Thu, 21 May 2015

16:00 - 17:00
L5

Anabelian Geometry with étale homotopy types

Jakob Stix
(University of Heidelberg)
Abstract

Classical anabelian geometry shows that for hyperbolic curves the etale fundamental group encodes the curve provided the base field is sufficiently arithmetic. In higher dimensions it is natural to replace the etale fundamental group by the etale homotopy type. We will report on progress obtained in this direction in a recent joint work with Alexander Schmidt.

 

**Joint seminar with Number Theory. Note unusual time and place**

Thu, 21 May 2015
16:00
L3

Swarming Models with Repulsive-Attractive Effects: Pattern Stability

José Antonio Carrillo
(Imperial College London)
Abstract

I will present a survey of the main results about first and second order models of swarming where repulsion and attraction are modeled through pairwise potentials. We will mainly focus on the stability of the fascinating patterns that you get by random data particle simulations, flocks and mills, and their qualitative behavior.
 

Thu, 21 May 2015

14:00 - 15:00
L5

Leverage Scores in Data Analysis

Petros Drineas
(Rensselaer Polytechnic Institute)
Abstract

The Singular Value Decomposition (SVD) of matrices and the related Principal Components Analysis (PCA) express a matrix in terms of singular vectors, which are linear combinations of all the input data and lack an intuitive physical interpretation. Motivated by the application of PCA and SVD in the analysis of populations genetics data, we will discuss the notion of leverage scores: a simple statistic that reveals columns/rows of a matrix that lie in the subspace spanned by the top principal components (left/right singular vectors). We will then use the leverage scores to present matrix decompositions that express the structure in a matrix in terms of actual columns (and/or rows) of the matrix. Such decompositions are easier to interpret in applications, since the selected columns and rows are subsets of the data. We will also discuss extensions of the leverage scores to reveal influential entries of a matrix.

Thu, 21 May 2015

12:00 - 13:00
L6

Fluids at a high Reynolds number

Toan Nguyen
(Penn State University)
Abstract

I will present two recent results concerning the stability of boundary layer asymptotic expansions of solutions of Navier-Stokes with small viscosity. First, we show that the linearization around an arbitrary stationary shear flow admits an unstable eigenfunction with small wave number, when viscosity is sufficiently small. In boundary-layer variables, this yields an exponentially growing sublayer near the boundary and hence instability of the asymptotic expansions, within an arbitrarily small time, in the inviscid limit. On the other hand, we show that the Prandtl asymptotic expansions hold for certain steady flows. Our proof involves delicate construction of approximate solutions (linearized Euler and Prandtl layers) and an introduction of a new positivity estimate for steady Navier-Stokes. This in particular establishes the inviscid limit of steady flows with prescribed boundary data up to order of square root of small viscosity. This is a joint work with Emmanuel Grenier and Yan Guo.

Wed, 20 May 2015

16:00 - 17:00
C1

Random walks and isoperimetric inequalities

Federico Vigolo
(Oxford)
Abstract

In this talk I will try to show how certain asymptotic properties of a random walk on a graph are related to geometric properties of the graph itself. A special focus will be put on spectral properties and isoperimetric inequalities, proving Kesten's criterion for amenability.

Tue, 19 May 2015

17:00 - 18:00
C2

Diagonalizable algebras of operators on infinite-dimensional vector spaces

Manuel Reyes
(Bowdoin)
Abstract

Given a vector space V over a field K, let End(V) denote the algebra of linear endomorphisms of V. If V is finite-dimensional, then it is well-known that the diagonalizable subalgebras of End(V) are characterized by their internal algebraic structure: they are the subalgebras isomorphic to K^n for some natural number n. 

In case V is infinite dimensional, the diagonalizable subalgebras of End(V) cannot be characterized purely by their internal algebraic structure: one can find diagonalizable and non-diagonalizable subalgebras that are isomorphic.  I will explain how to characterize the diagonalizable subalgebras of End(V) as topological algebras, using a natural topology inherited from End(V).  I will also illustrate how this characterization relates to an infinite-dimensional Wedderburn-Artin theorem that characterizes "topologically semisimple" algebras.

