Past

The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals, and they are central to the theory of rough paths in stochastic analysis.  For some special families of curves, such as polynomial paths and piecewise-linear paths, their parametrized signature tensors trace out algebraic varieties in the space of all tensors. We introduce these varieties and examine their fundamental properties, while highlighting their intimate connection to the problem of recovering a path from its signature. This is joint work with Peter Friz and Bernd Sturmfels. 

I will overview my research for a general math audience.

 First I will present the biological questions and motivate why systems biology needs computational algebraic biology and topological data analysis. Then I will present the mathematical methods I've developed to study these biological systems. Throughout I will provide examples.

Jan Sbierski

Title: On the unique evolution of solutions to wave equations

Abstract: An important aspect of any physical theory is the ability to predict the future of a system in terms of an initial configuration. This talk focuses on wave equations, which underlie many physical theories. We first present an example of a quasilinear wave equation for which unique predictability in fact fails and then turn to conditions which guarantee predictability. The talk is based on joint work with Felicity Eperon and Harvey Reall.

Andrew Krause

Title: Surprising Dynamics due to Spatial Heterogeneity in Reaction-Diffusion Systems

Abstract: Since Turing's original work, Reaction-Diffusion systems have been used to understand patterning processes during the development of a variety of organisms, as well as emergent patterns in other situations (e.g. chemical oscillators). Motivated by understanding hair follicle formation in the developing mouse, we explore the use of spatial heterogeneity as a form of developmental tuning of a Turing pattern to match experimental observations of size and wavelength modulation in embryonic hair placodes. While spatial heterogeneity was nascent in Turing's original work, much work remains to understand its effects in Reaction-Diffusion processes. We demonstrate novel effects due to heterogeneity in two-component Reaction-Diffusion systems and explore how this affects typical spatial and temporal patterning. We find a novel instability which gives rise to periodic creation, translation, and destruction of spikes in several classical reaction-diffusion systems and demonstrate that this periodic spatiotemporal behaviour appears robustly away from Hopf regimes or other oscillatory instabilities. We provide some evidence for the universal nature of this phenomenon and use it as an exemplar of the mostly unexplored territory of explicit heterogeneity in pattern formation.
 

Classical work of Jeffery from 1922 established how at low Reynolds number, ellipsoids in steady shear flow undergo periodic motion with non-uniform rotation rate, termed 'Jeffery orbits'.  I will present two problems where Jeffery orbits play a critical role in understanding the transport and aggregation of rod-shaped organisms.  I will discuss the trapping of motile chemotactic bacteria in high shear, and the sedimentation rate of negatively buoyant plankton. 

In this talk I will present a unified approach for the effect of fast rotation and dispersion as an averaging mechanism for, on the one hand, regularizing and stabilizing certain evolution equations, such as the Navier-Stokes and Burgers equations. On the other hand, I will  also present some results in which large dispersion acts as a destabilizing mechanism for the long-time dynamics of certain dissipative evolution equations, such as the Kuramoto-Sivashinsky equation. In addition, I will present some new results concerning two- and three-dimensional turbulent flows with high Reynolds numbers in periodic domains, which exhibit ``Landau-damping" mechanism due to large spatial average in the initial data.

Single parameter persistent homology has proven to be a useful data analytic tool and single parameter persistence modules enjoy a concise description as a barcode, a complete invariant. [Bubenik, 2012] derived a topological summary closely related to the barcode called the persistence landscape which is amenable to statistical analysis and machine learning techniques.

The theory of multidimensional persistence modules is presented in [Carlsson and Zomorodian, 2009] and unlike the single parameter case where one may associate a barcode to a module, there is not an analogous complete discrete invariant in the multiparameter setting. We propose an incomplete invariant derived from the rank invariant associated to a multiparameter persistence module, which generalises the single parameter persistence landscape in [Bubenik, 2012] and satisfies similar stability properties with respect to the interleaving distance. Our invariant naturally lies in a Banach Space and so is naturally endowed with a distance function, it is also well suited to statistical analysis since there is a uniquely defined mean associated to multiple landscapes. We shall present computational examples in the 2-parameter case using the RIVET software presented in [Lesnick and Wright, 2015].

