Constructor Theory
Contact organisers (Carmen Jorge-Diaz, Sujay Nair or Connor Behan) to obtain the link.
Contact organisers (Carmen Jorge-Diaz, Sujay Nair or Connor Behan) to obtain the link.
We develop a trust-region method for minimizing the sum of a smooth term f and a nonsmooth term h, both of which can be nonconvex. Each iteration of our method minimizes a possibly nonconvex model of f+h in a trust region. The model coincides with f+h in value and subdifferential at the center. We establish global convergence to a first-order stationary point when f satisfies a smoothness condition that holds, in particular, when it has Lipschitz-continuous gradient, and h is proper and lower semi-continuous. The model of h is required to be proper, lower-semi-continuous and prox-bounded. Under these weak assumptions, we establish a worst-case O(1/ε^2) iteration complexity bound that matches the best known complexity bound of standard trust-region methods for smooth optimization. We detail a special instance in which we use a limited-memory quasi-Newton model of f and compute a step with the proximal gradient method, resulting in a practical proximal quasi-Newton method. We describe our Julia implementations and report numerical results on inverse problems from sparse optimization and signal processing. Our trust-region algorithm exhibits promising performance and compares favorably with linesearch proximal quasi-Newton methods based on convex models.
This is joint work with Aleksandr Aravkin and Robert Baraldi.
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A link for this talk will be sent to our mailing list a day or two in advance. If you are not on the list and wish to be sent a link, please contact @email.
Noise is generated in an aerodynamic setting when flow turbulence encounters a structural edge, such as at the sharp trailing edge of an aerofoil. The generation of this noise is unavoidable, however this talk addresses various ways in which it may be mitigated through altering the design of the edge. The alterations are inspired by natural silent fliers: owls. A short review of how trailing-edge noise is modelled will be given, followed by a discussion of two independent adaptations; serrations, and porosity. The mathematical impacts of the adaptations to the basic trailing-edge model will be presented, along with the physical implications they have on noise generation and control.
In this talk I will introduce the study of lattices in locally compact groups through their actions CAT(0) spaces. This is an extremely rich class of groups including S-arithmetic groups acting on products of symmetric spaces and buildings, right angled Artin and Coxeter groups acting on polyhedral complexes, Burger-Mozes simple groups acting on products of trees, and the recent CAT(0) but non biautomatic groups of Leary and Minasyan. If time permits I will discuss some of my recent work related to the Leary-Minasyan groups.
There are many open conjectures about the algebraic behaviour of transcendental functions in arithmetic geometry, one of which is the Existential Closedness problem. In this talk I will review recent developments made on this question: the cases where we have unconditional existence of solutions, the conditional existence of generic solutions (depending on the conjecture of periods and Zilber-Pink), and even a few cases of unconditional existence of generic solutions. Many of the results I will mention are joint work with (different subsets of) Vahagn Aslanyan, Jonathan Kibry, Sebastián Herrero, and Roy Zhao.
https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGRiMTM1ZjQtZWNi…
I will introduce the notion of moduli spaces of curves and specifically genus 0 curves. They are in general not compact, and we will discuss the most common way to compactify them. In particular, I will try to explain the construction of Mbar_{0,5}, together with how to classify the boundary, how it is related to a moduli space of tropical curves, and how to do intersection theory on this space.
In this talk, I will discuss AdS super gluon scattering amplitudes in various spacetime dimensions. These amplitudes are dual to correlation functions in a variety of non-maximally supersymmetric CFTs, such as the 6d E-string theory, 5d Seiberg exceptional theories, etc. I will introduce a powerful method based on symmetries and consistency conditions, and show that it fixes all the infinitely many four-point amplitudes at tree level. I will also point out many interesting properties and structures of these amplitudes, which include the flat space limit, Parisi-Sourlas-like dimensional reduction, hidden conformal symmetry, and a color-kinematic duality in AdS. Along the way, I will also review some earlier progress and the relation with this work. I will conclude with a brief discussion of various open problems.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
We discuss the behavior of geodesics in the continuous models of random geometry known as the Brownian map and the Brownian plane. We say that a point $x$ is a geodesic star with $m$ arms if $x$ is the endpoint of $m$ disjoint geodesics. We prove that the set of all geodesic stars with $m$ arms has dimension $5-m$, for $m=1,2,3,4$. This complements recents results of Miller and Qian, who derived upper bounds for these dimensions.
