Asymptotic Rigidity of Self-shrinkers of Mean Curvature Flow
Abstract
In this talk, we use Carleman type techniques to address uniqueness of self-shrinkers of mean curvature flow with given asymptotic behaviors.
Langlands Functoriality for Symplectic Groups
Abstract
In this talk I will describe two instances of Langlands functoriality concerning the group $\mathrm{Sp}_{2n}$. I will then very briefly explain how this enables one to attach Galois representations to automorphic representations of (inner forms of) $\mathrm{Sp}_{2n}$.
15:45
Multiplicative chaos theory and its applications.
Abstract
Multiplicative chaos theory originated from the study of turbulence by Kolmogorov in the 1940s and it was mathematically founded by Kahane in the 1980s. Recently the theory has drawn much of attention due to its connection to SLEs and statistical physics. In this talk I shall present some recent development of multiplicative chaos theory, as well as its applications to Liouville quantum gravity.
15:45
On Cayley graphs of relatively hyperbolic groups
Abstract
In this talk I will show how given a finitely generated relatively hyperbolic group G, one can construct a finite generating set X of G for which (G,X) has a number of metric properties, provided that the parabolic subgroups have these properties. I will discuss the applications of these properties to the growth series, language of geodesics, biautomatic structures and conjugacy problem. This is joint work with Yago Antolin.
14:15
Min-wise hashing for large-scale regression
Abstract
We consider the problem of large-scale regression where both the number of predictors, p, and the number of observations, n, may be in the order of millions or more. Computing a simple OLS or ridge regression estimator for such data, though potentially sensible from a purely statistical perspective (if n is large enough), can be a real computational challenge. One recent approach to tackling this problem in the common situation where the matrix of predictors is sparse, is to first compress the data by mapping it to an n by L matrix with L << p, using a scheme called b-bit min-wise hashing (Li and König, 2011). We study this technique from a theoretical perspective and obtain finite-sample bounds on the prediction error of regression following such data compression, showing how it exploits the sparsity of the data matrix to achieve good statistical performance. Surprisingly, we also find that a main effects model in the compressed data is able to approximate an interaction model in the original data. Fitting interactions requires no modification of the compression scheme, but only a higher-dimensional mapping with a larger L.
This is joint work with Nicolai Meinshausen (ETH Zürich).
14:15
Non-perturbative symplectic manifolds and non-commutative algebras
Abstract
From a geometric viewpoint the irregular Riemann-Hilbert correspondence can be viewed as a machine that takes as input a simple
`additive' symplectic/Poisson manifold and it outputs a more complicated `multiplicative' symplectic/Poisson manifold. In the
simplest nontrivial example it converts the linear Poisson manifold Lie(G)^* into the dual Poisson Lie group G^* (which is the Poisson
manifold underlying the Drinfeld-Jimbo quantum group). This talk will firstly describe some more recent (and more complicated) examples of
such `nonperturbative symplectic/Poisson manifolds', i.e. symplectic spaces of Stokes/monodromy data or `wild character varieties'. Then
the natural generalisations (`fission algebras') of the deformed multiplicative preprojective algebras that occur will be discussed, some
of which are known to be related to Cherednik algebras.
Geometry and Arithmetic of Two One-Parameter Special Geometries
Abstract
Recently, as part of a project to find CY manifolds for which both the Hodge numbers (h^{11}, h^{21}) are small, manifolds have been found with Hodge numbers (4,1) and (1,1). The one-dimensional special geometries of their complex structures are more complicated than those previously studied. I will review these, emphasising the role of the fundamental period and Picard-Fuchs equation. Two arithmetic aspects arise: the first is the role of \zeta(3) in the monodromy matrices and the second is the fact, perhaps natural to a number theorist, that through a study of the CY manifolds over finite fields, modular functions can be associated to the singular manifolds of the family. This is a report on joint work with Volker Braun, Xenia de la Ossa and Duco van Straten.
