Past

I will talk about $W^{2,1}$ regularity for strictly convex Aleksandrov solutions to the Monge Amp\`ere equation

\[

\det D^2 u =f

\]

where $f$ satisfies $\log f\in L^{\infty} $. Under the previous assumptions in the 90's Caffarelli was able to prove that $u \in C^{1,\alpha}$ and that $u\in W^{2,p}$ if $|f-1|\leq \varepsilon(p)$. His results however left open the question of Sobolev regularity of $u$ in the general case in which $f$ is just bounded away from $0$ and infinity. In a joint work with Alessio Figalli we finally show that actually $|D^2u| \log^k |D^2 u| \in L^1$ for every positive $k$.

\\

If time will permit I will also discuss some question related to the $W^{2,1}$ stability of solutions of Monge-Amp\`ere equation and optimal transport maps and some applications of the regularity to the study of the semi-geostrophic system, a simple model of large scale atmosphere/ocean flows (joint works with Luigi Ambrosio, Maria Colombo and Alessio Figalli).

After recalling some definitions and facts about spectra from the previous two "respectra" talks, I will explain what Thom spectra are, and give many examples. The cohomology theories associated to various different Thom spectra include complex cobordism, stable homotopy groups, ordinary mod-2 homology.......

I will then talk about Thom's theorem: the ring of homotopy groups of a Thom spectrum is isomorphic to the corresponding cobordism ring. This allows one to use homotopy-theoretic methods (calculating the homotopy groups of a spectrum) to answer a geometric question (determining cobordism groups of manifolds with some specified structure). If time permits, I'll also describe the structure of some cobordism rings obtained in this way.

Building on the previous talk, we continue the exploration of techniques required to understand Wise's results. We present an overview of classical small cancellation theory running in parallel with the newer one for cubical complexes.

I will give an overview of some of the most interesting algebraic-lattice theoretical results on bilattices. I will focus in particular on the product construction that is used to represent a subclass of bilattices, the so-called 'interlaced bilattices', mentioning some alternative strategies to prove such a result. If time allows, I will discuss other algebras of logic related to bilattices (e.g., Nelson lattices) and their product representation.

Turbidity currents are fast-moving streams of sediment in the ocean 
which have the power to erode the sea floor and damage man-made
infrastructure anchored to the bed. They can travel for hundreds of
kilometres from the continental shelf to the deep ocean, but they are
unpredictable and can occur randomly without much warning making them
hard to observe and measure. Our main aim is to determine the distance
downstream at which the current will become extinct. We consider the
fluid model of Parker et al. [1986] and derive a simple shallow-water
description of the current which we examine numerically and analytically
to identify supercritical and subcritical flow regimes. We then focus on
the solution of the complete model and provide a new description of the
turbulent kinetic energy. This extension of the model involves switching
from a turbulent to laminar flow regime and provides an improved
description of the extinction process. 

In recent decades, quantum field theory (QFT) has become the framework for

several basic and outstandingly successful physical theories. Indeed, it has

become the lingua franca of entire branches of physics and even mathematics.

The universal scope of QFT opens fascinating opportunities for philosophy.

Accordingly, although the philosophy of physics has been dominated by the

analysis of quantum mechanics, relativity and thermo-statistical physics,

several philosophers have recently undertaken conceptual analyses of QFT.

One common feature of these analyses is the emphasis on rigorous approaches,

such as algebraic and constructive QFT; as against the more heuristic and

physical formulations of QFT in terms of functional (also knows as: path)

integrals.

However, I will follow the example of some recent mathematicians such as

Atiyah, Connes and Kontsevich, who have adopted a remarkable pragmatism and

opportunism with regard to heuristic QFT, not corseted by rigor (as Connes

remarks). I will conceptually discuss the advances that have marked

heuristic QFT, by analysing some of the key ideas that accompanied its

development.  I will also discuss the interactions between these concepts in

the various relevant fields, such as particle physics, statistical

mechanics, gravity and geometry. 

I will describe a multiscale asymptotic framework for the analysis of the macroscopic behaviour of periodic

two-material composites with high contrast in a finite-strain setting. I will start by introducing the nonlinear

description of a composite consisting of a stiff material matrix and soft, periodically distributed inclusions. I shall then focus

on the loading regimes when the applied load is small or of order one in terms of the period of the composite structure.

