Past

Cover’s celebrated theorem states that the long run yield of a properly chosen “universal” portfolio is as good as the long run yield of the best retrospectively chosen constant rebalanced portfolio. We formulate an abstract principle behind such a universality phenomenon valid for general optimization problems in the long run. This allows to obtain new results on modelfree portfolio optimization, in particular in continuous time, involving larger classes of investment strategies. These modelfree results are complemented by a comparison with the log-optimal numeraire portfolio when fixing a stochastic model for the asset prices. The talk is based on joint work with Walter Schachermayer and Leonard Wong.

In Soft Matter, octupolar order is not just an exotic mathematical curio. Liquid crystals have already provided a noticeable case of soft ordered materials for which a (second-rank) quadrupolar order tensor may not suffice to capture the complexity of the condensed phases they can exhibit. This lecture will discuss the properties of a third-rank order tensor capable of describing these more complex phases. In particular, it will be shown that octupolar order tensors come in two separate, equally abundant variants. This fact, which will be given a simple geometric interpretation, anticipates the possible existence of two distinct octupolar sub-phases. 

With the purpose of examining some relevant geometric properties of the moduli space of sheaves over an algebraic surface, Le Potier conjectured some unexpected duality between the complete linear series of certain natural divisors, called Theta divisors, on the moduli space. Such conjecture is widely known as Strange Duality conjecture. After having motivated the problem by looking at certain instances of quantization in physics, we will work in the setting of surfaces. We will then sketch the proof in the case of abelian surfaces, giving an idea of the techniques that are used. In particular, we will show how the theory of discrete Heisenberg groups and fiber wise Fourier-Mukai transforms, which might be applied to other cases of interest, enter the picture. This is joint work with Alina Marian, Dragos Opera and Kota Yoshioka.

During the last decade, the progress in the computational performance of commercial mixed-integer programming solvers have been significant. Part of this success is due to faster computers and better software engineering but a more significant part of it is due to the power of the cutting planes used in these solvers.
In the first part of this talk, we will discuss main components of a MIP solver and describe some classical families of valid inequalities (Gomory mixed integer cuts, mixed integer rounding cuts, split cuts, etc.) that are routinely used in these solvers. In the second part, we will discuss recent progress in cutting plane theory that has not yet made its way to commercial solvers. In particular, we will discuss cuts from lattice-free convex sets and answer a long standing question in the affirmative by deriving a finite cutting plane algorithm for mixed-integer programming.

Consider a family of uniformly bounded $W^{2,p}$ isometric immersions of an $n$-dimensional (semi-) Riemannian manifold into (resp., semi-) Euclidean spaces. Are the weak limits still isometric immersions?

We answer the question in the affirmative for $p>n$ in the Riemannian case, by exploiting the div-curl structure of the Gauss-Codazzi-Ricci equations, which describe the curvature flatness of the isometric immersions. Along the way a generalised div-curl lemma in Banach spaces is established. Moreover, the endpoint case $p=n=2$ is settled. 

In the semi-Riemannian case we reduce the problem to the weak continuity of H. Cartan's structural equations in $W^{1,p}_{\rm loc}$, which is proved by a generalised compensated compactness theorem relating the weak continuity of quadratic forms to the principal symbols of differential constraints. Again for $p>n$ we obtain the weak rigidity. The case of degenerate hypersurfaces are also discussed, as well as connections to PDEs in fluid dynamics.

Manifolds with corners are similar to manifolds, yet are locally modelled on subsets $[0,\infty)^k \times R^{n-k}$. I will discuss some of the theory of these objects, as well as introducing $C^\infty$-rings. This will explain the background to my current research in $C^\infty$-Algebraic Geometry. Time permitting, I will briefly discuss my current research on $C^\infty$-schemes with corners and motivation of this research.

The amount of digital data that requires long-term protection 
of integrity, authenticity, and confidentiality protection is steadily 
increasing. Examples are health records and genomic data which may have 
to be kept and protected for 100 years and more. However, current 
security technology does not provide such protection which I consider a 
major challenge. In this talk I report about a storage system that 
achieves the above protection goals in the long-term. It is based on 
information theoretic secure cryptography (both classical and quantum) 
as well as on chains of committments. I discuss its security and present 
a proof-of-concept implementation including an experimental analysis.

