Past

My research focuses on numerical techniques that help provide scalable computation within simulations of two-phase fluid flow problems. The efficient solution of the linear systems which arise is key to obtaining practical computation. I will motivate and discuss new methods which seek to generalise effective techniques for a single phase to the more challenging setting of two-phase flow where the governing equations have discontinuous coefficients.

The $\phi^4$ model in statistical physics describes the
continous phase transition in the liquid-vapour system, transition to
the superfluid phase in helium, etc. Experimentally measured values in
this model are critical exponents and universal amplitude ratios.
These values can also be calculated in the framework of the
renormalization group approach. It turns out that the obtained series
are divergent asymptotic series, but it is possible to perform Borel
resummation of such a series. To make this procedure more accurate we
need as much terms of the expansion as possible.
The results of the recent six loop analitical calculations of the
anomalous dimensions, beta function and critical exponents of the
$O(N)$ symmetric $\phi^4$ model will be presented. Different technical
aspects of these calculations (IBP method, R* operation and parametric
integration in Feynman representation) will be discussed. The

numerical estimations of critical exponents obtained with Borel
resummation procedure are compared with experimental values and
results of Monte-Carlo simulations.

In this talk I will begin by reviewing classical geometric properties of constant mean curvature surfaces, H>0, in R^3. I will then talk about several more recent results for surfaces embedded in R^3 with constant mean curvature, such as curvature and radius estimates. Finally I will show applications of such estimates including a characterisation of the round sphere as the only simply-connected surface embedded in R^3 with constant mean curvature and area estimates for compact surfaces embedded in a flat torus with constant mean curvature and finite genus. This is joint work with Meeks.

 In this introduction for topologists, we explain the role that extensions of L-infinity algebras by taking homotopy fibers plays in physics. This first appeared with the work of physicists D'Auria and Fre in 1982, but is beautifully captured by the "brane bouquet" of Fiorenza, Sati and Schreiber which shows how physical objects such as "strings", "D-branes" and "M-branes" can be classified by taking successive homotopy fibers of an especially simple L-infinity algebra called the "supertranslation algebra". We then conclude by describing our joint work with Schreiber where we build the brane bouquet out of the homotopy theory of an even simpler L-infinity algebra called the superpoint.

The Regularity Structures introduced by Martin Hairer allow us to describe the solution of a singular SPDEs by a Taylor expansion with new monomials.  We present the two Hopf Algebras used in this theory for defining the structure group and the renormalisation group. We will point out the importance of recursive formulae with twisted antipodes.

Since Donaldson-Thomas proposed a programme for studying gauge theory in higher dimensions, there has
been significant interest in understanding special Yang-Mills connections in Ricci-flat 7-manifolds with holonomy
G_2 called G_2-instantons.  However, still relatively little is known about these connections, so we begin the
systematic study of G_2-instantons in the SU(2)^2-invariant setting.  We provide existence, non-existence and
classification results, and exhibit explicit sequences of G_2-instantons where “bubbling" and "removable
singularity" phenomena occur in the limit.  This is joint work with Goncalo Oliveira (Duke).

Signature of a path provides a top down summary of the path as a driving signal. There have been substantial recent progress in reconstructing paths from its signature, (Lyons-Xu 2016, Geng 2016). In this talk, we focus on obtaining certain quantitative features of paths from their signatures. Hambly-Lyons' showed that the normalized limit of signature gives the length of a C^3 path. The result was recently extended by Lyons-Xu to C^1 paths. The extension of this result to bounded variation paths remains open. We will discuss this open problem.

I will review the recently exposed connection between N=2 superconformal field theories in four dimensions and vertex operator algebras (VOAs). I will outline some general features of the VOAs that arise in this manner and describe the manner in which they reflect four-dimensional operations such as gauging and Higgsing. Time permitting, I will also touch on the modular properties of characters of these VOAs.

There are many opportunities within Oxford to communicate your excitement about mathematics and your own research to a wider audience, whether adults or school students.  In this session we'll hear about some of those opportunities, and have some training on how to write a press release, so that you are well placed to share your next research paper with the public.

Featuring 
Rebecca Cotton-Barratt, Schools Liaison Officer and Admissions Coordinator in the Mathematical Institute
Mareli Grady, Schools Liaison Officer in the Statistics Department and Mathemagicians Coordinator in the Mathematical Institute
Stuart Gillespie, Media Relations Officer for the University of Oxford

We will introduce some ideas from geometric representation theory, including basic D-modules, (a realisation of) infinity categories, and the Ran space, and then go on to define chiral and factorisation algebras.
This talk has no prerequisites.

Van den Dries has proved the decidability of the ring of algebraic integers, the integral closure of the ring of integers in
the algebraic closure of the rationals.  A well-established analogy leads to ask the same question for the ring of complex polynomials.
This turns out to go the other way, interpreting the rational field.    An interesting structure on the
limit of Jacobians of all complex curves is encountered along the way. 

