Past

The antitriangular factorisation of real symmetric indefinite matrices recently proposed by Mastronardi and van Dooren has several pleasing properties. It is backward stable, preserves eigenvalues and reveals the inertia, that is, the number of positive, zero and negative eigenvalues. 

In this talk we show that the antitriangular factorization simplifies for saddle point matrices, and that solving a saddle point system in antitriangular form is equivalent to applying the well-known nullspace method. We obtain eigenvalue bounds for the saddle point matrix and discuss the role of the factorisation in preconditioning. 

We prove a generalization of Helly's theorem concerning intersections of convex sets that has an interesting voting theory interpretation. We then
consider various extensions in which compelling mathematical problems are motivated from very natural questions in the voting context.

From cryptography to the proof of Fermat's Last Theorem, elliptic curves (those curves of the form y^2 = x^3 + ax+b) are ubiquitous in modern number theory.  In particular, much activity is focused on developing techniques to discover rational points on these curves. It turns out that finding a rational point on an elliptic curve is very much like finding the proverbial needle in the haystack -- in fact, there is currently no algorithm known to completely determine the group of rational points on an arbitrary elliptic curve.

 I'll introduce the ''real'' picture of elliptic curves and discuss why the ambient real points of these curves seem to tell us little about finding rational points. I'll summarize some of the story of elliptic curves over finite and p-adic fields and tell you about how I study integral points on (hyper)elliptic curves via p-adic integration, which relies on doing a bit of p-adic linear algebra.  Time permitting, I'll also give a short demo of some code we have to carry out these algorithms in the Sage Math Cloud.

In 2000 Eliashberg-Polterovich introduced the natural notion of orderability of contact manifolds; that is, the existence of a natural partial order on the group of contactomorphisms. I will explain how one can study orderability questions using the machinery of Rabinowitz Floer homology. We establish a link between orderable and hypertight contact manifolds, and show that the Weinstein Conjecture holds (i.e. there exists a closed Reeb orbit) whenever there exists a positive (not necessarily contractible) loop of contactomorphisms.

Joint work with Peter Albers and Urs Fuchs.

JH: Water filtration systems typically involve flow along a channel with permeable walls and suction applied across the wall. In this ``cross-flow'' arrangement, clean water leaves the channel while impurities remain within it. A limiting factor for the operation of cross-flow devices is the build-up of a high concentration of particles near the wall due to the induced flow. Termed concentration polarization (CP), this effect ultimately leads to the blocking of pores within the permeable wall and the deposition of a ``cake'' on the wall surface. Here we show that, through strategic choices in the spatial variations of the channel-wall permeability, we may reduce the effects of CP by allowing diffusion to smear out any build up of particles that may occur. We demonstrate that, for certain classes of variable permeability, there exist optimal choices that maximize the flux of clean water out of a device.

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IvG: TBC

We show that string theories admit chiral infinite tension analogues in which only the massless parts of the spectrum survive. Geometrically they describe holomorphic maps to spaces of complex null geodesics, known as ambitwistor spaces. They have the standard critical space–time dimensions of string theory (26 in the bosonic case and 10 for the superstring). Quantization leads to the formulae for tree– level scattering amplitudes of massless particles found recently by Cachazo, He and Yuan. These representations localize the vertex operators to solutions of the same equations found by Gross and Mende to govern the behaviour of strings in the limit of high energy, fixed angle scattering. Here, localization to the scattering equations emerges naturally as a consequence of working on ambitwistor space. The worldsheet theory suggests a way to extend these amplitudes to spinor fields and to loop level. We argue that this family of string theories is a natural extension of the existing twistor string theories. 

In the 1930's E. Artin conjectured that a form over a p-adic field of degree d has a non-trivial zero whenever n>d^2. In this talk we will discuss this relatively old conjecture, focusing on recent developments concerning quartic and quintic forms.

We show that the spatial norm in any critical homogeneous Besov

space in which local existence of strong solutions to the 3-d

Navier-Stokes equations is known must become unbounded near a singularity.

In particular, the regularity of these spaces can be arbitrarily close to

-1, which is the lowest regularity of any Navier-Stokes critical space.