Tue, 19 May 2015

14:30 - 15:00
L5

Preconditioning for boundary control problems in fluid dynamics

Gennadij Heidel
(University of Trier)
Abstract

In recent years, several preconditioning strategies have been proposed for control problems in fluid dynamics. These are a special case of the general saddle point problem in optimisation. Here, we will extend a preconditionier for distributed Stokes control problems, developed by Rees and Wathen, to the case of boundary control. We will show the usefulness of low-rank structures in constructing a good approximation for the Schur complement of the saddle point matrix. In the end, we will discuss the applicability of this strategy for Navier-Stokes control.

Tue, 19 May 2015

14:00 - 14:30
L5

A fast and almost-banded spectral method for solving singular integral equations

Richard Mikhael Slevinsky
(University of Oxford)
Abstract

We develop a spectral method for solving univariate singular integral equations over unions of intervals and circles, by utilizing Chebyshev, ultraspherical and Laurent polynomials to reformulate the equations as banded infinite-dimensional systems. Low rank approximations are used to obtain compressed representations of the bivariate kernels. The resulting system can be solved in linear time using an adaptive QR factorization, determining an optimal number of unknowns needed to resolve the solution to any pre-determined accuracy. Applications considered include fracture mechanics, the Faraday cage, and acoustic scattering. The Julia software package https://github.com/ApproxFun/SIE.jl implements our method with a convenient, user-friendly interface.

Mon, 18 May 2015

17:00 - 18:00
L4

The Existence Theorems and the Liouville Theorem for the Steady-State Navier-Stokes Problems

Mikhail Korobkov
(Sobolev Institute of Mathematics)
Abstract

In the talk we present a survey of recent results (see [4]-[6]) on the existence theorems for the steady-state Navier-Stokes boundary value problems in the plane and axially symmetric 3D cases for bounded and exterior domains (the so called Leray problem, inspired by the classical paper [8]). One of the main tools is the Morse-Sard Theorem for the Sobolev functions $f\in W^2_1(\mathbb R^2)$ [1] (see also [2]-[3] for the multidimensional case). This theorem guaranties that almost all level lines of such functions are $C^1$-curves besides the function $f$ itself could be not $C^1$-regular.

Also we discuss the recent Liouville type theorem for the steady-state Navier-Stokes equations for  axially symmetric 3D solutions in the absence of swirl (see [1]).

References

  1.  Bourgain J., Korobkov M. V., Kristensen J., On the Morse-Sard property and level sets of Sobolev and BV functions, Rev. Mat. Iberoam.,  29 , No. 1, 1-23  (2013).
  2. Bourgain J., Korobkov M. V., Kristensen J., On the Morse-Sard property and level sets of $W^{n,1}$ Sobolev functions on $\mathbb R^n$, Journal fur die reine und angewandte Mathematik (Crelles Journal) (Online first 2013).
  3. Korobkov M. V., Kristensen J., On the Morse-Sard Theorem for the sharp case of Sobolev mappings, Indiana Univ. Math. J., 63, No. 6, 1703-1724  (2014).
  4. Korobkov M. V., Pileckas K., Russo R., The existence theorem for steady Navier-Stokes equations in the axially symmetric case, Ann. Sc. Norm. Super. Pisa Cl. Sci. (5), 14, No. 1, 233-262  (2015).
  5. Korobkov M. V., Pileckas K., Russo R., Solution of Leray's problem for stationary Navier-Stokes equations in plane and axially symmetric spatial domains,  Ann. of Math., 181, No. 2, 769-807  (2015).
  6. Korobkov M. V., Pileckas K., Russo R., The existence theorem for the steady Navier-Stokes problem in exterior axially symmetric 3D domains, 2014, 75 pp., http://arXiv.org/abs/1403.6921.
  7. Korobkov M. V., Pileckas K., Russo R., The Liouville Theorem for the Steady-State Navier-Stokes Problem for Axially Symmetric 3D Solutions in Absence of Swirl, J. Math. Fluid Mech. (Online first 2015).
  8. Leray J., Étude de diverses équations intégrals nonlinéaires et de quelques problèmes que pose l'hydrodynamique, J. Math. Pures Appl., 9, No. 12, 1- 82 (1933).
Mon, 18 May 2015

