Private estimation in stochastic block models
Abstract
Professor Po-Ling Loh will talk about; 'Private estimation in stochastic block models'
We study the problem of private estimation for stochastic block models, where the observation comes in the form of an undirected graph, and the goal is to partition the nodes into unknown, underlying communities. We consider a notion of differential privacy known as node differential privacy, meaning that two graphs are treated as neighbors if one can be transformed into the other by changing the edges connected to exactly one node. The goal is to develop algorithms with optimal misclassification error rates, subject to a certain level of differential privacy.
We present several algorithms based on private eigenvector extraction, private low-rank matrix estimation, and private SDP optimization. A key contribution of our work is a method for converting a procedure which is differentially private and has low statistical error on degree-bounded graphs to one that is differentially private on arbitrary graph inputs, while maintaining good accuracy (with high probability) on typical inputs. This is achieved by considering a certain smooth version of a map from the space of all undirected graphs to the space of bounded-degree graphs, which can be appropriately leveraged for privacy. We discuss the relative advantages of the algorithms we introduce and also provide some lower-bounds for the performance of any private community estimation algorithm.
This is joint work with Laurentiu Marchis, Ethan D'souza, and Tomas Flidr.
13:00
Non-Invertible Symmetries Meet Quantum Cellular Automata
Abstract
Towards a Foundation Model for Computational Engineering: Opportunities, Challenges, and Novel Scaling Laws
Abstract
The integration of AI into computational fluid dynamics (CFD) represents a transformative frontier for engineering, yet realizing this potential requires navigating the complexities inherent to fluid mechanics. Bridging the methodological gap between deep learning and traditional CFD simulation, this talk presents work (outlined in the recent preprint: Fluids Intelligence: A forward look on AI foundation models in computational fluid dynamics) to produce a novel scaling law tailored specifically for a fluids foundation model. We explore the theoretical and practical opportunities, analyzing the critical inflection points where model training compute begins to eclipse the high costs of traditional data generation. We conclude by discussing the technical challenges and opportunities the fluids and machine learning communities must collaboratively address to operationalize autonomous computational engineering.
Adaptive preconditioning for linear least-squares problems via iterative CUR
Abstract
Speaker Jung Eun Huh will talk about: 'Adaptive preconditioning for linear least-squares problems via iterative CUR'
Large-scale linear least-squares problems arise in many areas of computational science and data analysis, where efficiency and scalability are crucial. In this talk, we introduce a randomized preconditioning framework for iterative solvers based on low-rank approximations of small sketches of the original problem. The key idea is to iteratively construct low-rank preconditioners that reshape the singular value distribution in a favourable way. By tightly coupling the preconditioning and Krylov solving phases within an iterative CUR decomposition -- a low-rank approximation built from selected of columns and rows of the original matrix -- the proposed algorithm achieves faster and earlier convergence than existing methods. The algorithm performs particularly well on problems that are large in both dimensions, as well as on sparse and ill-conditioned systems.
This is a joint work with Coralia Cartis and Yuji Nakatsukasa.
17:00
Space, time and Shakespeare - Paul Glendinning
Shakespeare’s work provides a snapshot of how people made sense of the world around them: how they solved problems (how large is an opposing army?) and how they navigated a complex environment (does the sun rise in the east?).
In this talk Paul will explore how scientific and technological ideas are woven into Shakespeare’s plays and sonnets through actions, words and conversations between characters. He will mention Copernicus twice, once as an over-interpretation. His interest is in how we think within structures, not whether the structures are correct. Almanacs, mirrors and Dee’s vision of applied mathematics will be part of the story. He will also talk about nothing.
Paul Glendinning is the Beyer Professor of Applied Mathematics at the University of Manchester. His research is in applied dynamical systems and he has been President of the IMA (2022-2023) and Scientific Director of the International Centre for Mathematical Sciences in Edinburgh (2016-2021).
Please email @email to register to attend in person.
The lecture will be broadcast on the Oxford Mathematics YouTube Channel on Wednesday 27 May at 5-6 pm and any time after (no need to register for the online version).