A group of projection based approaches for solving large-scale linear systems is known for its speed and simplicity. For example, Kaczmarz algorithm iteratively projects the previous approximation x_k onto the solution spaces of the next equation in the system. An elegant proof of the exponential convergence of this method, using correct randomization of the process, was given in 2009 by Strohmer and Vershynin, and succeeded by many extensions and generalizations. I will discuss our newly developed variants of these methods that successfully avoid large and potentially adversarial corruptions in the linear system. I specifically focus on the random matrix and high-dimensional probability results that play a crucial role in proving convergence of such methods. Based on the joint work with Jamie Haddock, Deanna Needell, and Will Swartworth.
Riemannian optimization is a powerful and active area of research that studies the optimization of functions defined on manifolds with structure. A class of functions of interest is the set of geodesically convex functions, which are functions that are convex when restricted to every geodesic. In this talk, we will present an accelerated first-order method, nearly achieving the same rates as accelerated gradient descent in the Euclidean space, for the optimization of smooth and g-convex or strongly g-convex functions defined on the hyperbolic space or a subset of the sphere. We will talk about accelerated optimization of another non-convex problem, defined in the Euclidean space, that we solve as a proxy. Additionally, for any Riemannian manifold of bounded sectional curvature, we will present reductions from optimization methods for smooth and g-convex functions to methods for smooth and strongly g-convex functions and vice versa.
This talk is based on the paper https://arxiv.org/abs/2012.03618.
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A link for this talk will be sent to our mailing list a day or two in advance. If you are not on the list and wish to be sent a link, please contact @email.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
How much does the chromatic number of the random graph $G(n, 1/2)$ vary? Shamir and Spencer proved that it is contained in some sequence of intervals of length about $n^{1/2}$. Alon improved this slightly to $n^{1/2} / \log n$. Until recently, however, no lower bounds on the fluctuations of the chromatic number of $G(n, 1/2)$ were known, even though the question was raised by Bollobás many years ago. I will talk about the main ideas needed to prove that, at least for infinitely many $n$, the chromatic number of $G(n, 1/2)$ is not concentrated on fewer than $n^{1/2-o(1)}$ consecutive values.
I will also discuss the Zigzag Conjecture, made recently by Bollobás, Heckel, Morris, Panagiotou, Riordan and Smith: this proposes that the correct concentration interval length 'zigzags' between $n^{1/4+o(1)}$ and $n^{1/2+o(1)}$, depending on $n$.
Joint work with Oliver Riordan.
The complementarity and substitutability between products are essential concepts in retail and marketing. Qualitatively, two products are said to be substitutable if a customer can replace one product by the other, while they are complementary if they tend to be bought together. In this article, we take a network perspective to help automatically identify complements and substitutes from sales transaction data. Starting from a bipartite product-purchase network representation, with both transaction nodes and product nodes, we develop appropriate null models to infer significant relations, either complements or substitutes, between products, and design measures based on random walks to quantify their importance. The resulting unipartite networks between products are then analysed with community detection methods, in order to find groups of similar products for the different types of relationships. The results are validated by combining observations from a real-world basket dataset with the existing product hierarchy, as well as a large-scale flavour compound and recipe dataset.
arXiv link: https://arxiv.org/abs/2103.02042
We propose a randomized algorithm for solving a linear system $Ax = b$ with a highly numerically rank-deficient coefficient matrix $A$ with nearly consistent right-hand side possessing a small-norm solution. Our algorithm finds a small-norm solution with small residual in $O(N_r + nrlogn + r^3 )$ operations, where $r$ is the numerical rank of $A$ and $N_r$ is the cost of multiplying an $n\times r$ matrix to $A$.