Let $f_1,\dots,f_k$ be real polynomials with no constant term and degree at most $d$. We will talk about work in progress showing that there are integers $n$ such that the fractional part of each of the $f_i(n)$ is very small, with the quantitative bound being essentially optimal in the $k$-aspect. This is based on the interplay between Fourier analysis, Diophantine approximation and the geometry of numbers. In particular, the key idea is to find strong additive structure in Fourier coefficients.

In this talk we present a framework for discretely compounding
interest rates which is based on the forward price process approach.
This approach has a number of advantages, in particular in the current
market environment. Compared to the classical Libor market models, it
allows in a natural way for negative interest rates and has superb
calibration properties even in the presence of persistently low rates.
Moreover, the measure changes along the tenor structure are simplified
significantly. This property makes it an excellent base for a
post-crisis multiple curve setup. Two variants for multiple curve
constructions will be discussed.

As driving processes we use time-inhomogeneous Lévy processes, which
lead to explicit valuation formulas for various interest rate products
using well-known Fourier transform techniques. Based on these formulas
we present calibration results for the two model variants using market
data for caps with Bachelier implied volatilities.

Tubing issues: 

- Moving a sphere in a narrow pipe

What is the force required to move an object inside a narrow elastic pipe? The constriction by the tube induces a normal force on the sphere. In the case of solid friction, the pulling force may  be simply deduced from Coulomb’s law. How does is such force modified by the addition of a lubricant? This coupled problem between elasticity and viscous flow results in a non-linear dependence of the force with the traction speed.

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- Baromorphs

When a bicycle tyre is inflated the cross section of the pipe increases much more than its circumference. Can we use this effect to induce non-isotropic growth in a plate?  We developed, through standard casting techniques, flat plates imbedded with a network of channels of controlled geometry. How are such plates deformed as pressure is applied to this network? Using a simplified mechanical model, 3D complex shapes can be programmed and dynamically actuated. 

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A very common problem in Science is that we have some Data Observations and we are interested in either approximating the function underlying the data or computing some quantity of interest about this function.  This talk will discuss what are best algorithms for such tasks and how we can evaluate the performance of any such algorithm.
 

We consider the discrete Bilaplacian on a cube in two and three dimensions with zero boundary data and prove estimates for its Green's function that are sharp up to the boundary. The main tools in the proof are Caccioppoli estimates and a compactness argument which allows one to transfer estimate for continuous PDEs to the discrete setting. One application of these estimates is to understand the so-called membrane model from statistical physics, and we will outline how these estimates can be applied to understand the phenomenon of entropic repulsion. We will also describe some connections to numerical analysis, in particular another approach to these estimates based on convergence estimates for finite difference schemes.

tba

Symplectic cohomology is a Floer cohomology invariant of compact symplectic manifolds 
with contact type boundary, or of open symplectic manifolds with a certain geometry 
at the infinity. It is a graded unital K-algebra related to quantum cohomology, 
and for cotangent bundle, it recovers the homology of a loop space. During the talk 
I will define symplectic cohomology and show some of the results on its (non) vanishing. 
Time permitting, I will also mention natural TQFT algebraic structure on it.

There is currently a large interest in the applications of the Blockchain technology. After the well known success of the cryptocurrency Bitcoin, several other real-world applications of Blockchain technology have been proposed, often raising privacy concerns. We will discuss the potential of advanced cryptographic tools in relaxing the tension between pros and cons of this technology.

The Simonyi Lecture is an annual lecture under the auspices of the Charles Simonyi Professor for the Public Understanding of Science, Marcus du Sautoy. It is not part of the Oxford Mathematics Public Lectures series but its themes and topics touch not only on mathematics but the wider natural sciences and beyond. All are very welcome and there is no need to register.

