Oxford

The usual procedure to obtain uniqueness theorems for black hole space-times ("No Hair" Theorems) requires the construction of global coordinates for the domain of outer communications (intuitively: the region outside the black hole). Besides an heuristic argument by Carter and a few other failed attempts the existence of such a (global) coordinate system as been neglected, becoming a quite hairy hypothesis.

After a review of the basic aspects of causal theory and a brief discussion of the definition of black-hole we will show how to construct such coordinates focusing on the non-negativity of the "area function".

I shall explain two ways of embedding families of rescaled graphs into Cayley graphs of groups. The first one allows to construct finitely generated groups with continuously many non-homeomorphic asymptotic cones (joint work with M. Sapir). Note that by a result of Shelah, Kramer, Tent and Thomas, under the Continuum Hypothesis, a finitely generated group can have at most continuously many non-isometric asymptotic cones.

The second way is less general, but it works for instance for families of Cayley graphs of finite groups that are expanders. It allows to construct finitely generated groups with (uniformly convex Banach space)-compression taking any value in [0,1], and with asymptotic dimension 2. In particular it gives the first example of a group uniformly embeddable in a Hilbert space with (uniformly convex Banach space)-compression zero. This is a joint work with G. Arzhantseva and M.Sapir.

This talk will be about the mathematics and computer science behind my "Smoking Adjoints: fast Monte Carlo Greeks" article with Paul Glasserman in Risk magazine. At a high level, the adjoint approach is simply a very efficient way of implementing pathwise sensitivity analysis. At a low level, reverse mode automatic differentiation enables one to differentiate a "black-box" to get the sensitivity of a single output to multiple inputs at a cost no more than 4 times greater than the cost of evaluating the black-box, regardless of the number of inputs