Joint work with Marcus Webb (Manchester).
A link for this talk will be sent to our mailing list a day or two in advance. If you are not on the list and wish to be sent a link, please contact @email.
The index of a saddle point of a smooth function is the number of descending directions of the saddle. While the index can usually be retrieved by counting the number of negative eigenvalues of the Hessian at the critical point, we may not have the luxury of having second derivatives in data deriving from practical applications. To address this problem, we develop a computational pipeline for estimating the index of a non-degenerate saddle point without explicitly computing the Hessian. In our framework, we only require a sufficiently dense sample of level sets of the function near the saddle point. Using techniques in Morse theory and Topological Data Analysis, we show how the shape of saddle points can help us infer the index of the saddle. Furthermore, we derive an explicit upper bound on the density of point samples necessary for inferring the index depending on the curvature of level sets.
The outstanding issue of a non-singular extension of the Kerr-NUT- (anti) de Sitter solutions to Einstein’s equations is solved completely. The Misner’s method of obtaining the extension for Taub-NUT spacetime is generalized in a non-singular manner. The Killing vectors that define non-singular spaces of non-null orbits are derived and applied. The global structure of spacetime is discussed. The non-singular conformal geometry of theinfinities is derived. The Killing horizons are present.
For every positive integer N and every α ∈ [0,1), let B(N, α) denote the probabilistic model in which a random set A of (1,...,N) is constructed by choosing independently every element of (1,...,N) with probability α. We prove that, as N → +∞, for every A in B(N, α) we have |AA| ~ |A|^2/2 with probability 1-o(1), if and only if (log(α^2(log N)^{log 4-1}))(√loglog N) → ∞. This improves on a theorem of Cilleruelo, Ramana and Ramar\'e, who proved the above asymptotic between |AA| and |A|^2/2 when α =o(1/√log N), and supplies a complete characterization of maximal product sets of random sets.
A fundamental question in fluid dynamics concerns the formation of discontinuous shock waves from smooth initial data. In previous works, we have established stable generic shock formation for the compressible Euler system, showing that at the first singularity the solution has precisely C^{1/3} Holder regularity, a so-called preshock. The focus of this talk is a complete space-time description of the solution after this initial singularity. We show that three surfaces of discontinuity emerge simultaneously and instantaneously from the preshock: the classical shock discontinuity that propagates by the Rankine–Hugoniot conditions, together with two distinct surfaces in space-time, along which C^{3/2} cusp singularities form.
The unknotting number of a knot is the minimum number of crossing changes needed to untie the knot. It is one of the simplest knot invariants to define, yet remains notoriously difficult to compute. We will survey some basic knot theory invariants and constructions, including the satellite knot construction, a straightforward way to build new families of knots. We will give a lower bound on the unknotting number of certain satellites using knot Floer homology. This is joint work in progress with Tye Lidman and JungHwan Park.
The Atiyah-Floer conjecture asserts the instanton Floer homology of a closed three-manifold (constructed via gauge theory) is isomorphic to the Lagrangian Floer homology of a pair of Lagrangian submanifolds associated to a splitting of the three manifold (constructed via symplectic geometry). This conjecture has remained open for more than three decades. In this talk I will explain two compactness results for the SO(3) case of the conjecture in the neck-stretching process. One result is related to the construction of a natural bounding chain in the Lagrangian Floer theory and a conjecture of Fukaya.
We discuss constraints from perturbative unitarity and crossing on the leading contributions of the higher-dimension operators to the four-graviton amplitude in four spacetime dimensions. We focus on the leading order effect due to exchange by massive degrees of freedom which makes the amplitudes of interest IR finite. To test the constraints we obtain nontrivial effective field theory data by computing and taking the large mass expansion of the one-loop minimally-coupled four-graviton amplitude with massive particles up to spin 2 circulating in the loop. Remarkably, the leading EFT corrections to Einstein gravity of physical theories, both string theory and QFT coupled to gravity, end up in minuscule islands which are much smaller than what is suggested by the generic bounds obtained from consistency of the 2-2 graviton scattering amplitude. We discuss the underlying mechanism for this phenomenon.
