Past

We apply machine learning models to forecast intraday realized volatility (RV), by exploiting commonality in intraday volatility via pooling stock data together, and by incorporating a proxy for the market volatility. Neural networks dominate linear regressions and tree-based models in terms of performance, due to their ability to uncover and model complex latent interactions among variables. Our findings remain robust when we apply trained models to new stocks that have not been included in the training set, thus providing new empirical evidence for a universal volatility mechanism among stocks. Finally, we propose a new approach to forecasting one-day-ahead RVs using past intraday RVs as predictors, and highlight interesting time-of-day effects that aid the forecasting mechanism. The results demonstrate that the proposed methodology yields superior out-of-sample forecasts over a strong set of traditional baselines that only rely on past daily RVs.

Linear poroelasticity models have important applications in biology and geophysics. In particular, the well-known Biot consolidation model describes the coupled interaction between the linear response of a porous elastic medium saturated with fluid and a diffusive fluid flow within it, assuming small deformations. This is the starting point for modeling human organs in computational medicine and for modeling the mechanics of permeable
rock in geophysics. Finite element methods for Biot’s consolidation model have been widely studied over the past four decades.
In the first part of the talk, we discuss a posteriori error estimators for locking-free mixed finite element approximation of Biot’s consolidation model. The simplest of these is a conventional residual-based estimator. We establish bounds relating the estimated and true errors, and show that these are independent of the physical parameters. The other two estimators require the solution of local problems. These local problem estimators are also shown to be reliable, efficient and robust. Numerical results are presented that
validate the theoretical estimates, and illustrate the effectiveness of the estimators in guiding adaptive solution algorithms.
In the second part of talk, we discuss a novel locking-free stochastic Galerkin mixed finite element method for the Biot consolidation model with uncertain Young’s modulus and hydraulic conductivity field. After introducing a five-field mixed variational formulation of the standard Biot consolidation model, we discuss stochastic Galerkin mixed finite element approximation, focusing on the issue of well-posedness and efficient linear algebra for the discretized system. We introduce a new preconditioner for use with MINRES and
establish eigenvalue bounds. Finally, we present specific numerical examples to illustrate the efficiency of our numerical solution approach.

Finally, we discuss some remarks related to non-conforming approximation of Biot’s consolidation model.

References:
1. A. Khan, D. J. Silvester, Robust a posteriori error estimation for mixed finite
element approximation of linear poroelsticity, IMA Journal of Numerical Analysis, Oxford University Press, 41 (3), 2021, 2000-2025.
2. A. Khan, C. E. Powell, Parameter-robust stochastic Galerkin approxination for linear poroelasticity with uncertain inputs, SIAM Journal on Scientific Computing (SISC), 43 (4), 2021, B855-B883.
3. A. Khan, P. Zanotti, A nonsymmetric approach and a quasi-optimal and robust discretization for the Biot’s model. Mathematics of Computation, 91 (335), 2022, 1143-1170.
4. V. Anaya, A. Khan, D. Mora, R. Ruiz-Baier, Robust a posteriori error analysis for rotation-based formulations of the elasticity/poroelasticity coupling, SIAM Journal
on Scientific Computing (SISC), 2022.

My talk will have two parts. First, I will tell you how a single cell produces light to survive; then, I will explain how a huddle of chloroplasts in cells form glasses to optimize plant life. Part I: Bioluminescence (light generation in living organisms) has mesmerized humans since thousands of years ago. I will first go over the recent progress in experimental and mathematical biophysics of single-cell bioluminescence (PRL 125 (2), 028102, 2020) and then will go beyond and present a lab-scale experiment and a continuum model of bioluminescent breaking waves. Part II: To remain efficient during photosynthesis, plants can re-arrange the internal structure of cells by the active motion of chloroplasts. I will show that the chloroplasts can behave like a densely packed light-sensitive active matter, whose non-gaussian athermal fluctuations can lead to various self-organization scenarios, including glassy dynamics under dim lights (PNAS 120 (3), 2216497120, 2023). To this end, I will also present a simple model that captures the dynamic of these biological glasses.

The virtual Haken theorem is one of the most influential recent results in 3-manifold theory. The statement dates back to Waldhausen, who conjectured that every aspherical closed 3-manifold has a finite cover containing an essential embedded closed surface. The proof is usually attributed to Agol, although his virtual special theorem is only the last piece of the puzzle. This talk is dedicated to the unsung heroes of virtual Haken, the mathematicians whose invaluable work helped turning this conjecture into a theorem. We will trace the history of a mathematical thread that connects Thurston-Perelman's geometrisation to Agol's final contribution, surveying Kahn-Markovic's surface subgroup theorem, Bergeron-Wise's cubulation of 3-manifold groups, Haglund-Wise's special cube complexes, Wise's work on quasi-convex hierarchies and Agol-Groves-Manning's weak separation theorem.