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In this year’s Simonyi Lecture Geoffrey West discusses universal laws that govern everything from growth to mortality in plants, animals, cities and companies. These remarkable laws originate in the networks that sustain life from circulatory to social systems and help us address big, urgent questions from population explosion, urbanization, lifespan and cancer, to the accelerating pace of life and global sustainability. Why do we stop growing and live about 100 years rather than 1000, or just two like mice? Why do we sleep eight hours a day and not three like elephants? Why do all companies and people die whereas cities keep growing? How are these related to innovation, wealth creation, and “singularities”? And is any of this sustainable? 

Geoffrey West is a theoretical physicist whose primary interests have been in fundamental questions in physics, biology and social organizations  West is a distinguished professor at the Sante Fe Institute, where he served as the president from 2004-2008. He is author of the recent best-selling book 'Scale'.

We reflect on the set-theoretic ineffability of the Cantorian Absolute of all sets. If this is done in the style of Levy and Montague in a first order manner, or Bernays using second or higher order methods this has only resulted in principles that can justify large cardinals that are `intra-constructible', that is they do not contradict the assumption that V, the universe of sets of mathematical discourse, is Gödel's universe of constructible sets, namely L.  Peter Koellner has advanced reasons that this style of reflection will only have this rather limited strength. However set theorists would dearly like to have much stronger axioms of infinity. We propose a widened structural `Global Reflection Principle' that is based on a view of sets and Cantorian absolute infinities that delivers a proper class of Woodin cardinals (and more). A mereological view of classes is used to differentiate between sets and classes. Once allied to a wider view of structural reflection, stronger conclusions are thus possible.
 

Obtaining Woodin's Cardinals

P. D. Welch, in ``Logic in Harvard: Conference celebrating the birthday of Hugh Woodin''
Eds. A. Caicedo, J. Cummings, P.Koellner & P. Larson, AMS Series, Contemporary Mathematics, vol. 690, 161-176,May 2017.

Global Reflection principles, 

           P. D. Welch, currently in the Isaac Newton Institute pre-print series, No. NI12051-SAS, 
to appear as part of the Harvard ``Exploring the Frontiers of Incompleteness'' Series volume, 201?, Ed. P. Koellner, pp28.
 

Over the past decade, the randomized singular value decomposition (RSVD) algorithm has proven to be an efficient, reliable alternative to classical algorithms for computing low-rank approximations in a number of applications. However, in cases where no information is available on the singular value decay of the data matrix or the data matrix is known to be close to full-rank, the RSVD is ineffective. In recent years, there has been great interest in randomized algorithms for computing full factorizations that excel in this regime.  In this talk, we will give a brief overview of some key ideas in randomized numerical linear algebra and introduce a new randomized algorithm for computing a full, rank-revealing URV factorization.

 A law for a group G is a non-trivial equation satisfied by all tuples of elements in G. We study the length of the shortest law holding in a finite group. We produce new short laws holding (a) in finite simple groups of Lie type and (b) simultaneously in all finite groups of small order. As an application of the latter we obtain a new lower bound on the residual finiteness growth of free groups. This talk is based on joint work with Andreas Thom.

In oil and gas reservoir simulation, standard preconditioners involve solving a restricted pressure system with AMG. Initially designed for isothermal models, this approach is often used in the thermal case. However, it does not incorporate heat diffusion or the effects of temperature changes on fluid flow through viscosity and density. We seek to develop preconditioners which consider this cross-coupling between pressure and temperature. In order to study the effects of both pressure and temperature on fluid and heat flow, we first consider a model of non-isothermal single phase flow through porous media. By focusing on single phase flow, we are able to isolate the properties of the pressure-temperature subsystem. We present a numerical comparison of different preconditioning approaches including block preconditioners.

Algebraic quantum field theories (AQFTs) are traditionally described as functors that assign algebras (of observables) to spacetime regions. These functors are required to satisfy a list of physically motivated axioms such as commutativity of the multiplication for spacelike separated regions. In this talk we will show that AQFTs can be described as algebras over a colored operad. This operad turns out to be interesting as it describes an interpolation between non-commutative and commutative algebraic structures. We analyze our operad from a homotopy theoretical perspective and determine a suitable resolution that describes the commutative behavior up to coherent homotopies. We present two concrete constructions of toy-models of algebras over the resolved operad in terms of (i) forming cochains on diagrams of simplicial sets (or stacks) and (ii) orbifoldization of equivariant AQFTs.

