Past

In this talk I will discuss the Cauchy problem for bounded

self-gravitating elastic bodies in Einstein gravity. One of the main

difficulties is caused by the fact that the spacetime curvature must be

discontinuous at the boundary of the body. In order to treat the Cauchy

problem, one must show that the jump in the curvature propagates along

the timelike boundary of the spacetime track of the body. I will discuss

a proof of local well-posedness which takes this behavior into account.

I describe recent unique continuation results for linear wave equations obtained jointly with Spyros Alexakis and Arick Shao. They state, informally speaking, that solutions to the linear wave equation on asymptotically flat spacetimes are completely determined, in a neighbourhood of infinity, from their radiation towards infinity, understood in a suitable sense. We find that the mass of the spacetime plays a decisive role in the analysis.

We consider spacetimes arising from perturbations of the interior of Kerr

black holes. These spacetimes have a null boundary in the future such that

the metric extends continuously beyond. However, the Christoffel symbols

may fail to be square integrable in a neighborhood of any point on the

boundary. This is joint work with M. Dafermos

We present a mechanism of shock formation for a class of quasilinear wave equations. The solutions are stable and no symmetry assumption is assumed. The proof is based on the energy estimates and on the study of Lorentzian geometry defined by the solution.

 When given an explicit solution to an evolutionary partial differential equation, it is natural to ask whether the solution is stable, and if yes, what is the mechanism for stability and whether this mechanism survives under perturbations of the equation itself. Many familiar linear equations enjoy some notion of stability for the zero solution: solutions of the heat equation dissipate and decay uniformly and exponentially to zero, solutions of the Schrödinger equations disperse at a polynomial rate in time depending on spatial dimension, while solutions of the wave equation enjoy radiative decay (in the presence of at least two spatial dimensions) also at polynomial rates.

For this set of short course sessions, we will focus on the wave equation and its nonlinear perturbations. As mentioned above, the stability mechanism for the linear wave equation is that of radiative decay. Radiative decay depends on the number of spatial dimensions, and hence so does the stability of the zero solution for nonlinear wave equations. By the mid-1980s it was well understood that the stability mechanism survives generally (for “smooth nonlinearities”) when the spatial dimension is at least four, but for lower dimensions (two and three specifically; in dimension one there is no linear stability mechanism to start with) obstructions can arise when the nonlinearities are “stronger” than can be controlled by radiative decay. This led to the discovery of the null condition as a structural condition on the nonlinearities preventing the aforementioned obstructions. But what happens when the null condition is violated? This development spanning a quarter of a century, from F. John’s qualitative analysis of the spherically symmetric case, though S. Alinhac’s sharp control of the asymptotic lifespan, and culminating in D. Christodoulou’s full description of the null geometry, is the subject of this short course.

(1) We will start by reviewing the radiative decay mechanism for wave equations, and indicate the nonlinear stability results for high spatial dimensions. We then turn our attention to the case of three spatial dimensions: after a quick discussion of the null condition for quasilinear wave equations, we sketch, at the semilinear level, what happens when the null condition fails (in particular the asymptotic approximation of the solution by a Riccati equation).

(2) The semilinear picture is built up using a version of the method of characteristics associated with the standard wave operator. Turning to the quasilinear problem we will hence need to understand the characteristic geometry for a variable coefficient wave operator. This leads us to introduce the optical/acoustical function and its associated null structure equations.

(3) From this modern geometric perspective we next discuss, in some detail, the blow-up results obtained in the mid-1980s by F. John for quasilinear wave equations assuming radial symmetry.

(4) Finally, we indicate the main difficulties in extending the analysis to the non-radially-symmetric case, and how they can be resolved à la the recent tour de force of D. Christodoulou. While some knowledge of Lorentzian geometry and dynamics of wave equations will be helpful, this short course should be accessible to also graduate students with training in partial differential equations.

Imperial College London, United Kingdom E-mail address: @email

École Polytechnique Fédérale de Lausanne, Switzerland E-mail address: @email

Question: Is it a realistic proposition for a mathematician to use his/her skills to make a living from sports betting? The introduction of betting exchanges have fundamentally changed the potential profitability of gambling, and a professional mathematician's arsenal of numerical and theoretical weapons ought to give them a huge natural advantage over most "punters", so what might be realistically possible and what potential risks are involved? This talk will give some idea of the sort of plan that might be required to realise this ambition, and what might be further required to attain the aim of sustainable gambling profitability.

