14:15
14:15
Uncovering the Structure of the ε Expansion
Abstract
The ε expansion was invented more than 50 years ago and has been used extensively ever since to study aspects of renormalization group flows and critical phenomena. Its most famous applications are found in theories involving scalar fields in 4−ε dimensions. In this talk, we will discuss the structure of the ε expansion and the fixed points that can be obtained within it. We will mostly focus on scalar theories, but we will also discuss theories with fermions as well as line defects. Our motivation is based on the goal of classifying conformal field theories in d=3 dimensions. We will describe recently discovered universal constraints obtained within the framework of the ε expansion and show that a “heavy handed" quest for fixed points yields a plethora of new ones. These fixed points reveal aspects of the structure of the ε expansion and suggest that a classification of conformal field theories in d=3 is likely to be highly non-trivial.
On quivers, Auslander algebras and derived equivalences
Abstract
Auslander-Reiten theory provides lots of powerful tools to study algebras of finite representation type. One of these is Auslander correspondence, a well-known result establishing a bijection between the class of algebras of finite representation type and their corresponding Auslander algebras. I will present these classical results in a key example: the class of algebras associated to quivers of type A_n. I will talk about well-known results regarding their derived equivalence with another class of algebras, and I will present a more recent result regarding the perfect derived category of the Auslander algebras of type A_n.
12:00
Gravitational Anomalies in string-inspired cosmological models, De Sitter space times, Leptogenesis and Axion Dark Matter.
Abstract
I discuss a ``running vacuum cosmological model'' of a string-inspired
Universe, in which gravitational anomalies play an important role, in
inducing, through condensates of primordial gravitational waves, an early de
Sitter inflationary phase, during which constant (in cosmic time)
backgrounds of the antisymmetric (Kalb-Ramond (KR)) tensor field of the
massless bosonic string multiplet remain undiluted until the exit from
inflation and well into the subsequent radiation era. During the radiation
phase, such backgrounds, which violate spontaneously Lorentz and CPT
symmetry, induce lepton asymmetry (Leptogenesis) in models involving
right-handed neutrinos. Chiral matter is generated in the model at the exit
phase of inflation, and this leads to the cancellation of gravitational
anomalies in the post inflationary universe. During the radiation era, non
perturbative effects can also be held responsible for the generation of a
potential for the gravitational axion, associated in (3+1)-dimensions with
the field strength of the KR field, which can thus play the role of a Dark
Matter component. In the talk, I discuss the underlying formalism and argue
in favour of the consistency of a theory with gravitational anomalies in the
early Universe. I connect the energy density of such a universe with that of
the so called ``running-vacuum model'' in which the vacuum energy density is
expressed in terms of even powers of the Hubble parameter, which in general
depends on cosmic time. The gravitational-wave condensate induces a term in
the energy density proportional to the fourth-power of the Hubble parameter
H^4 , which is responsible for the early de Sitter phase, during which the
Hubble parameter is approximately a constant. I also discuss briefly a
connection of this string inspired model with the Swampland and weak gravity
conjectures and explain how consistency with such conjectures is achieved,
despite the fact that the model is compatible with slow-roll inflationary
phenomenology.
Deep Learning Volatility
Abstract
We present a consistent neural network based calibration method for a number of volatility models-including the rough volatility family-that performs the calibration task within a few milliseconds for the full implied volatility surface.
The aim of neural networks in this work is an off-line approximation of complex pricing functions, which are difficult to represent or time-consuming to evaluate by other means. We highlight how this perspective opens new horizons for quantitative modelling: The calibration bottleneck posed by a slow pricing of derivative contracts is lifted. This brings several model families (such as rough volatility models) within the scope of applicability in industry practice. As customary for machine learning, the form in which information from available data is extracted and stored is crucial for network performance. With this in mind we discuss how our approach addresses the usual challenges of machine learning solutions in a financial context (availability of training data, interpretability of results for regulators, control over generalisation errors). We present specific architectures for price approximation and calibration and optimize these with respect different objectives regarding accuracy, speed and robustness. We also find that including the intermediate step of learning pricing functions of (classical or rough) models before calibration significantly improves network performance compared to direct calibration to data.
16:00
Microlocal Sheaves on Pinwheels
Abstract
It is shown by Kashiwara and Schapira (1980s) that for every constructible sheaf on a smooth manifold, one can construct a closed conic Lagrangian subset of its cotangent bundle, called the microsupport of the sheaf. This eventually led to the equivalence of the category of constructible sheaves on a manifold and the Fukaya category of its cotangent bundle by the work of Nadler and Zaslow (2006), and Ganatra, Pardon, and Shende (2018) for partially wrapped Fukaya categories. One can try to generalise this and conjecture that Fukaya category of a Weinstein manifold can be given by constructible (microlocal) sheaves associated to its skeleton. In this talk, I will explain these concepts and confirm the conjecture for a family of Weinstein manifolds which are certain quotients of A_n-Milnor fibres. I will outline the computation of their wrapped Fukaya categories and microlocal sheaves on their skeleta, called pinwheels.
Double auctions in welfare economics
Abstract
Welfare economics argues that competitive markets lead to efficient allocation of resources. The classical theorems are based on the Walrasian market model which assumes the existence of market clearing prices. The emergence of such prices remains debatable. We replace the Walrasian market model by double auctions and show that the conclusions of welfare economics remain largely the same. Double auctions are not only a more realistic description of real markets but they explain how equilibrium prices and efficient allocations emerge in practice.
12:45
Trace Anomalies and Boundary Conformal Field Theory
Abstract
The central charges “c” and “a” in two and four dimensional conformal field theories (CFTs) have a central organizing role in our understanding of quantum field theory (QFT) more generally. Appearing as coefficients of curvature invariants in the anomalous trace of the stress tensor, they constrain the possible relationships between QFTs under renormalization group flow. They provide important checks for dualities between different CFTs. They even have an important connection to a measure of quantum entanglement, the entanglement entropy. Less well known is that additional central charges appear when there is a boundary, four new coefficients in total in three and four dimensional boundary CFTs. While largely unstudied, these boundary charges hold out the tantalizing possibility of being as important in the classification of quantum field theory as the bulk central charges “a” and “c”. I will show how these charges can be computed from displacement operator correlation functions. I will also demonstrate a boundary conformal field theory in four dimensions with an exactly marginal coupling where these boundary charges depend on the marginal coupling. The talk is based on arXiv:1707.06224, arXiv:1709.07431, as well as work to appear shortly.
Volume distribution of nodal domains of random band-limited functions
Abstract
This talk is based on a joint work with Dmitry Beliaev.
We study the volume distribution of nodal domains of families of naturally arising Gaussian random field on generic manifolds, namely random band-limited functions. It is found that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and continuity of the cumulative probability function, are established.