Past

In 1995 N. Hitchin constructed explicit algebraic solutions to the Painlevé VI (1/8,-1/8,1/8,3/8) equation starting with any Poncelet trajectory, that is a closed billiard trajectory inscribed in a conic and circumscribed about another conic. In this talk I will show that Hitchin's construction is the Okamoto transformation between Picard's solution and the general solution of the Painlevé VI (1/8,-1/8,1/8,3/8) equation. Moreover, this Okamoto transformation can be written in terms of an Abelian differential of the third kind on the associated elliptic curve, which allows to write down solutions to the corresponding Schlesinger system in terms of this differential as well. This is a joint work with V. Dragovic.

We consider the random conductance model: random walk among iid, uniformly elliptic conductnace on the d-dimensional lattice. We state,and explain, the Einstein relation for this model:It says that the derivative of the velocity of a biased walk as a function of the bias equals the diffusivity in equilibrium. For fixed bias, we show that there is an invariant measure for the environment seen from the particle.These invariant measures are often called steady states.

The Einstein relation follows, at least for dimensions three and larger, from an expansion of the steady states as a function of the bias.

The talk is gase on joint work with Jan Nagel and Xiaoqin Guo

Generalised Geometry is a very powerful tool to study gravity duals of strongly coupled gauge theories. In this talk I will discuss how Exceptional Geometry can be used to study marginal deformations of N=1 SCFT's in 4 and 3 dimensions.

Cluster algebras: from finite to infinite -- Sira Gratz

Abstract: Cluster algebras were introduced by Fomin and Zelevinsky at the beginning of this millennium.  Despite their relatively young age, strong connections to various fields of mathematics - pure and applied - have been established; they show up in topics as diverse as the representation theory of algebras, Teichmüller theory, Poisson geometry, string theory, and partial differential equations describing shallow water waves.  In this talk, following a short introduction to cluster algebras, we will explore their generalisation to infinite rank.

Modelling the effects of data streams using rough paths theory -- Hao Ni

Abstract: In this talk, we bring the theory of rough paths to the study of non-parametric statistics on streamed data and particularly to the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a path or a stream.  We explain how a certain graded feature set of a stream, known in the rough path literature as the signature of the path, has a universality that allows one to characterise the functional relationship summarising the conditional distribution of the dependent response. At the same time this feature set allows explicit computational approaches through linear regression.  We give several examples to show how this low dimensional statistic can be effective to predict the effects of a data stream.

Much of our understanding of the tropospheric dynamics relies on the concept of discrete internal modes. However, discrete modes are the signature of a finite system, while the atmosphere should be modeled as infinite and "is characterized by a single isolated eigenmode and a continuous spectrum" (Lindzen, JAS 2003). Is it then unphysical to use discrete modes? To resolve this issue we obtain an approximate radiation condition at the tropopause --- this yields an EBC. We then use this EBC to compute a new set of vertical modes: the leaky rigid lid modes. These modes decay, with decay time-scales for the first few modes ranging from an hour to a week. This suggests that the rate of energy loss through upwards propagating waves may be an important factor in setting the time scale for some atmospheric phenomena. The modes are not orthogonal, but they are complete, with a simple way to project initial conditions onto them.

The EBC formulation requires an extension of the dispersive wave theory. There it is shown that sinusoidal waves carry energy with the group speed c_g = d omega / dk, where both the frequency omega and wavenumber k are real. However, when there are losses, complex k's and omega's arise, and a more general theory is required. I will briefly comment on this theory, and on how the Laplace Transform can be used to implement generic EBC.