In the organisational meeting we will discuss the schedule, format and contents of this term's JC, so do come along and give your input as to which interesting papers or topics we should take up. We will meet in the group gathertown.
Don Sheehy is an Associate Professor of Computer Science at North Carolina State University. He received his B.S.E. from Princeton University and his Ph.D. in Computer Science from Carnegie Mellon University. He spent two years as a postdoc at Inria Saclay in France. His research is in algorithms and data structures in computational geometry and topological data analysis.
Given a persistence diagram with n points, we give an algorithm that produces a sequence of n persistence diagrams converging in bottleneck distance to the input diagram, the ith of which has i distinct (weighted) points and is a 2-approximation to the closest persistence diagram with that many distinct points. For each approximation, we precompute the optimal matching between the ith and the (i+1)st. Perhaps surprisingly, the entire sequence of diagrams as well as the sequence of matchings can be represented in O(n) space. The main approach is to use a variation of the greedy permutation of the persistence diagram to give good Hausdorff approximations and assign weights to these subsets. We give a new algorithm to efficiently compute this permutation, despite the high implicit dimension of points in a persistence diagram due to the effect of the diagonal. The sketches are also structured to permit fast (linear time) approximations to the Hausdorff distance between diagrams -- a lower bound on the bottleneck distance. For approximating the bottleneck distance, sketches can also be used to compute a linear-size neighborhood graph directly, obviating the need for geometric data structures used in state-of-the-art methods for bottleneck computation.
The circadian clock generates ~24h rhythms everyday via a transcriptional-translational negative feedback loop. Although this involves the daily entry of repressor molecules into the nucleus after random diffusion through a crowded cytoplasm, the period remains extremely consistent. In this talk, I will describe how we identified a key molecular mechanism for such robustness of the circadian clock against spatio-temporal noise by analyzing spatio-temporal timeseries data of clock molecules. Furthermore, I will illustrate a systemic modeling approach that can identify hidden molecular interactions from oscillatory timeseries with an example of a circadian clock and tumorigenesis system. Finally, I will talk about a fundamental question underlying the model-based time-series analysis: “Can we always fit a model to given timeseries data as long as the number of parameters is large?”. That is, is Von Neumann's quote “With four parameters I can fit an elephant, and with five I can make him wiggle his trunk” true?
Part of UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
n this talk we consider a p-isometrisability property of discrete groups. If p=2 this property is equivalent to unitarisability. We prove that any group containing a non-abelian free subgroup is not p-isometrisable for any p∈(1,∞). We also discuss some open questions and possible relations of p-isometrisability with the recently introduced Littlewood exponent Lit(Γ).
Abstract: We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact on the risky asset's execution price along with taking into account a common general price predicting signal. In contrast to an interaction of the agents through purely permanent price impact as it is typically considered in the literature on multi-player price impact games, accrued transient price impact does not persist but decays over time. The unique Nash-equilibrium strategies reveal how each agent's liquidation policy adjusts the predictive trading signal for the accumulated transient price distortion induced by all other agents' price impact; and thus unfolds a direct and natural link in equilibrium between the trading signal and the agents' trading activity. We also formulate and solve the corresponding mean field game in the limit of infinitely many agents and show how the latter provides an approximate Nash-equilibrium for the finite-player game. Specifically we prove the convergence of the N-players game optimal strategy to the optimal strategy of the mean field game. (Joint work with Moritz Voss)
Unsupervised learning, in particular learning general nonlinear representations, is one of the deepest problems in machine learning. Estimating latent quantities in a generative model provides a principled framework, and has been successfully used in the linear case, especially in the form of independent component analysis (ICA). However, extending ICA to the nonlinear case has proven to be extremely difficult: A straight-forward extension is unidentifiable, i.e. it is not possible to recover those latent components that actually generated the data. Recently, we have shown that this problem can be solved by using additional information, in particular in the form of temporal structure or some additional observed variable. Our methods were originally based on "self-supervised" learning increasingly used in deep learning, but in more recent work, we have provided likelihood-based approaches. In particular, we have developed computational methods for efficient maximization of the likelihood for two variants of the model, based on variational inference or Riemannian relative gradients, respectively.
