Past

Risk-indifference pricing is proposed as an alternative to utility indifference pricing, where a risk measure is used instead of a utility based preference. In this, we propose to include the possibility to change the attitude to risk evaluation as time progresses. This is particularly reasonable for long term investments and strategies. 

Then we introduce a fully-dynamic risk-indifference criteria, in which a whole family of risk measures is considered. The risk-indifference pricing system is studied from the point of view of its properties as a convex price system. We tackle questions of time-consistency in the risk evaluation and the corresponding prices. This analysis provides a new insight also to time-consistency for ordinary dynamic risk-measures.

Our techniques and results are set in the representation and extension theorems for convex operators. We shall argue and finally provide a setting in which fully-dynamic risk-indifference pricing is a well set convex price system.

The presentation is based on joint works with Jocelyne Bion-Nadal.

A posteriori error estimators are a key tool for the quality assessment of given finite element approximations to an unknown PDE solution as well as for the application of adaptive techniques. Typically, the estimators are equivalent to the error up to an additive term, the so called oscillation. It is a common believe that this is the price for the `computability' of the estimator and that the oscillation is of higher order than the error. Cohen, DeVore, and Nochetto [CoDeNo:2012], however, presented an example, where the error vanishes with the generic optimal rate, but the oscillation does not. Interestingly, in this example, the local $H^{-1}$-norms are assumed to be computed exactly and thus the computability of the estimator cannot be the reason for the asymptotic overestimation. In particular, this proves both believes wrong in general. In this talk, we present a new approach to posteriori error analysis, where the oscillation is dominated by the error. The crucial step is a new splitting of the data into oscillation and oscillation free data. Moreover, the estimator is computable if the discrete linear system can essentially be assembled exactly.
 

Donovan Platt
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Economic Agent-Based Model Calibration

Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not easily recovered by more traditional modelling approaches. Nevertheless, the agent-based modelling paradigm faces mounting criticism, focused particularly on the rigour of current validation and calibration practices, most of which remain qualitative and stylised fact-driven. While the literature on quantitative and data-driven approaches has seen significant expansion in recent years, most studies have focused on the introduction of new calibration methods that are neither benchmarked against existing alternatives nor rigorously tested in terms of the quality of the estimates they produce. We therefore compare a number of prominent ABM calibration methods, both established and novel, through a series of computational experiments in an attempt to determine the respective strengths and weaknesses of each approach and the overall quality of the resultant parameter estimates. We find that Bayesian estimation, though less popular in the literature, consistently outperforms frequentist, objective function-based approaches and results in reasonable parameter estimates in many contexts. Despite this, we also find that agent-based model calibration techniques require further development in order to definitively calibrate large-scale models.

Yufei Zhang
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A penalty scheme and policy iteration for stochastic hybrid control problems with nonlinear expectations

We propose a penalty method for mixed optimal stopping and control problems where the objective is evaluated
by a nonlinear expectation. The solution and free boundary of an associated HJB variational inequality are constructed from a sequence
of penalized equations, for which the penalization error is estimated. The penalized equation is then discretized by a class of semi-implicit
monotone approximations. We further propose an efficient iterative algorithm with local superlinear convergence for solving the discrete
equation. Numerical experiments are presented for an optimal investment problem under ambiguity to demonstrate the effectiveness of
the new schemes.  Finally, we extend the penalty schemes to solve stochastic hybrid control problems involving impulse controls.

An informal session for DPhil students, ECRs and undergraduates with an interest in probability. The aim is to gain exposure to areas outside of your own research interests in an informal and accessible way.

In this talk we consider several scenarios involving the interaction among incompressible fluids of different nature. The main concern is the dynamics of the free boundary separating the fluids, which evolves with the velocity flow. The important question to address is whether the regularity is preserved in time or, on the other hand, the system develops singularities. We focus on Navier-Stokes models, where the viscosity of the fluids play a crucial role. At first showing results of finite time blow-up for the case of vacuum-fluid interaction. Later discussing new recent results on global existence for 1996 P.L. Lions' conjecture for density patches evolving by inhomogeneous Navier-Stokes equations.