This extends a well-known result of Escauriaza-Seregin-Sverak (2003)

concerning the Lebesgue space $L^3$, a critical space with regularity 0

which is continuously embedded into the spaces we consider. We follow the

``critical element'' reductio ad absurdum method of Kenig-Merle based on

profile decompositions, but due to the low regularity of the spaces

considered we rely on an iterative algorithm to improve low-regularity

bounds on solutions to bounds on a part of the solution in spaces with

positive regularity. This is joint work with I. Gallagher (Paris 7) and

F. Planchon (Nice).

Abstract : The Bayesian approach is a possible way to build estimators in statistical models. It consists in attributing a probability measure -the prior- to the unknown parameters of the model. The estimator is then the posterior distribution, which is a conditional distribution given the information contained in the data.

The Bernstein-von Mises theorem in parametric models states that under mild regularity conditions, the posterior distribution for the finite-dimensional model parameter is asymptotically Gaussian with `optimal' centering and variance.

In this talk I will discuss recent advances in the understanding of posterior distributions in nonparametric models, that is when the unknown parameter is infinite-dimensional, focusing on a concept of nonparametric Bernstein-von Mises theorem.

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.

This talk develops some aspects of stochastic calculus via regularization for processes with values in a general Banach space B.

A new concept of quadratic variation which depends on a particular subspace is introduced.

An Itô formula and stability results for processes admitting this kind of quadratic variation are presented.

Particular interest is devoted to the case when B is the space of real continuous functions defined on [-T,0], T>0 and the process is the window process X(•) associated with a continuous real process X which, at time t, it takes into account the past of the process.

If X is a finite quadratic variation process (for instance Dirichlet, weak Dirichlet), it is possible to represent a large class of path-dependent random variable h as a real number plus a real forward integral in a semiexplicite form.

This representation result of h makes use of a functional solving an infinite dimensional partial differential equation.

This decomposition generalizes, in some cases, the Clark-Ocone formula which is true when X is the standard Brownian motion W. Some stability results will be given explicitly.

This is a joint work with Francesco Russo (ENSTA ParisTech Paris)."

We will finish presenting Nyikos' counterexample to 
Bozyakova's conjecture: If e(Y) = L(Y) for every subspace Y of X, must X 
be hereditarily D?

The height of a rational number a/b (a,b integers which are coprime) is defined as max(|a|, |b|). A rational number with small (resp. big) height is a simple (resp. complicated) number. Though the notion height is so naive, height has played a fundamental role in number theory. There are important variants of this notion. In 1983, when Faltings proved the Mordell conjecture (a conjecture formulated in 1921), he first proved the Tate conjecture for abelian varieties (it was also a great conjecture) by defining heights of abelian varieties, and then deducing Mordell conjecture from this. The height of an abelian variety tells how complicated are the numbers we need to define the abelian variety. In this talk, after these initial explanations, I will explain that this height is generalized to heights of motives. (A motive is a kind of generalisation of abelian variety.) This generalisation of height is related to open problems in number theory. If we can prove finiteness of the number of motives of bounded height, we can prove important conjectures in number theory such as general Tate conjecture and Mordell-Weil type conjectures in many cases.

We study optimal portfolio strategies in a market

where the drift is driven by an unobserved Markov chain. Information on

the state of this chain is obtained from stock prices and from expert

opinions in the form of signals at random discrete time points. We use

stochastic filtering to transform the original problem into an

optimization problem under full information where the state variable is

the filter for the Markov chain. This problem is studied with dynamic

programming techniques and with regularization arguments. Finally we

discuss a number of numerical experiments

A projectile travelling supersonically in air creates a shock wave in the shape of a cone, with the projectile at the tip of the Mach cone. When the projectile travels over an array of microphones the shock wave is detected with different times of arrival at each microphone. Given measurements of the times of arrival, we are trying to calculate the azimuth direction of travel of the projectile. We have found a solution when the speed of the projectile is known. However the solution is ambiguous, and can take one of two possible values. Therefore we are seeking a new mathematical approach to resolve the ambiguity and thus find the azimuth direction of travel.

A major desideratum in transcendental number theory is a simple sufficient condition for a given real number to be irrational, or better yet transcendental. In this talk we consider various forms such a criterion might take, and prove the existence or non-existence of them in various settings.

By using the Weil-Gel'fand-Zak transform of Faddeev's quantum dilogarithm,

Andersen and Kasheav have proposed a new state-integral model for the

Andersen--Kashaev TQFT, where the circle valued state variables live on

the edges of oriented levelled shaped triangulations. I will look at a

couple of examples which give an idea of how the theories are coupled.

