Thu, 04 Jun 2020

16:00 - 16:45
Virtual

Expanders and generalisations

Ana Khurkho
(University of Cambridge)
Further Information

Part of the UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home 

Abstract

After recalling some motivation for studying highly-connected graphs in the context of operator algebras and large-scale geometry, we will introduce the notion of "asymptotic expansion" recently defined by Li, Nowak, Spakula and Zhang. We will explore some applications of this definition, hopefully culminating in joint work with Li, Vigolo and Zhang.

Thu, 04 Jun 2020

16:00 - 16:45

OCIAM learns...about modelling ice sheets

Professor Ian Hewitt
(Mathematical Institute)
Further Information

A new bi-weekly seminar series, 'OCIAM learns ..."

Internal speakers give a general introduction to a topic on which they are experts.

Abstract

Abstract

This talk will provide an overview of mathematical modelling applied to the behaviour of ice sheets and their role in the climate system.  I’ll provide some motivation and background, describe simple approaches to modelling the evolution of the ice sheets as a fluid-flow problem, and discuss some particular aspects of the problem that are active areas of current research.  The talk will involve a variety of interesting continuum-mechanical models and approximations that have analogues in other areas of applied mathematics.


You can join the meeting by clicking on the link below.
Join Zoom Meeting
https://zoom.us/j/91733296449?pwd=c29vMDluR0RCRHJia2JEcW1LUVZjUT09
Meeting ID: 917 3329 6449
Password: 329856

Thu, 04 Jun 2020
14:00
Virtual

A Mathematical Perspective of Machine Learning

Weinan E
(Princeton University)
Abstract

The heart of modern machine learning (ML) is the approximation of high dimensional functions. Traditional approaches, such as approximation by piecewise polynomials, wavelets, or other linear combinations of fixed basis functions, suffer from the curse of dimensionality (CoD). We will present a mathematical perspective of ML, focusing on the issue of CoD. We will discuss three major issues: approximation theory and error analysis of modern ML models, dynamics and qualitative behavior of gradient descent algorithms, and ML from a continuous viewpoint. We will see that at the continuous level, ML can be formulated as a series of reasonably nice variational and PDE-like problems. Modern ML models/algorithms, such as the random feature and two-layer and residual neural network models, can all be viewed as special discretizations of such continuous problems. We will also present a framework that is suited for analyzing ML models and algorithms in high dimension, and present results that are free of CoD. Finally, we will discuss the fundamental reasons that are responsible for the success of modern ML, as well as the subtleties and mysteries that still remain to be understood.

Thu, 04 Jun 2020

14:00 - 15:00

Do Galerkin methods converge for the classical 2nd kind boundary integral equations in polyhedra and Lipschitz domains?

Simon Chandler-Wilde
(Reading University)
Abstract

The boundary integral equation method is a popular method for solving elliptic PDEs with constant coefficients, and systems of such PDEs, in bounded and unbounded domains. An attraction of the method is that it reduces solution of the PDE in the domain to solution of a boundary integral equation on the boundary of the domain, reducing the dimensionality of the problem. Second kind integral equations, featuring the double-layer potential operator, have a long history in analysis and numerical analysis. They provided, through C. Neumann, the first existence proof to the Laplace Dirichlet problem in 3D, have been an important analysis tool for PDEs through the 20th century, and are popular computationally because of their excellent conditioning and convergence properties for large classes of domains. A standard numerical method, in particular for boundary integral equations, is the Galerkin method, and the standard convergence analysis starts with a proof that the relevant operator is coercive, or a compact perturbation of a coercive operator, in the relevant function space. A long-standing open problem is whether this property holds for classical second kind boundary integral equations on general non-smooth domains. In this talk we give an overview of the various concepts and methods involved, reformulating the problem as a question about numerical ranges. We solve this open problem through counterexamples, presenting examples of 2D Lipschitz domains and 3D Lipschitz polyhedra for which coercivity does not hold. This is joint work with Prof Euan Spence, Bath.

