In this talk I will discuss a striking duality, T-duality, we discovered between two seemingly unrelated objects: the hypersimplex and the m=2 amplituhedron. We draw novel connections between them and prove many new properties. We exploit T-duality to relate their triangulations and generalised triangles (maximal cells in a triangulation). We subdivide the amplituhedron into chambers as the hypersimplex can be subdivided into simplices - both enumerated by Eulerian numbers. Along the way, we prove several conjectures on the amplituhedron and find novel cluster-algebraic structures, e.g. a generalisation of cluster adjacency.

This is based on the joint work with Lauren Williams and Melissa Sherman-Bennett https://arxiv.org/abs/2104.08254.

Abstract: We study optimal investment, pricing and hedging problems under model uncertainty, when the reference model is a non-Markovian stochastic factor model, comprising a single stock whose drift and volatility are adapted to the filtration generated by a Brownian motion correlated with that driving the stock. We derive explicit characterisations of the robust value processes and optimal solutions (based on a so-called distortion solution for the investment problem under one of the models) and conduct large-scale simulation studies to test the efficacy of robust strategies versus classical ones (with no model uncertainty assumed) in the face of parameter estimation error.

 

Abstract: We study optimal investment, pricing and hedging problems under model uncertainty, when the reference model is a non-Markovian stochastic factor model, comprising a single stock whose drift and volatility are adapted to the filtration generated by a Brownian motion correlated with that driving the stock. We derive explicit characterisations of the robust value processes and optimal solutions (based on a so-called distortion solution for the investment problem under one of the models) and conduct large-scale simulation studies to test the efficacy of robust strategies versus classical ones (with no model uncertainty assumed) in the face of parameter estimation error.

 

Let $G$ be a group acting transitively on a finite set $\Omega$. Then $G$ acts on $\Omega \times \Omega$ componentwise. Define the orbitals to be the orbits of $G$ on $\Omega \times \Omega$. The diagonal orbital is the orbital of the form $\Delta = \{(\alpha, \alpha) \mid \alpha \in \Omega \}$. The others are called non-diagonal orbitals. Let $\Gamma$ be a non-diagonal orbital. Define an orbital graph to be the non-directed graph with vertex set $\Omega$ and edge set $(\alpha,\beta) \in \Gamma$ with $\alpha, \beta \in \Omega$. If the action of $G$ on $\Omega$ is primitive, then all non-diagonal orbital graphs are connected. The orbital diameter of a primitive permutation group is the supremum of the diameters of its non-diagonal orbital graphs.

There has been a lot of interest in finding bounds on the orbital diameter of primitive permutation groups. In my talk I will outline some important background information and the progress made towards finding specific bounds on the orbital diameter. In particular, I will discuss some results on the orbital diameter of the groups of simple diagonal type and their connection to the covering number of finite simple groups. I will also discuss some results for affine groups, which provides a nice connection to the representation theory of quasisimple groups. 

I will present a theorem on the full finite codimension nonlinear asymptotic stability of the Schwarzschild family of black holes.  The proof employs a double null gauge, is expressed entirely in physical space, and utilises the analysis of Dafermos--Holzegel--Rodnianski on the linear stability of the Schwarzschild family.  This is joint work with M. Dafermos, G. Holzegel and I. Rodnianski.

The graph C*-algebra construction associates a unital C*-algebra to any directed graph with finitely many vertices and countably many edges in a way which generalizes the fundamental construction by Cuntz and Krieger. We say that two such graphs are C*-equivalent when they define isomorphic C*-algebras, and give a description of this relation as the smallest equivalence relation generated by a number of "moves" on the graph that leave the C*-algebras unchanged. The talk is based on recent work with Arklint and Ruiz, but most of these moves have a long history that I intend to present in some detail.