Past

We introduce a class of backward stochastic differential equations (BSDEs) driven by Brownian motion and Poisson random measure, and subject to constraints on the jump component. We prove the existence and uniqueness of the minimal solution for the BSDEs by using a penalization approach. Moreover, we show that under mild conditions the minimal solutions to these constrained BSDEs can be characterized as the unique viscosity solution of quasi-variational inequalities (QVIs), which leads to a probabilistic representation for solutions to QVIs. Such a representation in particular gives a new stochastic formula for value functions of a class of impulse control problems. As a direct consequence we obtain a numerical scheme for the solution of such QVIs via the simulation of the penalized BSDEs. This talk is based on joint work with I. Kharroubi, J. Ma and J. Zhang.

In this talk I will present recent results on ergodicity of Markov semigroups in large dimensional spaces including interacting Levy type systems as well as some R-D models.

Abstract: In this talk, I will give an overview of the new developments in the AdS_4/CFT_3 correspondence. I will present in detail an N=6 Chern-Simons-matter theory with gauge group U(N) x U(N) that is dual to N M2 branes in the orbifold C^4/Z_k. This theory can be derived from a construction involving D3 branes intersecting (p,q) fivebranes. I will also discuss various quantum mechanical aspects of this theory, including an enhancement of its supersymmetry algebra at Chern-Simons levels 1 and 2, and some novel phenomenon that arise in the U(N) x U(M) theory dual to configurations with N-M fractional branes. A generalization to N=3 CSM theories dual to AdS_4 x M_7, where M_7 is a 3-Sasakian 7-manifold, will be explained. The seminar will be based primarily on Aharony, Bergman, DJ, Maldacena; Aharony, Bergman, DJ; DJ, Tomasiello.

We prove existence of equilibrium in a continuous-time securities market in which the securities are potentially dynamically complete: the number of securities is at least one more than the number of independent sources of uncertainty. We prove that dynamic completeness of the candidate equilibrium price process follows from mild exogenous assumptions on the economic primitives of the model. Our result is universal, rather than generic: dynamic completeness of the candidate equilibrium price process and existence of equilibrium follow from the way information is revealed in a Brownian filtration, and from a mild exogenous nondegeneracy condition on the terminal security dividends. The nondegeneracy condition, which requires that finding one point at which a determinant of a Jacobian matrix of dividends is nonzero, is very easy to check. We find that the equilibrium prices, consumptions, and trading strategies are well-behaved functions of the stochastic process describing the evolution of information.

We prove that equilibria of discrete approximations converge to equilibria of the continuous-time economy

We show how the circle method with a suitably chosen Gaussian weight can be used to count unweighted zeros of polynomials. Tschinkel's problem asks for the density of solutions to Diophantine equations with S-unit and integral variables.

We consider the symmetric group S_n of degree n and an algebraically

closed field F of prime characteristic p.

As is well-known, many representation theoretical objects of S_n

possess concrete combinatorial descriptions such as the simple

FS_n-modules through their parametrization by the p-regular partitions of n,

or the blocks of FS_n through their characterization in terms of p-cores

and p-weights. In contrast, though closely related to blocks and their

defect groups, the vertices of the simple FS_n-modules are rather poorly

understood. Currently one is far from knowing what these vertices look

like in general and whether they could be characterized combinatorially

as well.

In this talk I will refer to some theoretical and computational

approaches towards the determination of vertices of simple FS_n-modules.

Moreover, I will present some results concerning the vertices of

certain classes of simple FS_n-modules such as the ones labelled by

hook partitions or two part partitions, and will state a series of

general open questions and conjectures.

The advent of multicore processors and other technologies like Graphical Processing Units (GPU) will considerably influence future research in High Performance Computing.

To take advantage of these architectures in dense linear algebra operations, new algorithms are

proposed that use finer granularity and minimize synchronization points.

After presenting some of these algorithms, we address the issue of pivoting and investigate randomization techniques to avoid pivoting in some cases.

In the particular case of GPUs, we show how linear algebra operations can be enhanced using

hybrid CPU-GPU calculations and mixed precision algorithms.

In order to understand the nonlinear stability of many types of time-periodic travelling waves on unbounded domains, one must overcome two main difficulties: the presence of embedded neutral eigenvalues and the time-dependence of the associated linear operator. This problem is studied in the context of time-periodic Lax shocks in systems of viscous conservation laws. Using spatial dynamics and a decomposition into separate Floquet eigenmodes, it is shown that the linear evolution for the time-dependent operator can be represented using a contour integral similar to that of the standard time-independent case. By decomposing the resulting Green's distribution, the leading order behavior associated with the embedded eigenvalues is extracted. Sharp pointwise bounds are then obtained, which are used to prove that the time-periodic Lax shocks are linearly and nonlinearly stable under the necessary conditions of spectral stability and minimal multiplicity of the translational eigenvalues. The latter conditions hold, for example, for small-oscillation time-periodic waves that emerge through a supercritical Hopf bifurcation from a family of time-independent Lax shocks of possibly large amplitude.

I show that the expansion of the real field by a total Pfaffian chain is model complete in a language with symbols for the functions in the chain, the exponential and all real constants. In particular, the expansion of the reals by all total Pfaffian functions is model complete.

The homological Hall lemma is a topological tool that has recently been used to derive Hall type theorems for systems of disjoint representatives in hypergraphs.

After outlining the general method, we.ll describe one such theorem in some detail. The main ingredients in the proof are:

1) A relation between the spectral gap of a graph and the topological connectivity of its flag complex.

2) A new graph domination parameter defined via certain vector representations of the graph.

Joint work with R. Aharoni and E. Berger