16:00 - 17:00
C2

A Survey of Results on the Section Conjecture

Michael Tyler
(Exeter)
Abstract

After some generalities on étale fundamental groups and anabelian geometry, I will explore some of the current results on the section conjecture, including those of Koenigsmann and Pop on the birational section conjecture, and a recent unpublished result of Mohamed Saidi which reduces the section conjecture for finitely generated fields over the rationals to the case of number fields.

Mon, 18 May 2015
15:45
L6

Random graphs and applications to Coxeter groups

Jason Behrstock
(Columbia)
Abstract

Erdos and Renyi introduced a model for studying random graphs of a given "density" and proved that there is a sharp threshold at which lower density random graphs are disconnected and higher density ones are connected.  Motivated by ideas in geometric group theory we will explain some new threshold theorems we have discovered for random graphs.  We will then, explain applications of these results to the geometry of Coxeter groups.  Some of this talk will be on joint work with Hagen and Sisto; other parts are joint work with Hagen, Susse, and Falgas-Ravry.

Mon, 18 May 2015
11:00
L3

Commutativity and Collinearity: From Diophantus to Pappus via Hilbert

Adrian Rice
Abstract

This talk investigates the discovery of an intriguing and fundamental connection between the famous but apparently unrelated work of two mathematicians of late antiquity, Pappus and Diophantus. This link went unnoticed for well over 1500 years until the publication of two groundbreaking but again ostensibly unrelated works by two German mathematicians at the close of the 19th century. In the interim, mathematics changed out of all recognition, with the creation of numerous new mathematical subjects and disciplines, without which the connection might never have been noticed in the first place. This talk examines the chain of mathematical events that led to the discovery of this remarkable link between two seemingly distinct areas of mathematics, encompassing number theory, finite-dimensional real normed algebras, combinatorial design theory, and projective geometry, and including contributions from mathematicians of all kinds, from the most distinguished to the relatively unknown.

Adrian Rice is Professor of Mathematics at Randolph-Macon College in Ashland, Virginia, where his research focuses on the history of 19th- and early 20th-century mathematics. He is a three-time recipient of the Mathematical Association of America's awards for outstanding expository writing.

Fri, 15 May 2015
16:00
L5

Splittings of free groups via systems of surfaces

Ric Wade
(Utah)
Abstract

There is a pleasing correspondence between splittings of a free group over finitely generated subgroups and systems of surfaces in a doubled handlebody. One can use this to describe a family of hyperbolic complexes on which Out(F_n) acts. This is joint work with Camille Horbez.

Fri, 15 May 2015
14:30
L5

The measurable Tarski circle squaring problem

Lukasz Grabowski
(Warwick)
Abstract

Two subsets A and B of R^n are equidecomposable if it is possible to partition A into pieces and rearrange them via isometries to form a partition of B. Motivated by what is nowadays known as Banach-Tarski paradox, Tarski asked if the unit square and the disc of unit area in R^2 are equidecomposable. 65 years later Laczkovich showed that they are, at least when the pieces are allowed to be non-measurable sets. I will talk about a joint work with A. Mathe and O. Pikhurko which implies in particular the existence of a measurable equidecomposition of circle and square in R^2.

Fri, 15 May 2015

14:00 - 15:00
L3

Towards consistent and effective modeling in the stochastic reaction-diffusion framework

Prof Stefan Engblom
(Uppsala University)
Abstract

I this talk I will try to give an overview of recent progress in
spatial stochastic modeling within the reaction-diffusion
framework. While much of the initial motivation for this work came
from problems in cell biology, I will also highlight some examples
from epidemics and neuroscience.

