Past

In this talk, I wish to address the problem of evaluating an integral on an n-dimensional complex vector space whose n-form of integration has poles along a union of (affine) hyperplanes, following the work of Heckman and Opdam. Such situation arise often in the harmonic analysis of a reductive group and when that is the case, the singular hyperplane arrangement in question is dictated by the root system of the group. I will then try to explain how we can relate the intersection lattice of the hyperplane arrangement with nilpotent orbits of a complex Lie algebra related to the root system in question.

We discuss vector bundles with numerically stable reduction on smooth complete varieties over a p-adic number field and sketch the construction of associated p-adic representations of the geometric fundamental group. On projective varieties, such bundles are semistable with respect to every polarization and have vanishing Chern classes. One of the main problems in the construction consisted in getting rid of infinitely many obstruction classes. This is achieved by adapting a theory of Bhatt based on de Jongs's alteration method. One also needs control over numerically flat bundles on arbitrary singular varieties over finite fields. The singular Riemann Roch Theorem of Baum Fulton Macpherson is a key ingredient for this step. This is joint work with Annette Werner.
 

In recent years, ideas from the world of partial differential equations (PDEs) have found their way into the arena of graph and network problems. In this talk I will discuss how techniques based on nonlinear PDE models, such as the Allen-Cahn equation and the Merriman-Bence-Osher threshold dynamics scheme can be used to (approximately) detect particular structures in graphs, such as densely connected subgraphs (clustering and classification, minimum cuts) and bipartite subgraphs (maximum cuts). Such techniques not only often lead to fast algorithms that can be applied to large networks, but also pose interesting theoretical questions about the relationships between the graph models and their continuum counterparts, and about connections between the different graph models.

The share of market making conducted by high-frequency trading (HFT) firms has been rising steadily. A distinguishing feature of HFTs is that they trade intraday, ending the day flat. To shed light on the economics of HFTs, and in a departure from existing market making theories, we model an HFT that has access to unlimited leverage intraday but must fund any end-of-day inventory at an exogenously determined cost. Even though the inventory costs only occur at the end of the day, they impact intraday price and liquidity dynamics. This gives rise to an intraday endogenous price impact mechanism. As time approaches the end of the trading day, the sensitivity of prices to inventory levels intensifies, making price impact stronger and widening bid-ask spreads. Moreover, imbalances of buy and sell orders may catalyze hikes and drops of prices, even under fixed supply and demand functions. Empirically, we show that these predictions are borne out in the U.S. Treasury market, where bid-ask spreads and price impact tend to rise towards the end of the day. Furthermore, price movements are negatively correlated with changes in inventory levels as measured by the cumulative net trading volume.
 

(based on joint work with Tobias Adrian, Erik Vogt, and Hongzhong Zhang)

We will present a very general framework for unconstrained stochastic optimization which is based on standard trust region framework using  random models. In particular this framework retains the desirable features such step acceptance criterion, trust region adjustment and ability to utilize of second order models. We make assumptions on the stochasticity that are different from the typical assumptions of stochastic and simulation-based optimization. In particular we assume that our models and function values satisfy some good quality conditions with some probability fixed, but can be arbitrarily bad otherwise. We will analyze the convergence and convergence rates of this general framework and discuss the requirement on the models and function values. We will will contrast our results with existing results from stochastic approximation literature. We will finish with examples of applications arising the area of machine learning. 
 

The non-local Fisher KPP equation is used to model non-local interaction and competition in a population. I will discuss recent work on solutions of this equation with a compactly supported initial condition, which strengthens results on the spreading speed obtained by Hamel and Ryzhik in 2013. The proofs are probabilistic, using a Feynman-Kac formula and some ideas from Bramson's 1983 work on the (local) Fisher KPP equation.

Given a Shimura variety, I will show how to define a corresponding two-sorted structure. Based on work of Chris Daw and Adam Harris, we will study what is needed for the class of this structures to be categorical. Of course, an introduction to Shimura varieties will be given.
 

Given a Shimura variety, I will show how to define a corresponding two-sorted structure. Based on work of Chris Daw and Adam Harris, we will study what is needed for the class of this structures to be categorical. Of course, an introduction to Shimura varieties will be given.

 Anyone who has worked in $\beta $N will not be surprised to learn that some of the algebraically defined subsets of $\beta N$ are not topologically simple, even though their algebraic definition may be very simple.  I shall show that the following subsets of $\beta N$ are not Borel: $N^*+N^*$; the smallest ideal of $\beta N$; the set of idempotents in $\beta N$; any semiprincipal right ideal in $\beta N$; the set of idempotents in any left ideal in $\beta N$.

Asymptotic dimension is a large-scale analogue of Lebesgue covering dimension. I will give a gentle introduction to asymptotic dimension, prove some basic propeties and give some applications to group theory. I will then define coarse homology and explain how when defined, virtual cohomological dimension gives a lower bound on asymptotic dimension.

