Mon, 16 Nov 2020

16:00 - 17:00
Virtual

The mean-field limit for large stochastic systems with singular attractive interactions

Pierre-Emmanuel Jabin
(Penn State University)
Abstract

We propose a modulated free energy which combines of the method previously developed by the speaker together with the modulated energy introduced by S. Serfaty. This modulated free energy may be understood as introducing appropriate weights in the relative entropy  to cancel the more singular terms involving the divergence of the flow. This modulated free energy allows to treat singular interactions of gradient-flow type and allows potentials with large smooth part, small attractive singular part and large repulsive singular part. As an example, a full rigorous derivation (with quantitative estimates) of some chemotaxis models, such as Patlak-Keller-Segel system in the subcritical regimes, is obtained.

Mon, 30 Nov 2020
15:45
Virtual

Right-angled Artin subgroup of Artin groups

Kasia Jankiewicz
(University of Chicago)
Abstract

Artin groups are a family of groups generalizing braid groups. The Tits conjecture, which was proved by Crisp-Paris, states that squares of the standard generators generate an obvious right-angled Artin subgroup. In a joint work with Kevin Schreve, we consider a larger collection of elements, and conjecture that their sufficiently large powers generate an obvious right-angled Artin subgroup. In the case of the braid group, regarded as a mapping class group of a punctured disc, these elements correspond to Dehn twist around the loops enclosing multiple consecutive punctures. This alleged right-angled Artin group is in some sense as large as possible; its nerve is homeomorphic to the nerve of the ambient Artin group. We verify this conjecture for some classes of Artin groups. We use our results to conclude that certain Artin groups contain hyperbolic surface subgroups, answering questions of Gordon, Long and Reid.

Mon, 23 Nov 2020
15:45
Virtual

Constructing examples of infinity operads: a study of normalised cacti

Luciana Bonatto
(University of Oxford)
Abstract

Operads are tools to encode operations satisfying algebro-homotopic relations. They have proved to be extremely useful tools, for instance for detecting spaces that are iterated loop spaces. However, in many natural examples, composition of operations is only associative up to homotopy and operads are too strict to captured these phenomena. This leads to the notion of infinity operads. While they are a well-established tool, there are few examples of infinity operads in the literature that are not the nerve of an actual operad. I will introduce new topological operad of bracketed trees that can be used to identify and construct natural examples of infinity operads. The key example for this talk will be the normalised cacti model for genus 0 surfaces.

Glueing surfaces along their boundaries defines composition laws that have been used to construct topological field theories and to compute the homology of the moduli space of Riemann surfaces. Normalised cacti are a graphical model for the moduli space of genus 0 oriented surfaces. They are endowed with a composition that corresponds to glueing surfaces along their boundaries, but this composition is not associative. By using the operad of bracketed trees, I will show that this operation is associative up to all higher homotopies and hence that normalised cacti form an infinity operad.

Mon, 16 Nov 2020
15:45
Virtual

Cohomology of group theoretic Dehn fillings

Bin Sun
(University of Oxford)
Abstract

We study a group theoretic analog of Dehn fillings of 3-manifolds and derive a spectral sequence to compute the cohomology of Dehn fillings of hyperbolically embedded subgroups. As applications, we generalize the results of Dahmani-Guirardel-Osin and Hull on SQ-universality and common quotients of acylindrically hyperbolic groups by adding cohomological finiteness conditions. This is a joint work with Nansen Petrosyan.

Mon, 09 Nov 2020
15:45
Virtual

Triangle presentations and tilting modules for SL(n)

Corey Jones
(University of North Carolina)
Abstract

Triangle presentations are combinatorial structures on finite projective geometries which characterize groups acting simply transitively on the vertices of locally finite affine A_n buildings. From this data, we will show how to construct new fiber functors on the category of tilting modules for SL(n+1) in characteristic p (related to order of the projective geometry) using the web calculus of Cautis, Kamnitzer, Morrison and Brundan, Entova-Aizenbud, Etingof, Ostrik.

Mon, 02 Nov 2020
15:45
Virtual

Isotopy in dimension 4

Ryan Budney
(University of Victoria)
Abstract

The main result is the existence of smooth, properly embedded 3-discs in S¹ × D³ that are not smoothly isotopic to {1} × D³. We describe a 2-variable Laurent polynomial invariant of 3-discs in S¹ × D³. This allows us to show that, when taken up to isotopy, such 3-discs form an abelian group of infinite rank. Joint work with David Gabai.

Mon, 26 Oct 2020
15:45
Virtual

Homological duality: jumping loci, propagation, realization

Laurentiu Maxim
(University of Wisconsin-Madison)
Abstract

I will discuss recent progress on the study of homological duality properties of complex algebraic manifolds, with a view towards the projective Singer-Hopf conjecture. (Joint work with Y. Liu and B. Wang.)

Mon, 19 Oct 2020
16:00
Virtual

The Universe from a single particle (apologies to William Blake)

Michael Freedman
(Microsoft Research)
Abstract

In Joint work with Modj Shokrian-Zini we study (numerically) our proposal that interacting physics can arise from single particle quantum Mechanics through spontaneous symmetry breaking SSB. The staring point is the claim the difference between single and many particle physics amounts to the probability distribution on the space of Hamiltonians. Hamiltonians for interacting systems seem to know about some local, say qubit, structure, on the Hilbert space, whereas typical QM systems need not have such internal structure. I will discuss how the former might arise from the latter in a toy model. This story is intended as a “prequel” to the decades old reductionist story in which low energy standard model physics is supposed to arise from something quite different at high energy. We ask the question: Can interacting physics itself can arise from something simpler.

Mon, 12 Oct 2020
15:45
Virtual

Teichmuller flow and complex geometry of Moduli spaces

Vlad Marković
(University of Oxford)
Abstract

I will discuss connections between ambient geometry of Moduli spaces and Teichmuller dynamics. This includes the recent resolution of the Siu's conjecture about convexity of Teichmuller spaces, and the (conjectural) topological description of the Caratheodory metric on Moduli spaces of Riemann surfaces.

Thu, 15 Oct 2020

16:00 - 17:00

Applications of Optimal Transport on Pathspace: from robust pricing of American Options to joint SPX/VIX calibration.

JAN OBLOJ
(University of Oxford)
Abstract

We consider continuous time financial models with continuous paths, in a pathwise setting using functional Ito calculus. We look at applications of optimal transport duality in context of robust pricing and hedging and that of calibration. First, we explore exntesions of the discrete-time results in Aksamit et al. [Math. Fin. 29(3), 2019] to a continuous time setting. Second, we addresses the joint calibration problem of SPX options and VIX options or futures. We show that the problem can be formulated as a semimartingale optimal transport problem under a finite number of discrete constraints, in the spirit of [arXiv:1906.06478]. We introduce a PDE formulation along with its dual counterpart. The solution, a calibrated diffusion process, can be represented via the solutions of Hamilton--Jacobi--Bellman equations arising from the dual formulation. The method is tested on both simulated data and market data. Numerical examples show that the model can be accurately calibrated to SPX options, VIX options and VIX futures simultaneously.

Based on joint works with Ivan Guo, Gregoire Loeper, Shiyi Wang.
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