Mon, 22 Jan 2024

14:00 - 15:00
Lecture Room 3

Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences

Prof. Justin Sirignano
(Mathematical Institute University of Oxford)
Abstract

Mathematical methods are developed to characterize the asymptotics of recurrent neural networks (RNN) as the number of hidden units, data samples in the sequence, hidden state updates, and training steps simultaneously grow to infinity. In the case of an RNN with a simplified weight matrix, we prove the convergence of the RNN to the solution of an infinite-dimensional ODE coupled with the fixed point of a random algebraic equation. 
The analysis requires addressing several challenges which are unique to RNNs. In typical mean-field applications (e.g., feedforward neural networks), discrete updates are of magnitude O(1/N ) and the number of updates is O(N). Therefore, the system can be represented as an Euler approximation of an appropriate ODE/PDE, which it will converge to as N → ∞. However, the RNN hidden layer updates are O(1). Therefore, RNNs cannot be represented as a discretization of an ODE/PDE and standard mean-field techniques cannot be applied. Instead, we develop a fixed point analysis for the evolution of the RNN memory state, with convergence estimates in terms of the number of update steps and the number of hidden units. The RNN hidden layer is studied as a function in a Sobolev space, whose evolution is governed by the data sequence (a Markov chain), the parameter updates, and its dependence on the RNN hidden layer at the previous time step. Due to the strong correlation between updates, a Poisson equation must be used to bound the fluctuations of the RNN around its limit equation. These mathematical methods allow us to prove a neural tangent kernel (NTK) limit for RNNs trained on data sequences as the number of data samples and size of the neural network grow to infinity.

Fri, 19 Jan 2024
16:00
L1

Mathematical Societies and Organisations

Chris Breward, Sam Cohen, Rebecca Crossley, Dawid Kielak and Ulrike Tillmann
(Mathematical Institute)
Abstract
Mathematical societies and organisations run exciting academic activities and provide important funding opportunities. This session will include presentations on the London Mathematical Society (by LMS Rep Dawid Kielak), the Institute of Mathematics and its Applications (by Chris Breward), the Society for Industrial and Applied Mathematics (by Sam Cohen and Becky Crossley) and the Isaac Newton Institute (by its Director, Ulrike Tillmann).
 
The event will be followed by free pizza.
Fri, 19 Jan 2024

15:00 - 16:00
L4

The Function-Rips Multifiltration as an Estimator

Steve Oudot
(INRIA - Ecole Normale Supérieure)
Abstract

Say we want to view the function-Rips multifiltration as an estimator. Then, what is the target? And what kind of consistency, bias, or convergence rate, should we expect? In this talk I will present on-going joint work with Ethan André (Ecole Normale Supérieure) that aims at laying the algebro-topological ground to start answering these questions.

Fri, 19 Jan 2024

14:00 - 15:00
L3

Modelling cells in one-dimension: diverse migration modes, emergent oscillations on junctions and multicellular "trains"

Professor Nir Gov
(Department of Chemical and Biological Physics Weizmann Institute of Science)
Abstract

Motile cells inside living tissues often encounter junctions, where their path branches into several alternative directions of migration. We present a theoretical model of cellular polarization for cells migrating along one-dimensional lines, exhibiting diverse migration modes. When arriving at a symmetric Y-junction and extending protrusions along the different paths that emanate from the junction. The model predicts the spontaneous emergence of deterministic oscillations between competing protrusions, whereby the cellular polarization and growth alternates between the competing protrusions. These predicted oscillations are found experimentally for two different cell types, noncancerous endothelial and cancerous glioma cells, migrating on patterned network of thin adhesive lanes with junctions. Finally we present an analysis of the migration modes of multicellular "trains" along one-dimensional tracks.

Fri, 19 Jan 2024

12:00 - 13:00
Common Room

Junior Algebra Social

Abstract

The Junior Algebra and Representation Theory Seminar will kick-off the start of Hilary term with a social event in the common room. Come to catch up with your fellow students and maybe play a board game or two. Afterwards we'll have lunch together.

