Past

In an incomplete continuous-time securities market with uncertainty generated by Brownian motions, we derive closed-form solutions for the equilibrium interest rate and market price of risk processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income and can trade continuously on a finite time-interval in a money market account and a single risky security. Besides establishing the existence of an equilibrium, our main result shows that if the investors' unspanned income has stochastic countercyclical volatility, the resulting equilibrium can display both lower interest rates and higher risk premia compared to the Pareto efficient equilibrium in an otherwise identical complete market. This is joint work with Peter Ove Christensen.

• Matt Webber - ‘Stochastic neural field theory’
• Yohan Davit - ‘Multiscale modelling of deterministic problems with applications to biological tissues and porous media’
• Patricio Farrell - ‘An RBF multilevel algorithm for solving elliptic PDEs’

I shall present a very general class of virtual elements in a structure, ultraimaginaries, and analyse their model-theoretic properties.

The use of formal mathematical models in sociology started in the 1940s and attracted mathematicians such as Frank Harary in the 1950s. The idea is to take the rather intuitive ideas described in social theory and express these in formal mathematical terms. Social network analysis is probably the best known of these and it is the area which has caught the imagination of a wider audience and has been the subject of a number of popular books. We shall give a brief over view of the field of social networks and will then look at three examples which have thrown up problems of interest to the mathematical community. We first look at positional analysis techniques and give a formulation that tries to capture the notion of social role by using graph coloration. We look at algebraic structures, properties, characterizations, algorithms and applications including food webs. Our second and related example looks at core-periphery structures in social networks. Our final example relates to what the network community refer to as two-mode data and a general approach to analyzing networks of this form. In all cases we shall look at the mathematics involved and discuss some open problems and areas of research that could benefit from new approaches and insights.

The derivatives of PDE models are key ingredients in many

important algorithms of computational science. They find applications in

diverse areas such as sensitivity analysis, PDE-constrained

optimisation, continuation and bifurcation analysis, error estimation,

and generalised stability theory.

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These derivatives, computed using the so-called tangent linear and

adjoint models, have made an enormous impact in certain scientific fields

(such as aeronautics, meteorology, and oceanography). However, their use

in other areas has been hampered by the great practical

difficulty of the derivation and implementation of tangent linear and

adjoint models. In his recent book, Naumann (2011) describes the problem

of the robust automated derivation of parallel tangent linear and

adjoint models as "one of the great open problems in the field of

high-performance scientific computing''.

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In this talk, we present an elegant solution to this problem for the

common case where the original discrete forward model may be written in

variational form, and discuss some of its applications.

This talk will discuss the notion of a Nahm transform in differential geometry, as a way of relating solutions to one differential equation on a manifold, to solutions of another differential equation on a different manifold. The guiding example is the correspondence between solutions to the Bogomolny equations on $\mathbb{R}^3$ and Nahm equations on $\mathbb{R}$. We extract the key features from this example to create a general framework.

Nematic elastomers are rubbery elastic solids made of cross-linked polymeric chains with embedded nematic mesogens. Their mechanical behaviour results from the interaction of electro-optical effects typical of nematic liquid crystals with the elasticity of a rubbery matrix. We show that the geometrically linear counterpart of some compressible models for these materials can be justified via Gamma-convergence. A similar analysis on other compressible models leads to the question whether linearised elasticity can be derived from finite elasticity via Gamma-convergence under weak conditions of growth (from below) of the energy density. We answer to this question for the case of single well energy densities.

We discuss Ogden-type extensions of the energy density currently used to model nematic elastomers, which provide a suitable framework to study the stiffening response at high imposed stretches.

Finally, we present some results concerning the attainment of minimal energy for both the geometrically linear and the nonlinear model.

The "de Rham-Witt complex" of Deligne and Illusie is a functorial complex of sheaves $W^*(X)$ on a smooth algebraic variety $X$ over a finite field, computing the cristalline cohomology of $X$. I am going to present a non-commutative generalization of this: even for a non-commutative ring $A$, one can define a functorial "Hochschild-Witt complex" with homology $WHH^*(A)$; if $A$ is commutative, then $WHH^i(A)=W^i(X)$, $X = Spec A$ (this is analogous to the isomorphism $HH^i(A)=H^i(X)$ discovered by Hochschild, Kostant and Rosenberg). Moreover, the construction of the Hochschild-Witt complex is actually simpler than the Deligne-Illusie construction, and it allows to clarify the structure of the de Rham-Witt complex.

I shall present a geometric property valid in many Hrushovski
amalgamation constructions, relative CM-triviality, and derive
consequences on definable groups: modulo their centre they are already
products of groups interpretable in the initial theories used for the
construction. For the bad field constructed in this way, I shall
moreover classify all interpretable groups up to isogeny.