The problem of hydrodynamic turbulence is reformulated as a heat flow problem along a chain of mechanical systems which describe units of fluid of smaller and smaller spatial extent. These units are macroscopic but have few degrees of freedom, and can be studied by the methods of (microscopic) non-equilibrium statistical mechanics. The fluctuations predicted by statistical mechanics correspond to the intermittency observed in turbulent flows. Specically, we obtain the formula

$$ \zeta_p = \frac{p}{3} - \frac{1}{\ln \kappa} \ln \Gamma \left( \frac{p}{3} +1 \right) $$

for the exponents of the structure functions ($\left\langle \Delta_{r}v \rangle \sim r^{\zeta_p}$). The meaning of the adjustable parameter is that when an eddy of size $r$ has decayed to eddies of size $r/\kappa$ their energies have a thermal distribution. The above formula, with $(ln \kappa)^{-1} = .32 \pm .01$ is in good agreement with experimental data. This lends support to our physical picture of turbulence, a picture which can thus also be used in related problems.

In this talk I will introduce cluster categories and report on some new results on cluster categories of type E_6.

The context of data assimilation in oceanography will be described as well as the computational challenges associated with it. A class of numerical linear algebra methods is described whose purpose is to exploit the problem structure in order to reduce the computational burden and provide provable convergence results for what remains a (very large) nonlinear problem. This class belongs to the Krylov-space family of methods and the special structure used is the imbalance between the dimensions of the state space and the observation space. It is also shown how inexact matrix-vector products can be exploited. Finally, preconditioning issues and resulting adaptations of the trust-region methodology for nonlinear minimization will also be outlined.

By Serge Gratton, Selime Gurol, Philippe Toint, Jean Tshimanga and Anthony Weaver.

\textbf{Victor Fedyashov} \newline

\textbf{Title:} Ergodic BSDEs with jumps \newline

\textbf{Abstract:} We study ergodic backward stochastic differential equations (EBSDEs) with jumps, where the forward dynamics are given by a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck process with Lévy noise on a separable Hilbert space. We use coupling arguments to establish existence of a solution. We also prove uniqueness of the Markovian solution under certain growth conditions using recurrence of the above mentioned forward SDE. We then give applications of this theory to problems of risk-averse ergodic optimal control.

\newline

\textbf{Ruolong Chen} \newline

\textbf{Title:} tba \newline

\textbf{Abstract:}

Last week in the Kinderseminar I talked about a rough estimate on volumes of certain hyperbolic 3-manifolds. This time I will describe a different approach for similar estimates (you will not need to remember that talk, don't worry!), which is, in some sense, complementary to that one, as it regards mapping tori. A theorem of Jeffrey Brock provides bounds for their volume in terms of how the monodromy map acts on the pants graph (a relative of the better known curve complex) of the base surface. I will describe the setting and the relevance of this result (in particular the one it has for me); hopefully, I will also tell you part of its proof.

Berz used the Hahn-Banach Theorem over Q to prove that the graph of a measurable subadditive function that is non-negatively Q-homogeneous consists of two lines through the origin. I will give a proof using the density topology and Steinhaus’ Sum-set Theorem. This dualizes to a much simpler category version: a `Baire-Berz Theorem’. I will give the broader picture of this using F. Burton Jones’ analysis of additivity versus linearity. Shift-compactness and special subsets of R will be an inevitable ingredient. The talk draws on recent work with Nick Bingham and separately with Harry I. Miller.

(A simplified version of) Ax-Grothendieck Theorem states that every injective polynomial map from some power of complex numbers into itself is surjective. I will present a simple model-theoretical proof of this fact. All the necessary notions from model theory will be introduced during the talk. The only prerequisite is basic field theory.

Let $\Gamma$ be a group and let $r_n(\Gamma)$ denote the

number of isomorphism classes of irreducible $n$-dimensional complex

characters of $\Gamma$. Representation growth is the study of the

behaviour of the numbers $r_n(\Gamma)$. I will give a brief overview of

representation growth.

We say $\Gamma$ has polynomial representation growth if $r_n(\Gamma)$ is

bounded by a polynomial in $n$. I will discuss a question posed by

Brent Everitt: can a group with polynomial representation growth have

the alternating group $A_n$ as a quotient for infinitely many $n$?

