Past

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.

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.

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.

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

In this talk we will introduce Leary and Minasyan's CAT(0) but not biautomatic groups as lattices in a product of a Euclidean space and a tree.  We will then investigate properties of general lattices in that product space.  We will also consider a construction of lattices in a Salvetti complex for a right-angled Artin group and a Euclidean space.  Finally, if time permits we will also discuss a "hyperbolic Leary–Minasyan group" and some work in progress with Motiejus Valiunas towards an application.

Free boundary minimal surfaces are a notoriously elusive object in geometric analysis. From 2011, Fraser and Schoen's research program found a relationship between free boundary minimal surfaces in unit balls and metrics which maximise the first nontrivial Steklov eigenvalue. In this talk, I will explain how we can adapt homogenisation theory, a branch of applied mathematics, to a geometric setting in order to obtain surfaces with first Steklov eigenvalue as large as possible, and how it leads to the existence of free boundary minimal surfaces which were previously thought not to exist.

Scattering amplitudes in N=4 super-Yang-Mills theory are known to be functions of cluster variables of Gr(4,n) and certain algebraic functions of cluster variables. In this talk we give an overview of the known cluster algebraic structure of both tree amplitudes and the symbol of loop amplitudes. We suggest an algorithm for computing symbol alphabets by solving matrix equations of the form C.Z = 0 associated with plabic graphs. These matrix equations associate functions on Gr(m,n) to parameterizations of certain cells of Gr_+ (k,n) indexed by plabic graphs. We are able to reproduce all known algebraic functions of cluster variables appearing in known symbol alphabets. We further show that it is possible to obtain all rational symbol letters (in fact all cluster variables) by solving C.Z = 0 if one allows C to be an arbitrary cluster parameterization of the top cell of Gr_+ (n-4,n). Finally we discuss a property of the symbol called cluster adjacency.

The SI model is the most basic of all compartmental models used to describe the spreading of information through a population. In this talk we will present a mathematical formalism to solve the SI model on generic networks. Our methods rely on a tensor product formulation of the dynamical spreading process, inspired by many-body quantum systems. Here we will focus on time-dependent expectation values for the state of individual nodes, which can be obtained from contributions of subgraphs of the network. We show how to compute these contributions systematically and derive a set of symmetry relations among subgraphs of differing topologies. We conclude by comparing our results for small sample networks to Monte-Carlo simulations and mean-field approximations.

arXiv link: https://arxiv.org/abs/2109.03530

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this work we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a 'deterministic version' of Ito's SDE theory.

This is joint work with Kiyotaka Suzaki.

Although a multidimensional data array can be very large, it may contain coherence patterns much smaller in size. For example, we may need to detect a subset of genes that co-express under a subset of conditions. In this presentation, we discuss our recently developed co-clustering algorithms for the extraction and analysis of coherent patterns in big datasets. In our method, a co-cluster, corresponding to a coherent pattern, is represented as a low-rank tensor and it can be detected from the intersection of hyperplanes in a high dimensional data space. Our method has been used successfully for DNA and protein data analysis, disease diagnosis, drug therapeutic effect assessment, and feature selection in human facial expression classification. Our method can also be useful for many other real-world data mining, image processing and pattern recognition applications.

We will present the precise late-time asymptotics for scalar fields on both extremal and sub-extremal black holes including the full Reissner-Nordstrom family and the subextremal Kerr family. Asymptotics for higher angular modes will be presented for all cases. Applications in observational signatures will also be discussed. This work is joint with Y. Angelopoulos (Caltech) and D. Gajic (Cambridge)

I will present work in progress with Erik Panzer, Matteo Parisi and Ömer Gürdoğan on the analytic structure of Feynman(esque) integrals: We consider integrals of meromorphic differential forms over relative cycles in a compact complex manifold, the underlying geometry encoded in a certain (parameter dependant) subspace arrangement (e.g. Feynman integrals in their parametric representation). I will explain how the analytic struture of such integrals can be studied via methods from differential topology; this is the seminal work by Pham et al (using tools and methods developed by Leray, Thom, Picard-Lefschetz etc.). Although their work covers a very general setup, the case we need for Feynman integrals has never been worked out in full detail. I will comment on the gaps that have to be filled to make the theory work, then discuss how much information about the analytic structure of integrals can be derived from a careful study of the corresponding subspace arrangement.

