Fri, 10 Jun 2016

11:00 - 12:00
C2

Period rings

K. Ardakov
(Oxford)
Abstract

This talk will give a description of the period ring B_dR of Fontaine, which uses de Rham algebra computations. 

This talk is part of the workshop on Beilinson's approach to p-adic Hodge  theory.

Fri, 10 Jun 2016

10:00 - 11:00
L4

Occurrence detection, correlation and classification among large numbers of time series

Alexander Denev
(Markit)
Abstract

Markit is a leading global provider of financial information services. We provide products that enhance transparency, reduce risk and improve operational efficiency.

We wish to find ways to automatically detect and label ‘extreme’ occurrences in a time series such as structural breaks, nonlinearities, and spikes (i.e. outliers). We hope to detect these occurrences in the levels, returns and volatility of a time series or any other transformation of it (e.g. moving average).

We also want to look for the same types of occurrences in the multivariate case in a set of time series through measures such as e.g. correlations, eigenvalues of the covariance matrix etc. The number of time series involved is of the order 3x10^6.

We wish to explain the appearance of an ‘extreme’ occurrence or a cluster of occurrences endogenously, as an event conditional on the values of the time series in the set, both contemporaneously and/or as conditional on their time lags.

Furthermore, we would like to classify the events that caused the occurrence in some major categories, if found e.g. shock to oil supply, general risk aversion, migrations etc. both algorithmically and by allowing human corrective judgement (which could become the basis for supervised learning).

Fri, 10 Jun 2016
10:00
N3.12

tba

Emily Cliff
Thu, 09 Jun 2016
17:30
L6

Finitary properties for a monoid arising from the model theory of $S$-acts

Victoria Gould
(York)
Abstract

*/ /*-->*/ A {\em monoid} is a semigroup with identity. A {\em finitary property for monoids} is a property guaranteed to be satisfied by any finite monoid. A good example is the maximal condition on the lattice of right ideals: if a monoid satisfies this condition we say it is {\em weakly right noetherian}. A monoid $S$ may be represented via mappings of sets or, equivalently and more concretely, by {\em (right) $S$-acts}. Here an $S$-act is a set $A$ together with a map $A\times S\rightarrow A$ where $(a,s)\mapsto as$, such that

for all $a\in A$ and $s,t\in S$ we have $a1=a$ and $(as)t=a(st)$. I will be speaking about finitary properties for monoids arising from model theoretic considerations for $S$-acts.

 

Let $S$ be a monoid and let $L_S$ be the first-order language of $S$-acts, so that $L_S$ has no constant or relational symbols (other than $=$) and a unary function symbol $\rho_s$ for each $s\in S$. Clearly $\Sigma_S$ axiomatises the class of $S$-acts, where

\[\Sigma_S=\big\{ (\forall x)(x\rho_s \rho_t=x\rho_{st}):s,t\in S\big\}\cup\{ (\forall x)(x\rho_1=x)

\}.\]

 

Model theory tells us that $\Sigma_S$

has a model companion $\Sigma_S^*$ precisely when the class

${\mathcal E}$ of existentially closed $S$-acts is axiomatisable and

in this case, $\Sigma_S^*$ axiomatises ${\mathcal E}$. An old result of Wheeler tells us that $\Sigma_S^*$ exists if and only if for every finitely generated right congruence $\mu$ on $S$, every finitely generated $S$-subact of $S/\mu$ is finitely presented, that is, $S$ is {\em right coherent}. Interest in right coherency also arises from other considerations such as {\em purity} for $S$-acts.

Until recently, little was known about right coherent monoids and, in particular, whether free monoids are (right) coherent.

I will present some work of Gould, Hartmann and Ru\v{s}kuc in this direction: specifically we answer positively the question for free monoids.

 

Where $\Sigma_S^*$ exists, it is known to be

stable, and is superstable if and only if $S$ is weakly right noetherian.

By using an algebraic description of types over $\Sigma_S^*$ developed in the 1980s by Fountain and Gould,

we can show that $\Sigma_S^*$ is totally

transcendental if and only if $S$ is weakly right noetherian and $S$ is {\em ranked}. The latter condition says that every right congruence possesses a finite Cantor-Bendixon rank with respect to the {\em finite type topology}.