14:00
Understanding crack patterns: mud, lava, permafrost and crocodiles
Abstract
Contraction cracks form captivating patterns such as those seen in dried mud or the polygonal networks that cover the polar regions of Earth and Mars. These patterns can be controlled, for example in the artistic craquelure sometimes found in pottery glazes. More practically, a growing zoo of patterns, including parallel arrays of cracks, spiral cracks, wavy cracks, lenticular or en-passant cracks, etc., are known from simple experiments in thin films – essentially drying paint – and are finding application in surfaces with engineered properties. Through such work we are also learning how natural crack patterns can be interpreted, for example in the use of dried blood droplets for medical or forensic diagnosis, or to understand how scales develop on the heads of crocodiles.
I will discuss mud cracks, how they form, and their use as a simple laboratory analogue system. For flat mud layers I will show how sequential crack formation leads to a rectilinear crack network, with cracks meeting each other at roughly 90°. By allowing cracks to repeatedly form and heal, I will describe how this pattern evolves into a hexagonal pattern. This is the origin of several striking real-world systems: columnar joints in starch and lava; cracks in gypsum-cemented sand; and the polygonal terrain in permafrost. Finally, I will turn to look at crack patterns over uneven substrates, such as paint over the grain of wood, or on geophysical scales involving buried craters, and identify when crack patterns are expected to be dominated by what lies beneath them. In exploring all these different situations I will highlight the role of energy release in selecting the crack patterns that are seen.
Donaldson-Thomas theory for Calabi-Yau 4-folds
Abstract
Donaldson-Thomas theory for Calabi-Yau 3-folds is a complexification of Chern-Simons theory. In this talk, I will discuss joint work with Naichung Conan Leung on the complexification of Donaldson theory.
15:45
Homological stability for configuration spaces on closed manifolds
Abstract
Unordered configuration spaces on (connected) manifolds are basic objects
that appear in connection with many different areas of topology. When the
manifold M is non-compact, a theorem of McDuff and Segal states that these
spaces satisfy a phenomenon known as homological stability: fixing q, the
homology groups H_q(C_k(M)) are eventually independent of k. Here, C_k(M)
denotes the space of k-point configurations and homology is taken with
coefficients in Z. However, this statement is in general false for closed
manifolds M, although some conditional results in this direction are known.
I will explain some recent joint work with Federico Cantero, in which we
extend all the previously known results in this situation. One key idea is
to introduce so-called "replication maps" between configuration spaces,
which in a sense replace the "stabilisation maps" that exist only in the
case of non-compact manifolds. One corollary of our results is to recover a
"homological periodicity" theorem of Nagpal -- taking homology with field
coefficients and fixing q, the sequence of homology groups H_q(C_k(M)) is
eventually periodic in k -- and we obtain a much simpler estimate for the
period. Another result is that homological stability holds with Z[1/2]
coefficients whenever M is odd-dimensional, and in fact we improve this to
stability with Z coefficients for 3- and 7-dimensional manifolds.
Networks and Criminality (see abstract for more details)
Abstract
The Network and Criminality Workshop will explore the capacity of mathematics and computation to extract insight on network structures relevant to crime, riots, terrorism, etc. It will include presentations on current work (both application-oriented and on methods that can be applied in the future) and active discussion on how to address existing challenges.
Invited speakers (in alphabetical order) are as follows:
Prof. Alex Arenas, Professor of Computer Science & Mathematics, URV, http://deim.urv.cat/~alexandre.arenas/
Prof. Henri Berestycki, Professor of Mathematics, EHESS, http://en.wikipedia.org/wiki/Henri_Berestycki
Prof. Andrea Bertozzi, Professor of Mathematics, UCLA, http://www.math.ucla.edu/~bertozzi/
Dr. Paolo Campana, Research Fellow, Oxford, http://www.sociology.ox.ac.uk/academic-staff/paolo-campana.html
Toby Davies, Graduate Student, UCL, http://www.bartlett.ucl.ac.uk/casa/people/mphil-phd-students/Toby_Davies
Dr. Hannah Fry, Lecturer in the mathematics of cities, UCL, https://iris.ucl.ac.uk/iris/browse/profile?upi=HMFRY30
Dr. Yves van Gennip, Lecturer in Mathematics, Nottingham, http://www.nottingham.ac.uk/mathematics/people/y.vangennip
Prof. Sandra González-Bailón, Assistant Professor at UPenn, http://dimenet.asc.upenn.edu/people/sgonzalezbailon/
Prof. Federico Varese, Professor of Criminology, Oxford, http://www.law.ox.ac.uk/profile/federico.vareserecep
If you are interested in attending this workshop, please register by following this link: https://www.maths.ox.ac.uk/node/13764/.
