Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.

 

Wed, 28 Sep 2022 09:00 -
Tue, 30 Jun 2026 17:00
Mathematical Institute

Cascading Principles - a major mathematically inspired art exhibition by Conrad Shawcross - extended until June 2026

Further Information

Oxford Mathematics is delighted to be hosting one of the largest exhibitions by the artist Conrad Shawcross in the UK. The exhibition, Cascading Principles: Expansions within Geometry, Philosophy, and Interference, brings together over 40 of Conrad's mathematically inspired works from the past seventeen years. Rather than in a gallery, they are placed in the working environment of the practitioners of the subject that inspired them, namely mathematics.

Conrad Shawcross models scientific thought and reasoning within his practice. Drawn to mathematics, physics, and philosophy from the early stages of his artistic career, Shawcross combines these disciplines in his work. He places a strong emphasis on the nature of matter, and on the relativity of gravity, entropy, and the nature of time itself. Like a scientist working in a laboratory, he conceives each work as an experiment. Modularity is key to his process and many works are built from a single essential unit or building block. If an atom or electron is a basic unit for physicists, his unit is the tetrahedron.

Unlike other shapes, a tetrahedron cannot tessellate with itself. It cannot cover or form a surface through its repetition - one tetrahedron is unable to fit together with others of its kind. Whilst other shapes can sit alongside one another without creating gaps or overlapping, tetrahedrons cannot resolve in this way. Shawcross’ Schisms are a perfect demonstration of this failure to tessellate. They bring twenty tetrahedrons together to form a sphere, which results in a deep crack and ruptures that permeate its surface. This failure of its geometry means that it cannot succeed as a scientific model, but it is this very failure that allows it to succeed as an art work, the cracks full of broad and potent implications.

The show includes all Conrad's manifold geometric and philosophical investigations into this curious, four-surfaced, triangular prism to date. These include the Paradigms, the Lattice Cubes, the Fractures, the Schisms, and The Dappled Light of the Sun. The latter was first shown in the courtyard of the Royal Academy and subsequently travelled all across the world, from east to west, China to America.

The show also contains the four Beacons. Activated like a stained-glass window by the light of the sun, they are composed of two coloured, perforated disks moving in counter rotation to one another, patterning the light through the non-repeating pattern of holes, and conveying a message using semaphoric language. These works are studies for the Ramsgate Beacons commission in Kent, as part of Pioneering Places East Kent.

The exhibition Cascading Principles: Expansions within Geometry, Philosophy, and Interference is curated by Fatoş Üstek, and is organised in collaboration with Oxford Mathematics. 

The exhibition is open 9am-5pm, Monday to Friday. Some of the works are in the private part of the building and we shall be arranging regular tours of that area. If you wish to join a tour please email @email.

The exhibition runs until 30 June 2026. You can see and find out more here.

Watch the four public talks centred around the exhibition (featuring Conrad himself).

The exhibition is generously supported by our longstanding partner XTX Markets.

Images clockwise from top left of Schism, Fracture, Paradigm and Axiom

Schism Fracture

Axiom Paradigm

Fri, 28 Feb 2025 09:00 -
Mon, 01 Jun 2026 00:00
Mezzanine

Kathleen Hyndman - Nature+Maths=Art

Further Information

The Mathematical Institute is delighted to be hosting a major exhibition of artist Kathleen Hyndman's mathematically inspired work.

The exhibition of drawings and paintings illustrate Hyndman’s desire to see nature and the world around her in mathematical sequences and geometrical patterns. Golden Section proportions and angles, prime numbers as well as Fibonacci numbers and eccentric constructions are all used to create works achieving a calm and balanced unity.

Born in Essex, Hyndman trained at Kingston-upon-Thames School of Art and exhibited widely in the UK and abroad, including MOMA Oxford and the Hayward Annual in London. As well as a full time artist, she was also a teacher and mother of two. She lived and had her studio in Kingston Bagpuize in Oxfordshire and had exhibitions at Zuleika Gallery in Woodstock until her death in 2022.

Open Monday to Friday 9am to 5pm.

