Motivated by stochastic models for order books in stock exchanges we consider stochastic partial differential equations with a free boundary condition. Such equations can be considered generalizations of the classic (deterministic) Stefan problem of heat condition in a two-phase medium. 

Extending results by Kim, Zheng & Sowers we allow for non-linear boundary interaction, general Robin-type boundary conditions and fairly general drift and diffusion coefficients. Existence of maximal local and global solutions is established by transforming the equation to a fixed-boundary problem and solving a stochastic evolution equation in suitable interpolation spaces. Based on joint work with Marvin Mueller.

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I will describe the Spatial Lambda-Fleming-Viot process, which is a model of evolution in a spatial continuum, and discuss the time and spatial scales on which selectively advantageous genes propagate through space. The appropriate scaling depends on the dimension of space, resulting in three distinct cases; d=1, d=2 and d>=3. In d=1 the limiting genealogy is the Brownian net whereas, by contrast, in d=2 local interactions give rise to a delicate damping mechanism and result in a finite limiting branching rate. This is joint work with Alison Etheridge and Daniel Straulino.

The theory of regularity structures allows one to give a meaning to several stochastic PDEs, including the Parabolic Anderson Model. So far, these equations have been considered on a torus. The goal of this talk is to explain how one can define the PAM on the whole space R^3. This is a joint work with Martin Hairer.

We’ll discuss applications of big data in financial services, LBG’s assets, architecture and analytics techniques as well as specific use cases within  LBG

In the Erdös-Rényi random graph process, starting from an empty graph, in each step a new random edge is added to the evolving graph. One of its most interesting features is the `percolation phase transition': as the ratio of the number of edges to vertices increases past a certain critical density, the global structure changes radically, from only small components to a single giant component plus small ones.

In this talk we consider Achlioptas processes, which have become a key example for random graph processes with dependencies between the edges.

Starting from an empty graph these proceed as follows: in each step two potential edges are chosen uniformly at random, and using some rule one of them is selected and added to the evolving graph. We discuss why, for a large class of rules, the percolation phase transition is qualitatively comparable to the classical Erdös-Rényi process.

Based on joint work with Oliver Riordan.

We give a necessary and sufficient condition for a map defined on a compact, quasiconvex and simply-connected space to factor through a tree. This condition can be checked using currents. In particular if the target is some Euclidean space and the map is H\"older continuous with exponent bigger than 1/2, such maps can be characterized by the vanishing of some integrals over the winding number. Moreover, this shows that if the target is the Heisenberg group equipped with the Carnot-Carath\'eodory metric and the H\"older exponent of the map is bigger than 2/3, the map factors through a tree.

The idea of A-free group, where A is a discrete ordered abelian group, has been introduced by Myasnikov, Remeslennikov and Serbin. It generalises the construction of free groups. A proof will be outlined that a group is A-free for some A if and only if it acts freely and without inversions on a \lambda-tree, where \lambda is an arbitrary ordered abelian group.

The Taylor expansion of a controlled differential equation suggests that the solution at time 1 depends on the driving path only through the latter's iterated integrals up to time 1, if the vector field is infinitely differentiable. Hambly and Lyons proved that this remains true for Lipschitz vector fields if the driving path has bounded total variation. We extend the Hambly-Lyons result for weakly geometric rough paths in finite dimension. Joint work with X. Geng, T. Lyons and D. Yang.    

I'll discuss work (part with Savitt, part with Dembele and Roberts) on two related questions: describing local factors at primes over p in mod p automorphic representations, and describing reductions of local crystalline Galois representations with prescribed Hodge-Tate weights.

In this seminar I will discuss a function field analogue of classical problems in analytic number theory, concerning the auto-correlations of divisor functions, in the limit of a large finite field.