In 1986, Katznelson and Tzafriri proved that, if $T$ is a power-bounded operator on a Banach space $X$, and the spectrum of $T$ meets the unit circle only at 1, then $\|T^n(I-T)\| \to 0$ as $n\to\infty$. Actually, they went further and proved that $\|T^nf(T)\| \to 0$ if $T$ and $f$ satisfy certain conditions. Soon afterward, analogous results were obtained for bounded $C_0$-semigroups $(T(t))_{t\ge0}$. Further extensions and variants were proved later. I will speak about several extensions to the Katznelson-Tzafriri theorem(s), including in particular a recent result(s) obtained by David Seifert and myself.

COURSE_PROPOSAL (12)_0.pdf

The space of unordered tuples. The notion of differentiability and the theory of metric Sobolev in the context of multi-valued functions. Multivalued maximum principle and Holder regularity. Estimates on the Hausdorff dimension of the singular set of Dir-minimizing functions. If time permits: mass minimizing currents and their link with Dir-minimizers. 

A parabolic representation of the free group  is one in which the images of both generators are parabolic elements of $PSL(2,\IC)$. The Riley slice is a closed subset ${\cal R}\subset \IC$ which is a model for the moduli space of parabolic, discrete and faithful representations. The complement of the Riley slice is a bounded Jordan domain within which there are isolated points, accumulating only at the boundary, corresponding to parabolic discrete and faithful representations of rigid subgroups of $PSL(2,\IC)$. Recent work of Aimi, Akiyoshi, Lee, Oshika, Parker, Lee, Sakai, Sakuma \& Yoshida, have topologically identified all these groups. Here we give the first  substantive properties of the nondiscrete representations using ergodic properties of the action of a polynomial semigroup and identifying the Riley slice as the ``Julia set’’ of this dynamical system. We prove a supergroup density theorem: given any irreducible parabolic representation of $F_2$ whatsoever, {\em any}  non-discrete parabolic representation has an arbitrarily small perturbation which contains that group as a conjugate.  Using these ideas we then show that there are nondiscrete parabolic representations with an arbitrarily large number of distinct Nielsen classes of parabolic generators.

 Wide Neural Networks are well known for their Gaussian Process behaviour. Based upon this fact, an initialisation scheme for the weights and biases of a network preserving some geometrical properties of the input data is presented — The edge-of-chaos. This talk will introduce such a scheme before briefly mentioning a recent contribution related to the edge-of-chaos dynamics of wide randomly initialized low-rank feedforward networks. Formulae for the optimal weight and bias variances are extended from the full-rank to low-rank setting and are shown to follow from multiplicative scaling. The principle second order effect, the variance of the input-output Jacobian, is derived and shown to increase as the rank to width ratio decreases. These results inform practitioners how to randomly initialize feedforward networks with a reduced number of learnable parameters while in the same ambient dimension, allowing reductions in the computational cost and memory constraints of the associated network.

The pro-C completion of a free profinite group on an infinite set of generators is a profinite group of a greater rank. However, it is still not known whether it is a free profinite group too.  We will discuss this question, present a positive answer for some special varieties, and show partial results regarding the general case. In addition, we present the infinite tower of profinite completions, which leads to a generalisation for completions of higher orders. 

Let $p_c$ and $q_c$ be the threshold and the expectation threshold, respectively, of an increasing family $F$ of subsets of a finite set $X$. Recently, Park and Pham proved Kahn–Kalai conjecture stating that a not-too-large multiple of $q_c$ is an upper bound on $p_c$. In the talk, I will present a slight improvement to the Park–Pham theorem, which is obtained from transferring the threshold result from the small $p$ regime to general $p$. Based on joint work with Oliver Riordan.

Complex networks usually exhibit a rich architecture organized over multiple intertwined scales. Information pathways are expected to pervade these scales reflecting structural insights that are not manifest from analyses of the network topology. Moreover, small-world effects correlate with the different network hierarchies complicating identifying coexisting mesoscopic structures and functional cores. We present a communicability analysis of effective information pathways throughout complex networks based on information diffusion to shed further light on these issues. This leads us to formulate a new renormalization group scheme for heterogeneous networks. The Renormalization Group is the cornerstone of the modern theory of universality and phase transitions, a powerful tool to scrutinize symmetries and organizational scales in dynamical systems. However, its network counterpart is particularly challenging due to correlations between intertwined scales. The Laplacian RG picture for complex networks defines both the supernodes concept à la Kadanoff, and the equivalent momentum space procedure à la Wilson for graphs.

Placeholder entry; date+time TBC. 

Abstract for talk: In this talk, we present a systematic discretization of the Bernstein-Gelfand-Gelfand (BGG) diagrams and complexes over cubical meshes of arbitrary dimension via the use of tensor-product structures of one-dimensional piecewise-polynomial spaces, such as spline and finite element spaces. We demonstrate the construction of the Hessian, the elasticity, and div-div complexes as examples for our construction.

