Past

A stable algorithm to compute the roots of polynomials is presented. The roots are found by computing the eigenvalues of the associated companion matrix by Francis's implicitly-shifted $QR$ algorithm.  A companion matrix is an upper Hessenberg matrix that is unitary-plus-rank-one, that is, it is the sum of a unitary matrix and a rank-one matrix.  These properties are preserved by iterations of Francis's algorithm, and it is these properties that are exploited here. The matrix is represented as a product of $3n-1$ Givens rotators plus the rank-one part, so only $O(n)$ storage space is required.  In fact, the information about the rank-one part is also encoded in the rotators, so it is not necessary to store the rank-one part explicitly.  Francis's algorithm implemented on this representation requires only $O(n)$ flops per iteration and thus $O(n^{2})$ flops overall.  The algorithm is described, backward stability is proved under certain conditions on the polynomial coefficients, and an extensive set of numerical experiments is presented.  The algorithm is shown to be about as accurate as the (slow) Francis $QR$ algorithm applied to the companion matrix without exploiting the structure.  It is faster than other fast methods that have been proposed, and its accuracy is comparable or better.

In this talk I will present several results connected with the idea of magnetic relaxation for MHD, including some new commutator estimates (and a counterexample to the estimate in the critical case). (Joint work with various subsets of  D. McCormick, J. Robinson, C. Fefferman and J-Y. Chemin.)

Cramer conjectured a random model for the distribution of the primes, which would suggest that, on the scale of the average prime gap, the primes can be modelled by a Poisson process. In particular, the set of limit points of normalized prime gaps would be the whole interval $[0,\infty)$. I will describe joint work with Banks and Freiberg which shows that at least 1/8 of the positive reals are in the set of limit points. 

I will describe the Spatial Lambda-Fleming-Viot process, which is a model of evolution in a spatial continuum, and discuss the time and spatial scales on which selectively advantageous genes propagate through space. The appropriate scaling depends on the dimension of space, resulting in three distinct cases; d=1, d=2 and d>=3. In d=1 the limiting genealogy is the Brownian net whereas, by contrast, in d=2 local interactions give rise to a delicate damping mechanism and result in a finite limiting branching rate. This is joint work with Alison Etheridge and Daniel Straulino.

 Parametrized spectra are topological objects that represent
twisted forms of cohomology theories.  In this talk I will describe a theory
of parametrized spectra as highly structured bundle-like objects.  In
particular, we can make sense of the structure "group" of a bundle of
spectra.  This point of view leads to new examples and a good framework for
twisted equivariant cohomology theories.  

The theory of regularity structures allows one to give a meaning to several stochastic PDEs, including the Parabolic Anderson Model. So far, these equations have been considered on a torus. The goal of this talk is to explain how one can define the PAM on the whole space R^3. This is a joint work with Martin Hairer.

When firms want to buy back their own shares, they often use the services of investment banks through ASR contracts. ASR contracts are execution contracts including exotic option characteristics (an Asian-type payoff and Bermudian/American exercise dates). In this talk, I will present the different types of ASR contracts usually encountered, and I will present a model in order to (i) price ASR contracts and (ii) find the optimal execution strategy for each type of contract. This model is inspired from the classical (Almgren-Chriss) literature on optimal execution and uses classical ideas from option pricing. It can also be used to price options on illiquid assets. Original numerical methods will be presented.

1. Calibration and Pricing of Financial Derivatives using Forward PDEs (Mariapragassam)

Nowadays, various calibration techniques are in use in the financial industry and the exact re-pricing of call options is a must-have standard. However, practitioners are increasingly interested in taking into account the quotes of other derivatives as well.
We describe our approach to the calibration of a specific Local-Stochastic volatility model proposed by the FX group at BNP Paribas. We believe that forward PDEs are powerful tools as they allow to achieve stable and fast best-fit routines. We will expose our current results on this matter.

Joint work with Prof. Christoph Reisinger

2. Infinite discrete-time investment and consumption problem (Li)

We study the investment and consumption problem in infinite discrete-time framework. In our problem setting, we do not need the wealth process to be positive at any time point. We first analyze the time-consistent case and give the convergence of value function for infinite-horizon problem by value functions of finite-horizon problems.

Then we discuss the time-consistent case, and hope the value functions of finite-horizon problems will still converge to the infinite-horizon problem.

I'll discuss work (part with Savitt, part with Dembele and Roberts) on two related questions: describing local factors at primes over p in mod p automorphic representations, and describing reductions of local crystalline Galois representations with prescribed Hodge-Tate weights.

