Past

The celebrated strong cosmic censorship conjecture in general relativity in particular suggests that the Cauchy horizon in the interior of the Kerr black hole is unstable and small perturbations would give rise to singularities. We present a recent result proving that the Cauchy horizon is stable in the sense that spacetime arising from data close to that of Kerr has a continuous metric up to the Cauchy horizon. We discuss its implications on the nature of the potential singularity in the interior of the black hole. This is joint work with Mihalis Dafermos.

In this talk we will present some recent developments in the theory of ambit fields with a particular focuson limit theorems.
Ambit fields is a tempo-spatial class of models, which has been originally introduced by Barndorff-Nielsen and Schmiegel in the context of turbulence,
but found applications also in biology and finance. Its purely temporal analogue, Levy semi-stationary processes, has a continuous moving average structure
with an additional multiplicative random input (volatility or intermittency). We will briefly describe the main challenges of ambit stochastics, which
include questions from stochastic analysis, statistics and numerics. We will then focus on certain type of high frequency functionals typically called power variations.
We show some surprising non-standard limit theorems, which strongly depend on the driving Levy process. The talk is based on joint work with O.E. Barndorff-Nielsen, A. Basse-O'Connor,
J.M. Corcuera and R. Lachieze-Rey. 

I will describe a generalization of toric symplectic geometry to a new class of Poisson manifolds which are
symplectic away from a collection of hypersurfaces forming a normal crossing configuration.  Using a "tropical
moment map",  I will describe the classification of such manifolds in terms of decorated log affine polytopes,
in analogy with the Delzant classification of toric symplectic manifolds. 

Motivated by stochastic models for order books in stock exchanges we consider stochastic partial differential equations with a free boundary condition. Such equations can be considered generalizations of the classic (deterministic) Stefan problem of heat condition in a two-phase medium. 

Extending results by Kim, Zheng & Sowers we allow for non-linear boundary interaction, general Robin-type boundary conditions and fairly general drift and diffusion coefficients. Existence of maximal local and global solutions is established by transforming the equation to a fixed-boundary problem and solving a stochastic evolution equation in suitable interpolation spaces. Based on joint work with Marvin Mueller.

@email 

One of the main obstacles to forecasting sea level rise over the coming centuries is the problem of predicting changes in the flow of ice sheets, and in particular their fast-flowing outlet glaciers. While numerical models of ice sheet flow exist, they are often hampered by a lack of input data, particularly concerning the bedrock topography beneath the ice. Measurements of this topography are relatively scarce, expensive to obtain, and often error-prone. In contrast, observations of surface elevations and velocities are widespread and accurate.

In an ideal world, we could combine surface observations with our understanding of ice flow to invert for the bed topography. However, this problem is ill-posed, and solutions are both unstable and non-unique. Conventionally, this problem is circumvented by the use of regularization terms in the inversion, but these are often arbitrary and the numerical methods are still somewhat unstable.

One philosophically appealing option is to apply a fully Bayesian framework to the problem. Although some success has been had in this area, the resulting distributions are extremely difficult to work with, both from an interpretive standpoint and a numerical one. In particular, certain forms of prior information, such as constraints on the bedrock slope and roughness, are extremely difficult to represent in this framework.

A more profitable avenue for exploration is a semi-Bayesian approach, whereby a classical inverse method is regularized using terms derived from a Bayesian model of the problem. This allows for the inclusion of quite sophisticated forms of prior information, while retaining the tractability of the classical inverse problem. In particular, we can account for the severely non-Gaussian error distribution of many of our measurements, which was previously impossible.

1. Minimising Regret in Portfolio Optimisation (Simões)

When looking for an "optimal" portfolio the traditional approach is to either try to minimise risk or maximise profit. While this approach is probably correct for someone investing their own wealth, usually traders and fund managers have other concerns. They are often assessed taking into account others' performance, and so their decisions are molded by that. We will present a model for this decision making process and try to find our own "optimal" portfolio.

2. Systemic risk in financial networks (Murevics)

Abstract: In this paper I present a framework for studying systemic risk and financial contagion in interbank networks. The current financial health of institutions is expressed through an abstract measure of robustness, and the evolution of robustness in time is described through a system of stochastic differential equations. Using this model I then study how the structure of the interbank lending network affects the spread of financial contagion through different contagion channels and compare the results for different network structures. Finally I outline the future directions for developing this model.

The aim of this talk is to provide a general setting in which a number of important dualities in mathematics can be framed uniformly.  The setting comes about as a natural generalisation of the Galois connection between ideals of polynomials with coefficients in a field K and affine varieties in K^n.  The general picture that comes into sight is that the topological representations of Stone, Priestley, Baker-Beynon, Gel’fand, or Pontryagin are to their respective classes of structures just as affine varieties are to K-algebras.

