Past

We pursue robust approach to pricing and hedging in mathematical
finance. We develop a general discrete time setting in which some
underlying assets and options are available for dynamic trading and a
further set of European options, possibly with varying maturities, is
available for static trading. We include in our setup modelling beliefs by
allowing to specify a set of paths to be considered, e.g.
super-replication of a contingent claim is required only for paths falling
in the given set. Our framework thus interpolates between
model-independent and model-specific settings and allows to quantify the
impact of making assumptions. We establish suitable FTAP and
Pricing-Hedging duality results which include as special cases previous
results of Acciaio et al. (2013), Burzoni et al. (2016) as well the
Dalang-Morton-Willinger theorem. Finally, we explain how to treat further
problems, such as insider trading (information quantification) or American
options pricing.
Based on joint works with Burzoni, Frittelli, Hou, Maggis; Aksamit, Deng and Tan.
 

In joint work with Sylvy Anscombe we had found an abstract
valuation theoretic condition characterizing those fields F for which
the power series ring F[[t]] is existentially 0-definable in its
quotient field F((t)). In this talk I will report on recent joint work
with Sylvy Anscombe and Philip Dittmann in which the study of this
condition leads us to some beautiful results on the border of number
theory and model theory. In particular, I will suggest and apply a
p-adic analogue of Lagrange's Four Squares Theorem.

The study of 3-manifolds is founded on the strong connection between algebra and topology in dimension three. In particular, the sine qua non of much of the theory is the Loop Theorem, stating that for any embedding of a surface into a 3-manifold, a failure to be injective on the fundamental group is realised by some genuine embedding of a disc. I will discuss this theorem and give a proof of it.

Cells adapt their metabolic state in response to changes in the environment.  I will present a systematic framework for the construction of flux graphs to represent organism-wide metabolic networks.  These graphs encode the directionality of metabolic fluxes via links that represent the flow of metabolites from source to target reactions.  The weights of the links have a precise interpretation in terms of probabilities or metabolite flow per unit time. The methodology can be applied both in the absence of a specific biological context, or tailored to different environmental conditions by incorporating flux distributions computed from constraint-based modelling (e.g., Flux-Balance Analysis). I will illustrate the approach on the central carbon metabolism of Escherichia coli, revealing drastic changes in the topological and community structure of the metabolic graphs, which capture the re-routing of metabolic fluxes under each growth condition.

By integrating Flux Balance Analysis and tools from network science, our framework allows for the interrogation of environment-specific metabolic responses beyond fixed, standard pathway descriptions.

In this talk on joint work with REBECCA BELLOVIN we discuss the “local ε-isomorphism” conjecture of Fukaya and Kato for (crystalline) families of G_{Q_p}-representations. This can be regarded as a local analogue of the global Iwasawa main conjecture for families, extending earlier work of Kato for rank one modules, of Benois and Berger for crystalline representations with respect to the cyclotomic extension as well as of Loeffler, Venjakob and Zerbes for crystalline representations with respect to abelian p-adic Lie extensions of Q_p. Nakamura has shown Kato’s - conjecture for (ϕ,\Gamma)-modules over the Robba ring, which means in particular only after inverting p, for rank one and trianguline families. The main ingredient of (the integrality part of) the proof consists of the construction of families of Wach modules generalizing work of Wach and Berger and following Kisin’s approach via a corresponding moduli space.
 

We construct triangle equivalences between singularity categories of
two-dimensional cyclic quotient singularities and singularity categories of
a new class of finite dimensional local algebras, which we call Knörrer
invariant algebras. In the hypersurface case, we recover a special case of Knörrer’s equivalence for (stable) categories of matrix factorisations.
We’ll then explain how this led us to study Ringel duality for
certain (ultra strongly) quasi-hereditary algebras.
This is based on joint work with Joe Karmazyn.

Inverse problems are ubiquitous in many areas of Science and Engineering and, once discretised, they lead to ill-conditioned linear systems, often of huge dimensions: regularisation consists in replacing the original system by a nearby problem with better numerical properties, in order to find meaningful approximations of its solution. In this talk we will explore the regularisation properties of many iterative methods based on Krylov subspaces. After surveying some basic methods such as CGLS and GMRES, innovative approaches based on flexible variants of CGLS and GMRES will be presented, in order to efficiently enforce nonnegativity and sparsity into the solution.

