Past

We prove that quasi-trees of spaces satisfying the axiomatisation given by Bestvina, Bromberg and Fujiwara are quasi-isometric to tree-graded spaces in the sense of Dru\c{t}u and Sapir. We then present a technique for obtaining `good' embeddings of such spaces into $\ell^p$ spaces, and show how results of Bestvina-Bromberg-Fujiwara and Mackay-Sisto allow us to better understand the metric geometry of such groups.

In many models of Applied Probability, the distributional limits of recursively defined quantities satisfy distributional identities that are reminiscent of equations of stability. Therefore, there is an interest in generalized concepts of equations of stability.

One extension of this concept is that of random variables ``stable by random weighted mean'' (this notion is due to Liu).

A random variable $X$ taking values in $\mathbb{R}^d$ is called ``stable by random weighted mean'' if it satisfies a recursive distributional equation of the following type:

\begin{equation} \tag{1} \label{eq:1}

X ~\stackrel{\mathcal{D}}{=}~ C + \sum_{j \geq 1} T_j X_j.

\end{equation}

Here, ``$\stackrel{\mathcal{D}}{=}$'' denotes equality of the corresponding distributions, $(C,T_1,T_2,\ldots)$ is a given sequence of real-valued random variables,

and $X_1, X_2, \ldots$ denotes a sequence of i.i.d.\;copies of the random variable $X$ that are independent of $(C,T_1,T_2,\ldots)$.

The distributions $P$ on $\mathbb{R}^d$ such that \eqref{eq:1} holds when $X$ has distribution $P$ are called fixed points of the smoothing transform

(associated with $(C,T_1,T_2,\ldots)$).

A particularly prominent instance of \eqref{eq:1} is the {\texttt Quicksort} equation, where $T_1 = 1-T_2 = U \sim \mathrm{Unif}(0,1)$, $T_j = 0$ for all $j \geq 3$ and $C = g(U)$ for some function $g$.

In this talk, I start with the {\texttt Quicksort} algorithm to motivate the study of \eqref{eq:1}.

Then, I consider the problem of characterizing the set of all solutions to \eqref{eq:1}

in a very general context.

Special emphasis is put on \emph{endogenous} solutions to \eqref{eq:1} since they play an important role in the given setting.

Abstract: Non-geometric rough paths arise
when one encounters stochastic integrals for which the the classical
integration by parts formula does not hold. We will introduce two notions of
non-geometric rough paths - one old (branched rough paths) and one new (quasi
geometric rough paths). The former (due to Gubinelli) assumes one knows nothing
about products of integrals, instead those products must be postulated as new
components of the rough path. The latter assumes one knows a bit about
products, namely that they satisfy a natural generalisation of the
"Ito" integration by parts formula. We will show why they are both
reasonable frameworks for a large class of integrals. Moreover, we will show
that Ito's formula can be derived in either framework and that this derivation
is completely algebraic. Finally, we will show that both types of non-geometric
rough path can be re-written as geometric rough paths living above an extended
version of the original path. This means that every non-geometric rough
differential equation can be re-written as a geometric rough differential
equation, hence generalising the Ito-Stratonovich correction formula.

A workshop on different aspects of deformation theory in various fields

It is well known that the trapezoid rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with powerful algorithms all across scientific computing, including double exponential and Gauss quadrature, computation of inverse Laplace transforms, special functions, computational complex analysis, the computation of functions of matrices and operators, rational approximation, and the solution of partial differential equations.

This talk represents joint work with Andre Weideman of the University of Stellenbosch.

A workshop on different aspects of deformation theory in various fields

A workshop on different aspects of deformation theory in various fields

A workshop on different aspects of deformation theory in various fields

• Jen Pestana - Fast multipole method preconditioners for discretizations of elliptic PDEs
• Derek Moulton - A tangled tale: hunt for the contactless trefoil
• Thomas Lessines - Morphoelastic rods - growing rings, bilayers and bundles: foldable tents, shooting plants, slap bracelets & fibre reinforced tubes

To follow

********** PLEASE NOTE THE SPECIAL TIME **********

Total generalised variation (TGV) was introduced by Bredies et al. as a high quality regulariser for variational problems arising in mathematical image processing like denoising and deblurring. The main advantage over the classical total variation regularisation is the elimination of the undesirable stairscasing effect. In this talk we will give a small introduction to TGV and provide some properties of the exact solutions to the L^{2}-TGV model in the one dimensional case.

