14:30
14:30
14:00
Complete-market stochastic volatility models (Joint seminar with OMI)
Abstract
securities. While this is easy to show in a finite-state setting, getting a satisfactory theory in
continuous time has proved highly problematic. The goal is however worth pursuing since it would
provide arbitrage-free dynamic models for the whole volatility surface. In this talk we describe an
approach in which all prices in the market are functions of some underlying Markov factor process.
In this setting general conditions for market completeness were given in earlier work with J.Obloj,
but checking them in specific instances is not easy. We argue that Wishart processes are good
candidates for modelling the factor process, combining efficient computational methods with an
adequate correlation structure.
Hausdorff dimension and complexity of Kleinian groups
Abstract
In this talk I'll give a general presentation of my recent work that a purely loxodromic Kleinian group of Hausdorff dimension<1 is a classical Schottky group. This gives a complete classification of all Kleinian groups of dimension<1. The proof uses my earlier result on the classification of Kleinian groups of sufficiently small Hausdorff dimension. This result in conjunction to another work (joint with Anderson) provides a resolution to Bers uniformization conjecture. No prior knowledge on the subject is assumed.
A backward stochastic differential equation approach to singular stochastic control
Abstract
Singular stochastic control problems ae largely studied in literature.The standard approach is to study the associated Hamilton-Jacobi-Bellman equation (with gradient constraint). In this work, we use a different approach (BSDE:Backward stochastic differntial equation approach) to show that the optimal value is a solution to BSDE.
The advantage of our approach is that we can study this kind of singular stochastic control with path-dependent coefficients
14:15
Obstructions to positive scalar curvature via submanifolds of different codimension
Abstract
Question: Given a smooth compact manifold $M$ without boundary, does $M$
admit a Riemannian metric of positive scalar curvature?
We focus on the case of spin manifolds. The spin structure, together with a
chosen Riemannian metric, allows to construct a specific geometric
differential operator, called Dirac operator. If the metric has positive
scalar curvature, then 0 is not in the spectrum of this operator; this in
turn implies that a topological invariant, the index, vanishes.
We use a refined version, acting on sections of a bundle of modules over a
$C^*$-algebra; and then the index takes values in the K-theory of this
algebra. This index is the image under the Baum-Connes assembly map of a
topological object, the K-theoretic fundamental class.
The talk will present results of the following type:
If $M$ has a submanifold $N$ of codimension $k$ whose Dirac operator has
non-trivial index, what conditions imply that $M$ does not admit a metric of
positive scalar curvature? How is this related to the Baum-Connes assembly
map?
We will present previous results of Zeidler ($k=1$), Hanke-Pape-S. ($k=2$),
Engel and new generalizations. Moreover, we will show how these results fit
in the context of the Baum-Connes assembly maps for the manifold and the
submanifold.
Well-posedness and regularizing properties of stochastic Hamilton-Jacobi equations
Abstract
We consider fully nonlinear parabolic equations of the form $du = F(t,x,u,Du,D^2 u) dt + H(x,Du) \circ dB_t,$ which can be made sense of by the Lions-Souganidis theory of stochastic viscosity solutions. I will first recall the ideas of this theory, and will discuss more recent developments (including the use of rough path theory in this context). In the second part of my talk, I will explain how in the case where $H(x,Du)=|Du|^2$, the solution $u$ may enjoy better regularity properties than the solution to the unperturbed equation, which can be measured by (a pair of) solutions to a reflected SDE. Based on joint works with P. Friz, B. Gess, P.L. Lions and P. Souganidis.
Obstructions to positive scalar curvature via submanifolds of different codimension
Abstract
We want to discuss a collection of results around the following Question: Given a smooth compact manifold $M$ without boundary, does $M$ admit a Riemannian metric of positive scalar curvature?
We focus on the case of spin manifolds. The spin structure, together with a chosen Riemannian metric, allows to construct a specific geometric differential operator, called Dirac operator. If the metric has positive scalar curvature, then 0 is not in the spectrum of this operator; this in turn implies that a topological invariant, the index, vanishes.