Dissipative Hamiltonian systems are an important class of dynamical systems that arise in all areas of science and engineering. They are a special case of port-Hamiltonian control systems. When the system is linearized arround a stationary solution one gets a linear dissipative Hamiltonian typically differential-algebraic system. Despite the fact that the system looks unstructured at first sight, it has remarkable properties. Stability and passivity are automatic, spectral structures for purely imaginary eigenvalues, eigenvalues at infinity, and even singular blocks in the Kronecker canonical form are very restricted and furthermore the structure leads to fast and efficient iterative solution methods for asociated linear systems. When port-Hamiltonian systems are subject to (structured) perturbations, then it is important to determine the minimal allowed perturbations so that these properties are not preserved. The computation of these structured distances to instability, non-passivity, or non-regularity, is typically a very hard non-convex optimization problem. However, in the context of dissipative Hamiltonian systems, the computation becomes much easier and can even be implemented efficiently for large scale problems in combination with model reduction techniques. We will discuss these distances and the computational methods and illustrate the results via an industrial problem.
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A link for this talk will be sent to our mailing list a day or two in advance. If you are not on the list and wish to be sent a link, please contact @email.
The propagation of a deformable air finger or bubble into a fluid-filled channel with an imposed pressure gradient was first studied by Saffman and Taylor. Assuming large aspect ratio channels, the flow can be depth-averaged and the free-boundary problem for steady propagation solved by conformal mapping. Famously, at zero surface tension, fingers of any width may exist, but the inclusion of vanishingly small surface tension selects symmetric fingers of discrete finger widths. At finite surface tension, Vanden-Broeck later showed that other families of 'exotic' states exist, but these states are all linearly unstable.
In this talk, I will discuss the related problem of air bubble propagation into rigid channels with axially-uniform, but non-rectangular, cross-sections. By including a centred constriction in the channel, multiple modes of propagation can be stabilised, including symmetric, asymmetric and oscillatory states, with a correspondingly rich bifurcation structure. These phenomena can be predicted via depth-averaged modelling, and also observed in our experiments, with quantitative agreement between the two in appropriate parameter regimes. This agreement provides insight into the physical mechanisms underlying the observed behaviour. I will outline our efforts to understand how the system dynamics is affected by the presence of nearby unstable solution branches acting as edge states. Finally, I will discuss how feedback control and control-based continuation could be used for direct experimental observation of stable or unstable modes.
The graph complex is a remarkable object with very rich structure and many, sometimes mysterious, connections to topology. To illustrate one such connection, I will attempt to construct a “self-linking” invariant of knots and expand on the ideas behind it.
Structure: 4 x 1.5hr Lectures
Lecture 4: Further Topics and Directions (time permitting)
The course will aim to provide an introduction to stochastic PDEs from the classical perspective, that being a mixture of stochastic analysis and PDE analysis. We will focus in particular on the variational approach to semi-linear parabolic problems, `a la Lions. There will also be comments on other models and approaches.
Suggested Pre-requisites: Suitable for OxPDE students, but also of interests to functional analysts, geometers, probabilists, numerical analysts and anyone who has a suitable level of prerequisite knowledge.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
The title of the talk corresponds to a family of interesting random processes, which includes lazy random walks on graphs and much beyond them. Often, a key step in analysing such processes is to estimate their spectral gaps (ie. the difference between two largest eigenvalues). It is thus of interest to understand what else about the chain we can know from the spectral gap. We will present a simple comparison idea that often gives us the best possible estimates. In particular, we re-obtain and improve upon several known results on hitting, meeting, and intersection times; return probabilities; and concentration inequalities for time averages. We then specialize to the graph setting, and obtain sharp inequalities in that setting. This talk is based on work that has been in progress for far too long with Yuval Peres.
