14:30
Computing Stieltjes and log transforms of functions with algebraic endpoint singularities
14:00
Circulant based preconditioners for the solution of time-dependent problems
14:15
Maths societies: what are they for?
Abstract
What are the national maths societies for? What can they do for us? What can we do for them?
Featuring representatives from the Institute of Mathematics and its Applications, the London Mathematical Society, the OR Society, and the Royal Statistical Society.
From 'omics data to landscapes: dimensionality reduction and clustering through geometric graphs
Deep Learning for Modeling Financial Data
Abstract
The de Rham algebra
Abstract
This talk will describe the basic properties of the de Rham algebra, which is a generalisation of the de Rham algebra over smooth schemes, which was introduced by L. Illusie in his monograph 'Complexe cotangent et déformations'.
10:00
Mathematical models of genome replication
Abstract
We aim to determine how cells faithfully complete genome replication. Accurate and complete genome replication is essential for all life. A single DNA replication error in a single cell division can give rise to a genomic disorder. However, almost all experimental data are ensemble; collected from millions of cells. We used a combination of high-resolution, genomic-wide DNA replication data, mathematical modelling and single cell experiments to demonstrate that ensemble data mask the significant heterogeneity present within a cell population; see [1-4]. Therefore, the pattern of replication origin usage and dynamics of genome replication in individual cells remains largely unknown. We are now developing cutting-edge single molecule methods and allied mathematical models to determine the dynamics of genome replication at the DNA sequence level in normal and perturbed human cells.
[1] de Moura et al., 2010, Nucleic Acids Research, 38: 5623-5633
[2] Retkute et al, 2011, PRL, 107:068103
[3] Retkute et al, 2012, PRE, 86:031916
[4] Hawkins et al., 2013, Cell Reports, 5:1132-41
17:30
Topological dynamics of automorphism groups and the Hrushovski constructions
Abstract
I will consider automorphism groups of countable structures acting continuously on compact spaces: the viewpoint of topological dynamics. A beautiful paper of Kechris, Pestov and Todorcevic makes a connection between this and the ‘structural Ramsey theory’ of Nesetril, Rodl and others in finite combinatorics. I will describe some results and questions in the area and say how the Hrushovski predimension constructions provide answers to some of these questions (but then raise more questions). This is joint work with Hubicka and Nesetril.
Cohomogeneity one Ricci solitons
Abstract
Abstract: Ricci solitons are genralizations of Einstein metrics which have become subject of much interest over the last decade. In this talk I will give a basic introduction to these metrics and discuss how to reformulate the Ricci soliton equation as a Hamiltonian system assuming some symmetry conditions. Using this approach we will construct explicit solutions to the soliton equation for manifolds of dimension 5.
16:00
Sub-convexity in certain Diophantine problems via the circle method
Abstract
The sub-convexity barrier traditionally prevents one from applying the Hardy-Littlewood (circle) method to Diophantine problems in which the number of variables is smaller than twice the inherent total degree. Thus, for a homogeneous polynomial in a number of variables bounded above by twice its degree, useful estimates for the associated exponential sum can be expected to be no better than the square-root of the associated reservoir of variables. In consequence, the error term in any application of the circle method to such a problem cannot be expected to be smaller than the anticipated main term, and one fails to deliver an asymptotic formula. There are perishingly few examples in which this sub-convexity barrier has been circumvented, and even fewer having associated degree exceeding two. In this talk we review old and more recent progress, and exhibit a new class of examples of Diophantine problems associated with, though definitely not, of translation-invariant type.
Dividends, capital injections and discrete observation effects in risk theory
Abstract
In the context of surplus models of insurance risk theory,
some rather surprising and simple identities are presented. This
includes an
identity relating level crossing probabilities of continuous-time models
under (randomized) discrete and continuous observations, as well as
reflection identities relating dividend payments and capital injections.
Applications as well as extensions to more general underlying processes are
discussed.
IAM Group Meeting
Abstract
A Simple Generative Model of Collective Online Behavior (Mason Porter)
Human activities increasingly take place in online environments, providing novel opportunities for relating individual behaviors to population-level outcomes. In this paper, we introduce a simple generative model for the collective behavior of millions of social networking site users who are deciding between different software applications. Our model incorporates two distinct mechanisms: one is associated with recent decisions of users, and the other reflects the cumulative popularity of each application. Importantly, although various combinations of the two mechanisms yield long-time behav- ior that is consistent with data, the only models that reproduce the observed temporal dynamics are those that strongly emphasize the recent popularity of applications over their cumulative popularity.
