Abstract: The derived category of coherent sheaves almost certainly plays a role of fundamental importance in string theory on an algebraic variety. We review the various ideas that have led to this belief and outline the resulting consequences for geometry and physics.

We describe a general Bayesian approach for using computer codes for a complex physical system to assist in forecasting actual system outcomes. Our approach is based on expert judgements and experiments on fast versions of the computer code. These are combined to construct models for the relationships between the code's inputs and outputs, respecting the natural space/time features of the physical system. The resulting beliefs are systematically updated as we make evaluations of the code for varying input sets and calibrate the input space against past data on the system. The updated beliefs are then used to construct forecasts for future system outcomes. While the approach is quite general, it has been developed particularly to handle problems with high-dimensional input and output spaces, for which each run of the computer code is expensive. The methodology will be applied to problems in uncertainty analysis for hydrocarbon reservoirs.

One of the most basic objects in probability theory is the simple random walk, which one can think of as a random map from Z to Z mapping adjacent points to adjacent points. A similar theory for random maps from Z² to Z had until recently remained elusive to mathematicians, despite being known (non-rigorously) to physicists. In this talk we discuss some natural families of random maps from Z² to Z. We can explicitly compute both the local and the large-scale behavior of these maps. In particular we construct a "scaling limit" for these maps, in a similar sense in which Brownian motion is a scaling limit for the simple random walk. The results are in accord with physics.

Functional information from the brain is available from a variety of modalities including functional magnetic resonance imaging (fMRI) and positron emission tomography (PET). Individual variability in the size, shape and extent of the folding patterns of the the human brain makes it difficult to compare functional activation differences across subjects. I will discuss a method that attempts to address this problem by creating flat maps of the cortical surface. These maps are produced using a novel computer realization of the Riemann Mapping Theorem that uses circle packings. These maps exhibit conformal behavior in that angular distortion is controlled. They are mathematically unique and canonical coordinate systems can be imposed on these maps. Some of the maps of the cortical surface that I have created in the Euclidean and hyperbolic planes and on a sphere will be presented.

We consider a process of one-dimensional fluid flow through a soil packed tube in which a contaminant is initially distributed. The contaminant concentration, as a function of location in the tube and time after flushing begins, is classically modeled as the solution of a linear second order partial differential equation. Here, we consider the related issues of how contaminant concentration measured at some location-time combinations can be used to approximate concentration at other locations and times (ie., exprimental design). The method is demonstrated for the case in which initial concentrations are approximated based on data collected only at the downstream end of the tube. Finally, the effect of misspecifying one of the model parameters is discussed, and alternative designs are developed for instances in which that parameter must be estimated from the data.

This lecture, which assumes only a basic abstract algebra background, provides an introduction to the Galois theory of linear ordinary differential equations. At present, no algorithm exists for computing the Galois group of an arbitrary equation. We will give a survey of recent work on some special classes of equations, including results to be included in the speaker's PhD dissertation.

Abstract: One of the major themes of modern differential geometry is the relationship between the curvature and topology of Riemannian manifolds. In this lecture, I will describe some links between curvature and SMOOTH topological invariants --- i.e. invariants which can distinguish between different smooth structures on a given topological manifold. The specific invariants I will discuss are the Seiberg-Witten invariants of 4-manifolds, and I will describe the impact these have on the existence problem for Einstein metrics and some related Riemannian variational problems.

Dynamic singularities are ubiquitous. They arise in mathematical models of phenomena as grand as star formation or as familiar as the breakup of a thread of honey as it is being added to tea. Drop breakup allows one to study dynamics close to a singularity in a simple context which is also accessible to experiments. Recent works have revealed that a viscous liquid drop close to breakup looks self-similar---the drop profile looks the same if the length scales are rescaled appropriately. A new numerical strategy is developed to capture the drop breakup dynamics and show good agreement with experimental measurements. Surprisingly, the presence of even small amounts of viscous dissipation in the surrounding can dramatically alter the self-similar profile. In particular, when no exterior viscous dissipation is present, the thread profile is symmetric about the point of pinch-off. When small amounts of exterior viscous dissipation are present, the thread profile becomes severely asymmetric. An understanding of the final breakup process is crucial in elucidating the mechanisms underlying the formation of satellite drops, an issue relevant to the development of ink-jet printing technologies and emulsification processes.

