Past

This talk concerns the relationships between Donaldson-Thomas, Pandharipande-Thomas, and Szendroi invariants established via analysis of the geometry of wall crossing phenomena of suitably general moduli spaces. I aim to give a reasonably detailed account of the simplest example, the conifold, where in fact all of the major ideas can be easily seen.

We analyze the impact of portfolio rebalancing frequency on the measurement of risk

over a moderately long horizon. This problem arises from an incremental capital charge recently

proposed by the Basel Committee on Banking Supervision. The new risk measure calculates

VaR over a one-year horizon at a high confidence level and assigns different

rebalancing frequencies to different types of assets to capture potential illiquidity.

We analyze the difference between discretely and continuously rebalanced portfolios in a simple model of asset dynamics by examining the limit as the rebalancing frequency increases. This leads to alternative approximations at moderate and extreme loss levels. We also show how to incorporate multiple scales of rebalancing frequency in the analysis

The aim of my talk is to present the work of my PhD Thesis and my current research. It is concerned with local/global bifurcation of standing wave solutions to some nonlinear Schr\"odinger equations in $\mathbb{R}^N \ (N\geq1)$ and with stability properties of these solutions. The equations considered have a nonlinearity of the form $V(x)|\psi|^{p-1}\psi$, where $V:\mathbb{R}^N\to\mathbb{R}$ decays at infinity and is subject to various assumptions. In particular, $V$ could be singular at the origin.

Local/global smooth branches of solutions are obtained for the stationary equation by combining variational techniques and the implicit function theorem. The orbital stability of the corresponding standing waves is studied by means of the abstract theory of Grillakis, Shatah and Strauss.

We classify certain linear representations of finite groups with a large orbit. This is motivated by a question on the number of conjugacy classes of a finite group.

There are many theorems concerning cycles in graphs for which it is natural to seek analogous results for directed graphs. I will survey

recent progress on certain questions of this type. New results include

(i) a solution to a question of Thomassen on an analogue of Dirac’s theorem

for oriented graphs,

(ii) a theorem on packing cyclic triangles in tournaments that “almost” answers a question of Cuckler and Yuster, and

(iii) a bound for the smallest feedback arc set in a digraph with no short directed cycles, which is optimal up to a constant factor and extends a result of Chudnovsky, Seymour and Sullivan.

These are joint work respectively with (i) Kuhn and Osthus, (ii) Sudakov, and (iii) Fox and Sudakov.

We consider problems of elastic plastic deformation with isotropic and  kinematic hardening.

A dual formulation with stresses as principal variables is used. 

We obtain several results on Sobolev space regularity of the stresses  and strains.

In particular, we obtain the existence of a full derivative of the  stress tensor up to the boundary of the basic domain.

Finally, we present an outlook for obtaining further regularity  results in connection with general nonlinear evolution problems.

The goal of this talk is to give sufficient conditions for the existence of points on certain varieties defned over finite fields.

I will outline the proof of two old conjectures of Cameron Gordon. The first states that the maximal number of exceptional Dehn surgeries on a 1-cusped hyperbolic 3-manifold is 10. The second states the maximal distance between exceptional Dehn surgeries on a 1-cusped hyperbolic 3-manifold is 8. The proof uses a combination of new geometric techniques and rigorous computer-assisted calculations.

This is joint work with Rob Meyerhoff.

Coefficients of the characteristic polynomial are generators of the ring of polynomial functions on the space of matrices which are invariant under the conjugation. This was generalized by Chevalley to general reductive groups. By looking closely on the centralisers, one is lead to a very natural 2-category attached to Chevalley characteristic morphism. This abstract, but yet elementary, construction helps one to understand the symmetries of the fibres of the Hitchin fibration, as well as those of affine Springer fibers.

We will also explain how these groups of symmetries are related to the notion of endoscopic groups, which was introduced by Langlands in his stabilisation of the trace formula. We will also briefly explain how the symmetry groups help one to acquire a rather good understanding of the cohomology of the Hitchin fibration and eventually the proof of the fundamental lemma in Langlands' program.

A financial market model is considered on which agents (e.g. insurers) are subject to an exogenous financial risk, which they trade by issuing a risk bond. Typical risk sources are climate or weather. Buyers of the bond are able to invest in a market asset correlated with the exogenous risk. We investigate their utility maximization problem, and calculate bond prices using utility indi®erence. This hedging concept is interpreted by means of martingale optimality, and solved with BSDE and Malliavin's calculus tools. Prices are seen to decrease as a result of dynamic hedging. The price increments are interpreted in terms of diversification pressure.

GIBSON BUILDING COMMON ROOM 2ND FLOOR

(Coffee and Cakes in Gibson Meeting Room - opposite common room)

The effects of electric fields on nonlinear free surface flows are investigated. Both inviscid and Stokes flows are considered.

Fully nonlinear solutions are computed by boundary integral equation methods and weakly nonlinear solutions are obtained by using long wave asymptotics and lubrication theory. Effects of electric fields on the stability of the flows are discussed. In addition applications to coating flows are presented.