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Teng Fei, Columbia University, The Hull-Strominger system over Riemann surfaces

SAS 4201

The Hull-Strominger system is a system of nonlinear PDEs describing the geometry of compactification of heterotic strings with flux to 4d Minkowski spacetime, which can be regarded as a generalization of Ricci-flat Kahler metrics coupled with Hermitian Yang-Mills equation on non-Kahler Calabi-Yau 3-folds. In this talk, we present an explicit construction of smooth solutions to…

Yerkin Kitapbayev, MIT Sloan, Optimal investment strategies for power generation: the value of green energy

SAS 4201

This paper examines the investment in and the valuation of power generation projects under uncertainty. The analysis incorporates the possibility of producing from alternative types of fuels, such as renewables (wind) or fossil fuels (gas), hence alternative types of plants/technologies. The model considered in this paper cannot be reduced to a single state variable. It…

Huanchen Bao, University of Maryland, From Schur-Weyl duality to quantum symmetric pairs

SAS 4201

 The classical Schur-Weyl duality relates the representation theory of general linear Lie algebras and symmetric groups. Drinfeld and Jimbo independently introduced quantum groups  in their study of exactly solvable models, which leads to a quantization of the Schur duality relating quantum groups of general linear Lie algebras and Hecke algebras of symmetric groups. In this…

Sebastian Herrmann, University of Michigan, Inventory Management for High-Frequency Trading with Imperfect Competition

SAS 4201

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact are described by a system of nonlinear equations; explicit solutions obtain around the continuous-time limit. Unlike in the risk-neutral case, the optimal inventories…

Jose Figueroa-Lopez, Utility Maximization in Hidden Regime-Switching Markets with Default Risk

SAS 4201

We consider the problem of maximizing expected utility from terminal wealth for a power investor who can allocate his wealth in a stock, a defaultable security, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain. We reduce…

Sarah Yeakel, University of Maryland, Isovariant Homotopy Theory

Fixed point theory studies the extent to which fixed points of a self map of a space are intrinsic. In many mathematical settings, the existence of a solution can be rephrased in terms of the existence of a fixed point for an appropriate map, leading to applications across mathematics. Variations of fixed point problems have…

Antonio De Rosa,Courant Institute of Mathematical Sciences, New York University, Elliptic integrands in variational problems

Elliptic integrands are used to model anisotropic energies in variational problems. These energies are employed in a variety of applications, such as crystal structures, capillarity problems and gravitational fields, to account for preferred inhomogeneous and directionally dependent configurations. After a brief introduction to variational problems involving elliptic integrands, I will present an overview of the…

Blair Davey, City College of New York, New York, How to obtain parabolic theorems from their elliptic counterparts

Experts have long realized the parallels between elliptic and parabolic theory of partial differential equations. It is well known that elliptic theory may be considered a static, or steady-state, version of parabolic theory. And in particular, if a parabolic estimate holds, then by eliminating the time parameter, one immediately arrives at the underlying elliptic statement.…

Ruimeng Hu, Columbia University, Deep Fictitious Play for Stochastic Differential Games

Differential games, as an offspring of game theory and optimal control, provide the modeling and analysis of conflict in the context of a dynamical system. Computing Nash equilibria is one of the core objectives in differential games, with a major bottleneck coming from the notorious intractability of N-player games, also known by the curse of…

Wenpin Tang, University of California, Berkeley, Discrete and continuous ranking models

In this talk, I will discuss two different 'ranking' models: Mallows' ranking model and rank-dependent diffusions. In the first part, I will discuss the rank-dependent diffusions. I will focus on two models: Up the River model, and N-player games with fuel constraints. These problems require treating carefully the corresponding PDEs. The former is joint with…

Maria-Veronica Ciocanel, Ohio State University, Stochastic and continuum dynamics in cellular transport

The cellular cytoskeleton is essential in proper cell function as well as in organism development. These filaments represent the roads along which most protein transport occurs inside cells. I will discuss examples where questions about filament-motor protein interactions require the development of novel mathematical modeling, analysis, and simulation. In the development of egg cells into…

Corey Jones, Ohio State University, Fusion categories and their applications in mathematical physics

Fusion categories are rich mathematical structures generalizing the representation categories of finite groups. They arise in many areas of mathematics and physics. Most strikingly, they have emerged as models for particle-like excitations with exotic exchange statistics in low dimensional quantum field theories. We will provide an introduction to these ideas and discuss recent results on…

Peter McGrath, Univ. of Pennsylvania, Existence and Uniqueness Results for Minimal Surfaces

A hypersurface in a Riemannian manifold is called minimal if its mean curvature vanishes identically.  Minimal surfaces have fascinated mathematicians since the time of Euler, and tremendous progress has been made in understanding the structure of the space of embedded minimal surfaces in various ambient manifolds in the last 50 years.  After surveying the subject, I will…

Charles Puelz, Courant Institute, Computer models and numerical methods for mathematical cardiology

This talk will cover two approaches for modeling blood flow in the human body.  The first approach describes blood transport in elastic vessels and requires the numerical solution of a nonlinear hyperbolic system on branching vessel networks.  I will discuss some mathematical properties of these equations that seem to be useful for analysis of numerical schemes,…

Teemu Saksala, Rice University, Geometric Inverse Problems arising from Seismology

What can we tell about the interior structure of our planet, if we observe the travel time of a large number of earthquakes? This is the time it takes for a seismic wave to travel from the epicenter of the  earthquake to the seismic sensor. In the geometric literature, the boundary rigidity problem on a compact Riemannian manifold…

Andrew Sageman-Furnas, Technical University of Berlin, Navigating the space of Chebyshev nets

SAS 1102

Many materials are built from a grid of flexible but nearly inextensible rods that behaves as a shell-like structure. Everyday examples range from fabrics made of 1000s of interwoven yarns; to kitchen strainers made of 100s of plastically deforming wires; to architectural gridshells or medical stents made of 10s of elastically deforming rods. In this…

Lauren Childs, Virginia Tech, Modeling the waning and boosting of immunity: A case study of pertussis in Sweden

Pertussis, commonly known as whooping cough, is caused by the bacterial pathogen Bordetella pertussis. Completely susceptible individuals experience severe disease, with the hallmark whooping cough, but those with partial immunity have milder, if any symptoms. Immunity following natural infection (or immunization) may wane, increasing susceptibility with time since exposure. In this talk, we begin by examining…

Lucas Castle, Developing Non-Calculus Service Courses that Showcase the Applicability of Mathematics

Students often take precalculus or college algebra as a terminal math course, leaving them with the impression that mathematics lacks real meaning. Due to the increasingly interdisciplinary nature of the mathematical sciences, we are well-poised to intervene and design inspiring general education courses that reveal the utility of mathematics. In this talk, I will share…