Meeting links will be sent to members of our mailing list (https://lists.maths.ox.ac.uk/mailman/listinfo/random-matrix-theory-anno…) in our weekly announcement on Monday.
I will discuss how polynomials with a non-hermitian orthogonality on a contour in the complex plane arise in certain random tiling problems. In the case of periodic weightings the orthogonality is matrixvalued.
In work with Maurice Duits (KTH Stockholm) the Riemann-Hilbert problem for matrix valued orthogonal polynomials was used to obtain asymptotics for domino tilings of the two-periodic Aztec diamond. This model is remarkable since it gives rise to a gaseous phase, in addition to the more common solid and liquid phases.
Part of UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
The observation that the Dirac operator on a spin manifold encodes both the Riemannian metric as well as the fundamental class in K-homology leads to the paradigm of noncommutative geometry: the viewpoint that spectral triples generalise Riemannian manifolds. To encode maps between Riemannian manifolds, one is naturally led to consider the unbounded picture of Kasparov's KK-theory. In this talk I will explain how smooth cycles in KK-theory give a natural notion of noncommutative fibration, encoding morphisms noncommutative geometry in manner compatible with index theory.
Every finite group $G$ has a normal series each of whose factors is either a solvable group or a direct product of non-abelian simple groups. The minimum number of nonsolvable factors, attained on all possible such series in G, is called the nonsolvable length $\lambda(G)$ of $G$. In recent years several authors have investigated this invariant and its relation to other relevant parameters. E.g. it has been conjectured by Khukhro and Shumyatsky (as a particular case of a more general conjecture about non-$p$-solvable length) and Larsen that, if $\nu(G)$ is the length of the shortest law holding in the finite group G, the nonsolvable length of G can be bounded above by some function of $\nu(G)$. In a joint work with Francesco Fumagalli and Felix Leinen we have confirmed this conjecture proving that the inequality $\lambda(G) < \nu(G)$ holds in every finite group $G$. This result is obtained as a consequence of a result about permutation representations of finite groups of fixed nonsolvable length. In this talk I will outline the main ideas behind the proof of our result.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
In this talk we will consider the extremal values of the stationary distribution of the sparse directed configuration model. Under the assumption of linear $(2+\eta)$-moments on the in-degrees and of bounded out-degrees, we obtain tight comparisons between the maximum value of the stationary distribution and the maximum in-degree. Under the further assumption that the order statistics of the in-degrees have power-law behavior, we show that the upper tail of the stationary distribution also has power-law behavior with the same index. Moreover, these results extend to the PageRank scores of the model, thus confirming a version of the so-called power-law hypothesis. Joint work with Xing Shi Cai, Pietro Caputo and Matteo Quattropani.
Homophily can put minority groups at a disadvantage by restricting their ability to establish connections with majority groups or to access novel information. In this talk, I show how this phenomenon is manifested in a variety of online and face-to-face social networks and what societal consequences it has on the visibility and ranking of minorities. I propose a network model with tunable homophily and group sizes and demonstrate how the ranking of nodes is affected by homophilic
behavior. I will discuss the implications of this research on algorithms and perception biases.
Structure: 4 x 1.5hr Lectures
Lecture 3: Variational Approach to Parabolic SPDE
The course will aim to provide an introduction to stochastic PDEs from the classical perspective, that being a mixture of stochastic analysis and PDE analysis. We will focus in particular on the variational approach to semi-linear parabolic problems, `a la Lions. There will also be comments on other models and approaches.
Suggested Pre-requisites: The course is broadly aimed at graduate students with some knowledge of PDE theory and/or stochastic analysis. Familiarity with measure theory and functional analysis will be useful.
