_t) from which we derive some explicit Gaussian controls that characterize the additional singularity induced by the degeneracy. This particular representation then allows to give a local limit theorem with the usual convergence rate for an associated Markov chain approximation. The "weak" degeneracy allows to use the local limit Theorem in Gaussian regime but also induces some difficulty to define the suitable approximating process. In particular two time scales appear. Another difficulty w.r.t. the standard literature on the topic, see e.g. Konakov and Mammen (2000), is the unboundedness of F.

Friday, October 31, 2008 - 14:00 ,
Location: Skiles 269 ,
Sinem Celik Onaran ,
School of Mathematics, Georgia Tech ,
Organizer: John Etnyre

It is still not known whether every genus g Lefschetz fibration over the 2-sphere admits a section or not. In this talk, we will give a brief background information on Lefschetz fibrations and talk about sections of genus two Lefschetz fibration. We will observe that any holomorphic genus two Lefschetz fibration without seperating singular fibers admits a section. This talk is accessible to anyone interested in topology and geometry.

Series: Stochastics Seminar

In this presentation, interactions between spectra of classical Gaussian ensembles and subsequence problems are studied with the help of the powerful machinery of Young tableaux. For the random word problem, from an ordered finite alphabet, the shape of the associated Young tableaux is shown to converge to the spectrum of the (generalized) traceless GUE. Various properties of the (generalized) traceless GUE are established, such as a law of large number for the extreme eigenvalues and the convergence of the spectral measure towards the semicircle law. The limiting shape of the whole tableau is also obtained as a Brownian functional. The Poissonized word problem is finally talked, and, with it, the convergence of the whole Poissonized tableaux is derived.

Series: Graph Theory Seminar

PLEASE NOTE UNUSUAL TIME

We will consider the problem of counting the number T(n,g) of cubic graphs with n edges on a surface of of genus g, and review was is known in the combinatorial community in the past 30 years, what was conjectured in physics 20 years ago, and what was proven last month in joint work with Thang Le and Marcos Marino, using the Riemann-Hilbert analysis of the Painleve equation. No knowledge of physics or analysis is required.

Wednesday, October 29, 2008 - 15:00 ,
Location: Skiles 269 ,
Lily Wang ,
Department of Statistics, University of Georgia ,
Organizer: Liang Peng

We analyze a class of semiparametric ARCH models that nests the simple GARCH(1,1) model but has flexible news impact function. A simple estimation method is proposed based on profiled polynomial spline smoothing. Under regular conditions, the proposed estimator of the dynamic coeffcient is shown to be root-n consistent and asymptotically normal. A fast and efficient algorithm based on fast fourier transform (FFT) has been developed to analyze volatility functions with infinitely many lagged variables within seconds. We compare the performance of our method with the commonly used GARCH(1, 1) model, the GJR model and the method in Linton and Mammen (2005) through simulated data and various interesting time series. For the S&P 500 index returns, we find further statistical evidence of the nonlinear and asymmetric news impact functions.

Series: Research Horizons Seminar

This talk is not an appetizer to pizza, but rather an appetizer to the main course: Hua Xu's and Trevis Litherland's thesis defenses which will respectively take place on Thursday the 30th of October and November the 6th, in Skiles 269, at 3pm. I will present the history and origins of the problems they have been tackling ("Ulam's problems"). Various interactions with other fields such as Analysis, Algebra (Young Tableaux) or Bioinformatics (Sequence Comparison) will be touched upon. Then, some elementary but rather useful probabilistic techniques will also be introduced and shown how to be applied.

Series: Analysis Seminar

The Dirichlet space is the set of analytic functions on the disc that have a square integrable derivative. In this talk we will discuss necessary and sufficient conditions in order to have a bilinear form on the Dirichlet space be bounded. This condition will be expressed in terms of a Carleson measure condition for the Dirichlet space. One can view this result as the Dirichlet space analogue of Nehari's Theorem for the classical Hardy space on the disc. This talk is based on joint work with N. Arcozzi, R. Rochberg, and E. Sawyer

Series: Geometry Topology Seminar

We prove that every metric of constant curvature on a compact 2-manifold M with boundary bdM induces (at least) four vertices, i.e., local extrema of geodesic curvature, on bdM, if, and only if, M is simply connected. Indeed, when M is not simply connected, we construct hyperbolic, parabolic, and elliptic metrics of constant curvature on M which induce only two vertices on bdM. Furthermore, we characterize the sphere as the only closed orientable Riemannian 2-manifold M which has the four-vertex-property, i.e., the boundary of every compact surface immersed in M has 4 vertices.

Monday, October 27, 2008 - 13:00 ,
Location: Skiles 255 ,
George Biros ,
CSE, Georgia Tech ,
Organizer: Haomin Zhou

Fluid membranes are area-preserving interfaces that resist bending. They are models of cell membranes, intracellular organelles, and viral particles. We are interested in developing simulation tools for dilute suspensions of deformable vesicles. These tools should be computationally efficient, that is, they should scale well as the number of vesicles increases. For very low Reynolds numbers, as it is often the case in mesoscopic length scales, the Stokes approximation can be used for the background fluid. We use a boundary integral formulation for the fluid that results in a set of nonlinear integro-differential equations for the vesicle dynamics. The motion of the vesicles is determined by balancing the nonlocal hydrodynamic forces with the elastic forces due to bending and tension. Numerical simulations of such vesicle motions are quite challenging. On one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives and a milder constraint due to a transport-like stability condition. On the other hand, an implicit scheme can be expensive because it requires the solution of a set of nonlinear equations at each time step. We present two semi-implicit schemes that circumvent the severe stability constraints on the time step and whose computational cost per time step is comparable to that of an explicit scheme. We discretize the equations by using a spectral method in space, and a multistep third-order accurate scheme in time. We use the fast multipole method to efficiently compute vesicle-vesicle interaction forces in a suspension with a large number of vesicles. We report results from numerical experiments that demonstrate the convergence and algorithmic complexity properties of our scheme. Joint work with: Shravan K. Veerapaneni, Denis Gueyffier, and Denis Zorin.