Seminars and Colloquia by Series

A polynomial invariant of pseudo-Anosov maps

Series
Geometry Topology Seminar
Time
Monday, October 25, 2010 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Joan BirmanBarnard College-Columbia University
Pseudo-Anosov mapping classes on surfaces have a rich structure, uncovered by William Thurston in the 1980's. We will discuss the 1995 Bestvina-Handel algorithmic proof of Thurston's theorem, and in particular the "transition matrix" T that their algorithm computes. We study the Bestvina-Handel proof carefully, and show that the dilatation is the largest real root of a particular polynomial divisor P(x) of the characteristic polynomial C(x) = | xI-T |. While C(x) is in general not an invariant of the mapping class, we prove that P(x) is. The polynomial P(x) contains the minimum polynomial M(x) of the dilatation as a divisor, however it does not in general coincide with M(x).In this talk we will review the background and describe the mathematics that underlies the new invariant. This represents joint work with Peter Brinkmann and Keiko Kawamuro.

Energy-based fracture evolution

Series
Applied and Computational Mathematics Seminar
Time
Monday, October 25, 2010 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 002 (Ground floor, entrance from Skiles courtyard)
Speaker
Christopher LarsenWPI
I will describe a sequence of models for predicting crack paths in brittlematerials, with each model based on some type of variational principleconcerning the energy. These models will cover the natural range ofstatics, quasi-statics, and dynamics. Some existence results will bedescribed, but the emphasis will be on deficiencies of the models and openquestions.

Dynamic Transition Theory and its Application to Gas-Liquid Phase Transitions

Series
CDSNS Colloquium
Time
Monday, October 25, 2010 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 114
Speaker
Shouhong WangIndiana University
Gas-liquid transition is one of the most basic problem to study in equilibrium phase transitions. In the pressure-temperature phase diagram, the gas-liquid coexistence curve terminates at a critical point C, also called the Andrews critical point. It is, however, still an open question why the Andrews critical point exists and what is the order of transition going beyond this critical point. To answer this basic question, using the Landau's mean field theory and the Le Chatelier principle, a dynamic model for the gas-liquid phase transitions is established. With this dynamic model, we are able to derive a theory on the Andrews critical point C: 1) the critical point is a switching point where the phase transition changes from the first order with latent heat to the third order, and 2) the liquid-gas phase transition going beyond Andrews point is of the third order. This clearly explains why it is hard to observe the liquid-gas phase transition going beyond the Andrews point. In addition, the study suggest an asymmetry principle of fluctuations, which appears also in phase transitions in ferromagnetic systems. The analysis is based on the dynamic transition theory we have developed recently with the philosophy to search the complete set of transition states. The theory has been applied to a wide range of nonlinear problems. A brief introduction for this theory will be presented as well. This is joint with Tian Ma.

Small-time Expansions of the Distributions, Densities, and option prices of stochastic volatility models with Levy jumps

Series
Mathematical Finance/Financial Engineering Seminar
Time
Friday, October 22, 2010 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 002
Speaker
Ruoting GongSchool of Mathematics, Georgia Tech

Please Note: Hosted by Christian Houdre and Liang Peng.

We consider a stochastic volatility model with Levy jumps for a log-return process Z = (Z_t )_{t\ge 0}of the form Z = U + X , where U = (U_t)_{t\ge 0}is a classical stochastic volatility model and X = (X_t)_{t\ge 0} is an independent Levy process with absolutely continuous Levy measure \nu. Small-time expansion, of arbitrary polynomial order in time t, are obtained for the tails P(Z_t\ge z), z > 0 , and for the call-option prices E( e^{z+ Z_t| - 1), z \ne 0, assuming smoothness conditions on the Levy density away from the origin and a small-time large deviation principle on U. The asymptotic behavior of the corresponding implied volatility is also given. Our approach allows for a unified treatment of general payoff functions of the form \phi(x)1_{x\ge z} for smooth function \phi and z > 0. As a consequence of our tail expansions, the polynomial expansions in t of the transition densities f_t are obtained under rather mild conditions.