You’re an amateur investigator hired to uncover the mysterious goings on of a dark cult. They call themselves Geometric Group Theorists and they’re under suspicion of pushing humanity’s knowledge too far. You’ve tracked them down to their supposed headquarters. Foolishly, you enter. Your mind writhes as you gaze unwittingly upon the Eldritch horror they’ve summoned… Group Theory! You think fast; donning the foggy glasses of quasi-isometry, you prevent your mind shattering from the unfathomable complexity of The Beast. You spy a weak spot and the phrase `Gromov Hyperbolicity’ flashes across your mind. You peer deeper, further, forever… only to find yourself somewhere rather familiar, strange, but familiar… no, self-similar! You’ve fought with fractals before, this weirdness can be tamed! Your insight is sufficient and The Beast retreats for now.
In other words, given an infinite group, we associate to it an infinite graph, called a Cayley graph, which gives us a notion of the ‘geometry’ of a group. Through this we can ask what kind of groups have hyperbolic geometry, or at least an approximation of it called Gromov hyperbolicity. Hyperbolic groups are quite a nice class of groups but a large one, so we introduce the Gromov boundary of a hyperbolic group and explain how it can be used to distinguish groups in this class.

We provide lattice-based protocols allowing to prove relations among committed integers. While the most general zero-knowledge proof techniques can handle arithmetic circuits in the lattice setting, adapting them to prove statements over the integers is non-trivial, at least if we want to handle exponentially large integers while working with a polynomial-size modulus qq. For a polynomial L, we provide zero-knowledge arguments allowing a prover to convince a verifier that committed L-bit bitstrings x, y and z are the binary representations of integers X, Y and Z satisfying Z=X+Y over the integers. The complexity of our arguments is only linear in L. Using them, we construct arguments allowing to prove inequalities X <Z among committed integers, as well as arguments showing that a committed X belongs to a public interval [α,β], where α and β can be arbitrarily large. Our range arguments have logarithmic cost (i.e., linear in L) in the maximal range magnitude. Using these tools, we obtain zero-knowledge arguments showing that a committed element X does not belong to a public set S using soft-O(n⋅log|S|) bits of communication, where n is the security parameter. We finally give a protocol allowing to argue that committed L-bit integers X, Y and Z satisfy multiplicative relations Z=XY over the integers, with communication cost subquadratic in L. To this end, we use our protocol for integer addition to prove the correct recursive execution of Karatsuba's multiplication algorithm. The security of our protocols relies on standard lattice assumptions with polynomial modulus and polynomial approximation factor.

Fermat’s two-squares theorem is an elementary theorem in number theory that readily lends itself to a classification of the positive integers representable as the sum of two squares. Given this, a natural question is: what is the minimal number of squares needed to represent any given (positive) integer? One proof of Fermat’s result depends on essentially a buffed pigeonhole principle in the form of Minkowski’s Convex Body Theorem, and this idea can be used in a nearly identical fashion to provide 4 as an upper bound to the aforementioned question (this is Lagrange’s four-square theorem). The question of identifying the integers representable as the sum of three squares turns out to be substantially harder, however leaning on a powerful theorem of Dirichlet and a handful of tricks we can use Minkowski’s CBT to settle this final piece as well (this is Legendre’s three-square theorem).

abstract:

In my talk I shall try to explain the following speculation and present some
evidence in the form of "correlations" between categoricity conjectures in
model theory and motivic conjectures in algebraic geometry.

Transfinite induction constructions developed in model theory are by now
sufficiently developed to be used to build analogues of objects in algebraic
geometry constructed with a choice of topology, such as a singular cohomology theory,
the Hodge decomposition, and fundamental groups of complex algebraic varieties.
Moreover, these algebraic geometric objects are often conjectured to satisfy
homogeneity or freeness properties which are true for objects constructed by
transfinite induction.