With the advent of large-scale data and the concurrent development of robust scientific tools to analyze them, important discoveries are being made in a wider range of scientific disciplines than ever before. A field of research that has gained substantial attention recently is the analytical, large-scale study of human behavior, where many analytical and statistical techniques are applied to various behavioral data from online social media, markets, and mobile communication, enabling meaningful strides in understanding the complex patterns of humans and their social actions.

The importance of such research originates from the social nature of humans, an essential human nature that clearly needs to be understood to ultimately understand ourselves. Another essential human nature is that they are creative beings, continually expressing inspirations or emotions in various physical forms such as a picture, sound, or writing. As we are successfully probing the social behaviors humans through science and novel data, it is natural and potentially enlightening to pursue an understanding of the creative nature of humans in an analogous way. Further, what makes such research even more potentially beneficial is that human creativity has always been in an interplay of mutual influence with the scientific and technological advances, being supplied with new tools and media for creation, and in return providing valuable scientific insights.

In this talk I will present two recent ongoing works on the mathematical analysis of color contrast in painting and measuring novelty in piano music.

I will present a recent result on the structural stability of 3-D axisymmetric subsonic flows with nonzero swirl for the steady compressible Euler–Poisson system in a cylinder supplemented with non-small boundary data. A special Helmholtz decomposition of the velocity field is introduced for 3-D axisymmetric flow with a nonzero swirl (=angular momentum density) component. This talk is based on a joint work with S. Weng (Wuhan University, China).
 

 We provide in this work a robust solution theory for random rough differential equations of mean field type

$$

dX_t = V\big( X_t,{\mathcal L}(X_t)\big)dt + \textrm{F}\bigl( X_t,{\mathcal L}(X_t)\bigr) dW_t,

$$

where $W$ is a random rough path and ${\mathcal L}(X_t)$ stands for the law of $X_t$, with mean field interaction in both the drift and diffusivity. Propagation of chaos results for large systems of interacting rough differential equations are obtained as a consequence, with explicit convergence rate. The development of these results requires the introduction of a new rough path-like setting and an associated notion of controlled path. We use crucially Lions' approach to differential calculus on Wasserstein space along the way. This is a joint work with I. Bailleul and R. Catellier.

Joint work with I. Bailleul (Rennes) and R. Catellier (Nice)

(joint work with Françoise Dal'Bo and Andrea Sambusetti)

Given a finitely generated group G acting properly on a metric space X, the exponential growth rate of G with respect to X measures "how big" the orbits of G are. If H is a subgroup of G, its exponential growth rate is bounded above by the one of G. In this work we are interested in the following question: what can we say if H and G have the same exponential growth rate? This problem has both a combinatorial and a geometric origin. For the combinatorial part, Grigorchuck and Cohen proved in the 80's that a group Q = F/N (written as a quotient of the free group) is amenable if and only if N and F have the same exponential growth rate (with respect to the word length). About the same time, Brooks gave a geometric interpretation of Kesten's amenability criterion in terms of the bottom of the spectrum of the Laplace operator. He obtained in this way a statement analogue to the one of Grigorchuck and Cohen for the deck automorphism group of the cover of certain compact hyperbolic manifolds. These works initiated many fruitful developments in geometry, dynamics and group theory. We focus here one the class of Gromov hyperbolic groups and propose a framework that encompasses both the combinatorial and the geometric point of view. More precisely we prove that if G is a hyperbolic group acting properly co-compactly on a metric space X which is either a Cayley graph of G or a CAT(-1) space, then the growth rate of H and G coincide if and only if H is co-amenable in G.  In addition if G has Kazhdan property (T) we prove that there is a gap between the growth rate of G and the one of its infinite index subgroups.