Abstract: Burgers equation is a quasilinear partial differential equation (PDE), proposed in 1930's to model the evolution of turbulent fluid motion, which can be linearized to the heat equation via the celebrated Cole-Hopf transformation. In the first part of the talk, we study in detail general versions of stochastic Burgers equation with random coefficients, in both forward and backward sense. Concerning the former, the Cole-Hopf transformation still applies and we reduce a forward stochastic Burgers equation to a forward stochastic heat equation that can be treated in a “pathwise" manner. In case of deterministic coefficients, we obtain a probabilistic representation of the Cole-Hopf transformation by associating the backward Burgers equation with a system of forward-backward stochastic differential equations (FBSDEs). Returning to random coefficients, we exploit this representation in order to establish a stochastic version of the Cole-Hopf transformation. This generalized transformation allows us to find solutions to a backward stochastic Burgers equation through a backward stochastic heat equation, subject to additional constraints that reflect the presence of randomness in the coefficients. In both settings, forward and backward, stochastic Feynman-Kac formulae are derived for the solutions of the respective stochastic Burgers equations, as well. Finally, an application that illustrates the obtained results is presented to a pricing/hedging problem arising from mathematical finance.

In the second part of the talk, we study a class of stochastic saddlepoint systems, represented by fully coupled FBSDEs with infinite horizon, that gives rise to a continuous time rational expectations / consol rate model with random coefficients. Under standard Lipschitz and monotonicity conditions, and by means of the contraction mapping principle, we establish existence, uniqueness and dependence on a parameter of adapted solutions. Making further the connection with quasilinear backward stochastic PDEs (BSPDEs), we are led to the notion of stochastic viscosity solutions. A stochastic maximum principle for the optimal control problem of a large investor is also provided as an application to this framework.

This is joint work with N. Frangos, X.- I. Kartala and A. N. Yannacopoulos*

The standard Taylor series approach to the higher-order approximation of vector SDEs requires simulation of iterated stochastic integrals, which is difficult. The talk will describe an approach using methods from optimal transport theory which avoid this difficulty in the case of non-degenerate diffusions, for which one can attain arbitrarily high order pathwise approximation in the Vaserstein 2-metric, using easily generated random variables.

Please note the unusual day of the week for this workshop (a Monday) and also the unusual location.

A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:

(i) The optimal terminal wealth X*(T) := Xφ* (T) of the classical problem to

maximise the expected U-utility of the terminal wealth Xφ(T) generated by admissible

portfolios φ(t); 0 ≤ t ≤ T in a market with the risky asset price process modeled as a semimartingale;

(ii) The optimal scenario dQ*/dP of the dual problem to minimise the expected

V -value of dQ/dP over a family of equivalent local martingale measures Q. Here V is

the convex dual function of the concave function U.

In this talk we consider markets modeled by Itô-Lėvy processes, and we present

in a first part a new proof of the above result in this setting, based on the maximum

principle in stochastic control theory. An advantage with our approach is that it also

gives an explicit relation between the optimal portfolio φ* and the optimal scenario

Q*, in terms of backward stochastic differential equations. In a second part we present

robust (model uncertainty) versions of the optimization problems in (i) and (ii), and

we prove a relation between them. We illustrate the results with explicit examples.

The presentation is based on recent joint work with Bernt ¬Oksendal, University of

Oslo, Norway.

Unstable dynamical systems can be stabilized, and hence the solution

recovered from noisy data, provided two conditions hold. First, observe

enough of the system: the unstable modes. Second, weight the observed

data sufficiently over the model. In this talk I will illustrate this for the

3DVAR filter applied to three dissipative dynamical systems of increasing

dimension: the Lorenz 1963 model, the Lorenz 1996 model, and the 2D

Navier-Stokes equation.

• Wonjung Lee - Adaptive approximation of higher order posterior statistics
• Amy Smith - Multi-scale modelling of fluid transport in the coronary microvasculature
• Mark Curtis - The Stokes flow around arbitrary slender bodies

In vertical annular two-phase flow, large amplitude waves ("disturbance waves") are the most significant means by which the liquid is transported by the action of the gas phase. The presentation is of certain experimental results with the intention of defining a conceptual model suitable for possible mathematical interpretation.

These large waves have been studied for over 50 years but there has been little corresponding advance in the mathematical understanding of the phenomenon.

The aim of the workshop is to discuss what analysis might be possible and how this might contribute to the understanding of the phenomena involved.

I shall give a non-technical survey of Pure Inductive Logic, a branch of Carnap's Inductive Logic which was

anticipated early on in that subject but has only recently begun to be developed as an area of Mathematical Logic. My intention

is to cover its origins and aims, and to pick out some of the key concepts which have emerged in the last decade or so.