The study of free groups and their automorphisms has a long pedigree, going back to the work of Nielsen and Dehn in the early 20th century, but in many ways the subject only truly reached maturity with the introduction of Outer Space by Culler and Vogtmann in the “Big Bang” of 1986. In this (non-expert) talk, I will walk us through the construction of Outer Space and some related complexes, and survey some group-theoretic applications.

We prove that the rank gradient vanishes for mapping class groups, Aut(Fn) for all n, Out(Fn), n > 2 and any Artin group whose underlying graph is connected. We compute the rank gradient and verify that it is equal to the first L2-Betti number for some classes of Coxeter groups.

We study the problem of covering R^d by overlapping translates of a convex polytope, such that almost every point of R^d is covered exactly k times. Such a covering of Euclidean space by a discrete set of translations is called a k-tiling. The investigation of simple tilings by translations (which we call 1-tilings in this context) began with the work of Fedorov and Minkowski, and was later extended by Venkov and McMullen to give a complete characterization of all convex objects that 1-tile R^d. By contrast, for k ≥ 2, the collection of polytopes that k-tile is much wider than the collection of polytopes that 1-tile, and there is currently no known analogous characterization for the polytopes that k-tile. Here we first give the necessary conditions for polytopes P that k-tile, by proving that if P k-tiles R^d by translations, then it is centrally symmetric, and its facets are also centrally symmetric. These are the analogues of Minkowski’s conditions for 1-tiling polytopes, but it turns out that very new methods are necessary for the development of the theory. In the case that P has rational vertices, we also prove that the converse is true; that is, if P is a rational, centrally symmetric polytope, and if P has centrally symmetric facets, then P must k-tile R^d for some positive integer k.

I will explain an approach to study DT theory of toric CY 3-folds using $L_\infty$ algebras. Based on the construction of strong exceptional collection of line bundles on Fano toric stack of dimension two, we realize any bounded families of sheaves on local surfaces support on zero section as critical sets of the Chern-Simons functions. As a consequence of this construction, several interesting properties of DT invariants on local surfaces can be checked.

Abstract: We consider an implicit finite difference
scheme on uniform grids in time and space for the Cauchy problem for a second
order parabolic stochastic partial differential equation where the parabolicity
condition is allowed to degenerate. Such equations arise in the nonlinear
filtering theory of partially observable diffusion processes. We show that the
convergence of the spatial approximation can be accelerated to an arbitrarily
high order, under suitable regularity assumptions, by applying an extrapolation
technique.

Suppose we have a collection of blocks, which gradually split apart as time goes on. Each block waits an exponential amount
of time with parameter given by its size to some power alpha, independently of the other blocks. Every block then splits randomly,but according to the same distribution. In this talk, I will focus on the case where alpha is negative, which
means that smaller blocks split faster than larger ones. This gives rise to the phenomenon of loss of mass, whereby the smaller blocks split faster and faster until they are reduced to ``dust''. Indeed, it turns out that the whole state is reduced to dust in a finite time, almost surely (we call this the extinction time). A natural question is then: how do the block sizes behave as the process approaches its extinction time? The answer turns out to involve a somewhat unusual ``spine'' decomposition for the fragmentation, and Markov renewal theory.

This is joint work with Bénédicte Haas (Paris-Dauphine).

The melting of ice in Greenland and Antarctica would, of course, be by far the major contributor any possible sea level rise. Thus, to make science-based predictions about sea-level rise, it is crucial that the ice sheets covering those land masses be accurately mathematically modeled and computationally simulated. In fact, the 2007 IPCC report on the state of the climate did not include predictions about sea level rise because it was concluded there that the science of ice sheets was not developed to a sufficient degree. As a result, predictions could not be rationally and

confidently made. In recent years, there has been much activity in trying to improve the state-of-the-art of ice sheet modeling and simulation. In

this lecture, we review a hierarchy of mathematical models for the flow of ice, pointing out the relative merits and demerits of each, showing how

they are coupled to other climate system components (ocean and atmosphere), and discussing where further modeling work is needed. We then discuss algorithmic approaches for the approximate solution of ice sheet flow models and present and compare results obtained from simulations using the different mathematical models.

Motivated by a conjecture of Alday, Gaiotto and Tachikawa (AGT

conjecture), we construct an action of

a suitable $W$-algebra on the equivariant cohomology of the moduli

space $M_r$ of rank r instantons on $A^2$ (i.e.

on the moduli space of rank $r$ torsion free sheaves on $P^2$,

trivialized at the line at infinity). We show that

the resulting $W$-module is identified with a Verma module, and the

characteristic class of $M_r$ is the Whittaker vector

of that Verma module. One of the main ingredients of our construction

is the so-called cohomological Hall algebra of the

commuting variety, which is a certain associative algebra structure on

the direct sum of equivariant cohomology spaces

of the commuting varieties of $gl(r)$, for all $r$. Joint work with E. Vasserot.

