Past

The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing securities and pricing kernels that are consistent with Arrow-Debreu sharing rules. First, it is shown that agents' best response problems have unique solutions, even when the underlying probability space is infinite. The risk-sharing Nash equilibrium admits a finite-dimensional characterisation and it is proved to exist for general number of agents and be unique in the two-agent game. In equilibrium, agents choose to declare beliefs on future random outcomes different from their actual probability assessments, and the risk-sharing securities are endogenously bounded, implying (amongst other things) loss of efficiency. In addition, an analysis regarding extremely risk tolerant agents indicates that they profit more from the Nash risk-sharing equilibrium as compared to the Arrow-Debreu one.
(Joint work with Michail Anthropelos)

Respiratory illnesses, such as asthma and chronic obstructive pulmonary disease, account for one in five deaths worldwide and cost the UK over £6 billion a year. The main form of treatment is via inhaled drug delivery. Typically, however, a low fraction of the inhaled dose reaches the target areas in the lung. Predictive numerical capabilities have the potential for significant impact in the optimisation of pulmonary drug delivery. However, accurate and efficient prediction is challenging due to the complexity of the airway geometries and of the flow in the airways. In addition, geometric variation of the airways across subjects has a pronounced effect on the aerosol deposition. Therefore, an accurate model of respiratory deposition remains a challenge.

High-fidelity simulations of the flow field and prediction of the deposition patterns motivate the use of direct numerical simulations (DNS) in order to resolve the flow. Due to the high grid resolution requirements, it is desirable to adopt an efficient computational strategy. We employ a robust immersed boundary method developed for curvilinear coordinates, which allows the use of structured grids to model the complex patient-specific airways, and can accommodate the inter-subject geometric variations on the same grid. The proposed approach reduces the errors at the boundary and retains the stability guarantees of the original flow solver.

A Lagrangian particle tracking scheme is adopted to model the transport of aerosol particles. In order to characterise deposition, we propose the use of an instantaneous Stokes number based on the local properties of the flow field. The effective Stokes number is then defined as the time-average of the instantaneous value. This effective Stokes number thus encapsulates the flow history and geometric variability. Our results demonstrate that the effective Stokes number can deviate significantly from the reference value based solely on a characteristic flow velocity and length scale. In addition, the effective Stokes number shows a clear correlation with deposition efficiency.

Functions are usually approximated numerically in a basis, a non-redundant and complete set of functions that span a certain space. In this talk we highlight a number of benefits of using overcomplete sets, in particular using the more general notion of a "frame". The main 

benefit is that frames are easily constructed even for functions of several variables on domains with irregular shapes. On the other hand, allowing for possible linear depencies naturally leads to ill-conditioning of approximation algorithms. The ill-conditioning is 

potentially severe. We give some useful examples of frames and we first address the numerical stability of best approximations in a frame. Next, we briefly describe special point sets in which interpolation turns out to be stable. Finally, we review so-called Fourier extensions and an efficient algorithm to approximate functions with spectral accuracy on domains without structure.

 "We give a diophantine criterion for a polynomial with rational coefficients not to have any
rational zero, i.e. an existential formula in terms of the coefficients expressing this property. This can be seen as a kind of restricted
model-completeness for Q and answers a question of Koenigsmann."

One can ask whether the fundamental groups of 3-manifolds are distinguished by their sets of finite quotients. I will discuss the recent solution of this question for Seifert fibre spaces.

STAR-Vote is voting system that results from a collaboration between a number of
academics and the Travis County, Texas elections office, which currently uses a
DRE voting system and previously used an optical scan voting system. STAR-Vote
represents a rare opportunity for a variety of sophisticated technologies, such
as end-to-end cryptography and risk limiting audits, to be designed into a new
voting system, from scratch, with a variety of real world constraints, such as
election-day vote centers that must support thousands of ballot styles and run
all day in the event of a power failure.
We present and motivate the design of the STAR-Vote system, the benefits that we
expect from it, and its current status.

This is based on joint work with Josh Benaloh, Mike Byrne, Philip Kortum,
Neal McBurnett, Ron Rivest, Philip Stark, Dan Wallach
and the Office of the Travis County Clerk

Graded affine Hecke algebras were introduced by Lusztig for studying the representation theory of p-adic groups. In particular, some problems about extensions of representations of p-adic groups can be transferred to problems in the graded Hecke algebra setting. The study of extensions gives insight to the structure of various reducible modules. In this talk, I shall discuss some methods of computing Ext-groups for graded Hecke algebras.
The talk is based on arXiv:1410.1495, arXiv:1510.05410 and forthcoming work.

