Past

We propose and analyze a fully discrete Fourier collocation scheme to

solve numerically a nonlinear equation in 2D space derived from a

pattern forming gradient flow. We prove existence and uniqueness of the

numerical solution and show that it converges to a solution of the

initial continuous problem. We also derive some error estimates and

perform numerical experiments to illustrate the theory.

The effective properties of composite media are defined by the constituent phase properties (elastic moduli, thermal conductivities,etc), their volume fractions, and their distribution throughout the medium. In the case of constituents distributed periodically, there exist many homogenization theories which can provide exact solutions for the effective properties. However, the case of the effective properties of random media remains largely an open problem.

In this talk we will begin by discussing the notion of homogenization as an extension to the continuum assumption and regimes in which it breaks down. We then discuss various approaches to dealing with randomness whilst determining the effective properties of acoustic, thermal and elastic media.  In particular we show how the effective properties depend on the randomness of the microstructure

``The Utility of Wealth,'', Markowitz's ``other'' 1952 paper, explains observed risk-seeking and risk-avoidance behaviour by a utility function which has deviation from customary wealth, rather than wealth itself, as its argument. It also assumes that utility is bounded above and below.

This talk presents a class (GUW) of functions which generalise

utility-of-wealth (UW) functions. Unlike the latter functions, the

class is too broad to have interesting, verifiable implications. Rather, various subclasses have such implications. A recent paper by Gillen and Markowitz presents notations to specify various subclasses, and explores the properties of some of these.

This talk extends this classification of risk-facing behaviour to non-utility-maximising behaviour as described by Allais and Ellsberg, and formalised by Mark Machina.

The classical expected utility maximisation theory for financial asset allocation is premised on the assumption that human beings when facing risk make rational choices. The theory has been challenged by many observed and repeatable empirical patterns as well as a number of famous paradoxes and puzzles. The prospect theory in behavioural finance use cognitive psychological techniques to incorporate anomalies in human judgement into economic decision making. This lecture explains the interplay between risk and human judgement, and its impact on dynamic asset allocation via mathematically establishing and analysing a behavioural portfolio choice model.

The geometric Langlands program aims at a "spectral decomposition" of certain derived categories, in analogy with the spectral decomposition of function spaces provided by the Fourier transform. I'll explain such a geometrically-defined spectral decomposition of categories for a particular geometry that arises naturally in connection with integrable systems (more precisely, the quantum Calogero-Moser system) and representation theory (of Cherednik algebras). The category in this case comes from the moduli space of vector bundles on a curve equipped with a choice of ``mirabolic'' structure at a point. The spectral decomposition in this setting may be understood as a case of ``tamely ramified geometric Langlands''. In the talk, I won't assume any prior familiarity with the geometric Langlands program, integrable systems or Cherednik algebras.

Let G be the union of a red graph R and a blue graph B where every edge of G is in R or B (or both R and B). We call such a graph 2-painted. Given 2-painted graphs G and H, we say that G contains a copy of H if we can find a subgraph of G which is isomorphic to H. Let 0

Quasifuchsian punctured-torus groups are the `simplest'
Kleinian groups with an interesting deformation theory. I will show that the convex core of the quotient of hyperbolic 3-space by such a group admits a decomposition into ideal tetrahedra which is canonical in two completely independent senses: one combinatorial, the other geometric. One upshot is a proof of the Bending Lamination Conjecture for such groups.

I will give a characterization of connected Lie groups admitting a quasi-isometric embedding into a CAT(0) metric space. The proof relies on the study of the geometry of their asymptotic cones

In the first part of the talk, we fit the Hua-Pickrell measure (which is a two parameters deformation of the Haar measure) on the unitary group and the Ewens measure on the symmetric group in a same framework. We shall see that in the unitary case, the eigenvalues follow a determinantal point process with explicit hypergeometric kernels. We also study asymptotics of these kernels. The techniques used rely upon splitting of the Haar measure and sampling techniques. In the second part of the talk, we provide a matrix model for the circular Jacobi ensemble, which is the sampling used for the Hua-Pickrell measure but this time on Dyson's circular ensembles. In this case, we use the theory of orthogonal polynomials on the unit circle. In particular we prove that when the parameter of the sampling grows with n, both the spectral measure and the empirical spectral measure converge weakly in probability to a non-trivial measure supported only by one piece of the unit circle.

We consider a critical, measure-valued branching diffusion ξ in Rd, where the branching is continuous and the spatial motion is given by the heat flow. For d ≥ 2 and fixed t > 0, ξt is known to be an a.s. singular random measure of Hasudorff dimension 2. We explain how it can be approximated by Lebesgue measure on ε-neighbourhoods of the support. Next we show how ξt can be approximated in total variation near n points, and how the associated Palm distributions arise in the limit from elementary conditioning. Finally we hope to explan the duality between moment and Palm measures, and to show how the latter can be described in terms of discrete “Palm trees.”

In recent years Schanuel’s Conjecture (SC) has played a fundamental role

in the Theory of Transcendental Numbers and in decidability issues.

Macintyre and Wilkie proved the decidability of the real exponential field,

modulo (SC), solving in this way a problem left open by A. Tarski.

Moreover, Macintyre proved that the exponential subring of R generated

by 1 is free on no generators. In this line of research we obtained that in

the exponential ring $(\mathbb{C}, ex)$, there are no further relations except $i^2 = −1$

and $e^{i\pi} = −1$ modulo SC. Assuming Schanuel’s Conjecture we proved that

the E-subring of $\mathbb{R}$ generated by $\pi$ is isomorphic to the free E-ring on $\pi$.

These results have consequences in decidability issues both on $(\mathbb{C}, ex)$ and

$(\mathbb{R}, ex)$. Moreover, we generalize the previous results obtaining, without

assuming Schanuel’s conjecture, that the E-subring generated by a real

number not definable in the real exponential field is freely generated. We

also obtain a similar result for the complex exponential field.