As a motivating introduction, some newly discovered properties of
optimal controls in stochastic enzymatic reaction networks will be
presented. I will next detail how diffusive and subdiffusive reactive
processes in realistic geometries at the cellular scale may be modeled
mesoscopically. Along the way, some different means by which these
models may be analyzed with respect to consistency and convergence
will also be discussed. These analytical techniques hint at how
effective (i.e. parallel) numerical implementations can be
designed. Large-scale simulations will serve as illustrations.

Fri, 15 May 2015
13:15
L5

Large scale geometry of Coxeter groups

Jason Behrstock
(CUNY)
Abstract

Divergence, thickness, and relative hyperbolicity are three geometric properties which determine aspects of the quasi-isometric geometry of a finitely generated group. We will discuss the basic properties of these notions and some of the relations between them. We will then then survey how these properties manifest in right-angled Coxeter groups and detail various ways to classify Coxeter groups using them.

This is joint work with Hagen and Sisto.

Thu, 14 May 2015

17:30 - 18:30
L6

Commutative 2-algebra, operads and analytic functors

Nicola Gambino
(Leeds)
Abstract

Standard commutative algebra is based on the notions of commutative monoid, Abelian group and commutative ring. In recent years, motivations from category theory, algebraic geometry, and mathematical logic led to the development of an area that may be called commutative 2-algebra, in which the notions used in commutative algebra are replaced by their category-theoretic counterparts (e.g. commutative monoids are replaced by  symmetric monoidal categories). The aim of this talk is to explain the analogy between standard commutative algebra and commutative 2-algebra, and to outline how this suggests counterparts of basic aspects of algebraic geometry. In particular, I will describe some joint work with Andre’ Joyal on operads and analytic functors in this context.

Thu, 14 May 2015

16:00 - 17:00
C2

Zariski Geometries

Carlos Alfonso Ruiz
(Oxford)
Abstract
I will present a model theoretic point of view of algebraic geometry based on certain objects called Zariski Geometries. They were introduced by E. Hrushovski and B. Zilber and include classical objects like compact complex manifolds, algebraic varieties and rigid analytic varieties. Some connections with non commutative geometry have been found by B. Zilber too. I will concentrate on the relation between Zariski Geometries and schemes. 
Thu, 14 May 2015

16:00 - 17:00
L2

Clearing the Jungle of Stochastic Optimization

Professor Warren Powell
(Princeton University)
Abstract

Stochastic optimization for sequential decision problems under uncertainty arises in many settings, and as a result as evolved under several canonical frameworks with names such as dynamic programming, stochastic programming, optimal control, robust optimization, and simulation optimization (to name a few).  This is in sharp contrast with the universally accepted canonical frameworks for deterministic math programming (or deterministic optimal control).  We have found that these competing frameworks are actually hiding different classes of policies to solve a single problem which encompasses all of these fields.  In this talk, I provide a canonical framework which, while familiar to some, is not universally used, but should be.  The framework involves solving an objective function which requires searching over a class of policies, a step that can seem like mathematical hand waving.  We then identify four fundamental classes of policies, called policy function approximations (PFAs), cost function approximations (CFAs), policies based on value function approximations (VFAs), and lookahead policies (which themselves come in different flavors).  With the exception of CFAs, these policies have been widely studied under names that make it seem as if they are fundamentally different approaches (policy search, approximate dynamic programming or reinforcement learning, model predictive control, stochastic programming and robust optimization).  We use a simple energy storage problem to demonstrate that minor changes in the nature of the data can produce problems where each of the four classes might work best, or a hybrid.  This exercise supports our claim that any formulation of a sequential decision problem should start with a recognition that we need to search over a space of policies.

Thu, 14 May 2015

16:00 - 17:00
L6

Equidistribution of Eisenstein series

Matthew Young
(Texas A&M University)
Abstract

I will discuss some recent results on the distribution of the real-analytic Eisenstein series on thin sets, such as a geodesic segment. These investigations are related to mean values of the Riemann zeta function, and have connections to quantum chaos.

