Past

In order for one to infer reasonable predictions from a model, it must be calibrated to reproduce observations in the market. We use the semimartingale optimal transport methodology to formulate this calibration problem into a constrained optimisation problem, with our model calibrated using a finite number of European options observed in the market as constraints. Given such a PDE formulation, we are able to then derive a dual formulation involving an HJB equation which we can numerically solve. We focus on two cases: (1) The stochastic interest rate is known and perfectly matches the observed term structure in the market, however the asset local volatility and correlation are not known and must be calibrated; (2) The dynamics of both the stochastic interest rate and the underlying asset are unknown, and we must jointly calibrate both to European options on the interest rate and on the asset.

ife forms have devised impressive and subtle ways to exploit fluid flows. I’ll talk about birds as flying machines whose behaviors can give surprising insights into flow physics. One story explains how flocking interactions can help to bring flapping flyers into orderly formations. A second story involves the more subtle role of aerodynamics in the highly efficient breathing of birds, which is thought to be critical to their ability to fly.

Tensors, also known as multiway arrays, have become ubiquitous as representations for operators or as convenient schemes for storing data. Yet, when it comes to compressing these objects or analyzing the data stored in them, the tendency is to ``flatten” or ``matricize” the data and employ traditional linear algebraic tools, ignoring higher dimensional correlations/structure that could have been exploited. Impediments to the development of equivalent tensor-based approaches stem from the fact that familiar concepts, such as rank and orthogonal decomposition, have no straightforward analogues and/or lead to intractable computational problems for tensors of order three and higher.

In this talk, we will review some of the common tensor decompositions and discuss their theoretical and practical limitations. We then discuss a family of tensor algebras based on a new definition of tensor-tensor products. Unlike other tensor approaches, the framework we derive based around this tensor-tensor product allows us to generalize in a very elegant way all classical algorithms from linear algebra. Furthermore, under our framework, tensors can be decomposed in a natural (e.g. ‘matrix-mimetic’) way with provable approximation properties and with provable benefits over traditional matrix approximation. In addition to several examples from recent literature illustrating the advantages of our tensor-tensor product framework in practice, we highlight interesting open questions and directions for future research.

In this seminar, we study a tissue growth model with applications to tumour growth. The model is based on that of Perthame, Quirós, and Vázquez proposed in 2014 but incorporated the advective effects caused, for instance, by the presence of nutrients, oxygen, or, possibly, as a result of self-propulsion. The main result of this work is the incompressible limit of this model, which builds a bridge between the density-based model and a geometry free-boundary problem by passing to a singular limit in the pressure law. The limiting objects are then proven to be unique.

Condensed Mathematics is a tool recently developed by Clausen and Scholze and it is proving fruitful in many areas of algebra and geometry. In this talk, we will cover the definition of condensed sets, the analogues of topological spaces in the condensed setting. We will also talk about condensed modules over a ring and some of their nice properties like forming an abelian category. Finally, we'll discuss some recent results that have been obtained through the application of Condensed Mathematics.

We will be joined by Professor Kobi Kremnizer, who is a trained mental health first-aider, to discuss ways to protect your mental health this season.

In view of Takesaki-Takai duality, we can go back and forth between C*-dynamical systems of an abelian group and ones of its Pontryagin dual by taking crossed products. In this talk, I present a similar duality between actions on C*-algebras of two constructions of locally compact quantum groups: one is the bicrossed product due to Vaes-Vainerman, and the other is the double crossed product due to Baaj-Vaes. I will explain the situation by illustrating the example coming from groups. If time permits, I will also discuss its consequences in the case of quantum doubles.

A metric is said to be (globally) median,  if any three points have a unique “median” which  lies  between  any  two  points  from  the  triple.  
Such  spaces  arise  naturally  in  many different contexts.  The property of being locally median can be viewed as a kind of
non-positive curvature condition.  We show that a complete uniformly locally median space is
globally median if and only if it is simply connected.  This is an analogue of the well known Cartan-Hadamard Theorem for non-positively curved manifolds, or more generally CAT(0) spaces.  However it leaves open a number of interesting questions.

We discuss the Local Langlands correspondence in connection with the Bernstein center and the Stable Bernstein center. We also give an example of stable Bernstein center as a stable essentially compact invariant distribution.

We consider a bond percolation on the hypercube in the supercritical regime. We derive vertex-expansion properties of the giant component. As a consequence we obtain upper bounds on the diameter of the giant component and the mixing time of the lazy random walk on the giant component. This talk is based on joint work with Joshua Erde and Michael Krivelevich.

I will present a model for an optimal portfolio allocation and consumption problem for a portfolio composed of a risk-free bond and two illiquid assets. Two forms of illiquidity are presented, both illiquidities based on Lévy processes. The goal of the investor is to maximise a certain utility function, and the optimal utility is found as a solution of a nonlinear PIDE of the Hamilton-Jacobi-Bellman kind.

The Dedekind zeta function generalises the Riemann zeta
function to other number fields than the rationals. The analytic class number
formula says that the leading term of the Dedekind zeta function is a
product of invariants of the number field. I will say some things
about the class number formula, about L-functions, and about Stark's
conjecture which generalises the class number formula.

The signature is a non-commutative exponential that appeared in the foundational work of K-T Chen in the 1950s. It is also a fundamental object in the theory of rough paths (Lyons, 1998). More recently, it has been proposed, and used, as part of a practical methodology to give a way of summarising multimodal, possibly irregularly sampled, time-ordered data in a way that is insensitive to its parameterisation. A key property underpinning this approach is the ability of linear functionals of the signature to approximate arbitrarily any compactly supported and continuous function on (unparameterised) path space. We present some new results on the properties of a selection of topologies on the space of unparameterised paths. We discuss various applications in this context.
This is based on joint work with William Turner.
 

