University of Vienna

I will present a construction of large families of singularity-free stationary solutions of Einstein equations, for a large class of matter models including vacuum, with a negative cosmological constant. The solutions, which are of course real-valued Lorentzian metrics, are determined by a set of free data at conformal infinity, and the construction proceeds through elliptic equations for complex-valued tensor fields. One thus obtains infinite dimensional families of both strictly stationary spacetimes and black hole spacetimes.

Abstract: We study nonuniform sampling in shift-invariant spaces whose generator is a totally positive function. For a subclass of such generators the sampling theorems can be formulated in analogy to the theorems of Beurling and Landau for bandlimited functions. These results are  optimal and validate  the  heuristic reasonings in the engineering literature. In contrast to the cardinal series, the reconstruction procedures for sampling in a shift-invariant space with a totally positive generator  are local and thus accessible to numerical linear algebra.

A subtle  connection between sampling in shift-invariant spaces and the theory of Gabor frames leads to new and optimal  results for Gabor frames.  We show that the set of phase-space shifts of  $g$ (totally positive with a Gaussian part) with respect to a rectangular lattice forms a frame, if and only if the density of the lattice  is strictly larger than 1. This solves an open problem going backto Daubechies in 1990 for the class of totally positive functions of Gaussian type.
 

Hawking radiation and particle creation by an expanding Universe
are paradigmatic predictions of quantum field theory in curved spacetime.
Although the theory is a few decades old, it still awaits experimental
demonstration. At first sight, the effects predicted by the theory are too
small to be measured in the laboratory. Therefore, current experimental
efforts have been directed towards siumlating Hawking radiation and
studying quantum particle creation in analogue spacetimes.
In this talk, I will present a proposal to test directly effects of
quantum field theory in the Earth's spacetime using quantum technologies.
Under certain circumstances, real spacetime distortions (such as
gravitational waves) can produce observable effects in the state of
phonons of a Bose-Einstein condensate. The sensitivity of the phononic
field to the underlying spacetime can also be used to measure spacetime
parameters such as the Schwarzschild radius of the Earth.

Robust pricing of an exotic derivative with payoff $\Phi$ can be viewed as the task of estimating its expectation $E_Q \Phi$ with respect to a martingale measure $Q$ satisfying marginal constraints. It has proven fruitful to relate this to the theory of Monge-Kantorovich optimal transport. For instance, the duality theorem from optimal transport leads to new super-replication results. Optimality criteria from the theory of mass transport can be translated to the martingale setup and allow to characterize minimizing/maximizing models in the robust pricing problem. Moreover, the dual viewpoint provides new insights to the classical inequalities of Doob and Burkholder-Davis-Gundy.

Based on ideas from rough path analysis and operator splitting, the Kusuoka-Lyons-Victoir scheme provides a family of higher order methods for the weak approximation of stochastic differential equations. Out of this family, the Ninomiya-Victoir method is especially simple to implement and to adjust to various different models. We give some examples of models used in financial engineering and comment on the performance of the Ninomiya-Victoir scheme and some modifications when applied to these models.