What can fashionable ideas, blind faith, or pure fantasy have to do with the scientific quest to understand the universe? Surely, scientists are immune to trends, dogmatic beliefs, or flights of fancy? In fact, Roger Penrose argues that researchers working at the extreme frontiers of mathematics and physics are just as susceptible to these forces as anyone else. In this lecture, based on his new book, Roger will argue that fashion, faith, and fantasy, while sometimes productive and even essential, may be leading today's researchers astray, most notably in three of science's most important areas - string theory, quantum mechanics, and cosmology. Yet Roger will also describe how fashion, faith, and fantasy have, ironically, also been invaluable in shaping his own work.

Roger will be signing copies of his book after the lecture.

This lecture is now SOLD OUT. Any questions, please email: @email

Let $F$ be a binary form of degree $d \geq 3$ with integer coefficients and non-zero discriminant. In this talk we give an asymptotic formula for the quantity $R_F(Z)$, the number of integers in the interval $[-Z,Z]$ representable by the binary form $F$.

This is joint work with C.L. Stewart.

We introduce a novel stochastic volatility model where the squared volatility of the asset return follows a Jacobi process. It contains the Heston model as a limit case. We show that the the joint distribution of any finite sequence of log returns admits a Gram--Charlier A expansion in closed-form. We use this to derive closed-form series representations for option prices whose payoff is a function of the underlying asset price trajectory at finitely many time points. This includes European call, put, and digital options, forward start options, and forward start options on the underlying return. We derive sharp analytical and numerical bounds on the series truncation errors. We illustrate the performance by numerical examples, which show that our approach offers a viable alternative to Fourier transform techniques. This is joint work with Damien Ackerer and Damir Filipovic.

Graham Benham

The Fluid Mechanics of Low-Head Hydropower Illuminated by Particle Image Velocimetry

We study a new type of hydropower which is cost-effective in rivers and tides where there are small pressure drops. The concept goes as follows: The cost of water turbines scales with the flow rate they deal with.  Therefore, in order to render this hydropower desirable, we make use of the Venturi principle, a natural fluid mechanical gear system which involves splitting the flow into two streams. The turbine deals with a small fraction of the flow at slow speed and high pressure, whilst the majority avoids the turbine, going at high speed and low pressure. Now the turbine feels an amplified pressure drop, thus maintaining its power output, whilst becoming much cheaper. But it turns out that the efficiency of the whole system depends strongly on the way in which these streams mix back together again.

Here we discuss some new experimental results and compare them to a simplified mathematical model for the mixing of these streams. The experimental results were achieved using particle image velocimetry (PIV), which is a type of flow visualisation. Using a laser sheet and a high speed camera, we are able to capture flow velocity fields at high resolution. Pressure measurements were also taken. The mathematical model is derived from the Navier Stokes equations using boundary layer theory alongside a flow-averaging method and reduces the problem to solving a set of ODE’s for the bulk components of the flow.

Nabil Fadai

Asymptotic Analysis of a Multiphase Drying Model Motivated by Coffee Bean Roasting

Recent modelling of coffee bean roasting suggests that in the early stages of roasting, within each coffee bean, there are two emergent regions: a dried outer region and a saturated interior region. The two regions are separated by a transition layer (or drying front). In this talk, we consider the asymptotic analysis of a multiphase model of this roasting process which was recently put forth and studied numerically, in order to gain a better understanding of its salient features. The model consists of a PDE system governing the thermal, moisture, and gas pressure profiles throughout the interior of the bean. Obtaining asymptotic expansions for these quantities in relevant limits of the physical parameters, we are able to determine the qualitative behaviour of the outer and interior regions, as well as the dynamics of the drying front. Although a number of simplifications and scaling are used, we take care not to discard aspects of the model which are fundamental to the roasting process. Indeed, we find that for all of the asymptotic limits considered, our approximate solutions faithfully reproduce the qualitative features evident from numerical simulations of the full model. From these asymptotic results we have a better qualitative understanding of the drying front (which is hard to resolve precisely in numerical simulations), and hence of the various mechanisms at play as heating, evaporation, and pressure changes result in a roasted bean. This qualitative understanding of solutions to the multiphase model is essential if one is to create more involved models that incorporate chemical reactions and solid mechanics effects.

