Past

It is a well-known fact that conformal structures on Riemann surfaces are in 1:1 correspondence with complex structures, but have you ever wondered whether this is just a fluke in 2 dimensions? In this talk, I will explain the concept of Penrose's "non-linear graviton", a fancy name for the twistor space of a hyperkahler manifold and one of the major historical achievements of Oxford maths. The twistor correspondence associates points of the hyperkahler manifold with certain holomorphic rational curves embedded in twistor space. We will see how information of the hyperkahler metric can be encoded purely in the complex structure on twistor space, giving a partial but welcome generalization of the 2-dimensional "fluke". Then I will outline a recently found Dolbeault-framework for the metric's reconstruction from local representatives of this complex structure. This provides an explicit integral formula for Kahler forms and consequently for the hyperkahler metric in terms of holomorphic data on twistor space. Finally, time permitting, I will discuss some interesting applications to (some or all of) PDEs, hyperkahler quotients, and the physics of "quantum gravity".
 

We present a method for obtaining approximate solutions to the problem of optimal execution, based on a signature method. The framework is general, only requiring that the price process is a geometric rough path and the price impact function is a continuous function of the trading speed. Following an approximation of the optimisation problem, we are able to calculate an optimal solution for the trading speed in the space of linear functions on a truncation of the signature of the price process. We provide strong numerical evidence illustrating the accuracy and flexibility of the approach. Our numerical investigation both examines cases where exact solutions are known, demonstrating that the method accurately approximates these solutions, and models where exact solutions are not known. In the latter case, we obtain favourable comparisons with standard execution strategies.

In this talk I will present some recent explorations of cluster-algebraic patterns in the building blocks of scattering amplitudes in N = 4 super Yang-Mills theory. In particular, I will first briefly introduce the main characters on stage, i.e. Leading Singularities, Landau singularities, the amplituhedron and cluster algebras. I will then present my main conjecture, "LL-adjacency", which makes all the above characters play together: given a maximal cut of a loop amplitude, Landau singularities and poles of each Yangian invariant appearing in any representation of the corresponding Leading Singularities can be found together in a cluster.  I will explain how the conjecture has been tested for all one-loop amplitudes up to 9 points using cluster algebraic and amplituhedron-based methods.  Finally, I will discuss implications for computing loop amplitudes and their singularity structure, and open research directions.

This is based on the joint work with Ömer Gürdoğan (arXiv: 2005.07154).

Most of the basic results on martingale problems extend to the setting in which the generator depends on a control.  The “control” could represent a random environment, or the generator could specify a classical stochastic control problem.  The equivalence between the martingale problem and forward equation (obtained by taking expectations of the martingales) provides the tools for extending linear programming methods introduced by Manne in the context of controlled finite Markov chains to general Markov stochastic control problems.  The controlled martingale problem can also be applied to the study of constrained Markov processes (e.g., reflecting diffusions), the boundary process being treated as a control.  The talk includes joint work with Richard Stockbridge and with Cristina Costantini. 

There is a well-known correspondence between Weil-Petersson geodesic loops in the moduli space of a surface S and hyperbolic 3-manifolds fibering over the circle with fibre S. Much is unknown, however, about the detailed relationship between geometric features of the loops and those of the 3-manifolds.

In work with Leininger-Souto-Taylor we study the relation between WP length and 3-manifold volume, when the length (suitably normalized) is bounded and the fiber topology is unbounded. We obtain a WP analogue of a theorem proved by Farb-Leininger-Margalit for the Teichmuller metric. In work with Modami, we fix the fiber topology and study connections between the thick-thin decomposition of a geodesic loop and that of the corresponding 3-manifold. While these decompositions are often in direct correspondence, we exhibit examples where the correspondence breaks down. This leaves the full conjectural picture somewhat mysterious, and raises many questions. 

In this talk, I will explain a new wall-crossing phenomenon on P^3 that induces non-Q-factorial singularities and thus cannot be understood as an operation in the MMP of the moduli space, unlike the case for many surfaces.  If time permits, I will explain how the wall-crossing could help to understand the geometry of the associated Hilbert scheme and PT moduli space.

One of the main concerns in social network science is the study of positions and roles. By "position" social scientists usually mean a collection of actors who have similar ties to other actors, while a "role" is a specific pattern of ties among actors or positions. Since the 1970s a lot of research has been done to develop these concepts in a rigorous way. An open question in the field is whether it is possible to perform role and positional analysis simultaneously. In joint work in progress with Mason Porter we explore this question by proposing a framework that relies on the principle of functoriality in category theory. In this talk I will introduce role and positional analysis, present some well-studied examples from social network science, and what new insights this framework might give us.

Femoral neck response to physiological loading during level walking can be better understood, if personalized muscle and bone anatomy is considered. Finite element (FE) models of in vivo cadaveric bones combined with gait data from body-matched volunteers were used in the earlier studies, which could introduce errors in the results. The aim of the current study is to report the first fully personalized multiscale model to investigate the strains predicted at the femoral neck during a full gait cycle. CT-based Finite element models (CT/FE) of the right femur were developed following a validated framework. Muscle forces estimated by the musculoskeletal model were applied to the CT/FE model. For most of the cases, two overall peaks were predicted around 15% and 50% of the gait. Maximum strains were predicted at the superior neck region in the model. Anatomical muscle variations seem to affect femur response leading to considerable variations among individuals, both in term of the strains level and the trend at the femoral neck.
 