We use a refined version, acting on sections of a bundle of modules over a $C^*$-algebra; and then the index takes values in the K-theory of this algebra. This index is the image under the Baum-Connes assembly map of a topological object, the K-theoretic fundamental class.
The talk will present results of the following type:
If $M$ has a submanifold $N$ of codimension $k$ whose Dirac operator has non-trivial index, what conditions imply that $M$ does not admit a metric of positive scalar curvature? How is this related to the Baum-Connes assembly map?
We will present previous results of Zeidler ($k=1$), Hanke-Pape-S. ($k=2$), Engel and new generalizations. Moreover, we will show how these results fit in the context of the Baum-Connes assembly maps for the manifold and the submanifold.
Black Holes and Higher Derivative Gravity
Abstract
Eigenvectors of Tensors
Abstract
Eigenvectors of square matrices are central to linear algebra. Eigenvectors of tensors are a natural generalization. The spectral theory of tensors was pioneered by Lim and Qi around 2005. It has numerous applications, and ties in closely with optimization and dynamical systems. We present an introduction that emphasizes algebraic and geometric aspects
14:15
The Weak Constraint Formulation of Bayesian Inverse Problems
Abstract
Inverse problems arise in many applications. One could solve them by adopting a Bayesian framework, to account for uncertainty which arises from our observations. The solution of an inverse problem is given by a probability distribution. Usually, efficient methods at hand to extract information from this probability distribution involves the solution of an optimization problem, where the objective function is highly nonconvex. In this talk, we explore a reformulation of inverse problems, which helps in convexifying the objective function. We also discuss a method to sample from this probability distribution.
The impact of geometry and diffusion barriers in cell polarity and receptor dynamics
The de Rham algebra of a point in affine space
Abstract
Following the notes and an article of B. Bhatt, we shall compute the de Rham algebra of the immersion of the zero-section of affine space over Z/p^nZ.
This talk is part of the workshop on Beilinson's approach to p-adic Hodge theory.
Unanticipated interaction loops involving autonomous systems
Abstract
We are entering a world where unmanned vehicles will be common. They have the potential to dramatically decrease the cost of services whilst simultaneously increasing the safety record of whole industries.
Autonomous technologies will, by their very nature, shift decision making responsibility from individual humans to technology systems. The 2010 Flash Crash showed how such systems can create rare (but not inconceivably rare) and highly destructive positive feedback loops which can severely disrupt a sector.
In the case of Unmanned Air Systems (UAS), how might similar effects obstruct the development of the Commercial UAS industry? Is it conceivable that, like the high frequency trading industry at the heart of the Flash Crash, the algorithms we provide UAS to enable autonomy could decrease the risk of small incidents whilst increasing the risk of severe accidents? And if so, what is the relationship between probability and consequence of incidents?
10:00
(Strongly) quasihereditary algebras
Abstract
Quasihereditary algebras are the 'finite' version of a highest weight category, and they classically occur as blocks of the category O and as Schur algebras.
They also occur as endomorphism algebras associated to modules endowed with special filtrations. The quasihereditary algebras produced in these cases are very often strongly quasihereditary (i.e. their standard modules have projective dimension at most 1).
In this talk I will define (strongly) quasihereditary algebras, give some motivation for their study, and mention some nice strongly quasihereditary algebras found in nature.
17:30
Analytic properties of zeta functions and model theory
Abstract
A hyperkähler metric on the cotangent bundle of a complex reductive group
Abstract
Abstract: A hyperkähler manifold is a Riemannian manifold $(M,g)$ with three complex structures $I,J,K$ satisfying the quaternion relations, i.e. $I^2=J^2=K^2=IJK=-1$, and such that $(M,g)$ is Kähler with respect to each of them. I will describe a construction due to Kronheimer which gives such a structure on the cotangent bundle of any complex reductive group.