The exhibition is curated by Zuleika Gallery and Professor Martin Kemp FBA, and will run until June 2026.

Exhibition brochure

Bottom from left:  Hot Breeze, 1994; Heat, 1976; Exit (a seventeen sided work), 1993; Straight Line Rotation, White on Black. Forest, 1986

Below: film of the exhibition by Evan Nedyalkov

Thu, 15 Jan 2026
14:00
C1

Igusa stacks and the cohomology of Shimura varieties

Pol van Hoften
(Zhejiang University)
Abstract
Associated to a modular form $f$ is a two-dimensional Galois representation whose Frobenius eigenvalues can be expressed in terms of the Fourier coefficients of $f$, using a formula known as the Eichler--Shimura congruence relation. This relation was proved by Eichler--Shimura and Deligne by analyzing the mod p (bad) reduction of the modular curve of level $\Gamma_0(p)$. In this talk, I will discuss joint work with Patrick Daniels, Dongryul Kim and Mingjia Zhang, where we give a new proof of this congruence relation that happens "entirely on the rigid generic fibre". More precisely, we prove a compatibility result between the cohomology of Shimura varieties of abelian type and the Fargues--Scholze semisimple local Langlands correspondence, generalizing the Eichler--Shimura relation of Blasius--Rogawski. Our proof makes crucial use of the Igusa stacks that we construct, generalizing earlier work of Zhang, ourselves, and Kim.
 
Thu, 15 Jan 2026
16:00
Lecture Room 3

Some remarks on p-adic period domains

Sean Howe
(University of Utah)
Abstract

We will describe aspects of the geometry of non-minuscule rigid analytic period domains and their covering spaces, and pose some questions about p-adic period mappings and period images by analogy with the complex analytic theory.

Mon, 19 Jan 2026

14:00 - 15:00
Lecture Room 3

TBA

Professor Olivier Bokanowski
(Université Paris Cité)
Abstract

TBA

Mon, 19 Jan 2026
14:15
L4

Quantitative symplectic geometry of disk tangent bundles

Johanna Bimmerman
((Mathematical Institute University of Oxford))
Abstract

Symplectic capacities are symplectic invariants that measure the “size” of symplectic manifolds and are designed to capture phenomena of symplectic rigidity.

In this talk, I will focus on symplectic capacities of fiberwise convex domains in cotangent bundles. This setting provides a natural link to the systolic geometry of the base manifold. I will survey current results and discuss the variety of techniques used to compute symplectic capacities, ranging from billiard dynamics to pseudoholomorphic curves and symplectic homology. I will illustrate these techniques using disk tangent bundles of ellipsoids as an example.

Mon, 19 Jan 2026

15:30 - 16:30
L3

The Brownian marble

Prof. Andreas Kyprianou
(Dept of Mathematics University of Warwick)
Abstract

Fundamentally motivated by the two opposing phenomena of fragmentation and coalescence, we introduce a new stochastic object which is both a process and a geometry. The Brownian marble is built from coalescing Brownian motions on the real line, with further coalescing Brownian motions introduced through time in the gaps between yet to coalesce Brownian paths. The instantaneous rate at which we introduce more Brownian paths is given by λ/g2\lambda/g^2 where gg is the gap between two adjacent existing Brownian paths. We show that the process "comes down from infinity" when 0<λ<60<\lambda<6 and the resulting space-time graph of the process is a strict subset of the Brownian Web on R×[0,∞)\mathbb R \times [0,\infty). When λ≥6\lambda \geq 6, the resulting process "does not come down from infinity" and the resulting range of the process agrees with the Brownian Web.

Mon, 19 Jan 2026

16:30 - 17:30
L4

Towards Computational Topological (Magneto)Hydrodynamics: long term computation of fluids and plasma

Kaibo Hu
((Mathematical Institute University of Oxford))
Abstract
From Kelvin and Helmholtz to Arnold, Khesin, and Moffatt, topology has drawn increased attention in fluid dynamics. Quantities such as helicity and enstrophy encode knotting, topological constraints, and fine structures such as turbulence energy cascades in both fluid and MHD systems. Several open scientific questions, such as corona heating, the generation of magnetic fields in astrophysical objects, and the Parker hypothesis, call for topology-preserving computation. 
 
