We study Brownian motion and stochastic parallel transport on Perelman's almost Ricci flat manifold,  whose dimension depends on a parameter $N$ unbounded from above. By taking suitable projections we construct sequences of space-time Brownian motion and stochastic parallel transport whose limit as $N\to \infty$ are the corresponding objects for the Ricci flow. In order to make precise this process of passing to the limit, we study the martingale problems for the Laplace operator on Perelman’s manifold and for the horizontal Laplacian on the corresponding orthonormal frame bundle.

As an application, we see how the characterizations of two-sided bounds on the Ricci curvature established by A. Naber applied to Perelman's manifold lead to the inequalities that characterize solutions of the Ricci flow discovered by Naber and Haslhofer.

This is joint work with Robert Haslhofer.

Lagrangian Floer cohomology can be enriched by using local coefficients to record some homotopy data about the boundaries of the holomorphic disks counted by the theory. In this talk I will explain how one can do this under the monotonicity assumption and when the Lagrangians are equipped with local systems of rank higher than one. The presence of holomorphic discs of Maslov index 2 poses a potential obstruction to such an extension. However, for an appropriate choice of local systems the obstruction might vanish and, if not,
one can always restrict to some natural unobstructed subcomplexes. I will showcase these constructions with some explicit calculations for the Chiang Lagrangian in CP^3 showing that it cannot be disjoined from RP^3 by a Hamiltonian isotopy, answering a question of Evans-Lekili. Time permitting, I will also discuss some work-in-progress on the topology of monotone Lagrangians in CP^3, part of which follows from more general joint work with Jack Smith on the topology of monotone Lagrangians of maximal Maslov number in
projective spaces.

Stability conditions on derived categories of algebraic varieties and their wall-crossings have given algebraic geometers a number of new tools to study the geometry of moduli spaces of stable sheaves. In work in progress with Macri, Lahoz, Nuer, Perry and Stellari, we are extending this toolkit to a the "relative" setting, i.e. for a family of varieties. Our construction comes with relative moduli spaces of stable objects; this gives additional ways of constructing new families of varieties from a given family, thereby potentially relating different moduli spaces of varieties.

In this talk we discuss the recent proof for the existence of $C^{1,1}$ isometric immersions of several classes of negatively curved surfaces into $\R^3$, including the Lobachevsky plane, metrics of helicoid type and a one-parameter family of perturbations of the Enneper surface. Our method, following Chen--Slemrod--Wang and Cao--Huang--Wang, is to transform the Gauss--Codazzi equations into a system of hyperbolic balance laws, and prove the existence of weak solutions by finding the invariant regions. In addition, we provide further characterisation of the $C^{1,1}$ isometrically immersed generalised helicoids/catenoids established in the literature.

We present some recent results on the regularity criteria for weak solutions to the incompressible Navier--Stokes equations (NSE) in 3 dimensions. By the work of Constantin--Fefferman, it is known that the alignment of vorticity directions is crucial to the regularity of NSE in $\R^3$.  In this talk we show a boundary regularity theorem for NSE on curvilinear domains with oblique derivative boundary conditions. As an application, the boundary regularity of incompressible flows on balls, cylinders and half-spaces with Navier boundary condition is established, provided that the vorticity is coherently aligned up to the boundary. The effects of  vorticity alignment on the $L^q$, $1<q<\infty$ norm of the vorticity will also be discussed.

I present recently developed iterated residue formulas for tautological integrals over Hilbert schemes of points on  smooth  manifolds. Applications include curve and hypersurface counting formulas. Joint work with Andras Szenes.

Quiver varieties, as first studied by Grojnowski and Nakajima, form an interesting class of geometric objects, which can be constructed by an array of different techniques (GIT, symplectic and Hyperkaehler reduction). In this talk, we will explain how to construct these varieties, and how their homology gives rise to a categorification of the representations of Kac-Moody Lie algebras

We would like to introduce a few different setups of martingale optimal transport problem in dimension greater than one. Optimal correlations of martingales become an interesting issue, and each problem has its own unique feature in this regard

Joint work with Abdul-Lateef Haji-Ali

This talk will discuss efficient numerical methods for estimating the probability of a large portfolio loss, and associated risk measures such as VaR and CVaR. These involve nested expectations, and following Bujok, Hambly & Reisinger (2015) we use the number of samples for the inner conditional expectation as the key approximation parameter in the Multilevel Monte Carlo formulation. The main difference in this case is the indicator function in the definition of the probability. Here we build on previous work by Gordy & Juneja (2010) who analyse the use of a fixed number of inner samples, and Broadie, Du & Moallemi (2011) who develop and analyse an adaptive algorithm. I will present the algorithm, outline the main theoretical results and give the numerical results for a representative model problem. I will also discuss the extension to real portfolios with a large number of options based on multiple underlying assets.