Past

The effective cone of the Hilbert scheme of points in $P^2$ has

finitely many chambers corresponding to finitely many birational models.

In this talk, I will identify these models with moduli of

Bridgeland-stable two-term complexes in the derived category of

coherent sheaves on $P^2$ and describe a

map from (a slice of) the stability manifold of $P^2$

to the effective cone of the Hilbert scheme that would explain the

correspondence. This is joint work with Daniele Arcara and Izzet Coskun.

The 2-dimensional assignment problem (minimum cost matching) is solvable in polynomial time, and it is known that a random instance of size n, with entries chosen independently and uniformly at random from [0,1], has expected cost tending to π^2/6.  In dimensions 3 and higher, the "planar" assignment problem is NP-complete, but what is the expected cost for a random instance, and how well can a heuristic do?  In d dimensions, the expected cost is of order at least n^{2-d} and at most ln n times larger, but the upper bound is non-constructive.  For 3 dimensions, we show a heuristic capable of producing a solution within a factor n^ε of the lower bound, for any constant ε, in time of order roughly n^{1/ε}.  In dimensions 4 and higher, the question is wide open: we don't know any reasonable average-case assignment heuristic.

Human T-lymphotropic virus type I (HTLV-I) is a persistent human retrovirus characterised by a high proviral load and risk of developing ATL, an aggressive blood cancer, or HAM/TSP, a progressive neurological and inflammatory disease. Infected individuals typically mount a large, chronically activated HTLV-I-specific CTL response, yet the virus has developed complex mechanisms to evade host immunity and avoid viral clearance. Moreover, identification of determinants to the development of disease has thus far been elusive.

 This model is based on a recent experimental hypothesis for the persistence of HTLV-I infection and is a direct extension of the model studied by Li and Lim (2011). A four-dimensional system of ordinary differential equations is constructed that describes the dynamic interactions among viral expression, infected target cell activation, and the human immune response. Focussing on the particular roles of viral expression and host immunity in chronic HTLV-I infection offers important insights to viral persistence and pathogenesis.

The talk will address two recent results concerning the Doi-Smoluchowski equation and the Onsager model for nematic liquid crystals. The first result concerns the existence of inertial manifolds for the Smloluchowski equation both in the presence and in the absence of external flows. While the Doi-Smoluchowski equation as a PDE is an infinite-dimensional dynamical system, it reduces to a system of ODEs on a set coined inertial manifold, to which all other solutions converge exponentially fast.  The proof uses a non-standard method, which consists in circumventing the restrictive spectral-gap condition, which the original equation fails to satisfy by transforming the equation into a form that does. 

The second result concerns the isotropic-nematic phase transition for the Onsager model on the circle using more complicated potentials than the Maier-Saupe potential. Exact multiplicity of steady-states on the circle is proven for the two-mode truncation of the Onsager potential.    

In 1986 Kardar, Parisi, and Zhang proposed a stochastic PDE for the motion of driven interfaces,
in particular for growth processes with local updating rules. The solution to the 1D KPZ equation
can be approximated through the weakly asymmetric simple exclusion process. Based on work of 
Tracy and Widom on the PASEP, we obtain an exact formula for the one-point generating function of the KPZ
equation in case of sharp wedge initial data. Our result is valid for all times, but of particular interest is
the long time behavior, related to random matrices, and the finite time corrections. This is joint work with 
Tomohiro Sasamoto.

: Backward error analysis is a technique that has been extremely successful in understanding the behaviour of numerical methods for ordinary differential equations.  It is possible to fit an ODE (the so called modified equation) to a numerical method to very high accuracy. Backward error analysis has been of particular importance in the numerical study of Hamiltonian problems, since it allows to approximate symplectic numerical methods by a perturbed Hamiltonian system, giving an approximate statistical mechanics for symplectic methods. 

Such a systematic theory in the case of numerical methods for stochastic differential equations (SDEs) is currently lacking. In this talk we will describe a general framework for deriving modified equations for SDEs with respect to weak convergence. We will start by quickly recapping of how to derive modified equations in the case of ODEs and describe how these ideas can be generalized in the case of SDEs. Results will be presented for first order methods such as the Euler-Maruyama and the Milstein method. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we will derive a SDE that the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations and in the calculation of effective diffusivities will also be discussed, as well as the use of modified equations  as a tool for constructing higher order methods for stiff stochastic differential equations.

This is joint work with A. Abdulle (EPFL). D. Cohen (Basel), G. Vilmart (EPFL).

Graeme Segal shall describe some of Dan Quillen’s work, focusing on his amazingly productive period around 1970, when he not only invented algebraic K-theory in the form we know it today, but also opened up several other lines of research which are still in the front line of mathematical activity. The aim of the talk will be to give an idea of some of the mathematical influences which shaped him, of his mathematical perspective, and also of his style and his way of approaching mathematical problems.

When managing risk, frequently only imperfect hedging instruments are at hand.

