Past

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It is well known that infinite perfect information two person games at low levels in the arithmetic hierarchy of sets have winning strategies for one of the players, and moreover this fact can be proven in analysis alone. This has led people to consider reverse mathematical analyses of precisely which subsystems of second order arithmetic are needed. We go over the history of these results. Recently Montalban and Shore gave a precise delineation of the amount of determinacy provable in analysis. Their arguments use concretely given levels of the Gödel constructible hierarchy. It should be possible to lift those arguments to the amount of determinacy, properly including analytic determinacy, provable in stronger theories than the standard ZFC set theory. We summarise some recent joint work with Chris Le Sueur.

I will explain how, given a crepant morphism with one-dimensional fibres between 3-folds, it is possible to use noncommutative deformations to run the MMP in a satisfyingly algorithmic fashion.  As part of this, a flop is viewed homologically as the solution to a universal property, and so is constructed not by changing GIT, but instead by changing the algebra. Carrying this extra information of the new algebra allows us to continue to flop, and thus continue the MMP, without having to calculate everything from scratch. Proving things in this manner does in fact have other consequences too, and I will explain some them, both theoretical and computational.

A distinct covering system of congruences is a collection

\[

(a_i \bmod m_i), \qquad 1\ \textless\ m_1\ \textless\ m_2\ \textless\ \ldots\ \textless\ m_k

\]

whose union is the integers. Erd\"os asked whether there are covering systems for which $m_1$ is arbitrarily large. I will describe my negative answer to this problem, which involves the Lov\'{a}sz Local Lemma and the theory of smooth numbers.

Strongly nonlinear problems, written abstractly in the form N[u]=0, are typically difficult to analyze unless they possess special properties. However, if we are able to find a quasi-solution u_0 in the sense that the residual N[u_0] := R is small, then it is possible to analyze a strongly nonlinear problem with weakly nonlinear analysis in the following manner: We decompose u=u_0 + E; then E satisfies L E = -N_1 [E] - R, where L is the Fre'chet derivative of the operator N and N_1 [E] := N[u_0+E]-N[u_0]-L E contains all the nonlinearity. If L has a suitable inversion property and the nonlinearity N_1 is sufficiently regular in E, then weakly nonlinear analysis of the error E through contraction mapping theorem gives rise to control of the error E. What is described above is quite routine. The only new element is to determine a quasi-solution u_0, which is typically found through a combination of classic orthogonal polynomial representation and exponential asymptotics.

This method has been used in a number of nonlinear ODEs arising from reduction of PDEs. We also show how it can be extended to integro-differential equations that arise in study of deep water waves of permanent form. The method is quite general and can in principle be applied to nonlinear PDEs as well.

NB. Much of this is joint work with O. Costin and other collaborators.

We construct and study market models admitting optimal arbitrage. We say that a model admits optimal arbitrage if it is possible, in a zero-interest rate setting, starting with an initial wealth of 1 and using only positive portfolios, to superreplicate a constant c>1. The optimal arbitrage strategy is the strategy for which this constant has the highest possible value. Our definition of optimal arbitrage is similar to the one in Fenrholz and Karatzas (2010), where optimal relative arbitrage with respect to the market portfolio is studied. In this work we present a systematic method to construct market models where the optimal arbitrage strategy exists and is known explicitly. We then develop several new examples of market models with arbitrage, which are based on economic agents' views concerning the impossibility of certain events rather than ad hoc constructions. We also explore the concept of fragility of arbitrage introduced in Guasoni and Rasonyi (2012), and provide new examples of arbitrage models which are not fragile in this sense.

References:

Fernholz, D. and Karatzas, I. (2010). On optimal arbitrage. The Annals of Applied Probability, 20(4):1179–1204.

Guasoni, P. and Rasonyi, M. (2012). Fragility of arbitrage and bubbles in diffusion models. preprint.