We show that for every $n\ge 2$ there exists a torsion-free one-ended word-hyperbolic group $G$ of rank $n$ admitting generating $n$-tuples $(a_1,\ldots ,a_n)$ and $(b_1,\ldots ,b_n)$ such that the $(2n-1)$-tuples $$(a_1,\ldots ,a_n, \underbrace{1,\ldots ,1}_{n-1 \text{ times}})\hbox{ and }(b_1,\ldots, b_n, \underbrace{1,\ldots ,1}_{n-1 \text{ times}} )$$ are not Nielsen-equivalent in $G$. The group $G$ is produced via a probabilistic construction (joint work with Ilya Kapovich).

TQFTs have received widespread attention in recent years. In mathematics

for example due to Lurie's proof of the cobordism hypothesis. In physics

they are used as toy models to understand structure, especially

boundaries and defects.

I will present a lattice construction of 2d Spin TFT. This mostly

motivated as both a toy model and stepping stone for a mathematical

construction of rational conformal field theories with fermions.

I will first describe a combinatorial model for spin surfaces that

consists of a triangulation and a finte set of extra data. This model is

then used to construct TFT correlators as morphisms in a symmetric

monoidal category, given a Frobenius algebra as input. The result is

shown to be independent of the triangulation used, and one obtains thus

a 2dTFT.

All results and constructions can be generalised to framed surfaces in a

relatively straightforward way.

 This lecture will cover two recent works on the mock modular
forms of Ramanujan.

I. Solution of Ramanujan's original conjectures about these functions.
(Joint work with Folsom and Rhoades)

II. A new theorem that mock modular forms are "generating functions" for
central L-values and derivatives of quadratic twist L-functions.
(Joint work with Alfes, Griffin, Rolen).

Worst-case portfolio optimization has been introduced in Korn and Wilmott

(2002) and is based on distinguishing between random stock price

fluctuations and market crashes which are subject to Knightian

uncertainty. Due to the absence of full probabilistic information, a

worst-case portfolio problem is considered that will be solved completely.

The corresponding optimal strategy is of a multi-part type and makes an

investor indifferent between the occurrence of the worst possible crash

and no crash at all.

We will consider various generalizations of this setting and - as a very

recent result - will in particular answer the question "Is it good to save

for bad times or should one consume more as long as one is still rich?"

Stick-slip behavior is a distinguishing characteristic of the flow of Whillans Ice Stream. Distinct from stick-slip on northern hemisphere glaciers, which is generally attributed to supraglacial melt, the behavior is thought be be controlled by fast processes at the bed and by tidally-induced stress. Modelling approaches to studying this phenomenon typically consider ice to be an elastically-deforming solid (e.g. Winberry et al, 2008; Sergienko et al, 2009). However, there remains a question of whether irreversible, i.e. viscous, deformation is important to the stick-slip process; and furthermore whether the details of stick-slip oscillations are important to ice stream evolution on longer time scales (years to decades).

To address this question I use two viscoelastic models of varying complexity. The first is a modification to the simple block-and-slider models traditionally used to examine earthquake processes on a very simplistic fashion. Results show that the role of viscosity in stick-slip depends on the dominant stress balance. These results are then considered in the context of a continuum description of a viscoelastic ice stream with a rate-weakening base capable of exhibiting stick-slip behavior. With the continuum model we examine the spatial and temporal aspects of stick-slip, their dependence on viscous effects, and how this behavior impacts the mean flow. Different models for the evolution of basal shear stress are examined in the experiments, with qualitatively similar results. A surprising outcome is that tidal effects, while greatly affecting the spectrum of the stick-slip cycle, may have relatively little effect on the mean flow.

In this talk, we will review the classical Bass-Serre theory of groups acting on trees and introduce its real version, Rips' theory. If time permits, I will briefly discuss some higher dimensional spaces that are currently being investigated, namely cubings and real cubings.

The plan: start with an introduction to several random matrix ensembles and discuss asymptotic properties of the eigenvalues of the matrices, the last one being the so-called "Normal Matrix Model", and the connection described in the title will be explained. If all goes well I will end with an explanation of asymptotic computations for a new normal matrix model example, which demonstrates a form of universality.

(NOTE CHANGE OF VENUE TO L2)

In this talk, two concepts are brought together: Algebras with triangular decomposition (as studied by Bazlov & Berenstein) and pointed Hopf algebra. The latter are Hopf algebras for which all simple comodules are one-dimensional (there has been recent progress on classifying all finite-dimensional examples of these by Andruskiewitsch & Schneider and others). Quantum groups share both of these features, and we can obtain possibly new classes of deformations as well as a characterization of them.

We propose a strategy which allows computing eigenvalue enclosures for the Maxwell operator by means of the finite element method. The origins of this strategy can be traced back to over 20 years ago. One of its main features lies in the fact that it can be implemented on any type of regular mesh (structured or otherwise) and any type of elements (nodal or otherwise). In the first part of the talk we formulate a general framework which is free from spectral pollution and allows estimation of eigenfunctions.