Stochastic PDEs have become important models for many phenomenon. Nonetheless, many fundamental questions about their behavior remain poorly understood. Often such SPDE contain different processes active at different scales. Not only does such structure give rise to beautiful mathematics and phenomenon, but I submit that it also contains the key to answering many seemingly unrelated questions. Questions such as ergodicity and Mixing. Given a stochastically forced dissipative PDE such as the 2D Navier Stokes equations, the Ginzburg-Landau equations, or a reaction diffusion equation; is the system Ergodic ? If so, at what rate does the system equilibrate ? Is the convergence qualitatively different at different physical scales ? Answers to these an similar questions are basic assumptions of many physical theories such as theories of turbulence. I will try both to convince you why these questions are interesting and explain how to address them. The analysis will suggest strategies to explore other properties of these SPDEs as well as numerical methods. In particular, I will show that the stochastically forced 2D Navier Stokes equations converges exponentially to a unique invariant measure. I will discuss under what minimal conditions one should expect ergodic behavior. The central ideas will be illustrated with a simple model systems. Along the way I will explain how to exploit the different scales in the problem and how to overcome the fact that the problem is an extremely degenerate diffusion on an infinite dimensional function space. The analysis points to a class of operators in between STRICTLY ELLIPTIC and HYPOELLIPTIC operators which I call EFFECTIVELY ELLIPTIC. The techniques use a representation of the process on a finite dimensional space with memory. I will also touch on a novel coupling construction used to prove exponential convergence to equilibrium.

The p-power torsion of a family of elliptic curves in characteristic p defines a local system on the base space. Igusa shows that the associated monodromy representation is maximal, in the sense that the image of the fundamental group is the full automorphism group of a fiber. I will discuss variants of this situation which can make the group in question bigger (higher-dimensional abelian varieties), smaller (with large endomorphism rings), or simply different (and no physical p-torsion). I hope to interpret these results as statements about certain differential equations.

The combinatorial structure of a d-dimensional simple convex polytope -- as given, for example, by the set of the (d-1)-regular subgraphs of facets -- can be reconstructed from its abstract graph [Blind & Mani 1988, Kalai 1988]. However, no polynomial/efficient algorithm is known for this task, although a polynomially checkable certificate for the correct reconstruction exists [Kaibel & Koerner 2000]. A much stronger certificate would be given by the following characterization of the facet subgraphs, conjectured by M. Perles: ``The facet subgraphs of a simple d-polytope are exactly all the (d-1)-regular, connected, induced, non-separating subgraphs'' [Perles 1970,1984]. We give examples for the validity of Perles conjecture: In particular, it holds for the duals of cyclic polytopes, and for the duals of stacked polytopes. On the other hand, we observe that for any counterexample, the boundary of the (simplicial) dual polytope P^* contains a 2-complex without a free edge, and without 2-dimensional homology. Examples of such complexes are known; we use a simple modification of ``Bing's house'' (two walls removed) to construct explicit 4-dimensional counterexamples to Perles' conjecture.

Associated with a dynamical system, which evolves single initial conditions, the Frobenius-Perron operator evolves ensemble densities of initial conditions. Including a brief tutorial on the topic, we will present our new applications of this global and statistical point of view:

1. The inverse Frobenius-Perron problem (IFPP) is a global open-loop strategy to control chaos by constructing a "nearby" dynamical system with desirable invariant density. We reduce the question of stabilizing an arbitrary invariant density to the question of a hyperplane intersecting a unit hyperbox; several controllability theorems follow. Applications will be described.
2. Well-known models have been found to exhibit new and interesting dynamics under the addition of stochastic perturbations. Using the Frobenius-Perron operator for stochastic dynamical systems, we develop new tools designed to predict the effects of noise and to pinpoint stochastic transport regions in phase space. As an example, we study a model from population dynamics for which chaos-like behavior can be induced, as the standard deviation of the noise is increased. We identify how stochastic perturbations destabilize two attracting orbits, effectively completing a heteroclinic orbit, to create chaos-like behavior. Other physical applications will also be discussed.

I will explain some basic concepts for fluid flow in porous media, go through some details about the 3D streamline simulator and SGSIM (Sequential Gaussian SIMulation) for generating random permeability fields under multiGaussian assumption.

A major problem of Petroleum engineering si the prediction of future oil and water production from a reservoir whose properties are inferred from measurements along well paths, and from observations of pressure, production, and fluid saturations at well locations. If the properties of the porous material were known at all locations, and all boundary conditions were specified, the production rates of fluids would be computed from the numerical solution of a set of partial differential equations governing mass conservation and flow. Rock properties are known to be heterogeneous on many scales, however, and the measurements are always insufficient to determine the properties throughout the reservoir. In the petroleum and groundwater fields, rock properties (permeability and porosity) are modeled as spatial random fields, whose auto-covariance and cross-covariances are known from ovservations of outcrops and cores. Uncertainty in future production is characterized by the empirical distribution from the suite of realizations of rock properties. The problem is assessing uncertainty in reservoir production or groundwater remediation predictions is that while valid prodecures for sampling the posterior pdf are available, the computational cost of generating the necessary number of samples from such procedures is prohibitive. An increase in computer speed is unlikely to solve this problem as the trend has been to build more complex numerical models of the reservoir as computer capability increases. Most recent effort has gone in to approximate methods of sampling. In this talk, I will describe our experience with the use of Markov Chain Monte Carlo methods and with approximate sampling methods.