Crossed simplicial groups were introduced independently by Krasauskas and Fiedorowicz-Loday as analogues of Connes' cyclic category. In this talk, I will explain a new perspective on a certain class of crossed simplicial groups, relating them to structured surfaces. This provides a combinatorial approach to categorical invariants of surfaces which leads to known, expected, and new examples. (Based on joint work with Mikhail Kapranov.)

We report on a numerical implementation of a quasi-static model of

rock detachment based on Allaire, Jouve and Van Goethem's

implementation of Francfort and Marigo's model of damage in brittle

solids, As such, local minimizers of a cost functional involving both

stored elastic energy and a damage penalization term are sought by

using a procedure which alternates between approximately solving a

linear elasticity system and advancing a transport equation for a

level set function describing the loci of still-attached rock. We pay

special attention to the mixed finite element method used in the

approximation of the linear elasticity system.

We will present three different recent applications of cell motion in biology: (i) Movement of epithelial sheets and rosette formation, (ii) neural crest cell migrations, (iii) acid-mediated cancer cell invasion. While the talk will focus primarily on the biological application, it will be shown that all of these processes can be represented by reaction-diffusion equations with nonlinear diffusion term.

The notion of automatic groups emerged from conversations between Bill Thurston and Jim Cannon on the nice algorithmic properties of Kleinian groups. In this introductory talk we will define automatic groups and then discuss why they are interesting. This centres on how automatic groups subsume many other classes of groups (e.g. hyperbolic groups, finitely generated Coxeter groups, and braid groups) and have good properties (e.g. finite presentability, fast solution to the word problem, and type FP_∞).

We will introduce some necessary basic notions regarding formal languages, before proceeding to give the classification of groups whose word problem is context-free as the virtually free groups (due to Muller and Schupp (1983) together with Dunwoody's accessibility of finitely presented groups (1985) for full generality). Emphasis will be on the group theoretic aspects of the proof, such as Stalling's theorem on ends of groups, accessibility, and geometry of the Cayley graph (rather than emphasizing details of formal languages).

I will explain how to compute the symplectic cohomology of a manifold $M$ conical at infinity, whose Reeb flow at infinity arises from a Hamiltonian circle-action on $M$. For example, this allows one to compute the symplectic cohomology of negative line bundles in terms of the quantum cohomology, and (in joint work with Ivan Smith) via the open-closed string map one can determine the wrapped Fukaya category of negative line bundles over projective space. In this talk, I will show that one can explicitly compute the quantum cohomology and symplectic cohomology of Fano toric negative line bundles, which are in fact different cohomology groups, and surprisingly it is actually the symplectic cohomology which recovers the Jacobian ring of the Landau-Ginzburg superpotential.

We give a new proof of the Frankl-Rödl theorem on set systems with a forbidden intersection. Our method extends to codes with forbidden distances, where over large alphabets our bound is significantly better than that obtained by Frankl and Rödl. One consequence of our result is a Frankl-Rödl type theorem for permutations with a forbidden distance. Joint work with Peter Keevash.

Networks arise pervasively in biology, physics, technology, social science, and myriad other areas. An ordinary network consists of a collection of entities (called nodes) that interact via edges. "Multilayer networks" are a more general representation that can be used when nodes are connected to each other via multiple types of edges or a network changes in time.  In this talk, I will discuss how to find dense sets of nodes called "communities" in multilayer networks and some applications of community structure to problems in neuroscience and finance.

Sobolev spaces are the standard framework in which to analyse weak (variational) formulations of PDEs or integral equations and their numerical solution (e.g. using the Finite Element Method or the Boundary Element Method). There are many different ways to define Sobolev spaces on a given domain, for example via integrability of weak derivatives, completions of spaces of smooth functions with respect to certain norms, or restriction from spaces defined on a larger domain. For smooth (e.g. Lipschitz) domains things many of these definitions coincide. But on rough (e.g. fractal) domains the picture is much more complicated. In this talk I'll try to give a flavour of the sort of interesting behaviour that can arise, and what implications this behaviour has for a "practical" example, namely acoustic wave scattering by fractal screens. 

