Past

The task is to compute orthogonal eigenvectors (without Gram-Schmidt) of symmetric tridiagonals for isolated clusters of close eigenvalues. We review an "old" method, the Submatrix method, and describe an extension which significantly enlarges the scope to include several mini-clusters within the given cluster. An essential feature is to find the envelope of the associated invariant subspace.

In a financial market, the appreciate rates are very difficult to estimate precisely, and in general only some confidence interval will be estimated. This paper is devoted to the portfolio selection with the appreciation rates being in a certain closed convex set rather than some precise point. We study the problem in both expected utility framework and mean-variance framework, and robust solutions are given explicitly in both frameworks.

I will discuss some theorems of Chatzidakis, van den Dries, and Macintyre on definable sets over finite fields (Crelle 1992). This includes a geometric decomposition theorem for definable sets and a generalization of the Lang-Weil estimates, and uses model theory of finite and pseudo-finite fields.

If time permits, I shall mention a recent application of this work by Emmanuel Kowalski on new bounds for exponential sums (Israel Journal of Math 2007).

I would also like to mention some connections to the model theory of p-adic and motivic integrals and to general problems on counting and equidistribution of rational points.

I plan to discuss some aspects the mysterious relationship between the symmetries of toroidal compactifications of M-theory and helices on del Pezzo surfaces.

We demonstrate a scheme for controlling a large quantum system by acting

on a small subsystem only. The local control is mediated to the larger

system by some fixed coupling Hamiltonian. The scheme allows to transfer

arbitrary and unknown quantum states from a memory to the large system

("upload access") as well as the inverse ("download access").

We give sufficient conditions of the coupling Hamiltonian for the

controllability

of the system which can be checked efficiently by a colour-infection game on

the graph

that describes the couplings.

The B-D equations describe a mean field approximation for a many body system in relaxation to equilibrium. The two B-D equations determine the time evolution of the density c(L,t) of particles with mass L, L=1,2,... One of the equations is a discretized linear diffusion equation for c(L,t), and the other is a non-local constraint equivalent to mass conservation. Existence and uniqueness for the B-D system was established in the 1980's by Ball, Carr and Penrose. Research in the past decade has concentrated on understanding the large time behavior of solutions to the B-D system. This behavior is characterized by the phenomenon of "coarsening", whereby excess density is concentrated in large particles with mass increasing at a definite rate. An important conjecture in the field is that the coarsening rate can be obtained from a particular self- similar solution of the simpler LSW system. In this talk we shall discuss the B-D and LSW equations, and some recent progress by the speaker and others towards the resolution of this conjecture.

Probabilistic methods for the solution of Backward Stochastic Differential Equations (BSDE) provide us with a new approach to the problem of approximating the solution of a semi-linear PDE. Utilizing on the Markovian nature of these BSDE’s we show how one may consider the problem of numerical solutions to BSDEs within the area of weak approximations of diffusions. To emphasize this point, we suggest an algorithm based on the Cubature method on Wiener space of Lyons - Victoir. Instead of using standard discretization techniques of BSDE’s, we choose to work with the actual flow. This allows to take advantage of estimates on the derivatives of the solution of the associated semi-linear PDE and hence, we recover satisfactory convergence estimates.