Past

We consider the time average of the (renormalized) current fluctuation field in one-dimensional weakly asymmetric simple exclusion.

The asymmetry is chosen to be weak enough such that the density fluctuation field still converges in law with respect to diffusive scaling. Remark that the density fluctuation field would evolve on a slower time scale if the asymmetry is too strong and that then the current fluctuations would have something to do with the Tracy-Widom distribution. However, the asymmetry is also chosen to be strong enough such that the density fluctuation field does not converge in law to an infinite-dimensional Ornstein-Uhlenbeck process, that is something non-trivial is happening.

We will, at first, motivate why studying the time average of the current fluctuation field helps to understand the structure of this non-trivial scaling limit of the density fluctuation field and, second, show how one can replace the current fluctuation field by a certain functional of the density fluctuation field under the time average. The latter result provides further evidence for the common belief that the scaling limit of the density fluctuation field approximates the solution of a Burgers-type equation

Abstract: The goal of this talk is to discuss threeproblems on fractional and related stochastic fields, in which wavelet methodshave turned out to be quite useful.

  The first problemconsists in constructing optimal random series representations of Lévyfractional Brownian field; by optimal we mean that the tails of the seriesconverge to zero as fast as possible i.e. at the same rate as the l-numbers.Note in passing that there are close connections between the l-numbers of aGaussian field and its small balls probabilities behavior.

  The secondproblem concerns a uniform result on the local Hölder regularity (the pointwiseHölder exponent) of multifractional Brownian motion; by uniform we mean thatthe result is satisfied on an event with probability 1 which does not depend onthe location.

  The third problemconsists in showing that multivariate multifractional Brownian motion satisfiesthe local nondeterminism property. Roughly speaking, this property, which wasintroduced by Berman, means that the increments are asymtotically independentand it allows to extend to general Gaussian fields many results on the localtimes of Brownian motion.

TBA

The viability of a market impact model is usually considered to be equivalent to the absence of price manipulation strategies in the sense of Huberman & Stanzl (2004). By analyzing a model with linear instantaneous, transient, and permanent impact components, we discover a new class of irregularities, which we call transaction-triggered price manipulation strategies. Transaction-triggered price manipulation is closely related to the non-existence of measure-valued solutions to a Fredholm integral equation of the first kind. We prove that price impact must decay as a convex decreasing function of time to exclude these market irregularities along with standard price manipulation. We also prove some qualitative properties of optimal strategies and provide explicit expressions for the optimal strategy in several special cases of interest. Joint work with Aurélien Alfonsi, Jim Gatheral, and Alla Slynko.

Based on hep-th/0912.3249 by Arkani-Hamed et. al..

The significance of the effects of non-healing wounds has been the topic of many research papers and lectures during the last 25 years. Efforts have been made to understand the effects of long-standing venous hypertension, diabetes, the prevalence of wounds in such conditions with as well as the difficulties faced in managing such wounds with some success. Successful efforts to define standard care regimes have also been made. However, attempts to introduce innovative therapy have been much less successful. Is this merely because we have not understood the intricacies of the problem? And would system based modelling be an untried technique?

Venous ulcers are the majority of lower extremity wounds, and a clinical challenge. A previously developed model of venous ulcers permits some understanding of why compression bandaging is successful but fails to accommodate complications such as exudate and infection. Could this experimental model be improved by system based modelling?

Chronic wounds need to be modelled however the needs for such models should be examined in order that the outcome permits advances in our thinking as well in clinical management.

The talks will discuss relations between two major conjectures in the theory of groups of finite Morley rank, a modern chapter of model theoretic algebra. One conjecture, the famous the Cherlin-Zilber Algebraicity Conjecture formulated in 1970-s states that infinite simple groups of finite Morley rank are isomorphic to simple algebraic groups over algebraically closed fields. The other conjecture, due to Hrushovski and more recent, states that a generic automorphism of a simple group of finite Morley rank has pseudofinite group of fixed points.

Hrushovski showed that the Cherlin-Zilber Conjecture implies his conjecture. Proving Hrushovski's Conjecture and reversing the implication would provide a new efficient approach to proof of Cherlin-Zilber Conjecture.

Meanwhile, the machinery that is already available for the work at pseudofinite/finite Morley rank interface already yields an interesting

result: an alternative proof of the Larsen-Pink Theorem (the latter says, roughly speaking, that "large" finite simple groups of matrices are Chevalley groups over finite fields).

We study the axisymmetric stretching of a thin sheet of viscous fluid

driven by a centrifugal body force. Time-dependent simulations show that

the sheet radius tends to infinity in finite time. As the critical time is

approached, the sheet becomes partitioned into a very thin central region

and a relatively thick rim. A net momentum and mass balance in the rim leads

to a prediction for the sheet radius near the singularity that agrees with the numerical

simulations. By asymptotically matching the dynamics of the sheet with the

rim, we find that the thickness in the central region is described by a

similarity solution of the second kind. For non-zero surface tension, we

find that the similarity exponent depends on the rotational Bond number B,

and increases to infinity at a critical value B=1/4. For B>1/4, surface

tension defeats the centrifugal force, causing the sheet to retract rather

than stretch, with the limiting behaviour described by a similarity

solution of the first kind.

tba

We show that data assimilation using four-dimensional variation

(4DVar) can be interpreted as a form of Tikhonov regularisation, a

familiar method for solving ill-posed inverse problems. It is known from

image restoration problems that $L_1$-norm penalty regularisation recovers

sharp edges in the image better than the $L_2$-norm penalty

regularisation. We apply this idea to 4DVar for problems where shocks are

present and give some examples where the $L_1$-norm penalty approach

performs much better than the standard $L_2$-norm regularisation in 4DVar.

We will present a physical motivation of the SYZ conjecture and try to understand the conjecture via calibrated geometry. We will define calibrated submanifolds, and also give sketch proofs of some properties of the moduli space of special Lagrangian submanifolds. The talk will be elementary and accessible to a broad audience.

The Alexander polynomial of a link was the first link polynomial. We give some ways of defining this much-studied invariant, and derive some of its properties.

I will show that generating functions for certain non-compact Calabi-Yau 3-folds are modular forms. This is joint work with Hiroshi Iritani.

The famous theorem of Szemerédi says that for any natural number $k$ and any $a>0$ there exists $n$ such that if $N\ge n$ then any subset $A$ of the set $[N] =\{1, 2,\ldots , N\}$ of size $|A| \ge a N$ contains an arithmetic progression of length $k$. We consider the question of when such a theorem holds in a random set. More precisely, we say that a set $X$ is $(a, k)$-Szemerédi if every subset $Y$ of $X$ that contains at least $a|X|$ elements contains an arithmetic progression of length $k$. Let $[N]_p$ be the random set formed by taking each element of $[N]$ independently with probability $p$. We prove that there is a threshold at about $p = N^{-1/(k-1)}$ where the probability that $[N]_p$ is $(a, k)$-Szemerédi changes from being almost surely 0 to almost surely 1.

There are many other similar problems within combinatorics. For example, Turán’s theorem and Ramsey’s theorem may be relativised, but until now the precise probability thresholds were not known. Our method seems to apply to all such questions, in each case giving the correct threshold. This is joint work with Tim Gowers.

I will show that generating functions for certain non-compact

Calabi-Yau 3-folds are modular forms. This is joint work with Hiroshi

Iritani.

We consider Einstein-scalar field Lichnerowicz equations in the positive case in compact Riemannian manifolds. We discuss existence and stability issues for these equations