In this talk, we investigate the role of topology (knots and cohomology) in computational fluid dynamics by two examples: relaxation and dynamo. We investigate the question of “why structure-preservation” in this context and discuss some recent results on topology-preserving numerical analysis and computation. Finite Element Exterior Calculus sheds light on tackling some long-standing challenges and establishing a computational approach for topological (magneto)hydrodynamics.

 
Tue, 20 Jan 2026
13:00
L2

How to get an interacting conformal line defect for free theories

Christopher Herzog
(KCL )
Abstract
We argue that interacting conformal line defects in free quantum field theories can exist, provided that correlation functions are not invariant under inversion symmetry.  Important for our demonstration is the existence of a special cross ratio for bulk-defect-defect three point functions that is invariant under the conformal group but picks up a sign under inversion. We examine the particular case of a free scalar field in detail, and we provide a toy model example where this bulk field interacts via a Yukawa term with fermions on the line.  We expect nontrivial line defects may also exist for free Maxwell theory in four dimensions and free bulk fermions.  Based on 2510.02871.


 

Tue, 20 Jan 2026
14:00
L6

An Explicit Basis for the Centre of the Restricted Enveloping Algebra of sl_2

Zhenyu Yang, Rick Chen
(Oxford University)
Abstract

The centre of the universal enveloping algebra of a complex semisimple Lie algebra has been understood for a long time since the pioneering work of Harish-Chandra. In contrast, the centres of the equivalent notions in characteristic p are still yet to be computed explicitly. In this talk, Zhenyu Yang and Rick Chen will present an explicit basis for the centre of the restricted enveloping algebra of sl_2, constructed from explicit calculations combined with techniques from non-commutative rings and Morita equivalences. They will then explain how to generalise the argument to compute the centre of the distribution algebra of the second Frobenius kernel of the algebraic group SL_2. This work was part of their summer project under the supervision of Konstantin Ardakov.

Tue, 20 Jan 2026
15:00
L6

Waist inequalities on groups and spaces

David Hume
Abstract
The waist inequality is a topologist's version of the rank-nullity theorem in linear algebra. It states that for any continuous map from a ball of radius $R$ in $\mathbb R^n$ to $\mathbb R^q$ there is a point in $\mathbb R^q$ whose preimage is comparable in size to the ball of radius $R$ in $\mathbb R^{n-q}$.
 
There are now several proofs of this remarkable result. This talk will focus on a particular "coarse" version due to Gromov that lends itself to applications in coarse geometry and geometric group theory. I will formally introduce these new tools, explain the (few) things we already know about them, and give many suggestions for things we really ought to know.
Tue, 20 Jan 2026
15:30
L4

Explicit orders associated with terminal 3-fold singularities

Yanki Lekili
(Imperial College London)
Abstract

Let $X_0 $ be a rational surface with a cyclic quotient singularity $(1,a)/r$.  Kawamata constructed a remarkable vector bundle  $F_0$  on $X_0$ such that the finite-dimensional algebra End$(F_0)$ "absorbs'' the singularity of $X_0$ in a categorical sense. If we deform over an irreducible component of the versal deformation space of $X_0$ (as described by Kollár and Shepherd-Barron), the vector bundle $F_0$ also deforms to a vector bundle $F$. These results were established using abstract methods of birational geometry, making the explicit computation of the family of algebras challenging. We will utilise homological mirror symmetry to compute End$(F)$ explicitly in a certain bulk-deformed Fukaya category. In the case of a $Q$-Gorenstein smoothing, this algebra End$(F)$ is a matrix order over $k[t]$ and "absorbs" the singularity of the corresponding terminal 3-fold singularity. This is based on joint work with Jenia Tevelev.