Thu, 14 May 2015

16:00 - 17:00
L3

Evaporation of droplets with moving contact lines

Pierre Colinet
(ULB)
Abstract

Despite many years of intensive research, the modeling of contact lines moving by spreading and/or evaporation still remains a subject of debate nowadays, even for the simplest case of a pure liquid on a smooth and homogeneous horizontal substrate. In addition to the inherent complexity of the topic (singularities, micro-macro matching, intricate coupling of many physical effects, …), this also stems from the relatively limited number of studies directly comparing theoretical and experimental results, with as few fitting parameters as possible. In this presentation, I will address various related questions, focusing on the physics invoked to regularize singularities at the microscale, and discussing the impact this has at the macroscale. Two opposite “minimalist” theories will be detailed: i) a classical paradigm, based on the disjoining pressure in combination with the spreading coefficient; ii) a new approach, invoking evaporation/condensation in combination with the Kelvin effect (dependence of saturation conditions upon interfacial curvature). Most notably, the latter effect enables resolving both viscous and thermal singularities altogether, without needing any other regularizing effects such as disjoining pressure, precursor films or slip length. Experimental results are also presented about evaporation-induced contact angles, to partly validate the first approach, although it is argued that reality might often lie in between these two extreme cases.

Thu, 14 May 2015

14:00 - 15:00
L5

A Trust Region Algorithm with Improved Iteration Complexity for Nonconvex Smooth Optimization

Frank Curtis
(Lehigh University)
Abstract

We present a trust region algorithm for solving nonconvex optimization problems that, in the worst-case, is able to drive the norm of the gradient of the objective below a prescribed threshold $\epsilon > 0$ after at most ${\cal O}(\epsilon^{-3/2})$ function evaluations, gradient evaluations, or iterations.  Our work has been inspired by the recently proposed Adaptive Regularisation framework using Cubics (i.e., the ARC algorithm), which attains the same worst-case complexity bound.  Our algorithm is modeled after a traditional trust region algorithm, but employs modified step acceptance criteria and a novel trust region updating mechanism that allows it to achieve this desirable property.  Importantly, our method also maintains standard global and fast local convergence guarantees.

Thu, 14 May 2015

12:00 - 13:00
L6

On quantitative compactness estimates for hyperbolic conservation laws and Hamilton-Jacobi equations

Fabio Ancona
(University of Padova)
Abstract
Inspired by a question posed by Lax, in recent years it has received  

an increasing attention the study of quantitative compactness  

estimates for the solution operator $S_t$, $t>0$ that associates to  

every given initial data $u_0$ the corresponding solution $S_t u_0$ of  

a conservation law or of a first order Hamilton-Jacobi equation.



Estimates of this type play a central roles in various areas of  

information theory and statistics as well as of ergodic and learning  

theory. In the present setting, this concept could provide a measure  

of the order of ``resolution'' of a numerical method for the  

corresponding equation.



In this talk we shall first review the results obtained in  

collaboration with O. Glass and K.T. Nguyen, concerning the  

compactness estimates for solutions to conservation laws. Next, we  

shall turn to the  analysis of the Hamilton-Jacobi equation pursued in  

collaboration with P. Cannarsa and K.T.~Nguyen.

Wed, 13 May 2015

16:00 - 17:00
C1

Bounds on Splittings of Groups

Alexander Margolis
(Oxford)
Abstract

We say a group is accessible if the process of iteratively decomposing G as an amalgamated free product or HNN extension over a finite group terminates in a finite number of steps. We will see Dunwoody's proof that FP2 groups are accessible, but that finitely generated groups need not be. If time permits, we will examine generalizations by Bestvina-Feighn, Sela and Louder.

Wed, 13 May 2015

11:00 - 12:30
N3.12

Prime Decompositions of Manifolds

Gareth Wilkes
(Oxford)
Abstract

The notion of prime decomposition will be defined and illustrated for
manifolds. Two proofs of existence will be given, including Kneser's
classical proof using normal surface theory.

Tue, 12 May 2015

17:00 - 18:00
C2

Permutation groups, primitivity and derangements

Tim Burness
(Bristol)
Abstract

Let G be a transitive permutation group. If G is finite, then a classical theorem of Jordan implies the existence of fixed-point-free elements, which we call derangements. This result has some interesting and unexpected applications, and it leads to several natural problems on the abundance and order of derangements that have been the focus of recent research. In this talk, I will discuss some of these related problems, and I will report on recent joint work with Hung Tong-Viet on primitive permutation groups with extremal derangement properties.