Special Lagranigian submanifolds are area-minimizing Lagrangian submanifolds of Calabi--Yau manifolds. One can define the moduli space of compact special Lagrangian submanifolds of a (fixed) Calabi--Yau manifold. Mclean proves it has a structure of manifold (of dimension finite). It isn't compact in general, but one can compactify it by using geometric measure theory.

Kontsevich conjectured a mirror symmetry, and special Lagrangians should be "mirror" to holomorphic vector bundles. By using algebraic geometry one can compactify the moduli space of holomorphic vector bundles. By "counting" holomorphic vector bundles in Calabi--Yau 3-folds Richard Thomas defined holomorphic Casson invariants (Donaldson-Thomas invariants).

So far as I know it's an open question (probably very difficult) whether one can "count" special Lagrangians, or define a nice structure on the (compactified) moduli space of special Lagrangians.

To do it one has to study singularities of special Lagrangians.

One can smooth singularities in suitable situations: given a singular special Lagrangian, one can construct smooth special Lagrangians tending to it (by the gluing technique). I've proved a uniqueness theorem in a "symmetric" situation: given a symmetric singularity, there's only one way to smooth it (the point of the proof is that the symmetry reduces the problem to an ordinary differential equation).

More recently I've studied a non-symmetric situation together with Dominic Joyce and Joana Oliveira dos Santos Amorim. Our method is based on Lagrangian Floer theory, and is effective at least for pairs of two (special) Lagrangian planes intersecting transversely.

I'll give the details in the talk.

We consider equations with the simplest hysteresis operator at

the right-hand side. Such equations describe the so-called processes "with

memory" in which various substances interact according to the hysteresis

law. The main feature of this problem is that the operator at the

right-hand side is a multivalued.

We present some results concerning the optimal regularity of solutions.

Our arguments are based on quadratic growth estimates for solutions near

the free boundary. The talk is based on joint work with Darya

Apushkinskaya.

A finite set of elements in a connected real Lie group is "Diophantine" if non-identity short words in the set all lie far away from the identity. It has long been understood that in abelian groups, such sets are abundant. In this talk I will discuss recent work of Aka; Breuillard; Rosenzweig and de Saxce concerning this phenomenon (and its limitations) in the more general setting of nilpotent groups. 

We will consider infinite translation surfaces which are abelian covers of

compact surfaces with a (singular) flat metric and focus on the dynamical

properties of their flat geodesics. A motivation come from mathematical

physics, since flat geodesics on these surfaces can be obtained by unfolding

certain mathematical billiards. A notable example of such billiards is  the

Ehrenfest model, which consists of a particle bouncing off the walls of a

periodic planar array of rectangular scatterers.

The dynamics of flat geodesics on compact translation surfaces is now well

understood thanks to the beautiful connection with Teichmueller dynamics. We

will survey some recent advances on the study of infinite translation

surfaces and in particular focus on a joint work with K. Fraczek,  in which

we proved that the Ehrenfest model and more in general geodesic flows on

certain abelain covers have no dense orbits. We will try to convey an

heuristic idea of how Teichmueller dynamics plays a crucial role in the

proofs.

Sampling a $d$-dimensional continuous signal (say a semimartingale) $X:[0,T] \rightarrow \mathbb{R}^d$ at times $D=(t_i)$, we follow the recent papers [Gyurko-Lyons-Kontkowski-Field-2013] and [Lyons-Ni-Levin-2013] in constructing a lead-lag path; to be precise, a piecewise-linear, axis-directed process $X^D: [0,1] \rightarrow
\mathbb{R}^{2d}$ comprised of a past and future component. Lifting $X^D$ to its natural rough path enhancement, we can consider the question of convergence as
the latency of our sampling becomes finer.

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I will introduce the physical phenomena of transonic shocks, and review the progresses on related boundary value problems of the steady compressible Euler equations. Some Ideas/methods involved in the studies will be presented through specific examples. The talk is based upon joint works with my collaborators.

