Royal Holloway University of London

Charles Babbage (1791–1871) was Lucasian Professor of mathematics in Cambridge from 1828–1839. He displayed a fertile curiosity that led him to study many contemporary processes and problems in a way which emphasised an analytic, data driven view of life.

In popular culture Babbage has been celebrated as an anachronistic Victorian engineer. In reality, Babbage is best understood as a figure rooted in the enlightenment, who had substantially completed his core investigations into 'mechanisation of thought' by the mid 1830s: he is thus an anachronistic Georgian: the construction of his first difference engine design is contemporary with the earliest public railways in Britain.

A fundamental question that must strike anybody who examines Babbage's precocious designs is: how could one individual working alone have synthesised a workable computer design, designing an object whose complexity of behaviour so far exceeded that of contemporary machines that it would not be matched for over a hundred years?

We shall explore the extent to which the answer lies in the techniques Babbage developed to reason about complex systems. His Notation which shows the geometry, timing, causal chains and the abstract components of his machines, has a direct parallel in the Hardware Description Languages developed since 1975 to aid the design of large scale electronics. In this presentation, we shall provide a basic tutorial on Babbage's notation showing how his concepts of 'pieces' and 'working points' effectively build a graph in which both parts and their interactions are represented by nodes, with edges between part-nodes and interaction-nodes denoting ownership, and edges between interaction-nodes denoting the transmission of forces between individual assemblies within a machine. We shall give examples from Babbage's Difference Engine 2 for which a complete set of notations was drawn in 1849, and compare them to a design of similar complexity specified in 1987 using the Inmos HDL.

The Algebraic Eraser is a cryptosystem (more precisely, a class of key
agreement schemes) introduced by Anshel, Anshel, Goldfeld and Lemieux
about 10 years ago. There is a concrete instantiation of the Algebraic
Eraser called the Colored Burau Key Agreement Protocol (CBKAP), which
uses a blend of techniques from permutation groups, matrix groups and
braid groups. SecureRF, the company owning the trademark to the
Algebraic Eraser, is marketing this system for lightweight
environments such as RFID tags and other Internet of Things
applications; they have proposed making this scheme the basis for an
ISO RFID standard.

This talk gives an introduction to the Algebraic Eraser, a brief
history of the attacks on this scheme using ideas from group-theoretic
cryptography, and describes the countermeasures that have been
proposed. I would not recommend the scheme for the proposed
applications: the talk ends with a brief sketch of a recent convincing
cryptanalysis of this scheme due to Ben-Zvi, Blackburn and Tsaban
(which appeared at CRYPTO this summer), and significant attacks
on the protocol in the proposed ISO standard due to Blackburn and
Robshaw (which appeared at ACNS earlier this year).

Van der Waerden has shown that `almost' all monic integer

polynomials of degree n have the full symmetric group S_n as Galois group.

The strongest quantitative form of this statement known so far is due to

Gallagher, who made use of the Large Sieve.

In this talk we want to explain how one can use recent

advances on bounding the number of integral points on curves and surfaces

instead of the Large Sieve to go beyond Gallagher's result.

The standard approach to continuous-time finance starts from postulating a

statistical model for the prices of securities (such as the Black-Scholes

model). Since such models are often difficult to justify, it is

interesting to explore what can be done without any stochastic

assumptions. There are quite a few results of this kind (starting from

Cover 1991 and Hobson 1998), but in this talk I will discuss

probability-type properties emerging without a statistical model. I will

only consider the simplest case of one security, and instead of stochastic

assumptions will make some analytic assumptions. If the price path is

known to be cadlag without huge jumps, its quadratic variation exists

unless a predefined trading strategy earns infinite capital without

risking more than one monetary unit. This makes it possible to apply the

known results of Ito calculus without probability (Follmer 1981, Norvaisa)

in the context of idealized financial markets. If, moreover, the price

path is known to be continuous, it becomes Brownian motion when physical

time is replaced by quadratic variation; this is a probability-free

version of the Dubins-Schwarz theorem.