This demonstrates --- even when using purely observational data with- out experimental design --- that temporal data-driven modeling can effectively distinguish between competing microscopic mechanisms, allowing us to uncover previously unidentified aspects of collective online behavior.
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Bubbles, Turing machines, and possible routes to Navier-Stokes blow-up (Robert van Gorder)
Navier-Stokes existence and regularity in three spatial dimensions for an incompressible fluid... is hard. Indeed, while the original equations date back to the 1840's, existence and regularity remains an open problem and is one of the six remaining Millennium Prize Problems in mathematics that were stated by the Clay Mathematics Institute in 2000. Despite the difficulty, a resolution to this problem may say little about real-world fluids, as many real fluid problems do not seem to blow-up, anyway.
In this talk, we shall briefly outline the mathematical problem, although our focus shall be on the negative direction; in particular, we focus on the possibility of blow-up solutions. We show that many existing blow-up solutions require infinite energy initially, which is unreasonable. Therefore, obtaining a blow-up solution that starts out with nice properties such as bounded energy on three dimensional Euclidean space is rather challenging. However, if we modify the problem, there are some results. We survey recent results on averaged Navier-Stokes equations and compressible Navier-Stokes equations, and this will take us anywhere from bubbles to fluid Turing machines. We discuss how such results might give insight into the loss of regularity in the incompressible case (or, insight into how hard it might be to loose regularity of solutions when starting with finite energy in the incompressible case), before philosophizing about whether mathematical blow-up solutions could ever be physically relevant.
Meanderings through the modelling and simulation of buoyancy-driven flows
Crystal, PBW, and canonical bases for quantized enveloping algebras
Abstract
Let U be the quantized enveloping algebra coming from a semi-simple finite dimensional complex Lie algebra. Lusztig has defined a canonical basis B for the minus part of U- of U. It has the remarkable property that one gets a basis of each highest-weight irreducible U-module V, with highest weight vector v, as the set of all bv which are not 0, as b varies in B. It is not known how to give the elements b explicitly, although there are algorithms.
For each reduced expression of the longest word in the Weyl group, Lusztig has defined a PBW basis P of U-, and for each b in B there is a unique p(b) in P such that b = p(b) + a linear combination of p' in P where the coefficients are in qZ[q]. This is much easier in the simply laced case. I show that the set of p(b)v, where b varies in B and bv is not 0, is a basis of V, and I can explicitly exhibit this basis in type A, and to some extent in types B, C, D.
It is known that B and P are crystal bases in the sense of Kashiwara. I will define Kashiwara operators, and briefly describe Kashiwara's approach to canonical bases, which he calls global bases. I show how one can calculate the Kashiwara operators acting on P, in types A, B, C, D, using tableaux of Kashiwara-Nakashima.
Simplicial Boundary of CAT(0) Cube Complexes
Abstract
The simplicial boundary is another way to study the boundary of CAT(0) cube complexes. I will define this boundary introducing the relevant terminology from CAT(0) cube complexes along the way. There will be many examples and many pictures, hopefully to help understanding but also to improve my (not so great) drawing skills.
16:00
A counterexample concerning regularity properties for systems of conservation laws
Abstract
15:00
Breaking Symmetric Cryptosystems using Quantum Period Finding
Abstract
Due to Shor's algorithm, quantum computers are a severe threat for public key cryptography. This motivated the cryptographic community to search for quantum-safe solutions. On the other hand, the impact of quantum computing on secret key cryptography is much less understood. In this paper, we consider attacks where an adversary can query an oracle implementing a cryptographic primitive in a quantum superposition of different states. This model gives a lot of power to the adversary, but recent results show that it is nonetheless possible to build secure cryptosystems in it.
We study applications of a quantum procedure called Simon's algorithm (the simplest quantum period finding algorithm) in order to attack symmetric cryptosystems in this model. Following previous works in this direction, we show that several classical attacks based on finding collisions can be dramatically sped up using Simon's algorithm: finding a collision requires Ω(2n/2) queries in the classical setting, but when collisions happen with some hidden periodicity, they can be found with only O(n) queries in the quantum model.
We obtain attacks with very strong implications. First, we show that the most widely used modes of operation for authentication and authenticated encryption (e.g. CBC-MAC, PMAC, GMAC, GCM, and OCB) are completely broken in this security model. Our attacks are also applicable to many CAESAR candidates: CLOC, AEZ, COPA, OTR, POET, OMD, and Minalpher. This is quite surprising compared to the situation with encryption modes: Anand et al. show that standard modes are secure when using a quantum-secure PRF.
