Past

I will present a universal definition of the integers in the field of rational numbers, building on work discussed by Bjorn Poonen in his seminar last term. I will also give, via model theory, a geometric criterion for the non-diophantineness of Z in Q.

It is well-known that there is a strong link between the representation

theories of the general linear group and the symmetric group over the

complex numbers. J.A.Green has shown that this in also true over infinite

fields of positive characteristic. For this he used the Schur functor as

introduced by I.Schur in his PhD thesis.

In this talk I will show that one can do the same thing for the symplectic

group and the Brauer algebra. This is joint work with S.Donkin. As a

consequence we obtain that (under certain conditions) the Brauer algebra and

the symplectic Schur algebra in characteristic p have the same block

relation. Furthermore we obtain a new proof of the description of the blocks

of the Brauer algebra in characteristic zero as obtained by Cox, De Visscher

and Martin.

Operator decomposition methods are an attractive solution strategy for computing complex phenomena involving multiple physical processes, multiple scales or multiple domains. The general strategy is to decompose the problem into components involving simpler physics over a relatively limited range of scales, and then to seek the solution of the entire system through an iterative procedure involving solutions of the individual components. We analyze the accuracy of an operator decomposition finite element method for a conjugate heat transfer problem consisting of a fluid and a solid coupled through a common boundary. We derive accurate a posteriori error estimates that account for both local discretization errors and the transfer of error between fluid and solid domains. We use these estimates to guide adaptive mesh refinement. In addition, we show that the order of convergence of the operator decomposition method is limited by the accuracy of the transferred gradient information, and how a simple boundary flux recovery method can be used to regain the optimal order of accuracy in an efficient manner. This is joint work with Don Estep and Tim Wildey, Department of Mathematics, Colorado State University.

A new portfolio choice model in continuous time is formulated and solved, where the quantile function of the terminal cash flow, instead of the cash flow itself, is taken as the decision variable. This formulation covers and leads to solutions to many existing and new models including expected utility maximisation, mean-variance, goal reaching, VaR and CVaR, Yaari's dual model, Lopes' SP/A model, and behavioural model under prospect theory.

The problem of Anderson localization in graphene

has generated a lot of renewed attention since graphene flakes

have been accessible to transport and spectroscopic probes.

The popularity of graphene derives from it realizing planar Dirac

fermions. I will show under what conditions disorder for

planar Dirac fermions does not result in localization but rather in a

metallic state that might be called a topological metal.

I will talk about recent work concerning the Onsager equation on metric

spaces. I will describe a framework for the study of equilibria of

melts of corpora -- bodies with finitely many

degrees of freedom, such as stick-and-ball models of molecules.

We introduce a class of backward stochastic differential equations (BSDEs) driven by Brownian motion and Poisson random measure, and subject to constraints on the jump component. We prove the existence and uniqueness of the minimal solution for the BSDEs by using a penalization approach. Moreover, we show that under mild conditions the minimal solutions to these constrained BSDEs can be characterized as the unique viscosity solution of quasi-variational inequalities (QVIs), which leads to a probabilistic representation for solutions to QVIs. Such a representation in particular gives a new stochastic formula for value functions of a class of impulse control problems. As a direct consequence we obtain a numerical scheme for the solution of such QVIs via the simulation of the penalized BSDEs. This talk is based on joint work with I. Kharroubi, J. Ma and J. Zhang.

In this talk I will present recent results on ergodicity of Markov semigroups in large dimensional spaces including interacting Levy type systems as well as some R-D models.

Abstract: In this talk, I will give an overview of the new developments in the AdS_4/CFT_3 correspondence. I will present in detail an N=6 Chern-Simons-matter theory with gauge group U(N) x U(N) that is dual to N M2 branes in the orbifold C^4/Z_k. This theory can be derived from a construction involving D3 branes intersecting (p,q) fivebranes. I will also discuss various quantum mechanical aspects of this theory, including an enhancement of its supersymmetry algebra at Chern-Simons levels 1 and 2, and some novel phenomenon that arise in the U(N) x U(M) theory dual to configurations with N-M fractional branes. A generalization to N=3 CSM theories dual to AdS_4 x M_7, where M_7 is a 3-Sasakian 7-manifold, will be explained. The seminar will be based primarily on Aharony, Bergman, DJ, Maldacena; Aharony, Bergman, DJ; DJ, Tomasiello.

We prove existence of equilibrium in a continuous-time securities market in which the securities are potentially dynamically complete: the number of securities is at least one more than the number of independent sources of uncertainty. We prove that dynamic completeness of the candidate equilibrium price process follows from mild exogenous assumptions on the economic primitives of the model. Our result is universal, rather than generic: dynamic completeness of the candidate equilibrium price process and existence of equilibrium follow from the way information is revealed in a Brownian filtration, and from a mild exogenous nondegeneracy condition on the terminal security dividends. The nondegeneracy condition, which requires that finding one point at which a determinant of a Jacobian matrix of dividends is nonzero, is very easy to check. We find that the equilibrium prices, consumptions, and trading strategies are well-behaved functions of the stochastic process describing the evolution of information.