Tue, 20 Jan 2026
16:00
C3

Groups, operator algebras and percolation theory

Konstantin Recke
((Mathematical Institute University of Oxford))
Abstract

In this talk, Konstantin Recke, University of Oxford,  will report on some results pertaining to the interplay between geometric group theory, operator algebras and probability theory. Konstantin will introduce so-called invariant percolation models from probability theory and discuss their relation to geometric and analytic properties of groups such as amenability, the Haagerup property (a-T-menability), $L^p$-compression and Kazhdan's property (T). Based on joint work with Chiranjib Mukherjee (Münster).

Wed, 21 Jan 2026
14:30
L3

Conductor formulas and bad Euler factors for some families of CY-threefolds

Nutsa Gegelia
(Johannes Gutenberg University Mainz)
Abstract
We study the arithmetic of one-parameter families of Calabi–Yau threefolds with Hodge numbers h^{1,2}=h^{2,1}=1, focusing on their L-functions, in particular on the computation of bad Euler factors and the conductor. Good Euler factors can be computed using p-adic deformation methods applied to the Picard–Fuchs operators of the families. We analyse how bad Euler factors and the conductor arise from the geometry of the singular fibers, and verify this analysis by numerically checking the functional equation in examples. Special attention is given to confluence primes, where singularities collide modulo p, leading to subtle local behaviour.
Joint work in progress with Candelas, de la Ossa, van Straten.
Thu, 22 Jan 2026
11:00
C1

[None]

(Oxford University)
Abstract

[No talk currently scheduled]

Thu, 22 Jan 2026

12:00 - 13:00
L3

Modelling Across Scales and Disciplines: From Fertilization and Embryogenesis to Epidemics

Katerina Kaouri
(Cardiff)

The join button will be published 30 minutes before the seminar starts (login required).

Further Information

 

Katerina is a Reader in Applied Mathematics and the Director for Impact and Engagement at the Cardiff University School of Mathematics. She holds a DPhil from OCIAM, on sonic boom modelling, funded by the AIRBUS and the EU. Katerina has more recently been working on a range of interdisciplinary challenges mainly stemming from biology and medicine, in collaboration with companies, government and society. She is also the founder and coordinator of the European Study Groups with Industry (modelling workshops) in Cyprus (ESGI125, ESGI146). She has also co-founded the non-profit SciCo Cyprus and the Mediterranean Science Festival and she is a TEDx Speaker and a TED-Ed educator. Furthermore, she has been part of large-scale public engagement projects such as the SciShops.eu project where 18 organisations in 12 EU countries tackled pressing societal challenges through co-creative approaches. During the pandemic she led a modelling team that informed policy decisions of the Welsh Government, in collaboration with Prof. Ian Griffiths (OCIAM); she continues working on epidemic preparedness in collaboration with architects and policymakers. She represents the UK in the Councils of the European Consortium of Mathematics in Industry (ECMI) and of EU-Maths-In and she is a member of the Scientific Advisory Panel of the Newton Gateway. She is the recipient of the 2025 IMA Hedy Lamarr Prize for Knowledge Exchange in Mathematics and Its Applications.

 

Abstract

I will present an overview of a range of interdisciplinary modelling challenges that I have been working on in collaboration with experimentalists and external partners. I will begin with mathematical modelling of calcium signalling in In-Vitro fertilization (IVF) and embryogenesis, illustrating how multiscale approaches can link molecular dynamics to cellular and developmental outcomes. I will then discuss our ongoing work on modelling viral transmission in indoor environments, carried out in collaboration with architects and policymakers, with the aim of informing evidence-based policy decisions for future epidemics.

 

Thu, 22 Jan 2026
12:00
Lecture Room 4, Mathematical Institute

TBA

Casey Garner
Abstract

TBA

Thu, 22 Jan 2026

14:00 - 15:00
Lecture Room 3

Quadrature = rational approximation

Prof Nick Trefethen
(Harvard University)
Abstract

Professor Nick Trefethen will speak about: 'Quadrature = rational approximation'

 

Whenever you see a string of quadrature nodes, you can consider it as a branch cut defined by the poles of a rational approximation to the Cauchy transform of a weight function.  The aim of this talk is to explain this strange statement and show how it opens the way to calculation of targeted quadrature formulas for all kinds of applications.  Gauss quadrature is an example, but it is just the starting point, and many more examples will be shown.  I hope this talk will change your understanding of quadrature formulas. 