Fri, 19 Jan 2024
12:00
L3

Topological Recursion: Introduction, Overview and Applications

Alex Hock
(Oxford)
Abstract
I will give a talk about the topological recursion (TR) of Eynard and Orantin, which generates from some initial data (the so-called the spectral curve) a family of symmetric multi-differentials on a Riemann surface. Symplectic transformations of the spectral curve play an important role and are conjectured to leave the free energies $F_g$ invariant. TR has nowadays a lot of applications ranging random matrix theory, integrable systems, intersection theory on the moduli space of complex curves $\mathcal{M}_{g,n}$, topological string theory over knot theory to free probability theory. I will highlight specific examples, such as the Airy curve (also sometimes called the Kontsevich-Witten curve) which enumerates $\psi$-class intersection numbers on $\mathcal{M}_{g,n}$, the Mirzakhani curve for computing Weil–Petersson volumes, the spectral curve of the hermitian 1-matrix model, and the topological vertex curve which derives the $B$-model correlators in topological string theory. Should time allow, I will also discuss the quantum spectral curve as a quantisation of the classical spectral curve annihilating a wave function constructed from the family of multi-differentials. 
 
 
Thu, 18 Jan 2024
16:00
L3

Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading

Danni Shi
(Oxford Man Institute [OMI])
Further Information

Join us for refreshments from 330 outside L3.

Abstract

We introduce a methodology based on Multireference Alignment (MRA) for lead-lag detection in multivariate time series, and demonstrate its applicability in developing trading strategies. Specifically designed for low signal-to-noise ratio (SNR) scenarios, our approach estimates denoised latent signals from a set of time series. We also investigate the impact of clustering the time series on the recovery of latent signals. We demonstrate that our lead-lag detection module outperforms commonly employed cross-correlation-based methods. Furthermore, we devise a cross-sectional trading strategy that capitalizes on the lead-lag relationships uncovered by our approach and attains significant economic benefits. Promising backtesting results on daily equity returns illustrate the potential of our method in quantitative finance and suggest avenues for future research.

Thu, 18 Jan 2024
16:00
Lecture Room 4, Mathematical Institute

Traces of random matrices over F_q, and short character sums

Ofir Gorodetsky
(University of Oxford)
Abstract
Let g be a matrix chosen uniformly at random from the GL_n(F_q), where F_q is the field with q elements. We consider two questions:
1. For fixed k and growing n, how fast does Tr(g^k) converge to the uniform distribution on F_q?
2. How large can k be taken, as a function of n, while still ensuring that Tr(g^k) converges to the uniform distribution on F_q?
We will answer these two questions (as well as various variants) optimally. The questions turn out to be strongly related to the study of particular character sums in function fields.
Based on joint works with Brad Rodgers (arXiv:1909.03666) and Valeriya Kovaleva (arXiv:2307.01344).
Thu, 18 Jan 2024

16:00 - 17:00
C2

Morita equivalence for operator systems

Evgenios Kakariadis
(Newcastle University)
Abstract

In ring theory, Morita equivalence is an invariant for many properties, generalising the isomorphism of commutative rings. A strong Morita equivalence for selfadjoint operator algebras was introduced by Rieffel in the 60s, and works as a correspondence between their representations. In the past 30 years, there has been an interest to develop a similar theory for nonselfadjoint operator algebras and operator spaces with much success. Taking motivation from recent work of Connes and van Suijlekom, we will present a Morita theory for operator systems. We will give equivalent characterizations of Morita equivalence via Morita contexts, bihomomoprhisms and stable isomorphisms, while we will highlight properties that are preserved in this context. Time permitted we will provide applications to rigid systems, function systems and non-commutative graphs. This is joint work with George Eleftherakis and Ivan Todorov.

Thu, 18 Jan 2024

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

A preconditioner with low-rank corrections based on the Bregman divergence

Andreas Bock
(Danish Technical University)
Abstract

We present a general framework for preconditioning Hermitian positive definite linear systems based on the Bregman log determinant divergence. This divergence provides a measure of discrepancy between a preconditioner and a target matrix, giving rise to

the study of preconditioners given as the sum of a Hermitian positive definite matrix plus a low-rank correction. We describe under which conditions the preconditioner minimises the $\ell^2$ condition number of the preconditioned matrix, and obtain the low-rank 

correction via a truncated singular value decomposition (TSVD). Numerical results from variational data assimilation (4D-VAR) support our theoretical results.