16:00
The Hasse norm principle for abelian extensions
Abstract
Let $L/K$ be an extension of number fields and let $J_L$ and $J_K$ be the associated groups of ideles. Using the diagonal embedding, we view $L^*$ and $K^*$ as subgroups of $J_L$ and $J_K$ respectively. The norm map $N: J_L\to J_K$ restricts to the usual field norm $N: L^*\to K^*$ on $L^*$. Thus, if an element of $K^*$ is a norm from $L^*$, then it is a norm from $J_L$. We say that the Hasse norm principle holds for $L/K$ if the converse holds, i.e. if every element of $K^*$ which is a norm from $J_L$ is in fact a norm from $L^*$.
The original Hasse norm theorem states that the Hasse norm principle holds for cyclic extensions. Biquadratic extensions give the smallest examples for which the Hasse norm principle can fail. One might ask, what proportion of biquadratic extensions of $K$ fail the Hasse norm principle? More generally, for an abelian group $G$, what proportion of extensions of $K$ with Galois group $G$ fail the Hasse norm principle? I will describe the finite abelian groups for which this proportion is positive. This involves counting abelian extensions of bounded discriminant with infinitely many local conditions imposed, which is achieved using tools from harmonic analysis.
This is joint work with Christopher Frei and Daniel Loughran.
The spreading of a surfactant-laden drop down an inclined and pre-wetted substrate - Numerics, Asymptotics and Linear Stability Analysis
Abstract
Surfactants are chemicals that adsorb onto the air-liquid interface and lower the surface tension there. Non-uniformities in surfactant concentration result in surface tension gradients leading to a surface shear stress, known as a Marangoni stress. This stress, if sufficiently large, can influence the flow at the interface.
Surfactants are ubiquitous in many aspects of technology and industry to control the wetting properties of liquids due to their ability to modify surface tension. They are used in detergents, crop spraying, coating processes and oil recovery. Surfactants also occur naturally, for example in the mammalian lung. They reduce the surface tension within the liquid lining the airways, which assists in preventing the collapse of the smaller airways. In the lungs of premature infants, the quantity of surfactant produced is insufficient as the lungs are under- developed. This leads to a respiratory distress syndrome which is treated by Surfactant Replacement Therapy.
Motivated by this medical application, we theoretically investigate a model problem involving the spreading of a drop laden with an insoluble surfactant down an inclined and pre-wetted substrate. Our focus is in understanding the mechanisms behind a “fingering” instability observed experimentally during the spreading process. High-resolution numerics reveal a multi-region asymptotic wave-like structure of the spreading droplet. Approximate solutions for each region is then derived using asymptotic analysis. In particular, a quasi-steady similarity solution is obtained for the leading edge of the droplet. A linear stability analysis of this region shows that the base state is linearly unstable to long-wavelength perturbations. The Marangoni effect is shown to be the dominant driving mechanism behind this instability at small wavenumbers. A small wavenumber stability criterion is derived and it's implication on the onset of the fingering instability will be discussed.
CUR Matrix Factorizations: Algorithms, Analysis, Applications
Abstract
12:00
Regularity Theory for Symmetric-Convex Functionals of Linear Growth
Abstract
11:00
Finding CAT(-1) structures on groups
Abstract
I will describe a method to find negatively curved structures on some groups, by manipulating metrics on piecewise hyperbolic complexes. As an example, I will prove that hyperbolic limit groups are CAT(-1).
Homology torsion growth in right angled groups
Abstract
Torsion in homology are invariants that have received increasing attention over the last twenty years, by the work of Lück, Bergeron, Venkatesh and others. While there are various vanishing results, no one has found a finitely presented group where the torsion in the first homology is exponential over a normal chain with trivial intersection. On the other hand, conjecturally, every 3-manifold group should be an example.
A group is right angled if it can be generated by a list of infinite order elements, such that every element commutes with its neighbors. Many lattices in higher rank Lie groups (like SL(n,Z), n>2) are right angled. We prove that for a right angled group, the torsion in the first homology has subexponential growth for any Farber sequence of subgroups, in particular, any chain of normal subgroups with trivial intersection. We also exhibit right angled cocompact lattices in SL(n,R) (n>2), for which the Congruence Subgroup Property is not known. This is joint work with Nik Nikolov and Tsachik Gelander.
