Topology optimisation of transient turbulent compressible flow
Farrell, P International Journal of Numerical Methods for Heat and Fluid Flow

We are seeking to an Undergraduate Studies Administrator to join our friendly and established Academic Administration team to deliver a varied, complex and stimulating workstream on a permanent, full-time basis. This post presents a great opportunity to get involved in supporting a thriving academic department to achieve its vision of a workplace where all staff and students can achieve their full potential. 

Thu, 14 May 2026

16:00 - 17:00
L5

Lévy-Driven Diffusion for time series

Marie Scheid
(Ecole Polytechnique)
Abstract
Diffusion models for time-series generation are typically trained with Gaussian perturbations, which may underrepresent rare but consequential extremes in financial data. Motivated by the heavy-tailed nature of financial time series, we investigate Lévy-Driven Diffusion for Time Series (TSLD), where Gaussian noise is replaced by Lévy α-stable perturbations in an attempt to better capture tail behavior while preserving temporal dynamics. However, we find that Lévy perturbations introduce substantial instability during training and do not consistently improve generative performance. Beyond distributional fit, we assess financial coherence by comparing generated samples against standard stylized facts, including heavy tails, volatility clustering, and weak linear autocorrelation.
 
More broadly, these results highlight the difficulty of evaluating generative models for financial time series. A model may be theoretically appealing from a distributional perspective while still failing to improve stability, temporal coherence, or downstream usefulness. This motivates the need for carefully designed benchmarks that go beyond visual inspection or marginal distribution matching.

Begun in 2022 due to the cancellation of the ICM in Russia, the Department mini-ICM returns to celebrate our invited speakers at the International Congress to be held in Philadelphia in July

This year’s event will be on Monday May 11th (week 3) in L2, in the Mathematical Institute. The talks should be widely accessible, so do come along to hear about the work of our colleagues.

2.35 pm Patrick Farrell: Computing multiple solutions of systems of nonlinear equations with deflation. Chair: Mike Giles

Tue, 02 Jun 2026

10:30 - 17:30
L3

One-Day Meeting in Combinatorics

Multiple
Further Information

The speakers are Penny Haxell (Waterloo), Guus Regts (University of Amsterdam), Annika Heckel (Uppsala), Standa Živný (Oxford), and Romain Tessera (Institut de Mathématiques de Jussieu-Paris Rive Gauche). Please see the event website for further details including titles, abstracts, and timings. Anyone interested is welcome to attend, and no registration is required.

Thu, 21 May 2026
12:00
Lecture Room 4, Mathematical Institute

A Runtime-Data-Driven Enhancement Preconditioner for PCG for a Sequence of SPD Linear Systems

Jing-Yuan Wang
(University of Macau)
Abstract

Jing-Yuan Wang is going to talk about: 'A Runtime-Data-Driven Enhancement Preconditioner for PCG for a Sequence of SPD Linear Systems'
 

In this work, we propose a runtime-data-driven enhancement preconditioner for improving the convergence of a preconditioned conjugate gradient method for solving a sequence of symmetric positive definite linear systems of equations. The methodology is designed for the situation where a subset of the systems has been solved and the convergence is considered too slow. In such a situation, data generated from the solved problems (residual vectors, intermediate solution vectors, approximate error vectors) are first analyzed by an unsupervised learning algorithm as a 3-step process: (1) dimension reduction; (2) classification of the slow features; (3) construction of projections to each of the feature subspaces. Based on the results of the analysis, one or more enhancement preconditioners are constructed using projection matrices corresponding to the features extracted from the slow convergence subspaces. The enhancement preconditioners are additively incorporated into the existing preconditioners and are employed to solve other systems in the sequence. The enhancement preconditioner can be further enhanced when necessary by repeating this process. Numerical experiments for time-dependent problems, including parabolic and hyperbolic equations, and stochastic elliptic equations demonstrate that the proposed approach improves the convergence considerably for other systems in the sequence when classical preconditioners are insufficient.

 

 

Tue, 16 Jun 2026
14:00
L5

Random Geometric Graphs: Ramsey Bounds and Testing Thresholds

Benny Sudakov
(ETH Zurich)
Abstract

The random geometric graph G(n,S^d,p) is obtained by placing n random points independently and uniformly on the unit sphere S^d, and connecting two points whenever they are sufficiently close, with the threshold chosen so that each edge appears with probability p. The underlying geometry of the model creates correlations between edges, making its behavior richer than that of the corresponding binomial random graph G(n,p).

A striking recent application of these correlations is due to Ma, Shen, and Xie, who used high-dimensional random geometric graphs to obtain an exponential improvement over Erdős’s celebrated lower bound for R(k,Ck), where C>1 is fixed. I will discuss a simplification of their approach using Gaussian random geometric graphs, leading to a much shorter analysis and sharper quantitative bounds.

I will then turn to a complementary question: when does the geometry disappear? More precisely, for which dimensions d is G(n,S^d,p) statistically indistinguishable from G(n,p)? This problem, introduced by Bubeck, Ding, Eldan, and Rácz, has attracted considerable interest across probability, theoretical computer science, and high-dimensional statistics. They conjectured that the threshold is governed by the signed triangle count, namely d≍n^3p^3 up to logarithmic factors. I will outline a proof of this conjecture for a wide range of p.

This talk is based on joint work with Zach Hunter and Aleksa Milojevic.

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