L6

We study vortex sheets for the relativistic Euler equations in three-dimensional Minkowski spacetime. The problem is a nonlinear hyperbolic problem with a characteristic free boundary. The so-called Lopatinskii condition holds only in a weak sense, which yields losses of derivatives. A necessary condition for the weak stability is obtained by analyzing roots of the Lopatinskii determinant associated to the linearized problem. Under such stability condition,  we prove short-time existence and nonlinear stability of relativistic vortex sheets by the Nash-Moser iterative scheme.

We consider the free boundary problem for 2D current-vortex sheets in ideal incompressible magneto-hydrodynamics near the transition point between the linearized stability and instability. In order to study the dynamics of the discontinuity near the onset of the instability, Hunter and Thoo have introduced an asymptotic quadratically nonlinear integro-differential equation for the amplitude of small perturbations of the planar discontinuity. 
In this talk we present our results about the well-posedness of the problem in the sense of Hadamard, under a suitable stability condition, that is the 
local-in-time existence in Sobolev spaces and uniqueness of smooth solutions to the Cauchy problem, and the strong continuous dependence on the data in the same topology.
Joint works with: Alessandro Morando and Paola Trebeschi.
 

Martingale optimal transport is a variant of the classical optimal transport problem where a martingale constraint is imposed on the coupling. In a recent paper, Beiglböck, Nutz and Touzi show that in dimension one there is no duality gap and that the dual problem admits an optimizer. A key step towards this achievement is the characterization of the polar sets of the family of all martingale couplings. Here we aim to extend this characterization to arbitrary finite dimension through a deeper study of the convex order

 

I spent a number of years trading government bonds and interest-rate derivatives for Barclays Capital. This included the period of the financial crisis, and I was a colleague of some of the Barclays traders charged with fraud related to LIBOR rate manipulation. I will present a some examples of common trading scenarios, and some of the ethical issues these might raise for quants.
 

We consider the differentiability of definable functions in tame expansions
of algebraically closed valued fields.
As the Frobenius inverse shows such a function may be nowhere
differentiable.
We prove differentiability almost everywhere in valued fields of
characteristic 0
that are C-minimal, definably complete and such that, in the valuation
group,
definable functions are strongly eventually linear.
This is joint work with Pablo Cubides-Kovacsics.

For mapping class groups of surfaces it is well-understood that their homology stability is closely related to the fact that they give rise to an infinite loop space. Indeed, they define an operad whose algebras group complete to infinite loop spaces.

In recent work with Basterra, Bobkova, Ponto and Yaekel we define operads with homology stability (OHS) more generally and prove that they are infinite loop space operads in the above sense. The strong homology stability results of Galatius and Randal-Williams for moduli spaces of manifolds can be used to construct examples of OHSs. As a consequence the map to K-theory defined by the action of the diffeomorphisms on the middle dimensional homology can be shown to be a map of infinite loop spaces.