In this talk I will present the best up-to-date bounds for the argument of the Riemann zeta-function on the critical line, assuming the Riemann hypothesis. The method applies to other objects related to the Riemann zeta-function and uses certain special families of functions of exponential type. This is a joint work with Vorrapan Chandee (Montreal) and Micah Milinovich (Mississipi).

We formulate a new theory for equilibria of 2-braids, i.e., structures

formed by two elastic rods winding around each other in continuous contact

and subject to a local interstrand interaction. Unlike in previous work no

assumption is made on the shape of the contact curve. The theory is developed

in terms of a moving frame of directors attached to one of the strands with

one of the directors pointing to the position of the other strand. The

constant-distance constraint is automatically satisfied by the introduction

of what we call braid strains. The price we pay is that the potential energy

involves arclength derivatives of these strains, thus giving rise to a

second-order variational problem. The Euler-Lagrange equations for this

problem (in Euler-Poincare form) give balance equations for the overall

braid force and moment referred to the moving frame as well as differential

equations that can be interpreted as effective constitutive relations

encoding the effect that the second strand has on the first as the braid

deforms under the action of end loads. Hard contact models are used to obtain

the normal contact pressure between strands that has to be non-negative for

a physically realisable solution without the need for external devices such

as clamps or glue to keep the strands together. The theory is first

illustrated by a few simple examples and then applied to several problems

that require the numerical solution of boundary-value problems. Both open

braids and closed braids (links and knots) are considered and current

applications to DNA supercoiling are discussed.

This talk will give a quick and dirty introduction to orbifold bordism. We will start by briefly recalling some basic properties and definitions of orbifolds and sketch (very roughly) how orbifolds can be defined in the language of $C^\infty$-stacks due to Joyce (after introducing these). We will then review classical bordism theory for manifolds (in some nonstandard way) and discuss which definitions and results generalize to the orbifold case. A word of warning: this talk is intended to be an introduction and wants to give an overview over the subject, so it is likely that we will be sloppy here and there.

Using the Borel-Schur algebra, we construct explicit characteristic-free resolutions for Weyl modules for the general linear group. These resolutions provide an answer to the problem, posed in the 80's by A. Akin and D. A. Buchsbaum, of constructing finite explicit and universal resolutions of Weyl modules by direct sums of divided powers. Next we apply the Schur functor to these resolutions and prove a conjecture of Boltje and Hartmann on resolutions of co-Specht modules. This is joint work with I. Yudin.

We consider the problem of taking a matrix A and finding diagonal matrices D and E such that the rows and columns of B = DAE satisfy some specific constraints. Examples of constraints are that

* the row and column sums of B should all equal one;
* the norms of the rows and columns of B should all be equal;
* the row and column sums of B should take values specified by vectors p and q.

Simple iterative algorithms for solving these problems have been known for nearly a century. We provide a simple framework for describing these algorithms that allow us to develop robust convergence results and describe a straightforward approach to accelerate the rate of convergence.

We describe some of the diverse applications of balancing with examples from preconditioning, clustering, network analysis and psephology.

This is joint work with Kerem Akartunali (Strathclyde), Daniel Ruiz (ENSEEIHT, Toulouse) and Bora Ucar (ENS, Lyon).

I will outline Bergeron-Wise’s proof that the Virtual Haken Conjecture follows from Wise’s Conjecture on virtual specialness of non-positively curved cube complexes. If time permits, I will sketch some highlights from the proof of Wise’s Conjecture due to Agol and based on the Weak Separation Theorem of Agol-Groves-Manning.

We'll provide some motivation for the appearance of factorization algebras in physics, before discussing the definition of a factorization monoid. We'll then review the definition of a principal G-bundle and show how a factorization monoid can help us understand the moduli stack Bun_G of principal G-bundles.

In this talk aimed at a general audience I will discuss the ways in which we have used mathematical models of the regulation of haematopoiesis (blood cell production) to understand haematological diseases, and suggest successful treatment strategies for these diseases. At the end I will talk about our current work on tailoring chemotherapy so that it has less damaging effects on the haematopoietic system and, consequently, improve the quality of life for patients being treated for a variety of tumours.

I will discuss some recent developments in Schubert calculus and a potential relation to classical combinatorics for symmetric groups and possible extensions to complex reflection groups.

We prove that if $\frac{\log^{117} n}{n} \leq p \leq 1 -

n^{-1/8}$, then asymptotically almost surely the edges of $G(n,p)$ can

be covered by $\lceil \Delta(G(n,p))/2 \rceil$ Hamilton cycles. This

is clearly best possible and improves an approximate result of Glebov,

Krivelevich and Szab\'o, which holds for $p \geq n^{-1 + \varepsilon}$.