An example of this is Hrushovski fusion used to build Zilber pseudoexponentiation,
i.e. a group homomorphism  $ex:C^+ \to C^*$ which satisfies Schanuel conjecture,
a transcendence property analogous to Grothendieck conjecture on periods.


I shall also present a precise conjecture on "uniqueness" of Q-forms (comparison isomorphisms)
of complex etale cohomology, and will try to explain its relation to conjectures on l-adic
Galois representations coming from the theory of motivic Galois group.
 

Combining work of Galkin, Christopherson-Ilten, and Coates-Corti-Galkin-Golyshev-Kasprzyk we see that all smooth Fano threefolds admit a toric degeneration. We can use this fact to uniformly construct all Fano threefolds: given a choice of a fan we classify reflexive polytopes which break into unimodular pieces along this fan. We can then construct closed torus invariant embeddings of the corresponding toric variety using a technique - Laurent inversion - developed with Coates and Kaspzryk. The corresponding binomial ideal is controlled by the chosen fan, and in low enough codimension we can explicitly test deformations of this toric ideal. We relate the constructions we obtain to known constructions. We study the simplest case of the above construction, closely related to work of Abouzaid-Auroux-Katzarkov, in arbitrary dimension and use it to produce a tropical interpretation of the mirror superpotential via broken lines. We expect the computation to be the tropical analogue of a Floer theory calculation.

Matrix completion is an area of great mathematical interest and has numerous applications, including recommender systems for e-commerce. The recommender problem can be viewed as follows: given a database where rows are users and and columns are products, with entries indicating user preferences, fill in the entries so as to be able to recommend new products based on the preferences of other users. Viewing the interactions between user and product instead as interactions between potential drug chemicals and disease-causing target proteins, the problem is that faced within the realm of drug discovery. We propose a divide and conquer algorithm inspired by the work of [1], who use recursive rank-1 approximation. We make the case for using an LP rank-1 approximation, similar to that of [2] by a showing that it guarantees a 2-approximation to the optimal, even in the case of missing data. We explore our algorithm's performance for different test cases.

[1]  Shen, B.H., Ji, S. and Ye, J., 2009, June. Mining discrete patterns via binary matrix factorization. In Proceedings of the 15th ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 757-766). ACM.

[2] Koyutürk, M. and Grama, A., 2003, August. PROXIMUS: a framework for analyzing very high dimensional discrete-attributed datasets. In Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 147-156). ACM.

The classical theory of Erdős–Rényi random graphs is concerned primarily with random subgraphs of $K_n$ or $K_{n,n}$. Lately, there has been much interest in understanding random subgraphs of other graph families, such as regular graphs.

We study the following problem: Let $G$ be a $k$-regular bipartite graph with $2n$ vertices. Consider the random process where, beginning with $2n$ isolated vertices, $G$ is reconstructed by adding its edges one by one in a uniformly random order. An early result in the theory of random graphs states that if $G=K_{n,n}$, then with high probability a perfect matching appears at the same moment that the last isolated vertex disappears. We show that if $k = Ω(n)$, then this holds for any $k$-regular bipartite graph $G$. This improves on a result of Goel, Kapralov, and Khanna, who showed that with high probability a perfect matching appears after $O(n \log(n))$ edges have been added to the graph. On the other hand, if $k = o(n / (\log(n) \log (\log(n)))$, we construct a family of $k$-regular bipartite graphs in which isolated vertices disappear long before the appearance of perfect matchings.

Joint work with Roman Glebov and Zur Luria.
 

There is no more classical problem of numerical PDE than the Laplace equation in a polygon, but Abi Gopal and I think we are on to a big step forward. The traditional approaches would be finite elements, giving a 2D representation of the solution, or integral equations, giving a 1D representation. The new approach, inspired by an approximation theory result of Donald Newman in 1964, leads to a "0D representation" -- the solution is the real part of a rational function with poles clustered exponentially near the corners of the polygon. The speed and accuracy of this approach are remarkable. For typical polygons of up to 8 vertices, we can solve the problem in less than a second on a laptop and evaluate the result in a few microseconds per point, with 6-digit accuracy all the way up to the corner singularities. We don't think existing methods come close to such performance. Next step: Helmholtz?
 