Patlak-Keller-Segel equations 
\[
\begin{aligned}
u_t - L u &= - \mathop{\text{div}\,} (u \nabla v) \\
v_t - \Delta v &= u,
\end{aligned}
\]
where L is a dissipative operator, stem from mathematical chemistry and mathematical biology.
Their variants describe, among others, behaviour of chemotactic populations, including feeding strategies of zooplankton or of certain insects. Analytically, Patlak-Keller-Segel equations reveal quite rich dynamics and a delicate global smoothness vs. blowup dichotomy. 
We will discuss smoothness/blowup results for popular variants of the equations, focusing on the critical cases, where dissipative and aggregative forces seem to be in a balance. A part of this talk is based on joint results with Rafael Granero-Belinchon (Lyon).

The Thue-Morse sequence is perhaps the simplest example of an automatic sequence. Various pseudorandomness properties of this sequence have long been studied. During the talk, I will discuss a new result in this direction, asserting that the Gowers uniformity norms of the Thue-Morse sequence are small in a quantitative sense. Similar results hold for the Rudin-Shapiro sequence, as well as for a much wider class of automatic sequences which will be introduced during the talk.

The talk is partially based on joint work with Jakub Byszewski.

Using a variational approach applied to generalized Rayleigh functionals, we extend the concepts of singular values and singular functions to trivariate functions defined on a rectangular parallelepiped. We also consider eigenvalues and eigenfunctions for trivariate functions whose domain is a cube. For a general finite-rank trivariate function, we describe an algorithm for computing the canonical polyadic (CP) decomposition, provided that the CP factors are linearly independent in two variables. All these notions are computed using Chebfun. Application in finding the best rank-1 approximation of trivariate functions is investigated. We also prove that if the function is analytic and two-way orthogonally decomposable (odeco), then the CP values decay geometrically, and optimal finite-rank approximants converge at the same rate.
 

Work of Bezrukavnikov-Kazhdan-Varshavsky uses an equivariant system of trivial idempotents of Moy-Prasad groups to obtain an
Euler-Poincare formula for the r-depth Bernstein projector. We establish an Euler-Poincare formula for the projector to an individual depth zero Bernstein component in terms of an equivariant system of Peter-Weyl idempotents of parahoric subgroups P associated to a block of the reductive quotient of P.  This work is joint with Dan Barbasch and Dan Ciubotaru.
 

In this talk, I will talk about my current approach to model customer movements and in particular congestion inside supermarkets using queuing networks. As the research question for my project is ‘How should one design supermarkets to minimize congestion?’, I will then talk about my current progress in understanding how the network structure can affect this dynamics.

Linear elasticity can be rigorously derived from finite elasticity in the case of small loadings in terms of \Gamma-convergence. This was first done by Dal Maso-Negri-Percivale in the case of one-well energies with super-quadratic growth. This has been later generalised to different settings, in particular to the case of multi-well energies where the distance between the wells is very small (comparable to the size of the load). I will discuss recent developments in the case when the distance between the wells is arbitrary. In this context linear elasticity can be derived by adding to the multi-well energy a singular higher order term which penalises jumps from one well to another. The size of the singular term has to satisfy certain scaling assumptions which turn out to be optimal. (This is joint work with Alicandro, Dal Maso and Lazzaroni.) 

Gaussian fields are prevalent throughout mathematics and the sciences, for instance in physics (wave-functions of high energy electrons), astronomy (cosmic microwave background radiation) and probability theory (connections to SLE, random tilings etc). Despite this, the geometry of such fields, for instance the connectivity properties of level sets, is poorly understood. In this talk I will discuss methods of extracting geometric information about levels sets of a planar Gaussian field through discrete observations of the field. In particular, I will present recent work that studies three such discretisation schemes, each tailored to extract geometric information about the levels set to a different level of precision, along with some applications.

Large-scale homology computations are often rendered tractable by discrete Morse theory. Every discrete Morse function on a given cell complex X produces a Morse chain complex whose chain groups are spanned by critical cells and whose homology is isomorphic to that of X. However, the space-level information is typically lost because very little is known about how critical cells are attached to each other. In this talk, we discretize a beautiful construction of Cohen, Jones and Segal in order to completely recover the homotopy type of X from an overlaid discrete Morse function.