We show how to optimally cross-hedge risk when the spread between the hedging

instrument and the risk is stationary. At the short end, the optimal hedge ratio

is close to the cross-correlation of the log returns, whereas at the long end, it is

optimal to fully hedge the position. For linear risk positions we derive explicit

formulas for the hedge error, and for non-linear positions we show how to obtain

numerically effcient estimates. Finally, we demonstrate that even in cases with no

clear-cut decision concerning the stationarity of the spread it is better to allow for

mean reversion of the spread rather than to neglect it.

The talk is based on joint work with Georgi Dimitroff, Gregor Heyne and Christian Pigorsch.

I'll start by defining the zeta function and stating the Weil conjectures (which have actually been theorems for some time now). I'll then go on by saying things like "Weil cohomology", "standard conjectures" and "Betti numbers of the Grassmannian". Hopefully by the end we'll all have learned something, including me.

Recent papers by Butler-Campbell-Kovàcs, Rump, Prihoda-Puninski and others introduce over an order O over a Dedekind domain D a notion of "generalized lattice", meaning a D-projective O-module.

We define a similar notion over Dedekind-like rings -- a class of rings intensively studied by Klingler and Levy. We examine in which cases every generalized lattices is a direct sum of ordinary -- i.e., finitely generated -- lattices. We also consider other algebraic and model theoretic questions about generalized lattices.

Voltammetry is a powerful method for interrogating electrochemical systems. A voltage is applied to an electrode and the resulting current response analysed to determine features of the system under investigation, such as concentrations, diffusion coefficients, rate constants and thermodynamic potentials. Here we will focus on ac voltammetry, where the voltage signal consists of a high frequency sine-wave superimposed on a linear ramp. Using multiple scales analysis, we find analytical solutions for the harmonics of the current response and show how they can be used to determine the system parameters. We also include the effects of capacitance due to the double-layer at the electrode surface and show that even in the presence of large capacitance, the harmonics of the current response can still be isolated using the FFT and the Hanning window.

I show how invariants of curves of genus 2 can be used for explicitly constructing class fields of

certain number fields of degree 4.

Following the framework of the heterogeneous multiscale method, we present a numerical method for nonlinear elliptic homogenization problems. We briefly review the numerical, relying on an efficient coupling of macro and micro solvers, for linear problems. A fully discrete analysis is then given for nonlinear (nonmonotone) problems, optimal convergence rates in the H¹ and L² norms are derived and the uniqueness of the method is shown on sufficiently fine macro and micro meshes.

Numerical examples confirm the theoretical convergence rates and illustrate the performance and versatility of our approach.

We consider a multidimensional structural credit model, where each company follows a jump-diffusion process and is connected with other companies via global factors. We assume that a company can default both expectedly, due to the diffusion part, and unexpectedly, due to the jump part, by a sudden fall in a company's value as a result of a global shock. To price CDOs efficiently, we use ideas, developed by Bush et al.

for diffusion processes, where the joint density of the portfolio is approximated by a limit of the empirical measure of asset values in the basket. We extend the method to jump-diffusion settings. In order to check if our model is flexible enough, we calibrate it to CDO spreads from pre-crisis and crisis periods.

For both data sets, our model fits the observed spreads well, and what is important, the estimated parameters have economically convincing values.

We also study the convergence of our method to basic Monte Carlo and conclude that for a CDO, that typically consists of 125 companies, the method gives close results to basic Monte Carlo."

The class of fields with a given absolute Galois group is in general not an elementary class. Looking instead at abstract elementary classes we can show that this class, as well as the class of pairs (F,K), where F is a function field in one variable over a perfect base field K with a fixed absolute Galois group, is abstract elementary. The aim is to show categoricity for the latter class. In this talk, we will be discussing some consequences of basic properties of these two classes.

It is known for long that the set of possible compactifications of a topological space (up to homeomorphism) is in order-preserving bijection to "strong inclusion" relations on the lattice of open sets. Since these relations do not refer to points explicitly, this bijection has been generalised to point-free topology (a.k.a. locales). The strong inclusion relations involved are typically "witnessed" relations. For example, the Stone-Cech compactification has a strong inclusion witnessed by real-valued functions. This makes it natural to think of compactification in terms of d-frames, a category invented by Jung and Moshier for bitopological Stone duality. Here, a witnessed strong inclusion is inherent to every object and plays a central role.

We present natural analogues of the topological concepts regularity, normality, complete regularity and compactness in d-frames. Compactification is then a coreflection into the category of d-frames dually equivalent to compact Hausdorff spaces. The category of d-frames has a few surprising features. Among them are:

• The real line with the bitopology of upper and lower semicontinuity admits precisely one compactification, the extended reals.
• Unlike in the category of topological spaces (or locales), there is a coreflection into the subcategory of normal d-frames, and every compactification can be factored as "normalisation" followed by Stone-Cech compactification.