We give an explicit scheme to reconstruct any C^1 curve from its signature. It is implementable and comes with detailed stability properties. The key of the inversion scheme is the use of a symmetrisation procedure that separates the behaviour of the path at small and large scales. Joint work with Terry Lyons.

Malliavin calculus provides a framework to differentiate functionals defined on a Gaussian probability space with respect to the underlying noise. This allows to develop analysis on path space with infinite-dimensional generalisations of Fourier analysis, Sobolev spaces, etc from R^d. In this talk, we attempt to build a Lipschitz à la E. M. Stein (as opposed to Sobolev) function theory on rough path space. This framework allows to pathwise differentiate functionals on rough paths with respect to the underlying rough path. Time permitting, we show how to obtain Feynman-Kac-type representations for solutions to some high-order (>2) linear parabolic equations on R^d.

The stability of structures continues to be scientifically fascinating and technically important.  Shell buckling emerged as one of the most challenging nonlinear problems in mechanics more than fifty years ago when it was intensively studied.  It has returned to life with new challenges motivated not only by structural applications but also by developments in the life sciences and in soft materials.  It is not at all uncommon for slightly imperfect thin cylindrical shells under axial compression or spherical shells under external pressure to buckle at 20% of the buckling load of the perfect shell.  A historical overview of shell buckling will be presented followed by a discussion of recent work by the speaker and his collaborators on the buckling of spherical shells.  Experimental and theoretical work will be described with a focus on imperfection-sensitivity and on viewing the phenomena within the larger context of nonlinear stability. 

One of the fundamental tools in numerical analysis and PDE
is the finite element method (FEM). A main ingredient in
FEM are splines: piecewise polynomial functions on a
mesh. Even for a fixed mesh in the plane, there are many open
questions about splines: for a triangular mesh T and
smoothness order one, the dimension of the vector space
  C^1_3(T) of splines of polynomial degree at most three
is unknown. In 1973, Gil Strang conjectured a formula
for the dimension of the space C^1_2(T) in terms of the
combinatorics and geometry of the mesh T, and in 1987 Lou
Billera used algebraic topology to prove the conjecture
(and win the Fulkerson prize). I'll describe recent progress
on the study of spline spaces, including a quick and self
contained introduction to some basic but quite useful tools
from topology.

We define categorical matrix factorizations in a suspended additive category, 
with respect to a central element. Such a factorization is a sequence of maps 
which is two-periodic up to suspension, and whose composition equals the 
corresponding coordinate map of the central element. When the category in 
question is that of free modules over a commutative ring, together with the 
identity suspension, then these factorizations are just the classical matrix 
factorizations. We show that the homotopy category of categorical matrix 
factorizations is triangulated, and discuss some possible future directions. 
This is joint work with Dave Jorgensen.

Ambitious mathematical models of highly complex natural phenomena are challenging to analyse, and more and more computationally expensive to evaluate. This is a particularly acute problem for many tasks of interest and numerical methods will tend to be slow, due to the complexity of the models, and potentially lead to sub-optimal solutions with high levels of uncertainty which needs to be accounted for and subsequently propagated in the statistical reasoning process. This talk will introduce our contributions to an emerging area of research defining a nexus of applied mathematics, statistical science and computer science, called "probabilistic numerics". The aim is to consider numerical problems from a statistical viewpoint, and as such provide numerical methods for which numerical error can be quantified and controlled in a probabilistic manner. This philosophy will be illustrated on problems ranging from predictive policing via crime modelling to computer vision, where probabilistic numerical methods provide a rich and essential quantification of the uncertainty associated with such models and their computation. 

Classical modular functions and forms may be evaluated numerically using truncations of the q-series of the Dedekind eta-function or of Jacobi theta-constants. We show that the special structure of the exponents occurring in these series makes it possible to evaluate their truncations to N terms with N+o(N) multiplications; the proofs use elementary number theory and sometimes rely on a Bateman-Horn type conjecture. We furthermore obtain a baby-step giant-step algorithm needing only a sublinear number of multiplications, more precisely O (N/log^r N) for any r>0. Both approaches lead to a measurable speed-up in practical precision ranges, and push the cross-over point for the asymptotically faster arithmetic- geometric mean algorithm even further.

(joint work with William Hart and Fredrik Johansson) ​

Generalized holomorphic bundles are the analogues of holomorphic vector bundles in the generalized geometry setting. In this talk, I will discuss the deformation theory of generalized holomorphic bundles on generalized Kaehler manifolds. I will also give explicit examples of moduli spaces of generalized holomorphic bundles on Hopf surfaces and on Inoue surfaces. This is joint work with Shengda Hu and Mohamed El Alami

Let A be an affine variety inside a complex N dimensional vector space which either has an isolated singularity at the origin or is smooth at the origin. The intersection of A with a very small  sphere turns out to be a contact manifold called the link of A. Any contact manifold contactomorphic to the link of A is said to be Milnor fillable by A. If the first Chern class of our link is 0 then we can assign an invariant of our singularity called the minimal
discrepancy. We relate the minimal discrepancy with indices of certain Reeb orbits on our link. As a result we show that the standard contact
5 dimensional sphere has a unique Milnor filling up to normalization. This generalizes a Theorem by Mumford.