D-modules and arithmetic: a theory of the b-function in positive characteristic.
Abstract
We exhibit a construction in noncommutative nonnoetherian algebra that should be understood as a positive characteristic analogue of the Bernstein-Sato polynomial or b-function. Recall that the b-function is a polynomial in one variable attached to an analytic function f. It is well-known to be related to the singularities of f and is useful in continuing a certain type of zeta functions, associated with f. We will briefly recall the complex theory and then emphasize the arithmetic aspects of our construction.
Structure Constants and Integrable Bootstrap in Planar N=4 supersymmetric Yang-Mills theory
Abstract
We propose a non-perturbative formulation of structure constants of single trace operators in planar N=4 SYM. We match our results with both weak and strong coupling data available in the literature. Based on work with Benjamin Basso and Pedro Vieira.
Utility-Risk Portfolio Selection
Abstract
In this talk we discuss a utility-risk portfolio selection problem. By considering the first order condition for the objective function, we derive a primitive static problem, called Nonlinear Moment Problem, subject to a set of constraints involving nonlinear functions of “mean-field terms”, to completely characterize the optimal terminal wealth. Under a mild assumption on utility, we establish the existence of the optimal solutions for both utility-downside-risk and utility-strictly-convex-risk problems, their positive answers have long been missing in the literature. In particular, the existence result in utility-downside-risk problem is in contrast with that of mean-downside-risk problem considered in Jin-Yan-Zhou (2005) in which they prove the non-existence of optimal solution instead and we can show the same non-existence result via the corresponding Nonlinear Moment Problem. This is joint work with K.C. Wong (University of Hong Kong) and S.C.P. Yam (Chinese University of Hong Kong).
Saint-Gobain
Abstract
For this workshop, we have identified two subject of interest for us in the field of particle technology, one the wet granulation is a size enlargement process of converting small-diameter solid particles (typically powders) into larger-diameter agglomerates to generate a specific size, the other one the mechanical centrifugal air classifier is employed when the particle size that you need to separate is too fine to screen.
Recent Advances in Optimization Methods for Machine Learning
Abstract
Optimization methods for large-scale machine learning must confront a number of challenges that are unique to this discipline. In addition to being scalable, parallelizable and capable of handling nonlinearity (even non-convexity), they must also be good learning algorithms. These challenges have spurred a great amount of research that I will review, paying particular attention to variance reduction methods. I will propose a new algorithm of this kind and illustrate its performance on text and image classification problems.
Ice stream dynamics: a free boundary problem
Abstract
Ice streams are narrow bands of rapidly sliding ice within an otherwise
slowly flowing continental ice sheet. Unlike the rest of the ice sheet,
which flows as a typical viscous gravity current, ice streams experience
weak friction at their base and behave more like viscous 'free films' or
membranes. The reason for the weak friction is the presence of liquid
water at high pressure at the base of the ice; the water is in turn
generated as a result of dissipation of heat by the flow of the ice
stream. I will explain briefly how this positive feedback can explain the
observed (or inferred, as the time scales are rather long) oscillatory
behaviour of ice streams as a relaxation oscillation. A key parameter in
simple models for such ice stream 'surges' is the width of an ice stream.
Relatively little is understood about what controls how the width of an
ice stream evolves in time. I will focus on this problem for most of the
talk, showing how intense heat dissipation in the margins of an ice stream
combined with large heat fluxes associated with a switch in thermal
boundary conditions may control the rate at which the margin of an ice
stream migrates. The relevant mathematics involves a somewhat non-standard
contact problem, in which a scalar parameter must be chosen to control the
location of the contact region. I will demonstrate how the problem can be
solved using the Wiener-Hopf method, and show recent extensions of this
work to more realistic physics using a finite element discretization.