PDEs frequently exhibit certain physical structures that guide their behaviour, e.g. energy/helicity dissipation, Hamiltonians, and material conservation. Preserving these structures during numerical discretisation is essential.

Although the finite-element method has proven powerful in constructing such models, incorporating inhomogeneous(/non-zero) boundary conditions has been a significant challenge. We propose a technique that addresses this issue, deriving structure-preserving models for diverse inhomogeneous problems.

Moreover, this technique enables the derivation of novel structure-preserving timesteppers for time-dependent problems. Analogies can be drawn with the other workhorse of modern structure-preserving methods: symplectic integrators.

I will discuss a formulation of an Abelian Chern-Simons theory on the lattice employing the modified Villain formalism. The theory suffers from a well-known problem of having extra zero modes in the Gaussian operator. I will argue that these zero modes are associated with a kind of subsystem symmetry which projects out almost all naive Wilson loops. The operators which survive are framed Wilson loops. These turn out to be topological charges of the associated one-form symmetry, and it has the correct topological spin and correlation functions.

This will be a continuation of the talk from last week (9 May). 

The talk is focused on the clamped plate problem, initially formulated by Lord Rayleigh in 1877, and solved by M. Ashbaugh & R. Benguria (Duke Math. J., 1995) and N. Nadirashvili (Arch. Ration. Mech. Anal., 1995) in 2 and 3 dimensional euclidean spaces. We consider the same problem on both negatively and positively curved spaces, and provide various answers depending on the curvature, dimension and the width/size of the clamped plate.

Let $p$ be a prime, let $1 \le t < d < p$ be integers, and let $S$ be a non-empty subset of $\mathbb{F}_p$ (which may be thought of as being $\{0,1\}$). We will establish that if a polynomial $P:\mathbb{F}_p^n \to \mathbb{F}_p$ with degree $d$ is such that the image $P(S^n)$ does not contain the full image $A(\mathbb{F}_p)$ of any non-constant polynomial $A: \mathbb{F}_p \to \mathbb{F}_p$ with degree at most $t$, then $P$ coincides on $S^n$ with a polynomial $Q$ that in particular has bounded degree-$\lfloor d/(t+1) \rfloor$-rank in the sense of Green and Tao, and has degree at most $d$. Likewise, we will prove that if the assumption holds even for $t=d$ then $P$ coincides on $S^n$ with a polynomial determined by a bounded number of coordinates and with degree at most $d$.

Questions about the geometry of G-representation varieties on a manifold M have attracted many researchers as the theory combines the algebraic geometry of G, the topology of M, and the group theory and representation theory of G and the fundamental group of M. In this talk, I will explain how to construct a Topological Quantum Field Theory to compute virtual classes of character stacks (G-representation varieties equipped with the adjoint G-action) in the Grothendieck ring of stacks. I will also show a few features of the construction (for instance, how to obtain arithmetic information) focusing on a couple of simple examples.
The work is joint with Jesse Vogel and Ángel González-Prieto.  

Recently there is a rising interest in the research of mean-field optimization, in particular because of its role in analyzing the training of neural networks. In this talk, by adding the Fisher Information (in other word, the Schrodinger kinetic energy) as the regularizer, we relate the mean-field optimization problem with a so-called mean field Schrodinger (MFS) dynamics. We develop a free energy method to show that the marginal distributions of the MFS dynamics converge exponentially quickly towards the unique minimizer of the regularized optimization problem. We shall see that the MFS is a gradient flow on the probability measure space with respect to the relative entropy. Finally we propose a Monte Carlo method to sample the marginal distributions of the MFS dynamics. This is a joint work with Giovanni Conforti, Zhenjie Ren and Songbo Wang.

I will discuss a joint work with Olivier Biquard about degenerating conic Kähler-Einstein metrics by letting the cone angle go to zero. In the case where one is given a smooth anticanonical divisor $D$ in a Fano manifold $X$, I will explain how the complete Ricci flat Tian-Yau metric on $X \smallsetminus D$ appears as rescaled limit of such conic KE metrics. 

We present a homotopy-theoretic method for calculating Ext groups between polynomial functors from the category of (finitely generated, free) groups to abelian groups. It enables us to substantially extend the range of what can be calculated. In particular, we can calculate torsion in the Ext groups, about which very little has been known. We will discuss some applications to the stable cohomology of Aut(F_n), based on a theorem of Djament.   

I will discuss how to place conformal boundary conditions on free higher derivative theories of scalars and spinors as well as the zoo of boundary renormalization group flows that connect the different boundary conditions.  Historically, there are connections to Poisson’s ratio and classical equations governing the bending of thin steel plates.  As these higher derivative theories are often invoked in the context of cosmology, there may be cosmological applications for the boundary conditions discussed here.