I will briefly introduce the Chabauty-Kim argument for effective finiteness results on "topologically rich enough" curves. I will then introduce the Fontaine-Mazur conjecture and show how it provides an effective proof of Faltings' Theorem.
In the case of non-CM elliptic curves minus a point, following work of Federico Amadio Guidi, I'll show how the relevant input for effective finiteness is provided by the vanishing of adjoint Selmer groups proven by Newton and Thorne.
We study the minimization of functionals of the form $$ u \mapsto \int_\Omega f(\nabla u) \, dx $$
with a convex integrand $f$ of linear growth (such as the area integrand), among all functions in the Sobolev space W$^{1,1}$ with prescribed boundary values. Due to insufficient compactness properties of these Dirichlet classes, the existence of solutions does not follow in a standard way by the direct method in the calculus of variations and might in fact fail, as it is well-known already for the non-parametric minimal surface problem. In such cases, the functional is extended suitably to the space BV of functions of bounded variation via relaxation, and for the relaxed functional one can in turn guarantee the existence of minimizers. However, in contrast to the original minimization problem, these BV minimizers might in principle have interior jump discontinuities or not attain the prescribed boundary values.
After a short introduction to the problem I want to focus on the question of regularity of BV minimizers. In past years, Sobolev regularity was established provided that the lack of ellipticity -- which is always inherent for such linear growth integrands -- is mild, while, in general, only some structure results seems to be within reach. In this regard, I will review several results which were obtained in cooperation with Miroslav Bulíček (Prague), Franz Gmeineder (Bonn), Erika Maringová (Vienna), and Thomas Schmidt (Hamburg).
In my talk, I will introduce a family of human-machine interaction (HMI) models in optimal portfolio construction (robo-advising). Modeling difficulties stem from the limited ability to quantify the human’s risk preferences and describe their evolution, but also from the fact that the stochastic environment, in which the machine optimizes, adapts to real-time incoming information that is exogenous to the human. Furthermore, the human’s risk preferences and the machine’s states may evolve at different scales. This interaction creates an adaptive cooperative game with both asymmetric and incomplete information exchange between the two parties.
As a result, challenging questions arise on, among others, how frequently the two parties should communicate, what information can the machine accurately detect, infer and predict, how the human reacts to exogenous events, how to improve the inter-linked reliability between the human and the machine, and others. Such HMI models give rise to new, non-standard optimization problems that combine adaptive stochastic control, stochastic differential games, optimal stopping, multi-scales and learning.
C*-algebras provide non commutative analogues of locally compact Hausdorff spaces. In this talk I’ll provide a survey of the large scale project to classify simple amenable C*-algebras, indicating the role played by non commutative versions of topological ideas. No prior knowledge of C*-algebras will be assumed.
I'll be presenting my PhD work, in which I define two new algebraic structures on the equivariant symplectic cohomology of a convex symplectic manifold. The first is a collection of shift operators which generalise the shift operators on equivariant quantum cohomology in algebraic geometry. That is, given a Hamiltonian action of the torus T, we assign to a cocharacter of T an endomorphism of (S1 × T)-equivariant Floer cohomology based on the equivariant Floer Seidel map. The second is a connection which is a multivariate version of Seidel’s q-connection on S1 -equivariant Floer cohomology and generalises the Dubrovin connection on equivariant quantum cohomology.
The periods of a Calabi-Yau manifold are of interest both to number theorists and to physicists. To a number theorist the primary object of interest is the zeta function. I will explain what this is, and why this is of interest also to physicists. For applications it is important to be able to calculate the local zeta function for many primes p. I will set out a method, adapted from a procedure proposed by Alan Lauder that makes the computation of the zeta function practical, in this sense, and comment on the form of the results. This talk is based largely on the recent paper hepth 2104.07816 and presents joint work with Xenia de la Ossa and Duco van Straten.
