Tue, 23 Jan 2024

14:00 - 15:00
L5

On a quantitative version of Harish-Chandra's regularity theorem and singularities of representations

Yotam Hendel
(KU Leuven)
Abstract

Let G be a reductive group defined over a local field of characteristic 0 (real or p-adic). By Harish-Chandra’s regularity theorem, the character Θ_π of an irreducible representation π of G is given by a locally integrable function f_π on G. It turns out that f_π has even better integrability properties, namely, it is locally L^{1+r}-integrable for some r>0. This gives rise to a new singularity invariant of representations \e_π by considering the largest such r.

We explore \e_π, show it is bounded below only in terms of the group G, and calculate it in the case of a p-adic GL(n). To do so, we relate \e_π to the integrability of Fourier transforms of nilpotent orbital integrals appearing in the local character expansion of Θ_π. As a main technical tool, we use explicit resolutions of singularities of certain hyperplane arrangements. We obtain bounds on the multiplicities of K-types in irreducible representations of G for a p-adic G and a compact open subgroup K.

Based on a joint work with Itay Glazer and Julia Gordon.

Tue, 23 Jan 2024

14:00 - 14:30
L6

Scalable Gaussian Process Regression with Quadrature-based Features

Paz Fink Shustin
(Oxford)
Abstract

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows high-quality nonparametric learning via methods such as Gaussian process regression. Nevertheless, its learning phase requires unrealistic massive computations for large datasets. In this talk, we present a quadrature-based approach for scaling up Gaussian process regression via a low-rank approximation of the kernel matrix. The low-rank structure is utilized to achieve effective hyperparameter learning, training, and prediction. Our Gauss-Legendre features method is inspired by the well-known random Fourier features approach, which also builds low-rank approximations via numerical integration. However, our method is capable of generating high-quality kernel approximation using a number of features that is poly-logarithmic in the number of training points, while similar guarantees will require an amount that is at the very least linear in the number of training points when using random Fourier features. The utility of our method for learning with low-dimensional datasets is demonstrated using numerical experiments.

Tue, 23 Jan 2024
13:00
L3

The Bethe-Gauge Correspondence for Superspin Chains

Faroogh Moosavian
(Oxford)
Abstract

The Bethe-Gauge Correspondence (BGC) of Nekrasov and Shatashvili, linking quantum integrable spin chains to two-dimensional supersymmetric gauge theories with N=2 supersymmetry, stands out as a significant instance of the deep connection between supersymmetric gauge theories and integrable models. In this talk, I will delve into this correspondence and its origins for superspin chains. To achieve this, I will first elucidate the Bethe Side and its corresponding Gauge Side of the BGC. Subsequently, it becomes evident that the BGC can be naturally realized within String Theory. I will initially outline the brane configuration for the realization of the Gauge Side. Through the use of string dualities, this brane configuration will be mapped to another, embodying the Bethe Side of the correspondence. The 4D Chern-Simons theory plays a crucial role in this latter duality frame, elucidating the integrability of the Bethe Side. Lastly, I will elaborate on computing the main object of interest for integrable superspin chains—the R-matrix—from the BGC. While this provides a rather comprehensive picture of the correspondence, some important questions remain for further clarification. I will summarize some of the most interesting ones at the end of the talk.


 

Tue, 23 Jan 2024
11:00
L5

Wilson-Ito diffusions

Massimiliano Gubinelli
(Mathematical Institute)
Abstract

In a recent preprint, together with Bailleul and Chevyrev we introduced a class of random fields which try to model the basic properties of quantum fields. I will try to explain the basic ideas and some of the many open problems.

To read the preprint, please click here.

Mon, 22 Jan 2024

16:30 - 17:30
L5

Cross-diffusion systems for segregating populations with incomplete diffusion

Ansgar Jungel
(TU Wien)
Abstract

Busenberg and Travis suggested in 1983 a population system that exhibits complete segregation of the species. This system can be rigorously derived from interacting particle systems in a mean-field-type limit. It consists of parabolic cross-diffusion equations with an indefinite diffusion matrix. It is known that this system can be formulated in terms of so-called entropy variables such that the transformed equations possess a positive semidefinite diffusion matrix. We consider in this talk the case of incomplete diffusion, which means that the diffusion matrix has zero eigenvalues, and the problem is not parabolic in the sense of Petrovskii. 