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.
Algorithmic characterizations of hyperbolicity via quasigeodesics
Abstract
Gromov-hyperbolic groups are classically defined geometrically, by the negative curvature of their Cayley graphs. Interestingly, an algorithmic characterization of hyperbolicity is possible in terms of properties of the formal languages of quasigeodesics (geodesics up to bounded error) in their Cayley graphs. Holt and Rees proved, roughly speaking, that these formal languages are regular in the case of hyperbolic groups. More recently Hughes, Nairne, and Spriano established the converse. In this talk, I will discuss progress towards a conjectured strengthening of the result, where we consider context-free quasigeodesic languages. This is based on my summer project, supervised by Joseph MacManus and Davide Sprianoc
13:00
Differential Cohomology
Abstract
Compactifying topological actions using only de Rham forms fails to capture torsion sectors encoded in integral cohomology. Differential cohomology remedies this by combining integral characteristic classes, differential-form curvatures, and holonomy data into a single framework. In the context of deriving SymTFTs from M-theory, such a refinement is crucial for capturing background gauge fields for discrete 1-form global symmetries in the physical theory. In this talk, we will review the construction of differential cohomology and, time permitting, show how a refined Kaluza-Klein compactification leads to background gauge fields that encode these higher-form symmetries.
16:00
16:00
Characteristic polynomials of non-Hermitian random band matrices
Abstract
We discuss the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian N X N non-Hermitian random band matrices with a bandwidth W. Given W,N → ∞, we show that this behavior near the point in the bulk of the spectrum exhibits the crossover at W ∼√N: it coincides with those for Ginibre ensemble for W ≫√N, and factorized as 1 ≪ W ≪√N. The behavior of the correlation function near the threshold (W/√N →C) will be also discussed.
16:00
On the Reflexivity of Non-selfadjoint Operator Algebras
Abstract
15:30
Realizability of tropical curves and Lagrangian submanifolds
Abstract
Tropicalization is a process by which we replace algebraic geometry with the geometry of piecewise linear (tropical) objects. One of the central questions in the field is when this process can be reversed: that is, when can we realize a tropical object with an honest algebraic one. In this talk, I'll discuss some recent work on the tropical to Lagrangian correspondence, and state under what conditions homological mirror symmetry allows us to transfer Lagrangian realizations into algebraic ones.
15:00
Tangles in random covering of orbifolds
Abstract
14:00
On the Erdős-Rogers function
Abstract
Complexity Reveals the Microscopic Drivers of Macroscopic Dynamics
Abstract
Real complex systems exhibit rich collective behavior, yet identifying which components of an interaction network drive such dynamics remains a central challenge. Here, we show that complexity itself can resolve this problem. In large random and empirical networks, structural disorder and heterogeneity induce spectral localization, causing Laplacian modes to concentrate on small subsets of nodes. This converts global modes into identifiable dynamical units tied to specific structural components. Exploiting this principle, we develop a node-resolved stability framework that predicts instability onsets, identifies the nodes responsible for collective transitions, and restores interpretability in systems where classical modal theories fail. In heterogeneous reaction networks, the same mechanism enables collective states beyond those usually associated with homogeneous assumptions. More broadly, our results show that complexity can be revealed, rather than obscure, the microscopic drivers of macroscopic dynamics.
14:00
Nonsymmetric Shift Operators
Abstract
The well-known "Dunkl operators" associated to a finite real reflection group constitute a commutative parameter family of deformations of the directional derivatives in Euclidean space. These operators are "differential-reflection" operators. Heckman and Cherednik have defined trigonometric versions of Dunkl's operators. The interest for these operators lies in their deep ties to Macdonald polynomials and hypergeometric functions, to the Calogero-Moser quantum integrable system, and to the representation theory of Hecke algebras.