Our results show that there is a totally transcendental theory of $S$-acts for which Morley rank of types does not coincide with $U$-rank, contrasting with the corresponding situation for modules over a ring.

Thu, 09 Jun 2016

16:00 - 17:00
C5

Cohomological Donaldson-Thomas Theory and quivers with potential

Aurelio Carlucci
(Oxford)
Abstract

Donaldson-Thomas theory was born as a mean to attach to Calabi-Yau 3-manifolds integers, invariant under small deformation of the complex structure. Subsequent evolutions have replaced integers with cohomological invariants, more flexible and with a broader range of applicable cases.

This talk is meant to be a gentle induction to the topic. We start with an introduction on virtual fundamental classes, and how they relate to deformation and obstruction spaces of a moduli space; then we pass on to the Calabi-Yau 3-dimensional case, stressing how some homological conditions are essential and can lead to generalisation. First we describe the global construction using virtual fundamental classes, then the local approach via the Behrend function and the virtual Euler characteristic.
We introduce quivers with potential, which provide a profitable framework in which to build DT-theory, as they are a source of moduli spaces locally presented as degeneracy loci. Finally, we overview the problem of categorification, introducing the DT-sheaf and showing how it relates to the numerical invariants.

Thu, 09 Jun 2016
16:00
L6

Almost Primes in Almost all Short Intervals

Joni Teräväinen
(University of Turku)
Abstract

When considering $E_k$ numbers (products of exactly $k$ primes), it is natural to ask, how they are distributed in short intervals. One can show much stronger results when one restricts to almost all intervals. In this context,  we seek the smallest value of c such that the intervals $[x,x+(\log x)^c]$ contain an $E_k$ number almost always. Harman showed that $c=7+\varepsilon$ is admissible for $E_2$ numbers, and this was the best known result also for $E_k$ numbers with $k>2$.

We show that for $E_3$ numbers one can take $c=1+\varepsilon$, which is optimal up to $\varepsilon$. We also obtain the value $c=3.51$ for $E_2$ numbers. The proof uses pointwise, large values and mean value results for Dirichlet polynomials as well as sieve methods.

Thu, 09 Jun 2016

16:00 - 17:00
L1

IAM Group Meeting

Javier Buldu, Dave Hewett
Abstract

Dave Hewett: Canonical solutions in wave scattering

By a "canonical solution" I have in mind a closed-form exact solution of the scalar wave equation in a simple geometry, for example the exterior of a circular cylinder, or the exterior of an infinite wedge. In this talk I hope to convince you that the study of such problems is (a) interesting; (b) important; and (c) a rich source of (difficult) open problems involving eigenfunction expansions, special functions, the asymptotic evaluation of integrals, and matched asymptotic expansions.

 

Thu, 09 Jun 2016

15:00 - 16:00
L4

A Decomposition of the Set of Enhanced Langlands Parameters for a p-adic Reductive Group

Anne-Marie Aubert
(Paris Jussieu)
Abstract

Enhanced Langlands parameters for a p-adic group G are pairs formed by a Langlands parameter for G and an irreducible character of a certain component group attached to the parameter. We will first introduce a notion
of cuspidality for these pairs. The cuspidal pairs are expected to correspond to the supercuspidal irreducible representations of G via the local Langlands correspondence.
We will next describe a construction of  a cuspidal support map for enhanced Langlands parameters, the key tool of which is an extension to disconnected complex Lie groups of the generalized Springer correspondence due to Lusztig.
Finally, we will use this map to decompose  the set of enhanced Langlands parameters into Bernstein series.
This is joint work with Ahmed Moussaoui and Maarten Solleveld.

Thu, 09 Jun 2016

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Conditioning of Optimal State Estimation Problems

Prof. Nancy Nichols
(Reading University)
Abstract

To predict the behaviour of a dynamical system using a mathematical model, an accurate estimate of the current state of the system is needed in order to initialize the model. Complete information on the current state is, however, seldom available. The aim of optimal state estimation, known in the geophysical sciences as ‘data assimilation’, is to determine a best estimate of the current state using measured observations of the real system over time, together with the model equations. The problem is commonly formulated in variational terms as a very large nonlinear least-squares optimization problem. The lack of complete data, coupled with errors in the observations and in the model, leads to a highly ill-conditioned inverse problem that is difficult to solve.

