Past

We discuss shock reflection problem for compressible gas dynamics, and von Neumann conjectures on transition between regular and Mach reflections. Then we will talk about some recent results on existence, regularity and geometric properties of regular reflection solutions for potential flow equation. In particular, we discuss optimal regularity of solutions near sonic curve, and stability of the normal reflection soluiton. Open problems will also

be discussed. The talk will be based on the joint work with Gui-Qiang Chen, and with Myoungjean Bae.

The mid 1980s saw a shift in the nature of the relationship between mathematics and physics. Differential equations and geometry applied in a classical setting were no longer the principal players; in the quantum world topology and algebra had come to the fore. In this talk we discuss a method of classifying 2-dim invertible Klein topological quantum field theories (KTQFTs). A key object of study will be the unoriented cobordism category $\mathscr{K}$, whose objects are closed 1-manifolds and whose morphisms are surfaces (a KTQFT is a functor $\mathscr{K}\rightarrow\operatorname{Vect}_{\mathbb{C}}$). Time permitting, the open-closed version of the category will be considered, yielding some surprising results.

Particle-based stochastic reaction-diffusion models have recently been used to study a number of problems in cell biology. These methods are of interest when both noise in the chemical reaction process and the explicit motion of molecules are important. Several different mathematical models have been used, some spatially-continuous and others lattice-based. In the former molecules usually move by Brownian Motion, and may react when approaching each other. For the latter molecules undergo continuous time random-walks, and usually react with fixed probabilities per unit time when located at the same lattice site.

As motivation, we will begin with a brief discussion of the types of biological problems we are studying and how we have used stochastic reaction-diffusion models to gain insight into these systems. We will then introduce several of the stochastic reaction-diffusion models, including the spatially continuous Smoluchowski diffusion limited reaction model and the lattice-based reaction-diffusion master equation. Our work studying the rigorous relationships between these models will be presented. Time permitting, we may also discuss some of our efforts to develop improved numerical methods for solving several of the models.

A perfect obstruction theory for a commutative ring is a morphism from a perfect complex to the cotangent complex of the ring

satisfying some further conditions. In this talk I will present work in progress on how to associate in a functorial manner commutative

differential graded algebras to such a perfect obstruction theory. The key property of the differential graded algebra is that its zeroth homology

is the ring equipped with the perfect obstruction theory. I will also indicate how the method introduced can be globalized to work on schemes

without encountering gluing issues.

We call a graph $H$ \emph{Ramsey-unsaturated} if there is an edge in the

complement of $H$ such that the Ramsey number $r(H)$ of $H$ does not

change upon adding it to $H$. This notion was introduced by Balister,

Lehel and Schelp who also showed that cycles (except for $C_4$) are

Ramsey-unsaturated, and conjectured that, moreover, one may add {\em

any} chord without changing the Ramsey number of the cycle $C_n$, unless

$n$ is even and adding the chord creates an odd cycle.

We prove this conjecture for large cycles by showing a stronger

statement: If a graph $H$ is obtained by adding a linear number of

chords to a cycle $C_n$, then $r(H)=r(C_n)$, as long as the maximum

degree of $H$ is bounded, $H$ is either bipartite (for even $n$) or

almost bipartite (for odd $n$), and $n$ is large.

This motivates us to call cycles \emph{strongly} Ramsey-unsaturated.

Our proof uses the regularity method.

Recent results (starting with Scheffer and Shnirelman and continuing with De Lellis and Szekelhyhidi ) underline the importance of considering solutions of the incompressible Euler equations as limits of solutions of more physical examples like Navier-Stokes or Boltzmann.
I intend to discuss several examples illustrating this issue.

In Riemannian geometry there are several notions of rank

defined for non-positively curved manifolds and with natural extensions

for groups acting on non-positively curved spaces.

The talk shall explain how various notions of rank behave for

mapping class groups of surfaces. This is joint work with J. Behrstock.

We will give a quick overview of the semigroup perspective on splitting schemes for S(P)DEs which present a robust, "easy to implement" numerical method for calculating the expected value of a certain payoff of a stochastic process driven by a S(P)DE. Having a high numerical order of convergence enables us to replace the Monte Carlo integration technique by alternative, faster techniques. The numerical order of splitting schemes for S(P)DEs is bounded by 2. The technique of combining several splittings using linear combinations which kills some additional terms in the error expansion and thus raises the order of the numerical method is called the extrapolation. In the presentation we will focus on a special extrapolation of the Lie-Trotter splitting: the symmetrically weighted sequential splitting, and its subsequent extrapolations. Using the semigroup technique their convergence will be investigated. At the end several applications to the S(P)DEs will be given.

Based on ideas from rough path analysis and operator splitting, the Kusuoka-Lyons-Victoir scheme provides a family of higher order methods for the weak approximation of stochastic differential equations. Out of this family, the Ninomiya-Victoir method is especially simple to implement and to adjust to various different models. We give some examples of models used in financial engineering and comment on the performance of the Ninomiya-Victoir scheme and some modifications when applied to these models.