Let f be an elliptic modular newform of weight at least 2. The 
problem of the automorphy of the symmetric power L-functions of f is a 
key example of Langlands' functoriality conjectures. Recently, the 
potential automorphy of these L-functions has been established, using 
automorphy lifting techniques, and leading to a proof of the Sato-Tate 
conjecture. I will discuss a new approach to the automorphy of these 
L-functions that shows the existence of Sym^m f for m = 1,...,8.

Persistent homology is a tool for identifying topological features of (often high-dimensional) data. Typically, the data is indexed by a one-dimensional parameter space, and persistent homology is easily visualized via a persistence diagram or "barcode." Multi-dimensional persistent homology identifies topological features for data that is indexed by a multi-dimensional index space, and visualization is challenging for both practical and algebraic reasons. In this talk, I will give an introduction to persistent homology in both the single- and multi-dimensional settings. I will then describe an approach to visualizing multi-dimensional persistence, and the algebraic and computational challenges involved. Lastly, I will demonstrate an interactive visualization tool, the result of recent work to efficiently compute and visualize multi-dimensional persistent homology. This work is in collaboration with Michael Lesnick of the Institute for Mathematics and its Applications.

We investigate the effects of a finite set of agents interacting socially in an equilibrium pricing mechanism. A derivative written on non-tradable underlyings is introduced to the market and priced in an equilibrium framework by agents who assess risk using convex dynamic risk measures expressed by Backward Stochastic Differential Equations (BSDE). An agent is not only exposed to financial and non-financial risk factors, but he also faces performance concerns with respect to the other agents. The equilibrium analysis leads to systems of fully coupled multi-dimensional quadratic BSDEs.

Within our proposed models we prove the existence and uniqueness of an equilibrium. We show that aggregation of risk measures is possible and that a representative agent exists. We analyze the impact of the problem's parameters in the pricing mechanism, in particular how the agent's concern rates affect prices and risk perception.

For many tomographic imaging problems there are explicit inversion formulas, and depending on the completeness of the data these are unstable to differing degrees. Increasingly we are solving tomographic problems as though they were any other linear inverse problem using numerical linear algebra. I will illustrate the use of numerical singular value decomposition to explore the (in)stability for various problems. I will also show how standard techniques from numerical linear algebra, such as conjugate gradient least squares, can be employed with systematic regularization compared with the ad hoc use of slowly convergent iterative methods more traditionally used in computed tomography. I will mainly illustrate the talk with examples from three dimensional x-ray tomography but I will also touch on tensor tomography problems.
 

Dynamics of small particles in fluids have fascinated scientists for centuries. Phenomena such as Brownian motion, sedimentation, and electrophoresis continue to inspire cutting-edge research and innovations. The fluid in which the particles move is typically isotropic, such as water or a polymer solution. Recently, we started to explore what would happen if particles are placed in an anisotropic fluid: a liquid crystal. The study reveals that the liquid crystal changes dramatically both the statics and dynamics, leading to levitation of the particles, their anomalous Brownian motion and new mechanisms of electrokinetics. The new phenomena are rooted in anisotropy of the liquid crystal properties, such as different electric conductivity in the directions parallel and perpendicular to the average molecular orientation.

We will give an outline of the proof by Kahn and Markovic who showed that a closed hyperbolic 3-manifold $\textbf{M}$ contains a closed $\pi_1$-injective surface. This is done using exponential mixing to find many pairs of pants in $\textbf{M}$, which can then be glued together to form a suitable surface. This answers a long standing conjecture of Waldhausen and is a key ingredient in the proof of the Virtual Haken Theorem.

Cluster algebras are commutative algebras generated by a set S, obtained by an iterated mutation process of an initial seed. They were introduced by S. Fomin and A. Zelevinski in connection with canonical bases in Lie theory. Since then, many connections between cluster algebras and other areas have arisen.
This talk will focus on cluster algebras for which the set S is finite. These are called cluster algebras of finite type and are classified by Dynkin diagrams, in a similar way to many other objects.

http://hottformath.wikispaces.com

 In a previous work, we introduced a refinement of Juhasz’s sutured Floer homology, and constructed a minus theory for sutured manifolds, called sutured Floer chain complex. In this talk, we introduce a new description of sutured manifolds as “tangles” and describe a notion of cobordism between them. Using this construction, we define a cobordism map between the corresponding sutured Floer chain complexes. We also discuss some possible applications. This is a joint work with Eaman Eftekhary.