15:00
Computing Factor Tables, and Tables of Class Numbers
Abstract
Efficient factorization or efficient computation of class
numbers would both suffice to break RSA. However the talk lies more in
computational number theory rather than in cryptography proper. We will
address two questions: (1) How quickly can one construct a factor table
for the numbers up to x?, and (2) How quickly can one do the same for the
class numbers (of imaginary quadratic fields)? Somewhat surprisingly, the
approach we describe for the second problem is motivated by the classical
Hardy-Littlewood method.
Non-reductive GIT for graded groups and curve counting
Abstract
14:30
Computing Stieltjes and log transforms of functions with algebraic endpoint singularities
14:00
Circulant based preconditioners for the solution of time-dependent problems
14:15
Maths societies: what are they for?
Abstract
What are the national maths societies for? What can they do for us? What can we do for them?
Featuring representatives from the Institute of Mathematics and its Applications, the London Mathematical Society, the OR Society, and the Royal Statistical Society.
From 'omics data to landscapes: dimensionality reduction and clustering through geometric graphs
Deep Learning for Modeling Financial Data
Abstract
The de Rham algebra
Abstract
This talk will describe the basic properties of the de Rham algebra, which is a generalisation of the de Rham algebra over smooth schemes, which was introduced by L. Illusie in his monograph 'Complexe cotangent et déformations'.
10:00
Mathematical models of genome replication
Abstract
We aim to determine how cells faithfully complete genome replication. Accurate and complete genome replication is essential for all life. A single DNA replication error in a single cell division can give rise to a genomic disorder. However, almost all experimental data are ensemble; collected from millions of cells. We used a combination of high-resolution, genomic-wide DNA replication data, mathematical modelling and single cell experiments to demonstrate that ensemble data mask the significant heterogeneity present within a cell population; see [1-4]. Therefore, the pattern of replication origin usage and dynamics of genome replication in individual cells remains largely unknown. We are now developing cutting-edge single molecule methods and allied mathematical models to determine the dynamics of genome replication at the DNA sequence level in normal and perturbed human cells.
[1] de Moura et al., 2010, Nucleic Acids Research, 38: 5623-5633
[2] Retkute et al, 2011, PRL, 107:068103
[3] Retkute et al, 2012, PRE, 86:031916
[4] Hawkins et al., 2013, Cell Reports, 5:1132-41
17:30
Topological dynamics of automorphism groups and the Hrushovski constructions
Abstract
I will consider automorphism groups of countable structures acting continuously on compact spaces: the viewpoint of topological dynamics. A beautiful paper of Kechris, Pestov and Todorcevic makes a connection between this and the ‘structural Ramsey theory’ of Nesetril, Rodl and others in finite combinatorics. I will describe some results and questions in the area and say how the Hrushovski predimension constructions provide answers to some of these questions (but then raise more questions). This is joint work with Hubicka and Nesetril.
Cohomogeneity one Ricci solitons
Abstract
Abstract: Ricci solitons are genralizations of Einstein metrics which have become subject of much interest over the last decade. In this talk I will give a basic introduction to these metrics and discuss how to reformulate the Ricci soliton equation as a Hamiltonian system assuming some symmetry conditions. Using this approach we will construct explicit solutions to the soliton equation for manifolds of dimension 5.
16:00
Sub-convexity in certain Diophantine problems via the circle method
Abstract
The sub-convexity barrier traditionally prevents one from applying the Hardy-Littlewood (circle) method to Diophantine problems in which the number of variables is smaller than twice the inherent total degree. Thus, for a homogeneous polynomial in a number of variables bounded above by twice its degree, useful estimates for the associated exponential sum can be expected to be no better than the square-root of the associated reservoir of variables. In consequence, the error term in any application of the circle method to such a problem cannot be expected to be smaller than the anticipated main term, and one fails to deliver an asymptotic formula. There are perishingly few examples in which this sub-convexity barrier has been circumvented, and even fewer having associated degree exceeding two. In this talk we review old and more recent progress, and exhibit a new class of examples of Diophantine problems associated with, though definitely not, of translation-invariant type.
