Cambridge

There are many financial models used in practice (CIR/Heston, Vasicek,

Stein-Stein, quadratic normal) whose popularity is due, in part, to their

analytically tractable asset pricing. In this talk we will show that it is

possible to generalise these models in various ways while maintaining

tractability. Conversely, we will also characterise the family of models

which admit this type of tractability, in the spirit of the classification

of polynomial term structure models.

In this talk we aim to study periodic orbits on the energy levels of a symplectic magnetic flow on the two-sphere using methods from contact geometry. In particular we show that, if the energy is low enough, we either have two or infinitely many closed orbits. The second alternative holds if there exists a prime contractible periodic orbit. Finally we present some generalisations and work in progress for closed orientable surfaces of higher genus.

The HOMFLY polynomial is an invariant of knots in S^3 which can be

extended to an invariant of tangles in B^3. I'll give a geometrical

description of this invariant for rational tangles, and

explain how this description extends to a more general invariant

(the lambda^k colored HOMFLY polynomial of a rational tangle). I'll then

use this description to sketch a proof of a conjecture of Gukov and Stosic

about the colored HOMFLY homology of rational knots.

Parts of this are joint work with Paul Wedrich and Mihaljo Cevic.

Nowadays there are a large number of satellite and airborne observations of the large ice sheet that covers Antarctica. These include maps of the surface elevation, ice thickness, surface velocity, the rate of snow accumulation, and the rate of change of surface elevation. Uncertainty in the possible rate of future sea level rise motivates using all of these observations and models of ice-sheet flow to project how the ice sheet will behave in future, but this is still a challenge. To make useful predictions, especially in the presence of potential dynamic instabilities, models will need accurate initial conditions, including flow velocity throughout the ice thickness. The ice sheet can be several kilometres thick, but most of the observations identify quantities at the upper surface of the ice sheet, not within its bulk. There is thus a question of how the subsurface flow can be inferred from surface observations. The key parameters that must be identified are the viscosity in the interior of the ice and the basal drag coefficient that relates the speed of sliding at the base of the ice sheet to the basal shear stress. Neither is characterised well by field or laboratory studies, but for incompressible flow governed by the Stokes equations they can be investigated by inverse methods analogous to those used in electric impedance tomography (which is governed by the Laplace equation). Similar methods can also be applied to recently developed 'hybrid' approximations to Stokes flow that are designed to model shallow ice sheets, fast-sliding ice streams, and floating ice shelves more efficiently. This talk will give a summary of progress towards model based projections of the size and shape of the Antarctic ice sheet that make use of the available satellite data. Some of the outstanding problems that will need to be tackled to improve the accuracy of these projections will also be discussed.

Exact Lagrangian immersions are governed by an h-principle, whilst exact Lagrangian

embeddings are well-known to be constrained by strong rigidity theorems coming from

holomorphic curve theory. We consider exact Lagrangian immersions in Euclidean space with a

prescribed number of double points, and find that the borderline between flexibility and

rigidity is more delicate than had been imagined. The main result obtains constraints on such

immersions with exactly one double point which go beyond the usual setting of Morse or Floer

theory. This is joint work with Tobias Ekholm, and in part with Ekholm, Eliashberg and Murphy.

One of the most subtle aspects of the correspondence between automorphic and Galois representations is the weight part of Serre conjectures, namely describing the weights of modular forms corresponding to mod p congruence class of Galois representations. We propose a direct geometric approach via studying the mod p cohomology groups of certain integral models of modular or Shimura curves, involving Deligne-Lusztig curves with the action of GL(2) over finite fields. This is a joint work with James Newton.