Wei Title: Adaptive timestep Methods for non-globally Lipschitz SDEs

Wei Abstract: Explicit Euler and Milstein methods are two common ways to simulate the numerical solutions of
SDEs for its computability and implementability, but they require global Lipschitz continuity on both
drift and diffusion coefficients. By assuming the boundedness of the p-th moments of exact solution
and numerical solution, strong convergence of the Euler-type schemes for locally Lipschitz drift has been
proved in [HMS02], including the implicit Euler method and the semi-implicit Euler method. However,
except for some special cases, implicit-type Euler method requires additional computational cost, which
is very inefficient in practice. Explicit Euler method then is shown to be divergent in [HJK11] for non-
Lipschitz drift. Explicit tamed Euler method proposed in [HJK + 12], shows the strong convergence for the
one-sided Lipschitz condition with at most polynomial growth and it is also extended to tamed Milstein
method in [WG13]. In this paper, we propose a new adaptive timestep Euler method, which shows the
strong convergence under locally Lipschitz drift and gains the standard convergence order under one-sided
Lipschitz condition with at most polynomial growth. Numerical experiments also demonstrate a better
performance of our scheme, especially for large initial value and high dimensions, by comparing the mean
square error with respect to the runtime. In addition, we extend this adaptive scheme to Milstein method
and get a higher order strong convergence with commutative noise.

Alexander Title: Functionally-generated portfolios and optimal transport

Alexander Abstract: I will showcase some ongoing research, in which I try to make links between the class of functionally-generated portfolios from Stochastic Portfolio Theory, and certain optimal transport problems.

This is the 4th talk of the study group on Beilinson's approach to p-adic Hodge theory, following the notes of Szamuley and Zabradi.

I shall finish the computation of the module of differentials of the ring of integers of the algebraic closure of Q_p and describe a universal thickening of C_p.

I shall also quickly introduce the derived de Rham algebra. Kevin McGerty will give a talk on the derived de Rham algebra in W5 or W6.

Hall algebras are a deformation of the K-group (Grothendieck group) of an abelian category, which encode some information about non-trivial extensions in the category.
A main feature of Hall algebras is that in addition to the product (which deforms the product in the K-group) there is a natural coproduct, which in certain cases makes the Hall algebra a (braided) bi-algebra. This is the content of Green's theorem and supplies the main ingredient in a construction of quantum groups.

An abelian l-group G is essentially a partially ordered subgroup of functions from a set to a totally ordered abelian group such

that G is closed under taking finite infima and suprema. For example, G could be the continuous semi-linear functions defined on the open
unit square, or, G could be the continuous semi-algebraic functions defined in the plane with values in (0,\infty), where the group
operation is multiplication. I will show how G, under natural geometric assumptions, can be interpreted (in a weak sense) in its lattice of
zero sets. This will then be applied to the model theory of natural divisible abelian l-groups. For example we will see that the
aforementioned examples are elementary equivalent. (Parts of the results have been announced in a preliminary report from 1987 by F. Shen
and V. Weispfenning.)

For $k \geq 3$ we give new values of $\rho_k$ such that
$$ \| \alpha p^k + \beta \| < p^{-\rho_k} $$
has infinitely many solutions in primes whenever $\alpha$ is irrational and $\beta$ is real. The mean
value results of Bourgain, Demeter, and Guth are useful for $k \geq 6$; for all $k$, the results also
depend on bounding the number of solutions of a congruence of the form

$$ \left\| \frac{sy^k}{q} \right\| < \frac{1}{Z} \ \ (1 \leq y \leq Y < q) $$

where $q$ is a given large natural number.

The limit order book is the at the core of every modern, electronic financial market. In this talk, I will present some results pertaining to their statistical properties, mathematical modelling and numerical simulation. Questions such as ergodicity, dependencies, relation betwen time scales... will be addressed and sometimes answered to. Some on-going research projects, with applications to optimal trading and market making, will be evoked.

Permanent deformations of crystalline materials are known to be carried out by a large
number of atomistic line defects, i.e. dislocations. For specimens on micron scales or above, it
is more computationally tractable to investigate macroscopic material properties based on the
evolution of underlying dislocation densities. However, classical models of dislocation
continua struggle to resolve short-range elastic interactions of dislocations, which are believed
responsible for the formation of various heterogeneous dislocation substructures in crystals. In
this talk, we start with discussion on formulating the collective behaviour of a row of
dislocation dipoles, which would be considered equivalent to a dislocation-free state in
classical continuum models. It is shown that the underlying discrete dislocation dynamics can
be asymptotically captured by a set of evolution equations for dislocation densities along with
a set of equilibrium equations for variables characterising the self-sustained dislocation
substructures residing on a shorter length scale, and the strength of the dislocation
substructures is associated with the solvability conditions of their governing equilibrium
equations. Under the same strategy, a (continuum) flow stress formula for multi-slip systems
is also derived, and the formula resolves more details from the underlying dynamics than the
ubiquitously adopted Taylor-type formulae.