The Ramsey number $R(K_s, Q_n)$ is the smallest integer $N$ such that every red-blue colouring of the edges of the complete graph $K_N$ contains either a red $n$-dimensional hypercube, or a blue clique on $s$ vertices. Note that $N=(s-1)(2^n -1)$ is not large enough, since we may colour in red $(s-1)$ disjoint cliques of cardinality $2^N -1$ and colour the remaining edges blue. In 1983, Burr and Erdos conjectured that this example was the best possible, i.e., that $R(K_s, Q_n) = (s-1)(2^n -1) + 1$ for every positive integer $s$ and sufficiently large $n$. In a recent breakthrough, Conlon, Fox, Lee and Sudakov proved the conjecture up to a multiplicative constant for each $s$. In this talk we shall sketch the proof of the conjecture and discuss some related problems.

(Based on joint work with Gonzalo Fiz Pontiveros, Robert Morris, David Saxton and Jozef Skokan)

In this talk we explore continuous analogues of matrix factorizations.  The analogues we develop involve bivariate functions, quasimatrices (a matrix whose columns are 1D functions), and a definition of triangular in the continuous setting.  Also, we describe why direct matrix algorithms must become iterative algorithms with pivoting for functions. New applications arise for function factorizations because of the underlying assumption of continuity. One application is central to Chebfun2. 

We prove existence of solution for evolutionary variational and quasivariational inequalities defined by a first order quasilinear operator and a variable convex set, characterized by a constraint on the absolute value of the gradient (which, in the quasi-variational case, depends on the solution itself). The only required assumption on the nonlinearity of this constraint is its continuity and positivity. The method relies on an appropriate parabolic regularization and suitable a priori estimates.

Uniqueness of solution is proved for the variational inequality. We also obtain existence of stationary solutions, by studying the asymptotic behaviour in time. We shall illustrate a simple “sand pile” example in the variational case for the transport operator were the problem is equivalent to a two-obstacles problem and the solution stabilizes in finite time. Further remarks about these properties of the solution will be presented.This is a joint work with Lisa Santos.

If times allows, using similar techniques, I shall also present the existence, uniqueness and continuous dependence of solutions of a new class of evolution variational inequalities for incompressible thick fluids. These non-Newtonian fluids with a maximum admissible shear rate may be considered as a limit class of shear-thickening or dilatant fluids, in particular, as the power limit of Ostwald-deWaele fluids.

We discuss kinematic algebras associated to the scattering equations that arise in the description of the scattering of massless particles.  We describe their role in the BCJ duality between colour and kinematics in gauge theory, and its relation to gravity. We find that the scattering equations are a consistency condition for a self-dual-type vertex and identify an extension of the anti-self-dual vertex, such that the two vertices are not conjugate in general. Both vertices correspond to the structure constants of Lie algebras. We give a prescription for the use of the generators of these Lie algebras in trivalent graphs that leads to a natural set of BCJ numerators. In particular, we write BCJ numerators for each contribution to the amplitude associated to a solution of the scattering equations. This leads to a decomposition of the determinant of a certain kinematic matrix, which appears naturally in the amplitudes, in terms of trivalent graphs. We also present the kinematic analogues of colour traces, according to these algebras, and the associated decomposition of that determinant.

We discuss kinematic algebras associated to the scattering equations that arise in the description of the scattering of massless particles.  We describe their role in the BCJ duality between colour and kinematics in gauge theory, and its relation to gravity. We find that the scattering equations are a consistency condition for a self-dual-type vertex and identify an extension of the anti-self-dual vertex, such that the two vertices are not conjugate in general. Both vertices correspond to the structure constants of Lie algebras. We give a prescription for the use of the generators of these Lie algebras in trivalent graphs that leads to a natural set of BCJ numerators. In particular, we write BCJ numerators for each contribution to the amplitude associated to a solution of the scattering equations. This leads to a decomposition of the determinant of a certain kinematic matrix, which appears naturally in the amplitudes, in terms of trivalent graphs. We also present the kinematic analogues of colour traces, according to these algebras, and the associated decomposition of that determinant.

I will describe how a sieve method can be used to establish the Hasse principle for the variety

$$f(t)=N(x_1,\ldots,x_k),$$

where $f$ is an irreducible cubic and $N$ is a norm form for a number field satisfying certain hypotheses.