TBA

Recent results showed that the low energy expansion of closed superstring amplitudes can be expressed in terms of

single-valued multiple elliptic polylogarithms. I will explain how these functions may be defined as iterated integrals on the torus and

sketch how they arise from Feynman integrals.

A question by Poonen asks whether iterating the étale-Brauer set can give a finer obstruction set. We tackle the algebraic version of Poonen's question and give, in many cases, a negative answer.

I will explain some recent work using minimal surfaces to address problems in 3-manifold topology.  Given a Heegaard splitting, one can sweep out a three-manifold by surfaces isotopic to the splitting, and run the min-max procedure of Almgren-Pitts and Simon-Smith to construct a smooth embedded minimal surface.   If the original splitting were strongly irreducible (as introduced by Casson-Gordon), H. Rubinstein sketched an argument in the 80s showing that the limiting minimal surface should be isotopic to the original splitting.  I will explain some results in this direction and how jointly with T. Colding and D. Gabai we can use such min-max minimal surfaces to complete the classification problem for Heegaard splittings of non-Haken hyperbolic 3-manifolds.

First order asymptotic of scalar renewal sequences with infinite mean characterized by regular variation has been classified in the 60's (Garsia and Lamperti). In the recent years, the question of higher order asymptotic for renewal sequences with infinite mean was motivated by obtaining 'mixing rates' for dynamical systems with infinite measure. In this talk I will present the recent results we have obtained on higher order expansion for renewal sequences with infinite mean (not necessarily generated by independent processes) in the regime of slow regular variation (with small exponents).  I will also discuss some consequences of these results for error rates in certain limit theorems (such as arcsine law for null recurrent Markov processes).

 

The first reaction-diffusion equation developed and studied is the Fisher-KPP equation.  Introduced in 1937, it accounts for the spatial spreading and growth of a species.  Understanding this population-dynamics model is equivalent to understanding the distribution of the maximum particle in a branching Brownian motion.  Various generalizations of this model have been studied in the eighty years since its introduction, including a model with non-local reaction for the cane toads of Australia introduced by Benichou et. al.  I will begin the talk by giving an extended introduction on the Fisher-KPP equation and the typical behavior of its solutions.  Afterwards, I will describe the model for the cane toads equations and give new results regarding this model.  In particular, I will show how the model may be viewed as a perturbation of a local equation using a new Harnack-type inequality and I will discuss the super-linear in time propagation of the toads.  The talk is based on a joint work with Bouin and Ryzhik.

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Writing is a part of any career in science or mathematics. I will make some remarks about the role writing has played in my life and the role it might play in yours.

The InFoMM CDT Group Meetings will follow the format of the OCIAM group meetings. We hope they will facilitate good communication between the Academic and Student community so that the research activities remain closely connected, opportunities for additional interaction are easily identified, and cross-fertilisation of ideas can be catalysed. 

Tmoslav Plesa: Chemical Reaction Systems with a Homoclinic Bifurcation: An Inverse Problem, 25+5 min;

John Ockendon: Wave Homogenisation, 10 min + questions; 

Hilary Ockendon: Sloshing, 10 min + questions
 

Given a family $F$ of elliptic curves defined over $Q$, we are interested in the set $H(Y)$ of curves $E$ in $F$, of positive rank, and for which the minimum of the canonical heights of non-torsion rational points on $E$ is bounded by some parameter $Y$. When one can show that this set is finite, it is natural to investigate statistical properties of arithmetic objects attached to elliptic curves in the set $H(Y)$. We will describe some problems related to this, and will state some results in the case of families of quadratic twists of a fixed elliptic curve.

Motivated by the European sovereign debt crisis, we propose a hybrid sovereign default model which combines an accessible part which takes into account the movement of the sovereign solvency and the impact of critical political events, and a totally inaccessible part for the idiosyncratic credit risk. We obtain closed-form formulas for the probability that the default occurs at political critical dates in a Markovian CEV process setting. Moreover, we introduce a generalized density framework for the hybrid default times and deduce the compensator process of default. Finally we apply the hybrid model and the generalized density to the valuation of sovereign bond and explain the significant jumps in the long-term government bond yield during the sovereign crisis.