In this lecture I intend to review a few selected recent results on numerical approximations for high-dimensional nonlinear parabolic partial differential equations (PDEs), nonlinear stochastic ordinary differential equations (SDEs), and high-dimensional nonlinear forward-backward stochastic ordinary differential equations (FBSDEs). Such equations are key ingredients in a number of pricing models that are day after day used in the financial engineering industry to estimate prices of financial derivatives. The lecture includes content on lower and upper error bounds, on strong and weak convergence rates, on Cox-Ingersoll-Ross (CIR) processes, on the Heston model, as well as on nonlinear pricing models for financial derivatives. We illustrate our results by several numerical simulations and we also calibrate some of the considered derivative pricing models to real exchange market prices of financial derivatives on the stocks in the American Standard & Poor's 500 (S&P 500) stock market index.

Generalising previous definability results in global fields using
quaternion algebras, I will present a technique for first-order
definitions in finite extensions of Q(t). Applications include partial
answers to Pop's question on Isomorphism versus Elementary Equivalence,
and some results on Anscombe's and Fehm's notion of embedded residue.

A variety of groups is an equationally defined class of groups, namely the class of groups in which each of a set of "laws" (or "identical relations") holds. Examples include the abelian groups (defined by the law $xy = yx$), the groups of exponent dividing $d$ (defined by the law $x^d$), the nilpotent groups of class at most some fixed integer, and the solvable groups of derived length at most some fixed integer. This talk will give an introduction to varieties of groups, and then conclude with recent work on determining for certain varieties whether, for fixed coprime $m$ and $n$, a group $G$ is in the variety if and only if the power subgroups $G^m$ and $G^n$ (generated by the $m$-th and $n$-th powers) are in the variety.

In this talk I will describe another strong link between the behaviour of a 3-manifold and the behaviour of its fundamental group- specifically the theorem that the group splits as a free product if and only if the 3-manifold may be divided into two parts using a 2-sphere inducing this splitting. This theorem is for some reason known as Kneser's conjecture despite having been proved half a century ago by Stallings.

We find a new duality  for form factors of lightlike Wilson loops
in planar N=4 super-Yang-Mills theory. The duality maps a form factor
involving a lightlike polygonal super-Wilson loop together with external
on-shell states, to the same type of object  but with the edges of the
Wilson loop and the external states swapping roles.  This relation can
essentially be seen graphically in Lorentz harmonic chiral (LHC) superspace
where it is equivalent to planar graph duality.

In 1997, Maxim Kontsevich gave a universal formula for the
quantization of Poisson brackets.  It can be viewed as a perturbative
expansion in a certain two-dimensional topological field theory.  While the
formula is explicit, it is currently impossible to compute in all but the
simplest cases, not least because the values of the relevant Feynman
integrals are unknown.  In forthcoming joint work with Peter Banks and Erik
Panzer, we use Francis Brown's approach to the periods of the moduli space
of genus zero curves to give an algorithm for the computation of these
integrals in terms of multiple zeta values.  It allows us to calculate the
terms in the expansion on a computer for the first time, giving tantalizing
evidence for several open conjectures concerning the convergence and sum of
the series, and the action of the Grothendieck-Teichmuller group by gauge
transformations.