I will show that this corresponds to the situation when the displacements on the stiff component are situated in the vicinity

of a rigid-body motion. This allows to replace, in the homogenisation limit, the nonlinear material law of the stiff component

by its linearised version. As a main result, I derive (rigorously in the spirit of $\Gamma$-convergence) a limit functional

that allows to establish a precise two-scale expansion for minimising sequences. This is joint work with M. Cherdantsev and

S. Neukamm.

I will discuss new rigidity and rationality phenomena

(related to the phenomenon of Arnold tongues) in the theory of

nonabelian group actions on the circle. I will introduce tools that

can translate questions about the existence of actions with prescribed

dynamics, into finite combinatorial questions that can be answered

effectively. There are connections with the theory of Diophantine

approximation, and with the bounded cohomology of free groups. A

special case of this theory gives a very short new proof of Naimi’s

theorem (i.e. the conjecture of Jankins-Neumann) which was the last

step in the classification of taut foliations of Seifert fibered

spaces. This is joint work with Alden Walker.

The notion quantization originates from information theory, where it refers to the approximation of a continuous signal on a discrete set. Our research on quantization is mainly motivated by applications in quadrature problems. In that context, one aims at finding for a given probability measure $\mu$ on a metric space a discrete approximation that is supported on a finite number of points, say $N$, and is close to $\mu$ in a Wasserstein metric.

In general it is a hard problem to find close to optimal quantizations, if  $N$ is large and/or  $\mu$ is given implicitly, e.g. being the marginal distribution of a stochastic differential equation. In this talk we analyse the efficiency of empirical measures in the constructive quantization problem. That means the random approximating measure is the uniform distribution on $N$ independent $\mu$-distributed elements.

We show that this approach is order order optimal in many cases. Further, we give fine asymptotic estimates for the quantization error that involve moments of the density of the absolutely continuous part of $\mu$, so called high resolution formulas. The talk ends with an outlook on possible applications and open problems.

The talk is based on joint work with Michael Scheutzow (TU Berlin) and Reik Schottstedt (U Marburg).

I'll recall the quasi-Hamiltonian approach to moduli spaces of flat connections on Riemann surfaces, as a nice finite dimensional algebraic version of operations with loop groups such as fusion. Recently, whilst extending this approach to meromorphic connections, a new operation arose, which we will call "fission". As will be explained, this operation enables the construction of many new algebraic symplectic manifolds, going beyond those we were trying to construct.

We present some recent results on the metastability of continuous time Markov chains on finite sets using potential theory. This approach is applied to the case of supercritical zero range processes.

I will discuss the dynamical emergence of IR conformal invariance describing the low energy excitations of near-extremal R-charged global AdS${}_5$ black holes. To keep some non-trivial dynamics in the sector of ${\cal N}=4$ SYM captured by the near horizon limits describing these IR physics, we are lead to study large N limits in the UV theory involving near vanishing horizon black holes. I will consider both near-BPS and non-BPS regimes, emphasising the differences in the local AdS${}_3$ throats emerging in both cases. I will compare these results with the predictions obtained by Kerr/CFT, obtaining a natural quantisation for the central charge of the near-BPS emergent IR CFT describing the open strings stretched between giant gravitons.

In this work, we consider the hedging error due to discrete trading in models with jumps. We propose a framework enabling to

(asymptotically) optimize the discretization times. More precisely, a strategy is said to be optimal if for a given cost function, no strategy has

(asymptotically) a lower mean square error for a smaller cost. We focus on strategies based on hitting times and give explicit expressions for

the optimal strategies. This is joint work with Peter Tankov.

PLEASE NOTE THAT THIS SEMINAR HAS BEEN CANCELLED DUE TO ILLNESS.

Initial stage of the flow with a free surface generated by a vertical

wall moving from a liquid of finite depth in a gravitational field is

studied. The liquid is inviscid and incompressible, and its flow is

irrotational. Initially the liquid is at rest. The wall starts to move

from the liquid with a constant acceleration.

It is shown that, if the acceleration of the plate is small, then the

liquid free surface separates from the wall only along an

exponentially small interval. The interval on the wall, along which

the free surface instantly separates for moderate acceleration of the

wall, is determined by using the condition that the displacements of

liquid particles are finite. During the initial stage the original

problem of hydrodynamics is reduced to a mixed boundary-value problem

with respect to the velocity field with unknown in advance position of

the separation point. The solution of this

problem is derived in terms of complete elliptic integrals. The

initial shape of the separated free surface is calculated and compared

with that predicted by the small-time solution of the dam break

problem. It is shown that the free surface at the separation point is

orthogonal to the moving plate.

Initial acceleration of a dam, which is suddenly released, is calculated.

• Bifurcation from isolated eigenvalues of finite multiplicity of the linearisation.

• Pseudo-inverses and parametrices for paths of Fredholm operators of index zero.

• Detecting a change of orientation along such a path.

