Past

TBA

Partial differential equations with more than three coordinates arise naturally if the model features certain kinds of stochasticity. Typical examples are the Schroedinger, Fokker-Planck and Master equations in quantum mechanics or cell biology, as well as quantification of uncertainty.
The principal difficulty of a straightforward numerical solution of such equations is the `curse of dimensionality': the storage cost of the discrete solution grows exponentially with the number of coordinates (dimensions).

One way to reduce the complexity is the low-rank separation of variables. One can see all discrete data (such as the solution) as multi-index arrays, or tensors. These large tensors are never stored directly.
We approximate them by a sum of products of smaller factors, each carrying only one of the original variables. I will present one of the simplest but powerful of such representations, the Tensor Train (TT) decomposition. The TT decomposition generalizes the approximation of a given matrix by a low-rank matrix to the tensor case. It was found that many interesting models allow such approximations with a significant reduction of storage demands.

A workhorse approach to computations with the TT and other tensor product decompositions is the alternating optimization of factors. The simple realization is however prone to convergence issues.
I will show some of the recent improvements that are indispensable for really many dimensions, or solution of linear systems with non-symmetric or indefinite matrices.

I will discuss a couple of techniques often useful to prove quasi-isometric rigidity results for isometry groups. I will then sketch how these were used by B. Kleiner and B. Leeb to obtain quasi-isometric rigidity for the class of fundamental groups of closed locally symmetric spaces of noncompact type.

In this talk, I'll discuss some personal experiences - good, bad, and
ugly - of disclosing vulnerabilities in a range of different cryptographic
standards and implementations. I'll try to draw some general lessons about
what works well and what does not.

Given an Artin stack $X$, there is growing evidence that there should be an associated `category of B-branes', which is some subcategory of the derived category of coherent sheaves on $X$. The simplest case is when $X$ is just a vector space modulo a linear action of a reductive group, or `gauged linear sigma model' in physicists' terminology. In this case we know some examples of what the category B-branes should be. Hori has conjectured a physical duality between certain families of GLSMs, which would imply that their B-brane categories are equivalent. We prove this equivalence of categories. As an application, we construct Homological Projective Duality for (non-commutative resolutions of) Pfaffian varieties.

The chromatic number of the Erdős–Rényi random graph G(n,p) has been an intensely studied subject since at least the 1970s. A celebrated breakthrough by Bollobás in 1987 first established the asymptotic value of the chromatic number of G(n,1/2), and a considerable amount of effort has since been spent on refining Bollobás' approach, resulting in increasingly accurate bounds. Despite this, up until now there has been a gap of size O(1) in the denominator between the best known upper and lower bounds for the chromatic number of dense random graphs G(n,p) where p is constant. In contrast, much more is known in the sparse case.

In this talk, new upper and lower bounds for the chromatic number of G(n,p) where p is constant will be presented which match each other up to a term of size o(1) in the denominator. In particular, they narrow down the optimal colouring rate, defined as the average colour class size in a colouring with the minimum number of colours, to an interval of length o(1). These bounds were obtained through a careful application of the second moment method rather than a variant of Bollobás' method. Somewhat surprisingly, the behaviour of the chromatic number changes around p=1-1/e^2, with a different limiting effect being dominant below and above this value.

I will describe 5 definitions of Euler characteristic for a space with perfect obstruction theory (i.e. a well-behaved moduli space), and their inter-relations. This is joint work with Yunfeng Jiang. Then I will describe work of Yuuji Tanaka on how to this can be used to give two possible definitions of Vafa-Witten invariants of projective surfaces in the stable=semistable case.

Adaptive cubic regularization methods have recently emerged as a credible alternative to line search and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general class of adaptive regularization methods, that use first- or higher-order local Taylor models of the objective regularized by a(ny) power of the step size. We investigate the worst-case complexity/global rate of convergence of these algorithms, in the presence of varying (unknown) smoothness of the objective. We find that some methods automatically adapt their complexity to the degree of smoothness of the objective; while others take advantage of the power of the regularization step to satisfy increasingly better bounds with the order of the models. This work is joint with Nick Gould (RAL) and Philippe Toint (Namur).

tba

Modular invariance is ubiquitous in string theory.   This is the symmetry of genus-one amplitudes, as well as the non-perturbative duality symmetry of type IIb superstring in ten dimensions.  The alpha’ expansion of string theory amplitudes leads to interesting new modular forms. In this talk we will describe the properties of the new modular forms. We will explain that the modular forms entering the alpha’ expansion of genus one type-II superstring amplitude are naturally expressed as particular values of single valued elliptic multiple polylogarithm.  They are natural modular generalization of the single valued elliptic multiple-zeta introduced by Francis Brown. 

Last year, G. Kings and D. Rossler related the degree zero part of the polylogarithm
on abelian schemes pol^0 with another object previously defined by V. Maillot and D.
Rossler. More precisely, they proved that the canonical class of currents constructed
by Maillot and Rossler provides us with the realization of pol^0 in analytic Deligne
cohomology.
I will show that, adding some properness conditions, it is possible to give a
refinement of Kings and Rossler’s result involving Deligne-Beilinson cohomology
instead of analytic Deligne cohomology.

I will consider higher derivative corrections to the graviton 3-point coupling within a weakly coupled theory of gravity. Lorentz invariance allows further structures beyond that of Einstein’s theory. I will argue that these structures are constrained by causality, and show that the problem cannot be fixed by adding conventional particles with spins J ≤ 2, but adding an infinite tower of massive particles with higher spins. Implications of this result in the context of AdS/CFT, quantum gravity in asymptotically flat space-times, and non-Gaussianity features of primordial gravitational waves are discussed.

If the abundances of the constituent molecules of a biochemical reaction system  are sufficiently high then their concentrations are typically modelled by a coupled set of ordinary differential equations (ODEs).  If, however, the abundances are low then the standard deterministic models do not provide a good representation of the behaviour of the system and stochastic models are used.  In this talk, I will first introduce both the stochastic and deterministic models.  I will then provide theorems that allow us to determine the qualitative behaviour of the underlying mathematical models from easily checked properties of the associated reaction network.  I will present results pertaining to so-called ``complex-balanced'' models and those satisfying ``absolute concentration robustness'' (ACR).  In particular, I will show how  ACR models, which are stable when modelled deterministically, necessarily undergo an extinction event in the stochastic setting.  I will then characterise the behaviour of these models prior to extinction.

We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that brokers are risk-neutral and they quote spreads so that losses to latency arbitrageurs (LAs) are recovered from other traders in the FX market. These losses are reduced if the broker can reject, ex-post, loss-making trades by enforcing the Last Look option which is a feature of some trading venues in FX markets. For a given rejection threshold the risk-neutral broker quotes a spread to the market so that her expected profits are zero. When there is only one venue, we find that the Last Look option reduces quoted spreads. If there are two venues we show that the market reaches an equilibrium where traders have no incentive to migrate. The equilibrium can be reached with both venues coexisting, or with only one venue surviving. Moreover, when one venue enforces Last Look and the other one does not, counterintuitively, it may be the case that the Last Look venue quotes larger spreads.


a working version of the paper may be found here

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2630662