Past

The National Physical Laboratory is the national measurement institute. Researchers in the Data Science Division analyse various types of data using mathematical, statistical and machine learning based methods. The goal of the workshop is to describe a set of exciting mathematical problems that are of interest to NPL and more generally to the Data Science community. In particular, I will describe the problem of clustering using minimum spanning trees (MST-Clustering), Non-Negative Matrix Factorisation (NMF), adaptive Compressed Sensing (CS) for tomography, and sparse polynomial chaos expansion (PCE) for parametrised PDE’s.

Motivated by the Dixmier-Moeglin equivalence, which belongs to the realm of algebra representations, we look at a differential version of this equivalence for algebraic D-groups, which belong to the realm of finite Morley rank groups in differentially closed fields. We will see how the proof of this equivalence reduces to a standard model-theoretic fact (on binding groups). Time permitting we will present an application to Hopf-Ore extensions. This is joint work with J. Bell and R. Moosa.

It is a standard heuristic that sums of oscillating number theoretic functions, like the M\"obius function or Dirichlet characters, should exhibit squareroot cancellation. It is often very difficult to prove anything as strong as that, and we generally expect that if we could prove squareroot cancellation it would be the best possible bound. I will discuss recent results showing that, in fact, certain averages of multiplicative functions exhibit a bit more than squareroot cancellation.

Understanding the spatial distribution of organisms throughout an environment is an important topic in population ecology. We briefly review ecological questions underpinning certain mathematical work that has been done in this area, before presenting a few examples of spatially structured population models. As a first example, we consider a model of two species aggregation and clustering in two-dimensional domains in the presence of heterogeneity, and demonstrate novel aggregation mechanisms in this setting. We next consider a second example consisting of a predator-prey-subsidy model in a spatially continuous domain where the spatial distribution of the subsidy influences the stability and spatial structure of steady states of the system. Finally, we discuss ongoing work on extending such results to network-structured domains, and discuss how and when the presence of a subsidy can stabilize predator-prey dynamics."

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Compaction is a primary process in the evolution of a sedimentary basin. Various 1D models exist to model a basin compacting due to overburden load. We explore a multi-dimensional model for a basin undergoing mechanical and chemical compaction. We discuss some properties of our model. Some test cases in the presence of geological features are considered, with appropriate numerical techniques presented.

This document reviews the so called least square methodology (LSM) and its application for the valuation and risk of callable exotics and regulatory value adjustments (xVA). We derive valuation algorithms for xVA, both with or without collateral, that are particularly accurate, efficient and practical. These algorithms are based on a reformulation of xVA, designed by Jesper Andreasen and implemented in Danske Bank's award winning systems, that hasn't been previously published in full. We then investigate the matter of risk sensitivities, in the context of Algorithmic Automated Differentiation (AAD). A rather recent addition to the financial mathematics toolbox, AAD is presently generally acknowledged as a vastly superior alternative to the classical estimation of risk sensitivities through finite differences, and the only practical means for the calculation of the large number of sensitivities in the context of xVA. The theory and implementation of AAD, the related check-pointing techniques, and their application to Monte-Carlo simulations are explained in numerous textbooks and articles, including Giles and Glasserman's pioneering Smoking Adjoints. We expose an extension to LSM, and, in particular, we derive an original algorithm that resolves the matters of memory consumption and efficiency in differentiating simulations together with the LSM step.

Gauss invented Gaussian quadrature following an approach entirely different from the one we now find in textbooks. I will describe leisurely the contents of Gauss's original memoir on quadrature, an impressive piece of mathematics, based on continued fractions, Padé approximation, generating functions, the hypergeometric series and more.

Divergence-measure fields are $L^{p}$-summable vector fields on $\mathbb{R}^{n}$ whose divergence is a Radon measure. Such vector fields form a new family of function spaces, which in a sense generalize the $BV$ fields, and were introduced at first by Anzellotti, before being rediscovered in the early 2000s by many authors for different purposes.
Chen and Frid were interested in the applications to the theory of systems of conservation laws with the Lax entropy condition and achieved a Gauss-Green formula for divergence-measure fields, for any $1 \le p \le \infty$, on open bounded sets with Lipschitz deformable boundary. We show in this talk that any Lipschitz domain is deformable.
Later, Chen, Torres and Ziemer extended this result to the sets of finite perimeter in the case $p = \infty$, showing in addition that the interior and exterior normal traces of the vector field are essentially bounded functions.
The Gauss-Green formula for $1 \le p \le \infty$ has been also studied by Silhavý on general open sets, and by Schuricht on compact sets. In such cases, the normal trace is not in general a summable function: it may even not be a measure, but just a distribution of order 1. However, we can show that such a trace is the limit of the integral of classical normal traces on (smooth) approximations of the integration domain.

 I will discuss my ongoing project towards a version of the Modular Andre-Oort Conjecture incorporating the derivatives of the j function.  The work originates with Jonathan Pila, who formulated the first "Modular Andre-Oort with Derivatives" conjecture.  The problem can be approached via o-minimality; I will discuss two categories of result.  The first is a weakened version of Jonathan's conjecture.  Under an algebraic independence conjecture (of my own, though it follows from standard conjectures), the result is equivalent to the statement that Jonathan's conjecture holds.  
The second result is conditional on the same algebraic independence conjecture - it specifies more precisely how the special points in varieties can occur in this context.  
If time permits, I will discuss my most recent work towards making the two results uniform in algebraic families.