• Lyapunov-Schmidt reduction

I will discuss some of new concepts and objects of two-dimensional number theory: 

how the same object can be studied via low dimensional noncommutative theories or higher dimensional commutative ones, 

what is higher Haar measure and harmonic analysis and how they can be used in representation theory of non locally compact groups such as loop groups and Kac-Moody groups, 

how classical notions split into two different notions on surfaces on the example of adelic structures, 

what is the analogue of the double quotient of adeles on surfaces and how one

could approach automorphic functions in geometric dimension two.

The liquid crystal (LC) flow model is a coupling between

orientation (director field) of LC molecules and a flow field.

The model may probably be one of simplest complex fluids and

is very similar to a Allen-Cahn phase field model for

multiphase flows if the orientation variable is replaced by a

phase function. There are a few large or small parameters

involved in the model (e.g. the small penalty parameter for

the unit length LC molecule or the small phase-change

parameter, possibly large Reynolds number of the flow field,

etc.). We propose a C^0 finite element formulation in space

and a modified midpoint scheme in time which accurately

preserves the inherent energy law of the model. We use C^0

elements because they are simpler than existing C^1 element

and mixed element methods. We emphasise the energy law

preservation because from the PDE analysis point of view the

energy law is very important to correctly catch the evolution

of singularities in the LC molecule orientation. In addition

we will see numerical examples that the energy law preserving

scheme performs better under some choices of parameters. We

shall apply the same idea to a Cahn-Hilliard phase field model

where the biharmonic operator is decomposed into two Laplacian

operators. But we find that under our scheme non-physical

oscillation near the interface occurs. We figure out the

reason from the viewpoint of differential algebraic equations

and then remove the non-physical oscillation by doing only one

step of a modified backward Euler scheme at the initial time.

A number of numerical examples demonstrate the good

performance of the method. At the end of the talk we will show

how to apply the method to compute a superconductivity model,

especially at the regime of Hc2 or beyond. The talk is based

on a few joint papers with Chun Liu, Qi Wang, Xingbin Pan and

Roland Glowinski, etc.

We analyse the effect of a natural change to the time variable on the convergence of the Crank-Nicholson scheme when applied to the solution of the heat equation with Dirac delta function initial conditions. In the original variables, the scheme is known to diverge as the time step is reduced with the ratio (lambda) of the time step to space step held constant - the value of lambda controls how fast the divergence occurs. After introducing the square root of time variable we prove that the numerical scheme for the transformed PDE now always converges and that lambda controls the order of convergence, quadratic convergence being achieved for lambda below a critical value. Numerical results indicate that the time change used with an appropriate value of lambda also results in quadratic convergence for the calculation of gamma for a European call option without the need for Rannacher start-up steps. Finally, some results and analysis are presented for the effect of the time change on the calculation of the option value and greeks for the American put calculated by the penalty method with Crank-Nicholson time-stepping.

In the first part of the talk I will introduce a notion of convexity ($\mathcal{X}$-convexity) which applies to any given family of vector fields: the main model which we have in mind is the case of vector fields satisfying the H\"ormander condition.

Then I will give a PDE-characterization for $\mathcal{X}$-convex functions using a viscosity inequality for the intrinsic Hessian and I will derive bounds for the intrinsic gradient and intrinsic local Lipschitz-continuity for this class of functions.\\

In the second part of the talk I will introduce a notion of subdifferential for any given family of vector fields (namely $\mathcal{X}$-subdifferential) and show that a non empty $\mathcal{X}$-subdifferential at any point characterizes the class of $\mathcal{X}$-convex functions.

As application I will prove a Jensen-type inequality for $\mathcal{X}$-convex functions in the case of Carnot-type vector fields. {\em (Joint work with Martino Bardi)}.

More perspectives on spectra.

We present recent results of Dani Wise which tie together many of the themes of this term's jGGT meetings: hyperbolic and relatively hyperbolic groups, (in particular limit groups), graphs of spaces, 3-manifolds and right-angled Artin groups.
Following this, we make an attempt at explaining some of the methods, beginning with special non-positively curved cube complexes.

It is known that the minimum number of generators d(G^n) of the n-th direct power G^n of a non-trivial finite group G tends to infinity with n. This prompts the question: in which ways can the sequence {d(G^n)} tend to infinity? This question was first asked by Wiegold who almost completely answered it for finitely generated groups during the 70's. The question can then be generalised to any algebraic structure and this is still an open problem currently being researched. I will talk about some of the results obtained so far and will try to explain some of the methods used to obtain them, both for groups and for the more general algebraic structure setting.