Droplet snap-off and coalescence are very rich hydrodynamic phenomena that are even richer in liquid crystals where both the bulk phase and the interface have anisotropic properties. We studied both phenomena in suspensions of colloidal platelets with isotropic-nematic phase coexistence.

We observed two different scenarios for droplet snap-off depending on the relative values of the elastic constant and anchoring strength, in both cases markedly different from Newtonian pinching.[1] Furthermore, we studied coalescence of nematic droplets with the bulk nematic phase. For small droplets this qualitatively resembles coalescence in isotropic fluids, while larger droplets act as if they are immiscible with their own bulk phase. We also observed an interesting deformation of the director field inside the droplets as they sediment towards the bulk phase, probably as a result of flow inside the droplet. Finally, we found that mutual droplet coalescence is accompanied by large droplet deformations that closely resemble coalescence of isotropic droplets.[2]

[1] A.A. Verhoeff and H.N.W. Lekkerkerker, N. J. Phys. 14, 023010 (2012)

[2] M. Manga and H.A. Stone, J. Fluid Mech. 256, 647 (1993)

Note: Change of time and (for Logic) place! Joint with Number Theory (double header)

Quivers are directed graphs which can be thought of as "space" in noncommutative geometry. In this talk, we will try to establish a link between noncommutative geometry and its commutative counterpart. We will show how one can construct (differential graded) quivers which are "equivalent" (in the sense of derived category of representations) to vector bundles on smooth varieties.

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.

Much of the mathematical modelling of urban systems revolves around the use spatial interaction models, derived from information theory and entropy-maximisation techniques and embedded in dynamic difference equations. When framed in the context of a retail system, the

dynamics of centre growth poses an interesting mathematical problem, with bifurcations and phase changes, which may be analysed analytically. In this contribution, we present some analysis of the continuous retail model and corresponding discrete version, which yields insights into the effect of space on the system, and an understanding of why certain retail centers are more successful than others. This class of models turns out to have wide reaching applications: from trade and migration flows to the spread of riots and the prediction of archeological sites of interest, examples of which we explore in more detail during the talk.

The goal of this lecture is describing recent joint work with Henri Darmon, in which we construct an Euler system of twisted Gross-Kudla diagonal cycles that allows us to prove, among other results, the following statement (under a mild non-vanishing hypothesis that we shall make explicit):

Let $E/\mathbb{Q}$ be an elliptic curve and $K=\mathbb{Q}(\sqrt{D})$ be a real quadratic field. Let $\psi: \mathrm{Gal}(H/K) \rightarrow \mathbb{C}^\times$ be an anticyclotomic character. If $L(E/K,\psi,1)\ne 0$ then the $\psi$-isotypic component of the Mordell-Weil group $E(H)$ is trivial.

Such a result was known to be a consequence of the conjectures on Stark-Heegner points that Darmon formulated at the turn of the century. While these conjectures still remain highly open, our proof is unconditional and makes no use of this theory.

Radial basis function (RBF) methods are becoming increasingly popular for numerically solving partial differential equations (PDEs) because they are geometrically flexible, algorithmically accessible, and can be highly accurate. There have been many successful applications of these techniques to various types of PDEs defined on planar regions in two and higher dimensions, and to PDEs defined on the surface of a sphere. Originally, these methods were based on global approximations and their computational cost was quite high. Recent efforts have focused on reducing the computational cost by using ``local’’ techniques, such as RBF generated finite differences (RBF-FD).

In this talk, we first describe our recent work on developing a new, high-order, global RBF method for numerically solving PDEs on relatively general surfaces, with a specific focus on reaction-diffusion equations. The method is quite flexible, only requiring a set of ``scattered’’ nodes on the surface and the corresponding normal vectors to the surface at these nodes. We next present a new scalable local method based on the RBF-FD approach with this same flexibility. This is the first application of the RBF-FD method to general surfaces. We conclude with applications of these methods to some biologically relevant problems.

