Mass loss in fragmentation models
Abstract
In this talk we consider the issue of mass loss in fragmentation models due to 'shattering'. As a solution we propose a hybrid discrete/continuous model whereby the smaller particles are considered as having discrete mass, whilst above a certain cut-off, mass is taken to be a continuous variable. The talk covers the development of such a model, its initial analysis via the theory of operator semigroups and its numerical approximation using a finite volume discretisation.
Characterizing participation in online discussion platforms
Abstract
Online discussions are the essence of many social platforms on the Internet. Discussion platforms are receiving increasing interest because of their potential to become deliberative spaces. Although previous studies have proposed approaches to measure online deliberation using the complexity of discussion networks as a proxy, little research has focused on how these networks are affected by changes of platform features.
In this talk, we will focus on how interfaces might influence the network structures of discussions using techniques like interrupted time series analysis and regression discontinuity design. Futhermore, we will review and extend state-of-the-art generative models of discussion threads to explain better the structure and growth of online discussions.
16:00
Some smooth applications of non-smooth Ricci curvature lower bounds
Abstract
After a brief introduction to the synthetic notions of Ricci curvature lower bounds in terms of optimal transportation, due to Lott-Sturm-Villani, I will discuss some applications to smooth Riemannian manifolds. These include: rigidity and stability of Levy- Gromov inequality, an almost euclidean isoperimetric inequality motivated by the celebrated Perelman’s Pseudo-Locality Theorem for Ricci flow. Joint work with F. Cavalletti.
The critical threshold for Bargmann-Fock percolation
Abstract
Let f be the planar Bargmann-Fock field, i.e. the analytic Gaussian field with covariance kernel exp(-|x-y|^2/2). We compute the critical point for the percolation model induced by the level sets of f. More precisely, we prove that there exists a.s. an unbounded component in {f>p} if and only if p<0. Such a percolation model has been studied recently by Beffara-Gayet and Beliaev-Muirhead. One important aspect of our work is a derivation of a (KKL-type) sharp threshold result for correlated Gaussian variables. The idea to use a KKL-type result to compute a critical point goes back to Bollobás-Riordan. This is joint work with Alejandro Rivera.
15:45
Generalizations of the Rips Filtration for Quasi-Metric Spaces with Corresponding Stability Results
Abstract
Rips filtrations over a finite metric space and their corresponding persistent homology are prominent methods in Topological Data Analysis to summarize the ``shape'' of data. For finite metric space $X$ and distance $r$ the traditional Rips complex with parameter $r$ is the flag complex whose vertices are the points in $X$ and whose edges are $\{[x,y]: d(x,y)\leq r\}$. From considering how the homology of these complexes evolves we can create persistence modules (and their associated barcodes and persistence diagrams). Crucial to their use is the stability result that says if $X$ and $Y$ are finite metric space then the bottleneck distance between persistence modules constructed by the Rips filtration is bounded by $2d_{GH}(X,Y)$ (where $d_{GH}$ is the Gromov-Hausdorff distance). Using the asymmetry of the distance function we construct four different constructions analogous to the persistent homology of the Rips filtration and show they also are stable with respect to the Gromov-Hausdorff distance. These different constructions involve ordered-tuple homology, symmetric functions of the distance function, strongly connected components and poset topology.
Marsden's Laplacian for Navier-Stokes equations on manifolds.
Abstract
We shall explain, from variational point of view, why the Laplaciian operator introduced by Ebin-Marsden using deformations is suitable to describe the fluid motion in a milieu with viscosity.
Compactness results for minimal hypersurfaces with bounded index
Abstract
First, we will discuss sequences of closed minimal hypersurfaces (in closed Riemannian manifolds of dimension up to 7) that have uniformly bounded index and area. In particular, we explain a bubbling result which yields a bound on the total curvature along the sequence and, as a consequence, topological control in terms of index and area. We then specialise to minimal surfaces in ambient manifolds of dimension 3, where we use the bubbling analysis to obtain smooth multiplicity-one convergence under bounds on the index and genus. This is joint work with Lucas Ambrozio, Alessandro Carlotto, and Ben Sharp
12:45
Compact G2 manifolds and the Duality between M-Theory and Heterotic String Theory
Abstract
M-theory on K3 surfaces and Heterotic Strings on T^3 give rise to dual theories in 7 dimensions. Applying this duality fibre-wise is expected to connect G2 manifolds with Calabi-Yau threefolds (together with vector bundles). We make these ideas explicit for a class of G2 manifolds realized as twisted connected sums and prove the equivalence of the spectra of the dual theories. This naturally gives us examples of singular TCS G2 manifolds realizing non-abelian gauge theories with non-chiral matter.