Fractional differential equations are becoming increasingly used as a modelling tool for processes associated with anomalous diffusion or spatial heterogeneity. However, the presence of a fractional differential operator causes memory (time fractional) or nonlocality (space fractional) issues that impose a number of computational constraints. In this talk we discuss efficient, scalable techniques for solving fractional-in-space reaction diffusion equations combining the finite element method with robust techniques for computing the fractional power of a matrix times a vector. We shall demonstrate the methods on a number examples which show the qualitative difference in solution profiles between standard and fractional diffusion models.

In the talk I plan to overview several constructions for finite dimensional represenations of DAHA: construction via quantization of Hilbert scheme of points in the plane (after Gordon, Stafford), construction via quantum Hamiltonian reduction (after Gan, Ginzburg), monodromic construction (after Calaque, Enriquez, Etingof). I will discuss the relations of the constructions to the conjectures from the first lecture.

We shall discuss how the algebra norm can be used to identify structure in groups. No prior familiarity with the area will be assumed.

NB: EXTRA SEMINAR THIS WEEK

Executives compensated with stock options generally receive grants periodically and so on

any given date, may have a portfolio of options of differing strikes and maturities on their

company’s stock. Non-transferability and trading restrictions in the company stock result in the executive facing unhedgeable risk. We employ exponential utility indifference pricing to analyse the optimal exercise thresholds for each option, option values and cost of the options to shareholders. Portfolio interaction effects mean that each of these differ, depending on the composition of the remainder of the portfolio. In particular, the cost to shareholders of an option portfolio is lowered relative to its cost computed on a per-option basis. The model can explain a number of empirical observations - which options are attractive to exercise first, how exercise changes following a new grant, and early exercise.

Joint work with Jia Sun and Elizabeth Whalley (WBS).

I shall start with an idea (somewhat heuristic) that I call `Thermal Holography' and use that to probe the thermal behaviour of quantum horizons, i.e., without using any classical geometry, but using ordinary statistical mechanics with Gaussian fluctuations. This approach leads to a criterion for thermal stability for thermally active horizons with an Isolated horizon as an equilibrium configuration, whose (microcanonical) entropy has been computed using Loop Quantum Gravity (I shall outline this computation). As fiducial checks, we briefly look at some very well-known classical black hole metrics for their thermal stability and recover known results. Finally, I shall speculate about a possible link between our stability criterion and the Chandrasekhar upper bound for the mass of stable neutron stars.

This talk will begin by recalling classical facts about the relationship between values of the Riemann zeta function at negative integers and the arithmetic of cyclotomic extensions of the rational numbers. We will then consider a generalisation of this theory due to Iwasawa, and along the way we shall define the p-adic Riemann zeta function. Time permitting, I will also say something about what zeta values at positive integers have to do with the fundamental group of the projective line minus three points

The concordance group of classical knots C was introduced

over 50 years ago by Fox and Milnor. It is a much-studied and elusive

object which among other things has been a valuable testing ground for

various new topological (and smooth 4-dimensional) invariants. In

this talk I will address the problem of embedding C in a larger group

corresponding to the inclusion of knots in links.

I will report joint work with Wolfhard Hansen, Tomasz Jakubowski, Sebastian Sydor and Karol Szczypkowski on perturbations of semigroups and integral kernels, ones which produce comparable semigroups and integral kernels.

By intersecting a small three-dimensional sphere which surrounds a singular point of a planar curve, with the curve, one obtains a link in three-dimensional space. In my talk I explain a conjectural formula for the  ranks Khovanov-Rozansky homology of the link which interpretsthe ranks in terms of topology of some natural stratification on the moduli space of torsion free sheaves on the curve. In particular I will present  a formula for the ranks of the Khovanov-Rozansky homology of the torus knots which generalizes Jones formula for HOMFLY invariants of the torus knots.  The later formula relates Khovanov-Rozansky homology to the represenation theory of Double Affine Hecke Algebras. The talk presents joint work with Gorsky, Shende and  Rasmussen.

Several stochastic simulation algorithms (SSAs) have been recently

proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this talk, two commonly used SSAs will  be studied. The first SSA is an on-lattice model described by the  reaction-diffusion master equation. The second SSA is an off-lattice model based on the simulation of Brownian motion of individual  molecules and their reactive collisions. The connections between SSAs  and the deterministic models (based on reaction- diffusion PDEs) will  be presented. I will consider chemical reactions both at a surface  and in the bulk. I will show how the "microscopic" parameters should  be chosen to achieve the correct "macroscopic" reaction rate. This  choice is found to depend on which SSA is used. I will also present  multiscale algorithms which use models with a different level of  detail in different parts of the computational domain