There is a mismatch between levels of crime and its fear and often, cities might see an increase or a decrease in crime over time while the fear of crime remains unchanged. A model that considers fear of crime as an opinion shared by simulated individuals on a network will be presented, and the impact that different distributions of crime have on the fear experienced by the population will be explored. Results show that the dynamics of the fear is sensitive to the distribution of crime and that there is a phase transition for high levels of concentration of crime.

In this talk, we will present results regarding the regularity and

rigidity of solutions to the Monge-Ampere equation, inspired by the role

played by this equation in the context of prestrained elasticity. We will

show how the Nash-Kuiper convex integration can be applied here to achieve

flexibility of Holder solutions, and how other techniques from fluid

dynamics (the commutator estimate, yielding the degree formula in the

present context) find their parallels in proving the rigidity. We will indicate

possible avenues for the future related research.

Let F be a fixed infinite, vertex-transitive graph. We say a graph G is `r-locally F' if for every vertex v of G, the ball of radius r and centre v in G is isometric to the ball of radius r in F. For each positive integer n, let G_n = G_n(F,r) be a graph chosen uniformly at random from the set of all unlabelled, n-vertex graphs that are r-locally F. We investigate the properties that the random graph G_n has with high probability --- i.e., how these properties depend upon the fixed graph F. 
We show that if F is a Cayley graph of a torsion-free group of polynomial growth, then there exists a positive integer r_0 such that for every integer r at least r_0, with high probability the random graph G_n = G_n(F,r) defined above has largest component of size between n^{c_1} and n^{c_2}, where 0 < c_1 < c_2  < 1 are constants depending upon F alone, and moreover that G_n has at least exp(poly(n)) automorphisms. This contrasts sharply with the random d-regular graph G_n(d) (which corresponds to the case where F is replaced by the infinite d-regular tree).
Our proofs use a mixture of results and techniques from group theory, geometry and combinatorics, including a recent and beautiful `rigidity' result of De La Salle and Tessera.
We obtain somewhat more precise results in the case where F is L^d (the standard Cayley graph of Z^d): for example, we obtain quite precise estimates on the number of n-vertex graphs that are r-locally L^d, for r at least linear in d, using classical results of Bieberbach on crystallographic groups.
Many intriguing open problems remain: concerning groups with torsion, groups with faster than polynomial growth, and what happens for more general structures than graphs.
This is joint work with Itai Benjamini (Weizmann Institute).
 

The classical Lorentz gas model introduced by Lorentz in 1905, studied further by Sinai in the 1960s, provides a rich source of examples of chaotic dynamical systems with strong stochastic properties (despite being entirely deterministic).  Central limit theorems and convergence to Brownian motion are well understood, both with standard n^{1/2} and nonstandard (n log n)^{1/2} diffusion rates.

In joint work with Paulo Varandas, we discuss examples with diffusion rate n^{1/a}, 1<a<2, and prove convergence to an a-stable Levy process.  This includes to the best of our knowledge the first natural examples where the M_2 Skorokhod topology is the appropriate one.



 

I will consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. A PDE (free boundary problem) approach is used to address the problem in general dimensions with space-time inhomogeneous costs given by Lagrangian integrals along the paths.  An Eulerian---mass flow---formulation of the problem is introduced. Its dual is given by Hamilton-Jacobi-Bellman type variational inequalities.  Our key result is the existence (in a Sobolev class) of optimizers for this new dual problem, which in turn determines a free boundary, where the optimal Skorokhod transport drops the mass in space-time. This complements and provides a constructive PDE alternative to recent results of Beiglb\"ock, Cox, and Huesmann, and is a first step towards developing a general optimal mass transport theory involving mean field interactions and noise.

