Past

Let ?={??}?∈ℤ be zero-mean stationary Gaussian sequence of random variables with covariance function ρ satisfying ρ(0)=1. Let φ:R→R be a function such that ?[?(?_0)2]<∞ and assume that φ has Hermite rank d≥1. The celebrated Breuer–Major theorem asserts that, if ∑|?(?)|^?<∞ then
the finite dimensional distributions of the normalized sum of ?(??) converge to those of ?? where W is
a standard Brownian motion and σ is some (explicit) constant. Surprisingly, and despite the fact this theorem has become over the years a prominent tool in a bunch of different areas, a necessary and sufficient condition implying the weak convergence in the
space ?([0,1]) of càdlàg functions endowed with the Skorohod topology is still missing. Our main goal in this paper is to fill this gap. More precisely, by using suitable boundedness properties satisfied by the generator of the Ornstein–Uhlenbeck semigroup,
we show that tightness holds under the sufficient (and almost necessary) natural condition that E[|φ(X0)|p]<∞ for some p>2.

Joint work with D Nualart
 

Just as differential equations often boundary conditions of various types, so too do quantum field theories often admit boundary theories. I will explain these notions and then discuss a theorem proved with Constantin Teleman, essentially characterizing certain 3-dimensional topological field theories which admit nonzero boundary theories. One application is to gapped systems in condensed matter physics.

I will describe the results of two projects on the construction of Calabi-Yau threefolds and certain real Lagrangian submanifolds. The first concerns the construction of a novel dataset of Calabi-Yau threefolds via an application of the Gross-Siebert algorithm to a reducible union of toric varieties obtained by degenerating anti-canonical hypersurfaces in a class of (around 1.5 million) Gorenstein toric Fano fourfolds. Many of these constructions correspond to smoothing such a hypersurface; in contrast to the famous construction of Batyrev-Borisov which exploits crepant resolutions of such hypersurfaces. A central ingredient here is the construction of a certain 'integral affine structure with singularities' on the boundary of a class of polytopes from which one can form a topological model, due to Gross, of the corresponding Calabi-Yau threefold X. In general, such topological models carry a canonical (anti-symplectic) involution i and in the second project, which is joint work with H. Argüz, we describe the fixed point locus of this involution. In particular, we prove that the map i*-1 on graded pieces of a Leray filtration of H^3(X,Z2) can be identified with the map D -> D^2, where D is an element of H^2(X',Z2) and X' is mirror-dual to X. We use this to compute the Z2 cohomology group of the fixed locus, answering a question of Castaño-Bernard--Matessi.

Over the last few years, it has become clear that working in sectors of large global charge leads to significant simplifications when studying strongly coupled CFTs. It allows us in particular to calculate the CFT data as an expansion in inverse powers of the large charge.
In this talk, I will introduce the large-charge expansion via the simple example of the O(2) model and will then apply it to a number of other systems which display a richer structure, such as non-Abelian global symmetry groups.
 

The last fifty years of dynamical systems theory have established that dynamical systems can exhibit extremely complex behavior with respect to both the system variables (chaos theory) and parameters (bifurcation theory). Such complex behavior found in theoretical work must be reconciled with the capabilities of the current technologies available for applications. For example, in the case of modelling biological phenomena, measurements may be of limited precision, parameters are rarely known exactly and nonlinearities often cannot be derived from first principles. 

The contrast between the richness of dynamical systems and the imprecise nature of available modeling tools suggests that we should not take models too seriously. Stating this a bit more formally, it suggests that extracting features which are robust over a range of parameter values is more important than an understanding of the fine structure at some particular parameter.

The goal of this talk is to present a high-level introduction/overview of computational Conley-Morse theory, a rigorous computational approach for understanding the global dynamics of complex systems.  This introduction will wander through dynamical systems theory, algebraic topology, combinatorics and end in game theory.

Abstract: Gradient descent is known to converge quickly for convex objective functions, but it can be trapped at local minimums. On the other hand, Langevin dynamic can explore the state space and find global minimums, but in order to give accurate estimates, it needs to run with small discretization step size and weak stochastic force, which in general slows down its convergence. This work shows that these two algorithms can “collaborate” through a simple exchange mechanism, in which they swap their current positions if Langevin dynamic yields a lower objective function. This idea can be seen as the singular limit of the replica-exchange technique from the sampling literature. We show that this new algorithm converges to the global minimum linearly with high probability, assuming the objective function is strongly convex in a neighbourhood of the unique global minimum. By replacing gradients with stochastic gradients, and adding a proper threshold to the exchange mechanism, our algorithm can also be used in online settings. This is joint work with Xin Tong at National University of Singapore.

Abstract: In this talk we start by introducing a simple model for interbank default contagion in the vein of the  seminal clearing frameworks of Eisenberg & Noe (2001) and Rogers & Veraart (2013). The key feature, and main novelty, consists in combining stochastic dynamics of the external assets with a simple but realistic balance sheet methodology for determining early defaults. After first developing the model for a finite number of banks, we present a natural way of passing to the mean field limit such that the original network structure (of the interbank obligations) is maintained in a meaningful way. Thus, we provide a clear connection between the more classical network-based literature on systemic risk and the recent approaches rooted in stochastic particle systems and mean field theory.

In 1997 Pimsner described how to construct two universal C*-algebras associated with an injective C*-correspondence, now known as the Toeplitz--Pimsner and Cuntz--Pimsner algebras. In this talk I will recall their construction, focusing for simplicity on the case of a finitely generated projective correspondence. I will describe the associated six-term exact sequence in K(K)-theory and explain how these can be used in practice for computational purposes. Finally, I will describe how, in the case of a self-Morita equivalence, these exact sequences can be interpreted as an operator algebraic version of the classical Gysin sequence for circle bundles.