Structure: 4 x 1.5hr Lectures
Lecture 2: Variational Approach to Deterministic PDE
The course will aim to provide an introduction to stochastic PDEs from the classical perspective, that being a mixture of stochastic analysis and PDE analysis. We will focus in particular on the variational approach to semi-linear parabolic problems, `a la Lions. There will also be comments on other models and approaches.
Suggested Pre-requisites: The course is broadly aimed at graduate students with some knowledge of PDE theory and/or stochastic analysis. Familiarity with measure theory and functional analysis will be useful.
Path signature has unique advantages on extracting high-order differential features of sequential data. Our team has been studying the path signature theory and actively applied it to various applications, including infant cognitive score prediction, human motion recognition, hand-written character recognition, hand-written text line recognition and writer identification etc. In this talk, I will share our most recent works on infant cognitive score prediction using deep path signature. The cognitive score can reveal individual’s abilities on intelligence, motion, language abilities. Recent research discovered that the cognitive ability is closely related with individual’s cortical structure and its development. We have proposed two frameworks to predict the cognitive score with different path signature features. For the first framework, we construct the temporal path signature along the age growth and extract signature features of developmental infant cortical features. By incorporating the cortical path signature into the multi-stream deep learning model, the individual cognitive score can be predicted with missing data issues. For the second framework, we propose deep path signature algorithm to compute the developmental feature and obtain the developmental connectivity matrix. Then we have designed the graph convolutional network for the score prediction. These two frameworks have been tested on two in-house cognitive data sets and reached the state-of-the-art results.
Structure: 4 x 1.5hr Lectures
Lecture 1: Introduction and Preliminaries
The course will aim to provide an introduction to stochastic PDEs from the classical perspective, that being a mixture of stochastic analysis and PDE analysis. We will focus in particular on the variational approach to semi-linear parabolic problems, `a la Lions. There will also be comments on other models and approaches.
Suggested Pre-requisites: The course is broadly aimed at graduate students with some knowledge of PDE theory and/or stochastic analysis. Familiarity with measure theory and functional analysis will be useful.
Lecture 1: Introduction and Preliminaries
Literature: [DKM+09, Hai09, Par07, PR07, DPZ14]
Lecture 2: Variational Approach to Deterministic PDE
Lecture 3: Variational Approach to Parabolic SPDE
Lecture 4: Further Topics and Directions (time permitting)
Literature: [Hai09, DKM+09, DPZ96, Hai14, GIP15]
References
[DKM+09] Robert Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, and Yimin Xiao. A minicourse on stochastic partial differential equations, vol- ume 1962 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 2009.
[DPZ96] G. Da Prato and J. Zabczyk. Ergodicity for Infinite Dimensional Systems. London Mathematical Society Lecture Note Series. Cambridge University Press, 1996.
[DPZ14] Giuseppe Da Prato and Jerzy Zabczyk. Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications. Cambridge University Press, 2 edition, 2014.
[Eva10] Lawrence Craig Evans. Partial Differential Equations. American Mathe- matical Society, 2010.
[GIP15] Massimiliano Gubinelli, Peter Imkeller, and Nicolas Perkowski. Paracon- trolled distributions and singular PDEs. Forum Math. Pi, 3:75, 2015.
[Hai09] Martin Hairer. An Introduction to Stochastic PDEs. Technical report, The University of Warwick / Courant Institute, 2009. Available at: http://hairer.org/notes/SPDEs.pdf
[Hai14] M. Hairer. A theory of regularity structures. Inventiones mathematicae, 198(2):269–504, 2014.
[Par07] Etienne Pardoux. Stochastic partial differential equations. https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.405.4805&rep=rep1&type=pdf 2007.
[PR07] Claudia Pr´evˆot and Michael R¨ockner. A concise course on stochastic partial differential equations. Springer, 2007.
This talk will be the first in a spin-off series on the Lawrence-Venkatesh approach to showing that every hyperbolic curve$/K$ has finitely many $K$-points. In this talk, we will give the overall outline of the approach and prove several of the preliminary results, such as Faltings' finiteness theorem for semisimple Galois representations.