We describe the moduli space of distributions in terms of Grothendieck’s Quot-scheme for the tangent bundle. In certain cases, we show that the moduli space of codimension one distributions on the projective space is an irreducible, nonsingular quasi-projective variety.

 We study codimension one holomorphic distributions on projective three-space, analyzing the properties of their singular schemes and tangent sheaves. In particular, we provide a classification of codimension one distributions of degree at most 2. We show how the connectedness of the curves in the singular sets of foliations is an integrable phenomenon. This part of the  talk  is work joint with  M. Jardim(Unicamp) and O. Calvo-Andrade(Cimat).

We also study foliations by curves via the investigation  of their  singular schemes and  conormal  sheaves and we provide a classification  of foliations of degree at most 3 with  conormal  sheaves locally free.  Foliations of degrees  1 and 2 are aways given by a global intersection of two codimension one distributions. In the classification of degree 3 appear Legendrian foliations, foliations whose  conormal sheaves are instantons and other ” exceptional”
type examples. This part of the  talk   is  work joint with  M. Jardim(Unicamp) and S. Marchesi(Unicamp).

Gathering for women and non-binary mathematicians

Supersymmetric localization is a powerful technique to evaluate a class of functional integrals in supersymmetric field theories. It reduces the functional integral over field space to ordinary integrals over the space of solutions of the off-shell BPS equations. The application of this technique to supergravity suffers from some problems, both conceptual and practical. I will discuss one of the main conceptual problems, namely how to construct the fermionic symmetry with which to localize. I will show how a deformation of the BRST technique allows us to do this. As an application I will then sketch a computation of the one-loop determinant of the super-graviton that enters the localization formula for BPS black hole entropy.
 

The moments of characteristic polynomials play a central role in Random Matrix Theory.  They appear in many applications, ranging from quantum mechanics to number theory.  The mixed moments of the characteristic polynomials of random unitary matrices, i.e. the joint moments of the polynomials and their derivatives, can be expressed recursively in terms of combinatorial sums involving partitions. However, these combinatorial sums are not easy to compute, and so this does not give an effective method for calculating the mixed moments in general. I shall describe an alternative evaluation of the mixed moments, in terms of solutions of the Painlevé V differential equation, that facilitates their computation and asymptotic analysis.

Glacier flow is an example of a gravity driven non-linear viscous flow at low Reynolds numbers. As a glacier flows over an undulating bed, the surface topography is modified in response. Some information about bed conditions is therefore contained in the shape of the surface and the surface velocity field. I will present theoretical and numerical work on how basal conditions on glaciers affect ice flow, and how one can obtain information about basal conditions through surface-to-bed inversion. I’ll give an overview over inverse methodology currently used in glaciology, and how satellite data is now routinely used to invert for bed properties of the Greenland and the Antarctic Ice Sheets.

Computer vision approaches have made huge advances with deep learning research. These algorithms can be employed as a basis for phenotyping of biological traits from imaging modalities. This can be employed, for example, in the context of facial photographs of rare diseases as a means of aiding diagnostic pathways, or as means to large scale phenotyping in histological imaging. With any data set, inherent biases and problems in the data available for training can have a detrimental impact on your models. I will describe some examples of such data set problems and outline how to build models that are not confounded – despite biases in the training data. 

Let F be a totally real or CM number field.  Scholze has constructed Galois representations associated with torsion classes in the cohomology of locally symmetric spaces for GL_n(F).  We show that the nilpotent ideal appearing in Scholze's construction can be removed when F splits completely at the relevant prime.  As a key component of the proof, we show that the compactly supported cohomology of certain unitary and symplectic Shimura varieties with level  Gamma_1(p^{\infty}) vanishes above the middle degree. This is joint work with Ana Caraiani, Chi-Yun Hsu, Christian Johansson, Lucia Mocz, Emanuel Reinecke, and Sheng-Chi Shih. 

