Past

In this talk we present p-order methods for unconstrained minimization of convex functions that are p-times differentiable with Hölder continuous p-th derivatives. We establish worst-case complexity bounds for methods with and without acceleration. Some of these methods are "universal", that is, they do not require prior knowledge of the constants that define the smoothness level of the objective function. A lower complexity bound for this problem class is also obtained. This is a joint work with Yurii Nesterov (Université Catholique de Louvain).
 

We will outline the main features of Wooley's efficient congruencing method for the parabola. Then we will go on to prove new bounds for discrete restriction to the curve (x,x^3). The latter is joint work with Trevor Wooley (Purdue).

The Navier-Stokes paradigm does not capture thermal fluctuations that drive familiar effects such as Brownian motion and are seen to be key to understanding counter-intuitive phenomena in nanoscale interfacial flows.  On the other hand, molecular simulations naturally account for these fluctuations but are limited to exceptionally short time scales. A framework that incorporates thermal noise is provided by fluctuating hydrodynamics, based on the so-called Landau-Lifshitz-Navier-Stokes equations, and in this talk we shall exploit these equations to gain insight into nanoscale free surface flows.  Particular attention will be given to flows with topological changes, such as the coalescence of drops, breakup of jets and rupture of thin liquid films for which both analytic linear stability results and numerical simulations will be presented and compared to the results of molecular dynamics.

Boundary integral equations are an elegant tool to model and simulate a range of physical phenomena in bounded and unbounded domains.

While mathematically well understood, the numerical implementation (e.g. via boundary element methods) still poses a number of computational challenges, from the efficient assembly of the underlying linear systems up to the fast preconditioned solution in complex applications. In this talk we provide an overview of some of these challenges and demonstrate the efficient implementation of boundary element methods on modern CPU and GPU architectures. As part of the talk we will present a number of practical examples using the Bempp-cl boundary element software, our next generation boundary element package, that has been developed in Python and supports modern vectorized CPU instruction sets and a number of GPU types.

Let's take a step back to understand what it means to use maths in society: Which maths, and whose society? I'll talk about some of the options I've come across, including time I spent at the US Census Bureau, and we will hear your ideas too. We might even crowdsource a document of maths in society opportunities together...

Do classical solutions of the compressible Navier-Stokes equations converge to an entropy solution of their inviscid counterparts, the Euler equations? In this talk we present a result which answers this question affirmatively, in the one-dimensional case, for a particular class of fluids. Specifically, we consider gases that exhibit approximately polytropic behaviour in the vicinity of the vacuum, and that are isothermal for larger values of the density (which we call approximately isothermal gases). Our approach makes use of methods from the theory of compensated compactness of Tartar and Murat, and is inspired by the earlier works of Chen and Perepelitsa, Lions, Perthame and Tadmor, and Lions, Perthame and Souganidis. This is joint work with Matthew Schrecker.

We take a look at difference fields with several commuting automorphisms. The theory of difference fields with one distinguished automorphism has a model companion known as ACFA, which Zoe Chatzidakis and Ehud Hrushovski have studied in depth. However, Hrushovski has proved that if you look at fields with two or more commuting automorphisms, then the existentially closed models of the theory do not form a first order model class. We introduce a non-elementary framework for studying them. We then discuss how to generalise a result of Kowalski and Pillay that every definable group (in ACFA) virtually embeds into an algebraic group. This is joint work in progress with Zoe Chatzidakis and Nick Ramsey.

Whitehead published two papers in 1936 on free groups. Both concerned decision problems for equivalence of (sets of) elements under automorphisms. The first focused on primitive elements (those that appear in some basis), the second looked at arbitrary sets of elements. While both of the resulting algorithms are combinatorial, Whitehead's proofs that these algorithms actually work involve some nice manipulation of surfaces in 3-manifolds. We will have a look at how this works for primitive elements. I'll outline some generalizations due to Culler-Vogtmann, Gertsen, and Stallings, and if we have time talk about how it fits in with some of my current work.

The $k$-th complete homogeneous symmetric polynomial in $m$ variables $h_{k,m}$ is the sum of all the monomials of degree $k$ in $m$ variables. They are related to the Symmetric powers of vector spaces. In this talk we will present some of their standard properties, some classic combinatorial results using the "stars and bars" argument, as well as an interesting result: the complete homogeneous symmetric polynomial applied to $(1+X_i)$ can be written as a linear combination of complete homogeneous symmetric poynomials in the $X_i$. To compute the coefficients of this linear combination, we extend the classic "stars and bars" argument.

The duality between color and kinematics present in scattering amplitudes of Yang-Mills theory strongly suggest the existence of a hidden kinematic Lie algebra that controls the gauge theory. While associated BCJ numerators are known on closed forms to any multiplicity at tree level, the kinematic algebra has only been partially explored for the simplest of four-dimensional amplitudes: up to the MHV sector. In this paper we introduce a framework that allows us to characterize the algebra beyond the MHV sector. This allows us to both constrain some of the ambiguities of the kinematic algebra, and better control the generalized gauge freedom that is associated with the BCJ numerators. Specifically, in this paper, we work in dimension-agnostic notation and determine the kinematic algebra valid up to certain O((εi⋅εj)2) terms that in four dimensions compute the next-to-MHV sector involving two scalars. The kinematic algebra in this sector is simple, given that we introduce tensor currents that generalize standard Yang-Mills vector currents. These tensor currents controls the generalized gauge freedom, allowing us to generate multiple different versions of BCJ numerators from the same kinematic algebra. The framework should generalize to other sectors in Yang-Mills theory.