This is joint work with Andrew Horning. 
 

 

Thu, 22 Jan 2026
16:00
Lecture Room 4

Random polynomials of large degree

Tim Browning
Abstract
If you take a random integer polynomial in at least 2 variables it is quite easy to show that it must be irreducible.
This is true both if you fix the degree and vary the coefficients in an expanding box, and if you restrict the coefficients to be bounded and vary the degree. In this talk I will discuss the existence of integer zeros from these two perspectives.  This is joint work with Will Sawin.
Thu, 22 Jan 2026

16:00 - 17:00
L5

Bayesian dynamic portfolio optimization with informative constraints

Jonathan Tam
((Mathematical Institute University of Oxford))
Abstract
There is a recent debate on whether sustainable investing necesarily impact portfolio performance negatively. We model the financial impact of portfolio constraints by attributing the performance of dynamic portfolios to contributions from individual constraints. We consider a mean-variance portfolio problem with unknown asset returns. Investors impose a dynamic constraint based on a firm characteristic that contains information about returns, such as the environmental, social, and governance (ESG) score. We characterize the optimal investment strategy through two stochastic Riccati equations. Using this framework, we demonstrate that, depending on the correlation between returns and firm characteristics, incorporating the constraint can, in certain cases, enhance portfolio performance compared to a passive benchmark that disregards the information embedded in these constraints. Our results shed light on the role of implicit information contained in constraints in determining the performance of a constrained portfolio.
 
This project is joint work with Ruixun Zhang (Peking University), Yufei Zhang (Imperial College London) and Xunyu Zhou (Columbia University).
 


 

Thu, 22 Jan 2026
17:00
Lecture Theatre 1

How Costly is Your Brain's Activity Pattern? - Dani Bassett

Dani Bassett
(University of Pennsylvania.)
Further Information

Neural systems in general - and the human brain in particular - are organised as networks of interconnected components. Across a range of spatial scales from single cells to macroscopic areas, biological neural networks are neither perfectly ordered nor perfectly random. Their heterogeneous organisation supports - and simultaneously constrains - complex patterns of activity. 

How does the network constraint affect the cost of a specific brain's pattern? In this talk, Dani will use the formalism of network control theory to define a notion of network economy and will demonstrate how the principle of network economy can inform our study of neural system function in health and disease and provide a useful lens on neural computation.

Dani Bassett is the J. Peter Skirkanich Professor at the University of Pennsylvania. In 2016, Dani was named one of the ten most brilliant scientists of the year by Popular Science magazine and in 2018 received the Erdős–Rényi Prize for fundamental contributions to our understanding of the network architecture of the human brain.

Please email @email to register to attend in person.

The lecture will be broadcast on the Oxford Mathematics YouTube Channel on Wednesday 11 February at 5-6 pm and any time after (no need to register for the online version).

The Oxford Mathematics Public Lectures are generously supported by XTX Markets.

Fri, 23 Jan 2026

11:00 - 12:00
L4

Modeling and calibration of pedestrian dynamics

Prof Marie-Therese Wolfram
(Dept of Mathematics University of Warwick)
Abstract

In this talk we present different modeling approaches to describe and analyse the dynamics of large pedestrian crowds. We start with the individual microscopic description and derive the respective partial differential equation (PDE) models for the crowd density. Hereby we are particularly interested in identifying the main driving forces, which relate to complex dynamics such as lane formation in bidirectional flows. We then analyse the time-dependent and stationary solutions to these models, and provide interesting insights into their behavior at bottlenecks. We conclude by discussing how the Bayesian framework can be used to estimate unknown parameters in PDE models using individual trajectory data.

Mon, 26 Jan 2026

17:00 - 18:00
L1

Enhancing Wind Energy Using Unsteady Fluid Mechanics

Prof. John Dabiri
(California Institute of Technology, USA)
Further Information
Abstract

This talk will describe recent studies of how time-dependent, unsteady flow physics can be exploited to improve the performance of energy harvesting systems such as wind turbines. A theoretical analysis will revisit the seminal Betz derivation to identify the role of unsteady flow from first principles. Following will be a discussion of an experimental campaign to test the predictions of the theoretical model. Finally, a new line of research related to turbulence transition and inspired by the work of T. Brooke Benjamin will be introduced.