J. M. Foster 1 , N. E. Courtier 2 , S. E. J. O’Kane 3 , J. M. Cave 3 , R. Niemann 4 , N. Phung 5 , A. Abate 5 , P. J. Cameron 4 , A. B. Walker 3 & G. Richardson 2 .

1 School of Mathematics & Physics, University of Portsmouth, UK. {@email}

2 School of Mathematics, University of Southampton, UK.

3 School of Physics, University of Bath, UK.

4 School of Chemistry, University of Bath, UK.

5 Helmholtz-Zentrum Berlin, Germany.

Metal halide perovskite has emerged as a highly promising photovoltaic material. Perovskite-based solar cells now exhibit power conversion efficiencies exceeding 22%; higher than that of market-leading multi-crystalline silicon, and comparable to the Shockley-Queisser limit of around 33% (the maximum obtainable efficiency for a single junction solar cell). In addition to fast electronic phenomena, occurring on timescales of nanoseconds, they also exhibit much slower dynamics on the timescales of several seconds and up to a day. One well-documented example of this is the ‘anomalous’ hysteresis observed in current-voltage scans where the applied voltage is varied whilst the output current is measured. There is now a consensus that this is caused by the motion of ions in the perovskite material affecting the internal electric field and in turn the electronic transport.

We will discuss the formulation of a drift-diffusion model for the coupled electronic and ionic transport in a perovskite solar cell as well as its systematic simplification via the method of matched asymptotic expansions. We will use the resulting reduced model to give a cogent explanation for some experimental observations including, (i) the apparent disappearance of current-voltage hysteresis for certain device architectures, and (ii) the slow fading of performance under illumination during the day and subsequent recovery in the dark overnight. Finally, we suggest ways in which materials and geometry can be chosen to reduce charge carrier recombination and improve device performance.

The FEniCS system [1] allows the description of finite element discretisations of partial differential equations using a high-level syntax, and the automated conversion of these representations to working code via automated code generation. In previous work described in [2] the high-level representation is processed automatically to derive discrete tangent-linear and adjoint models. The processing of the model code at a high level eases the technical difficulty associated with management of data in adjoint calculations, allowing the use of optimal data management strategies [3].

This previous methodology is extended to enable the calculation of higher order partial differential equation constrained derivative information. The key additional step is to treat tangent-linear
equations on an equal footing with originating forward equations, and in particular to treat these in a manner which can themselves be further processed to enable the derivation of associated adjoint information, and the derivation of higher order tangent-linear equations, to arbitrary order. This enables the calculation of higher order derivative information -- specifically the contraction of a Kth order derivative against (K - 1) directions -- while still making use of optimal data management strategies. Specific applications making use of Hessian information associated with models written using the FEniCS system are presented.

[1] "Automated solution of differential equations by the finite element method: The FEniCS book", A. Logg, K.-A. Mardal, and  G. N. Wells (editors), Springer, 2012
[2] P. E. Farrell, D. A. Ham, S. W. Funke, and M. E. Rognes, "Automated derivation of the adjoint of high-level transient finite element programs", SIAM Journal on Scientific Computing 35(4), C369--C393, 2013
[3] A. Griewank, and A. Walther, "Algorithm 799: Revolve: An implementation of checkpointing for the reverse or adjoint mode of computational differentiation", ACM Transactions on Mathematical Software 26(1), 19--45, 2000

For the North Analysis British Seminar, see: https://www.maths.ox.ac.uk/node/29687

A core problem in the study of manifolds and their topology is that of telling them apart. That is, when can we say whether or not two manifolds are homeomorphic? In two dimensions, the situation is simple, the Classification Theorem for Surfaces allows us to differentiate between any two closed surfaces. In three dimensions, the problem is a lot harder, as the century long search for a proof of the Poincaré Conjecture demonstrates, and is still an active area of study today.
As an early pioneer in the area of 3-manifolds Seifert carved out his own corner of the landscape instead of attempting to tackle the entire problem. By reducing his scope to the subclass of 3-manifolds which are today known as Seifert fibred spaces, Seifert was able to use our knowledge of 2-manifolds and produce a classification theorem of his own.
In this talk I will define Seifert fibred spaces, explain what makes them so much easier to understand than the rest of the pack, and give some insight on why we still care about them today.
 

