PUBLIC LECTURE

The 1970s saw an explosion in the development of cryptography that vastly expanded the role of number theory in cryptography. Now, that role stands threatened by developments in quantum computing.  We will trace cryptography from its origins to its explosive growth in the 20th century and its contemporary challenges.

I consider solutions with asymptotic self-similarity. The behavior shows an invariance which comes naturally from nonlinearity. The basic model is Lane-Emden equation. Solution structures depend on the dimension as well as the exponent describing the nonlinearity. More generally, I will explain the corresponding result for quasilinear equations in the radial setting.

A Teichmuller curve is a totally geodesic curve in the moduli space of Riemann surfaces. These curves are defined by polynomials with integer coefficients that are irreducible over C.  We will show that these polynomials have surprising factorizations mod p.  This is joint work with Keerthi Madapusi Pera.

This talk is about the recovering of stochastic volatility models (SVMs) from market models for the VIX futures term structure. Market models have more flexibility for fitting of curves than do SVMs, and therefore they are better-suited for pricing VIX futures and derivatives. But the VIX itself is a derivative of the S\&P500 (SPX) and it is common practice to price SPX derivatives using an SVM. Hence, a consistent model for both SPX and VIX derivatives would be one where the SVM is obtained by inverting the market model. A function for stochastic volatility function is the solution of an inverse problem, with the inputs given by a VIX futures market model. Several models are analyzed mathematically and explored numerically

We consider $\sigma_k$-curvature equation with $H_k$-curvature condition on a compact manifold with boundary $(X^{n+1}, M^n, g)$. When restricting to the closure of the positive $k$-cone, this is a fully nonlinear elliptic equation with a fully nonlinear Robin-type boundary condition. We prove a general bifurcation theorem in order to study nonuniqueness of solutions when $2k<n+1$. We explicitly give examples of product manifolds with multiple solutions. It is analogous to Schoen’s example for Yamabe problem on $S^1\times S^{n-1}$. This is joint work with Jeffrey Case and Ana Claudia Moreira.