String theory on a torus requires the introduction of dual coordinates

conjugate to string winding number. This leads to physics and novel geometry in a doubled space. This will be

compared to generalized geometry, which doubles the tangent space but not the manifold.

For a d-torus,   string theory can be formulated in terms of an infinite

tower of fields depending on both the d torus coordinates and the d dual

coordinates. This talk focuses on a finite subsector  consisting of a metric

and B-field (both d x d matrices) and a dilaton all depending on the 2d

doubled torus coordinates.

The double field theory is constructed and found to have a novel symmetry

that reduces to diffeomorphisms and anti-symmetric tensor gauge

transformations in certain circumstances. It also has manifest T-duality

symmetry which provides a generalisation of the usual Buscher rules to

backgrounds without isometries. The theory has a real dependence on the full

doubled geometry:  the dual dimensions are not auxiliary. It is concluded

that the doubled geometry is physical and dynamical.

Inverse methods are frequently used in geosciences to estimate model parameters from indirect measurements. A common inverse problem encountered when modelling the flow of large ice masses such as the Greenland and the Antarctic ice sheets is the determination of basal conditions from surface data. I will present an overview over some of the inverse methods currently used to tackle this problem and in particular discuss the use of Bayesian inverse methods in this context. Examples of the use of adjoint methods for large-scale optimisation problems that arise, for example, in flow modelling of West-Antarctica will be given.

Absence of arbitrage is a highly desirable feature in mathematical models of financial markets. In its pure form (whether as NFLVR or as the existence of a variant of an equivalent martingale measure R), it is qualitative and therefore robust towards equivalent changes of the underlying reference probability (the "real-world" measure P). But what happens if we look at more quantitative versions of absence of arbitrage, where we impose for instance some integrability on the density dR/dP? To which extent is such a property robust towards changes of P? We discuss these uestions and present some recent results.

The talk is based on joint work with Tahir Choulli (University of Alberta, Edmonton).

In this lecture I will exploit a model of asset prices where speculators overconfidence is a source of heterogeneous beliefs and arbitrage is limited. In the model, asset buyers are the most positive investors, but prices exceed their optimistic valuation because the owner of an asset has the option of reselling it in the future to an even more optimistic buyer. The value of this resale option can be identified as a bubble. I will focus on assets with a fixed terminal date, as is often the case with credit instruments. I will show that the size of a bubble satisfies a Partial Differential Equation that is similar to the equation satisfied by an American option and use the PDE to evaluate the impact of parameters such as interest rates or a “Tobin tax” on the size of the bubble and on trading volume.

Feature Selection is a ubiquitous problem in across data mining,

bioinformatics, and pattern recognition, known variously as variable

selection, dimensionality reduction, and others. Methods based on

information theory have tremendously popular over the past decade, with

dozens of 'novel' algorithms, and hundreds of applications published in

domains across the spectrum of science/engineering. In this work, we

asked the question 'what are the implicit underlying statistical

assumptions of feature selection methods based on mutual information?'

The main result I will present is a unifying probabilistic framework for

information theoretic feature selection, bringing almost two decades of

research on heuristic methods under a single theoretical interpretation.

Exponential time integrators are a powerful tool for numerical solution

of time dependent problems. The actions of the matrix functions on vectors,

necessary for exponential integrators, can be efficiently computed by

different elegant numerical techniques, such as Krylov subspaces.

Unfortunately, in some situations the additional work required by

exponential integrators per time step is not paid off because the time step

can not be increased too much due to the accuracy restrictions.

To get around this problem, we propose the so-called time-stepping-free

approach. This approach works for linear ordinary differential equation (ODE)

systems where the time dependent part forms a small-dimensional subspace.

In this case the time dependence can be projected out by block Krylov

methods onto the small, projected ODE system. Thus, there is just one

block Krylov subspace involved and there are no time steps. We refer to

this method as EBK, exponential block Krylov method. The accuracy of EBK

is determined by the Krylov subspace error and the solution accuracy in the

projected ODE system. EBK works for well for linear systems, its extension

to nonlinear problems is an open problem and we discuss possible ways for

such an extension.

Min-Max equations, also called Isaacs equations, arise from many applications, eg in game theory or mathematical finance. For their numerical solution, they are often discretised by finite difference

methods, and, in a second step, one is then faced with a non-linear discrete system. We discuss how upper and lower bounds for the solution to the discretised min-max equation can easily be computed.

In this seminar I will present two results regarding the uniqueness (and further properties) for the two-dimensional continuity equation

and the ordinary differential equation in the case when the vector field is bounded, divergence free and satisfies additional conditions on its distributional curl. Such settings appear in a very natural way in various situations, for instance when considering two-dimensional incompressible fluids. I will in particular describe the following two cases:\\

(1) The vector field is time-independent and its curl is a (locally finite) measure (without any sign condition).\\

(2) The vector field is time-dependent and its curl belongs to L^1.\\

Based on joint works with: Giovanni Alberti (Universita' di Pisa), Stefano Bianchini (SISSA Trieste), Francois Bouchut (CNRS &

Universite' Paris-Est-Marne-la-Vallee) and Camillo De Lellis (Universitaet Zuerich).