"Hypergeometric shift operators" are powerful tools to study Weyl group symmetric structures and functions in these contexts. In this talk, Eric Opdam presents a theorem of existence and uniqueness of ''nonsymmetric shift operators'' for the Dunkl operators. These are themselves differential reflection operators which "shift" the parameters of the Dunkl operators by integers by means of a "transmutation relation".
(Joint work with Valerio Toledano Laredo)
13:00
The Bootstrap Siege of M-theory
Abstract
12:30
A multiscale discrete-to-continuum framework for structured population models
Abstract
Convexity notions for the Calculus of variations in higher dimensions and fine properties of integrands
Abstract
Recently a new inhabitant entered the zoo of convexity notions for vectorial variational problems: functional convexity. I would like to report of progress in understanding the corresponding integrands, but also new insight into fine properties of most general class of related integrands: It turns out that rank-one convex functions share surprisingly many pointwise differentiablity properties with ordinary convex functions.
16:00
Artin L-values, Artin twists of modular L-values, and Mazur’s Eisenstein ideal
Abstract
Fix an Artin representation rho. Work in progress by Emmanuel Lecouturier and Loïc Merel claims that the special values L(f,rho,1) for certain modular forms f see some global data related to the L-function attached to rho. We first give a brief exposition on Mazur’s Eisenstein ideal, which lies at the heart of their work. We then describe this conjectural phenomenon in a few simple cases, the last being related to a conjecture of Harris and Venkatesh.
15:30
The prime decomposition fibre sequence for moduli spaces of 3-manifolds
Abstract
14:15
A universal Higgs bundle moduli space
Abstract
13:30
Almost-homomorphisms on C*-algebras
Abstract
We consider the question of whether almost-homomorphisms are close to honest homomorphisms. I’ll survey a few historical results, with different source/target collections of algebras, and also consider what to take as the definition of “almost-homomorphisms”. If we end up having time, I will sketch an elementary proof that almost-characters from commutative C*-algebras are close to honest characters.
13:00
Topological shape transforms for biology
Abstract
The Euler characteristic transform (ECT) is an emerging and powerful framework within topological data analysis for quantifying the geometry of shape. The applicability of ECT has been limited due to its sensitivity to noisy data. Here, we introduce SampEuler, a novel ECT-based shape descriptor designed to achieve enhanced robustness to perturbations. We provide a theoretical analysis establishing the stability of SampEuler and validate these properties empirically through pairwise similarity analyses on a benchmark dataset and showcase it on a thymus dataset. The thymus is a primary lymphoid organ that is essential for the maturation and selection of self-tolerant T cells, and within the thymus, thymic epithelial cells are organized in complex three-dimensional architectures, yet the principles governing their formation, functional organization, and remodeling during age-related involution remain poorly understood. Addressing these questions requires robust and informative shape descriptors capable of capturing subtle architectural changes across developmental stages. We develop and apply SampEuler to a newly generated two-dimensional imaging dataset of mouse thymi spanning multiple age groups, where SampEuler outperforms both persistent homology-based methods and deep learning models in detecting subtle, localized morphological differences associated with aging. To facilitate interpretation, we develop a vectorization and visualization framework for SampEuler, which preserves rich morphological information and enables identification of structural features that distinguish thymi across age groups. Collectively, our results demonstrate that SampEuler provides a robust and interpretable approach for quantifying thymic architecture and reveals age-dependent structural changes that offer new insights into thymic organization and involution.
Holographic Correlators for Non-Conformal Maximally Supersymmetric Yang-Mills
Abstract
Gauge/gravity duality is more than AdS/CFT. In this talk I will discuss how the holographic dictionary generalises to non-conformal settings, focusing on maximally supersymmetric Yang-Mills theories in diverse dimensions and their Dp-brane supergravity duals. Scaling covariance replaces conformal invariance as the unifying principle on both sides of the duality. On the gravity side, I will show how to systematically organise effective actions and Witten diagram rules for arbitrary correlators of scalar and spin-1 Kaluza-Klein modes. On the field theory side, scale covariance fixes the kinematic structure of 2- and 3-point functions at strong coupling, with the latter admitting closed-form expressions in terms of Appell functions. I will illustrate these results with explicit examples, focussing on 3d MSYM.
