Multiscale analysis in micromagnetics: an example

Speaker: 

Professor Felix Otto

Institution: 

Univ Bonn

Time: 

Thursday, December 1, 2005 - 4:00pm

Location: 

MSTB 254

From the point of view of mathematics,
micromagnetics is an ideal playground for a pattern forming system in materials
science: There are abundant experiments on a wealth of visually
attractive phenomena and there is a well--accepted continuum model.

In this talk, I will focus on a specific
experimental observation for thin film ferromagnetic elements: Elements
with elongated rectangular cross--section are saturated along the longer
axis by a strong external field. Then the external field is slowly
reduced. At a certain field strength, the uniform magnetization buckles
into a quasiperiodic domain pattern which resembles a concertina.
Our hypothesis is that the period of this pattern is the
frozen--in period of the unstable mode at critical field.

Starting point for the analysis is the micromagnetic model which has three
length scales. We rigorously identify four scaling regimes for the
critical field. One of the regimes has been
overseen by the physics literature. It displays an
oscillatory unstable mode, which we identify asymptotically.
In this parameter regime, we identify
a scaling limit for the bifurcation.

The analysis amounts to the combination of an asymptotic
limit with a bifurcation argument. This is carried out by a suitable
``blow--up'' of the energy landscape in form of Gamma--convergence.
Numerical simulation of the normal form visualizes a homotopy
from a turning point to
the strongly nonlinear concertina pattern.
This is joint work with Ruben Cantero--Alvarez and Jutta Steiner.

Volatility surface estimation

Speaker: 

George Papanicolaou

Institution: 

Stanford

Time: 

Thursday, November 3, 2005 - 4:00pm

Location: 

MSTB 254

A central problem in modern mathematical
finance is that of estimating the volatility
of financial time series, whether they are
equity prices, exchange rates, interest rates
or something else, such as options. A recent trend is to try to
estimate the implied volatility of an asset from
the fluctuations in the price of derivatives
whose underlying it is. This is the volatility
surface estimation problem. I will review briefly the
background and status of this problem, including
computational issues, and I will present a variational
theory for volatility surface estimation within
stochastic volatilty models. I will show the form
this theory takes under a fast mean reverting hypothesis
and I will conclude with a calibration of the theoretical
framework using SP500 options data.

Local Discontinuous Galerkin Methods for Dispersive Wave Equations

Speaker: 

Chi-Wang Shu

Institution: 

Brown University

Time: 

Thursday, May 19, 2005 - 4:00pm

Location: 

MSTB 254

In this talk I will first give a general introduction to the discontinuous
Galerkin finite element method and the main technical issues in generalizing
this method to solve PDEs with higher spatial derivatives. I will then
introduce the recent research of designing stable and convergent local
discontinuous Galerkin methods for solving various nonlinear dispersive
wave equations, including the Kadomtsev-Petviashvili equations and the
Zakharov-Kuznetsov equations. Numerical results will be shown to demonstrate
the good qualities of such methods. This is a joint work with Jue Yan and
Yan Xu.

Geometry and analysis on fractals

Speaker: 

Alexandre Kirillov

Institution: 

UPenn

Time: 

Wednesday, February 23, 2005 - 4:00pm

Location: 

MSTB 254

We consider only two fractals: Sierpinski and Apollonian gaskets. The
idea is to show on these two examples how geometry, analysis, algebra and
number theory are tied together in the simplest problems, related to
fractal sets.

We start with definitions, speculate on the general matrix numerical
systems, consider the analytic properties and the p-adic behavior of
harmonic functions, analyse the spectrum of the Laplace operator on the
Sierpinski gasket. Then we describe the geometry, group-theoretic
structure and arithmetic properties of the Apollonian gasket.

The final idea is to draw a parallel between the two fractals - an
unfinished program.

Infinite Groups

Speaker: 

Zelmanov

Institution: 

UCSD

Time: 

Thursday, April 21, 2005 - 4:00pm

Location: 

MSTB 254

I will try to give a broad review of the amasing
developments in the theory of infinite groups during the last 25 years. These include the
emergence of Monsters and flourishing of the Asymptotic Theory of Finite Groups. We will focus on important examples and formulate some open problems.

Dynamics of Bose-Einstein Condensate

Speaker: 

Horng-Tzer Yau

Institution: 

Stanford University

Time: 

Thursday, April 28, 2005 - 4:00pm

Location: 

MSTB 254

Gross and Pitaevskii proposed to model the dynamics of the Bose-Einstein
condensate by a nonlinear Schrdinger equation, the Gross-Pitaevskii
equation. This equation plays a key role in the theory and experiments of
the Bose-Einstein condensation. The fundamental mathematical question is
to derive this equation from the first principle physics law, the
many-body Schrdinger equation. In the time-independent setting, this
problem was solved by Lieb-Seiringer-Yngvason. In this lecture, we shall
review the recent progress concerning the dynamical aspects of this
problem and the analytic methods developed for quantum dynamics of
many-body systems.

Localization and delocalization in quantum Hall systems

Speaker: 

Francois Germinet

Institution: 

Universite de Cergy-Pontoise

Time: 

Thursday, April 14, 2005 - 4:00pm

Location: 

MSTB 254

We shall review recent progress obtained in the understanding of localization
properties of random Schrodinger operators. The hard issue of the Anderson
transition is stated in terms of the spreading and of the non spreading of a
wave-packet initially located at the origin. It particular it is shown that
slow transport cannot happen for ergodic random operators. As an application,
we study quantum Hall systems, that is the Hamiltonian of an electron confined
to a two dimensional plane and subjected to a constant transverse magnetic
field. We prove delocalization around each Landau level, and localization
outside a small neighborhood of these levels.

Aspects of Total Variation Regularized L1 Function

Speaker: 

Professor Tony Chan

Institution: 

UCLA

Time: 

Thursday, April 7, 2005 - 4:00pm

Location: 

MSTB 254

The total variation based image denoising model of Rudin, Osher,
and Fatemi
has been generalized and modified in many ways in the literature; one of
these modifications is to use the L1 norm as the fidelity term. We study the
interesting consequences of this modification, especially from the point of
view of geometric properties of its solutions. It turns out to have
interesting
new implications for data driven scale selection and multiscale image
decomposition.

(joint work with Selim Esedgolu).

Design and Optimization of a Solid State Qubit System

Speaker: 

Russ Caflisch

Institution: 

UCLA

Time: 

Thursday, October 28, 2004 - 4:00pm

Location: 

MSTB 254

This talk will describe the simulation, design and optimization of a qubit
for use in quantum communication or quantum computation. The qubit is
realized as the spin of a single trapped electron in a semi-conductor
quantum dot. The quantum dot and a quantum wire are formed by the
combination of quantum wells and gates. The design goal for this system is a
"double pinchoff", in which there is a single trapped electron in the dot
and a single (or small number of) conduction states in the wire. Because of
considerable experimental uncertainty in the system parameters, the optimal
design should be "robust", in the sense that it is far away from
unsuccessful designs. We use a Poisson-Schrodinger model for the
electrostatic potential and electron wave function and a semi-analytic
solution of this model. Through a Monte Carlo search, aided by an analysis
of singular points on the design boundary, we find successful designs and
optimize them to achieve maximal robustness.

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