School of Mathematical Sciences, Peking University, CHINA
Time:
Thursday, December 13, 2007 - 4:00pm
Location:
MSTB 254
Using the Landau-Brazovskii model, a new numerical implementation is developed to investigate the phase behavior of the diblock copolymer system. Though the method is based on the Fourier expansion of order parameter, a priori symmetric information is not required, and more significantly, the period structure can be adjusted automatically during the iteration as well. The method enables us to calculate the phase diagram, discover new meta-stable phases, validate the epitaxial relation in the phase transition process, and find the inefficiency of the Landau-Brazovskii model for some situations.
We will also introduce a new numerical method to study the nucleation in ordered phases. Nucleation is the decay of a metastable state via the thermally activated formation and subsequent growth of droplets of the equilibrium phase. We will consider the nucleation in diblock copolymer melts, whose equilibrium phases are well understood. We apply a new numerical method, called the string method, to compute the minimum energy path (MEP). Then from the MEP, we find the size and shape of the critical droplet and the free-energy barrier to nucleation. This method is generally useful for other systems, such as nucleation of liquid crystal based on Landau-de Gennes theory and binary alloy system by phase field method etc.
A smooth plane projective cubic curve (also known as an elliptic curve or a curve of genus 1) carries a natural structure of a commutative group: the addition is defined geometrically by the "chord and tangent method". An attempt "to add" points on a curve of arbitrary positive genus g leads to the notion of the jacobian of the curve. This jacobian is a g-dimensional commutative algebraic group that is a projective algebraic variety; in particular, it cannot be realized as a matrix group. Geometric properties of jacobians play a crucial role in the study of arithmetic and geometric properties of curves involved. One of the most important geometric invariants of a jacobian is its endomorphism ring.
We discuss how to compute explicitly endomorphism rings of jacobians for certain interesting classes of curves that may be viewed as natural (and useful) generalizations of elliptic curves.
I shall give an overview of reaction-diffusion fronts in
random flows, especially the variational formula of front speeds of
Kolmogorov-Petrovsky-Piskunov reactions. Large deviation of the random
flows is essential to the formula and the analysis of front
speed asymptotics.
Consider a GI/GI/1 queue operating under shortest remaining processing time with preemption. To describe the evolution of this system, we use a measure valued process that keeps track of the residual service times of all jobs in the system at any given time. Of particular interest is the waiting time for large jobs, which can be tracked using the frontier process, the largest service time of any job that has ever been in service. We propose a fluid model and present a functional limit theorem justifying it as an approximation of this system. The fluid model state descriptor is a measure valued function for which the left edge of the support is the fluid analog for the frontier process.
Under mild assumptions, we prove existence and uniqueness of fluid model solutions.
Furthermore, we are able to characterize the left edge of fluid model
solutions as the right continuous inverse of a simple functional of the initial condition,
arrival rate, and service time distribution. When applied to various examples, this
characterization reveals the dependence on service time distribution of the rate at which the
left edge of the fluid model increases.
The various concepts of volatility (realized, local, stochastic, implied), well defined or depending on a given model and/or statistical estimates, will be discussed. Backward and forward equations for call-option payoffs (Black-Scholes and Dupire equations) will be revisited. We will show that, besides the Black-Scholes model with constant volatility, fast mean reverting stochastic volatility models can reconcile local and implied volatilities. If time permits we will also look at the relation between volatility and correlation in the multidimensional case.
The talk is addressed to a general audience in Probability without any particular deep background in financial mathematics.
The totally asymmetric simple exclusion process (TASEP) is one of the
simplest models of interacting particle systems on the one-dimensional
lattice. It is equivalent to a random growth model from the
Kardar-Parisi-Zhang universality class. We focus on fluctuations of the
particle positions for a nonequilibrium TASEP that starts from certain
deterministic initial conditions. We (rigorously) derive the scaling
exponents 1/3 and 2/3, and identify the limit laws as those of Gaussian
Orthogonal and Unitary ensembles of the random matrix theory.
We consider a directed polymer pinned by one-dimensional quenched randomness, modeled by the space-time trajectories of an underlying Markov chain which encounters a random potential of form u + V_i when it visits a particular site, denoted 0, at time i. The polymer depins from the potential when u goes below a critical value. We consider in particular the case in which the excursion length (from 0) of the underlying Markov chain has power law tails. We show that for certain tail exponents, for small inverse temperature \beta there is a constant D(\beta), approaching 0 with \beta, such that if the increment of u above the annealed critical point is a large multiple of D(\beta) then the quenched and annealed systems have very similar free energies, and are both pinned, but if the increment is a small multiple of D(\beta), the annealed system is pinned while the quenched is not. In other words, the breakdown of the ability of the quenched system to mimic the annealed occurs entirely at order D(\beta) above the annealed critical point.
NSF Postdoctoral Fellow Sebastian Casalaina-Martin
Institution:
Harvard University/NSF
Time:
Friday, November 30, 2007 - 4:00pm
Location:
MSTB 254
A result of Clemens and Griffiths says that a smooth cubic threefold can be recovered from its intermediate Jacobian. In this talk I will discuss the possible degenerations of these abelian varieties, and give a description of the compactification of the moduli space of cubic threefolds obtained in this way. The relation between this compactification and those constructed in the work of Allcock-Carlson-Toledo and Looijenga-Swierstra will also be considered, and is similar in spirit to the relation between the various compactifications of the moduli spaces of low genus curves. This is joint work with Radu Laza.
Consider a particle in a finite dimensional Euclidean space performing a Brownian motion with an instantaneous drift vector at every time point determined by the order in which the coordinates of its location can be arranged as a decreasing sequence. These processes appear naturally in a variety of areas from queueing theory, statistical physics, and economic modeling. One is generally interested in the spacings between the ordered coordinates under such a motion.
For finite n, the invariant distribution of the vector of spacings can be completely described and is a function of the drift. We show, as n grows to infinity, a curious phenomenon occurs. We look at a transformation of the original process by exponentiating the location coordinates and dividing them by their total sum. Irrespective of the drifts, under the invariant distribution, only one of three things can happen to the transformed values: either they all go to zero, or the maximum grows to one while the rest go to zero, or they stabilize and converge in law to some member of a two parameter family of random point processes. This family known as the Poisson-Dirichlet's appears in genetics and renewal theory and is well studied. The proof borrows ideas from Talagrand's analysis of Derrida's Random Energy Model of spin glasses. We also consider another alternative starting with a countable collection of Brownian motions. This countable model is related to the Harris model of elastic collisions and the discrete Ruzmaikina-Aizenmann model for competing particles.
This is based on separate joint works with Sourav Chatterjee and Jim Pitman.