Past

The Green-Griffiths conjecture from 1979 says that every projective algebraic variety $X$ of general type contains a certain proper algebraic subvariety $Y$ such that all nonconstant entire holomorphic curves in $X$ must lie inside $Y$. In this talk we explain that for projective hypersurfaces of degree $d>dim(X)^6$ this is the consequence of a positivity conjecture in global singularity theory.

A graph is $\chi$-bounded with a function $f$ is for all induced subgraph H of G, we have $\chi(H) \le f(\omega(H))$.  Here, $\chi(H)$ denotes the chromatic number of $H$, and $\omega(H)$ the size of a largest clique in $H$. We will survey several results saying that excluding various kinds of induced subgraphs implies $\chi$-boundedness. More precisely, let $L$ be a set of graphs. If a $C$ is the class of all graphs that do not any induced subgraph isomorphic to a member of $L$, is it true that there is a function $f$ that $\chi$-bounds all graphs from $C$? For some lists $L$, the answer is yes, for others, it is no.  

A decomposition theorems is a theorem saying that all graphs from a given class are either "basic" (very simple), or can be partitioned into parts with interesting relationship. We will discuss whether proving decomposition theorems is an efficient method to prove $\chi$-boundedness. 

The main aim is to incorporate the nonlinear term into non-Markovian Master equations for a continuous time random walk (CTRW) with non-exponential waiting time distributions. We derive new nonlinear evolution equations for the mesoscopic density of reacting particles corresponding to CTRW with arbitrary jump and waiting time distributions. We apply these equations to the problem of front propagation in the reaction-transport systems of KPP-type.

We find an explicit expression for the speed of a propagating front in the case of subdiffusive transport.

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We shall report on the use of algebraic geometry for the calculation of Feynman amplitudes (work of Bloch, Brown, Esnault and Kreimer). Or how to combine Grothendieck's motives with high energy physics in an unexpected way, radically distinct from string theory.

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Heike Gramberg - Flagellar beating in trypanosomes

Robert Whittaker - High-Frequency Self-Excited Oscillations in 3D Collapsible Tube Flows

Micron-sized bacteria or algae operate at very small Reynolds numbers.

In this regime, inertial effects are negligible and, hence, efficient

swimming strategies have to be different from those employed by fish

or bigger animals. Mathematically, this means that, in order to

achieve locomotion, the swimming stroke of a microorganism must break

the time-reversal symmetry of the Stokes equations. Large ensembles of

bacteria or algae can exhibit rich collective dynamics (e.g., complex

turbulent patterns, such as vortices or spirals), resulting from a

combination of physical and chemical interactions. The spatial extent

of these structures typically exceeds the size of a single organism by

several orders of magnitude. One of our current projects in the Soft

and Biological Matter Group aims at understanding how the collective

macroscopic behavior of swimming microorganisms is related to their

microscopic properties. I am going to outline theoretical and

computational approaches, and would like to discuss technical

challenges that arise when one tries to derive continuum equations for

these systems from microscopic or mesoscopic models.

There is a widespread use of mathematical tools in finance and its

importance has grown over the last two decades. In this talk we

concentrate on optimization problems in finance, in particular on

numerical aspects. In this talk, we put emphasis on the mathematical problems and aspects, whereas all the applications are connected to the pricing of derivatives and are the

outcome of a cooperation with an international finance institution.

As one example, we take an in-depth look at the problem of hedging

barrier options. We review approaches from the literature and illustrate

advantages and shortcomings. Then we rephrase the problem as an

optimization problem and point out that it leads to a semi-infinite

programming problem. We give numerical results and put them in relation

to known results from other approaches. As an extension, we consider the

robustness of this approach, since it is known that the optimality is

lost, if the market data change too much. To avoid this effect, one can

formulate a robust version of the hedging problem, again by the use of

semi-infinite programming. The numerical results presented illustrate

the robustness of this approach and its advantages.

As a further aspect, we address the calibration of models being used in

finance through optimization. This may lead to PDE-constrained

optimization problems and their solution through SQP-type or

interior-point methods. An important issue in this context are

preconditioning techniques, like preconditioning of KKT systems, a very

active research area. Another aspect is the preconditioning aspect

through the use of implicit volatilities. We also take a look at the

numerical effects of non-smooth data for certain models in derivative

pricing. Finally, we discuss how to speed up the optimization for

calibration problems by using reduced order models.

In 2008, Juhasz published the following result, which was proved using sutured Floer homology.

Let $K$ be a prime, alternating knot. Let $a$ be the leading coefficient of the Alexander polynomial of $K$. If $|a|

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