We prove that equilibria of discrete approximations converge to equilibria of the continuous-time economy

We show how the circle method with a suitably chosen Gaussian weight can be used to count unweighted zeros of polynomials. Tschinkel's problem asks for the density of solutions to Diophantine equations with S-unit and integral variables.

We consider the symmetric group S_n of degree n and an algebraically

closed field F of prime characteristic p.

As is well-known, many representation theoretical objects of S_n

possess concrete combinatorial descriptions such as the simple

FS_n-modules through their parametrization by the p-regular partitions of n,

or the blocks of FS_n through their characterization in terms of p-cores

and p-weights. In contrast, though closely related to blocks and their

defect groups, the vertices of the simple FS_n-modules are rather poorly

understood. Currently one is far from knowing what these vertices look

like in general and whether they could be characterized combinatorially

as well.

In this talk I will refer to some theoretical and computational

approaches towards the determination of vertices of simple FS_n-modules.

Moreover, I will present some results concerning the vertices of

certain classes of simple FS_n-modules such as the ones labelled by

hook partitions or two part partitions, and will state a series of

general open questions and conjectures.

The advent of multicore processors and other technologies like Graphical Processing Units (GPU) will considerably influence future research in High Performance Computing.

To take advantage of these architectures in dense linear algebra operations, new algorithms are

proposed that use finer granularity and minimize synchronization points.

After presenting some of these algorithms, we address the issue of pivoting and investigate randomization techniques to avoid pivoting in some cases.

In the particular case of GPUs, we show how linear algebra operations can be enhanced using

hybrid CPU-GPU calculations and mixed precision algorithms.

In order to understand the nonlinear stability of many types of time-periodic travelling waves on unbounded domains, one must overcome two main difficulties: the presence of embedded neutral eigenvalues and the time-dependence of the associated linear operator. This problem is studied in the context of time-periodic Lax shocks in systems of viscous conservation laws. Using spatial dynamics and a decomposition into separate Floquet eigenmodes, it is shown that the linear evolution for the time-dependent operator can be represented using a contour integral similar to that of the standard time-independent case. By decomposing the resulting Green's distribution, the leading order behavior associated with the embedded eigenvalues is extracted. Sharp pointwise bounds are then obtained, which are used to prove that the time-periodic Lax shocks are linearly and nonlinearly stable under the necessary conditions of spectral stability and minimal multiplicity of the translational eigenvalues. The latter conditions hold, for example, for small-oscillation time-periodic waves that emerge through a supercritical Hopf bifurcation from a family of time-independent Lax shocks of possibly large amplitude.

I show that the expansion of the real field by a total Pfaffian chain is model complete in a language with symbols for the functions in the chain, the exponential and all real constants. In particular, the expansion of the reals by all total Pfaffian functions is model complete.

The homological Hall lemma is a topological tool that has recently been used to derive Hall type theorems for systems of disjoint representatives in hypergraphs.

After outlining the general method, we.ll describe one such theorem in some detail. The main ingredients in the proof are:

1) A relation between the spectral gap of a graph and the topological connectivity of its flag complex.

2) A new graph domination parameter defined via certain vector representations of the graph.

Joint work with R. Aharoni and E. Berger

In this talk, we present an extension of the theory of rough paths to partial differential equations. This allows a robust approach to stochastic partial differential equations, and in particular we can replace Brownian motion by more general Gaussian and Markovian noise. Support theorems and large deviation statements all become easy corollaries of the corresponding statements of the driving process. This is joint work with Peter Friz in Cambridge.

It is a classical result that the Alexander polynomial of a fibered knot has to be monic. But in general the converse does not hold, i.e. the Alexander polynomial does not detect fibered knots. We will show that the collection of all twisted Alexander polynomials (which are a natural generalization of the ordinary Alexander polynomial) detect fibered 3-manifolds.

As a corollary it follows that given a 3-manifold N the product S1 x N is symplectic if and only if N is fibered.

A new general approach to optimal stopping problems in L\'evy models, regime switching L\'evy models and L\'evy models with stochastic volatility and stochastic interest rate is developed. For perpetual options, explicit solutions are found, for options with finite time horizon, time discretization is used, and explicit solutions are derived for resulting sequences of perpetual options.

The main building block is the option to abandon a monotone payoff stream. The optimal exercise boundary is found using the operator form of the Wiener-Hopf method, which is standard in analysis, and interpretation of the factors as {\em expected present value operators} (EPV-operators) under supremum and infimum processes.

Other types of options are reduced to the option to abandon a monotone stream. For regime-switching models, an additional ingredient is an efficient iteration procedure.

L\'evy models with stochastic volatility and/or stochastic interest rate are reduced to regime switching models using discretization of the state space for additional factors. The efficiency of the method for 2 factor L\'evy models with jumps and for 3-factor Heston model with stochastic interest rate is demonstrated. The method is much faster than Monte-Carlo methods and can be a viable alternative to Monte Carlo method as a general method for 2-3 factor models.

Joint work of Svetlana Boyarchenko,University of Texas at Austin and Sergei Levendorski\v{i},

University of Leicester