University of Texas at Austin

TBA

Mathematical modelling and stochastic optimization are often based on the separation of two stages: At the first stage, a model is selected out of a family of plausible models and at the second stage, a policy is chosen that optimizes an underlying objective as if the chosen model were correct. In this talk, I will introduce a new approach which, rather than completely isolating the two stages, interlinks them dynamically. I will first introduce the notion of “consequential performance” of each  model and, in turn, propose a “consequentialist criterion for model selection” based on the expected utility of consequential performances. I will apply the approach to continuous-time portfolio selection and derive a key system of coupled PDEs and solve it for representative cases. I will, also, discuss the connection of the new approach with the popular methods of robust control and of unbiased estimators.   This is joint work with M. Strub (U. of Warwick)

Title: Topics on regularity theory for fully non-linear integro-differential equations

Abstract: We will focus on local and non-local Monge Ampere type equations, equations with deforming kernels and convex envelopes of functions with optimal special conditions. We discuss global solutions and their regularity properties.

Title: Quasilinear Conservative Collisional Transport in Kinetic Mean Field models

Abstract: We shall focus the on the interplay of nonlinear analysis  and numerical approximations to mean field models in particle physics where kinetic transport flows in momentum are strongly nonlinearly  modified by macroscopic quantities in classical or spectral density spaces. Two noteworthy models arise: the classical Fokker-Plank Landau dynamics as a low magnetized plasma regimes in the modeling of perturbative non-local high order terms. The other one corresponds to perturbation under strongly magnetized dynamics for fast electrons  in momentum space  give raise to a coupled system of classical kinetic diffusion processes described by the balance equations for electron probability density functions (electron pdf) coupled to the time dynamics on spectral energy waves  (quasi-particles) in a quantum process of their resonant interaction. Both models are rather different, yet there are derived form the Liouville-Maxwell system under different scaling. Analytical tools and some numerical  simulations show a presence of  strong hot tail anisotropy  formation taking the stationary states away from Classical equilibrium solutions stabilization for the iteration in a three dimensional cylindrical model. The semi-discrete schemes preserves the total system mass, momentum and energy, which are enforced by the numerical scheme. Error estimates can be obtained as well.

Work in collaboration with Clark Pennie and Kun Huang

I will describe joint work with Abouzaid which constructs a stable homotopy theory refinement of Floer homology that has coefficients in the Morava K-theory spectra. The classifying spaces of finite groups satisfy Poincare duality for the Morava K-theories, which allows us to use this version of Floer homology to produce virtual fundamental chains for moduli spaces of Floer trajectories. As an application, we prove the Arnold conjecture for ordinary cohomology with coefficients in finite fields.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

Just as differential equations often boundary conditions of various types, so too do quantum field theories often admit boundary theories. I will explain these notions and then discuss a theorem proved with Constantin Teleman, essentially characterizing certain 3-dimensional topological field theories which admit nonzero boundary theories. One application is to gapped systems in condensed matter physics.

The task of solving large scale linear algebraic problems such as factorising matrices or solving linear systems is of central importance in many areas of scientific computing, as well as in data analysis and computational statistics. The talk will describe how randomisation can be used to design algorithms that in many environments have both better asymptotic complexities and better practical speed than standard deterministic methods.

The talk will in particular focus on randomised algorithms for solving large systems of linear equations. Both direct solution techniques based on fast factorisations of the coefficient matrix, and techniques based on randomised preconditioners, will be covered.

Note: There is a related talk in the Random Matrix Seminar on Tuesday Feb 25, at 15:30 in L4. That talk describes randomised methods for computing low rank approximations to matrices. The two talks are independent, but the Tuesday one introduces some of the analytical framework that supports the methods described here.

Topological field theories give rise to a wealth of algebraic structures, extending
the E_n algebra expressing the "topological OPE of local operators". We may interpret these algebraic structures as defining (slightly noncommutative) algebraic varieties and stacks, called moduli stacks of vacua, and relations among them. I will discuss some examples of these structures coming from the geometric Langlands program and their applications. Based on joint work with Andy Neitzke and Sam Gunningham.