We revisit small-noise expansions in the spirit of Benarous, Baudoin-Ouyang, Deuschel-Friz-Jacquier-Violante for bivariate diffusions driven by fractional Brownian motions with different Hurst exponents. A particular focus is devoted to rough stochastic volatility models which have recently attracted considerable attention.
We derive suitable expansions (small-time, energy, tails) in these fractional stochastic volatility models and infer corresponding expansions for implied volatility. This sheds light (i) on the influence of the Hurst parameter in the time-decay of the smile and (ii) on the asymptotic behaviour of the tail of the smile, including higher orders.

SPDEs with Lévy noise can be used to model chemical, physical or biological phenomena which contain uncertainties. When discretising these SPDEs in order to solve them numerically the problem might be of large order. The goal is to save computational time by replacing large scale systems by systems of low order capturing the main information of the full model. In this talk, we therefore discuss balancing related MOR techniques. We summarise already existing results and discuss recent achievements.

The Regularity Structures introduced by Martin Hairer allow us to describe the solution of a singular SPDEs by a Taylor expansion with new monomials.  We present the two Hopf Algebras used in this theory for defining the structure group and the renormalisation group. We will point out the importance of recursive formulae with twisted antipodes.

Signature of a path provides a top down summary of the path as a driving signal. There have been substantial recent progress in reconstructing paths from its signature, (Lyons-Xu 2016, Geng 2016). In this talk, we focus on obtaining certain quantitative features of paths from their signatures. Hambly-Lyons' showed that the normalized limit of signature gives the length of a C^3 path. The result was recently extended by Lyons-Xu to C^1 paths. The extension of this result to bounded variation paths remains open. We will discuss this open problem.

TBC

One of the simplest, and yet largely still open, questions that one can ask about special Lagrangian submanifolds is whether they exist in a given homology class. One possible approach to this problem is to evolve a given Lagrangian submanifold under mean curvature flow in the hope of reaching a special Lagrangian submanifold in the same homology class. It is known, however, that even for 'nice' initial conditions the flow will develop singularities in finite time. 

I will talk about a joint work with Tom Begley, in which we prove a short time existence result for Lagrangian mean curvature flow, where the initial condition is a Lagrangian submanifold of complex Euclidean space with a certain type of singularity. This is a first step to proving, as conjectured by Joyce, that one may 'continue' Lagrangian mean curvature flow after the occurrence of singularities.

In this talk, we discuss an ongoing calculation of the
four-loop form factors in massless QCD. We begin by discussing our
novel approach to the calculation in detail. Of particular interest
are a new polynomial-time integration by parts reduction algorithm and
a new method to algebraically resolve the IR and UV singularities of
dimensionally-regulated bare perturbative scattering amplitudes.
Although not all integral topologies are linearly reducible for the
more non-trivial color structures, it is nevertheless feasible to
obtain accurate numerical results for the finite parts of the complete
four-loop form factors using publicly available sector decomposition
programs and bases of finite integrals. Finally, we present first
results for the four-loop gluon form factor Feynman diagrams which
contain three closed fermion loops.

The $\phi^4$ model in statistical physics describes the
continous phase transition in the liquid-vapour system, transition to
the superfluid phase in helium, etc. Experimentally measured values in
this model are critical exponents and universal amplitude ratios.
These values can also be calculated in the framework of the
renormalization group approach. It turns out that the obtained series
are divergent asymptotic series, but it is possible to perform Borel
resummation of such a series. To make this procedure more accurate we
need as much terms of the expansion as possible.
The results of the recent six loop analitical calculations of the
anomalous dimensions, beta function and critical exponents of the
$O(N)$ symmetric $\phi^4$ model will be presented. Different technical
aspects of these calculations (IBP method, R* operation and parametric
integration in Feynman representation) will be discussed. The

numerical estimations of critical exponents obtained with Borel
resummation procedure are compared with experimental values and
results of Monte-Carlo simulations.

The big phase space is an infinite dimensional manifold which is the arena
for topological quantum field theories and quantum cohomology (or
equivalently, dispersive integrable systems). tt*-geometry was introduced by
Cecotti and Vafa and is a way to introduce an Hermitian structure on what
would be naturally complex objects, and the theory has many links with
singularity theory, variation of Hodge structures, Higgs bundles, integrable
systems etc.. In this talk the two ideas will be combined to give a
tt*-geometry on the big phase space.

(joint work with Liana David)