Abstract:  Anyone who has worked in $\beta $N will not be surprised to learn that some of the algebraically defined subsets of $\beta N$ are not topologically simple, even though their algebraic definition may be very simple.  I shall show that the following subsets of $\beta N$ are not Borel: $N^*+N^*$; the smallest ideal of $\beta N$; the set of idempotents in $\beta N$; any semiprincipal right ideal in $\beta N$; the set of idempotents in any left ideal in $\beta N$.

We present “Ouroboros,” the first blockchain protocol based on proof of stake with rigorous security guarantees. We establish security properties for the protocol comparable to those achieved by the bitcoin blockchain protocol. As the protocol provides a “proof of stake” blockchain discipline, it offers qualitative efficiency advantages over blockchains based on proof of physical resources (e.g., proof of work). We showcase the practicality of our protocol in real world settings by providing experimental results on transaction processing time obtained with a prototype implementation in the Amazon cloud. We also present a novel reward mechanism for incentivizing the protocol and we prove that given this mechanism, honest behavior is an approximate Nash equilibrium, thus neutralizing attacks such as selfish mining. 

Joint work with  Alexander Russell and Bernardo David and Roman Oliynykov

I'll be talking about my masters' research in Quantum Gravity in a way that is accessible to mathematicians.

Ambitious mathematical models of highly complex natural phenomena are challenging to analyse, and more and more computationally expensive to evaluate. This is a particularly acute problem for many tasks of interest and numerical methods will tend to be slow, due to the complexity of the models, and potentially lead to sub-optimal solutions with high levels of uncertainty which needs to be accounted for and subsequently propagated in the statistical reasoning process. This talk will introduce our contributions to an emerging area of research defining a nexus of applied mathematics, statistical science and computer science, called "probabilistic numerics". The aim is to consider numerical problems from a statistical viewpoint, and as such provide numerical methods for which numerical error can be quantified and controlled in a probabilistic manner. This philosophy will be illustrated on problems ranging from predictive policing via crime modelling to computer vision, where probabilistic numerical methods provide a rich and essential quantification of the uncertainty associated with such models and their computation. 

The cobordism hypothesis gives a correspondence between the
framed local topological field theories with values in C and a fully
dualizable objects in C.  Changing framing gives an O(n) action on the
space of local TFTs, and hence by the cobordism hypothesis it gives a
(homotopy coherent) action of O(n) on the space of fully dualizable
objects in C.  One example of this phenomenon is that O(3) acts on the
space of fusion categories.  In fact, O(3) acts on the larger space of
finite tensor categories.  I'll describe this action explicitly and
discuss its relationship to the double dual, Radford's theorem,
pivotal structures, and spherical structures.  This is part of work in
progress joint with Chris Douglas and Chris Schommer-Pries.
 

Identifying correlations within multiple streams of high-volume time series is a general but challenging problem.  A simple exact solution has cost that is linear in the dimensionality of the data, and quadratic in the number of streams.  In this work, we use dimensionality reduction techniques (sketches), along with ideas derived from coding theory and fast matrix multiplication to allow fast (subquadratic) recovery of those pairs that display high correlation.

Joint work with Jacques Dark

Symplectic duality is an equivalence of mathematical structures associated to pairs of hyper-Kahler cones. All known examples arise as the `Higgs branch’ and `Coulomb branch' of a 3d superconformal quantum field theory. In particular, there is a rich class of examples where the Higgs branch is a Nakajima quiver variety and the Coulomb branch is a moduli spaceof singular magnetic monopoles. In this case, I will show that the equivariant cohomology of the moduli space of based quasi-maps to the Higgs branch transforms as a Verma module for the deformation quantisation of the Coulomb branch

Mirror symmetry predicts surprising geometric correspondences between distinct families of algebraic varieties. In some cases, these correspondences have arithmetic consequences. Among the arithmetic correspondences predicted by mirror symmetry are correspondences between point counts over finite fields, and more generally between factors of their Zeta functions. In particular, we will discuss our results on a common factor for Zeta functions alternate families of invertible polynomials. We will also explore closed formulas for the point counts for our alternate mirror families of K3 surfaces and their relation to their Picard–Fuchs equations. Finally, we will discuss how all of this relates to hypergeometric motives. This is joint work with: Charles Doran (University of Alberta, Canada), Tyler Kelly (University of Cambridge, UK), Steven Sperber (University of Minnesota, USA), John Voight (Dartmouth College, USA), and Ursula Whitcher (American Mathematical Society, USA).

Self-organization is observed in systems driven by the “social engagement” of agents with their local neighbors. Prototypical models are found in opinion dynamics, flocking, self-organization of biological organisms, and rendezvous in mobile networks.

We discuss the emergent behavior of such systems. Two natural questions arise in this context. The underlying issue of the first question is how different rules of engagement influence the formation of clusters, and in particular, the emergence of 'consensus'. Different paradigms of emergence yield different patterns, depending on the propagation of connectivity of the underlying graphs of communication.  The second question involves different descriptions of self-organized dynamics when the number of agents tends to infinity. It lends itself to “social hydrodynamics”, driven by the corresponding tendency to move towards the local means. 

We discuss the global regularity of social hydrodynamics for sub-critical initial configurations.