Past

A behavioral mean-variance portfolio selection problem in continuous time is formulated and studied. Based on the standard mean-variance portfolio selection problem, the cumulative distribution function of the cash flow is distorted by a probability distortion function. Then the problem is no longer a convex optimization problem. This feature distinguishes it from the conventional linear-quadratic (LQ) problems.

The stochastic optimal LQ control theory no longer applies. We take the quantile function of the terminal cash flow as the decision variable.

The corresponding optimal terminal cash flow can be recovered by the optimal quantile function. Then the efficient strategy is the hedging strategy of the optimal terminal cash flow.

On any Hermitian manifold there is a unique Hermitian connection, called the Bismut connection, which has torsion a three-form. One says that the triplet consisting of the Hermitian structure together with the Bismut connection specifies a Kähler-with-torsion structure, or briefly a KT structure. If the torsion three-form is closed, we have a strong KT structure. The first part of this talk will discuss these notions and also address the problem of classifying strong KT structures.

\paragraph{} Despite their name, KT manifolds are generally not Kähler. In particular the fundamental two-form is not closed. If the KT structure is strong, we have instead a closed three-form. Motivated by the usefulness of moment maps in geometries involving symplectic forms, one may ask whether it is possible to construct a similar type of map, when we replace the symplectic form by a closed three-form. The second part of the talk will explain the construction of such maps, which are called multi-moment maps.

Clustering phenomena occur in numerous areas of science. This series of lectures will discuss:

(i) basic kinetic models for clustering- Smoluchowski's coagulation equation, random shock clustering, ballistic aggregation, domain-wall merging;

(ii) Criteria for approach to self-similarity- role of regular variation;

(iii) The scaling attractor and its measure representation. A particular theme is the use of methods and insights from probability in tandem with dynamical systems theory. In particular there is a

close analogy of scaling dynamics with the stable laws of probability and infinite divisibility.

Homology counts components and cycles, K-theory counts vector bundles and bundles of Clifford algebra modules.  What about geometric models for other generalized cohomology theories?  There is a vision, introduced by Segal, Stolz, and Teichner, that certain cohomology theories should be expressible in terms of topological field theories.

I will describe how the 0-th K-theory group can be formulated in terms of equivalence classes of 1-dimensional topological field theories.  Then I will discuss what it means to twist a topological field theory, and explain that the n-th K-theory group comes from twisted 1-dimensional topological field theories.

The expectation is that 2-dimensional topological field theories should be analogously related to elliptic cohomology.  I will take an extended digression to explain what elliptic cohomology is and why it is interesting.  Then I will discuss 2-dimensional twisted field theory and explain how it leads us toward a notion of higher

("2-dimensional") algebra.  

We will introduce both the classical Hanna Neumann Conjecture and its strengthened version, discuss Stallings' reformulation in terms of immersions of graphs, and look at some partial results. If time allows we shall also look at the new approach of Joel Friedmann.

We shall explain what is the weighted fundamental lemma and how it is related to the truncated Hitchin fibration.

Ordinary homology is a geometrically defined invariant of spaces: the 0-th homology group counts the number of components; the n-th homology group counts n-cycles, which correspond to an intuitive notion of 'n-dimensional holes' in a space.  K-theory, or more specifically the 0-th K-theory group, is defined in terms of vector bundles, and so also has an immediate relationship to geometry.  By contrast, the n-th K-theory group is typically defined homotopy-theoretically using the black box of Bott periodicity.

I will describe a more geometric perspective on K-theory, using Z/2-graded vector bundles and bundles of modules for Clifford algebras.  Along the way I will explain Clifford algebras, 2-categories, and Morita equivalence, explicitly check the purely algebraic 8-fold periodicity of the Clifford algebras, and discuss how and why this periodicity implies Bott periodicity.

The talk will not presume any prior knowledge of K-theory, Clifford algebras, Bott periodicity, or the like.

Starting from a definition of the cohomology of a group, we will define the bounded cohomology of a group. We will then show how quasi-homomorphisms lead to cocycles in the second bounded cohomology group, and use this to look at the second bounded cohomology of some of our favourite groups. If time permits we will end with some applications.

Consider a configuration of points in $d$-dimensional Euclidean space

together with a set of constraints

which fix the direction or the distance between some pairs of points.

Basic questions are whether the constraints imply that the configuration

is unique or locally unique up to congruence, and whether it is bounded. I

will describe some solutions

and partial solutions to these questions.

Consider the space M of parabolas y=ax^2+bx+c, with (a, b, c) as coordinates on M. Two parabolas generically intersect at two (possibly complex) points, and we can define a conformal structure on M by declaring two points to be null separated iff the corresponding parabolas are tangent. A simple calculation of discriminant shows that this conformal structure is flat.

In this talk (based on joint works with Godlinski and Sokolov) I shall show how replacing parabolas by rational plane curves of higher degree allows constructing curved conformal structures in any odd dimension. In dimension seven one can use this "twistor" construction to find G_2 structures in a conformal class.

We shall explain what is the weighted fundamental lemma and how it is related to the truncated Hitchin fibration.

In this talk we describe some recent work on shock

reflection problems for the potential flow equation. We will

start with discussion of shock reflection phenomena. Then we

will describe the results on existence, structure and

regularity of global solutions to regular shock reflection. The

approach is to reduce the shock reflection problem to a free

boundary problem for a nonlinear elliptic equation, with

ellipticity degenerate near a part of the boundary (the sonic

arc). We will discuss techniques to handle such free boundary

problems and degenerate elliptic equations. This talk is based

on joint works with Gui-Qiang Chen, and with Myoungjean Ba

Whether as the sudoku puzzles of popular culture or as

restricted coloring problems on graphs or hypergraphs, completing partial

Latin squares and cubes present a framework for a variety of intriguing

problems. In this talk we will present several recent results on

completing partial Latin squares and cubes.

In addition to existence, the excess-demand approach allows us to establish uniqueness and provide efficient computational algorithms for various complete- and incomplete-market stochastic financial equilibria.

A particular attention will be paid to the case when the agents exhibit constant absolute risk aversion. An overview of recent results (including those jointly obtained with M. Anthropelos and with Y. Zhao) will be given.

This will discuss the paper of Ricci, Tseytlin & Wolf from 2007.

'Compressive sampling' is a topic of current interest. It relies on data being sparse in some domain, which allows what is apparently 'sub Nyquist' sampling so that the quantities of data which must be handled become more closely related to the information rate. This principal would appear to have (at least) three applications for radar and electronic warfare: \\

The most modest application is to reduce the amount of data which we must handle: radar and electronic warfare receivers generate vast amounts of data (up to 1Gbit/second or even 10Gbit.sec). It is desirable to be able to store this data for future analysis and it is also becoming increasingly important to be able to share it between different sensors, which, prima facie, requires vast communication bandwidths and it would be valuable to be able to find ways to handle this more efficiently. \\

The second advantage is that if suitable data domains can be identified, it may also be possible to pre-process the data before the analogue to digital converters in the receivers, to reduce the demands on these critical components. \\

The most ambitious use of compressive sensing would be to find ways of modifying the radar waveforms, and the electronic warfare receiver sampling strategies, to change the domain in which the information is represented to reduce the data rates at the receiver 'front ends', i.e. make the data at the front end better match the information we really want to acquire.\\

The aim of the presentation will be to describe the issues with which we are faced, and to discuss how compressive sampling might be able to help. A particular issue which will be raised is how we might find domains in which the data is sparse.