 

Tue, 27 Jan 2026
12:30

TBA

Jasper Knox
Abstract

WCMB, University of Oxford and University of Bristol

Tue, 27 Jan 2026
14:00
L6

Searching for 3-dimensional subalgebras

Adam Thomas
(University of Warwick)
Abstract

Let g be the Lie algebra of a simple algebraic group over an algebraically closed field of characteristic p. When p=0 the celebrated Jacobson-Morozov Theorem promises that every non-zero nilpotent element of g is contained in a simple 3-dimensional subalgebra of g (an sl2). This has been extended to odd primes but what about p=2? There is still a unique 3-dimensional simple Lie algebra, known colloquially as fake sl2, but there are other very sensible candidates like sl2 and pgl2. In this talk, Adam Thomas from the University of Warwick will discuss recent joint work with David Stewart (Manchester) determining which nilpotent elements of g live in subalgebras isomorphic to one of these three Lie algebras. There will be an abundance of concrete examples, calculations with small matrices and even some combinatorics.

Tue, 27 Jan 2026
16:00
C3

Entropy and large deviations for random unitary representations

Tim Austin
(University of Warwick)
Abstract

This talk by Tim Austin, at the University of Warwick, will be an introduction to "almost periodic entropy".  This quantity is defined for positive definite functions on a countable group, or more generally for positive functionals on a separable C*-algebra.  It is an analog of Lewis Bowen's "sofic entropy" from ergodic theory.  This analogy extends to many of its properties, but some important differences also emerge.  Tim will not assume any prior knowledge about sofic entropy.

After setting up the basic definition, Tim will focus on the special case of finitely generated free groups, about which the most is known.  For free groups, results include a large deviations principle in a fairly strong topology for uniformly random representations.  This, in turn, offers a new proof of the Collins—Male theorem on strong convergence of independent tuples of random unitary matrices, and a large deviations principle for operator norms to accompany that theorem.

Thu, 29 Jan 2026

12:00 - 13:00
L3

Mathematical modelling of sleep-wake regulation: light, clocks and digital-twins

Anne Skeldon
(University of Surrey)

The join button will be published 30 minutes before the seminar starts (login required).

Further Information

Anne Skeldon’s background is in dynamical systems and bifurcation theory. Her early research focused on pattern formation and fluid mechanics, particularly the Faraday wave problem. She later shifted towards applications in biology and sociology, serving as a co-investigator on the six-year complexity-science project Evolution and Resilience of Industrial Ecosystems. She is part of the Mathematics of Life and Social Sciences research group and co-leads the cross-faculty Centre for Mathematical and Computational Biology.

Her current research centres on sleep, circadian rhythms, and data science. She collaborates with researchers at the Surrey Sleep Research Centre to develop and analyse mathematical models of sleep–wake regulation—work that has featured in the UK parliamentary debate, “School should start at 10am because teenagers are too tired.” She has a particular interest in the influence of the light environment on sleep, including the potential effects of permanent daylight saving time, and in the use of mathematical models for fatigue risk management.

Abstract

 

We all sleep. But what determines when and for how long? In this talk I’ll describe some of the fundamental mechanisms that regulate sleep. I’ll introduce the nonsmooth coupled oscillator systems that form the basis of current mathematical models of sleep-wake regulation and discuss their dynamical behaviour. I will describe how we are using models to unravel environmental, societal and physiological factors that determine sleep timing and outline how constructing digital-twins could enable us to create personalised light interventions for sleep timing disorders.

