Thu, 06 Oct 2022

12:00 - 13:00
L2

Some Entropy Rate Approaches in Continuum Mechanics

Prof. Hamid Said
(Kuwait University)
Abstract

Irreversible processes are accompanied by an increase in the internal entropy of a continuum, and as such the entropy production function is fundamental in determining the overall state of the system. In this talk, it will be shown that the entropy production function can be utilized for a variational analysis of certain dissipative continua in two different ways. Firstly, a novel unified Lagrangian-Hamiltonian formalism is constructed giving phase space extra structure, and applied to the study of fluid flow and brittle fracture.  Secondly, a maximum entropy production principle is presented for simple bodies and its implications to the study of fluid flow discussed. 

Thu, 06 Oct 2022

11:00 - 12:00
L2

Second-order regularity properties of solutions to nonlinear elliptic problems

Prof. Andrea Cianchi
(Universita' di Firenze)
Abstract

Second-order regularity results are established for solutions to elliptic equations and systems with the principal part having a Uhlenbeck structure and square-integrable right-hand sides. Both local and global estimates are obtained. The latter apply to solutions to homogeneous Dirichlet problems under minimal regularity assumptions on the boundary of the domain. In particular, if the domain is convex, no regularity of its boundary is needed. A critical step in the approach is a sharp pointwise inequality for the involved elliptic operator. This talk is based on joint investigations with A.Kh.Balci, L.Diening, and V.Maz'ya.

Mon, 21 Nov 2022

15:30 - 16:30
L1

Mapping Space Signatures

Darrick Lee
Abstract

We introduce the mapping space signature, a generalization of the path signature for maps from higher dimensional cubical domains, which is motivated by the topological perspective of iterated integrals by K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to Jacobian equivalence classes of cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

Variational and numerical analysis of a Q-tensor model for smectic-A liquid crystals
Xia, J Farrell, P ESAIM: Mathematical Modelling and Numerical Analysis (02 Oct 2022)
Mon, 14 Nov 2022
13:00

Modern QFT Advances & Real-World Gravity

Michele Levi
(Oxford )
Abstract

Only a decade ago the detection of gravitational waves seemed like a fantasy to most, and merely a handful of 
people in the world believed in the validity and even great potential of using the powerful framework of EFT, and 
more generally -- advances in QFT to study gravity theory for real-world gravitational waves. I will present the 
significant advancement accomplished uniquely via the tower of EFTs with the EFT of spinning gravitating objects, 
and the incorporation of QFT advances, which my work has pioneered since those days. Today, only 6 years after 
the official birth of precision gravity with a rapidly growing influx of gravitational-wave data, and a decade of great 
theoretical progress, the power and insight of using modern QFT for real-world gravity have become incontestable.

Thu, 17 Nov 2022

16:00 - 17:00
L3

Simulating Arbitrage-Free Implied Volatility Surfaces

Milena Vuletic
Abstract

We present a computationally tractable method for simulating arbitrage free implied volatility surfaces. Our approach conciliates static arbitrage constraints with a realistic representation of statistical properties of implied volatility co-movements.
We illustrate our method with two examples. First, we propose a dynamic factor model for the implied volatility surface, and show how our method may be used to remove static arbitrage from model scenarios. As a second example, we propose a nonparametric generative model for implied volatility surfaces based on a Generative Adversarial Network (GAN).

Thu, 10 Nov 2022

16:00 - 17:00
L3

Sensitivity of robust optimization over an adapted Wasserstein ambiguity set

Yifan Jiang
Abstract

In this talk, we consider the sensitivity to the model uncertainty of an optimization problem. By introducing adapted Wasserstein perturbation, we extend the classical results in a static setting to the dynamic multi-period setting. Under mild conditions, we give an explicit formula for the first order approximation to the value function. An optimization problem with a cost of weak type will also be discussed.

Mon, 24 Oct 2022
13:00
L1

Decomposition and condensation defects in 3d

Ling Lin
(Oxford)
Abstract

Quantum field theories (QFTs) in d dimensions that posses a (d-1)-form symmetry are conjectured to decompose into disjoint “universes”, each of which is itself a (local and unitary) QFT. I will give an overview of our current understanding of decomposition, and then discuss how this phenomenon occurs in the fusion of condensation defects of certain 3d QFTs. This gives a “microscopic” explanation of why in these instances, the fusion coefficient can be taken as an integer rather than a general TQFT.

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