Global stability and persistence for reaction systems and for generalized Lotka-Volterra systems
Abstract
Reaction systems are continuos-time dynamical systems with polynomial right-hand side, and are very common in biochemistry, cell signaling, population dynamics, and many other biological applications. We discuss global stability (i.e., the existence of a globally attracting point) and persistence (i.e., robust absence of extinction) for large classes of reaction systems. In particular, we describe recent progress on the proof of the Global Attractor Conjecture (which says that vertex-balanced reaction systems are globally stable) and the Persistence Conjecture (which says that weakly-reversible reaction systems are persistent), and how these results can be extended outside their classical setting using the notion of “disguised reaction systems". We will also discuss analogous results for the case where reaction systems are replaced by generalized Lotka-Volterra systems of arbitrary degree.
17:00
Large fields, Galois groups, and NIP fields
Abstract
16:00
Propagating Langlands functoriality on eigenvarieties
Abstract
A test case for the Langlands functoriality principle is the tensor product lifting of automorphic representations of $\mathrm{GL}(m) \times \mathrm{GL}(n)$ to automorphic representations of $\mathrm{GL}(mn)$. This has been established in several key instances: for $m=n=2$ by Ramakrishnan (2000), for $m=2$ and $n=3$ by Kim-Shahidi (2002), and more recently for $m=2$ and arbitrary $n$ over $\mathbb{Q}$ by Arias-de-Reyna-Dieulefait-Pérez (2025) under certain assumptions, including that the $\mathrm{GL}(2)$ factor has level 1. I will discuss some new results in the case of $\mathrm{GL}(2) \times \mathrm{GL}(n)$, as well as ideas for how to go further, when $m>2$, using a p-adic propagation technique introduced by Newton-Thorne (2021).
14:30
Representations of quivers
Abstract
This talk will be an introduction to quivers and their representation theory.
Modern tasking approaches to simulate black holes (and other interesting phenomena): How can we make them fit to modern hardware?
Abstract
Professor Tobias Weinzierl will be talking about: 'Modern tasking approaches to simulate black holes (and other interesting phenomena): How can we make them fit to modern hardware?'
Over the past decade, my team has developed a simulation code for binary black hole mergers that runs on dynamically adaptive Cartesian meshes.
Its dynamic adaptivity, coupled with multiple numerical schemes operating at different scales and non-deterministic loads from puncture sources, makes task-based parallelisation a natural choice:
Task stealing across fine-grained work units balances the load across many CPU cores, while treating tasks as atomic compute units should---in theory---allow us to deploy seamlessly to accelerators. In practice, it is far from straightforward.
Fine-grained tasks clash with accelerators, which thrive on large, homogeneous data access patterns;
task bursts on the CPU overwhelm tasking systems and produce suboptimal execution schedules;
and when tasks span address spaces, expensive memory movements kill performance.
Surprisingly, many mainstream tasking frameworks even lack the features our domain demands, i.e. to express key task concepts.
Our application serves as a powerful lens for examining these challenges.
While our code base extends to other wave phenomena, Lagrangian techniques, and multigrid solvers, they all reveal the same fundamental tension:
modern hardware increasingly struggles to accommodate modern HPC concepts, and it even challenges the notion that one solution fits all hardware components.
The talk proposes practical workarounds and solutions to these shortcomings, while all solutions are designed, wherever possible, to be upstreamed into mainstream software building blocks or at least decoupled from our particular PDE solver, making them broadly applicable to the community.
This talk is hosted by Rutherford Appleton Laboratory and will take place @ Harwell Campus, Didcot, OX11 0QX
13:00
Some comments on Big-Small AdS Scale separation
Abstract
In an AdS compactification the no-scale-separation conjecture states that the AdS scale cannot be parametrically separated from the KK scale of the internal manifold. This calls into question the validity of the effective lower-dimensional theory whilst also making holographic duals more complicated: obtaining a dense spectrum of low-dimension operators which are strongly mixed. This also poses problems for constructing de-Sitter vacua.