Panel Discussion - Careers outside Academia
Abstract
A panel discussion and Q&A, looking at some of the challenges and opportunities available for mathematicians outside universities. Featuring:
Madeleine Copin – North London Collegiate School
Josephine French – Health Data Insight, working in partnership with Public Health England
Martin Gould – Spotify
Dan Jones – Quadrature Capital
Adam Sardar – e-therapeutics
Obligate Mutualism
Abstract
In contemporary ecology and mathematical biology undergraduate courses, textbooks focus on competition and predation models despite it being accepted that most species on Earth are involved in mutualist relationships. Mutualism is usually discussed more briefly in texts, often from an observational perspective, and obligate mutualism mostly not at all. Part of the reason for this is the lack of a simple math model to successfully explain the observations. Traditionally, particular nonlinearities are used, which produce a variety of apparently disparate models.
The failure of the traditional linear model to describe coexisting mutualists has been documented from May (1973) through Murray (2001) to Bronstein (2015). Here we argue that this could be because of the use of carrying capacity, and propose the use of a nutrient pool instead, which implies the need for an autotroph (e.g. a plant) that converts nutrients into living resources for higher trophic levels. We show that such a linear model can successfully explain the major features of obligate mutualism when simple expressions for obligated growth are included.
Information and decision-making in dynamic cell signalling
Abstract
I will discuss a new theoretical approach to information and decisions in signalling systems and relate this to new experimental results about the NF-kappaB signalling system. NF-kappaB is an exemplar system that controls inflammation and in different contexts has varying effects on cell death and cell division. It is commonly claimed that it is information processing hub, taking in signals about the infection and stress status of the tissue environment and as a consequence of the oscillations, transmitting higher amounts of information to the hundreds of genes it controls. My aim is to develop a conceptual and mathematical framework to enable a rigorous quantifiable discussion of information in this context in order to follow Francis Crick's counsel that it is better in biology to follow the flow of information than those of matter or energy. In my approach the value of the information in the signalling system is defined by how well it can be used to make the "correct decisions" when those "decisions" are made by molecular networks. As part of this I will introduce a new mathematical method for the analysis and simulation of large stochastic non-linear oscillating systems. This allows an analytic analysis of the stochastic relationship between input and response and shows that for tightly-coupled systems like those based on current models for signalling systems, clocks, and the cell cycle this relationship is highly constrained and non-generic.
Using FX Volatility Skews to Assess the Implied Probability of Brexit, Trump Election, and Hard Brexit
Abstract
In the 12 months from the middle of June 2016 to the middle of June 2017, a number of events occurred in a relatively short period of time, all of which either had, or had the potential to have, a considerably volatile impact upon financial markets. The events referred to here are the Brexit referendum (23 June 2016), the US election (8 November 2016), the 2017 French elections (23 April and 7 May 2017) and the surprise 2017 UK parliamentary election (8 June 2017).
All of these events - the Brexit referendum and the Trump election in particular - were notable both for their impact upon financial markets after the event and the degree to which the markets failed to anticipate these events. A natural question to ask is whether these could have been predicted, given information freely available in the financial markets beforehand. In this talk, we focus on market expectations for price action around Brexit and the Trump election, based on information available in the traded foreign exchange options market. We also investigate the horizon date of 30 March 2019, when the two year time window that started with the Article 50 notification on 29 March 2017 will terminate.
Mathematically, we construct a mixture model corresponding to two scenarios for the GBPUSD exchange rate after the referendum vote, one scenario for “remain” and one for “leave”. Calibrating this model to four months of market data, from 24 February to 22 June 2016, we find that a “leave” vote was associated with a predicted devaluation of the British pound to approximately 1.37 USD per GBP, a 4.5% devaluation, and quite consistent with the observed post-referendum exchange rate move down from 1.4877 to 1.3622. We find similar predictive power for USDMXN in the case of the 2016 US presidential election. We argue that we can apply the same bimodal mixture model technique to construct two states of the world corresponding to soft Brexit (continued access to the single market) and hard Brexit (failure of negotiations in this regard).