 

We also apply the framework to approximate factorisation preconditioners with a low-rank correction (e.g. incomplete Cholesky plus low-rank). In such cases, the approximate factorisation error is typically indefinite, and the low-rank correction described by the Bregman divergence is generally different from one obtained as a TSVD. We compare these two truncations in terms of convergence of the preconditioned conjugate gradient method (PCG), and show numerous examples where PCG converges to a small tolerance using the proposed preconditioner, whereas PCG using a TSVD-based preconditioner fails. We also consider matrices arising from interior point methods for linear programming that do not admit such an incomplete factorisation by default, and present a robust incomplete Cholesky preconditioner based on the proposed methodology.

The talk is based on papers with Martin S. Andersen (DTU).

 

Thu, 18 Jan 2024

12:00 - 13:00
L3

Coupling rheology and segregation in granular flows

Nico Gray
(University of Manchester)
Further Information

Professor Nico Gray is based in the Department of Mathematics at the University of Manchester. 

This is from his personal website:

My research interests lie in understanding and modelling the flow of granular materials, in small scale experiments, industrial processes and geophysical flows.

[Mixing in a rotating drum][Flow past a rearward facing pyramid]

Current research is aimed at understanding fundamental processes such as the flow past obstacles, shock waves, dead-zones, fluid-solid phase transitions, particle size segregation and pattern formation. A novel and important feature of all my work is the close interplay of theory, numerical computation and experiment to investigate these nonlinear systems. I currently have three active experiments which are housed in two laboratories at the Manchester Centre for Nonlinear Dynamics. You can click on the videos and pictures as well as the adjacent toolbar to find out more about specific problems that I am interested in.

Abstract

During the last fifteen years, there has been a paradigm shift in the continuum modelling of granular materials; most notably with the development of rheological models, such as the μ(I)-rheology (where μ is the friction and I is the inertial number), but also with significant advances in theories for particle segregation. This talk details theoretical and numerical frameworks (based on OpenFOAM®) which unify these disconnected endeavours. Coupling the segregation with the flow, and vice versa, is not only vital for a complete theory of granular materials, but is also beneficial for developing numerical methods to handle evolving free surfaces. This general approach is based on the partially regularized incompressible μ(I)-rheology, which is coupled to a theory for gravity/shear-driven segregation (Gray & Ancey, J. Fluid Mech., vol. 678, 2011, pp. 353–588). These advection–diffusion–segregation equations describe the evolving concentrations of the constituents, which then couple back to the variable viscosity in the incompressible Navier–Stokes equations. A novel feature of this approach is that any number of differently sized phases may be included, which may have disparate frictional properties. The model is used to simulate the complex particle-size segregation patterns that form in a partially filled triangular rotating drum. There are many other applications of the theory to industrial granular flows, which are the second most common material used after fluids. The same processes also occur in geophysical flows, such as snow avalanches, debris flows and dense pyroclastic flows. Depth-averaged models, that go beyond the μ(I)-rheology, will also be derived to capture spontaneous self-channelization and levee formation, as well as complex segregation-induced flow fingering effects, which enhance the run-out distance of these hazardous flows.

 

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Wed, 17 Jan 2024

16:00 - 17:00
L6

Spectra of surfaces and MCG actions on random covers

Adam Klukowski
(University of Oxford)
Abstract

The Ivanov conjecture is equivalent to the statement that every covering map of surfaces has the so-called Putman-Wieland property. I will discuss my recent work with Vlad Marković, where we prove it for asymptotically all coverings as the degree grows. I will give some overview of our main tool: spectral geometry, which is related to objects like the heat kernel of a hyperbolic surface, or Cheeger connectivity constant.

Wed, 17 Jan 2024
12:00
L6

A new understanding of the grazing limit

Prof Tong Yang
(Department of Applied Mathematics, The Hong Kong Polytechnic University)
Abstract

The grazing limit of the Boltzmann equation to Landau equation is well-known and has been justified by using cutoff near the grazing angle with some suitable scaling. In this talk, we will present a new approach by applying a natural scaling on the Boltzmann equation. The proof is based on an improved well-posedness theory for the Boltzmann equation without angular cutoff in the regime with an optimal range of parameters so that the grazing limit can be justified directly that includes the Coulomb potential. With this new understanding, the scaled Boltzmann operator in fact can be decomposed into two parts. The first one converges to the Landau operator when the parameter of deviation angle tends to its singular value and the second one vanishes in the limit. Hence, the scaling and limiting process exactly capture the grazing collisions. The talk is based on a recent joint work with Yu-Long Zhou.

Tue, 16 Jan 2024

16:00 - 17:00
L6

Branching selection particle systems and the selection principle.

