In this talk I will review some recent results concerning the qualitative behaviour of symplectic integrators applied to Hamiltonian PDEs, such as the nonlinear wave equation or Schrödinger equations. 

Additionally, I will discuss the problem of numerical resonances, the existence of modified energy and the existence and stability of numerical solitons over long times. 

These are works with B. Grébert, D. Bambusi, G. Maierhofer and K. Schratz. 

In the fast-paced world of trading, where exabytes of data and advanced mathematical models offer powerful insights, how do you harness these to anticipate market shifts and evolving prices? Numbers alone only tell part of the story. Beneath the surface lies the unpredictable force of human behaviour – the delicate balance of buyers and sellers shaping the market’s course. 

In this talk, we’ll uncover how these forces intertwine, revealing insights that not only harness data but challenge conventional thinking about the future of trading.

Speaker: Chris Horrobin (Head of European and US people development for Optiver)

Speaker bio

Chris Horrobin is Head of European and US people development for Optiver. Chris started his career trading US and German bond options, adding currency and European index options into the mix before moving to focus primarily on index options. Chris spent his first three years in Amsterdam before transferring to Sydney. 

During these years, Chris traded some of the biggest events of his career including Brexit and Trump (first time around) and before moving back to Europe led the positional team in his last year. Chris then moved out of trading and into our training team running our trading education space for four years, owning both the design and execution of our renowned internship and grad programs. 

The Education Team at Optiver is central to the Optiver culture and focus on growth – both of employees and the company. Chris has now extended his remit to cover the professional development of hires throughout the business.

Namikawa has shown that the functor of flat graded Poisson deformations of a conic symplectic singularity is unobstructed and pro-representable. In a subsequent work, Losev showed that the universal Poisson deformation admits, a quantization which enjoys a rather remarkable universal property. In a recent work, we have repackaged the latter theorem as an expression of the representability of a new functor: the functor of quantizations. I will describe how this theorem leads to an easy proof of the existence of a universal equivariant quantizations, and outline a work in progress in which we describe a presentation of a rather complicated quantum Hamiltonian reduction: the finite W-algebra associated to a nilpotent element in a classical Lie algebra. The latter result hinges on new presentations of twisted Yangians.

The Martinet flat structure is one of the simplest sub-Riemannian manifolds that has many non-Riemannian features: it is not equiregular, it has abnormal geodesics, and the Carnot-Carathéodory sphere is not sub-analytic. I will review how the geometry of the Martinet flat structure is tied to the equations of the pendulum. Surprisingly, the Measure Contraction Property (a weak synthetic formulation of Ricci curvature bounds in non-smooth spaces) fails, and we will try to understand why. If time permits, I will also discuss how this can be generalised to some Carnot groups that have abnormal extremals. This is a joint work in progress with Luca Rizzi.