Past

In quite an elementary, hands-on talk, I will discuss some Ax-Lindemann type results in the setting of modular functions.  There are some very powerful results in this area due to Pila, but in nonclassical variants we have only quite weak results, for a rather silly reason to be discussed in the talk.

TBC

We will discuss the concept of $\ell^2$-stability of a group and show some of its rigidity consequences.  We provide moreover some very concrete examples of lattices in product of trees that have many interesting properties, $\ell^2$-stability being only one of them.

Abstract: 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 asymptotic for renewal sequences with infinite mean and their consequences for error rates in certain limit theorems (such as arcsine law for null recurrent Markov processes).

I will discuss theta-stability, a framework for analyzing moduli problems in algebraic geometry by finding a special kind of stratification called a theta-stratification, a notion which generalizes the Kempf-Ness stratification in geometric invariant theory and the Harder-Narasimhan-Shatz stratification of the moduli of vector bundles on a Riemann surface.

The talk will consider three well-defined problems which can be interpreted as mathematical tests of the physical reality of black holes: Rigidity, stability and formation of black holes.

We will discuss how the analysis of a stochastic mean-field model for
synaptic activity can be used to reconstruct some parameters about
neuronal networks.  The method is based on a non-standard analysis of the
Fokker-Planck equation and the asymptotic computation of the spectrum for
the nonself-adjoint operator. Applications concern Up- and Down- states
and bursting activity in neuronal networks.

Systemic risk in financial markets occurs when activities that are beneficial to an agent in isolation (e.g. reducing microprudential risk) cause unintended consequences due to collective interactions (usually called macroprudential risk).  I will discuss three different mechanisms through which this occurs in financial markets.   Contagion can propagate due to the market impact of trading among agents with strongly overlapping portfolios, or due to cascading failures from chains of default caused by networks of interlinked counterparty exposures.  A proper understanding of these phenomena must take both dynamics and network effects into account.  I will discuss four different examples that illustrate these points.  The first is a simple model of the market dynamics induced by Basel-style risk management, which from extremely simple assumptions shows that excessive leverage can give rise to a slowly rising price bubble followed by an abrupt crash with a time period of 10 - 15 years.  The model gives rise to a chaotic attractor whose time series closely resembles the Great Moderation and subsequent crisis.   We show that alternatives to Basel can provide a better compromise between micro and macro prudential risk.   The second example is a model of leveraged value investors that yields clustered volatility and fat-tailed returns similar to those in financial markets.  The third example is the DebtRank algorithm, which uses a similar method to PageRank to correctly quantify the way risk propagates through networks of counterparty exposures and can be used as the basis of a systemic risk tax.  The fourth example will  be work in progress to provide an early warning system for financial stress caused by overlapping portfolios.  Finally I will discuss an often neglected source of financial risk due to imbalances in market ecologies.

A basic result in Morse theory due to Reeb states that a compact manifold which admits a smooth function with only two, non-degenerate critical points is homeomorphic to the sphere. We shall apply this idea to distance function associated to a Riemannian metric to prove the diameter-sphere theorem of Grove-Shiohama: A complete Riemannian manifold with sectional curvature $\geq 1$ and diameter $> \pi / 2$ is homeomorphic to a sphere. I shall not assume any knowledge about curvature for the talk.

Following a quick introduction to derivatives markets and the classic theory of valuation, we describe the changes triggered by post 2007 events. We re-discuss the valuation theory assumptions and introduce valuation under counterparty credit risk, collateral posting, initial and variation margins, and funding costs. A number of these aspects had been investigated well before 2007. We explain model dependence induced by credit effects, hybrid features, contagion, payout uncertainty, and nonlinear effects due to replacement closeout at default and possibly asymmetric borrowing and lending rates in the margin interest and in the funding strategy for the hedge of the relevant portfolio. Nonlinearity manifests itself in the valuation equations taking the form of semi-linear PDEs or Backward SDEs. We discuss existence and uniqueness of solutions for these equations. We present an invariance theorem showing that the final valuation equations do not depend on unobservable risk free rates, that become purely instrumental variables. Valuation is thus based only on real market rates and processes. We also present a high level analysis of the consequences of nonlinearities, both from the point of view of methodology and from an operational angle, including deal/entity/aggregation dependent valuation probability measures and the role of banks treasuries. Finally, we hint at how one may connect these developments to interest rate theory under multiple discount curves, thus building a consistent valuation framework encompassing most post-2007 effects.

Damiano Brigo, Joint work with Andrea Pallavicini, Daniele Perini, Marco Francischello. 

The number of steps required by the Euclidean algorithm to find the greatest common divisor of a pair of integers $u,v$ with $1<u<v<n$ has been investigated since at least the 16th century, with an asymptotic for the mean number of steps being found independently by H. Heilbronn and J.D. Dixon in around 1970. It was subsequently shown by D. Hensley in 1994 that the number of steps asymptotically follows a normal distribution about this mean. Existing proofs of this fact rely on extensive effective estimates on the Gauss-Kuzman-Wirsing operator which run to many dozens of pages. I will describe how this central limit theorem can be obtained instead by a much shorter Tauberian argument. If time permits, I will discuss some related work on the number of steps for the binary Euclidean algorithm.