In this talk, I will present different PDE models involving surface tension where it may be efficient to consider augmented versions.

https://arxiv.org/abs/2003.02860

The mapping class group of a surface with boundary acts freely and properly discontinuously on the fatgraph complex, which is a contractible cell complex arising from a cell decomposition of Teichmuller space. We will use this action to get a presentation of the mapping class group in terms of fat graphs, and convert this into one in terms of chord diagrams. This chord slide presentation has potential applications to computing bordered Heegaard Floer invariants for open books with disconnected binding.

This is joint with Gabe Conant. We give a structure theorem for finite subsets A of arbitrary groups G such that A has "small tripling" and "bounded VC dimension". Roughly, A will be a union of a bounded number of translates of a coset nilprogession of bounded rank and step (up to a small error).

This is joint with Gabe Conant. We give a structure theorem for finite subsets A of arbitrary groups G such that A has "small tripling" and "bounded VC dimension". Roughly, A will be a union of a bounded number of translates of a coset nilprogession of bounded rank and step (up to a small error).

In the last thirty years there was a lot of progress in understanding the asymmetric simple exclusion process (ASEP). Much less is currently known about the multi-species extension of ASEP. In the talk I will discuss the connection of such an extension to random walks on Hecke algebras and its probabilistic applications. 

I will describe some recent work with D. Kazhdan where we obtain results in algebraic geometry, inspired by questions in additive combinatorics, via analysis over finite fields. Specifically we are interested in quantitative properties of polynomial rings that are independent of the number of variables. A sample application is the following theorem : Let $V$ be a complex vector space, $P$ a high rank polynomial of degree $d$, and $X$ the null set of $P$, $X=\{v \mid P(v)=0\}$. Any function $f:X\to C$ which is polynomial of degree $d$ on lines in $X$ is the restriction of a degree $d$ polynomial on $V$.

A motivation in the development of string theory was the 'duality' flip, exchanging the s- and t-channels, which relates all the cubic Feynman graphs at each order in perturbation theory, with fixed planar structure. In string theory, we can understand this as coming from the moduli spaces of marked surfaces, with the cubic diagrams corresponding to complete triangulations. I will describe how geometric-type cluster algebras give a surprising 'linear' way to talk about the same combinatorial problem, using results from work with N Arkani-Hamed and H Thomas and G Salvatori. This gives new ways to compute cubic scalar amplitudes, and new families of integrals generalizing the Veneziano amplitude.

For a given vector field $h$ on a manifold $M$ and an initial point $x \in M$, let $t \mapsto \exp th(x)$ denote the solution to the Cauchy problem $y' = h(y)$, $y(0) = x$. Given two vector fields $f$, $g$, the flows $\exp(tf)$, $\exp(tg)$ in general are not commutative. That is, it may happen that, for some initial point $x$,

$$\exp(-tg) \circ \exp(-tf) \circ \exp(tg) \circ \exp(tf) (x) ≠ x,$$

for small times $t ≠ 0$.

         As is well-known, the Lie bracket $[f,g] := Dg \cdot f - Df \cdot g$ measures the local non-commutativity of the flows. Indeed, one has (on any coordinate chart)

$$\exp(-tg) \circ \exp(-tf) \circ \exp(tg) \circ \exp(tf) (x) - x = t^2 [f,g](x) + o(t^2)$$

         The non-commutativity of vector fields lies at the basis of many nonlinear issues, like propagation of maxima for solutions of degenerate elliptic PDEs, controllability sufficient conditions in Nonlinear Control Theory, and higher order necessary conditions for optimal controls. The fundamental results concerning commutativity (e.g. Rashevski-Chow's Theorem, also known as Hörmander's full rank condition, or Frobenius Theorem) assume that the vector fields are smooth enough for the involved iterated Lie brackets to be well defined and continuous: for instance, if the bracket $[f,[g,h]]$ is to be used, one posits $g,h \in C^2$ and $f \in C^{1..}$.

         We propose a notion of (set-valued) Lie bracket (see [1]-[3]), through which we are able to extend some of the mentioned fundamental results to families of vector fields whose iterated brackets are just measurable and defined almost everywhere.

References.

[1]  Rampazzo, F. and Sussmann, H., Set-valued differentials and a nonsmooth version of Chow’s Theorem (2001), Proceedings of the 40th IEEE Conference on Decision and Control, Orlando, Florida, 2001 (IEEE Publications, New York), pp. 2613-2618.

[2] Rampazzo F.  and Sussmann, H.J., Commutators of flow maps of nonsmooth vector fields (2007), Journal of Differential Equations, 232, pp. 134-175.

[3] Feleqi, E. and Rampazzo, F., Iterated Lie brackets for nonsmooth vector fields (2017), Nonlinear Differential Equations and Applications NoDEA, 24-6.

Many classical fractal functions, such as the Weierstrass and Takagi-van der Waerden functions, admit a finite p-th variation along a natural sequence of partitions. They can thus serve as integrators in pathwise Itô calculus. Motivated by this observation, we
introduce a new class of stochastic processes, which we call Weierstrass bridges. They have continuous sample paths and arbitrarily low regularity and so provide a new example class of “rough” stochastic processes. We study some of their sample path properties
including p-th variation and moduli of continuity. This talk includes joint work with Xiyue Han and Zhenyuan Zhang.