What can Rough Paths do for you?

OMI Seminar Series

This is a general talk for a scientific audience - aimed at exploring the power of abstract mathematical ideas - and then finishing with an introduction to a new set of ideas, developed over the last 20 years, known as rough path theory. This theory has at its heart new mathematical tools for describing the macroscopic interaction between complex (oscillatory) systems. The tools are mathematically precise and rather abstract, but they are also numerically informative and offer effective ways to describe and think about oscillatory data. We will mention some applications in finance and in sound compression. Further development of this theory are, through the amazing work of Hairer, impacting on the fundamentals of PDE theory and other contributions are now connecting to John Cardy's work on constructive conformal field theory and SLE, but the talk will not try to discuss these developments.

Location:
Speaker(s):

Terry Lyons (OMI)

Date:
Tuesday, February 4, 2014 - 12:30
to 13:30