Second, we show that slide attacks can also be sped up using Simon's algorithm. This is the first exponential speed up of a classical symmetric cryptanalysis technique in the quantum model.
14:30
Thurston and Alexander norms, and the Bieri-Neumann-Strebel invariants for free-by-cyclic groups
Abstract
We will introduce the Thurston norm in the setting of 3-manifold groups, and show how the techniques coming from L2-homology allow us to extend its definition to the setting of free-by-cyclic groups.
We will also look at the relationship between this Thurston norm and the Alexander norm, and the BNS invariants, in particular focusing on the case of ascending HNN extensions of the 2-generated free group.
14:00
T-duality and the condensed matter bulk-boundary correspondence
Abstract
This talk will start with a brief historical review of the classification of solids by their symmetries, and the more recent K-theoretic periodic table of Kitaev. It will then consider some mathematical questions this raises, in particular about the behaviour of electrons on the boundary of materials and in the bulk. Two rather different models will be described, which turn out to be related by T-duality. Relevant ideas from noncommutative geometry will be explained where needed.
On the null string origin of the ambitwistor strings
Abstract
The CHY formulae are a set of remarkable formulae describing the scattering amplitudes of a variety of massless theories, as certain worldsheet integrals, localized on the solutions to certain polynomial equations (scattering equations). These formulae arise from a new class of holomorphic strings called Ambitwistor strings that encode exactly the dynamics of the supergravity (Yang-Mills) modes of string theory. Despite some recent progress by W. Siegel and collaborators, it remains as an open question as to what extent this theory was connected to the full string theory. The most mysterious point being certainly that the localization equations of the ambitwistor string also appear in the zero tension limit of string theory (alpha’ to infinity), which is the opposite limit than the supergravity one (alpha’ to zero). In this talk, I’ll report on some work in progress with E. Casali (Math. Inst. Oxford) and argue that the ambitwistor string is actually a tensionless string. Using some forgotten results on the quantization of these objects, we explain that the quantization of tensionless strings is ambiguous, and can lead either to a higher spin theory, or to the ambitwistor string, hence solving the previously mentioned paradox. In passing, we see that the degenerations of the tensile worldsheet that lead to tensionless strings make connection with Galilean Conformal Algebras and the (3d) BMS algebra.
16:00
Rediscovering Ada Lovelace's Mathematics
Abstract
Part of the series 'What do historians of mathematics do?'
Ada Lovelace (1815-1852) is famous as "the first programmer" for her prescient writings about Charles Babbage's unbuilt mechanical computer, the Analytical Engine. Biographers have focused on her tragically short life and her supposed poetic approach – one even dismissed her mathematics as "hieroglyphics". This talk will focus on how she learned the mathematics she needed to write the paper – a correspondence course she took with Augustus De Morgan – which is available in the Bodleian Library. I'll also reflect more broadly on things I’ve learned as a newcomer to the history of mathematics.
Cutpoints of CAT(0) groups
Abstract
It is known that if the boundary of a 1-ended
hyperbolic group G has a local cut point then G splits over a 2-ended group. We prove a similar theorem for CAT(0)
groups, namely that if a finite set of points separates the boundary of a 1-ended CAT(0) group G
then G splits over a 2-ended group. Along the way we prove two results of independent interest: we show that continua separated
by finite sets of points admit a tree-like decomposition and we show a splitting theorem for nesting actions on R-trees.
This is joint work with Eric Swenson.
Conformal invariance of correlations in the planar Ising model.
Abstract
The planar Ising model is one of the simplest and most studied models in Statistical Mechanics. On one hand, it has a rich and interesting phase transition behaviour. On the other hand, it is "solvable" enough to allow for many rigorous and exact results. This, in particular, makes it one of the prime examples in Conformal Field Theory (CFT). In this talk, I will review my joint work with C. Hongler and D. Chelkak on the scaling limits of correlations in the planar Ising model at criticality. We prove that these limits exist, are conformally covariant and given by explicit formulae consistent with the CFT predictions. This may be viewed as a step towards a rigorous understanding of CFT in the case of the Ising model.TBC
14:15
Poncelet's theorem and Painleve VI
Abstract
In 1995 N. Hitchin constructed explicit algebraic solutions to the Painlevé VI (1/8,-1/8,1/8,3/8) equation starting with any Poncelet trajectory, that is a closed billiard trajectory inscribed in a conic and circumscribed about another conic. In this talk I will show that Hitchin's construction is the Okamoto transformation between Picard's solution and the general solution of the Painlevé VI (1/8,-1/8,1/8,3/8) equation. Moreover, this Okamoto transformation can be written in terms of an Abelian differential of the third kind on the associated elliptic curve, which allows to write down solutions to the corresponding Schlesinger system in terms of this differential as well. This is a joint work with V. Dragovic.