Dependent Random Choice

Series
ACO Seminar
Time
Friday, October 22, 2010 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 255
Speaker
Jacob FoxMathematics, MIT
We describe a simple and yet surprisingly powerful probabilistic technique which shows how to find in a dense graph a large subset of vertices in which all (or almost all) small subsets have many common neighbors. Recently this technique has had several striking applications to Extremal Graph Theory, Ramsey Theory, Additive Combinatorics, and Combinatorial Geometry. In this talk, which is based on a survey with Benny Sudakov, we discuss some of these applications.

On nonparametric multivariate statistical process control charts

Series
SIAM Student Seminar
Time
Friday, October 22, 2010 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 255
Speaker
Giang DoSchool of Mathematics, Georgia Tech
Statistical Process Control Charts are key tools in monitoring and controlling production processes to achieve conforming, high quality products. We will conduct a literature review on the Nonparametric Multivariate Statistical Process Control Charts to see what has been done in the area and how the methods have been applied.

Asymptotic properties of random matrices of long-range percolation model

Series
Stochastics Seminar
Time
Thursday, October 21, 2010 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 002
Speaker
Slim AyadiSchool of Math, Georgia Tech
We study the spectral properties of matrices of long-range percolation model. These are N*N random real symmetric matrices H whose elements are independent random variables taking zero value with probability 1-\psi((i-j)/b), b\in \R^{+}, where \psi is an even positive function with \psi(t)<1 and vanishing at infinity. We show that under rather general conditions on the probability distribution of H(i,j) the semicircle law is valid for the ensemble we study in the limit N,b\to\infty. In the second part, we study the leading term of the correlation function of the resolvent G(z)=(H-z)^{-1} with large enough |Imz| in the limit N,b\to\infty, b=O(N^{\alpha}), 1/3<\alpha<1. We show that this leading term, when considered in the local spectral scale leads to an expression found earlier by other authors for band random matrix ensembles. This shows that the ensemble we study and that of band random matrices belong to the same class of spectral universality.

Public Lecture - Celebration of Mind - The Mathematics, Magic & Mystery of Martin Gardner

Series
Other Talks
Time
Thursday, October 21, 2010 - 11:00 for 1 hour (actually 50 minutes)
Location
Klaus 1456
Speaker
Colm MulcahySpelman College
Martin Gardner (1914-2010) "brought more mathematics to more millions than anyone else,"  according to Elwyn R. Berlekamp, John H. Conway & Richard K. Guy. Who was this man, how was he so influential, and will his legacy matter in the 22nd century? We'll try to answer these questions.This event is part of a one-day global celebration of the life of Martin Gardner. See www.g4g-com.org for information on Atlanta's Celebration of Mind party.

The Graph Removal Lemma

Series
Combinatorics Seminar
Time
Wednesday, October 20, 2010 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Jacob FoxMath, MIT
Let H be a fixed graph with h vertices. The graph removal lemma states that every graph on n vertices with o(n^h) copies of H can be made H-free by removing o(n^2) edges. We give a new proof which avoids Szemeredi’s regularity lemma and gives a better bound. This approach also works to give improved bounds for the directed and multicolored analogues of the graph removal lemma. This answers questions of Alon and Gowers.

Polya sequences, gap theorems, and Toeplitz kernels

Series
Analysis Seminar
Time
Wednesday, October 20, 2010 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Mishko MitkovskiGeorgia Tech
A separated sequence of real numbers is called a Polya sequence if the only entire functions of zero type which are bounded on this sequence are the constants. The Polya-Levinson problem asks for a description of all Polya sequences. In this talk, I will present some points of the recently obtained solution. The approach is based on the use of Toeplitz operators and de Branges spaces of entire functions. I will also present some partial results about the related Beurling gap problem.

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