I will present an efficient algorithm for computing certain special values of Rankin triple product $p$-adic L-functions and give an application of this to the explicit construction of rational points on elliptic curves.

The $p$-adic Gross-Zagier formula for diagonal cycles and the $p$-adic Beilinson formulae described in the lectures of Rotger and Bertolini respectively suggest a connection between certain  {\em $p$-adic iterated integrals} attached to modular forms and rational points on elliptic curves. I will describe an ongoing project (in collaboration with Alan Lauder and Victor Rotger) whose goal is to explore these relationships numerically, with the goal of better understanding the notion of {\em Stark-Heegner points}. It is hoped that these experiments might suggest new perspectives on Stark-Heegner points based on suitable {\em $p$-adic deformations} of the global objects--diagonal cycles, Beilinson-Kato and Beilinson-Flach elements-- described in the lectures of Rotger, Bertolini, Dasgupta, and Loeffler, following  the influential approach to $p$-adic $L$-functions pioneered by Coates-Wiles, Kato, and Perrin-Riou.

We define an integral version of Sczech cocycle on ${\rm GL}_n(\mathbf{Z})$ by raising the level at a prime $\ell$.As a result, we obtain a new construction of the $p$-adic L-functions of Barsky/Cassou-Nogu\`es/Deligne-Ribet. This cohomological construction further allows for a study of the leading term of these L-functions at $s=0$:\\1) we obtain a new proof that the order of vanishing is at least the oneconjectured by Gross. This was already known as result of Wiles.\\2) we deduce an analog of the modular symbol algorithm for ${\rm GL}_n$ from the cocyclerelation and LLL. It enables for the efficient computation of the special values of these $p$-adic L-functions.\\When combined  with a refinement of the Gross-Stark conjecture, we obtain some examples of numerical construction of $\mathfrak p$-units in class fields of totally real (cubic) fields.This is joint work with Samit Dasgupta.

I will describe a construction of special cohomology classes over the cyclotomic tower for the product of the Galois representations attached to two modular forms, which $p$-adically interpolate the "Beilinson--Flach elements" of Bertolini, Darmon and Rotger. I will also describe some applications to the Iwasawa theory of modular forms over imaginary quadratic fields.

We show that the $p$-adic L-function associated to the tensor square of a $p$-ordinary eigenform factors as the product of the symmetric square $p$-adic L-function of the form with a Kubota-Leopoldt $p$-adic L-function.  Our method of proof follows that of Gross, who proved a factorization for Katz's $ p$-adic L-function for a character arising as the restriction of a Dirichlet character.  We prove certain special value formulae for classical and $p$-adicRankin L-series at non-critical points.  The formula of Bertolini, Darmon, and Rotger in the $p$-adic setting is a key element of our proof.  As demonstrated by Citro, we obtain as a corollary of our main result a proof of the exceptional zero conjecture of Greenberg for the symmetric square.

I will report on $p$-adic Beilinson's formulas, relating the values of certain Rankin $p$-adic L-functions outside their range of classical interpolation, to $p$-adic syntomic regulators of Beilinson-Kato and Beilinson-Flach elements. Applications to the theory of Euler systems and to the Birch and Swinnerton-Dyer conjecture will also be discussed. This is joint work with Henri Darmon and Victor Rotger.

In this lecture I shall introduce certain generalised Gross-Kudla-Schoen diagonal cycles in the product of three Kuga-Sato varieties and a $p$-adic formula of Gross-Zagier type which relates the images of these diagonal cycles under the $p$-adic Abel-Jacobi map to special values of the $p$-adic L-function attached to the Garrett triple convolution of three  Hida families of  modular forms. This formula has applications to the Birch--Swinnerton-Dyer conjecture and the theory of Stark-Heegner points. (Joint work with Henri Darmon.)

The main result of the talk is that two curves over a finite field are isomorphic, up to automorphisms of the ground field, if and only if there is an isomorphism of groups of Dirichlet characters such that the corresponding L-series are all equal. This can be shown by combining Uchida's proof of the anabelian theorem for global function fields with methods from (noncommutative) dynamical systems. I will also discuss how to turn this theorem into a theoretical algorithm that, given a listing of L-functions, determines an equation for the corresponding curve(s).