 

[To be added to our seminars mailing list, or to receive a Zoom invitation for a particular seminar, please contact @email.]

Wed, 03 Jun 2020
10:00
Virtual

An Introduction to Fusion Categories

Thibault Decoppet
(Oxford University)
Abstract

Motivation for the study of fusion categories is twofold: Fusion categories arise in wide array of mathematical subjects, and provide the necessary input for some fascinating topological constructions. We will carefully define what fusion categories are, and give representation theoretic examples. Then, we will explain how fusion categories are inherently finite combinatorial objects. We proceed to construct an example that does not come from group theory. Time permitting, we will go some way towards introducing so-called modular tensor categories.

 

Tue, 02 Jun 2020
15:30
Virtual

Scaling exponents of step-reinforced random walks

Jean Bertoin
(University of Zurich)
Further Information

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

Abstract

Let $X_1, \ldots$ be i.i.d. copies of some real random variable $X$. For any $\varepsilon_2, \varepsilon_3, \ldots$ in $\{0,1\}$, a basic algorithm introduced by H.A. Simon yields a reinforced sequence $\hat{X}_1, \hat{X}_2, \ldots$ as follows. If $\varepsilon_n=0$, then $\hat{X}_n$ is a uniform random sample from $\hat{X}_1, …, \hat{X}_{n-1}$; otherwise $\hat{X}_n$ is a new independent copy of $X$. The purpose of this talk is to compare the scaling exponent of the usual random walk $S(n)=X_1 +\ldots + X_n$ with that of its step reinforced version $\hat{S}(n)=\hat{X}_1+\ldots + \hat{X}_n$. Depending on the tail of $X$ and on asymptotic behavior of the sequence $\varepsilon_j$, we show that step reinforcement may speed up the walk, or at the contrary slow it down, or also does not affect the scaling exponent at all. Our motivation partly stems from the study of random walks with memory, notably the so-called elephant random walk and its variations.

Tue, 02 Jun 2020

15:30 - 16:30

The Fyodorov-Hiary-Keating conjecture

Paul Bourgade
(New York University)
Abstract

Fyodorov-Hiary-Keating established a series of conjectures concerning the large values of the Riemann zeta function in a random short interval. After reviewing the origins of these predictions through the random matrix analogy, I will explain recent work with Louis-Pierre Arguin and Maksym Radziwill, which proves a strong form of the upper bound for the maximum.

Tue, 02 Jun 2020
14:00
Virtual

An entropy proof of the Erdős-Kleitman-Rothschild theorem.

Wojciech Samotij
(Tel Aviv)
Further Information

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

Abstract

We say that a graph $G$ is $H$-free if $G$ does not contain $H$ as a (not necessarily induced) subgraph. For a positive integer $n$, denote by $\text{ex}(n,H)$ the largest number of edges in an $H$-free graph with $n$ vertices (the Turán number of $H$). The classical theorem of Erdős, Kleitman, and Rothschild states that, for every $r\geq3$, there are $2^{\text{ex}(n,H)+o(n2)}$ many $K_r$-free graphs with vertex set $\{1,…, n\}$. There exist (at least) three different derivations of this estimate in the literature: an inductive argument based on the Kővári-Sós-Turán theorem (and its generalisation to hypergraphs due to Erdős), a proof based on Szemerédi's regularity lemma, and an argument based on the hypergraph container theorems. In this talk, we present yet another proof of this bound that exploits connections between entropy and independence. This argument is an adaptation of a method developed in a joint work with Gady Kozma, Tom Meyerovitch, and Ron Peled that studied random metric spaces.

Mon, 01 Jun 2020

16:00 - 17:00

A martingale approach for fractional Brownian motions and related path dependent PDEs

Frederi Viens
(Michigan State University)
Abstract


We study dynamic backward problems, with the computation of conditional expectations as a special objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a typical example. Such processes are neither Markov processes nor semimartingales, and most notably, they feature a certain time inconsistency which makes any direct application of Markovian ideas, such as flow properties, impossible without passing to a path-dependent framework. Our main result is a functional Itô formula, extending the Functional Ito calculus to our more general framework. In particular, unlike in the Functional Ito calculus, where one needs only to consider stopped paths, here we need to concatenate the observed path up to the current time with a certain smooth observable curve derived from the distribution of the future paths.  We then derive the path dependent PDEs for the backward problems. Finally, an application to option pricing and hedging in a financial market with rough volatility is presented.