Einstein relation and steady states for the random conductance model
Abstract
We consider the random conductance model: random walk among iid, uniformly elliptic conductnace on the d-dimensional lattice. We state,and explain, the Einstein relation for this model:It says that the derivative of the velocity of a biased walk as a function of the bias equals the diffusivity in equilibrium. For fixed bias, we show that there is an invariant measure for the environment seen from the particle.These invariant measures are often called steady states.
The Einstein relation follows, at least for dimensions three and larger, from an expansion of the steady states as a function of the bias.
The talk is gase on joint work with Jan Nagel and Xiaoqin Guo
Marginal deformations of N=1 SCFT's and generalised geometry
Abstract
Generalised Geometry is a very powerful tool to study gravity duals of strongly coupled gauge theories. In this talk I will discuss how Exceptional Geometry can be used to study marginal deformations of N=1 SCFT's in 4 and 3 dimensions.
North meets South Colloquium
Abstract
Cluster algebras: from finite to infinite -- Sira Gratz

Abstract: Cluster algebras were introduced by Fomin and Zelevinsky at the beginning of this millennium. Despite their relatively young age, strong connections to various fields of mathematics - pure and applied - have been established; they show up in topics as diverse as the representation theory of algebras, Teichmüller theory, Poisson geometry, string theory, and partial differential equations describing shallow water waves. In this talk, following a short introduction to cluster algebras, we will explore their generalisation to infinite rank.
Modelling the effects of data streams using rough paths theory -- Hao Ni

Abstract: In this talk, we bring the theory of rough paths to the study of non-parametric statistics on streamed data and particularly to the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a path or a stream. We explain how a certain graded feature set of a stream, known in the rough path literature as the signature of the path, has a universality that allows one to characterise the functional relationship summarising the conditional distribution of the dependent response. At the same time this feature set allows explicit computational approaches through linear regression. We give several examples to show how this low dimensional statistic can be effective to predict the effects of a data stream.
14:15
Effective boundary conditions (EBC) for semi-open dispersive systems: Leaky rigid lid on the atmosphere
Abstract
Much of our understanding of the tropospheric dynamics relies on the concept of discrete internal modes. However, discrete modes are the signature of a finite system, while the atmosphere should be modeled as infinite and "is characterized by a single isolated eigenmode and a continuous spectrum" (Lindzen, JAS 2003). Is it then unphysical to use discrete modes? To resolve this issue we obtain an approximate radiation condition at the tropopause --- this yields an EBC. We then use this EBC to compute a new set of vertical modes: the leaky rigid lid modes. These modes decay, with decay time-scales for the first few modes ranging from an hour to a week. This suggests that the rate of energy loss through upwards propagating waves may be an important factor in setting the time scale for some atmospheric phenomena. The modes are not orthogonal, but they are complete, with a simple way to project initial conditions onto them.
The EBC formulation requires an extension of the dispersive wave theory. There it is shown that sinusoidal waves carry energy with the group speed c_g = d omega / dk, where both the frequency omega and wavenumber k are real. However, when there are losses, complex k's and omega's arise, and a more general theory is required. I will briefly comment on this theory, and on how the Laplace Transform can be used to implement generic EBC.
Alignment-free sequence and network comparison
Talks by Phd Students
Abstract
Wei Title: Adaptive timestep Methods for non-globally Lipschitz SDEs
Wei Abstract: Explicit Euler and Milstein methods are two common ways to simulate the numerical solutions of
SDEs for its computability and implementability, but they require global Lipschitz continuity on both
drift and diffusion coefficients. By assuming the boundedness of the p-th moments of exact solution
and numerical solution, strong convergence of the Euler-type schemes for locally Lipschitz drift has been
proved in [HMS02], including the implicit Euler method and the semi-implicit Euler method. However,
except for some special cases, implicit-type Euler method requires additional computational cost, which
is very inefficient in practice. Explicit Euler method then is shown to be divergent in [HJK11] for non-
Lipschitz drift. Explicit tamed Euler method proposed in [HJK + 12], shows the strong convergence for the
one-sided Lipschitz condition with at most polynomial growth and it is also extended to tamed Milstein
method in [WG13]. In this paper, we propose a new adaptive timestep Euler method, which shows the
strong convergence under locally Lipschitz drift and gains the standard convergence order under one-sided
Lipschitz condition with at most polynomial growth. Numerical experiments also demonstrate a better
performance of our scheme, especially for large initial value and high dimensions, by comparing the mean
square error with respect to the runtime. In addition, we extend this adaptive scheme to Milstein method
and get a higher order strong convergence with commutative noise.