I will present an overview of a series of joint works with Akio Tamagawa about l-adic representations of etale fundamental group of curves (to simplify, over finitely generated fields of characteristic 0).
More precisely, when the generic representation is GLP (geometrically Lie perfect) i.e. the Lie algebra of the geometric etale fundamental group is perfect, we show that the associated local $\ell$-adic Galois representations satisfies a strong uniform open image theorem (ouside a `small' exceptional locus). Representations on l-adic cohohomology provide an important example of GLP representations. In that case, one can even provethat the exceptional loci that appear in the statement of our stronguniform open image theorem are independent of $\ell$, which was predicted by motivic conjectures.
Without the GLP assumption, we prove that the  associated local l-adic Galois representations still satisfy remarkable rigidity properties: the codimension of the image at the special fibre in the image at the generic fibre is at most 2 (outside a 'small' exceptional locus) and its Lie algebra is controlled by the first terms of the derived series of the Lie algebra of the image at the generic fibre.
I will state the results precisely, mention a few applications/open questions and draw a general picture of the proof in the GLP case (which,in particular, intertwins via the formalism of Galois categories, arithmetico-geometric properties of curves and $\ell$-adic geometry). If time allows, I will also give a few hints about the $\ell$-independency of the exceptional loci or the non GLP case.

We use Schlage-Puchta's concept of p-deficiency and Lackenby's property of p-largeness to show that a group having a finite presentation with p-deficiency greater than 1 is large. What about when p-deficiency is exactly one? We also generalise a result of Grigorchuk on Coxeter groups to odd primes.

In this talk, I will describe a construction of a $p$-adic L-function attached to a triple of $p$-adic Coleman families of cusp forms.  This function interpolates algebraic parts of special values of Garrett triple product L-functions at balanced triples of weights.  Our construction is complementary to that of Harris and Tilouine which treats the case of unbalanced weights.

Given a $p$-adic weight and a finite slope we describe a Hecke and Galois equivariant geometric map relating elliptic overconvergent modular symbols and overconvergent modular forms of that slope, appropriate weights and $\mathbf{C}_p$-coefficients. We show that for a fixed slope, with the possible exception of a discrete family of weights, this map is an isomorphism.

Using Faltings' theory of the Hodge-Tate sequence of an abelian scheme we construct certain sheaves $\Omega^\kappa$, where $\kappa$ is a not-necessarily integral weight, over formal subschemes of modular varieties over which the canonical subgroup exists.   These sheaves generalize the integral powers, $\omega^k$, of the sheaf $\omega$ of relative differentials on a modular curve.   Global sections of $\Omega^\kappa$ provide geometric realizations of overconvergent automorphic forms of non-integral weight.  Applications of this approach to the theory of $p$-adic Hilbert modular forms will be given.   This is joint work with Fabrizio Andreotti and Adrian Iovita.

We apply the theory of the radius of convergence of a $p$-adic connection to the special case of the direct image of the constant connection via a finite morphism of compact $p$-adic curves, smooth in the sense of rigid geometry. We show that a trivial lower bound for that radius implies a global form of Robert's $p$-adic Rolle theorem. The proof is based on a widely believed, although unpublished, result of simultaneous semistable reduction for finite morphisms of smooth $p$-adic curves. We also clarify the relation between the notion of radius of convergence used in our previous work and the more intrinsic one used by Kedlaya. (The paper is available athttp://arxiv.org/abs/1209.0081)

For a proper semistable curve over a DVR of mixed characteristics we re prove the ``invariant cycles theorem'' with trivial coefficients  by Chiarellotto i.e. that the group of elements annihilated by the monodromy operator on the first de Rham cohomology group of the generic fiber coincides with the first rigid cohomology group of the special fiber, without the hypothesis that the residue field is finite. This is done using the explicit description of the monodromy operator on the de Rham cohomology of the generic fiber with coefficients convergent F-isocrystals given in a work of Coleman and Iovita. We apply these ideas to the case where the coefficients are unipotent convergent F-isocrystals defined on the special fiber: we show that the invariant cycles theorem does not hold in general in this setting. Moreover we give a sufficient condition for the non exactness. It is a joint work with B. Chiarellotto, R. Coleman and A. Iovita.

In 1986 Mazur, Tate and Teitelbaum came up with a $p$-adic analogue of the conjecture of Birch and Swinnerton-Dyer for elliptic curves over the rationals. In this talk I will report on joint work with Jennifer Balakrishnan and William Stein on a generalization of this conjecture to the case of modular abelian varieties and primes $p$ of good ordinary reduction. I will discuss the theoretical background that led us to the formulation of the conjecture, as well as numerical evidence supporting it in the case of modular abelian surfaces and the algorithms that we used to gather this evidence.

We extend the following theorem of H. Imai in several ways: If  $A$  is an abelian variety with potentially good reduction over a finite extension  $K$  of  $\mathbf{Q}_p$, then it has only finitely many rational torsion points over the maximal $p$-cyclotomic extension of  $K$. In particular, we prove the finiteness over $K(K^{1/p^\infty})$.

The overconvergence of the canonical subgroup of the universal abelian variety is one of the key ingredients of the theory of overconvergent modular forms. In this talk, I will show the overconvergence of the canonical subgroup with expected properties via the Breuil--Kisin classification, including the case of $p=2$.