This talk represents joint work with Edward Fuselier (High Point University), Aaron Fogelson, Mike Kirby, and Varun Shankar (all at the University of Utah).

A Kähler group is a finitely presented group that can be realized as fundamental group of a compact Kähler manifold. It is known that every finitely presented group can be realized as fundamental group of a compact real and even symplectic manifold of dimension greater equal than 4 and of a complex manifold of complex dimension greater equal than 2. In contrast, the question which groups are Kähler groups is surprisingly harder and there are large classes of examples for both, Kähler, and non-Kähler groups. This talk will give a brief introduction to the theory of Kähler manifolds and then discuss some basic examples and properties of Kähler groups. It is aimed at a general audience and no prior knowledge of the field will be required.

For a finitely presented group, the Word Problem asks for an algorithm

which declares whether or not words on the generators represent the

identity. The Dehn function is the time-complexity of a direct attack

on the Word Problem by applying the defining relations.

A "hydra phenomenon" gives rise to novel groups with extremely fast

growing (Ackermannian) Dehn functions. I will explain why,

nevertheless, there are efficient (polynomial time) solutions to the

Word Problems of these groups. The main innovation is a means of

computing efficiently with compressed forms of enormous integers.

This is joint work with Will Dison and Eduard Einstein.

Quantifying the uncertainty in computational simulations is one of the central challenges confronting the field of computational science and engineering today. The uncertainty quantification of inverse problems is neatly addressed in the Bayesian framework, where instead of seeking one unique minimiser of a regularised misfit functional, the entire posterior probability distribution is to be characterised. In this talk I review the deep connection between deterministic PDE-constrained optimisation techniques and Bayesian inference for inverse problems, discuss some recent advances made in the Bayesian viewpoint by adapting deterministic techniques, and mention directions for future research.

Composite dilation wavelets are affine systems which extend the notion of wavelets by incorporating a second set of dilations.  The addition of a second set of dilations allows the composite system to capture directional information in addition to time and frequency information.  We classify admissible dilation groups at two extremes: frequency localization through minimally supported frequency composite dilation wavelets and time localization through crystallographic Haar-type composite dilation wavelets. 

The instanton corrections to the hyperkähler metric on moduli spaces of meromorphic flat SL(2,C)-connections on a Riemann surface with prescribed singularities have recently been studied by Gaiotto, Moore and Neitzke. The instantons are given by certain special trajectories of the meromorphic quadratic differentials which form the base of Hitchin's integrable system structure on the moduli space. Bridgeland and Smith interpret such quadratic differentials as defining stability conditions on an associated 3-Calabi-Yau triangulated category whose stable objects correspond to these special trajectories.

The smallest non-trivial examples are provided by the moduli spaces of quaternionic dimension one. In these cases it is possible to study explicitly the periods of the Seiberg-Witten differential on the fibres of the Hitchin system which define the central charge of the stability condition and lift the period map to the space of stability conditions. This provides in particular a new categorical perspective on the original Seiberg-Witten gauge theories.

The talk is based on my paper with E. Beggs appearing in Class. Quantum

Gravity.

Working within a bimodule approach to noncommutative geometry, we show that

even a small amount of noncommutativity drastically constrains the moduli

space of

noncommutative metrics. In particular, the algebra [x,t]=x is forced to have

a geometry

corresponding to a gravitational source at x=0 so strong that even light

cannot

escape. This provides a non-trivial example of noncommutative Riemannian

geometry

and also serves as an introduction to some general results.

One dimensional analysis of Euler-Poisson system shows that when incoming supersonic flow is fixed,

transonic shock can be represented as a monotone function of exit pressure.

From this observation, we expect well-posedness of transonic shock problem for Euler-Poisson system

when exit pressure is prescribed in a proper range.

In this talk, I will present recent progress on transonic shock problem for Euler-Poisson system,

which is formulated as a free boundary problem with mixed type PDE system.

This talk is based on collaboration with Ben Duan, Chujing Xie and Jingjing Xiao