Past Forthcoming Seminars

9 June 2017
14:00
Abstract

Building on advancements in computer vision we now have an array of visual tracking methods that allow the reliable estimation of cellular motion in high-throughput settings as well as more complex biological specimens. In many cases the underlying assumptions of these methods are still not well defined and result in failures when analysing large scale experiments.

Using organotypic co-culture systems we can now mimic more physiologically relevant microenvironments in vitro.  The robust analysis of cellular dynamics in such complex biological systems remains an open challenge. I will attempt to outline some of these challenges and provide some very preliminary results on analysing more complex cellular behaviours.

  • Mathematical Biology and Ecology Seminar
9 June 2017
13:00
Pietro Siorpaes
Abstract


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

 

  • Mathematical Finance Internal Seminar
9 June 2017
11:00
Ambrus Pal
Abstract

I will explain how to prove the exactness of the homotopy sequence of overconvergent p-adic fundamental groups for a smooth and projective morphism in characteristic p. We do so by first proving a corresponding result for rigid analytic varieties in characteristic 0, following dos Santos in the algebraic case. In characteristic p we proceed by a series of reductions to the case of a liftable family of curves, where we can apply the rigid analytic result. Joint work with Chris Lazda.

  • Arithmetic Geometry Seminar
9 June 2017
10:00
Stephane Chretien
Abstract

The National Physical Laboratory is the national measurement institute. Researchers in the Data Science Division analyse various types of data using mathematical, statistical and machine learning based methods. The goal of the workshop is to describe a set of exciting mathematical problems that are of interest to NPL and more generally to the Data Science community. In particular, I will describe the problem of clustering using minimum spanning trees (MST-Clustering), Non-Negative Matrix Factorisation (NMF), adaptive Compressed Sensing (CS) for tomography, and sparse polynomial chaos expansion (PCE) for parametrised PDE’s.

  • Industrial and Interdisciplinary Workshops
9 June 2017
10:00
Ioan Stanciu
Abstract
We consider a discrete valuation ring R with field of fraction K and residue field k and a group scheme G connected, simply connected, split semisimple, affine algebraic group scheme over R with Lie algebra g_R. One defines the affinoid enveloping algebra to be the inverse limit of the standard enveloping algebra with respect to the \pi-adic filtration tensored with K. One would like a classification of the primitive spectrum of this ring. In this talk, I will define the affinoid Verma modules and show that they are "controlled" by the standard Verma modules. I will also explain the main difficulty of extending Dufflo's theorem which classifies the primitive spectrum of the standard enveloping algebra.
  • Junior Algebra and Representation Seminar
8 June 2017
17:30
Omar Leon Sanchez
Abstract

Motivated by the Dixmier-Moeglin equivalence, which belongs to the realm of algebra representations, we look at a differential version of this equivalence for algebraic D-groups, which belong to the realm of finite Morley rank groups in differentially closed fields. We will see how the proof of this equivalence reduces to a standard model-theoretic fact (on binding groups). Time permitting we will present an application to Hopf-Ore extensions. This is joint work with J. Bell and R. Moosa.

8 June 2017
16:00
Adam Harper
Abstract

It is a standard heuristic that sums of oscillating number theoretic functions, like the M\"obius function or Dirichlet characters, should exhibit squareroot cancellation. It is often very difficult to prove anything as strong as that, and we generally expect that if we could prove squareroot cancellation it would be the best possible bound. I will discuss recent results showing that, in fact, certain averages of multiplicative functions exhibit a bit more than squareroot cancellation.

  • Number Theory Seminar
8 June 2017
16:00
to
17:30
Antoine Savine
Abstract

This document reviews the so called least square methodology (LSM) and its application for the valuation and risk of callable exotics and regulatory value adjustments (xVA). We derive valuation algorithms for xVA, both with or without collateral, that are particularly accurate, efficient and practical. These algorithms are based on a reformulation of xVA, designed by Jesper Andreasen and implemented in Danske Bank's award winning systems, that hasn't been previously published in full. We then investigate the matter of risk sensitivities, in the context of Algorithmic Automated Differentiation (AAD). A rather recent addition to the financial mathematics toolbox, AAD is presently generally acknowledged as a vastly superior alternative to the classical estimation of risk sensitivities through finite differences, and the only practical means for the calculation of the large number of sensitivities in the context of xVA. The theory and implementation of AAD, the related check-pointing techniques, and their application to Monte-Carlo simulations are explained in numerous textbooks and articles, including Giles and Glasserman's pioneering Smoking Adjoints. We expose an extension to LSM, and, in particular, we derive an original algorithm that resolves the matters of memory consumption and efficiency in differentiating simulations together with the LSM step.

  • Mathematical and Computational Finance Seminar
8 June 2017
16:00
Andrew Krause, Jane Lee
Abstract

Understanding the spatial distribution of organisms throughout an environment is an important topic in population ecology. We briefly review ecological questions underpinning certain mathematical work that has been done in this area, before presenting a few examples of spatially structured population models. As a first example, we consider a model of two species aggregation and clustering in two-dimensional domains in the presence of heterogeneity, and demonstrate novel aggregation mechanisms in this setting. We next consider a second example consisting of a predator-prey-subsidy model in a spatially continuous domain where the spatial distribution of the subsidy influences the stability and spatial structure of steady states of the system. Finally, we discuss ongoing work on extending such results to network-structured domains, and discuss how and when the presence of a subsidy can stabilize predator-prey dynamics."

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Compaction is a primary process in the evolution of a sedimentary basin. Various 1D models exist to model a basin compacting due to overburden load. We explore a multi-dimensional model for a basin undergoing mechanical and chemical compaction. We discuss some properties of our model. Some test cases in the presence of geological features are considered, with appropriate numerical techniques presented.

  • Industrial and Applied Mathematics Seminar
8 June 2017
14:00
Prof. J. M. Sanz-Serna
Abstract


Gauss invented Gaussian quadrature following an approach entirely different from the one we now find in textbooks. I will describe leisurely the contents of Gauss's original memoir on quadrature, an impressive piece of mathematics, based on continued fractions, Padé approximation, generating functions, the hypergeometric series and more.

  • Computational Mathematics and Applications Seminar

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