We then prove the convergence of the method, which implies precise convergence rates for nodal finite elements. Various numerical experiments on benchmark geometries, with and without symmetries, are reported.

We study the behavior of atomistic models under uniaxial tension and investigate the system for critical fracture loads. We rigorously prove that in the discrete-to- continuum limit the minimal energy satisfies a particular cleavage law with quadratic response to small boundary displacements followed by a sharp constant cut-off beyond some critical value. Moreover, we show that the minimal energy is attained by homogeneous elastic configurations in the subcritical case and that beyond critical loading cleavage along specific crystallographic hyperplanes is energetically favorable. We present examples of mass spring models with full nearest and next-to-nearest pair interactions and provide the limiting minimal energy and minimal configurations.

Hrushovski-Martin-Rideau have proved rationality of Poincare series counting 
numbers of equivalence classes of a definable equivalence relation on the p-adic field (in connection to a problem on counting representations of groups). For this they have proved 
uniform p-adic elimination of imaginaries. Their work implies that these Poincare series are 
motivic. I will talk about their work.

I will introduce and motivate the concept of largeness of a group. I will then show how tools from different areas of mathematics can be applied to show that all free-by-cyclic groups are large (and try to convince you that this is a good thing).

Kazhdan introduced property (T) for locally compact topological groups to show that certain lattices in semisimple Lie groups are finitely generated. This talk will give an introduction to property (T) along with some first consequences and examples. We will finish with a classic application of property (T) due to Margulis: the first known construction of expanders.

We consider the parameter $a(H)$, which is the smallest a such that if $|E(G)|$ is at least/exceeds $a|V(H)|/2$ then $G$ has an $H$-minor. We are especially interested in sparse $H$ and in bounding $a(H)$ as a function of $|E(H)|$ and $|V(H)|$. This is joint work with David Wood.

It is often difficult to include sufficient biological detail when modelling cell population growth to make models with real predictive power. Continuum models often fail to capture physical and chemical processes happening at the level of individual cells and discrete cell-based models are often very computationally expensive to solve. In the first part of this talk, I will describe a phenomenological continuum model of cell aggregate growth in a specific perfusion bioreactor cell culture system, and the results of numerical simulations of the model to determine the effects of the bioreactor operating conditions and cell seeding on the growth. In the second part of the talk, I will introduce a modelling approach used to derive continuum models for cell population growth from discrete cell-based models, and consider possible extensions to this framework.

This will be an informal discussion developing the details of the Amplituhedron for the loop integrand.

The 'pyjama stripe' is the subset of the plane consisting of a vertical

strip of width epsilon about every integer x-coordinate. The 'pyjama

problem' asks whether finitely many rotations of the pyjama stripe about

the origin can cover the plane.

I'll attempt to outline a solution to this problem. Although not a lot

of this is particularly representative of techniques frequently used in

additive combinatorics, I'll try to flag up whenever this happens -- in

particular ideas about 'limit objects'.

We consider a class of CR manifold which are defined as asymptotically

Heisenberg,

and for these we give a notion of mass. From the solvability of the

$\Box_b$ equation

in a certain functional class ([Hsiao-Yung]), we prove positivity of the

mass under the

condition that the Webster curvature is positive and that the manifold

is embeddable.

We apply this result to the Yamabe problem for compact CR manifolds,

assuming positivity

of the Webster class and non-negativity of the Paneitz operator. This is

joint work with

J.H.Cheng and P.Yang.

Abstract: Given a sequence of random variables X_n that converge toward a Gaussian distribution, by looking at the next terms in the asymptotic E[exp(zX_n)] = exp(z^2 / 2) (1+ ...), one can often state a principle of moderate deviations. This happens in particular for sums of dependent random variables, and in this setting, it becomes useful to develop techniques that allow to compute the precise asymptotics of exponential generating series. Thus, we shall present a method of cumulants, which gives new results for the deviations of certain observables in statistical mechanics:

- the number of triangles in a random Erdos-Renyi graph;

- and the magnetization of the one-dimensional Ising model.

Given a triangulated category A, equipped with a differential

Z/2-graded enhancement, and a triangulated oriented marked surface S, we

explain how to define a space X(S,A) which classifies systems of exact

triangles in A parametrized by the triangles of S. The space X(S,A) is

independent, up to essentially unique Morita equivalence, of the choice of

triangulation and is therefore acted upon by the mapping class group of the

surface. We can describe the space X(S,A) as a mapping space Map(F(S),A),

where F(S) is the universal differential Z/2-graded category of exact

triangles parametrized by S. It turns out that F(S) is a purely topological

variant of the Fukaya category of S. Our construction of F(S) can then be

regarded as implementing a 2-dimensional instance of Kontsevich's proposal

on localizing the Fukaya category along a singular Lagrangian spine. As we

will see, these results arise as applications of a general theory of cyclic

2-Segal spaces.