The chromatic polynomial \chi(Q) can be defined for any graph, such that for Q integer it counts the number of colourings. It has many remarkable properties, and I describe several that are derived easily by using fusion categories, familiar from topological quantum field theory. In particular, I define the chromatic algebra, a planar algebra whose evaluation gives the chromatic polynomial. Linear identities of the chromatic polynomial at certain values of Q then follow from the Jones-Wenzl projector of the associated category. An unusual non-linear one called Tutte's golden identity relates \chi(\phi+2) for planar triangulations to the square of \chi(\phi+1), where \phi is the golden mean. Tutte's original proof is purely combinatorial. I will give here an elementary proof by manipulations of a topological invariant related to the Jones polynomial. Time permitting, I will also mention analogous identities for graphs on more general surfaces. Based on work with Slava Krushkal.

The moduli space M of stable bundles on a Riemann surface possesses a natural family of holomorphic trivector fields. The talk will introduce these objects with examples and then use them to gain information about the Hochschild cohomology of M.

K-homology is the dual theory to K-theory for C*-algebras.  I will show how under appropriate quasi-diagonality and countability assumptions K-homology (more generally, KK-theory) can be realized by completely positive and contractive, and approximately multiplicative, maps to matrix algebras modulo an appropriate equivalence relation.  I’ll briefly explain some connections to manifold topology and existence / uniqueness theorems in C*-algebra classification theory (due to Dadarlat and Eilers).

Some of this is based on joint work with Guoliang Yu, and some is work in progress

While scattering problems are posed on unbounded domains, volumetric discretizations typically require truncating the domain at a finite distance, closing the system with some sort of boundary condition.  These conditions typically suffer from some deficiency, such as perturbing the boundary value problem to be solved or changing the character of the operator so that the discrete system is difficult to solve with iterative methods.

We introduce a new technique for the Helmholtz problem, based on using the Green formula representation of the solution at the artificial boundary.  Finite element discretization of the resulting system gives optimal convergence estimates.  The resulting algebraic system can be solved effectively with a matrix-free GMRES implementation, preconditioned with the local part of the operator.  Extensions to the Morse-Ingard problem, a coupled system of pressure/temperature equations arising in modeling trace gas sensors, will also be given.

Minimal submanifolds are the critical points of the volume functional. If the second derivative of the volume is nonnegative, we say that such a minimal submanifold is stable.

After reviewing some basics of minimal submanifolds in a generic Riemannian manifold, I will give some motivations behind the Lawson--Simons conjecture, which claims that there are no stable minimal submanifolds in 1/4-pinched spheres. Finally, I will discuss my recent work with Giada Franz on the nonexistence of stable minimal submanifolds in conformal pinched spheres.

2:00 Julian Sieber

On the (Non-)stationary density of fractional SDEs

I will present a novel approach for studying the density of SDEs driven by additive fractional Brownian motion. It allows us to establish smoothness and Gaussian-type upper and lower bounds for both the non-stationary as well as the stationary density. While the stationary density has not been studied in any previous works, the former was the subject of multiple articles by Baudoin, Hairer, Nualart, Ouyang, Pillai, Tindel, among others. The common theme of all of these works is to obtain the results through bounds on the Malliavin derivative. The main disadvantage of this approach lies in the non-optimal regularity conditions on the SDE's coefficients. In case of additive noise, the equation is known to be well-posed if the drift is merely sublinear and measurable (resp. Holder continuous). Relying entirely on classical methods of stochastic analysis (avoiding any Malliavin calculus), we prove the aforementioned Gaussian-type bounds under optimal regularity conditions.

The talk is based on a joint work with Xue-Mei Li and Fabien Panloup.

2:45 Thomas Tendron

A central limit theorem for a spatial logistic branching process in the slow coalescence regime

We study the scaling limits of a spatial population dynamics model which describes the sizes of colonies located on the integer lattice, and allows for branching, coalescence in the form of local pairwise competition, and migration. When started near the local equilibrium, the rates of branching and coalescence in the particle system are both linear in the local population size - we say that the coalescence is slow. We identify a rescaling of the equilibrium fluctuations process under which it converges to an infinite dimensional Ornstein-Uhlenbeck process with alpha-stable driving noise if the offspring distribution lies in the domain of attraction of an alpha-stable law with alpha between one and two.

3:30 Break

4:00-5:30 Careers Discussion

A pair of elliptic curves is said to be $N$-congruent if their mod $N$ Galois representations are isomorphic. We will discuss a construction of the moduli spaces of $N$-congruent elliptic curves, due to Kani--Schanz, and describe how this can be exploited to compute explicit equations. Finally we will outline a proof that there exist infinitely many pairs of elliptic curves with isomorphic mod $12$ Galois representations, building on previous work of Chen and Fisher (in the case where the underlying isomorphism of torsion subgroups respects the Weil pairing).

The strong cosmic censorship conjecture is a fundamental open problem in classical general relativity, first put forth by Roger Penrose in the early 70s. This is essentially the question of whether general relativity is a deterministic theory. Perhaps the most exciting arena where the validity of the conjecture is challenged is the interior of rotating black holes, and there has been a lot of work in the past 50 years in identifying mechanisms ensuring that at least some formulation of the conjecture be true. It turns out that when a nonzero cosmological constant Λ is added to the Einstein equations, these underlying mechanisms change in an unexpected way, and the validity of the conjecture depends on a detailed understanding of subtle aspects of black hole scattering theory, surprisingly involving, in the case of negative Λ, some number theory. Does strong cosmic censorship survive the challenge of non-zero Λ? This talk will try to address this Question!