InFoMM CDT Group Meeting
Forecast based business resource development in the presence of uncertainty
Was James Clerk Maxwell’s mathematics as good as his poetry?
Abstract
James Clerk Maxwell (1831–1879) was, by any measure, a natural philosopher of the first rank who made wide-ranging contributions to science. He also, however, wrote poetry.
In this talk examples of Maxwell’s poetry will be discussed in the context of a biographical sketch. It will be argued that not only was Maxwell a good poet, but that his poetry enriches our view of his life and its intellectual context.
16:00
A New Northcott Property for Faltings Height
Abstract
The Faltings height is a useful invariant for addressing questions in arithmetic geometry. In his celebrated proof of the Mordell and Shafarevich conjectures, Faltings shows the Faltings height satisfies a certain Northcott property, which allows him to deduce his finiteness statements. In this work we prove a new Northcott property for the Faltings height. Namely we show, assuming the Colmez Conjecture and the Artin Conjecture, that there are finitely many CM abelian varieties of a fixed dimension which have bounded Faltings height. The technique developed uses new tools from integral p-adic Hodge theory to study the variation of Faltings height within an isogeny class of CM abelian varieties. In special cases, we are able to use these techniques to moreover develop new Colmez-type formulas for the Faltings height.
Martingale optimal transport - discrete to continous
Abstract
In classical optimal transport, the contributions of Benamou–Brenier and
Mc-Cann regarding the time-dependent version of the problem are
cornerstones of the field and form the basis for a variety of
applications in other mathematical areas.
Based on a weak length relaxation we suggest a Benamou-Brenier type
formulation of martingale optimal transport. We give an explicit
probabilistic representation of the optimizer for a specific cost
function leading to a continuous Markov-martingale M with several
notable properties: In a specific sense it mimics the movement of a
Brownian particle as closely as possible subject to the marginal
conditions a time 0 and 1. Similar to McCann’s
displacement-interpolation, M provides a time-consistent interpolation
between $\mu$ and $\nu$. For particular choices of the initial and
terminal law, M recovers archetypical martingales such as Brownian
motion, geometric Brownian motion, and the Bass martingale. Furthermore,
it yields a new approach to Kellerer’s theorem.
(based on joint work with J. Backhoff, M. Beiglböck, S. Källblad, and D.
Trevisan)
Stochasticity and robustness in morphogenesis
Abstract
How do organisms cope with cellular variability to achieve well-defined morphologies and architectures? We are addressing this question by combining experiments with live plants and analyses of (stochastic) models that integrate cell-cell communication and tissue mechanics. During the talk, I will survey our results concerning plant architecture (phyllotaxis) and organ morphogenesis.
Numerical integrators for rank-constrained differential equations
Abstract
We present discrete methods for computing low-rank approximations of time-dependent tensors that are the solution of a differential equation. The approximation format can be Tucker, tensor trains, MPS or hierarchical tensors. We will consider two types of discrete integrators: projection methods based on quasi-optimal metric projection, and splitting methods based on inexact solutions of substeps. For both approaches we show numerically and theoretically that their behaviour is superior compared to standard methods applied to the so-called gauged equations. In particular, the error bounds are robust in the presence of small singular values of the tensor’s matricisations. Based on joint work with Emil Kieri, Christian Lubich, and Hanna Walach.
12:00
Blowup phenomena in nonlocal and nonlinear conservation laws
Abstract
Recent results on viscous conservation laws with nonlocal flux will be presented. Such models contain, as a particular example, the celebrated parabolic-elliptic Keller-Segel model of chemotaxis. Here, global-in-time solutions are constructed under (nearly) optimal assumptions on the size of radial initial data. Moreover, criteria for blowup of solutions in terms of their local concerntariotions will be derived.
The Algebraic Torus Theorem
Abstract
I will discuss a wonderful structure theorem for finitely generated group containing a codimension one polycyclic-by-finite subgroup, due to Martin Dunwoody and Eric Swenson. I will explain how the theorem is motivated by the torus theorem for 3-manifolds, and examine some of the consequences of this theorem.
15:00
On Approximating the Covering Radius and Finding Dense Lattice Subspaces
Abstract
Integer programming, the problem of finding an optimal integer solution satisfying linear constraints, is one of the most fundamental problems in discrete optimization. In the first part of this talk, I will discuss the important open problem of whether there exists a single exponential time algorithm for solving a general n variable integer program, where the best current algorithm requires n^{O(n)} time. I will use this to motivate a beautiful conjecture of Kannan & Lovasz (KL) regarding how "flat" convex bodies not containing integer points must be.
