University of Bonn

The law of quadratic reciprocity and the celebrated connection between modular forms and elliptic curves over Q are both examples of reciprocity laws. Constructing new reciprocity laws is one of the goals of the Langlands program, which is meant to connect number theory with harmonic analysis and representation theory.

In this talk, I will survey some recent progress in establishing new reciprocity laws, relying on the Galois representations attached to torsion classes which occur in the cohomology of arithmetic hyperbolic 3-manifolds. I will outline joint work in progress on better understanding these Galois representations, proving modularity lifting theorems in new settings, and applying this to elliptic curves over imaginary quadratic fields.

The moduli space of tropical curves (and its variants) is one of the most-studied objects in tropical geometry. So far this moduli space has only been considered as an essentially set-theoretic coarse moduli space (sometimes with additional structure). As a consequence of this restriction, the tropical forgetful map does not define a universal curve
(at least in the positive genus case). The classical work of Knudsen has resolved a similar issue for the algebraic moduli space of curves by considering the fine moduli stacks instead of the coarse moduli spaces. In this talk I am going to give an introduction to these fascinating tropical moduli spaces and report on ongoing work with R. Cavalieri, M. Chan, and J. Wise, where we propose the notion of a moduli stack of tropical curves as a geometric stack over the category of rational polyhedral cones. Using this framework one can give a natural interpretation of the forgetful morphism as a universal curve. The coarse moduli space arises as the set of $\mathbb{R}_{\geq 0}$-valued points of the moduli stack. Given time, I will also explain how the process of tropicalization for these moduli stacks can be phrased in a more fundamental way using the language of logarithmic algebraic stacks.
 

It is well known that several solutions to the Skorokhod problem

optimize certain ``cost''- or ``payoff''-functionals. We use the

theory of Monge-Kantorovich transport to study the corresponding

optimization problem. We formulate a dual problem and establish

duality based on the duality theory of optimal transport. Notably

the primal as well as the dual problem have a natural interpretation

in terms of model-independent no arbitrage theory.

In optimal transport the notion of c-monotonicity is used to

characterize the geometry of optimal transport plans. We derive a

similar optimality principle that provides a geometric

characterization of optimal stopping times. We then use this

principle to derive several known solutions to the Skorokhod

embedding problem and also new ones.

This is joint work with Mathias Beiglböck and Alex Cox.

An old conjecture by A. Zygmund proposes

a Lebesgue Differentiation theorem along a

Lipschitz vector field in the plane. E. Stein

formulated a corresponding conjecture about

the Hilbert transform along the vector field.

If the vector field is constant along

vertical lines, the Hilbert transform along

the vector field is closely related to Carleson's

operator. We discuss some progress in the area

by and with Michael Bateman and by my student

Shaoming Guo.

We present recent numerical techniques for the treatment of integral formulations of Helmholtz boundary value problems in the case of high frequencies. The combination of $H^2$-matrices with further developments of the adaptive cross approximation allows to solve such problems with logarithmic-linear complexity independent of the frequency. An advantage of this new approach over existing techniques such as fast multipole methods is its stability over the whole range of frequencies, whereas other methods are efficient either for low or high frequencies.

A factorability structure on a group G is a specification of normal forms of group elements as words over a fixed generating set. There is a chain complex computing the (co)homology of G. In contrast to the well-known bar resolution, there are much less generators in each dimension of the chain complex. Although it is often difficult to understand the differential, there are examples where the differential is particularly simple, allowing computations by hand. This leads to the cohomology ring of hv-groups, which I define at the end of the talk in terms of so called "horizontal" and "vertical" generators.

A factorability structure on a group G is a specification of normal forms

of group elements as words over a fixed generating set. There is a chain

complex computing the (co)homology of G. In contrast to the well-known bar

resolution, there are much less generators in each dimension of the chain

complex. Although it is often difficult to understand the differential,

there are examples where the differential is particularly simple, allowing

computations by hand. This leads to the cohomology ring of hv-groups,

which I define at the end of the talk in terms of so called "horizontal"

and "vertical" generators.

When managing risk, frequently only imperfect hedging instruments are at hand.

We show how to optimally cross-hedge risk when the spread between the hedging

instrument and the risk is stationary. At the short end, the optimal hedge ratio

is close to the cross-correlation of the log returns, whereas at the long end, it is

optimal to fully hedge the position. For linear risk positions we derive explicit

formulas for the hedge error, and for non-linear positions we show how to obtain

numerically effcient estimates. Finally, we demonstrate that even in cases with no

clear-cut decision concerning the stationarity of the spread it is better to allow for

mean reversion of the spread rather than to neglect it.

The talk is based on joint work with Georgi Dimitroff, Gregor Heyne and Christian Pigorsch.