Alexander Title: Functionally-generated portfolios and optimal transport
Alexander Abstract: I will showcase some ongoing research, in which I try to make links between the class of functionally-generated portfolios from Stochastic Portfolio Theory, and certain optimal transport problems.
InFoMM CDT Group Meeting - Introduction to Research (includes complementary lunch)
Universal thickening of C_p
Abstract
This is the 4th talk of the study group on Beilinson's approach to p-adic Hodge theory, following the notes of Szamuley and Zabradi.
I shall finish the computation of the module of differentials of the ring of integers of the algebraic closure of Q_p and describe a universal thickening of C_p.
I shall also quickly introduce the derived de Rham algebra. Kevin McGerty will give a talk on the derived de Rham algebra in W5 or W6.
10:00
Hall Algebras and Green's theorem
Abstract
Hall algebras are a deformation of the K-group (Grothendieck group) of an abelian category, which encode some information about non-trivial extensions in the category.
A main feature of Hall algebras is that in addition to the product (which deforms the product in the K-group) there is a natural coproduct, which in certain cases makes the Hall algebra a (braided) bi-algebra. This is the content of Green's theorem and supplies the main ingredient in a construction of quantum groups.
17:30
Interpreting formulas of divisible abelian l-groups in lattices of zero sets
Abstract
An abelian l-group G is essentially a partially ordered subgroup of functions from a set to a totally ordered abelian group such
that G is closed under taking finite infima and suprema. For example, G could be the continuous semi-linear functions defined on the open
unit square, or, G could be the continuous semi-algebraic functions defined in the plane with values in (0,\infty), where the group
operation is multiplication. I will show how G, under natural geometric assumptions, can be interpreted (in a weak sense) in its lattice of
zero sets. This will then be applied to the model theory of natural divisible abelian l-groups. For example we will see that the
aforementioned examples are elementary equivalent. (Parts of the results have been announced in a preliminary report from 1987 by F. Shen
and V. Weispfenning.)
16:00
On the distribution modulo one of $\alpha p^k$
Abstract
For $k \geq 3$ we give new values of $\rho_k$ such that
$$ \| \alpha p^k + \beta \| < p^{-\rho_k} $$
has infinitely many solutions in primes whenever $\alpha$ is irrational and $\beta$ is real. The mean
value results of Bourgain, Demeter, and Guth are useful for $k \geq 6$; for all $k$, the results also
depend on bounding the number of solutions of a congruence of the form
$$ \left\| \frac{sy^k}{q} \right\| < \frac{1}{Z} \ \ (1 \leq y \leq Y < q) $$
where $q$ is a given large natural number.
Mathematical modelling of limit order books
Abstract
The limit order book is the at the core of every modern, electronic financial market. In this talk, I will present some results pertaining to their statistical properties, mathematical modelling and numerical simulation. Questions such as ergodicity, dependencies, relation betwen time scales... will be addressed and sometimes answered to. Some on-going research projects, with applications to optimal trading and market making, will be evoked.
Formulating short-range elastic interactions between dislocations in a continuum framework
Abstract
Permanent deformations of crystalline materials are known to be carried out by a large
number of atomistic line defects, i.e. dislocations. For specimens on micron scales or above, it
is more computationally tractable to investigate macroscopic material properties based on the
evolution of underlying dislocation densities. However, classical models of dislocation
continua struggle to resolve short-range elastic interactions of dislocations, which are believed
responsible for the formation of various heterogeneous dislocation substructures in crystals. In
this talk, we start with discussion on formulating the collective behaviour of a row of
dislocation dipoles, which would be considered equivalent to a dislocation-free state in
classical continuum models. It is shown that the underlying discrete dislocation dynamics can
be asymptotically captured by a set of evolution equations for dislocation densities along with
a set of equilibrium equations for variables characterising the self-sustained dislocation
substructures residing on a shorter length scale, and the strength of the dislocation
substructures is associated with the solvability conditions of their governing equilibrium
equations. Under the same strategy, a (continuum) flow stress formula for multi-slip systems
is also derived, and the formula resolves more details from the underlying dynamics than the
ubiquitously adopted Taylor-type formulae.