The l_2 case of KL was recently resolved in breakthrough work by Regev & Davidowitz `17, who proved a more general "Reverse Minkowski" theorem which gives an effective way of bounding lattice point counts inside any ball around the origin as a function of sublattice determinants. In both cases, they prove the existence of certain "witness" lattice subspaces in a non-constructive way that explains geometric parameters of the lattice. In this work, as my first result, I show how to make these results constructive in 2^{O(n)} time, i.e. which can actually find these witness subspaces, using discrete Gaussian sampling techniques. As a second main result, I show an improved complexity characterization for approximating the covering radius of a lattice, i.e. the farthest distance of any point in space to the lattice. In particular, assuming the slicing conjecture, I show that this problem is in coNP for constant approximation factor, which improves on the corresponding O(log^{3/2} n) approximation factor given by Regev & Davidowitz's proof of the l_2 KL conjecture.
16:00
Conservation of number, difference equations, and a technical problem in positive characteristic.
Abstract
The number of solutions of a given algebro-geometric configuration, when it is finite, does not change upon a small perturbation of the parameters; this persists
even upon specializations that change the topology. The precise formulation of this principle of Poncelet and Schubert required, i.a., the notions of algebraically closed fields, flatness, completenesss, multiplicity. I will explain a model-theoretic version, presented in quite different terms. It applies notably to difference equations involving the Galois-Frobenius automorphism $x^p$, uniformly in a prime $p$. In fixed positive characteristic, interesting technical problems arise that I will discuss if time permits.
Lie brackets on the homology of moduli spaces, and wall-crossing formulae
Abstract
Let $\mathbb K$ be a field, and $\mathcal M$ be the “projective linear" moduli stack of objects in a suitable $\mathbb K$-linear abelian category $\mathcal A$ (such as the coherent sheaves coh($X$) on a smooth projective $\mathbb K$-scheme $X$) or triangulated category $\mathcal T$ (such as the derived category $D^b$coh($X$)). I will explain how to define a Lie bracket [ , ] on the homology $H_*({\mathcal M})$ (with a nonstandard grading), making $H_*({\mathcal M})$ into a graded Lie algebra. This is a new variation on the idea of Ringel-Hall algebra.
There is also a differential-geometric version of this: if $X$ is a compact manifold with a geometric structure giving instanton-type equations (e.g. oriented Riemannian 4-manifold, $G_2$-manifold, Spin(7)-manifold) then we can define Lie brackets both on the homology of the moduli spaces of all $U(n)$ or $SU(n)$ connections on $X$ for all $n$, and on the homology of the moduli spaces of instanton $U(n)$ or $SU(n)$ connections on $X$ for all $n$.
All this is (at least conjecturally) related to enumerative invariants, virtual cycles, and wall-crossing formulae under change of stability condition.
Several important classes of invariants in algebraic and differential geometry — (higher rank) Donaldson invariants of 4-manifolds (in particular with $b^2_+=1$), Mochizuki invariants counting semistable coherent sheaves on surfaces, Donaldson-Thomas type invariants for Fano 3-folds and CY 4-folds — are defined by forming virtual classes for moduli spaces of “semistable” objects, and integrating some cohomology classes over them. The virtual classes live in the homology of the “projective linear" moduli stack. Yuuji Tanaka and I are working on a way to define virtual classes counting strictly semistables, as well as just stables / stable pairs.
I conjecture that in all these theories, the virtual classes transform under change of stability condition by a universal wall-crossing formula (from my previous work on motivic invariants) in the Lie algebra $(H_*({\mathcal M}), [ , ])$.