Subspace correction (SSC) methods are based on a "divide and conquer" strategy, where a global problem is divided into a sequence of local ones. This framework includes iterative methods such as Jacobi iteration, domain decomposition, and multigrid methods. We are interested in nonlinear PDEs exhibiting highly localized nonlinearities, for which Newton's method can take many iterations. Instead of doing all this global work, nonlinear SSC methods tackle the localized nonlinearities within subproblems. In this presentation, we describe the SSC framework, and investigate combining Newton's method with nonlinear SSC methods to solve a regularized Stefan problem.
 

In this talk, we consider the random version of some classical extremal problems in the context of long cycles. This type of problems can also be seen as random analogues of the Turán number of long cycles, established by Woodall in 1972.

For a graph $G$ on $n$ vertices and a graph $H$, denote by $\text{ex}(G,H)$ the maximal number of edges in an $H$-free subgraph of $G$. We consider a random graph $G\sim G(n,p)$ where $p>C/n$, and determine the asymptotic value of $\text{ex}(G,C_t)$, for every $A\log(n)< t< (1- \varepsilon)n$. The behaviour of $\text{ex}(G,C_t)$ can depend substantially on the parity of $t$. In particular, our results match the classical result of Woodall, and demonstrate the transference principle in the context of long cycles.

Using similar techniques, we also prove a robustness-type result, showing the likely existence of cycles of prescribed lengths in a random subgraph of a graph with a nearly optimal density (a nearly ''Woodall graph"). If time permits, we will present some connections to size-Ramsey numbers of long cycles.

Based on joint works with Michael Krivelevich and Adva Mond.

Vandermonde matrices are exponentially ill-conditioned, rendering the familiar “polyval(polyfit)” algorithm for polynomial interpolation and least-squares fitting ineffective at higher degrees. We show that Arnoldi orthogonalization fixes the problem.

Cities are now central to addressing global changes, ranging from climate change to economic resilience. There is a growing concern of how to measure and quantify urban phenomena, and one of the biggest challenges in quantifying different aspects of cities and creating meaningful indicators lie in our ability to extract relevant features that characterize the topological and spatial patterns of urban form. Many different models that can reproduce large-scale statistical properties observed in systems of streets have been proposed, from spatial random graphs to economical models of network growth. However, existing models fail to capture the diversity observed in street networks around the world. The increased availability of street network datasets and advancements in deep learning models present a new opportunity to create more accurate and flexible models of urban street networks, as well as capture important characteristics that could be used in downstream tasks.  We propose a simple approach called Convolutional-PCA (ConvPCA) for both creating low-dimensional representations of street networks that can be used for street network classification and other downstream tasks, as well as a generating new street networks that preserve visual and statistical similarity to observed street networks.

Link to the preprint

I will explain what the Willmore Morse Index of unbranched Willmore spheres in Euclidean three-space is and how to compute it. It turns out that several geometric properties at the ends of complete minimal surfaces with embedded planar ends are related to the mentioned Morse index.
One consequence of that computation is that all unbranched Willmore spheres are unstable (except for the round sphere). This talk is based on work with Jonas Hirsch.

 

In this talk we will survey a novel domain of computational group theory: computing with linear groups over infinite fields.  We will provide an introduction to the area, and will discuss available methods and algorithms. Special consideration is given to algorithms for Zariski dense subgroups. This includes a computer realization of the strong approximation theorem, and algorithms for arithmetic groups. We illustrate applications of our methods to the solution of problems further afield by computer experimentation.

We discuss the models of random geometry that are derived
from scaling limits of large graphs embedded in the sphere and
chosen uniformly at random in a suitable class. The case of
quadrangulations with a boundary leads to the so-called
Brownian disk, which has been studied in a number of recent works.
We present a new construction of the Brownian
disk from excursion theory for Brownian motion indexed
by the Brownian tree. We also explain how the structure
of connected components of the Brownian disk above a
given height gives rise to a remarkable connection with
growth-fragmentation processes.

We exhibit a new martingale coupling between two probability measures $\mu$ and $\nu$ in convex order on the real line. This coupling is explicit in terms of the integrals of the positive and negative parts of the difference between the quantile functions of $\mu$ and $\nu$. The integral of $|y-x|$ with respect to this coupling is smaller than twice the Wasserstein distance with index one between $\mu$ and $\nu$. When the comonotonous coupling between $\mu$ and $\nu$ is given by a map $T$, it minimizes the integral of $|y-T(x)|$ among all martingales coupling.

(joint work with William Margheriti)

Conical Symplectic Resolutions form a broad family of holomorphic symplectic manifolds that are of interest to mathematical physicists, algebraic geometers, and representation theorists; Nakajima Quiver Varieties and Hypertoric Varieties are known as their special cases. In this talk, I will be focused on the Symplectic Geometry of Conical Symplectic Resolutions, and its non-symplectic applications. More precisely, I will talk about my work on finding Exact Lagrangian Submanifolds inside CSRs, and work in progress (joint with Alexander Ritter) about the construction of Symplectic Cohomology on CSRs.

In this paper we extend the existing literature on xVA along three directions. First, we enhance current BSDE-based xVA frameworks to include initial margin by following the approach of Crépey (2015a) and Crépey (2015b). Next, we solve the consistency problem that arises when the front- office desk of the bank uses trade-specific discount curves that differ from the discount curve adopted by the xVA desk. Finally, we address the existence of multiple aggregation levels for contingent claims in the portfolio between the bank and the counterparty, providing suitable extensions of our proposed single-claim xVA framework. 

This is a joint work with: Francesca Biagini and Immacolata Oliva

Preprint available at: https://arxiv.org/abs/1905.11328