Mathematical modelling of epithelial dynamics: from cells to tissues
Rosenthal compacta and NIP formulas
Abstract
A compact space is a Rosenthal compactum if it can be embedded into the space of Baire class 1 functions on a Polish space. Those objects have been well studied in functional analysis and set theory. In this talk, I will explain the link between them and the model-theoretic notion of NIP and how they can be used to prove new results in model theory on the topology of the space of types.
Multiplicative quiver varieties and their quantizations
Abstract
Quiver varieties and their quantizations feature prominently in
geometric representation theory. Multiplicative quiver varieties are
group-like versions of ordinary quiver varieties whose quantizations
involve quantum groups and $q$-difference operators. In this talk, we will
define and give examples of representations of quivers, ordinary quiver
varieties, and multiplicative quiver varieties. No previous knowledge of
quivers will be assumed. If time permits, we will describe some phenomena
that occur when quantizing multiplicative quiver varieties at a root of
unity, and work-in-progress with Nicholas Cooney.
Arithmetic Statistics in Function Fields
Abstract
I will review some classical problems in number theory concerning the statistical distribution of the primes, square-free numbers and values of the divisor function; for example, fluctuations in the number of primes in short intervals and in arithmetic progressions. I will then explain how analogues of these problems in the function field setting can be resolved by expressing them in terms of matrix integrals.
16:00
Implied Volatility of Leveraged ETF Options: Consistency and Scaling
Abstract
The growth of the exchange-traded fund (ETF) industry has given rise to the trading of options written on ETFs and their leveraged counterparts (LETFs). Motivated by a number of empirical market observations, we study the relationship between the ETF and LETF implied volatility surfaces under general stochastic volatility models. Analytic approximations for prices and implied volatilities are derived for LETF options, along with rigorous error bounds. In these price and IV expressions, we identify their non-trivial dependence on the leverage ratio. Moreover, we introduce a "moneyness scaling" procedure to enhance the comparison of implied volatilities across leverage ratios, and test it with empirical price data.
Preconditioning: A Review
Abstract
Preconditioning is of significant importance in the solution of large dimensional systems of linear equations such as those that arise from the numerical solution of partial differential equation problems. In this talk we will attempt a broad ranging review of preconditioning.
11:00
'Model-completeness for Henselian valued fields with finite ramification'
Abstract
This is joint work with Angus Macintyre. We prove a general model-completeness theorem for Henselian valued fields
stating that a Henselian valued field of characteristic zero with value group a Z-group and with finite ramification is model-complete in the language of rings provided that its residue field is model-complete. We apply this to extensions of p-adic fields showing that any finite or infinite extension of p-adics with finite ramification is model-complete in the language of rings.
16:00
Period 1 implies chaos … sometimes
Abstract
Abstract: Joint work with Syahida Che Dzul-Kifli
Let $f:X\to X$ be a continuous function on a compact metric space forming a discrete dynamical system. There are many definitions that try to capture what it means for the function $f$ to be chaotic. Devaney’s definition, perhaps the most frequently cited, asks for the function $f$ to be topologically transitive, have a dense set of periodic points and is sensitive to initial conditions. Bank’s et al show that sensitive dependence follows from the other two conditions and Velleman and Berglund show that a transitive interval map has a dense set of periodic points. Li and Yorke (who coined the term chaos) show that for interval maps, period three implies chaos, i.e. that the existence of a period three point (indeed of any point with period having an odd factor) is chaotic in the sense that it has an uncountable scrambled set.
The existence of a period three point is In this talk we examine the relationship between transitivity and dense periodic points and look for simple conditions that imply chaos in interval maps. Our results are entirely elementary, calling on little more than the intermediate value theorem.