14:30
Gyárfás-Sumner meets Erdős-Hajnal
Abstract
The Gyárfás-Sumner conjecture says that every graph with huge (enough) chromatic number and bounded clique number contains any given forest as an induced subgraph. The Erdős-Hajnal conjecture says that for every graph H, all graphs not containing H as an induced subgraph have a clique or stable set of polynomial size. This talk is about a third problem related to both of these, the following. Say an n-vertex graph is "c-coherent" if every vertex has degree <cn, and every two disjoint vertex subsets of size at least cn have an edge between them. To prove a given graph H satisfies the Erdős-Hajnal conjecture, it is enough to prove H satisfies the conjecture in all c-coherent graphs and their complements, where c>0 is fixed and as small as we like. But for some graphs H, all c-coherent graphs contain H if c is small enough, so half of the task is done for free. Which graphs H have this property? Paths do (a theorem of Bousquet, Lagoutte, and Thomassé), and non-forests don't. Maybe all forests do? In other words, do all c-coherent graphs with c small enough contain any given forest as an induced subgraph? That question is the topic of the talk. It looks much like the Gyárfás-Sumner conjecture, but it seems easier, and there are already several pretty results. For instance the conjecture is true for all subdivided caterpillars (which is more than we know for Gyárfás-Sumner), and all trees of radius two. Joint work with Maria Chudnovsky, Jacob Fox, Anita Liebenau, Marcin Pilipczuk, Alex Scott and Sophie Spirkl.
Multipreconditioning for two-phase flow
Abstract
We explore the use of applying multiple preconditioners for solving linear systems arising in simulations of incompressible two-phase flow. In particular, we use a selective MPGMRES algorithm, for which the search space grows linearly throughout the iterative solver, and block preconditioners based on Schur complement approximations
A discontinuous Galerkin finite element method for Hamilton–Jacobi–Bellman equations on piecewise curved domains, with applications to Monge–Ampère type equations
Abstract
We introduce a discontinuous Galerkin finite element method (DGFEM) for Hamilton–Jacobi–Bellman equations on piecewise curved domains, and prove that the method is consistent, stable, and produces optimal convergence rates. Upon utilising a long standing result due to N. Krylov, we may characterise the Monge–Ampère equation as a HJB equation; in two dimensions, this HJB equation can be characterised further as uniformly elliptic HJB equation, allowing for the application of the DGFEM
Water Wave Absorption
Abstract
We are all familiar with the need for continuum mechanics-based models in physical applications. In this case, we are interested in large-scale water-wave problems, such as coastal flows and dam breaks.
When modelling these problems, we inevitably wish to solve them on a finite domain, and require boundary conditions to do so. Ideally, we would recreate the semi-infinite nature of a coastline by allowing any generated waves to flow out of the domain, as opposed to them reflecting off the far-field boundary and disrupting the remainder of our simulation. However, applying an appropriate boundary condition is not as straightforward as we might think.
In this talk, we aim to evaluate alternatives to so-called 'active boundary condition' absorption. We will derive a toy model of a shallow-water wavetank, and consider the implementation and efficacy of two 'passive' absorption techniques.
T-duality from ambitwistor strings
Abstract
We study the winding mode sector of recently discovered string theories, which were, until now, believed to describe only conventional field theories in target space. We discover that upon compactification winding modes allows the string to acquire an oscillator spectrum giving rise to an infinite tower of massive higher-spin modes. We study the spectra, S-matrices, T-duality and high-energy behaviour of the bosonic and supersymmetric models. In the tensionless limit, we obtain formulae for amplitudes based on the scattering equations. The windings decouple from the scattering equations but remain in the integrands. The existence of this winding sector shows that these new theories do have stringy aspects and describe non-conventional field theories. This talk is based on https://arxiv.org/abs/1710.01241.
Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem
Abstract
Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative or foreign exchange exposures. Another network layer of systemic risk emerges through common asset holdings of financial institutions. Strongly overlapping portfolios lead to similar exposures that are caused by price movements of the underlying financial assets. Based on the knowledge of portfolio holdings of financial agents we quantify systemic risk of overlapping portfolios. We present an optimization procedure, where we minimize the systemic risk in a given financial market by optimally rearranging overlapping portfolio networks, under the constraints that the expected returns and risks of the individual portfolios are unchanged. We explicitly demonstrate the power of the method on the overlapping portfolio network of sovereign exposure between major European banks by using data from the European Banking Authority stress test of 2016. We show that systemic-risk-efficient allocations are accessible by the optimization. In the case of sovereign exposure, systemic risk can be reduced by more than a factor of two, without any detrimental effects for the individual banks. These results are confirmed by a simple simulation of fire sales in the government bond market. In particular we show that the contagion probability is reduced dramatically in the optimized network.
Existence of weak solutions for some multi-fluid models of compressible fluids
Abstract
Existence results in large for fully non-linear compressible multi-fluid models are in the mathematical literature in a short supply (if not non-existing). In this talk, we shall recall the main ideas of Lions' proof of the existence of weak solutions to the compressible (mono-fluid) Navier-Stokes equations in the barotropic regime. We shall then eplain how this approach can be adapted to the construction of weak solutions to some simple multi-fluid models. The main tools in the proofs are renormalization techniques for the continuity and transport equations. They will be discussed in more detail.