Julien Berestycki
(Department of Statistics, University of Oxford)
Abstract
The $N$-branching Brownian motion with selection ($N$-BBM) is a particle system consisting of $N$ independent particles that diffuse as Brownian motions in $\mathbb{R}$, branch at rate one, and whose size is kept constant by removing the leftmost particle at each branching event. It is a very simple model for the evolution of a population under selection that has generated some fascinating research since its introduction by Brunet and Derrida in the early 2000s.
 
If one recentre the positions by the position of the left most particle, this system has a stationary distribution. I will show that, as $N\to\infty$ the stationary empirical measure of the $N$-particle system converges to the minimal travelling wave of an associated free boundary PDE. This resolves an open question going back at least to works of e.g. Maillard in 2012.
It follows a recent related result by Oliver Tough (with whom this is joint work) establishing a similar selection principle for the so-called Fleming-Viot particle system.
 
With very best wishes,
Julien
Tue, 16 Jan 2024
15:00
L6

Profinite invariants of fibered groups

Monika Kudlinska
Abstract

A central question in infinite group theory is to determine how much global information about a group is encoded in its set of finite quotients. In this talk, we will discuss this problem in the case of algebraically fibered groups, which naturally generalise fundamental groups of compact manifolds that fiber over the circle. The study of such groups exploits the relationships between the geometry of the classifying space, the dynamics of the monodromy map, and the algebra of the group, and as such draws from all of these areas.

Tue, 16 Jan 2024

14:00 - 15:00
L4

Heights of random trees

Louigi Addario-Berry
(McGill University)
Abstract

A rooted tree $T$ has degree sequence $(d_1,\ldots,d_n)$ if $T$ has vertex set $[n]$ and vertex $i$ has $d_i$ children for each $i$ in $[n]$. 

I will describe a line-breaking construction of random rooted trees with given degree sequences, as well as a way of coupling random trees with different degree sequences that also couples their heights to one another. 

The construction and the coupling have several consequences, and I'll try to explain some of these in the talk.

First, let $T$ be a branching process tree with criticalmean oneoffspring distribution, and let $T_n$ have the law of $T$ conditioned to have size $n$. Then the following both hold.
1) $\operatorname{height}(T_n)/\log(n)$ tends to infinity in probability. 
2) If the offspring distribution has infinite variance then $\operatorname{height}(T_n)/n^{1/2}$ tends to $0$ in probability. This result settles a conjecture of Svante Janson.

The next two statements relate to random rooted trees with given degree sequences. 
1) For any $\varepsilon > 0$ there is $C > 0$ such that the following holds. If $T$ is a random tree with degree sequence $(d_1,\ldots,d_n)$ and at least $\varepsilon n$ leaves, then $\mathbb{E}(\operatorname{height}(T)) < C \sqrt{n}$. 
2) Consider any random tree $T$ with a fixed degree sequence such that $T$ has no vertices with exactly one child. Then $\operatorname{height}(T)$ is stochastically less than $\operatorname{height}(B)$, where $B$ is a random binary tree of the same size as $T$ (or size one greater, if $T$ has even size). 

This is based on joint work with Serte Donderwinkel and Igor Kortchemski.

Tue, 16 Jan 2024
13:00
L2

Defect two-point functions in 6d (2,0) theories

Xinan Zhou
(Beijing)
Abstract

In this talk, I will discuss correlation functions in 6d (2, 0) theories of two 1/2-BPS operators inserted away from a 1/2-BPS surface defect. In the large central charge limit the leading connected contribution corresponds to sums of tree-level Witten diagram in AdS7×S4 in the presence of an AdS3 defect. I will show that these correlators can be uniquely determined by imposing only superconformal symmetry and consistency conditions, eschewing the details of the complicated effective Lagrangian. I will present the explicit result of all such two-point functions, which exhibits remarkable hidden simplicity.

Tue, 16 Jan 2024
11:00
Lecture room 5

Random surfaces and higher algebra (Part II)

Darrick Lee
Abstract

A representation on the space of paths is a map which is compatible with the concatenation operation of paths, such as the path signature and Cartan development (or equivalently, parallel transport), and has been used to define characteristic functions for the law of stochastic processes. In this talk, we consider representations of surfaces which are compatible with the two distinct algebraic operations on surfaces: horizontal and vertical concatenation. To build these representations, we use the notion of higher parallel transport, which was first introduced to develop higher gauge theories. We will not assume any background in geometry or category theory. This is a continuation of the previous talk based on a recent preprint (https://arxiv.org/abs/2311.08366) with Harald Oberhauser.