We present global rates of convergence for a general class of methods for nonconvex smooth optimization that include linesearch, trust-region and regularisation strategies, but that allow inaccurate problem information. Namely, we assume the local (first- or second-order) models of our function are only sufficiently accurate with a certain probability, and they can be arbitrarily poor otherwise. This framework subsumes certain stochastic gradient analyses and derivative-free techniques based on random sampling of function values. It can also be viewed as a robustness
assessment of deterministic methods and their resilience to inaccurate derivative computation such as due to processor failure in a distribute framework. We show that in terms of the order of the accuracy, the evaluation complexity of such methods is the same as their counterparts that use deterministic accurate models; the use of probabilistic models only increases the complexity by a constant, which depends on the probability of the models being good. Time permitting, we also discuss the case of inaccurate, probabilistic function value information, that arises in stochastic optimization. This work is joint with Katya Scheinberg (Lehigh University, USA).
 

Linear algebra is a widely used tool both in mathematics and computer science, and cryptography is no exception to this rule. Yet, it introduces some particularities, such as dealing with linear systems that are often sparse, or, in other words, linear systems inside which a lot of coefficients are equal to zero. We propose to enlarge this notion to nearly sparse matrices, caracterized by the concatenation of a sparse matrix and some dense columns, and to design an algorithm to solve this kind of problems. Motivated by discrete logarithms computations on medium and high caracteristic finite fields, the Nearly Sparse Linear Algebra briges the gap between classical dense linear algebra problems and sparse linear algebra ones, for which specific methods have already been established. Our algorithm particularly applies on one of the three phases of NFS (Number Field Sieve) which precisely consists in finding a non trivial element of the kernel of a nearly sparse matrix.

'Erdős-Ko-Rado type problems' are well-studied in extremal combinatorics; they concern the sizes of families of objects in which any two (or any $r$) of the objects in the family 'agree', or 'intersect', in some way.

If $X$ is a finite set, the '$p$-biased measure' on the power-set of $X$ is defined as follows: choose a subset $S$ of $X$ at random by including each element of $X$ independently with probability $p$. If $\mathcal{F}$ is a family of subsets of $X$, one can consider the $p$-biased measure of $\mathcal{F}$, denoted by $\mu_p(\mathcal{F})$, as a function of $p$. If $\mathcal{F}$ is closed under taking supersets, then this function is an increasing function of $p$. Seminal results of Friedgut and Friedgut-Kalai give criteria under which this function has a 'sharp threshold'. Perhaps surprisingly, a careful analysis of the behaviour of this function also yields some rather strong results in extremal combinatorics which do not explicitly mention the $p$-biased measure - in particular, in the field of Erdős-Ko-Rado type problems. We will discuss some of these, including a recent proof of an old conjecture of Frankl that a symmetric three-wise intersecting family of subsets of $\{1,2,\ldots,n\}$ has size $o(2^n)$, and some 'stability' results characterizing the structure of 'large' $t$-intersecting families of $k$-element subsets of $\{1,2,\ldots,n\}$. Based on joint work with (subsets of) Nathan Keller, Noam Lifschitz and Bhargav Narayanan.

We define categorical matrix factorizations in a suspended additive category, 
with respect to a central element. Such a factorization is a sequence of maps 
which is two-periodic up to suspension, and whose composition equals the 
corresponding coordinate map of the central element. When the category in 
question is that of free modules over a commutative ring, together with the 
identity suspension, then these factorizations are just the classical matrix 
factorizations. We show that the homotopy category of categorical matrix 
factorizations is triangulated, and discuss some possible future directions. 
This is joint work with Dave Jorgensen.

The big phase space is an infinite dimensional manifold which is the arena
for topological quantum field theories and quantum cohomology (or
equivalently, dispersive integrable systems). tt*-geometry was introduced by
Cecotti and Vafa and is a way to introduce an Hermitian structure on what
would be naturally complex objects, and the theory has many links with
singularity theory, variation of Hodge structures, Higgs bundles, integrable
systems etc.. In this talk the two ideas will be combined to give a
tt*-geometry on the big phase space.

(joint work with Liana David)

The large sieve is a powerful analytic tool in number theory, with many beautiful and diverse applications. In its most general form it resembles an approximate Bessel's inequality, and this clear modern theory rests on the combined effort of countless mathematicians in the mid-twentieth century -- Linnik, Roth, Selberg, Montgomery, Vaughan, and Bombieri, to name a few. However, it is hardly obvious to the beginner why this rather abstract inequality should be called 'large', or 'sieve'. In this introductory talk, aimed particularly at new graduate students, we discuss the rudimentary theory of the large sieve, some particular applications to sieving problems, and (at least one) proof. 

We will give the results on the models of thin plates and rods in nonlinear elasticity by doing simultaneous homogenization and dimensional reduction. In the case of bending plate we are able to obtain the models only under periodicity assumption and assuming some special relation between the periodicity of the material and thickness of the body. In the von K\'arm\'an regime of rods and plates and in the bending regime of rods we are able to obtain the models in the general non-periodic setting. In this talk we will focus on the derivation of the rod model in the bending regime without any assumption on periodicity.