Past

The chromatic number of the Erdős–Rényi random graph G(n,p) has been an intensely studied subject since at least the 1970s. A celebrated breakthrough by Bollobás in 1987 first established the asymptotic value of the chromatic number of G(n,1/2), and a considerable amount of effort has since been spent on refining Bollobás' approach, resulting in increasingly accurate bounds. Despite this, up until now there has been a gap of size O(1) in the denominator between the best known upper and lower bounds for the chromatic number of dense random graphs G(n,p) where p is constant. In contrast, much more is known in the sparse case.

In this talk, new upper and lower bounds for the chromatic number of G(n,p) where p is constant will be presented which match each other up to a term of size o(1) in the denominator. In particular, they narrow down the optimal colouring rate, defined as the average colour class size in a colouring with the minimum number of colours, to an interval of length o(1). These bounds were obtained through a careful application of the second moment method rather than a variant of Bollobás' method. Somewhat surprisingly, the behaviour of the chromatic number changes around p=1-1/e^2, with a different limiting effect being dominant below and above this value.

I will describe 5 definitions of Euler characteristic for a space with perfect obstruction theory (i.e. a well-behaved moduli space), and their inter-relations. This is joint work with Yunfeng Jiang. Then I will describe work of Yuuji Tanaka on how to this can be used to give two possible definitions of Vafa-Witten invariants of projective surfaces in the stable=semistable case.

Adaptive cubic regularization methods have recently emerged as a credible alternative to line search and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general class of adaptive regularization methods, that use first- or higher-order local Taylor models of the objective regularized by a(ny) power of the step size. We investigate the worst-case complexity/global rate of convergence of these algorithms, in the presence of varying (unknown) smoothness of the objective. We find that some methods automatically adapt their complexity to the degree of smoothness of the objective; while others take advantage of the power of the regularization step to satisfy increasingly better bounds with the order of the models. This work is joint with Nick Gould (RAL) and Philippe Toint (Namur).

tba

Modular invariance is ubiquitous in string theory.   This is the symmetry of genus-one amplitudes, as well as the non-perturbative duality symmetry of type IIb superstring in ten dimensions.  The alpha’ expansion of string theory amplitudes leads to interesting new modular forms. In this talk we will describe the properties of the new modular forms. We will explain that the modular forms entering the alpha’ expansion of genus one type-II superstring amplitude are naturally expressed as particular values of single valued elliptic multiple polylogarithm.  They are natural modular generalization of the single valued elliptic multiple-zeta introduced by Francis Brown. 

Last year, G. Kings and D. Rossler related the degree zero part of the polylogarithm
on abelian schemes pol^0 with another object previously defined by V. Maillot and D.
Rossler. More precisely, they proved that the canonical class of currents constructed
by Maillot and Rossler provides us with the realization of pol^0 in analytic Deligne
cohomology.
I will show that, adding some properness conditions, it is possible to give a
refinement of Kings and Rossler’s result involving Deligne-Beilinson cohomology
instead of analytic Deligne cohomology.

I will consider higher derivative corrections to the graviton 3-point coupling within a weakly coupled theory of gravity. Lorentz invariance allows further structures beyond that of Einstein’s theory. I will argue that these structures are constrained by causality, and show that the problem cannot be fixed by adding conventional particles with spins J ≤ 2, but adding an infinite tower of massive particles with higher spins. Implications of this result in the context of AdS/CFT, quantum gravity in asymptotically flat space-times, and non-Gaussianity features of primordial gravitational waves are discussed.

If the abundances of the constituent molecules of a biochemical reaction system  are sufficiently high then their concentrations are typically modelled by a coupled set of ordinary differential equations (ODEs).  If, however, the abundances are low then the standard deterministic models do not provide a good representation of the behaviour of the system and stochastic models are used.  In this talk, I will first introduce both the stochastic and deterministic models.  I will then provide theorems that allow us to determine the qualitative behaviour of the underlying mathematical models from easily checked properties of the associated reaction network.  I will present results pertaining to so-called ``complex-balanced'' models and those satisfying ``absolute concentration robustness'' (ACR).  In particular, I will show how  ACR models, which are stable when modelled deterministically, necessarily undergo an extinction event in the stochastic setting.  I will then characterise the behaviour of these models prior to extinction.