15:45
Profinite rigidity and 3-manifolds
Abstract
Developments in geometry and low dimensional topology have given renewed vigour to the following classical question: to what extent do the finite images of a finitely presented group determine the group? I'll survey what we know about this question in the context of 3-manifolds, and I shall present recent joint work with McReynolds, Reid and Spitler showing that the fundamental groups of certain hyperbolic orbifolds are distingusihed from all other finitely generated groups by their finite quotients.
Smooth Gaussian fields and critical percolation
Abstract
Smooth Gaussian functions appear naturally in many areas of mathematics. Most of the talk will be about two special cases: the random plane model and the Bargmann-Fock ensemble. Random plane wave are conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator in a generic domain. The Bargmann-Fock ensemble appears in quantum mechanics and is the scaling limit of the Kostlan ensemble, which is a good model for a `typical' projective variety. It is believed that these models, despite very different origins have something in common: they have scaling limits that are described be the critical percolation model. This ties together ideas and methods from many different areas of mathematics: probability, analysis on manifolds, partial differential equation, projective geometry, number theory and mathematical physics. In the talk I will introduce all these models, explain the conjectures relating them, and will talk about recent progress in understanding these conjectures.
Geometry of subrings
Abstract
The basic algebra-geometry dictionary for finitely generated k-algebras is one of the triumphs of 19th and early 20th century mathematics. However, classes of related rings, such as their k-subalgebras, lack clean general properties or organizing principles, even when they arise naturally in problems of smooth projective geometry. “Stabilization” in smooth topology and symplectic geometry, achieved by products with Euclidean space, substantially simplifies many
problems. We discuss an analog in the more rigid setting of algebraic and arithmetic geometry, which, among other things (e.g., applications to counting rational points), gives some structure to the study of k-subalgebras. We focus on the case of the moduli space of stable rational n-pointed curves to illustrate.
Owning a successful DPhil
Abstract
Wondering about how to organise your DPhil? How to make the most of your supervision meetings?
In this session we will explore these and other questions related to what makes a successful DPhil with help from faculty members, postdocs and DPhil students.
- In the first half of the session Dan Ciubotaru and Philip Maini will give short talks on their experiences as PhD students and supervisors.
- The second part of the session will be a panel discussion with final-year Dphil students and early postdocs.
The panel will consist of Thomas Wasserman, Renee Hoekzema, Jaroslav Fowkes and Carolina Matte Gregory. Senior faculty members will be kindly asked to leave the lecture theatre to ensure that students feel comfortable discussing their experiences with other students and postdocs without any senior faculty present.
Rethinking pattern formation in reaction-diffusion systems
16:00
Mazur's Eisenstein ideal
Abstract
In his landmark 1976 paper "Modular curves and the Eisenstein ideal", Mazur studied congruences modulo p between cusp forms and an Eisenstein series of weight 2 and prime level N. He proved a great deal about these congruences, and also posed some questions: how many cusp forms of a given level are congruent to the Eisenstein series? How big is the extension generated by their coefficients? In joint work with Preston Wake, we give an answer to these questions in terms of cup products (and Massey products) in Galois cohomology. Time permitting, we may be able to indicate some partial generalisations of Mazur's results to square-free level.
Information and Derivatives
Abstract
We study a dynamic multi-asset economy with private information, a stock and a derivative. There are informed and uninformed investors as well as bounded rational investors trading on noise. The noisy rational expectations equilibrium is obtained in closed form. The equilibrium stock price follows a non-Markovian process, is positive and has stochastic volatility. The derivative cannot be replicated, except at rare endogenous times. At any point in time, the derivative price adds information relative to the stock price, but the pair of prices is less informative than volatility, the residual demand or the history of prices. The rank of the asset span drops at endogenous times causing turbulent trading activity. The effects of financial innovation are discussed. The equilibrium is fully revealing if the derivative is not traded: financial innovation destroys information.