Direct Anonymous Attestation (DAA) is a protocol that allows a security chip embedded in a platform such as laptop to authenticate itself as a genuine chip.  Different authentications are not linkeable, thus the protocol protects the privacy of the platform. The first DAA protocol was proposed by Brickell, Chen, and Camenisch and was standardized in 2004 by the Trusted Computing Group (TCG). Implementations of this protocols were rather slow because it is based on RSA. Later, alternative and faster protocols were proposed based on elliptic curves. Recently the specification by the TCG was updated to allow for DAA protocols based on elliptic curves. Unfortunately, the new standard does not allow for provably secure DAA protocols. In this talk, we will review some of the history of DAA and  then discuss the latest protocols, security models, and finally a provably secure realization of DAA based on elliptic curves.

It is well known that there is a finite colouring of the natural numbers such that there is no infinite set X with X+X (the pairwise sums from X, allowing repetition) monochromatic. It is easy to extend this to the rationals. Hindman, Leader and Strauss showed that there is also such a colouring of the reals, and asked if there exists a space 'large enough' that for every finite colouring there does exist an infinite X with X+X monochromatic. We show that there is indeed such a space. Joint work with Imre Leader.

Magnus expansion based methods are an efficient class of integrators for solving Schrödinger equations that feature time dependent potentials such as lasers. These methods have been found to be highly effective in computational quantum chemistry since the pioneering work of Tal Ezer and Kosloff in the early 90s. The convergence of the Magnus expansion, however, is usually understood only for ODEs and traditional analysis suggests a much poorer performance of these methods than observed experimentally. It was not till the work of Hochbruck and Lubich in 2003 that a rigorous analysis justifying the application to PDEs with unbounded operators, such as the Schrödinger equation, was presented. In this talk we will extend this analysis to the semiclassical regime, where the highly oscillatory solution conventionally suggests large errors and a requirement for very small time steps.
 

In everyday language, this talk studies the question about the optimal shape and location of a thermometer of a given volume to reconstruct the temperature distribution in an entire room. For random initial conditions, this problem was considered by Privat, Trelat and Zuazua (ARMA, 2015), and for short times we remove both the randomness and geometric assumptions in their article. Analytically, we obtain quantitative estimates for the well-posedness of an inverse problem, in which one determines the solution in the whole domain from its restriction to a subset of given volume. Using a new decomposition of $L^2(\Rd)$ into heat packets from microlocal analysis, we conclude that there exists a unique optimal such subset, that it is semi-analytic and can be approximated numerically by solving a sequence of finite-dimensional optimization problems. (joint with Alden Waters)
 

The (kinetic) Langevin equation is an SDE with degenerate noise that describes the motion of a particle in a force field subject to damping and random collisions. It is also closely related to Hamiltonian Monte Carlo methods. An important open question is, why in certain cases kinetic Langevin diffusions seem to approach equilibrium faster than overdamped Langevin diffusions. So far, convergence to equilibrium for kinetic Langevin diffusions has almost exclusively been studied by analytic techniques. In this talk, I present a new probabilistic approach that is based on a specific combination of reflection and synchronous coupling of two solutions of the Langevin equation. The approach yields rather precise bounds for convergence to equilibrium at the borderline between the overdamped and the underdamped regime, and it may help to shed some light on the open question mentioned above.

 There is a routine for obtaining formulae for derivatives of smooth heat semigroups,and for certain heat semigroups acting on differential forms etc, established some time ago by myself, LeJan, & XueMei Li.  Following a description of this in its general form, I will discuss its applicability in some sub-Riemannian situations and to higher order derivatives.

Transport properties of liquids and gases in the regime of weak coupling (or effective weak coupling) are determined by the solutions of relevant kinetic equations for particles or quasiparticles, with transport coefficients being proportional to the minimal eigenvalue of the linearized kinetic operator. At strong coupling, the same physical quantities can sometimes be determined from dual gravity, where quasinormal spectra enter as the eigenvalues of the linearized Einstein's equations. We discuss the problem of interpolating between the two regimes using results from higher derivative gravity.

In this session we will refresh our understanding of the purpose of an interview, review some top tips, and practise answering some typical interview questions. Rachel will also signpost further resources on interview preparation available at the Careers Service.

Over the last few decades, a number of authors have discussed the analogy between linking numbers in three manifold topology and symbols in arithmetic. This talk will outline some results that make this precise in terms of natural complexes associated to arithmetic duality theorems. In particular, we will describe a ‘finite path integral’ formula for power residue symbols.

Dedalus is a new open-source framework for solving general partial differential equations using spectral methods.  It is designed for maximum extensibility and incorporates features such as symbolic equation entry, custom domain construction, and automatic MPI parallelization.  I will briefly describe key algorithmic features of the code, including our sparse formulation and support for general tensor calculus in curvilinear domains.  I will then show examples of the code’s capabilities with various applications to astrophysical and geophysical fluid dynamics, including a compressible flow benchmark against a finite volume code, and direct numerical simulations of turbulent glacial melting

In the first part of my presentation, I will briefly summarize a dynamic view of the cell cycle created in collaboration with Prof John Tyson over the past 25 years. 
In our view, the decisions a cell must make during DNA synthesis and mitosis are controlled by bistable switches, which provide abrupt and irreversible transition 
between successive cell cycle phases. In addition, bistability provides the foundation for 'checkpoints' that can stop cell proliferation if problems arise 
(e.g., DNA damage by UV irradiation). In the second part of my talk, I will highlight a few representative examples from our ongoing BBSRC Strategic LoLa grant 
(http://cellcycle.org.uk/) in which we are testing the predictions of our theoretical ideas in human cells in collaboration with four experimental groups.