I will discuss the papers Holography vs Scale Separation, Holographic Constraints on the String Landscape and A Holographic Constraint on Scale Separation which use holography to find constraints on scale separation, with the latter two papers focussing DGKT.
Structure-preserving finite elements and the convergence of augmented Lagrangian methods
Abstract
Charles Parker II will be talking about: 'Structure-preserving finite elements and the convergence of augmented Lagrangian methods'
Problems with physical constraints, such as the incompressibility constraint for mass conservation in fluids or Gauss's laws for electric and magnetic fields, result in generalized saddle point systems. So-called structure-preserving finite elements respect the constraints pointwise, resulting in more physically accurate solutions that are typically robust with respect to some problem parameters. However, constructing these finite elements may involve complicated spaces for the Lagrange multiplier variables. Augmented Lagrangian methods (ALMs) provide one process to compute the solution without the need for an explicit basis for the Lagrange multiplier space. In this talk, we present new convergence estimates for a standard ALM method, sometimes called the iterated penalty method, applied to structure-preserving discretizations of linear saddle point systems.
Polynomial dynamical systems, reaction systems, and the global attractor conjecture
Abstract
11:00
Towards H10 in mixed characteristic Henselian valued fields
Abstract
Existential decidability of a ring is the question as to whether an algorithm exists which determines whether a given system of polynomial equations and inequations has a solution. It is a classical result (``Hilbert's 10th problem'') that the ring of integers is not existentially decidable. Over the years there has been many results related to Hilbert 10th problem over different fields. For instance, the existential decidability of a Henselian valued field of mixed characteristic and finite ramification can be reduced to the positive existential decidability of its residue field, plus some additional structure.
An example of a mixed characteristic Henselian field is the fraction field of Witt Vectors. It is a construction analogous to the construction of the p-adic numbers from $\mathbb{F}_p$, and it takes a perfect field $F$ of characteristic $p$ and constructs a field with value group $\mathbb{Z}$ and residue field $F$. We will look at the existential decidability of the Henselian valued fields arising from finite extensions of the Witt vectors over a positive characteristic Henselian valued field. I will report on our progress so far, the problems that we have encountered, and the goals we are working toward.
Computations of Floer Lasagna Modules
Abstract
Skein lasanga modules are a smooth 4-manifold invariant that was introduced by Morrison, Walker and Wedrich using Khovanov homology. This invariant was recently used by Ren and Willis to give the first analysis free proof of the existence of exotic 4-manifolds. However, even for simple handlebodies it remains difficult to compute. A generalisation was introduced by Chen using Knot Floer homology, which in principle should be easier to compute due to cabling formulas for knot Floer homology. I will give a general introduction to lasagna modules assuming no knowledge of Khovanov or knot Floer homology, and then explain some methods, from upcoming work, for computing Floer Lasagna modules.
13:00
Discrete DHR Theory
Abstract
Between 1969 and 1974, Doplicher, Haag and Roberts published a series of papers, studying the structure of the algebra of observables of general QFTs. Only very recently did those ideas get adapted to the study of discrete systems, or quantum lattice systems.
In this talk, mostly based on Corey Jones' original paper (arXiv 2304.00068), I will give an overview of the mathematical machinery behind what he called "discrete DHR theory". I will also present some of the main results that have been developed in this formalism: a new tool for the study of Quantum Cellular Automata, and a SymTFT-like construction for discrete systems.