Tue, 12 May 2015
14:30
L6

Measurable circle squaring

Oleg Pikhurko
(University of Warwick)
Abstract
In 1990 Laczkovich proved that, for any two sets $A$ and $B$ in $\mathbb{R}^n$ with the same non-zero Lebesgue measure and with boundary of box dimension less than $n$, there is a partition of $A$ into finitely many parts that can be translated by some vectors to form a partition of $B$. I will discuss this problem and, in particular, present our recent result with András Máthé and Łukasz Grabowski that all parts can be made Lebesgue measurable.
Tue, 12 May 2015

14:00 - 15:00
L3

An algorithm for optimizing nonconvex quadratic functions subject to simple bound constraints

Daniel Robinson
(Johns Hopkins University)
Abstract

I present a new method for optimizing quadratic functions subject to simple bound constraints.  If the problem happens to be strictly convex, the algorithm reduces to a highly efficient method by Dostal and Schoberl.  Our algorithm, however, is also able to efficiently solve nonconcex problems. During this talk I will present the algorithm, a sketch of the convergence theory, and numerical results for convex and nonconvex problems.

Mon, 11 May 2015

17:00 - 18:00
L4

Lipschitz Regularity for Inner Variational PDEs in 2D

Tadeusz Iwaniec
(Syracuse)
Abstract

I will present a joint work with Leonid Kovalev and Jani Onninen. The proofs are  based on topological arguments (degree theory)  and the properties  of planar  quasiconformal mappings. These new ideas  apply well to inner variational equations of conformally invariant energy integrals; in particular, to the Hopf-Laplace equation for the Dirichlet integral.

Mon, 11 May 2015
15:45

Tail Estimates for Markovian Rough Paths

Marcel Ogrodnik
(Imperial College London)
Abstract

We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms and prove an almost-Gaussian tail-estimate for the accumulated local p-variation functional, which has been introduced and studied by Cass, Litterer and Lyons. We comment on the significance of these estimates to a range of currently-studied problems, including the recent results of Ni Hao, and Chevyrev and Lyons.

Mon, 11 May 2015
15:45
L6

The Triangulation Conjecture

Ciprian Manolescu
(UCLA)
Abstract

The triangulation conjecture stated that any n-dimensional topological manifold is homeomorphic to a simplicial complex. It is true in dimensions at most 3, but false in dimension 4 by the work of Casson and Freedman. In this talk I will explain the proof that the conjecture is also false in higher dimensions. This result is based on previous work of Galewski-Stern and Matumoto, who reduced the problem to a question in low dimensions (the existence of elements of order 2 and Rokhlin invariant one in the 3-dimensional homology cobordism group). The low-dimensional question can be answered in the negative using a variant of Floer homology, Pin(2)-equivariant Seiberg-Witten Floer homology. At the end I will also discuss a related version of Heegaard Floer homology, which is more computable.

Mon, 11 May 2015
14:15

Likelihood construction for discretely observed RDEs

Anastasia Papavasiliou
(Warwick University)
Abstract

The main goal of the talk is to set up a framework for constructing the likelihood for discretely observed RDEs. The main idea is to contract a function mapping the discretely observed data to the corresponding increments of the driving noise. Once this is known, the likelihood of the observations can be written as the likelihood of the increments of the corresponding noise times the Jacobian correction.

Constructing a function mapping data to noise is equivalent to solving the inverse problem of looking for the input given the output of the Ito map corresponding to the RDE. First, I simplify the problem by assuming that the driving noise is linear between observations. Then, I will introduce an iterative process and show that it converges in p-variation to the piecewise linear path X corresponding to the observations. Finally, I will show that the total error in the likelihood construction is bounded in p-variation.