Cascade dynamics on networks
Abstract
Network models may be applied to describe many complex systems, and in the era of online social networks the study of dynamics on networks is an important branch of computational social science. Cascade dynamics can occur when the state of a node is affected by the states of its neighbours in the network, for example when a Twitter user is inspired to retweet a message that she received from a user she follows, with one event (the retweet) potentially causing further events (retweets by followers of followers) in a chain reaction. In this talk I will review some simple models that can help us understand how social contagion (the spread of cultural fads and the viral diffusion of information) depends upon the structure of the social network and on the dynamics of human behaviour. Although the models are simple enough to allow for mathematical analysis, I will show examples where they can also provide good matches to empirical observations of cascades on social networks.
Hybrid discontinuous Galerkin discretisation and domain decomposition preconditioners for the Stokes problem
Abstract
Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as hybrid discontinuous Galerkin appears as an appropriate strategy: on the one hand they provide the best compromise in terms of the number of degrees of freedom in between standard continuous and discontinuous Galerkin methods, and on the other hand the degrees of freedom used in the non standard interface conditions are naturally defined at the boundary between elements. In this work we introduce the coupling between a well chosen discretisation method (hybrid discontinuous Galerkin) and a novel and efficient domain decomposition method to solve the Stokes system. We present the detailed analysis of the hybrid discontinuous Galerkin method for the Stokes problem with non standard boundary conditions. This analysis is supported by numerical evidence. In addition, the advantage of the new preconditioners over more classical choices is also supported by numerical experiments.
This work was done in collaboration with G. Barrenechea, M. Bosy (Univ. Strathclyde) and F. Nataf, P-H Tournier (Univ of Paris VI)
12:00
Nonlinear cross-diffusion systems and gradient flows
Abstract
We will discuss nonlinear cross-diffusion models describing cell motility of two distinct populations. The continuum PDE model is derived systematically from a stochastic discrete model consisting of impenetrable diffusing spheres. In this talk, I will outline the derivation of the cross-diffusion model, discuss some of its features such as the gradient-flow structure, and show numerical results comparing the discrete stochastic system to the derived model.
RAAGs and Stable Commutator Length
Abstract
Stable commutator length (scl) is a well established invariant of group elements g (write scl(g)) and has both geometric and algebraic meaning.
It is a phenomenon that many classes of non-positively curved groups have a gap in stable commutator length: For every non-trivial element g, scl(g) > C for some C>0. Such gaps may be found in hyperbolic groups, Baumslag-solitair groups, free products, Mapping class groups, etc.
However, the exact size of this gap usually unknown, which is due to a lack of a good source of “quasimorphisms”.
In this talk I will construct a new source of quasimorphisms which yield optimal gaps and show that for Right-Angled Artin Groups and their subgroups the gap of stable commutator length is exactly 1/2. I will also show this gap for certain amalgamated free products.
15:00
Past and Future of Embedded Security: From Self-driving Cars to Transistor Trojans
Abstract
With the evolution towards the IoT and cyber-physical systems, the role that the underlying hardware plays in securing an application is becoming more prominent. Hardware can be used constructively, e.g. for accelerating computationally- intensive cryptographic algorithms. Hardware can also be used destructively, e.g., for physical attacks or transistor-level Trojans which are virtually impossible to detect. In this talk, we will present case studies for high-speed cryptography used in car2x communication and recent research on low-level hardware Trojans.
14:30
The exact minimum number of triangles in a graph of given order and size
Abstract
A famous theorem of Mantel from 1907 states that every n-vertex graph with more than n^2/4 edges contains at least one triangle. In the 50s, Erdős asked for a quantitative version of this statement: for every n and e, how many triangles must an n-vertex e-edge graph contain?
This question has received a great deal of attention, and a long series of partial results culminated in an asymptotic solution by Razborov, extended to larger cliques by Nikiforov and Reiher. Currently, an exact solution is only known for a small range of edge densities, due to Lovász and Simonovits. In this talk, I will discuss the history of the problem and recent work which gives an exact solution for almost the entire range of edge densities. This is joint work with Hong Liu and Oleg Pikhurko.
Parameter estimation with forward operators
Abstract
We propose a new parameter estimation technique for SDEs, based on the inverse problem of finding a forward operator describing the evolution of temporal data. Nonlinear dynamical systems on a state-space can be lifted to linear dynamical systems on spaces of higher, often infinite, dimension. Recently, much work has gone into approximating these higher-dimensional systems with linear operators calculated from data, using what is called Dynamic Mode Decomposition (DMD). For SDEs, this linear system is given by a second-order differential operator, which we can quickly calculate and compare to the DMD operator.