Mon, 31 Oct 2016

11:00 - 12:00
C4

Flows on Homogeneous Varieties

Andrei Yafaev
(UCL)
Abstract

The so-called Ax-Lindemann theorem asserts that the Zariski closure of a certain subset of a homogeneous variety (typically abelian or Shimura) is itself a homogeneous variety. This theorem has recently been proven in full generality by Klingler-Ullmo-Yafaev and Gao. This statement leads to a variety of questions about topological and Zariski closures of certain sets in  homogeneous varieties which can be approached by both ergodic and o-minimal techniques.  In a series of recent papers with E. Ullmo, we formulate conjectures and prove a certain number of results  of this type.  In this talk I will present these conjectures and results and explain the ideas of proofs
 

Tue, 23 Feb 2016

15:00 - 16:00
C4

Galois Characterization of Henselian Fields

Chenkai Wang
(Oxford University)
Abstract

 I will talk about Jochen’s theorem about the existence of some non-trivial Henselian valuation given by investigating the absolute Galois group.

Mon, 07 Mar 2016

15:45 - 16:45
C4

Superhedging Approach to Robust Finance and Local Times

David Proemel
((ETH) Zurich)
Abstract

Using Vovk's game-theoretic approach to mathematical finance and probability, it is possible to obtain new results in both areas.We first prove that one can make an arbitrarily large profit by investing in those one-dimensional paths which do not possess a local time of finite p-variation.  Additionally, we provide pathwise Tanaka formulas suitable for our local times and for absolutely continuous functions with sufficient regular derivatives. In the second part we derive a model-independent super-replication theorem in continuous time. Our result covers a broad range of exotic derivatives, including look-back options, discretely monitored Asian options, and options on realized variance.
 This talk is based on joint works with M. Beiglböck, A.M.G. Cox, M. Huesmann and N. Perkowski.


 

Mon, 07 Mar 2016

14:15 - 15:15
C4

Singular SPDEs on manifolds

Joscha Diehl
(TU Berlin)
Abstract

 

We show how the theories of paracontrolled distributions and regularity structures can be implemented on manifolds, to solve singular SPDEs like the parabolic Anderson model.

This is ongoing work with Bruce Driver (UCSD) and Antoine Dahlqvist (Cambridge)

 

 

Mon, 29 Feb 2016

15:45 - 16:45
C4

Malliavin Calculus for Regularity Structures: the case of gPAM

Guiseppe Cannizzaro
(TU Berlin)
Abstract

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, notably an extension of the structure which accommodates a robust and purely deterministic translation operator in L^2-directions between models. In the concrete context of the generalized parabolic Anderson model in 2D -one of the singular SPDEs discussed in the afore-mentioned article - we establish existence of a density at positive times.

Mon, 29 Feb 2016

14:15 - 15:15
C4

Rough Gronwall Lemma and weak solutions to RPDEs

Martina Hofmanova
(TU Berlin)
Abstract

In this talk, I will present recent results that give the necessary mathematical foundation for the study of rough path driven PDEs in the framework of weak solutions. The main tool is a new rough Gronwall Lemma argument whose application is rather wide: among others, it allows to derive the basic energy estimates leading to the proof of existence for e.g. parabolic RPDEs. The talk is based on a joint work with Aurelien Deya, Massimiliano Gubinelli and Samy Tindel.

Wed, 22 Apr 2015
14:00
C4

Understanding crack patterns: mud, lava, permafrost and crocodiles

Lucas Goehring
(Max Planck Institute)
Abstract

Contraction cracks form captivating patterns such as those seen in dried mud or the polygonal networks that cover the polar regions of Earth and Mars. These patterns can be controlled, for example in the artistic craquelure sometimes found in pottery glazes. More practically, a growing zoo of patterns, including parallel arrays of cracks, spiral cracks, wavy cracks, lenticular or en-passant cracks, etc., are known from simple experiments in thin films – essentially drying paint – and are finding application in surfaces with engineered properties. Through such work we are also learning how natural crack patterns can be interpreted, for example in the use of dried blood droplets for medical or forensic diagnosis, or to understand how scales develop on the heads of crocodiles.

I will discuss mud cracks, how they form, and their use as a simple laboratory analogue system. For flat mud layers I will show how sequential crack formation leads to a rectilinear crack network, with cracks meeting each other at roughly 90°. By allowing cracks to repeatedly form and heal, I will describe how this pattern evolves into a hexagonal pattern. This is the origin of several striking real-world systems: columnar joints in starch and lava; cracks in gypsum-cemented sand; and the polygonal terrain in permafrost. Finally, I will turn to look at crack patterns over uneven substrates, such as paint over the grain of wood, or on geophysical scales involving buried craters, and identify when crack patterns are expected to be dominated by what lies beneath them. In exploring all these different situations I will highlight the role of energy release in selecting the crack patterns that are seen.

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