16:00
Refining Mirzakhani
Abstract
I will present a generalisation of Mirzakhani’s recursion for the volumes of moduli spaces of bordered Klein surfaces, including non-orientable surfaces. On these moduli spaces, the top form introduced by Norbury diverges as the lengths of one-sided geodesics approach zero. However, integrating this form over Gendulphe’s regularised moduli space—where the systole of one-sided geodesics is bounded below by epsilon—yields a finite volume. Using Norbury’s extension of the Mirzakhani–McShane identities to the non-orientable setting, we derive an explicit formula for the volume of the moduli space of one-bordered Klein bottles, as well as a recursion for arbitrary topologies that fully captures the dependence on the geometric regularisation parameter epsilon. I will conclude with remarks on the relation to refined topological recursion, which leads us to a refinement of the Witten–Kontsevich recursion and of the Harer–Zagier formula for the orbifold Euler characteristic of the moduli space of curves of genus g with n marked points. Based on joint work with P. Gregori and K. Osuga; the final part reflects ongoing work with N. Chidambaram, A. Giacchetto, and K. Osuga.
16:00
Invariant Random Subalgebras
Abstract
The notion of invariant random subgroups (IRS) is a fruitful, well-studied concept in dynamics on groups. In this talk, Hanna Oppelmayer will explain what it is and how to extend this notion to group von Neumann algebras LG, where G is a discrete countable group. We call it invariant random sub-von Neumann algebra (IRA). As an application, Hanna will provide a result concerning amenable IRAs, which generalises (in the discrete setup) a theorem of Bader-Duchesne-Lécureux about amenable IRSs. This is joint work with Tattwamasi Amrutam and Yair Hartman.
15:30
Formal integration of derived foliations
Abstract
Frobenius’ theorem in differential geometry asserts that, given a smooth manifold $M,$ every involutive subbundle $E \subset T_M$ determines a decomposition of $M$ into smooth leaves tangent to $E$. I will explain an infinitesimal analogue of this integration phenomenon for suitably nice schemes over coherent base rings, and then discuss an application. This talk is based on joint work with Magidson and Nuiten and ties into the work of Jiaqi Fu.
15:00
Realising quasi-isometry groups
Abstract
The quasi-isometry group QI(X) of a metric space X is a natural group of automorphisms of the space that preserve its large-scale structure. The quasi-isometry groups of most familiar spaces are usually enormous and quite wild. Spaces X for which QI(X) is understood tend to exhibit a sort of rigidity phenomenon: every quasi-isometry of such spaces is close to an isometry. We exploit this phenomenon to address the question of which abstract groups arise as the quasi-isometry groups of metric spaces. This talk is based on joint work with Paula Heim and Joe MacManus.
A Fourier-theoretic Approach to Non-Abelian Additive Combinatorics: The LNS Conjecture and Beyond
Abstract
Since the foundational works of Diaconis, pointwise character bounds of the form $\chi(\sigma) \le \chi(1)^\alpha$ have guided the study of growth in finite simple groups. However, this classical machinery hits an algebraic bottleneck when confronted with non-class functions and unstructured subsets.
In this talk, we bypass this barrier by replacing classical representation theory with discrete analysis. By decomposing functions as $f = \sum f_\rho$ and bounding the $L_2$ norm $\|f_\rho\|_2 \le \chi_\rho(1)^\alpha$ for each representation $\rho$, we develop a robust theory of Fourier anti-concentration. We will demonstrate how this resolves the Liebeck–Nikolov–Shalev (LNS) conjecture—proving a group can be expressed optimally as the product of conjugates of an arbitrary subset $A$—and discuss how applying Boolean function analysis tools like hypercontractivity pushes this philosophy even further.
14:00
The wavefront set of representations of reductive p-adic groups
Abstract
A difficult question in the local Langlands framework is to understand the interplay between the characters of irreducible smooth representations of a reductive group over a local field and the geometry of the dual space of Langlands parameters. An important invariant of the character (viewed as a distribution, i.e, a continuous linear functional on the space of smooth compactly supported functions) is the wavefront set, a measure of its singularities along with their directions. Motivated by the work of Adams, Barbasch, and Vogan for real reductive groups, it is natural to expect that the wavefront set is dual (in a certain sense) to the geometric singular support of the Langlands parameter. Dan Ciubotaru will give an overview of these ideas and describe recent progress in establishing a precise connection for representations of reductive p-adic groups.