 

Thu, 29 Jan 2026
12:00
Lecture Room 4, Mathematical Institute

TBA

John Papadopoulos
Abstract

TBA

Thu, 29 Jan 2026

14:00 - 15:00
Lecture Room 3

TBA

Prof Kaibo Hu
(Mathematical Institute )
Abstract

TBA

Thu, 29 Jan 2026
16:00
Lecture Room 4

TBA

Kevin Buzzard
(Imperial College London)
Mon, 02 Feb 2026
14:15
L4

Non-generic neck pinching in Lagrangian mean curvature flow

Spandan Ghosh
((Mathematical Institute University of Oxford))
Abstract
Lagrangian mean curvature flow (LMCF) is a way to deform a Lagrangian submanifold inside a Calabi--Yau manifold according to the negative gradient of the area functional. There are influential conjectures about LMCF due to Thomas--Yau and Joyce, describing the long-time behaviour and singularities of the flow. By foundational work of Neves, Type I singularities are ruled out under mild assumptions, so it is important to construct examples of Type II singularities with a given blow-up model. In this talk, we describe a general method to construct examples of Lawlor neck pinching in LMCF in complex dimension at least 3. We employ a P.D.E. based approach to solve the problem, as an example of 'parabolic gluing'. The main technical tool we use is the notion of manifolds with corners and a-corners, as introduced by Joyce following earlier work of Melrose. Time permitting, we will discuss how one may construct examples of generic neck pinching.
Mon, 02 Feb 2026

15:30 - 16:30
L3

Mean field games without rational expectations

Benjamin MOLL
(LSE)
Abstract
Mean Field Game (MFG) models implicitly assume “rational expectations”, meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common noise, it becomes necessary to solve the “Master equation” (a.k.a. “Monster equation”), a Hamilton-JacobiBellman equation in which the infinite-dimensional density of agents is a state variable. The rational expectations assumption and the implication that agents solve Master equations is unrealistic in many applications. We show how to instead formulate MFGs with non-rational expectations. Departing from rational expectations is particularly relevant in “MFGs with a low-dimensional coupling”, i.e. MFGs in which agents’ running reward function depends on the density only through low-dimensional functionals of this density. This happens, for example, in most macroeconomics MFGs in which these lowdimensional functionals have the interpretation of “equilibrium prices.” In MFGs with a low-dimensional coupling, departing from rational expectations allows for completely sidestepping the Master equation and for instead solving much simpler finite-dimensional HJB equations. We introduce an adaptive learning model as a particular example of nonrational expectations and discuss its properties.
Mon, 02 Feb 2026

16:30 - 17:30
L4

Mean-field limits of non-exchangeable interacting diffusions on co-evolutionary networks

Prof. David Poyato
(University of Granada)
Abstract
Multi-agent systems are ubiquitous in Science, and they can be regarded as large systems of interacting particles with the ability to generate large-scale self-organized structures from simple local interactions rules between each agent and its neighbors. Since the size of the system is typically huge, an important question is to connect the microscopic and macroscopic scales in terms of mean-field limits, which is a fundamental problem in Physics and Mathematics closely related to Hilbert Sixth Problem. In most real-life applications, the communication between agents is not based on uniform all-to-all couplings, but on highly heterogeneous connections, and this makes agents distinguishable. However, the classical strategies based on mean-field limits are strongly based on the crucial assumption that agents are indistinguishable, and it therefore does not apply to our distinguishable setting, so that we need substantially new ideas.
 
In this talk I will present a recent work about the rigorous derivation of the mean-field limit for systems of non-exchangeable interacting diffusions on co-evolutionary networks. While previous research has primarily addressed continuum limits or systems with linear weight dynamics, our work overcomes these restrictions. The main challenge arises from the coupling between the network weight dynamics and the agents' states, which results in a non-Markovian dynamics where the system’s future depends on its entire history. Consequently, the mean-field limit is not described by a partial differential equation, but by a system of non-Markovian stochastic integrodifferential equations. A second difficulty stems from the non-linear weight dynamics, which requires a careful choice for the limiting network structure. Due to the limitations of the classical theory of graphons (Lovász and Szegedy, 2006) in handling non-linearities, we employ K-graphons (Lovász and Szegedy, 2010), also termed probability-graphons (Abraham, Delmas, and Weibel, 2025). This framework pro seems to provide a natural topology that is compatible with such non-linearities.
 
This is a joint work with Julián Cabrera-Nyst (University of Granada).