Mon, 15 Jan 2024

16:30 - 17:30
L5

Functions of bounded variation and nonlocal functionals

Panu Lathi
(Academy of Mathematics and Systems Science of the Chinese Academy of Sciences)
Abstract

In the past two decades, starting with the pioneering work of Bourgain, Brezis, and Mironescu, there has been widespread interest in characterizing Sobolev and BV (bounded variation) functions by means of non-local functionals. In my recent work I have studied two such functionals: a BMO-type (bounded mean oscillation) functional, and a functional related to the fractional Sobolev seminorms. I will discuss some of my results concerning the limits of these functionals, the concept of Gamma-convergence, and also open problems. 

Mon, 15 Jan 2024
16:00
L2

A friendly introduction to Shimura curves

Håvard Damm-Johnsen
(University of Oxford)
Abstract

Modular curves play a key role in the Langlands programme, being the simplest example of so-called Shimura varieties.  Their less famous cousins, Shimura curves, are also very interesting, and very concrete. 
In this talk I will give a gentle introduction to the arithmetic of Shimura curves, with lots of explicit examples. Time permitting, I will say something about recent work about intersection numbers of geodesics on Shimura curves.

Mon, 15 Jan 2024
15:30

Invariant splittings of HFK of satellite knots

Sungkyung Kang
((Oxford University))
Abstract

Involutive knot Floer homology, a refinement of knot Floer theory, is a powerful knot invariant which was used to solve several long-standing problems, including the one-is-not-enough result for 4-manifolds with boundary. In this talk, we show that if the involutive knot Floer homology of a knot K admits an invariant splitting, then the induced splitting if the knot Floer homology of P(K), for any pattern P, can be made invariant under its \iota_K involution. As an application, we construct an infinite family of examples of pairs of exotic contractible 4-manifolds which survive one stabilization, and observe that some of them are potential candidates for surviving two stabilizations.
 

Mon, 15 Jan 2024
15:30
Lecture room 5

The Critical 2d Stochastic Heat Flow and other critical SPDEs

Professor Nikolaos Zygouras
(Dept. Mathematics, University of Warwick)
Abstract
Thanks to the theories of Paracontrolled Distributions and Regularity structures we now have a complete theory of  singular SPDEs, which are “sub-critical” in the sense of renormalisation. Recently, there have been efforts to approach the situation of “critical” SPDEs and statistical mechanics models. A first such treatment has been through the study of the two-dimensional stochastic heat equation, which has revealed a certain phase transition and has led to the construction of the novel object called the Critical 2d Stochastic Heat Flow. In this talk we will present some aspects of this model and its construction. We will also present developments relating to other critical SPDEs.
Parts of this talk are based on joint works with Caravenna and Sun and others with Rosati and Gabriel.  
Mon, 15 Jan 2024
14:15
L4

Stability conditions for line bundles on nodal curves

Nicola Pagani
(University of Liverpool)
Abstract

Mathematicians have been interested in the problem of compactifying the Jacobian variety of curves since the mid XIX century. In this talk we will discuss how all 'reasonable' compactified Jacobians of nodal curves can be classified combinatorically. This suffices to obtain a combinatorial classification of all 'reasonable' compactified universal (over the moduli spaces of stable curves) Jacobians. This is a joint work with Orsola Tommasi.

Mon, 15 Jan 2024

14:00 - 15:00
Lecture Room 3

On sketches and corruptions: devising adaptive randomized iterative methods for large linear systems

Elizaveta Rebrova
(Princeton University, NJ)
Abstract

When the data is large, or comes in a streaming way, randomized iterative methods provide an efficient way to solve a variety of problems, including solving linear systems, finding least square solutions, solving feasibility problems, and others. Randomized Kaczmarz algorithm for solving over-determined linear systems is one of the popular choices due to its efficiency and its simple, geometrically intuitive iterative steps. 
In challenging cases, for example, when the condition number of the system is bad, or some of the equations contain large corruptions, the geometry can be also helpful to augment the solver in the right way. I will discuss our recent work with Michal Derezinski and Jackie Lok on Kaczmarz-based algorithms that use external knowledge about the linear system to (a) accelerate the convergence of iterative solvers, and (b) enable convergence in the highly corrupted regime.