A variety of groups is an equationally defined class of groups, namely the class of groups in which each of a set of "laws" (or "identical relations") holds. Examples include the abelian groups (defined by the law $xy = yx$), the groups of exponent dividing $d$ (defined by the law $x^d$), the nilpotent groups of class at most some fixed integer, and the solvable groups of derived length at most some fixed integer. This talk will give an introduction to varieties of groups, and then conclude with recent work on determining for certain varieties whether, for fixed coprime $m$ and $n$, a group $G$ is in the variety if and only if the power subgroups $G^m$ and $G^n$ (generated by the $m$-th and $n$-th powers) are in the variety.

Let $X$ be a compact Hausdorff space and $C(X)$ be the space of continuous real-valued functions on $X$ endowed with the topology of uniform convergence. Assume we are given a finite number of closed subalgebras $A_1, \dots A_k$ of $C(X)$. Our talk is devoted to the following problem. What conditions imposed on $A_1, \dots, A_k$ are necessary and/or sufficient for the representation $C(X) = A_1 +\dots + A_k$? For the case $k = 1$, the history of this problem goes back to 1937 and 1948 papers by M. Stone. A version of the corresponding famous result, known as the Stone-Weierstrass theorem, states that a closed subalgebra $A \subset C(X)$, which contains a nonzero constant function, coincides with the whole space $C(X)$ if and only if $A$ separates points of $X$.

Every finite regular CW complex is, ipso facto, a cohomologically stratified space when filtered by skeleta. We outline a method to recover the canonical (i.e., coarsest possible) stratification of such a complex that is compatible with its underlying cell structure. Our construction proceeds by first localizing and then resolving a complex of cosheaves which capture local cohomology at every cell. The result is a sequence of categories whose limit recovers the desired strata via its (isomorphism classes of) objects. As a bonus, we observe that the entire process is algorithmic and amenable to efficient computations!

Given two $k$-graphs $H$ and $F$, a perfect $F$-packing in $H$ is a collection of vertex-disjoint copies of $F$ in $H$ which together cover all the vertices in $H$. In the case when $F$ is a single edge, a perfect $F$-packing is simply a perfect matching. For a given fixed $F$, it is generally the case that the decision problem whether an $n$-vertex $k$-graph $H$ contains a perfect $F$-packing is NP-complete.

In this talk we describe a general tool which can be used to determine classes of (hyper)graphs for which the corresponding decision problem for perfect $F$-packings is polynomial time solvable. We then give applications of this tool. For example, we give a minimum $\ell$-degree condition for which it is polynomial time solvable to determine whether a $k$-graph satisfying this condition has a perfect matching (partially resolving a conjecture of Keevash, Knox and Mycroft). We also answer a question of Yuster concerning perfect $F$-packings in graphs.

This is joint work with Jie Han (Sao Paulo).
 

The Morita Frobenius number of an algebra is the number of Morita equivalence classes of its Frobenius twists. Morita Frobenius numbers were introduced by Kessar in 2004 in the context of Donovan’s Conjecture in block theory. I will present the latest results of a project in which we aim to calculate the Morita Frobenius numbers of the blocks of quasi-simple finite groups. I will also discuss the importance of a recent result of Bonnafe-Dat-Rouquier for our methods, and explain the relationship between Morita Frobenius numbers and Donovan’s Conjecture. 

In various research fields such as machine learning, compressed sensing and operations research, optimization problems which seek sparsity of solutions by the cardinality constraint or rank constraint are studied. We formulate such problems as DC (Difference of two Convex functions) optimization problems and apply DC Algorithm (DCA) to them. While a subproblem needs to be solved in each DCA iteration, its closed-form solution can be easily obtained by soft-thresholding operation. Numerical experiments demonstrate the efficiency of the proposed DCA in comparison with existing methods.
This is a joint work with J. Gotoh (Chuo Univ.) and K. Tono (U. Tokyo). 