Zabrodsky mixing
Abstract
Localization and completion of spaces are fundamental tools in homotopy theory. "Zabrodsky mixing" uses localization to "mix homotopy types". It was used to provide a counterexample to the conjecture that any finite H-space which is $A_3$ is also $A_\infty$. The material in this talk will be very classical (and rather basic). I will describe Sullivan's localization functor and demonstrate Zabrodsky's mixing by constructing a non-classical H-space.
Expansion, Random Walks and Sieving in SL_2(F_p[t])
Abstract
Expansion, Random Walks and Sieving in $SL_2 (\mathbb{F}_p[t])$
We pose the question of how to characterize "generic" elements of finitely generated groups. We set the scene by discussing recent results for linear groups in characteristic zero. To conclude we describe some new work in positive characteristic.
Inaugural Titchmarsh Lecture - Cedric Villani
Abstract
Oxford Mathematics Public Lectures
Inaugural Titchmarsh Lecture
10.03.15
Cédric Villani
Birth of an Idea: A Mathematical Adventure
What goes on inside the mind of a mathematician? Where does inspiration come from? Cédric Villani will describe how he encountered obstacles and setbacks, losses of faith and even brushes with madness as he wrestled with the theorem that culminated in him winning the most prestigious prize in mathematics, the Fields Medal. Cédric will sign copies of his book after the lecture.
5pm
Lecture Theatre 1, Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, OX2 6GG
Please email @email to register
Cedric Villani is a Professor at the University of Lyon and Director of the Institut Henri Poincaré
Automatic reformulation of higher order ODEs to coupled systems of first order equations
Abstract
Many numerical solvers of ordinary differential equations require problems to be posed as a system of first order differential equations. This means that if one wishes to solve higher order problems, the system have to be rewritten, which is a cumbersome and error-prone process. This talk presents a technique for automatically doing such reformulations.
14:30
Local resilience of spanning subgraphs in sparse random graphs
Abstract
Dellamonica, Kohayakawa, Rödl and Ruciński showed that for $p=C(\log n/n)^{1/d}$ the random graph $G(n,p)$ contains asymptotically almost surely all spanning graphs $H$ with maximum degree $d$ as subgraphs. In this talk I will discuss a resilience version of this result, which shows that for the same edge density, even if a $(1/k-\epsilon)$-fraction of the edges at every vertex is deleted adversarially from $G(n,p)$, the resulting graph continues to contain asymptotically almost surely all spanning $H$ with maximum degree $d$, with sublinear bandwidth and with at least $C \max\{p^{-2},p^{-1}\log n\}$ vertices not in triangles. Neither the restriction on the bandwidth, nor the condition that not all vertices are allowed to be in triangles can be removed. The proof uses a sparse version of the Blow-Up Lemma. Joint work with Peter Allen, Julia Ehrenmüller, Anusch Taraz.
Computing choreographies
Abstract
Choreographies are periodic solutions of the n-body problem in which all of the bodies have unit masses, share a common orbit and are uniformly spread along it. In this talk, I will present an algorithm for numerical computation and stability analysis of choreographies. It is based on approximations by trigonometric polynomials, minimization of the action functional using a closed-form expression of the gradient, quasi-Newton methods, automatic differentiation and Floquet stability analysis.
Tropical Amplitudes
Abstract
A systematic understanding of the low energy limit of string theory scattering amplitudes is essential for conceptual and practical reasons. In this talk, I shall report on a work where this limit has been analyzed using tropical geometry. Our result is that the field theory amplitudes arising in the low energy limit of string theory are written in a very compact form as integrals over a single object, the tropical moduli space. This picture provides a general framework where the different aspects of the low energy limit of string theory scattering amplitudes are systematically encompassed; the Feynman graph structure and the ultraviolet regulation mechanism. I shall then give examples of application of the formalism, in particular at genus two, and discuss open issues.
No knowledge of tropical geometry will be assumed and the topic shall be introduced during the talk.
