Mon, 10 Oct 2011

15:45 - 16:45
L3

Invitation to the Farrell-Jones Conjecture

Arthur Bartels
(Muenster/Oxford)
Abstract

The Farrell-Jones Conjecture predicts a homological formula for K-and L-theory of group rings. Through surgery theory it is important for the classification of manifolds and in particular the Borel conjecture. In this talk I will give an introduction to this conjecture and give an overview about positive results and open questions.

Mon, 28 Nov 2011

14:15 - 15:15
L3

Fission varieties

Philip Boalch
(ENS Paris)
Abstract

I'll recall the quasi-Hamiltonian approach to moduli spaces of flat connections on Riemann surfaces, as a nice finite dimensional algebraic version of operations with loop groups such as fusion. Recently, whilst extending this approach to meromorphic connections, a new operation arose, which we will call "fission". As will be explained, this operation enables the construction of many new algebraic symplectic manifolds, going beyond those we were trying to construct.

Mon, 10 Oct 2011
14:15
L3

Hilbert schemes, Torus Knots, and Khovanov Homology

Jacob Rasmussen
(Cambridge)
Abstract

Khovanov homology is an invariant of knots in S^3 which categorifies the Jones polynomial. Let C be a singular plane curve. I'll describe some conjectures relating the geometry of the Hilbert scheme of points on C to a variant of Khovanov homology which categorifies the HOMFLY-PT polynomial. These conjectures suggest a relation between HOMFLY-PT homology of torus knots and the representation theory of the rational Cherednik algebra. As a consequence, we get some easily testable predictions about the Khovanov homology of torus knots.

Fri, 02 Dec 2011

14:15 - 15:15
L3

Multilevel dual approach for pricing American style derivatives

John Schoenmakers
(Berlin)
Abstract

In this article we propose a novel approach to reduce the computational

complexity of the dual method for pricing American options.

We consider a sequence of martingales that converges to a given

target martingale and decompose the original dual representation into a sum of

representations that correspond to different levels of approximation to the

target martingale. By next replacing in each representation true conditional expectations with their

Monte Carlo estimates, we arrive at what one may call a multilevel dual Monte

Carlo algorithm. The analysis of this algorithm reveals that the computational

complexity of getting the corresponding target upper bound, due to the target martingale,

can be significantly reduced. In particular, it turns out that using our new

approach, we may construct a multilevel version of the well-known nested Monte

Carlo algorithm of Andersen and Broadie (2004) that is, regarding complexity, virtually

equivalent to a non-nested algorithm. The performance of this multilevel

algorithm is illustrated by a numerical example. (joint work with Denis Belomestny)

Tue, 29 Nov 2011

12:00 - 13:00
L3

Quantum Field Theory: Where do we come from? What are we? Where are we going?

Nazim Bouatta (DAMTP)
Abstract

In recent decades, quantum field theory (QFT) has become the framework for

several basic and outstandingly successful physical theories. Indeed, it has

become the lingua franca of entire branches of physics and even mathematics.

The universal scope of QFT opens fascinating opportunities for philosophy.

Accordingly, although the philosophy of physics has been dominated by the

analysis of quantum mechanics, relativity and thermo-statistical physics,

several philosophers have recently undertaken conceptual analyses of QFT.

One common feature of these analyses is the emphasis on rigorous approaches,

such as algebraic and constructive QFT; as against the more heuristic and

physical formulations of QFT in terms of functional (also knows as: path)

integrals.

However, I will follow the example of some recent mathematicians such as

Atiyah, Connes and Kontsevich, who have adopted a remarkable pragmatism and

opportunism with regard to heuristic QFT, not corseted by rigor (as Connes

remarks). I will conceptually discuss the advances that have marked

heuristic QFT, by analysing some of the key ideas that accompanied its

development.  I will also discuss the interactions between these concepts in

the various relevant fields, such as particle physics, statistical

mechanics, gravity and geometry. 

Thu, 13 Oct 2011

12:00 - 13:00
L3

Type I singularities and ancient solutions of homogeneous Ricci flow

Maria Buzano
Abstract

We will present a class of compact and connected homogeneous

spaces such that the Ricci flow of invariant Riemannian metrics develops

type I singularities in finite time. We will describe the singular

behaviours that we can get, as we approach the singular time, and the Ricci

soliton that we obtain by blowing up the solution near the singularity.

Finally, we will investigate the existence of ancient solutions when the

isotropy representation decomposes into two inequivalent irreducible

summands.

Thu, 20 Oct 2011
16:00
L3

Nodal length fluctuations for arithmetic random waves

Igor Wigman
(Cardiff University)
Abstract

Using the spectral multiplicities of the standard torus, we
endow the Laplace eigenspaces with Gaussian probability measures.
This induces a notion of random Gaussian eigenfunctions
on the torus ("arithmetic random waves''.)  We study the
distribution of the nodal length of random Laplace eigenfunctions for high
eigenvalues,and our primary result is that the asymptotics for the variance is
non-universal, and is intimately related to the arithmetic of
lattice points lying on a circle with radius corresponding to the
energy. This work is joint with Manjunath Krishnapur and Par Kurlberg

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