Much of the recent interest in complex networks has been driven by the prospect that network optimization will help us understand the workings of evolutionary pressure in natural systems and the design of efficient engineered systems.  In this talk, I will reflect on unanticipated attributes and artifacts in three classes of network optimization problems. First, I will discuss implications of optimization for the metabolic activity of living cells and its role in giving rise to the recently discovered phenomenon of synthetic rescues. Then I will comment on the problem of controlling network dynamics and show that theoretical results on optimizing the number of driver nodes/variables often only offer a conservative lower bound to the number actually needed in practice. Finally, I will discuss the sensitive dependence of network dynamics on network structure that emerges in the optimization of network topology for dynamical processes governed by eigenvalue spectra, such as synchronization and consensus processes.  Optimization is a double-edged sword for which desired and adverse effects can be exacerbated in complex network systems due to the high dimensionality of their dynamics.

The moduli space of tropical curves (and its variants) is one of the most-studied objects in tropical geometry. So far this moduli space has only been considered as an essentially set-theoretic coarse moduli space (sometimes with additional structure). As a consequence of this restriction, the tropical forgetful map does not define a universal curve
(at least in the positive genus case). The classical work of Knudsen has resolved a similar issue for the algebraic moduli space of curves by considering the fine moduli stacks instead of the coarse moduli spaces. In this talk I am going to give an introduction to these fascinating tropical moduli spaces and report on ongoing work with R. Cavalieri, M. Chan, and J. Wise, where we propose the notion of a moduli stack of tropical curves as a geometric stack over the category of rational polyhedral cones. Using this framework one can give a natural interpretation of the forgetful morphism as a universal curve. The coarse moduli space arises as the set of $\mathbb{R}_{\geq 0}$-valued points of the moduli stack. Given time, I will also explain how the process of tropicalization for these moduli stacks can be phrased in a more fundamental way using the language of logarithmic algebraic stacks.
 

This talk focuses on the direct search method, arguably one of the simplest optimization algorithms. The algorithm minimizes an objective function by iteratively evaluating it along a number of (polling) directions, which are typically taken from so-called positive spanning sets. It does not use derivatives.

We first introduce the worst case complexity theory of direct search, and discuss how to choose the positive spanning set to minimize the complexity bound. The discussion leads us to a long-standing open
problem in Discrete Geometry. A recent result on this problem enables us to establish the optimal order for the worst case complexity of direct search.

We then show how to achieve even lower complexity bound by using random polling directions. It turns out that polling along two random directions at each iteration is sufficient to guarantee the convergence
of direct search for any dimension, and the resultant algorithm enjoys lower complexity both in theory and in practice.

The last part of the talk is devoted to direct search based on inaccurate function values. We address three questions:
i) what kind of solution can we obtain by direct search if the function values are inaccurate? 
ii) what is the worst case complexity to attain such a solution? iii) given
the inaccuracy in the function values, when to stop the algorithm in order
to guarantee the quality of the solution and also avoid “over-optimization”?

This talk is based on joint works with F. Delbos, M. Dodangeh, S. Gratton, B. Pauwels, C. W. Royer, and L. N. Vicente.

It has been observed long time ago (by many people) that singular affine symplectic varieties come in pairs; that is often to an affine singular symplectic variety $X$ one can associate a dual variety $X^!$; the geometries of $X$ and $X^!$ (and their quantizations) are related in a non-trivial way. The purpose of the talk will be 3-fold:

1) Explain a set of conjectures of Braden, Licata, Proudfoot and Webster which provide an exact formulation of the relationship between $X$ and $X^!$

2) Present a list of examples of symplectically dual pairs (some of them are very recent); in particular, we shall explain how the symplectic duals to Nakajima quiver varieties look like.

3) Give a new approach to the construction of $X^!$ and a proof of the conjectures from part 1).

The talk is based on a work in progress with Finkelberg and Nakajima.

 If you fix a class of models and a construction method that allows you to construct a new model in that class from an old model in that class, you can consider the Kripke frame generated from any given model by iterating that construction method and define the modal logic of that Kripke frame.  We shall give a general definition of these modal logics in the fully abstract setting and then apply these ideas in a number of cases.  Of particular interest is the case where we consider the class of models of ZFC with the construction method of forcing:  in this case, we are looking at the so-called "generic multiverse".

A family of expanders is a sequence of finite graphs which are both sparse and highly connected. Firstly defined in the 80s, they had huge applications in applied maths and computer science. Moreover, it soon turned out that they also had deep implications in pure maths. In this talk I will introduce the expander graphs and I will illustrate a way to construct them by approximating actions of groups on probability spaces.

Let F be a global field and let A denote its adele ring. The usual Tamagawa number formula computes the (suitably normalized) volume of the quotient G(A)/G(F) in terms of values of the zeta-function of F at the exponents of G; here G is simply connected semi-simple group. When F is functional field, this computation is closely related to the Atiyah-Bott computation of the cohomology of the moduli space of G-bundles on a smooth projective curve.

I am going to present a (somewhat indirect) generalization of the Tamagawa formula to the case when G is an affine Kac-Moody group and F is a functional fiend. Surprisingly, the proof heavily uses the so called Macdonald constant term identity. We are going to discuss possible (conjectural) geometric interpretations of this formula (related to moduli spaces of bundles on surfaces).

This is joint work with D.Kazhdan.

Cycles are fundamental objects in graph theory. A spanning cycle in a graph is also called a Hamiltonian cycle. The celebrated Dirac's Theorem in 1952 shows that every graph on $n\ge 3$ vertices with minimum degree at least $n/2$ contains a Hamiltonian cycle. In recent years, there has been a strong focus on extending Dirac’s Theorem to hypergraphs. We survey the results along the line and mention some recent progress on this problem. Joint work with Yi Zhao.