This talk is based on joint work with Mikhail Kapranov.

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex oscillatory systems (known as the theory of rough paths) provides new tools for analysing and describing these data streams and extracting the vital information. In this paper we illustrate how a very small number of coefficients obtained from the signature of financial data can be sufficient to classify this data for subtle underlying features and make useful predictions.

This paper presents financial examples in which we learn from data and then proceed to classify fresh streams. The classification is based on features of streams that are specified through the coordinates of the signature of the path. At a mathematical level the signature is a faithful transform of a multidimensional time series. (Ben Hambly and Terry Lyons \cite{uniqueSig}), Hao Ni and Terry Lyons \cite{NiLyons} introduced the possibility of its use to understand financial data and pointed to the potential this approach has for machine learning and prediction.

We evaluate and refine these theoretical suggestions against practical examples of interest and present a few motivating experiments which demonstrate information the signature can easily capture in a non-parametric way avoiding traditional statistical modelling of the data. In the first experiment we identify atypical market behaviour across standard 30-minute time buckets sampled from the WTI crude oil future market (NYMEX). The second and third experiments aim to characterise the market "impact" of and distinguish between parent orders generated by two different trade execution algorithms on the FTSE 100 Index futures market listed on NYSE Liffe.

We consider Fano threefolds on which SL(2,C) acts with a dense

open orbit. This is a finite list of threefolds whose classification

follows from the classical work of Mukai-Umemura and Nakano. Inside

these threefolds, there sits a Lagrangian space form given as an orbit

of SU(2). We prove this Lagrangian is non-displaceable by Hamiltonian

isotopies via computing its Floer cohomology over a field of non-zero

characteristic. The computation depends on certain counts of holomorphic

disks with boundary on the Lagrangian, which we explicitly identify.

This is joint work in progress with Jonny Evans.

 We take a look at diamond and use it to build interesting 
mathematical objects.

We construct a model for asset price in a limit order book, which captures on one hand main stylized facts of microstructure effects, and on the other hand is tractable for dealing with optimal high frequency trading by stochastic control methods. For this purpose, we introduce a model for describing the fluctuations of a tick-by-tick single asset price, based on Markov renewal process.

We consider a point process associated to the timestamps of the price jumps, and marks associated to price increments. By modeling the marks with a suitable Markov chain, we can reproduce the strong mean-reversion of price returns known as microstructure noise. Moreover, by using Markov renewal process, we can model the presence of spikes in intensity of market activity, i.e. the volatility clustering. We also provide simple parametric and nonparametric statistical procedures for the estimation of our model. We obtain closed-form formulae for the mean signature plot, and show the diffusive behavior of our model at large scale limit. We illustrate our results by numerical simulations, and find that our model is consistent with empirical data on futures Euribor and Eurostoxx. In a second part, we use a dynamic programming approach to our semi Markov model applied to the problem of optimal high frequency trading with a suitable modeling of market order flow correlated with the stock price, and taking into account in particular the adverse selection risk. We show a reduced-form for the value function of the associated control problem, and provide a convergent and computational scheme for solving the problem. Numerical tests display the shape of optimal policies for the market making problem.

This talk is based on joint works with Pietro Fodra.

The use of tensed language and the metaphor of set "formation" found in informal descriptions of the iterative conception of set are seldom taken at all seriously. This talk offers an axiomatisation of the iterative conception in a bimodal language and presents some reasons to thus take the tense more seriously than usual (although not literally).

I will introduce star products and formal connections and describe approaches to the problem of finding a trivialization of the formal Hitchin connection, using graph-theoretical computations.

The dynamics of networks of interacting systems depend intricately on the interaction topology. Dynamical implications of local topological properties such as the nodes' degrees and global topological properties such as the degree distribution have intensively been studied. Mesoscale properties, by contrast, have only recently come into the sharp focus of network science but have

rapidly developed into one of the hot topics in the field. Current questions are: can considering a mesoscale structure such as a single subgraph already allow conclusions on dynamical properties of the network as a whole? And: Can we extract implications that are independent of the embedding network? In this talk I will show that certain mesoscale subgraphs have precise and distinct

consequences for the system-level dynamics. In particular, they induce characteristic dynamical instabilities that are independent of the structure of the embedding network.