We examine the Foreign Exchange (FX) spot price spreads with and without Last Look on the transaction. We assume that brokers are risk-neutral and they quote spreads so that losses to latency arbitrageurs (LAs) are recovered from other traders in the FX market. These losses are reduced if the broker can reject, ex-post, loss-making trades by enforcing the Last Look option which is a feature of some trading venues in FX markets. For a given rejection threshold the risk-neutral broker quotes a spread to the market so that her expected profits are zero. When there is only one venue, we find that the Last Look option reduces quoted spreads. If there are two venues we show that the market reaches an equilibrium where traders have no incentive to migrate. The equilibrium can be reached with both venues coexisting, or with only one venue surviving. Moreover, when one venue enforces Last Look and the other one does not, counterintuitively, it may be the case that the Last Look venue quotes larger spreads.


a working version of the paper may be found here

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2630662

Higgs bundles have a rich structure and play a role in many different areas including gauge theory, hyperkähler geometry, surface group representations, integrable systems, nonabelian Hodge theory, mirror symmetry and Langlands duality. In this introductory talk I will explain some basic notions of G-Higgs – including the Hitchin fibration and spectral data - and illustrate how this relates to mirror symmetry.

We shall describe a new proof of the Mordell-Lang conjecture in positive characteristic, in the situation where the variety under scrutiny is a smooth subvariety of an abelian variety. Our proof is based on the theory of semistable sheaves in positive characteristic, in particular on Langer's theorem that the Harder-Narasimhan filtration of sheaves becomes strongly semistable after a finite number of iterations of Frobenius pull-backs. Our proof produces a numerical upper-bound for the degree of the finite morphism from an isotrivial variety appearing in the statement of the Mordell-Lang conjecture. This upper-bound is given in terms of the Frobenius-stabilised slopes of the cotangent bundle of the variety.

We shall describe a new proof of the Mordell-Lang conjecture in positive characteristic, in the situation where the variety under scrutiny is a smooth subvariety of an abelian variety. 
Our proof is based on the theory of semistable sheaves in positive characteristic, in particular on  Langer's theorem that the Harder-Narasimhan filtration of sheaves becomes strongly semistable after a finite number of iterations of Frobenius pull-backs. Our proof produces a numerical upper-bound for the degree of the finite morphism from an isotrivial variety appearing in the statement of the Mordell-Lang conjecture. This upper-bound is given in terms of the Frobenius-stabilised slopes of the cotangent bundle of the variety.

With few exceptions, optimal stopping assumes that the underlying system is stopped immediately after the decision is made. 
In fact, most stoppings take time. This has been variously referred to as "time-to-build", "investment lag" and "gestation period", 
which is often non negligible. 
In this talk, we consider a class of optimal stopping/switching problems with delivery lags, or equivalently, delayed information, 
by using reflected BSDE method. As an example, we study American put option with delayed exercise, and show that it can be decomposed 
as a European put option and a premium, the latter of which involves a new optimal stopping problem where the investor decides when to stop
to collect the Greek theta of such a European option. We also give a complete characterization of the optimal exercise boundary by resorting to free boundary analysis.  

Joint work with Zhou Yang and Mihail Zervos. 

Barbara Mahler: 15+5 min

Thomas Woolley: 15+5 min

Julian A. Garcia Grajales: 15+5 min
 

Abstract: n-homological algebra was initiated by Iyama
via his notion of n-cluster tilting subcategories.
It was turned into an abstract theory by the definition
of n-abelian categories (Jasso) and (n+2)-angulated categories
(Geiss-Keller-Oppermann).
The talk explains some elementary aspects of these notions.
We also consider the special case of an n-representation finite algebra.
Such an algebra gives rise to an n-abelian
category which can be "derived" to an (n+2)-angulated category.
This case is particularly nice because it is
analogous to the classic relationship between
the module category and the derived category of a
hereditary algebra of finite representation type.
 

To face the advent of multicore processors and the ever increasing complexity of hardware architectures, programming
models based on DAG parallelism regained popularity in the high performance, scientific computing community. Modern runtime systems offer a programming interface that complies with this paradigm and powerful engines for scheduling the tasks into which the application is decomposed. These tools have already proved their effectiveness on a number of dense linear algebra applications. 

In this talk we present the design of task-based sparse direct solvers on top of runtime systems. In the context of the
qr_mumps solver, we prove the usability and effectiveness of our approach with the implementation of a sparse matrix multifrontal factorization based on a Sequential Task flow parallel programming model. Using this programming model, we developed features such as the integration of dense 2D Communication Avoiding algorithms in the multifrontal method allowing for better scalability compared to the original approach used in qr_mumps.

Following this approach, we move to heterogeneous architectures where task granularity and scheduling strategies are critical to achieve performance. We present, for the multifrontal method, a hierarchical strategy for data partitioning and a scheduling algorithm capable of handling the heterogeneity of resources.   Finally we introduce a memory-aware algorithm to control the memory behavior of our solver and show, in the context of multicore architectures, an important reduction of the memory footprint for the multifrontal QR factorization with a small impact on performance.