Quantization is the study of the interface between commutative and
noncommutative geometry. There are myriad approaches to it, mostly presented
as ad hoc recipes. I shall discuss the motivating ideas, and the relations
between some of the methods, especially the relation between 'deformation'
and 'geometric' quantization.

What makes an intersection likely or unlikely? A simple dimension count shows that two varieties of dimension r and s are non "likely" to intersect if r < codim s, unless there are some special geometrical relations among them. A series of conjectures due to Bombieri-Masser-Zannier, Zilber and Pink rely on this philosophy. I will speak about a joint work with F. Barroero (Basel) in this framework in the special case of a curve in a family of elliptic curves. The proof is based on Pila-Zannier method, combining diophantine ingredients with a refinement of a theorem of Pila and Wilkie about counting rational points in sets definable in o-minimal structures.
   Everyone welcome!
 

A familiar technique in PDE theory is to use mollification to adjust a function controlled in some weak norm into a smooth function with corresponding control on its $C^k$ norm. It would be extremely useful to be able to do the same sort of regularisation for Riemannian metrics, and one might hope to use Ricci flow to do this. However, attempting to do so throws up some fundamental problems concerning the well-posedness of Ricci flow. I will explain some recent developments that allow us to use Ricci flow in this way in certain important cases. In particular, the Ricci flow will now allow us to adjust a `noncollapsed’ 3-manifold with a lower bound on its Ricci curvature through a family of such manifolds, without disturbing the Riemannian distance function too much, and so that we instantly obtain uniform bounds on the full curvature tensor and all its derivatives. These ideas lead to the resolution of some long-standing open problems in geometry.

No previous knowledge of Ricci flow will be assumed, and differential geometry prerequisites will be kept to a minimum.

Joint work with Miles Simon.
 

If we fix a rectangle in the affine real space and if we choose at random a real polynomial with given degree d, the probability P(d) that a component of its vanishing locus crosses the rectangle in its length is clearly positive. But is P(d) uniformly bounded from below when d increases? I will explain a positive answer to a very close question involving real analytic functions. This is a joint work with Vincent Beffara.

 

Any closed 3-manifold can be obtained by glueing two handle bodies along their boundary. For a fixed such glueing, any other differs by changing the glueing map by an element in the mapping class group. Beginning with an idea of Dunfield and Thurston, we can use a random walk on the mapping class group to construct random 3-manifolds. I will report on recent work on the structure of such manifolds, in particular in view of tower of coverings and their topological growth: Torsion homology growth, the minimal degree of a cover with positive Betti number, expander families. I will in particularly explain the connection to some open questions about the mapping class group.

The Ising model is one of the most classical statistical mechanics model, which has seen spectacular mathematical and physical developments for almost a century. The description of its scaling limit at the phase transition is at the center of a fascinating (conjectured) connection between statistical mechanics and field theories. I will discuss how recent mathematical progress allows one to make the connection between the two-dimensional Ising model and Conformal Field Theory rigorous. If time allows, I will discuss the insight this gives one into related models and field theories.

Based off joint works with S. Benoist, D. Chelkak, H. Duminil-Copin, R. Gheissari, K. Izyurov, F. Johansson-Viklund, K. Kytölä, S. Park and S. Smirnov

Instanton bundles were introduced by Atiyah, Drinfeld, Hitchin and Manin in the late 1970s as the holomorphic counterparts, via twistor
theory, to anti-self-dual connections (a.k.a. instantons) on the sphere S^4. We will revise some recent results regarding some of the basic
geometrical features of their moduli spaces, and on its possible degenerations. We will describe the singular loci of instanton sheaves,
and how these lead to new irreducible components of the moduli space of stable sheaves on the projective space.

Localization and holography are powerful approaches to the computation of supersymmetric observables. The computations may, however, include divergences. Therefore, one needs renormalization schemes preserving supersymmetry. I will consider minimal gauged supergravity in five dimensions to demonstrate that the standard holographic renormalization scheme breaks supersymmetry, and propose a set of non-standard boundary counterterms that restore supersymmetry. I will then show that for a certain class of solutions the improved on-shell action correctly reproduces an intrinsic observable of four-dimensional SCFTs, the supersymmetric Casimir energy.