Joint work with JianFeng Zhang (USC).

Mon, 01 Jun 2020
15:45
Virtual

Trying to understand mapping class groups of algebraic surfaces from the Thurstonian point of view

Benson Farb
(University of Chicago)
Abstract

In some ways the theory of mapping class groups of 4-manifolds is in 2020 at the same place where the theory of mapping class groups of 2-manifolds was in 1973, before Thurston changed everything.  In this talk I will describe some first steps in an ongoing joint project with Eduard Looijenga where we are trying to understand mapping class groups of certain algebraic surfaces (e.g. rational elliptic surfaces, and also K3 surfaces) from the Thurstonian point of view.

Mon, 01 Jun 2020
14:15
Virtual

Homological mirror symmetry for log Calabi-Yau surfaces

Ailsa Keating
(Cambridge)
Abstract

Given a log Calabi-Yau surface Y with maximal boundary D, I'll explain how to construct a mirror Landau-Ginzburg model, and sketch a proof of homological mirror symmetry for these pairs when (Y,D) is distinguished within its deformation class (this is mirror to an exact manifold). I'll explain how to relate this to the total space of the SYZ fibration predicted by Gross--Hacking--Keel, and, time permitting, explain ties with earlier work of Auroux--Katzarkov--Orlov and Abouzaid. Joint work with Paul Hacking.

Fri, 29 May 2020

15:00 - 16:00
Virtual

Persistent Homology with Random Graph Laplacians

Tadas Temcinas
(University of Oxford)
Abstract


Eigenvalue-eigenvector pairs of combinatorial graph Laplacians are extensively used in graph theory and network analysis. It is well known that the spectrum of the Laplacian L of a given graph G encodes aspects of the geometry of G  - the multiplicity of the eigenvalue 0 counts the number of connected components while the second smallest eigenvalue (called the Fiedler eigenvalue) quantifies the well-connectedness of G . In network analysis, one uses Laplacian eigenvectors associated with small eigenvalues to perform spectral clustering. In graph signal processing, graph Fourier transforms are defined in terms of an orthonormal eigenbasis of L. Eigenvectors of L also play a central role in graph neural networks.

Motivated by this we study eigenvalue-eigenvector pairs of Laplacians of random graphs and their potential use in TDA. I will present simulation results on what persistent homology barcodes of Bernoulli random graphs G(n, p) look like when we use Laplacian eigenvectors as filter functions. Also, I will discuss the conjectures made from the simulations as well as the challenges that arise when trying to prove them. This is work in progress.
 

Fri, 29 May 2020

11:45 - 13:15
Virtual

InFoMM CDT Group Meeting

Rodrigo Leal Cervantes, Isabelle Scott, Matthew Shirley, Meredith Ellis
(Mathematical Institute)
Further Information

The Group Meeting will be held virtually unless the Covid 19 lockdown is over in which case the location will be L3. 

Thu, 28 May 2020

16:00 - 16:45

OCIAM learns ... about the many facets of community detection on networks 

Professor Renaud Lambiotte
(Mathematical Institute)
Further Information

A new bi-weekly seminar series, 'OCIAM learns...."

Internal speakers give a general introduction to a topic on which they are experts.

Abstract

The many facets of community detection on networks 

Community detection, the decomposition of a graph into essential building blocks, has been a core research topic in network science over the past years. Since a precise notion of what consti- tutes a community has remained evasive, community detection algorithms have often been com- pared on benchmark graphs with a particular form of assortative community structure and classified based on the mathematical techniques they employ. However, this comparison can be misleading because apparent similarities in their mathematical machinery can disguise different goals and rea- sons for why we want to employ community detection in the first place. Here we provide a focused review of these different motivations that underpin community detection. This problem-driven classification is useful in applied network science, where it is important to select an appropriate algorithm for the given purpose. Moreover, highlighting the different facets of community detection also delineates the many lines of research and points out open directions and avenues for future research.

