Past

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.

We will discuss various familiar properties of groups studied in geometric group theory, whether or not they are invariant under quasi-isometry, and why.

The concept of delegated quantum computing is a quantum extension of  
the classical task of computing with encrypted data without decrypting  
them first. Many quantum protocols address this challenge for a  
futuristic quantum client-server setting achieving a wide range of  
security properties. The central challenge of all these protocols to  
be applicable for classical tasks (such as secure multi party  
computation or fully homomorphic encryption) is the requirement of a  
server with a universal quantum computer. By restricting the task to  
classical computation only, we derive a protocol for unconditionally  
secure delegation of classical computation to a remote server that has  
access to basic quantum devices.

In the talk I will give an introduction to the Manin-Mumford conjecture and to the Pila-Zannier strategy for attacking it in the case of products of elliptic curves. if the permits it, I will also speak about how this same strategy has allowed to attack the analogous André-Oort conjecture for Shimura Varieties of abelian type. 

Fix some positive integer r. A famous theorem of Schur states that if you partition Z/pZ into r colour classes then, provided p > p_0(r) is sufficiently large, there is a monochromatic triple {x, y, x + y}. By essentially the same argument there is also a monochromatic triple {x', y', x'y'}. Recently, Tom Sanders and I showed that in fact there is a
monochromatic quadruple {x, y, x+y, xy}. I will discuss some aspects of the proof.

Amplitudes in quantum field theory have discontinuities when regarded as
functions of
the scattering kinematics. Such discontinuities can be determined from
Cutkosky rules.
We present a structural analysis of such rules for massive quantum field
theory which combines
algebraic geometry with the combinatorics of Karen Vogtmann's Outer Space.
This is joint work with Spencer Bloch (arXiv:1512.01705).

Many theorems and conjectures in prime number theory are equivalent to finding solutions to certain linear equations in primes -- witness Goldbach's conjecture, the twin prime conjecture, Vinogradov's theorem, finding k-term arithmetic progressions, etcetera. Classically these problems were attacked using Fourier analysis -- the 'circle' method -- which yielded some success, provided that the number of variables was sufficiently large. More recently, a long research programme of Ben Green and Terence Tao introduced two deep and wide-ranging techniques -- so-called 'higher order Fourier analysis' and the 'transference principle' -- which reduces the number of required variables dramatically. In particular, these methods give an asymptotic formula for the number of k-term arithmetic progressions of primes up to X. In this talk we will give a brief survey of these techniques, and describe new work of the speaker, partially ongoing, which applies the Green-Tao machinery to count prime solutions to certain linear inequalities in primes -- a 'higher order Davenport-Heilbronn method'. 

I will discuss a recent joint work with A. Malchiodi (Pisa) and M. Micallef (Warwick) in which we show that not every harmonic map can be approximated by a sequence of $\alpha$-harmonic maps.