Dividends, capital injections and discrete observation effects in risk theory
Abstract
In the context of surplus models of insurance risk theory,
some rather surprising and simple identities are presented. This
includes an
identity relating level crossing probabilities of continuous-time models
under (randomized) discrete and continuous observations, as well as
reflection identities relating dividend payments and capital injections.
Applications as well as extensions to more general underlying processes are
discussed.
IAM Group Meeting
Abstract
A Simple Generative Model of Collective Online Behavior (Mason Porter)
Human activities increasingly take place in online environments, providing novel opportunities for relating individual behaviors to population-level outcomes. In this paper, we introduce a simple generative model for the collective behavior of millions of social networking site users who are deciding between different software applications. Our model incorporates two distinct mechanisms: one is associated with recent decisions of users, and the other reflects the cumulative popularity of each application. Importantly, although various combinations of the two mechanisms yield long-time behav- ior that is consistent with data, the only models that reproduce the observed temporal dynamics are those that strongly emphasize the recent popularity of applications over their cumulative popularity.
This demonstrates --- even when using purely observational data with- out experimental design --- that temporal data-driven modeling can effectively distinguish between competing microscopic mechanisms, allowing us to uncover previously unidentified aspects of collective online behavior.
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Bubbles, Turing machines, and possible routes to Navier-Stokes blow-up (Robert van Gorder)
Navier-Stokes existence and regularity in three spatial dimensions for an incompressible fluid... is hard. Indeed, while the original equations date back to the 1840's, existence and regularity remains an open problem and is one of the six remaining Millennium Prize Problems in mathematics that were stated by the Clay Mathematics Institute in 2000. Despite the difficulty, a resolution to this problem may say little about real-world fluids, as many real fluid problems do not seem to blow-up, anyway.
In this talk, we shall briefly outline the mathematical problem, although our focus shall be on the negative direction; in particular, we focus on the possibility of blow-up solutions. We show that many existing blow-up solutions require infinite energy initially, which is unreasonable. Therefore, obtaining a blow-up solution that starts out with nice properties such as bounded energy on three dimensional Euclidean space is rather challenging. However, if we modify the problem, there are some results. We survey recent results on averaged Navier-Stokes equations and compressible Navier-Stokes equations, and this will take us anywhere from bubbles to fluid Turing machines. We discuss how such results might give insight into the loss of regularity in the incompressible case (or, insight into how hard it might be to loose regularity of solutions when starting with finite energy in the incompressible case), before philosophizing about whether mathematical blow-up solutions could ever be physically relevant.
Meanderings through the modelling and simulation of buoyancy-driven flows
Crystal, PBW, and canonical bases for quantized enveloping algebras
Abstract
Let U be the quantized enveloping algebra coming from a semi-simple finite dimensional complex Lie algebra. Lusztig has defined a canonical basis B for the minus part of U- of U. It has the remarkable property that one gets a basis of each highest-weight irreducible U-module V, with highest weight vector v, as the set of all bv which are not 0, as b varies in B. It is not known how to give the elements b explicitly, although there are algorithms.
For each reduced expression of the longest word in the Weyl group, Lusztig has defined a PBW basis P of U-, and for each b in B there is a unique p(b) in P such that b = p(b) + a linear combination of p' in P where the coefficients are in qZ[q]. This is much easier in the simply laced case. I show that the set of p(b)v, where b varies in B and bv is not 0, is a basis of V, and I can explicitly exhibit this basis in type A, and to some extent in types B, C, D.
It is known that B and P are crystal bases in the sense of Kashiwara. I will define Kashiwara operators, and briefly describe Kashiwara's approach to canonical bases, which he calls global bases. I show how one can calculate the Kashiwara operators acting on P, in types A, B, C, D, using tableaux of Kashiwara-Nakashima.