Sobolev inequalities in arbitrary domains
Abstract
A theory of Sobolev inequalities in arbitrary open sets in $R^n$ is offered. Boundary regularity of domains is replaced with information on boundary traces of trial functions and of their derivatives up to some explicit minimal order. The relevant Sobolev inequalities involve constants independent of the geometry of the domain, and exhibit the same critical exponents as in the classical inequalities on regular domains. Our approach relies upon new representation formulas for Sobolev functions, and on ensuing pointwise estimates which hold in any open set. This is a joint work with V. Maz'ya.
15:45
Non-arithmetic lattices
Abstract
If G is a semi-simple Lie group, it is known that all lattices
are arithmetic unless (up to finite index) G=SO(n,1) or SU(n,1).
Non-arithmetic lattices have been constructed in SO(n,1) for
all n and there are infinitely many non-arithmetic lattices in
SU(1,1). Mostow and Deligne-Mostow constructed 9 commensurability
classes of non-arithmetic lattices in SU(2,1) and a single
example in SU(3,1). The problem is open for n at least 4.
I will survey the history of this problem, and then describe
recent joint work with Martin Deraux and Julien Paupert, where
we construct 10 new commensurability classes of non-arithmetic
lattices in SU(2,1). These are the first examples to be constructed
since the work of Deligne and Mostow in 1986.
Transience of the vacant set for near-critical random interlacements in high dimensions
Abstract
The model of random interlacements is a one-parameter family of random subsets of $\Z^d$, which locally describes the trace of a simple random walk on a $d$-dimensional torus running up to time $u$ times its volume. Here, $u$ serves as an intensity parameter.
Its complement, the so-called vacant set, has been show to undergo a non-trivial percolation phase transition in $u$, i.e., there is $u_*(d)\in (0,\infty)$ such that for all $u<u_*(d)$ the vacant set has a unique infinite connected component (supercritical phase), while for $u>u_*(d)$ all connected components are finite.
So far all results regarding geometric properties of this infinite connected component have been proven under the assumption that $u$ is close to zero.
I will discuss a recent result, which states that throughout most of the supercritical phase simple random walk on the infinite connected component is transient, provided that the dimension is high enough.
This is joint work with Alexander Drewitz
14:15
Groupoids, meromorphic connections and divergent series
Abstract
A meromorphic connection on a complex curve can be interpreted as a representation of a simple Lie algebroid. By integrating this Lie algebroid to a Lie groupoid, one obtains a complex surface on which the parallel transport of the connection is globally well-defined and holomorphic, despite the apparent singularities of the corresponding differential equations. I will describe these groupoids and explain how they can be used to illuminate various aspects of the classical theory of singular ODEs, such as the resummation of divergent series solutions. (This talk is based on joint work with Marco Gualtieri and Songhao Li.)
Statistical Inference on L\'evy measures from discrete observations
Abstract
Abstract: L\'evy processes are increasingly popular for modelling stochastic process data with jump behaviour. In practice statisticians only observe discretely sampled increments of the process, leading to a statistical inverse problem. To understand the jump behaviour of the process one needs to make inference on the infinite-dimensional parameter given by the L\'evy measure. We discuss recent developments in the analysis of this problem, including in particular functional limit theorems for commonly used estimators of the generalised distribution function of the L\'evy measure, and their application to statistical uncertainty quantification methodology (confidence bands and tests).
The Coulomb branch of 3d N=4 theories
Abstract
16:30
Big Bang, Blow Up, and Modular Curves: Algebraic Geometry in Cosmology
Abstract
Based upon our joint work with M. Marcolli, I will introduce some algebraic geometric models in cosmology related to the "boundaries" of space-time: Big Bang, Mixmaster Universe, and Roger Penrose's crossovers between aeons. We suggest to model the kinematics of Big Bang using the algebraic geometric (or analytic) blow up of a point $x$. This creates a boundary which consists of the projective space of tangent directions to $x$ and possibly of the light cone of $x$. We argue that time on the boundary undergoes the Wick rotation and becomes purely imaginary. The Mixmaster (Bianchi IX) model of the early history of the universe is neatly explained in this picture by postulating that the reverse Wick rotation follows a hyperbolic geodesic connecting imaginary time axis to the real one. Roger Penrose's idea to see the Big Bang as a sign of crossover from "the end of the previous aeon" of the expanding and cooling Universe to the "beginning of the next aeon" is interpreted as an identification of a natural boundary of Minkowski space at infinity with the Bing Bang boundary.