The aim of this talk is to tell the story of Non-Abelian Hodge Theory for curves. The starting point is the space of representations of the fundamental group of a compact Riemann surface. This space can be endowed with the structure of a complex algebraic variety in three different ways, giving rise to three non-algebraically isomorphic moduli spaces called the Betti, de Rham and Dolbeault moduli spaces respectively. 

After defining and outlining the construction of these three moduli spaces, I will describe the (non-algebraic) correspondences between them, collectively known as Non-Abelian Hodge Theory. Finally, we will see how the rich structure of the Dolbeault moduli space can be used to shed light on the topology of the space of representations.

The core idea behind metric spaces is the triangular inequality. Metrics have been generalized in many ways, but the most tempting way to alter them would be to "flip" the triangular inequality, obtaining an "anti-metric". This, however, only allows for trivial spaces where the distance between any two points is 0. However, if we intertwine the concept of antimetrics with the structures of partial linear--and cyclic--orders, we can define a structure where the anti-triangular inequality holds conditionally. We define this structure, give examples, and show an interesting result involving metrics and antimetrics.

Roger Penrose is the ultimate scientific all-rounder.  He started out in algebraic geometry but within a few years had laid the foundations of the modern theory of black holes with his celebrated paper on gravitational collapse. His exploration of foundational questions in relativistic quantum field theory and quantum gravity, based on his twistor theory, had a huge impact on differential geometry. His work has influenced both scientists and artists, notably Dutch graphic artist M. C. Escher.

Roger Penrose is one of the great ambassadors for science. In this lecture and in conversation with mathematician and broadcaster Hannah Fry he will talk about work and career.

This lecture is in partnership with the Science Museum in London where it will take place. Please email @email to register.

You can also watch online:

https://www.facebook.com/OxfordMathematics

https://livestream.com/oxuni/Penrose-Fry

The Oxford Mathematics Public Lectures are generously supported by XTX Markets.

In 1985, Babai and Sós asked whether there exists a constant c>0 such that every finite group of order n has a product-free set of size at least cn, where a product-free set of a group is a subset that does not contain three elements x,y and z  satisfying xy=z. Gowers showed that the answer is no in the early 2000s, by linking the existence of product-free sets of large density to the existence of low dimensional unitary representations.

In this talk, I will provide an answer to the aforementioned question by model theoretic means. Furthermore, I will relate some of Gowers' results to the existence of nontrivial definable compactifications of nonstandard finite groups.
 

I will talk about some basic facts about slope stable sheaves and the Bogomolov inequality.  New techniques from stability conditions will imply new stronger bounds on Chern characters of stable sheaves on some special varieties, including  Fano varieties, quintic threefolds and etc. I will discuss the progress in this direction and some related open problems.

Using non-minimal pure spinor superspace, Cederwall has constructed BRST-invariant actions for D=10 super-Born-Infeld and D=11 supergravity which are quartic in the superfields. But since the superfields have explicit dependence on the non-minimal pure spinor variables, it is non-trivial to show these actions correctly describe super-Born-Infeld and supergravity. In this talk, I will expand solutions to the equations of motion from the pure spinor action for D=10 abelian super Born-Infeld to leading order around the linearized solutions and show that they correctly describe the interactions expected. If I have time, I will explain how to generalize these ideas to D=11 supergravity.

