This talk is concerned with the question of generating the homology of a covering space by lifts of simple closed curves (from topological viewpoint), and generating the first homology of a subgroup by powers of elements outside certain filtrations (from group-theoretic viewpoint). I will sketch Malestein's and Putman's construction of examples of branched covers where lifts of scc's span a proper subspace. I will discuss the relation of their proof to the Magnus embedding, and present recent results on similar embeddings of surface groups which facilitate extending their theorems to unbranched covers.

There has been recent advances in understanding the microscopic origin of the Bekenstein-Hawking entropy of supersymmetric ant de Sitter (AdS) black holes using holography and localization applied to the dual quantum field theory. In this talk, after a brief overview of the general picture, I will propose a BPS partition function -- based on gluing elementary objects called gravitational blocks -- for known AdS black holes with arbitrary rotation and generic magnetic and electric charges. I will then show that the attractor equations and the Bekenstein-Hawking entropy can be obtained from an extremization principle.

Nonlinear filtering is a central mathematical tool in understanding how we process information. Unfortunately, the equations involved are often high dimensional, and therefore, in practical applications, approximate filters are often employed in place of the optimal filter. The error introduced by using these approximations is generally poorly understood. In this talk we will see how, in the case where the underlying process is a continuous-time, finite-state Markov Chain, results on the stability of filters can be strengthened to yield bounds for the error between the optimal filter and a general approximate filter.  We will then consider the 'projection filter', a low dimensional approximation of the filtering equation originally due to D. Brigo and collaborators, and show that its error is indeed well-controlled. The talk is based on joint work with Sam Cohen.

Stochastic portfolio theory is a framework to study large equity markets over long time horizons. In such settings investors are often confined to trading in an “open market” setup consisting of only assets with high capitalizations. In this work we relax previously studied notions of open markets and develop a tractable framework for them under mild structural conditions on the market.

Within this framework we also introduce a large parametric class of processes, which we call rank Jacobi processes. They produce a stable capital distribution curve consistent with empirical observations. Moreover, there are explicit expressions for the growth-optimal portfolio, and they are also shown to serve as worst-case models for a robust asymptotic growth problem under model ambiguity.

Time permitting, I will also present an extended class of models and illustrate calibration results to CRSP Equity Data.

This talk is based on joint work with Martin Larsson.

Random unitary circuits (RUCs) have served as important sources of insights in studying operator dynamics. While the simplicity of RUCs allows us to understand the nature of operator growth in a quantitative way, randomness of the dynamics in time prevents them to capture certain aspects of operator dynamics. To explore these aspects, in this talk, I consider the operator dynamics of a minimal Floquet many-body circuit whose time-evolution operator is fixed at each time step. In particular, I compute the partial spectral form factor of the model and show that it displays nontrivial universal physics due to operator dynamics. I then discuss the out-of-ordered correlator of the system, which turns out to capture the main feature of it in a generic chaotic many-body system, even in the infinite on-site Hilbert space dimension limit.

Orthogonal Intertwiners for Infinite Particle Systems On The Continuum:

Interacting particle systems are studied using powerful tools, including 
duality. Recently, dualities have been explored for inclusion processes, 
exclusion processes, and independent random walkers on discrete sets 
using univariate orthogonal polynomials. This talk generalizes these 
dualities to intertwiners for particle systems on more general spaces, 
including the continuum. Instead of univariate orthogonal polynomials, 
the talk dives into the theory of infinite-dimensional polynomials 
related to chaos decompositions and multiple stochastic integrals. The 
new framework is applied to consistent particle systems containing a 
finite or infinite number of particles, including sticky and correlated 
Brownian motions.

Spectral gap of the symmetric inclusion process:

In this talk, we consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on the same graph. In the regime in which the gamma-like reversible measures of the particle system are log-concave, our bounds match, yielding a version for the symmetric inclusion process of the celebrated Aldous' spectral gap conjecture --- originally formulated for the interchange process and proved by Caputo, Liggett and Richthammer (JAMS 2010). Finally, by means of duality techniques, we draw analogous conclusions for an interacting diffusion-like unbounded conservative spin system known as Brownian energy process, which may be interpreted as a spatial version of the Wright-Fisher diffusion with mutation. Based on a joint work with Seonwoo Kim (SNU, South Korea).

For many stationary-state PDEs, solutions can be shown to satisfy certain key identities or structures, with physical interpretations such as the dissipation of energy. By reformulating these systems in terms of new auxiliary functions, finite-element models can ensure these structures also hold exactly for the numerical solutions. This approach is known to improve the solutions' accuracy and reliability.

In this talk, we extend this auxiliary function approach to the transient case through a finite-element-in-time interpretation. This allows us to develop novel structure-preserving timesteppers for various transient problems, including the Navier–Stokes and MHD equations, up to arbitrary order in time.

In this talk, we introduce Newton-MR variants for solving nonconvex optimization problems. Unlike the overwhelming majority of Newton-type methods, which rely on conjugate gradient method as the primary workhorse for their respective sub-problems, Newton-MR employs minimum residual (MINRES) method. With certain useful monotonicity properties of MINRES as well as its inherent ability to detect non-positive curvature directions as soon as they arise, we show that our algorithms come with desirable properties including the optimal first and second-order worst-case complexities. Numerical examples demonstrate the performance of our proposed algorithms.

I will discuss various possible ways a global symmetry can act on operators in a quantum field theory. The possible actions on q-dimensional operators are referred to as q-charges of the symmetry. Crucially, there exist generalized higher-charges already for an ordinary global symmetry described by a group G. The usual charges are 0-charges, describing the action of the symmetry group G on point-like local operators, which are well-known to correspond to representations of G. We find that there is a neat generalization of this fact to higher-charges: i.e. q-charges are (q+1)-representations of G. I will also discuss q-charges for generalized global symmetries, including not only invertible higher-form and higher-group symmetries, but also non-invertible categorical symmetries. This talk is based on a recent (arXiv: 2304.02660) and upcoming works with Sakura Schafer-Nameki.