Topological Spatial Graph Coarsening
Abstract
A spatial graph is a graph whose nodes and edges carry spatial attributes. It is a smart modelling choice for capturing the skeleton of a shape, a blood vessel network, a porous tissue, and many other data objects with intrinsically complex geometry, often resulting in graphs with a high node and edge count. In this talk, we introduce a topological spatial graph coarsening approach based on a new framework that balances graph reduction against the preservation of topological characteristics, essential for faithfully representing the underlying shape. To capture the topological information required to calibrate the reduction level, we adapt the construction of classical topological descriptors made for point clouds (the so-called persistence diagrams) to spatial graphs. This relies on a new filtration called triangle-aware graph filtration. Our coarsening approach is parameter-free and we prove that it is equivariant under rotations, translations, and scaling of the initial spatial graph. We evaluate the performance of our method on synthetic and real spatial graphs and show that it significantly reduces the graph sizes while preserving the relevant topological information.
13:00
Schwinger-Keldysh hydrodynamics of the SYK lattice
Abstract
Hydrodynamics provides a universal low-energy effective description of interacting many-body systems. Traditionally, it is formulated in terms of equations of motion derived from the relevant conservation laws. However, this classical framework neglects fluctuations of hydrodynamic observables required by the fluctuation–dissipation theorem (FDT). The Schwinger–Keldysh effective field theory (SK EFT) offers a Wilsonian, action-based formulation of hydrodynamics that systematically incorporates such fluctuations. In this approach, the effective action is generically non-unitary (complex), encoding macroscopic dissipation, while the FDT is implemented through a discrete Kubo–Martin–Schwinger (KMS) symmetry. This symmetry also underlies the emergence of the second law of thermodynamics within hydrodynamics.
Stationary points of conformally invariant polyconvex energies
Abstract
In this talk I will discuss recent work, with R. Tione, on the regularity of stationary points for a class of planar polyconvex integrands which are conformally-invariant, a natural assumption in view of geometric applications. We prove that, in two dimensions, stationary points are smooth away from a discrete set. We also show full C^1-regularity for orientation-preserving solutions, which appear naturally in minimization problems of Teichmüller type.
15:30
Nilpotent Deformation Theory
Abstract
Deformation theory studies how varieties and other algebro-geometric objects vary in families. A central part of the subject is formal deformation theory, where one deforms over an Artinian base; such deformation problems are governed by Lie algebraic models.
We pose the question of deforming varieties over nilpotent but not necessarily Artinian bases. These turn out to be classified by the same Lie algebraic models plus some topological structure. More precisely, we will consider partition Lie algebras in the category of ultrasolid modules, a variation of the solid modules of Clausen and Scholze that give a well-behaved category akin to topological modules.
To approach this result, we decompose deformation problems into n-nilpotent layers. Each of these layers is individually easier to understand, and is classified by simpler variants of partition Lie algebras.
Fractional Black-Scholes model and Girsanov transform for sub-diffusions
Abstract
We propose a novel Black-Scholes model under which the stock price processes are modeled by stochastic differential equations driven by sub-diffusions. The new framework can capture the less financial activity phenomenon during the bear markets while having the classical Black-Scholes model as its special case. The sub-diffusive spot market is arbitrage-free but is in general incomplete. We investigate the pricing for European-style contingent claims under this new model. For this, we study the Girsanov transform for sub-diffusions and use it to find risk-neutral probability measures for the new Black-Scholes model. Finally, we derive the explicit formula for the price of European call options and show that it can be determined by a partial differential equation (PDE) involving a fractional derivative in time, which we coin a time-fractional Black-Scholes PDE.
14:15
Gravitational instantons and Hitchin moduli spaces
Abstract
Gravitational instantons are complete 4-dimensional hyperkähler manifolds with square-integrable curvature tensor. I will address the question whether all gravitational instantons (of type ALG) can be obtained as Hitchin moduli spaces. In particular, I will explain how to compute the (hyperkähler) Torelli map for (weakly) parabolic Higgs bundles on the 4-punctured sphere. This is based on recent joint work with Fredrickson, Mazzeo and Swoboda.
