In 2007, Andrew Mayo and Thanos Antoulas proposed a rational interpolation algorithm to solve a basic problem in control theory: given samples of the transfer function of a dynamical system, construct a linear time-invariant system that realizes these samples.  The resulting theory enables a wide range of data-driven modeling, and has seen diverse applications and extensions.  We will introduce these ideas from a numerical analyst's perspective, show how the selection of interpolation points can be guided by a Sylvester equation and pseudospectra of matrix pencils, and mention an application of these ideas to a contour algorithm for the nonlinear eigenvalue problem. (This talk involves collaborations with Michael Brennan (MIT), Serkan Gugercin (Virginia Tech), and Cosmin Ionita (MathWorks).)

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I will revisit the question of what is the holographic dual of N=6 supersymmetric Chern-Simons theories.

I will discuss joint work with Eero Saksman (Helsinki) describing the statistical behavior of the Riemann zeta function on the critical line in terms of complex Gaussian multiplicative chaos. Time permitting, I will also discuss connections to random matrix theory as well as some recent joint work with Saksman and Adam Harper (Warwick) relating powers of the absolute value of the zeta function to real multiplicative chaos.

We study expectations of powers and correlations for characteristic polynomials of N x N non-Hermitian random matrices. This problem is related to the analysis of planar models (log-gases) where a Gaussian (or other) background measure is perturbed by a finite number of point charges in the plane. I will discuss the critical asymptotics, for example when a point charge collides with the boundary of the support, or when two point charges collide with each other (coalesce) in the bulk. In many of these situations, we are able to express the results in terms of Painlevé transcendents. The application to certain d-fold rotationally invariant models will be discussed. This is joint work with Alfredo Deaño (University of Kent).

Fyodorov-Hiary-Keating established a series of conjectures concerning the large values of the Riemann zeta function in a random short interval. After reviewing the origins of these predictions through the random matrix analogy, I will explain recent work with Louis-Pierre Arguin and Maksym Radziwill, which proves a strong form of the upper bound for the maximum.

I introduce a recently developed variational approach for hyperbolic PDE's. The method allows to show the existence of weak solutions to fluid-structure interactions where a visco-elastic bulk solid is interacting with an incompressible fluid governed by the unsteady Navier Stokes equations. This is a joint work with M. Kampschulte and B. Benesova.

In the talk, we study the Navier–Stokes-like problems for the flows of homogeneous incompressible fluids. We introduce a new type of boundary condition for the shear stress tensor, which includes an auxiliary stress function and the time derivative of the velocity. The auxiliary stress function serves to relate the normal stress to the slip velocity via rather general maximal monotone graph. In such way, we are able to capture the dynamic response of the fluid on the boundary. Also, the constitutive relation inside the domain is formulated implicitly. The main result is the existence analysis for these problems.

Given a curve , what is the surface  that has smallest area among all surfaces spanning ? This classical problem and its generalizations are called Plateau's problem. In this talk we consider area minimizers among the class of integral currents, or roughly speaking, orientable manifolds. Since the 1960s a lot of work has been done by De Giorgi, Almgren, et al to study the interior regularity of these minimizers. Much less is known about the boundary regularity, in the case of codimension greater than 1. I will speak about some recent progress in this direction.

Much progress in the study of 3-manifolds has been made by considering the geometric structures they admit. This is nowhere more true than for 3-manifolds which admit a hyperbolic structure. However, in the land of algorithms a more combinatorial approach is necessary, replacing our charts and isometries with finite simplicial complexes that are defined by a finite amount of data. 

In this talk we'll have a look at how in fact one can combine the two approaches, using the geometry of hyperbolic 3-manifolds to assist in this more combinatorial approach. To do so we'll combine tools from Hyperbolic Geometry, Triangulations, and perhaps suprisingly Polynomial Algebra to find explicit bounds on the runtime of an algorithm for comparing Hyperbolic manifolds.

We study a continuous time equilibrium model of limit order book (LOB) in which the liquidity dynamics follows a non-local, reflected mean-field stochastic differential equation (SDE) with evolving intensity. We will see that the frontier of the LOB (e.g., the best ask price) is the value function of a mean-field stochastic control problem, as the limiting version of a Bertrand-type competition among the liquidity providers.
With a detailed analysis on the N-seller static Bertrand game, we formulate a continuous time limiting mean-field control problem of the representative seller.
We then validate the dynamic programming principle (DPP) and show that the value function is a viscosity solution of the corresponding Hamilton-Jacobi-Bellman (HJB) equation.
We argue that the value function can be used to obtain the equilibrium density function of the LOB. (Joint work with Jin Ma)