Thu, 28 May 2020

16:00 - 17:00

Robust uncertainty sensitivity quantification

Johannes Wiesel
((Oxford University))
Abstract

 

We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls around the postulated model. We provide explicit formulae for the first order correction to both the value function and the optimizer and further extend our results to optimization under linear constraints.  We present applications to statistics, machine learning, mathematical finance and uncertainty quantification. In particular, we prove that LASSO leads to parameter shrinkage, propose measures to quantify robustness of neural networks to adversarial examples and compute sensitivities of optimised certainty equivalents in finance. We also propose extensions of this framework to a multiperiod setting. This talk is based on joint work with Daniel Bartl, Samuel Drapeau and Jan Obloj.

Thu, 28 May 2020
15:00
Virtual

Boundary regularity of area-minimizing currents: a linear model with analytic interface

Zihui Zhao
(University of Chicago)
Abstract

Given a curve , what is the surface  that has smallest area among all surfaces spanning ? This classical problem and its generalizations are called Plateau's problem. In this talk we consider area minimizers among the class of integral currents, or roughly speaking, orientable manifolds. Since the 1960s a lot of work has been done by De Giorgi, Almgren, et al to study the interior regularity of these minimizers. Much less is known about the boundary regularity, in the case of codimension greater than 1. I will speak about some recent progress in this direction.

Thu, 28 May 2020

14:00 - 15:00

Robust preconditioners for non-Newtonian fluids and magnetohydrodynamics

Patrick Farrell
(Oxford University)
Abstract

We discuss two recent extensions of work on Reynolds-robust preconditioners for the Navier-Stokes equations, to non-Newtonian fluids and to the equations of magnetohydrodynamics.  We model non-Newtonian fluids by means of an implicit constitutive relation between stress and strain. This framework is broadly applicable and allows for proofs of convergence under quite general assumptions. Since the stress cannot in general be solved for in terms of the strain, a three-field stress-velocity-pressure formulation is adopted. By combining the augmented Lagrangian approach with a kernel-capturing space decomposition, we derive a preconditioner that is observed to be robust to variations in rheological parameters in both two and three dimensions.  In the case of magnetohydrodynamics, we consider the stationary incompressible resistive Newtonian equations, and solve a four-field formulation for the velocity, pressure, magnetic field and electric field. A structure-preserving discretisation is employed that enforces both div(u) = 0 and div(B) = 0 pointwise. The basic idea of the solver is to split the fluid and electromagnetic parts and to employ our existing Navier-Stokes solver in the Schur complement. We present results in two dimensions that exhibit robustness with respect to both the fluids and magnetic Reynolds numbers, and describe ongoing work to extend the solver to three dimensions.

[To be added to our seminars mailing list, or to receive a Zoom invitation for a particular seminar, please contact @email.]

Thu, 28 May 2020
11:30

Weak canonical bases in NSOP1 theories.

Byunghan Kim
(Yonsei)
Abstract

Recently in a joint work with J. Dobrowolski and N. Ramsey it is shown that in any NSOP1 theory with existence,
Kim-independence satisfies all the basic axioms over sets (except base monotonicity) that hold in simple theories with forking-independence. This is an extension of the earlier work by I. Kaplan and N. Ramsey that such hold over models in any NSOP1 theory. All simple theories; unbounded PAC fields; vector spaces over ACF with bilinear maps; the model companion of the empty theory in any language are typical NSOP1 examples.

   An important issue now is to know the existence of canonical bases. In stable and simple theories well-behaving notion of canonical bases for types over models exists, which is used in almost all the advanced studies. But there are a couple of crucial obstacles in finding canonical bases in NSOP1 theories. In this talk I will report a partial success/limit of the project. Namely, a type of a certain Morley sequence over a model has the weak canonical base. In my talk I will try to explain all the related notions.