Thu, 06 Oct 2022

11:00 - 12:00
L2

Second-order regularity properties of solutions to nonlinear elliptic problems

Prof. Andrea Cianchi
(Universita' di Firenze)
Abstract

Second-order regularity results are established for solutions to elliptic equations and systems with the principal part having a Uhlenbeck structure and square-integrable right-hand sides. Both local and global estimates are obtained. The latter apply to solutions to homogeneous Dirichlet problems under minimal regularity assumptions on the boundary of the domain. In particular, if the domain is convex, no regularity of its boundary is needed. A critical step in the approach is a sharp pointwise inequality for the involved elliptic operator. This talk is based on joint investigations with A.Kh.Balci, L.Diening, and V.Maz'ya.

Mon, 21 Nov 2022

15:30 - 16:30
L1

Mapping Space Signatures

Darrick Lee
Abstract

We introduce the mapping space signature, a generalization of the path signature for maps from higher dimensional cubical domains, which is motivated by the topological perspective of iterated integrals by K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to Jacobian equivalence classes of cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

Variational and numerical analysis of a Q-tensor model for smectic-A liquid crystals
Xia, J Farrell, P ESAIM: Mathematical Modelling and Numerical Analysis (02 Oct 2022)
Mon, 14 Nov 2022
13:00

Modern QFT Advances & Real-World Gravity

Michele Levi
(Oxford )
Abstract

Only a decade ago the detection of gravitational waves seemed like a fantasy to most, and merely a handful of 
people in the world believed in the validity and even great potential of using the powerful framework of EFT, and 
more generally -- advances in QFT to study gravity theory for real-world gravitational waves. I will present the 
significant advancement accomplished uniquely via the tower of EFTs with the EFT of spinning gravitating objects, 
and the incorporation of QFT advances, which my work has pioneered since those days. Today, only 6 years after 
the official birth of precision gravity with a rapidly growing influx of gravitational-wave data, and a decade of great 
theoretical progress, the power and insight of using modern QFT for real-world gravity have become incontestable.

Thu, 17 Nov 2022

16:00 - 17:00
L3

Simulating Arbitrage-Free Implied Volatility Surfaces

Milena Vuletic
Abstract

We present a computationally tractable method for simulating arbitrage free implied volatility surfaces. Our approach conciliates static arbitrage constraints with a realistic representation of statistical properties of implied volatility co-movements.
We illustrate our method with two examples. First, we propose a dynamic factor model for the implied volatility surface, and show how our method may be used to remove static arbitrage from model scenarios. As a second example, we propose a nonparametric generative model for implied volatility surfaces based on a Generative Adversarial Network (GAN).

Thu, 10 Nov 2022

16:00 - 17:00
L3

Sensitivity of robust optimization over an adapted Wasserstein ambiguity set

Yifan Jiang
Abstract

In this talk, we consider the sensitivity to the model uncertainty of an optimization problem. By introducing adapted Wasserstein perturbation, we extend the classical results in a static setting to the dynamic multi-period setting. Under mild conditions, we give an explicit formula for the first order approximation to the value function. An optimization problem with a cost of weak type will also be discussed.

Mon, 24 Oct 2022
13:00
L1

Decomposition and condensation defects in 3d

Ling Lin
(Oxford)
Abstract

Quantum field theories (QFTs) in d dimensions that posses a (d-1)-form symmetry are conjectured to decompose into disjoint “universes”, each of which is itself a (local and unitary) QFT. I will give an overview of our current understanding of decomposition, and then discuss how this phenomenon occurs in the fusion of condensation defects of certain 3d QFTs. This gives a “microscopic” explanation of why in these instances, the fusion coefficient can be taken as an integer rather than a general TQFT.

Some of us have a jukebox (see wiki if under 40) in our heads. You know how it is, someone speaks and a song is already playing.

So when Maria and Beth from the Events team were discussing whether a black sculpture could sit on a black tablecloth (it couldn't) the song was ready and waiting in your editor's head. He suspects he had the (inferior) disco version in mind, but just in case here are both well-known versions, the first by the Spanish band Los Bravos, the second by French disco divas Belle Epoque.

Mon, 14 Nov 2022
14:15
L5

K-theoretic DT/PT invariants on Calabi-Yau 4-(orbi)folds

Sergej Monavari
(École Polytechnique Fédérale de Lausanne (EPFL))
Abstract

Donaldson-Thomas theory is classically defined for moduli spaces of sheaves over a Calabi-Yau threefold. Thanks to recent foundational work of Cao-Leung, Borisov-Joyce and Oh-Thomas, DT theory has been extended to Calabi-Yau 4-folds. We discuss how, in this context, one can define natural K-theoretic refinements of Donaldson-Thomas invariants (counting sheaves on Hilbert schemes) and Pandharipande-Thomas invariants (counting sheaves on moduli spaces of stable pairs) and how — conjecturally — they are related. Finally, we introduce an extension of DT invariants to Calabi-Yau 4-orbifolds, and propose a McKay-type correspondence, which we expect to be suitably interpreted as a wall-crossing phenomenon. Joint work (in progress) with Yalong Cao and Martijn Kool.

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