We study the problem of maximizing expected utility from terminal wealth in a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be
traded continuously in time and are modeled as locally-bounded semi-martingales.

Using a general utility function defined on the positive real line, we first study existence and uniqueness of the solution, and then we consider the dependence of the outputs of the utility maximization problem on the price of the derivatives, investigating not only stability but also differentiability, monotonicity, convexity and limiting properties.

In order:

1. Michael Dallaston, "Modelling channelization under ice shelves"

2. Jeevanjyoti Chakraborty, "Growth, elasticity, and diffusion in 
lithium-ion batteries"

3. Roberta Minussi, "Lattice Boltzmann modelling of the generation and 
propagation of action potential in neurons"

I will review some classical problems in number theory concerning the statistical distribution of the primes, square-free numbers and values of the divisor function; for example, fluctuations in the number of primes in short intervals and in arithmetic progressions.  I will then explain how analogues of these problems in the function field setting can be resolved by expressing them in terms of matrix integrals. 

I will describe joint work with Manjul Bhargava (Princeton) and Tom Fisher (Cambridge) in which we determine the probability that random equation from certain families  has a solution either locally (over the reals or the p-adics), everywhere locally,  or globally. Three kinds of equation will be considered: quadratics in any number of variables, ternary cubics and hyperelliptic quartics.

Thanks to the p-adic local Langlands correspondence for GL_2(Q_p), one "knows" all admissible unitary topologically irreducible representations of GL_2(Z_p). In this talk I will focus on some elementary properties of their restriction to GL_2(Z_p): for instance, to what extent does the restriction to GL_2(Z_p) allow one to recover the original representation, when is the restriction of finite length, etc.

In sieve theory, one is concerned with estimating the size of a sifted set, which avoids certain residue classes modulo many primes. For example, the problem of counting primes corresponds to the situation when the residue class 0 is removed for each prime in a suitable range. This talk will be concerned about what happens when a positive proportion of residue classes is removed for each prime, and especially when this proporition is more than a half. In doing so we will come across an algebraic question: given a polynomial f(x) in Z[x], what is the average size of the value set of f reduced modulo primes?

Given an abelian variety A over a number field k, its Kummer variety X is the quotient of A by the automorphism that sends each point P to -P. We study p-adic density and weak approximation on X by relating its rational points to rational points of quadratic twists of A. This leads to many examples of K3 surfaces over Q whose rational points lie dense in the p-adic topology, or in product topologies arising from p-adic topologies. Finally, the same method is used to prove that if the Brauer--Manin obstruction controls the failure of weak approximation on all Kummer varieties, then ranks of quadratic twists of (non-trivial) abelian varieties are unbounded. This last fact arises from joint work with David Holmes.