In this talk we want to discuss results by Dimca, Papadima, and Suciu about the finiteness properties of Kähler groups. Namely, we will sketch their proof that for every $2\leq n\leq \infty$ there is a Kähler group with finiteness property $\mathcal{F}_n$, but not $FP_{n+1}$. Their proof is by explicit construction of examples. These examples all arise as subgroups of finite products of surface groups and they are the first known examples of Kähler groups with arbitrary finiteness properties. The talk does not require any prior knowledge of finiteness properties or of Kähler groups.

LiFePO4 is a commercially available battery material with good theoretical discharge capacity, excellent cycle life and increased safety compared with competing Li-ion chemistries. During discharge, LiFePO4 material can undergo phase separation, between a highly and lowly lithiated form. Discharge of LiFePO4 crystals has traditionally been modelled by one-phase Stefan problems, which assume that phase separation occurs.

Recent work has been using phase-field models based on the Cahn-Hilliard equation, which only phase-separates when thermodynamically favourable. In the past year or two, this work has been having considerable impact in both theoretical and experimental electrochemistry.

Unfortunately, these models are very difficult to solve numerically and involve large, coupled systems of nonlinear PDEs across several different size scales that include a range of different physics and cannot be homogenised effectively.

This talk will give an overview of recent developments in modelling LiFePO4 and the sort of strategies used to solve these systems numerically.

I shall show that for every conjugacy class O in a connected semisimple algebraic group G over an algebraically closed field of characteristic good for G one can find a special transversal slice S to the set of conjugacy classes in G such that O intersects S and dim O=codim S. The construction of the slice utilizes some new combinatorics related to invariant planes for the action of Weyl group elements in the reflection representation. The condition dim O=codim S is checked using some new mysterious results by Lusztig on intersection of conjugacy classes in algebraic groups with Bruhat cells.

We outline a path from polynomial numerical hulls to multicentric calculus for evaluating f(A). Consider
$$Vp(A) = {z ∈ C : |p(z)| ≤ kp(A)k}$$
where p is a polynomial and A a bounded linear operator (or matrix). Intersecting these sets over polynomials of degree 1 gives the closure of the numerical range, while intersecting over all polynomials gives the spectrum of A, with possible holes filled in.
Outside any set Vp(A) one can write the resolvent down explicitly and this leads to multicentric holomorphic functional calculus.
The spectrum, pseudospectrum or the polynomial numerical hulls can move rapidly in low rank perturbations. However, this happens in a very controlled way and when measured correctly one gets an identity which shows e.g. the following: if you have a low-rank homotopy between self-adjoint and quasinilpotent, then the identity forces the nonnormality to increase in exact compensation with the spectrum shrinking.
In this talk we shall mention how the multicentric calculus leads to a nontrivial extension of von Neumann theorem
$$kf(A)k ≤ sup |z|≤1
kf(z)k$$
where A is a contraction in a Hilbert space, and conclude with some new results on (nonholomorphic) functional calculus for operators for which p(A) is normal at a nontrivial polynomial p. Notice that this is always true for matrices.

"We consider certain distinguished extensions of the field F_p((t)) of formal Laurent series over F_p, and look at questions about their model theory and Galois theory, with a particular focus on decidability."

Viktor Mayer-Schönberger is Professor of Internet Governance and Regulation at the University of Oxford's Internet Institute. He is also a faculty affiliate of Harvard's Belfer Center for Science and International Affairs. Together with Kenneth Cukier he is the co-author of the international bestseller Big Data.

Dinits, Karzanov and Lomonosov showed that the minimal edge cuts of a finite graph have the structure of a cactus, a tree-like graph constructed from cycles. Evangelidou and Papasoglu extended this to minimal cuts separating the ends of an infinite graph. In this talk we will discuss a similar structure theorem for minimal vertex cuts separating the ends of a graph; these can be encoded by a succulent, a mild generalization of a cactus that is still tree-like.

Counterexamples to Vaught's Conjecture regarding the number of countable
models of a theory in a logical language, may felicitously be studied by investigating a tree
of types of different arities and belonging to different languages. This
tree emerges from a category of topological spaces, and may be studied as such, without
reference to the original logic. The tree has an intuitive character of absoluteness
and of self-similarity. We present theorems expressing these ideas, some old and some new.

Stallings' folding technique lets us factor a map of graphs as a sequence of "folds" (edge identifications) followed by an immersion. We will show how this technique gives an algorithm to express a free-group automorphism as the product of Whitehead automorphisms (and hence Nielsen transformations), as well as proving finite generation for some subgroups of the automorphism group of a free group.