Non-Markovian random walk models and non-linear fractional PDE
13:00
Community structure in temporal multilayer networks, and its application to financial correlation networks
Abstract
Networks are a convenient way to represent systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network.
Most methods for detecting communities are designed for static networks. However, in many applications, entities and/or interactions between entities evolve in time.
We investigate "multilayer modularity maximization", a method for detecting communities in temporal networks. The main difference between this method and most previous methods for detecting communities in temporal networks is that communities identified in one temporal snapshot are not independent of connectivity patterns in other snapshots. We show how the resulting partition reflects a trade-off between static community structure within snapshots and persistence of community structure between snapshots. As a focal example in our numerical experiments, we study time-dependent financial asset correlation networks.
Thales - Optimisation of complex processing systems
Abstract
The behaviour of complex processing systems is often controlled by large numbers of parameters. For example, one Thales radar processor has over 2000 adjustable parameters. Evaluating the performance for each set of parameters is typically time-consuming, involving either simulation or processing of large recorded data sets (or both). In processing recorded data, the optimum parameters for one data set are unlikely to be optimal for another.
We would be interested in discussing mathematical techniques that could make the process of optimisation more efficient and effective, and what we might learn from a more mathematical approach.
Introduction to deformation quantization
Abstract
I will explain the basics of deformation quantization of Poisson
algebras (an important tool in mathematical physics). Roughly, it is a
family of associative algebras deforming the original commutative
algebra. Following Fedosov, I will describe a classification of
quantizations of (algebraic) symplectic manifolds.
Some density results in number theory
Abstract
I will describe joint work with Manjul Bhargava (Princeton) and Tom Fisher (Cambridge) in which we determine the probability that random equation from certain families has a solution either locally (over the reals or the p-adics), everywhere locally, or globally. Three kinds of equation will be considered: quadratics in any number of variables, ternary cubics and hyperelliptic quartics.
16:00
Measures of Systemic Risk
Abstract
Key to our construction is a rigorous derivation of systemic risk measures from the structure of the underlying system and the objectives of a financial regulator. The suggested systemic risk measures express systemic risk in terms of capital endowments of the financial firms. Their definition requires two ingredients: first, a random field that assigns to the capital allocations of the entities in the system a relevant stochastic outcome. The second ingredient is an acceptability criterion, i.e. a set of random variables that identifies those outcomes that are acceptable from the point of view of a regulatory authority. Systemic risk is measured by the set of allocations of additional capital that lead to acceptable outcomes. The resulting systemic risk measures are set-valued and can be studied using methods from set-valued convex analysis. At the same time, they can easily be applied to the regulation of financial institutions in practice.
Epidemic processes in temporal networks
Abstract
In today's interconnected world, the dissemination of an idea, a trend, a rumor through social networks, as well as the propagation of information or cyber-viruses through digital networks are all common phenomena. They are conceptually similar to the spread of infectious diseases among hosts, as common to all these phenomena is the dissemination of a spreading agent on a networked system. A large body of research has been produced in recent years to characterize the spread of epidemics on static connectivity patterns in a wide range of biological and socio-technical systems. In particular, understanding the mechanisms and conditions for widespread dissemination represents a crucial step for its prevention and control (e.g. in the case of diseases) or for its enhancement (e.g. in the case of viral marketing). This task is however further hindered by the temporal nature characterizing the activation of the connections shaping the networked system, for which data has recently become available. As an example, in networks of proximity contacts among individuals, connections represent sequences of contacts that are active for given periods of time. The time variation of contacts in a networked system may fundamentally alter the properties of spreading processes occurring on it, with respect to static networks, and affect the condition at which epidemics become possible. In this talk I will present a novel theoretical framework adopting a multi-layer perspective for the analytical understanding of the interplay between temporal networks and spreading dynamics. The framework is tested on a set of time-varying network models and empirical networks.