Past Seminars

13 October 2021
14:00
Abstract

4d N=2 SCFTs are extremely important structures. In the first minitalk we will introduce them, then we will show three areas of mathematics with which this area of physics interacts. The minitalks are independent. The talk will be hybrid, with teams link below.

The junior Geometry and Physics seminar aims to bring together people from both areas, giving talks which are interesting and understandable to both.

Website: https://sites.google.com/view/oxfordpandg/physics-and-geometry-seminar

Teams link: https://www.google.com/url?q=https%3A%2F%2Fteams.microsoft.com%2Fl%2Fmee...

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

  • Junior Physics and Geometry Seminar
12 October 2021
15:30
Abstract

Free fermion chains are particularly simple exactly solvable models. Despite this, typically one can find closed expressions for physically important correlators only in certain asymptotic limits. For a particular class of chains, I will show that we can apply Day's formula and Gorodetsky's formula for Toeplitz determinants with rational generating function. This leads to simple closed expressions for determinantal order parameters and the characteristic polynomial of the correlation matrix. The latter result allows us to prove that the ground state of the chain has an exact matrix-product state representation.

  • Random Matrix Theory Seminars
12 October 2021
15:30
Alan Thompson
Abstract

I will present a four-term exact sequence relating the cohomology of a fibration to the cohomology of an open set obtained by removing the preimage of a general linear section of the base. This exact sequence respects three filtrations, the Hodge, weight, and perverse Leray filtrations, so that it is an exact sequence of mixed 
Hodge structures on the graded pieces of the perverse Leray filtration. I claim that this sequence should be thought of as a mirror to the Clemens-Schmid sequence describing the structure of a degeneration and formulate a "mirror P=W" conjecture relating the filtrations on each side. Finally, I will present evidence for this conjecture coming from the K3 surface setting. This is joint work with Charles F. Doran.

  • Algebraic Geometry Seminar
12 October 2021
14:30
Gian Antonucci
Abstract

Over the last few decades, scientists have conducted extensive research on parallelisation in time, which appears to be a promising way to provide additional parallelism when parallelisation in space saturates before all parallel resources have been used. For the simulations of interest to the Culham Centre of Fusion Energy (CCFE), however, time parallelisation is highly non-trivial, because the exponential divergence of nearby trajectories makes it hard for time-parallel numerical integration to achieve convergence. In this talk we present our results for the convergence analysis of parallel-in-time algorithms on nonlinear problems, focussing on what is widely accepted to be the prototypical parallel-in-time method, the Parareal algorithm. Next, we introduce a new error function to measure convergence based on the maximal Lyapunov exponents, and show how it improves the overall parallel speedup when compared to the traditional check used in the literature. We conclude by mentioning how the above tools can help us design and analyse a novel algorithm for the long-time integration of chaotic systems that uses time-parallel algorithms as a sub-procedure.

  • Numerical Analysis Group Internal Seminar
12 October 2021
14:00
Andy Wathen
Abstract

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for large systems, iterative methods are a primary approach. For many symmetric (or self-adjoint) systems, there are effective solution methods based on the Conjugate Gradient method (for definite problems) or minres (for indefinite problems) in combination with an appropriate preconditioner, which is required in almost all cases. For nonsymmetric systems there are two principal lines of attack: the use of a nonsymmetric iterative method such as gmres, or tranformation into a symmetric problem via the normal equations. In either case, an appropriate preconditioner is generally required. We consider the possibilities here, particularly the idea of preconditioning the normal equations via approximations to the original nonsymmetric matrix. We highlight dangers that readily arise in this approach. Our comments also apply in the context of linear least squares problems as we will explain.

  • Numerical Analysis Group Internal Seminar
12 October 2021
14:00
Erik Hörmann
Abstract

The Royal Swedish Academy of Sciences has today decided to award the 2021 Nobel Prize in Physics for ground-breaking contributions to our understanding of complex physical systems

 

Last Tuesday this announcement got many in our community very excited: never before had the Nobel prize been awarded to a topic so closely related to Network Science. We will try to understand the contributions that have led to this Nobel Prize announcement and their ties with networks science. The presentation will be held by Erik Hörmann, who has been lucky enough to have had the honour and pleasure of studying and working with one of the awardees, Professor Giorgio Parisi, before joining the Mathematical Institute.

12 October 2021
14:00
Sumit Mukherjee

Further Information: 

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details. Joint with the Random Matrix Theory Seminar.

Abstract

Suppose there are $n$ students in a class. But assume that not everybody is friends with everyone else, and there is a graph which determines the friendship structure. What is the chance that there are two friends in this class, both with birthdays on October 12? More generally, given a simple labelled graph $G_n$ on $n$ vertices, color each vertex with one of $c=c_n$ colors chosen uniformly at random, independent from other vertices. We study the question: what is the number of monochromatic edges of color 1?

As it turns out, the limiting distribution has three parts, the first and second of which are quadratic and linear functions of a homogeneous Poisson point process, and the third component is an independent Poisson. In fact, we show that any distribution limit must belong to the closure of this class of random variables. As an application, we characterize exactly when the limiting distribution is a Poisson random variable.

This talk is based on joint work with Bhaswar Bhattacharya and Somabha Mukherjee.

  • Combinatorial Theory Seminar
12 October 2021
12:00
Roger Penrose
Abstract

The non-compact exceptional simple group G_2* turns out to be the symmetry group of quantized twistor theory. Certain implications of this remarkable fact will be explored in this talk.

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

  • Quantum Field Theory Seminar
11 October 2021
16:00
Håvard Damm-Johnsen
Abstract

In 1973, Serre defined $p$-adic modular forms as limits of modular forms, and constructed the Leopoldt-Kubota $L$-function as the constant term of a limit of Eisenstein series. This was extended by Deligne-Ribet to totally real number fields, and Lauder and Vonk have developed an algorithm for interpolating $p$-adic $L$-functions of such fields using Serre's idea. We explain what an $L$-function is and why you should care, and then move on to giving an overview of the algorithm, extensions, and applications.

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

  • Junior Number Theory Seminar
11 October 2021
16:00
SAMUEL COHEN
Abstract

Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books. This paper develops a nonparametric model for the European options book respecting underlying financial constraints and while being practically implementable. We derive a state space for prices which are free from static (or model-independent) arbitrage and study the inference problem where a model is learnt from discrete time series data of stock and option prices. We use neural networks as function approximators for the drift and diffusion of the modelled SDE system, and impose constraints on the neural nets such that no-arbitrage conditions are preserved. In particular, we give methods to calibrate neural SDE models which are guaranteed to satisfy a set of linear inequalities. We validate our approach with numerical experiments using data generated from a Heston stochastic local volatility model, and will discuss some initial results using real data.

 

Based on joint work with Christoph Reisinger and Sheng Wang

  • Stochastic Analysis & Mathematical Finance Seminars

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