Since the work of von Neumann, the theory of operator algebras has been closely linked to the theory of groups. On the one hand, operator algebras constructed from groups provide an important source of examples and insight. On the other hand, many problems about groups are most naturally studied within an operator-algebraic framework. In this talk I will give an overview of some problems relating the structure of a group to the structure of a corresponding C*-algebra. I will discuss recent results and some possible future directions.

Abstract: We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal controls. An important challenge in learning this mapping is that in intraday trading, trader's actions influence price dynamics in closed loop via the market impact. The exploration--exploitation tradeoff generated by the efficient execution is addressed by tuning the trader's preferences to ensure long enough trajectories are produced during the learning phase. The issue of scarcity of financial data is solved by transfer learning: the neural network is first trained on trajectories generated thanks to a Monte-Carlo scheme, leading to a good initialization before training on historical trajectories. Moreover, to answer to genuine requests of financial regulators on the explainability of machine learning generated controls, we project the obtained ``blackbox controls'' on the space usually spanned by the closed-form solution of the stylized optimal trading problem, leading to a transparent structure. For more realistic loss functions that have no closed-form solution, we show that the average distance between the generated controls and their explainable version remains small. This opens the door to the acceptance of ML-generated controls by financial regulators.
 

The study of non-local games has involved fruitful interactions between operator algebra theory and quantum physics, with a starting point the link between the Connes Embedding Problem and the Tsirelson Problem, uncovered by Junge et al (2011) and Ozawa (2013). Particular instances of non-local games, such as binary constraint system games and synchronous games, have played an important role in the pursuit of the resolution of these problems. In this talk, I will summarise part of the operator algebraic toolkit that has proved useful in the study of non-local games and of their perfect strategies, highlighting the role C*-algebras and operator systems play in their mathematical understanding.

This week Professor Dominic Vella will talk about wrinkling  

In this talk I will provide an overview of recent work on the wrinkling of thin elastic objects. In particular, the focus of the talk will be on answering questions that arise in recent applications that seek not to avoid, but rather, exploit wrinkling. Such applications usually take place far beyond the threshold of instability and so key themes will be the limitations of “standard” instability analysis, as well as what analysis should be performed instead. I will discuss the essential ingredients of this ‘Far-from-Threshold’ analysis, as well as outlining some open questions.  

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I introduce a recently developed variational approach for hyperbolic PDE's. The method allows to show the existence of weak solutions to fluid-structure interactions where a visco-elastic bulk solid is interacting with an incompressible fluid governed by the unsteady Navier Stokes equations. This is a joint work with M. Kampschulte and B. Benesova.

Forcing axioms state that the universe inherits certain properties of generic extensions for a given class of forcings. They are usually formulated via the existence of filters, but several alternative characterisations are known. For instance, Bagaria (2000) characterised some forcing axioms via generic absoluteness for objects of size $\omega_1$. In a related new approach, we consider principles stating the existence of filters that induce correct evaluations of sufficiently simple names in prescribed ways. For example, for the properties ‘nonempty’ or ‘unbounded in $\omega_1$’, consider the principle: whenever this property is forced for a given sufficiently simple name, then there exists a filter inducing an evaluation with the same property. This class of principles turns out to be surprisingly general: we will see how to characterise most known forcing axioms, but also some combinatorial principles that are not known to be equivalent to forcing axioms. This is recent joint work in progress with Christopher Turner.

I will discuss joint work with Eero Saksman (Helsinki) describing the statistical behavior of the Riemann zeta function on the critical line in terms of complex Gaussian multiplicative chaos. Time permitting, I will also discuss connections to random matrix theory as well as some recent joint work with Saksman and Adam Harper (Warwick) relating powers of the absolute value of the zeta function to real multiplicative chaos.

TBA

Abstract: The calibration problem for local stochastic volatility models leads to two-dimensional stochastic differential equations of McKean-Vlasov type. In these equations, the conditional distribution of the second component of the solution given the first enters the equation for the first component of the solution. While such equations enjoy frequent application in the financial industry, their mathematical analysis poses a major challenge. I will explain how to prove the strong existence of stationary solutions for these equations, as well as the strong uniqueness in an important special case. Based on joint work with Daniel Lacker and Jiacheng Zhang.  
 

In this talk I will present results from an ongoing joint research  program with Konrad Waldorf. Its main goal is to understand the  relation between gerbes on a manifold M and open-closed smooth field  theories on M. Gerbes can be viewed as categorified line bundles, and  we will see how gerbes with connections on M and their sections give  rise to smooth open-closed field theories on M. If time permits, we  will see that the field theories arising in this way have several characteristic properties, such as invariance under thin homotopies,  and that they carry positive reflection structures. From a physical  perspective, ourconstruction formalises the WZW amplitude as part of  a smooth bordism-type field theory.

I will describe an ongoing research project which aims to encode the DT invariants of a CY3 triangulated category in a geometric structure on its space of stability conditions. More specifically we expect to find a complex hyperkahler structure on the total space of the tangent bundle. These ideas are closely related to the work of Gaiotto, Moore and Neitzke from a decade ago. The main analytic input is a class of Riemann-Hilbert problems involving maps from the complex plane to an algebraic torus with prescribed discontinuities along a collection of rays.