L1

We consider an investor who is dynamically informed about the future evolution of one of the independent Brownian motions driving a stock's price fluctuations. The resulting rough semimartingale dynamics allow for strong arbitrage, but with linear temporary price impact the resulting optimal investment problem with exponential utility turns out to be well posed. The dynamically revealed Brownian path segment makes the problem infinite-dimensional, but by considering its convex-analytic dual problem, we show that it still can be solved explicitly and we give some financial-economic insights into the optimal investment strategy and the properties of maximum expected utility. (This is joint work with Yan Dolinsky, Hebrew University of Jerusalem).

In this talk I will present several new stochastic representations for
solutions of the Navier-Stokes equations in a wall-bounded region,
in the spirit of mean field theory. These new representations are
obtained by using the duality of conditional laws associated with the Taylor diffusion family.
By using these representation, Monte-Carlo simulations for boundary fluid flows, including
boundary turbulence, may be implemented. Numerical experiments are given to demonstrate the usefulness of this approach.

It was recently shown by Aidekon and Da Silva how to construct a growth fragmentation process from a planar Brownian excursion. I will explain how this same growth fragmentation process arises in another setting: when one decorates a certain “critical Liouville quantum gravity random surface” with a conformal loop ensemble of parameter 4. This talk is based on joint work with Juhan Aru, Nina Holden and Xin Sun. 
 

In this talk I will present an exclusion process with different types of particles: A, B and C. This last type can be understood as holes. Two scaling limits will be discussed: hydrodynamic limits in the boundary driven setting; and equilibrium fluctuations for an evolution on the torus. In the later case, we distinguish several cases, that depend on the choice of the jump rates, for which we get in the limit either the stochastic Burgers equation or the Ornstein-Uhlenbeck equation. These results match with predictions from non-linear fluctuating hydrodynamics. 
(Joint work with G. Cannizzaro, A. Occelli, R. Misturini).

In recent progress on the black hole information paradox, Page curves consistent with unitarity have been obtained in 2d models and in bottom-up braneworld models using the notion of double holography. In this talk we discuss top-down models realizing 4d black holes coupled to a bath in Type IIB string theory and obtain Page curves. We make the ideas behind double holography precise in these models and address causality puzzles which have arisen in the bottom-up models, leading to a refinement of their interpretation.
 

We study supersymmetric gauge theories with 8 supercharges in d=3,4,5,6. For these theories, one can perform Higgsings by turning on VEVs of scalar fields. However, this process can often be difficult when dealing with superconformal field theories (SCFTs) where the Lagrangian is often not known. Using techniques of magnetic quivers and a new algorithm we call "Inverted Quiver Subtraction", we show how one can easily obtain the SCFT(s) after Higgsing. This technique can be equally well applied to SCFTs in d=3,4,5,6. 

Conformal Field Theories (CFT) are believed to be exactly solvable once their primary scaling fields and their 3-point functions are known. This input is called the spectrum and structure constants of the CFT respectively. I will review recent work where this conformal bootstrap program can be rigorously carried out for the case of Liouville CFT, a theory that plays a fundamental role in 2d random surface theory and many other fields in physics and mathematics. Liouville CFT has a probabilistic formulation on an arbitrary Riemann surface and the bootstrap formula can be seen as a "quantization" of the plumbing construction of surfaces with marked points axiomatically discussed earlier by Graeme Segal. Joint work with Colin Guillarmou, Remi Rhodes and Vincent Vargas

Matthew Buckland 
Branching Interval Partition Diffusions

We construct an interval-partition-valued diffusion from a collection of excursions sampled from the excursion measure of a real-valued diffusion, and we use a spectrally positive Lévy process to order both these excursions and their start times. At any point in time, the interval partition generated is the concatenation of intervals where each excursion alive at that point contributes an interval of size given by its value. Previous work by Forman, Pal, Rizzolo and Winkel considers self-similar interval partition diffusions – and the key aim of this work is to generalise these results by dropping the self-similarity condition. The interval partition can be interpreted as an ordered collection of individuals (intervals) alive that have varying characteristics and generate new intervals during their finite lifetimes, and hence can be viewed as a class of Crump-Mode-Jagers-type processes.

Ofir Gorodetsky
Smooth and rough numbers

We all know and love prime numbers, but what about smooth and rough numbers?
We'll define y-smooth numbers -- numbers whose prime factors are all less than y. We'll explain their application in cryptography, specifically to factorization of integers.
We'll shed light on their density, which is modelled using a peculiar differential equation. This equation appears naturally in probability theory.
We'll also explain the dual notion to smooth numbers, that of y-rough numbers: numbers whose prime factors are all bigger than y, and in some sense generalize primes.
We'll explain their importance in sieve theory. Like smooth numbers, their density has interesting properties and will be surveyed.

Your supervisor is the person you will interact with on a scientific level most of all during your studies here. As a result, it is vital that you establish a good working relationship. But how should you do this? In this session we discuss tips and tricks for getting the most out of your supervisions to maximize your success as a researcher. Note that this session will have no faculty in the audience in order to allow people to speak openly about their experiences. 

What should we be thinking about when we're making a diagram for a paper? How do we help it to express the right things? Or make it engaging? What kind of colour palette is appropriate? What software should we use? And how do we make this process as painless as possible? Join Joshua Bull and Christoph Dorn for a lively Fridays@4 session on illustrating mathematics, as they share tips, tricks, and their own personal experiences in bringing mathematics to life via illustrations.