Mon, 11 May 2015
14:15
L4

New G2 holonomy cones and exotic nearly Kähler structures on compact 6-manifolds

Mark Haskins
(Imperial College)
Abstract

A long-standing problem in almost complex geometry has been the question of existence of (complete) inhomogeneous nearly Kahler 6-manifolds. One of the main motivations for this question comes from $G_2$ geometry: the Riemannian cone over a nearly Kahler 6-manifold is a singular space with holonomy $G_2$.

Viewing Euclidean 7-space as the cone over the round 6-sphere, the induced nearly Kahler structure is the standard $G_2$-invariant almost complex structure on the 6-sphere induced by octonionic multiplication. We resolve this problem by proving the existence of exotic (inhomogeneous) nearly Kahler metrics on the 6-sphere and also on the product of two 3-spheres. This is joint work with Lorenzo Foscolo, Stony Brook.

Mon, 11 May 2015

12:00 - 13:00
L5

TBA

Ruth Gregory
(Durham)
Fri, 08 May 2015

14:15 - 15:15
C1

Probing the Jovian Interior via its Gravitational Field: Mathematical Theory and Applications

Keke Zhang
(University of Exeter)
Abstract
Alternating, fast cloud level zonal winds on Jupiter have been accurately measured for several decades but their depth of penetration into the Jovian interior, which is closely associated with the origin of the winds, still remains highly controversial. The Juno spacecraft, now on its way to Jupiter and will arrive there in 2016, will probe the depth of penetration of the zonal winds by accurately measuring their effects on the high-order zonal gravitational coefficients at unprecedentedly high precision. Interpretation of these gravitational measurements requires an accurate description of the shape, density structure and internal wind profile. We shall discuss the mathematical theory and accurate numerical simulation for the gravitational field of rapidly rotating, non-spherical gaseous Jupiter.
Fri, 08 May 2015

12:30 - 14:00
L5

Generalized Gauss and Expectation Inequalities via Semidefinite Programming

Paul Goulart
Abstract

This talk will describe methods for computing sharp upper bounds on the probability of a random vector falling outside of a convex set, or on the expected value of a convex loss function, for situations in which limited information is available about the probability distribution. Such bounds are of interest across many application areas in control theory, mathematical finance, machine learning and signal processing. If only the first two moments of the distribution are available, then Chebyshev-like worst-case bounds can be computed via solution of a single semidefinite program. However, the results can be very conservative since they are typically achieved by a discrete worst-case distribution. The talk will show that considerable improvement is possible if the probability distribution can be assumed unimodal, in which case less pessimistic Gauss-like bounds can be computed instead. Additionally, both the Chebyshev- and Gauss-like bounds for such problems can be derived as special cases of a bound based on a generalised definition of unmodality.

Thu, 07 May 2015

17:30 - 18:30
L5

Free actions of free groups on countable structures and property (T)

David Evans
(UEA)
Abstract

In joint work with Todor Tsankov, we show that the automorphism groups of countable, omega-categorical structures have Kazhdan's property (T). The proof uses Tsankov's work on the unitary representations of these groups, together with a construction of a particular free subgroup of the automorphism group.

Thu, 07 May 2015

16:00 - 17:00
C2

The geometry of the Ising model

Bruce Bartlett
(Oxford)
Abstract

The Ising model is a well-known statistical physics model, defined on a two-dimensional lattice. It is interesting because it exhibits a "phase transition" at a certain critical temperature. Recent mathematical research has revealed an intriguing geometry in the model, involving discrete holomorphic functions, spinors, spin structures, and the Dirac equation. I will try to outline some of these ideas.

Thu, 07 May 2015

16:00 - 17:00
L4

The Robust Merton Problem of an Ambiguity Averse Investor

Sara Biagini
(Pisa University)
Abstract

We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. The novelty is that confidence is here represented using ellipsoidal uncertainty sets for the drift, given a volatility realization. This specification affords a simple and concise analysis, as the optimal portfolio allocation policy is shaped by a rescaled market Sharpe ratio, computed under the worst case volatility. The result is based on a max-min Hamilton-Jacobi-Bellman-Isaacs PDE, which extends the classical Merton problem and reverts to it for an ambiguity-neutral investor.