How long a monotone path can one always find in any edge-ordering of the complete graph $K_n$? This appealing question was first asked by Chvatal and Komlos in 1971, and has since attracted the attention of many researchers, inspiring a variety of related problems. The prevailing conjecture is that one can always find a monotone path of linear length, but until now the best known lower bound was $n^{2/3−o(1)}$, which was proved by Milans. This talk will be
about nearly closing this gap, proving that any edge-ordering of the complete graph contains a monotone path of length $n^{1−o(1)}$. This is joint work with Bucic, Kwan, Sudakov, Tran, and Wagner.

In the first part of this talk, I will present an extension of Chebfun, called Ballfun, for computing with functions and vectors in the unit ball. I will then describe an algorithm for solving the incompressible Navier-Stokes equations in the ball. Contrary to projection methods, we use the poloidal-toroidal decomposition to decouple the PDEs and solve scalars equations. The solver has an optimal complexity (up to polylogarithmic terms) in terms of the degrees of freedom required to represent the solution.

I will explain how Dirac operators provide precious information about geometric and algebraic aspects of representations of real Lie groups. In particular, we obtain an explicit realisation of representations, leading terms in the asymptotics of characters and a precise connection with nilpotent orbits.

This talk features a self-contained introduction to persistent homology, which is the main ingredient of topological data analysis. 

As a rule of thumb, the dominant resistive force on a cyclist riding along a flat road at a speed above 10mph is aerodynamic drag; at higher speeds, this drag becomes even more influential because of its non-linear dependence on speed. Reducing drag, therefore, is of critical importance in bicycle racing, where winning margins are frequently less than a tyre's width (over a 200+km race!). I shall discuss a mathematical model of aerodynamic drag in cycling, present mathematical reasoning behind some of the decisions made by racing cyclists when attempting to minimise it, and touch upon some of the many methods of aerodynamic drag assessment.

One of the main open problems in loop quantum gravity is to reconcile the fundamental quantum discreteness of space with general relativity in the continuum. In this talk, I present recent progress regarding this issue: I will explain, in particular, how the discrete spectra of geometric observables that we find in loop gravity can be understood from a conventional Fock quantisation of gravitational edge modes on a null surface boundary. On a technical level, these boundary modes are found by considering a quasi-local Hamiltonian analysis, where general relativity is treated as a Hamiltonian system in domains with inner null boundaries. The presence of such null boundaries requires then additional boundary terms in the action. Using Ashtekar’s original SL(2,C) self-dual variables, I will explain that the natural such boundary term is nothing but a kinetic term for a spinor (defining the null flag of the boundary) and a spinor-valued two-form, which are both intrinsic to the boundary. The simplest observable on the boundary phase space is the cross sectional area two-form, which generates dilatations of the boundary spinors. In quantum theory, the corresponding area operator turns into the difference of two number operators. The area spectrum is discrete without ever introducing spin networks or triangulations of space. I will also comment on a similar construction in three euclidean spacetime dimensions, where the discreteness of length follows from the quantisation of gravitational edge modes on a one-dimensional cross section of the boundary.
The talk is based on my recent papers: arXiv:1804.08643 and arXiv:1706.00479.
 

Matrix completion is an area of great mathematical interest and has numerous applications, including recommender systems for e-commerce. The recommender problem can be viewed as follows: given a database where rows are users and and columns are products, with entries indicating user preferences, fill in the entries so as to be able to recommend new products based on the preferences of other users. Viewing the interactions between user and product as links in a bipartite graph, the problem is equivalent to approximating a partially observed graph using clusters. We propose a divide and conquer algorithm inspired by the work of [1], who use recursive rank-1 approximation. We make the case for using an LP rank-1 approximation, similar to that of [2] by a showing that it guarantees a 2-approximation to the optimal, even in the case of missing data. We explore our algorithm's performance for different test cases.

[1]  Shen, B.H., Ji, S. and Ye, J., 2009, June. Mining discrete patterns via binary matrix factorization. In Proceedings of the 15th ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 757-766). ACM.

[2] Koyutürk, M. and Grama, A., 2003, August. PROXIMUS: a framework for analyzing very high dimensional discrete-attributed datasets. In Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 147-156). ACM.