Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, B Obloj, J Quantitative Finance (22 Oct 2024)
Fri, 20 Sep 2024

14:00 - 15:00
TCC VC

Finite element approximation of eigenvalue problems

Prof Danielle Boffi
(KAUST - Computer, Electrical and Mathematical Sciences and Engineering - CEMSE)
Abstract

In this informal talk I will review some theoretical and practical aspects related to the finite element approximation of eigenvalue problems arising from PDEs.
The review will cover elliptic eigenvalue problems and eigenvalue problems in mixed form, with particular emphasis on the Maxwell eigenvalue problem.
Other topics can be discussed depending on the interests of the audience, including adaptive schemes, approximation of parametric problems, reduced order models.
 

Thu, 14 Nov 2024
16:00
L4

Higher-order approximation of jump-diffusion McKean--Vlasov SDEs

Dr Verena Schwarz
(University of Klagenfurt)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

 

Abstract

In this talk we study the numerical approximation of the jump-diffusion McKean--Vlasov SDEs with super-linearly growing drift, diffusion and jump-coefficient. In the first step, we derive the corresponding interacting particle system and define a Milstein-type approximation for this. Making use of the propagation of chaos result and investigating the error of the Milstein-type scheme we provide convergence results for the scheme. In a second step, we discuss potential simplifications of the numerical approximation scheme for the direct approximation of the jump-diffusion McKean--Vlasov SDE. Lastly, we present the results of our numerical simulations.

Mon, 21 Oct 2024
16:30
L4

Thomas-Fermi type models of external charge screening in graphene

Vitaly Moroz
(Swansea University)
Abstract

We propose a density functional theory of Thomas-Fermi-(von Weizsacker) type to describe the response of a single layer of graphene to a charge some distance away from the layer. We formulate a variational setting in which the proposed energy functional admits minimizers. We further provide conditions under which those minimizers are unique. The associated Euler-Lagrange equation for the charge density is also obtained, and uniqueness, regularity and decay of the minimizers are proved under general conditions. For a class of special potentials, we also establish a precise universal asymptotic decay rate, as well as an exact charge cancellation by the graphene sheet. In addition, we discuss the existence of nodal minimizers which leads to multiple local minimizers in the TFW model. This is a joint work with Cyrill Muratov (University of Pisa).

A class of memristive Hénon maps
Wang, Z Li, C Li, Y Moroz, I Fu, H Physica Scripta volume 99 issue 10 105227 (01 Oct 2024)
Tue, 17 Sep 2024
13:00
L1

TBA

Vija Balasubramanian
(UPenn)
Tue, 15 Oct 2024
13:00
L2

Mirror Symmetry and Level-rank Duality for 3d N=4 Rank 0 SCFTs

Niklas Garner
(Oxford )
Abstract

Three-dimensional QFTs with 8 supercharges (N=4 supersymmetry) are a rich playground rife with connections to mathematics. For example, they admit two topological twists and furnish a three-dimensional analogue of the famous mirror symmetry of two-dimensional N=(2,2) QFTs, creatively called 3d mirror symmetry, that exchanges these twists. Recently, there has been increased interest in so-called rank 0 theories that typically do not admit Lagrangian descriptions with manifest N=4 supersymmetry, but their topological twists are expected to realize finite, semisimple TQFTs which are amenable to familiar descriptions in terms of, e.g., modular tensor categories and/or rational vertex operator algebras. In this talk, based off of joint work (arXiv:2406.00138) with Thomas Creutzig and Heeyeon Kim, I will introduce two families of rank 0 theories exchanged by 3d mirror symmetry and various mathematical conjectures stemming from our analysis thereof.

Tue, 19 Nov 2024
13:00
L2

Symmetry topological field theory and generalised Kramers–Wannier dualities

Clement Delcamp
(IHES)
Abstract

A modern perspective on symmetry in quantum theories identifies the topological invariance of a symmetry operator within correlation functions as its defining property. Within this paradigm, a framework has emerged enabling a calculus of topological defects in terms of a higher-dimensional topological quantum field theory. In this seminar, I will discuss aspects of this construction for Euclidean lattice field theories. Exploiting this framework, I will present generalisations of the celebrated Kramers-Wannier duality of the Ising model, as combinations of gauging procedures and generalised Fourier transforms of the local weights encoding the dynamics. If time permits, I will discuss implications of this framework for the real-space renormalisation group flow of these theories.

Tue, 03 Dec 2024
16:00
L6

Large deviations of Selberg’s CLT: upper and lower bounds

Emma Bailey
(University of Bristol)
Abstract

Selberg’s CLT informs us that the logarithm of the Riemann zeta function evaluated on the critical line behaves as a complex Gaussian. It is natural, therefore, to study how far this Gaussianity persists. This talk will present conditional and unconditional results on atypically large values, and concerns work joint with Louis-Pierre Arguin and Asher Roberts.

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