We show that the cross-diffusion equations can be written as a normal form of symmetric hyperbolic-parabolic type beyond the Kawashima-Shizuta theory. Using results for symmetric hyperbolic systems, we prove the existence of a unique local classical solution. As solutions may become discontinuous in finite time, only global solutions with very low regularity can be expected. We prove the existence of global dissipative measure-valued solutions satisfying a weak-strong uniqueness property. The proof is based on entropy methods and a finite-volume approximation with a mesh-dependent artificial diffusion. 

Mon, 22 Jan 2024
16:00
L2

Computing Tangent Spaces to Eigenvarieties

James Rawson
(University of Warwick)
Abstract

Many congruences between modular forms (or at least their q-expansions) can be explained by the theory of $p$-adic families of modular forms. In this talk, I will discuss properties of eigenvarieties, a geometric interpretation of the idea of $p$-adic families. In particular, focusing initially on the well-understood case of (elliptic) modular forms, before delving into the considerably murkier world of Bianchi modular forms. In this second case, this work gives numerical verification of a couple of conjectures, including BSD by work of Loeffler and Zerbes.

Mon, 22 Jan 2024
15:30

Surface automorphisms and elementary number theory

Greg McShane
(Universite Grenoble-Alpes)
Abstract
The modular surface $\mathbb{H}/\Gamma,\, \Gamma= \mathrm{SL}(2,\mathbb{Z})$ has many covers - for example the three punctured torus $\mathbb{H}/\Gamma(2)$ and the once punctured torus $\mathbb{H}/\Gamma'$. We will discuss how classical Diophantine approximation can be interpreted in terms of the behaviour of geodesics on the once punctured torus and a geometric reformulation of the Frobenius uniqueness conjecture.
We will then give an account of two theorems of Fermat in terms of   the automorphisms of $\mathbb{H}/\Gamma(2)$:
- if $p$ is a prime such that $4|(p-1)$ then  can be written as a   sum of squares $p = c^2 + d^2$
- if $p$ is a prime such that $3|(p-1)$ then  can be written as  $  p = c^2 +cd +  d^2$
Finally we will discuss possible extensions to surfaces of the for  m $\mathbb{H}/\Gamma_0(N)$.
 
Mon, 22 Jan 2024
15:30
Lecture room 5

Nonparametric generative modeling for time series via Schrödinger bridge

Professor Huyên Pham
(Université Paris Cité )
Abstract

We propose a novel generative model for time series based on Schrödinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure consistent with the joint data distribution of the time series. The solution is characterized by a stochastic differential equation on finite horizon with a path-dependent drift function, hence respecting  the temporal dynamics of the time series distribution. We  estimate the drift function from data samples by nonparametric, e.g. kernel regression methods,  and the simulation of the SB diffusion  yields new synthetic data samples of the time series. The performance of our generative model is evaluated through a series of numerical experiments.  First, we test with autoregressive models, a GARCH Model, and the example of fractional Brownian motion,  and measure the accuracy of our algorithm with marginal, temporal dependencies metrics, and predictive scores. Next, we use our SB generated synthetic samples for the application to deep hedging on real-data sets. 

Mon, 22 Jan 2024
14:15
L4

A special class of $k$-harmonic maps inducing calibrated fibrations

Spiro Karigiannis
(University of Waterloo)
Abstract

Let $(M, g)$ be a Riemannian manifold equipped with a calibration $k$-form $\alpha$. In earlier work with Cheng and Madnick (AJM 2021), we studied the analytic properties of a special class of $k$-harmonic maps into $M$ satisfying a first order nonlinear PDE, whose images (away from a critical set) are $\alpha$-calibrated submanifolds of $M$. We call these maps Smith immersions, as they were originally introduced in an unpublished preprint of Aaron Smith. They have nice properties related to conformal geometry, and are higher-dimensional analogues of the $J$-holomorphic map equation. In new joint work (arXiv:2311.14074) with my PhD student Anton Iliashenko, we have obtained analogous results for maps out of $M$. Slightly more precisely, we define a special class of $k$-harmonic maps out of $M$, satisfying a first order nonlinear PDE, whose fibres (away from a critical set) are $\alpha$-calibrated submanifolds of $M$. We call these maps Smith submersions. I will give an introduction to both of these sets of equations, and discuss many future questions.

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.