The requirement to compute Jordan blocks for multiple eigenvalues arises in a number of physical problems, for example panel flutter problems in aerodynamical stability, the stability of electrical power systems, and in quantum mechanics. We introduce a general method for computing a 2-dimensional Jordan block in a parameter-dependent matrix eigenvalue problem based on the so called Implicit Determinant Method. This is joint work with Alastair Spence (Bath).

I will discuss the circumstances in which residual finiteness properties of an amalgamated free product $A\ast_c B$ may be deduced from the properties of $A$ and $B$, with particular regard to the pro-p residual properties.

ABSTRACT: A space of countable extent, also called an omega_1-compact space, is one in which every closed discrete subspace is countable.  The axiom used in the following theorem is consistent if it is consistent that there is a supercompact cardinal.

Theorem 1  The LCT axiom implies that every hereditarily normal, omega_1-compact space
is sigma-countably compact,  i.e., the union of countably many countably compact subspaces.

Even for the specialized subclass of monotonically normal spaces, this is only a consistency result:

Theorem 2   If club, then there exists a locally compact, omega_1-compact monotonically
normal space that is not sigma-countably compact.

These two results together are unusual in that most independence results on
monotonically normal spaces depend on whether Souslin's Hypothesis (SH) is true,
and do not involve large cardinal axioms. Here, it is not known whether either
SH or its negation affect either direction in this independence result.

The following unsolved problem is also discussed:

Problem  Is there a ZFC example of a locally compact, omega_1-compact space
of cardinality aleph_1 that is not sigma-countably compact?

The cube attack of Dinur and Shamir and the AIDA attack of Vielhaber have been used successfully on 

reduced round versions of the Trivium stream cipher and a few other ciphers. 

These attacks can be viewed in the framework of higher order differentiation, as introduced by Lai in 

the cryptographic context. We generalise these attacks from the binary case to general finite fields, 

showing that we would need to differentiate several times with respect to each variable in order to have

a reasonable chance of a successful attack.

We also investigate the notion of “fast points” for a binary polynomial function f  

(i.e. vectors such that the derivative of f with respect to this vector has a lower 

than expected degree). These were  introduced by Duan and Lai, motivated by the fact that higher order 

differential attacks are usually more efficient if they use such points. The number of functions which 

admit fast points were computed by Duan et al in a few particular cases; we give explicit formulae for 

all remaining cases and discuss the cryptographic significance of these results.

Diffusion processes are commonly used in image processing. In particular, complex diffusion models have been successfully applied in medical imaging denoising. The interpretation of a complex diffusion equation as a cross-diffusion system motivates the introduction of more general models of this type and their study in the context of image processing. In this talk we will discuss the use of nonlinear cross-diffusion systems to perform image restoration. We will analyse the well-posedness, scale-space properties and
long time behaviour of the models along with their performance to treat image filtering problems. Examples of application will be highlighted.

For a fixed degree sequence D=(d_1,...,d_n), let G(D) be a uniformly chosen (simple) graph on {1,...,n} where the vertex i has degree d_i. The study of G(D) is of special interest in order to model real-world networks that can be described by their degree sequence, such as scale-free networks. While many aspects of G(D) have been extensively studied, most of the obtained results only hold provided that the degree sequence D satisfies some technical conditions. In this talk we will introduce a new approach (based on the switching method) that allows us to study the random graph G(D) imposing no conditions on D. Most notably, this approach provides a new criterion on the existence of a giant component in G(D). Moreover, this method is also useful to determine whether there exists a percolation threshold in G(D). The first part of this talk is joint work with F. Joos, D. Rautenbach and B. Reed, and the second part, with N. Fountoulakis and F. Joos.