This is a joint GR-QFT seminar, to celebrate in advance the 90th birthday of Roger Penrose later in the summer, comprising 9 talks on conformal cyclic cosmology.  The provisional schedule is as follows:

11:00 Roger Penrose (Oxford, UK) : The Initial Driving Forces Behind CCC

11:10 Paul Tod (Oxford, UK) : Questions for CCC

11:20 Vahe Gurzadyan (Yerevan, Armenia): CCC predictions and CMB

11:30 Krzysztof Meissner (Warsaw, Poland): Perfect fluids in CCC

11:40 Daniel An (SUNY, USA) : Finding information in the Cosmic Microwave Background data

11:50 Jörg Frauendiener (Otago, New Zealand) : Impulsive waves in de Sitter space and their impact on the present aeon

12:00 Pawel Nurowski (Warsaw, Poland and Guangdong Technion, China): Poincare-Einstein expansion and CCC

12:10 Luis Campusano (FCFM, Chile) : (Very) Large Quasar Groups

12:20 Roger Penrose (Oxford, UK) : What has CCC achieved; where can it go from here?

The Hardy-Littlewood generalised twin prime conjecture states an asymptotic formula for the number of primes $p\le X$ such that $p+h$ is prime for any non-zero even integer $h$. While this conjecture remains wide open, Matom\"{a}ki, Radziwi{\l}{\l} and Tao proved that it holds on average over $h$, improving on a previous result of Mikawa. In this talk we will discuss an almost prime analogue of the Hardy-Littlewood conjecture for which we can go beyond what is known for primes. We will describe some recent work in which we prove an asymptotic formula for the number of almost primes $n=p_1p_2 \le X$ such that $n+h$ has exactly two prime factors which holds for a very short average over $h$.

Abstract: In this talk we try to establish an analytic framework for studying Set-Valued Backward Stochastic Differential Equations (SVBSDE for short), motivated largely by the current studies of dynamic set-valued risk measures for multi-asset or network-based financial models. Our framework will be based on the notion of Hukuhara difference between sets, in order to compensate the lack of “inverse” operation of the traditional Minkowski addition, whence the vector space structure, in traditional set-valued analysis. We shall examine and establish a useful foundation of set-valued stochastic analysis under this algebraic framework, including some fundamental issues regarding Aumann-Itˆo integrals, especially when it is connected to the martingale representation theorem. We shall identify some fundamental challenges and propose some extensions of the existing theory that are necessary to study the SVBSDEs. This talk is based on the joint works with C¸ a˘gın Ararat and Wenqian Wu.

I will describe joint work with Abouzaid which constructs a stable homotopy theory refinement of Floer homology that has coefficients in the Morava K-theory spectra. The classifying spaces of finite groups satisfy Poincare duality for the Morava K-theories, which allows us to use this version of Floer homology to produce virtual fundamental chains for moduli spaces of Floer trajectories. As an application, we prove the Arnold conjecture for ordinary cohomology with coefficients in finite fields.

How aware should we be of letting AI make decisions on prison sentences? Or what is our responsibility in ensuring that mathematics does not predict another global stock crash?

In this talk, Helena will outline how we can view ethics and responsibility as central to processes of innovation and describe her experiences applying this perspective to teaching in the Department of Computer Science. There will be a chance to open up discussion about how this same approach can be applied in other Departments here in Oxford.

Helena is an interdisciplinary researcher working in the Department of Computer Science. She works on projects that involve examining the social impacts of computer-based innovations and identifying the ways in which these innovations can better meet societal needs and empower users. Helena is very passionate about the need to embed ethics and responsibility into processes of learning and research in order to foster technologies for the social good.

Our society is witnessing an exponential growth of data being generated. Among the various data types being routinely collected, event logs are available in a wide variety of domains. Despite historical and structural digitalisation challenges, healthcare is an example where the analysis of event logs might bring a new revolution.

In this talk, I will present our recent efforts in analysing and exploring temporal event data sequences extracted from event logs. Our visual analytics approach is able to summarise and seamlessly explore large volumes of complex event data sequences. We are able to easily derive observations and findings that otherwise would have required significant investment of time and effort.  To facilitate the identification of findings, we use a hierarchical clustering approach to cluster sequences according to time and a novel visualisation environment.  To control the level of detail presented to the analyst, we use a hierarchical aggregation tree and an Align-Score-Simplify strategy based on an information score.   To show the benefits of this approach, I will present our results in three real world case studies: CUREd, Outpatient clinics and MIMIC-III. These will respectively cover the analysis of calls and responses of emergency services, the efficiency of operation of two outpatient clinics, and the evolution of patients with atrial fibrillation hospitalised in an acute and critical care unit. To finalise the talk, I will share our most recent work in the analysis of clinical events extracted from Electronic Health Records for the study of multimorbidity.