The vanishing mean curvature flow in Minkowski space is the

natural evolutionary generalisation of the minimal surface equation,

and has applications in cosmology as a model equation for cosmic

strings and membranes. The equation clearly admits initial data which

leads to singularity formation in finite time; Nguyen and Tian have

even shown stability of the singularity formation in low dimension. On

the other hand, Brendle and Lindblad separately have shown that all

"nearly flat" initial data leads to global existence of solutions. In

this talk, I describe an intermediate regime where global existence

of solutions can be proven on a codimension 1 set of initial data; and

where the codimension 1 condition is optimal --- The

catenoid, being a minimal surface in R^3, is a static solution to the

vanishing mean curvature flow. Its variational instability as a

minimal surface leads to a linear instability under the flow. By

appropriately "modding out" this unstable mode we can show the

existence of a stable manifold of initial data that gives rise to

solutions which scatters toward to the

catenoid. This is joint work with Roland Donninger, Joachim Krieger,

and Jeremy Szeftel. The preprint is available at http://arxiv.org/abs/1310.5606v1

Abstract: The expected signature is often viewed as a direct analogue of the Laplace transform, and as such it has been asked whether, under certain conditions, it may determine the law of a random signature. In this talk we first introduce a meaningful topology on the space of (geometric) rough paths which allows us to study it as a well-defined probability space. With the help of compact symplectic Lie groups, we then define a set of characteristic functions and show that two random variables in this space are equal in law if and only if they agree on each characteristic function. We finally show that under very general boundedness conditions, the value of each characteristic function is completely determined by the expected signature, giving an affirmative answer to the aforementioned question in many cases. In particular, we demonstrate that the Stratonovich signature is completely determined in law by its expected signature, and show how a similar technique can be used to demonstrate convergence in law of random signatures.

Background material: http://arxiv.org/abs/1307.3580

Factorization homology is an invariant of an n-manifold M together with an n-disk algebra A. Should M be

a circle, this recovers the Hochschild complex of A; should A be a commutative algebra, this recovers the

homology of M with coefficients in A. In general, factorization homology retains more information about

a manifold than its underlying homotopy type.

In this talk we will lift Poincare' duality to factorization homology as it intertwines with Koszul

duality for n-disk algebras -- all terms will be explained. We will point out a number of consequences

of this duality, which concern manifold invariants as well as algebra invariants.

This is a report on joint work with John Francis.

A review of a valuation strategy to price American-style option contracts in a “limited information” framework is discussed where sequential Monte Carlo (SMC) techniques, as presented in Doucet, de Freitas, and Gordon’s text Sequential Monte Carlo Methods in Practice, and the least–squares Monte Carlo (LSM) approach of Longstaff and Schwartz (Review of Financial Studies 14:113-147, 2001), are used as part of the valuation methodology. We utilize a risk–neutralized version of a mean-reverting model to model the volatility process. We assume that volatility is a latent stochastic process, and we capture information about it using “summary vectors” based on sequential Monte Carlo posterior filtering distributions. Of primary interest in this work is an empirical assessment of American options governed by a stochastic volatility model where the focus is on the market price of volatility risk (or the volatility risk premium). We discuss statistical modeling of the market price of volatility risk as our current evidence reveals interesting nuances about the volatility risk premium, and we hypothesize that switching models or more sophisticated time-series models could be of value to understand the empirical observations we found on the market price of volatility risk. Prior studies have shown that the magnitude of the volatility risk premium changes markedly when an American index option (NYSE Arca Oil Index Options) is in its expiration month relative to prior months, or that the magnitude varies across equities. Our objective is to study if useful information can be extracted from the volatility risk premium process, and how this information can better inform holders of American options when making decisions under uncertainty.

Key words: American options, stochastic volatility, volatility risk, sequential, Monte Carlo, risk premium, decisions, uncertainty

Disclaimer: The views expressed in this abstract (and the paper that will accompany it) are solely those of the authors and do not, in any way, reflect the opinions of the Office of the Comptroller of the Currency (OCC).

Raushan Buzyakova asked if a space is hereditarily D provided 
that the extent and Lindelöf numbers coincide for every subspace. We 
will introduce interval topologies on trees and present Nyikos' 
counterexample to this conjecture.

We consider over-the-counter (OTC) transactions with bilateral default risk, and study the optimal design of the Credit Support Annex (CSA). In a setting where agents have access to a trading technology, default penalties and collateral costs arise endogenously as a result of foregone investment opportunities. We show how the optimal CSA trades off the costs of the collateralization procedure against the reduction in exposure to counterparty risk and expected default losses. The results are used to provide insights on the drivers of different collateral rules, including hedging motives, re-hypothecation of collateral, and close-out conventions. We show that standardized collateral rules can have a detrimental impact on risk sharing, which should be taken into account when assessing the merits of standardized vs. bespoke CSAs in non-centrally cleared OTC instruments. This is joint work with D. Bauer and L.R. Sotomayor (GSU).