Based on joint work with Daniela Kuhn, John Lapinskas and Deryk Osthus.

******************** PLEASE NOTE THIS SEMINAR WILL TAKE PLACE ON TUESDAY ********************

Well-known iterative schemes for the solution of ill-posed linear equations are the Landweber iteration, the cg-iteration and semi-iterative algorithms like the $\nu$-methods. After introducing these methods, we show that for ill-posed problems a slight modification of the underlying three-term recurrence relation of the $\nu$-methods provides accelerated Landweber algorithms with better performance properties than the $\nu$-methods. The new semi-iterative methods are based on the family of co-dilated ultraspherical polynomials. Compared to the standard $\nu$-methods, the residual polynomials of the modified methods have a faster decay at the origin. This results in an earlier termination of the iteration if the spectrum of the involved operator is clustered around the origin. The convergence order of the modified methods turns out to be the same as for the original $\nu$-methods. The new algorithms are tested numerically and a simple adaptive scheme is developed in which an optimal dilation parameter is determined. At the end, the new semi-iterative methods are used to solve a parameter identification problem obtained from a model in elastography.

We'll present a proof of the basic Burgess bound for short character sums, following the simplified presentation of Gallagher and Montgomery.

Orthogonal calculus is a calculus of functors, inspired by Goodwillie calculus. It takes as input a functor from finite dimensional inner product  spaces to topological spaces and as output gives a tower of  approximations by well-behaved functors.  The output captures a lot of important homotopical information and is an important tool for calculations.

In this talk I will report on joint work with Peter Oman in which we use model categories to improve the foundations of orthogonal calculus. This provides a cleaner set of results and makes the role of O(n)-equivariance clearer.  The classification of n-homogeneous functors in terms of spectra with O(n)-action can then be phrased as a zig-zag of Quillen equivalences.

If one starts with a uniformly ergodic Markov chain on countable states, what sort of perturbation can one make to the transition rates and still retain uniform ergodicity? In this talk, we will consider a class of perturbations, that can be simply described, where a uniform estimate on convergence to an ergodic distribution can be obtained. We shall see how this is related to Ergodic BSDEs in this setting and outline some novel applications of this approach.

The star-triangle transformation is used to obtain an equivalence extending over a set bond percolation models on isoradial graphs. Amongst the consequences are box-crossing (RSW) inequalities and the universality of alternating arms exponents (assuming they exist) for such models, under some conditions. In particular this implies criticality for these models.

(joint with Geoffrey Grimmett)

The banking industry lost a trillion dollars during the global financial crisis. Some of these losses, if not most of them, were attributable to complex derivatives or securities being incorrectly priced and hedged. We introduce a new methodology which provides a better way of trying to hedge and mark-to-market complex derivatives and other illiquid securities which recognise the fundamental incompleteness of markets and the presence of model uncertainty. Our methodology combines elements of the No Good Deals methodology of Cochrane and Saa-Requejo with the Robustness methodology of Hansen and Sargent. We give some numerical examples for a range of both simple and complex problems encompassing not only financial derivatives but also “real options”occurring in commodity-related businesses.

An overview will be given for several examples of fluid mechanical problems in developing household appliances, we discuss some examples of e.g. baby bottles, water treatment, irons, fruit juicers and focus on oral health care where a new air floss product will be discussed.

Masser recently proved a bound on the number of rational points of bounded height on the graph of the zeta function restricted to the interval [2,3]. Masser's bound substantially improves on bounds obtained by Bombieri-Pila-Wilkie. I'll discuss some results obtained in joint work with Gareth Boxall in which we prove bounds only slightly weaker than Masser's for several more natural analytic functions.

Van der Waerden has shown that `almost' all monic integer

polynomials of degree n have the full symmetric group S_n as Galois group.

The strongest quantitative form of this statement known so far is due to

Gallagher, who made use of the Large Sieve.

In this talk we want to explain how one can use recent

advances on bounding the number of integral points on curves and surfaces

instead of the Large Sieve to go beyond Gallagher's result.

Abstract available upon request - Ruth Preston @email

In this first of two talks, I shall introduce the Virtual Haken Conjecture and the major players involved in the proof announced by Ian Agol last year. These are the special cube complexes studied by Dani Wise and his collaborators, with a large supporting cast including the not-inconsiderable presence of Perelman’s Geometrization Theorem and the Surface Subgroup Theorem of Kahn and Markovic. I shall sketch how the VHC follows from Agol’s result that, in spite of the name, specialness is entirely generic among non-positively curved cube complexes.