To understand the nature of the inverse problem, we examine how different components of the assimilation system influence the conditioning of the optimization problem. First we consider the case where the dynamical equations are assumed to model the real system exactly. We show, against intuition, that with increasingly dense and precise observations, the problem becomes harder to solve accurately. We then extend these results to a 'weak-constraint' form of the problem, where the model equations are assumed not to be exact, but to contain random errors. Two different, but mathematically equivalent, forms of the problem are derived. We investigate the conditioning of these two forms and find, surprisingly, that these have quite different behaviour.

Thu, 09 Jun 2016
12:00
L6

Ancient solutions of Geometric Flows

Panagiota Daskalopoulos
(Columbia University)
Abstract
Some of the most important problems in geometric flows are related to the understanding of singularities. This usually happens through a blow up procedure near the potential singularity which uses the scaling properties of the partial differential equation involved. In the case of a parabolic equation the blow up analysis often leads to special solutions which are defined for all time $-\infty < t \leq T$ for some $T \leq +\infty$. The classification of such solutions often sheds new insight to the singularity analysis. 
In this talk we will discuss Uniqueness Theorems for ancient solutions to geometric partial differential equations such as the Mean curvature flow, the Ricci flow and the Yamabe flow. We will also discuss the construction of new ancient solutions from the parabolic gluing of one or more solitons.
Wed, 08 Jun 2016

16:00 - 17:00
C1

Finiteness properties of subgroups of direct products of surface groups

Claudio Llosa Isenrich
(Oxford)
Abstract

We will explain a result of Bridson, Howie, Miller and Short on the finiteness properties of subgroups of direct products of surface groups. More precisely, we will show that a subgroup of a direct product of n surface groups is of finiteness type $FP_n$ if and only if there is virtually a direct product of at most n finitely generated surface groups. All relevant notions will be explained in the talk.

 

Wed, 08 Jun 2016
16:00
C2

Intensional Partial Metric Spaces

Steve Matthews
(Warwick)
Abstract

Partial metric spaces generalise metric spaces by allowing self-distance
to be a non-negative number. Originally motivated by the goal to
reconcile metric space topology with the logic of computable functions
and Dana Scott's innovative theory of topological domains they are now
too rigid a form of mathematics to be of use in modelling contemporary
applications software (aka 'Apps') which is increasingly concurrent,
pragmatic, interactive, rapidly changing, and inconsistent in nature.
This talks aims to further develop partial metric spaces in order to
catch up with the modern computer science of 'Apps'. Our illustrative
working example is that of the 'Lucid' programming language,and it's
temporal generalisation using Wadge's 'hiaton'.

Wed, 08 Jun 2016
15:00
L4

Additive Combinatorics, Field Extensions, and Coding Theory.

Gilles Zémor
(University of Bordeaux)
Abstract
Additive combinatorics enable one to characterise subsets S of elements in a group such that S+S has

small cardinality. In particular a theorem of Vosper says that subsets of integers modulo a prime p

with minimal sumsets can only be arithmetic progressions, apart from some degenerate cases. We are

interested in q-analogues of these results, namely characterising subspaces S in some algebras such

that the linear span of its square S^2 has small dimension.

Analogues of Vosper's theorem will imply that such spaces will have bases consisting of elements in

geometric progression.

We derive such analogues in extensions of finite fields, where bounds on codes in the space of

quadratic forms play a crucial role. We also obtain that under appropriately formulated conditions,

linear codes with small squares for the component-wise product can only be generalized Reed-Solomon

codes.



Based on joint works with Christine Bachoc and Oriol Serra, and with Diego Mirandola.
Wed, 08 Jun 2016

11:30 - 12:30
N3.12

TBA

Alex Betts
(Oxford)
Tue, 07 Jun 2016

15:45 - 16:45
L4

Matrix factorisation of Morse-Bott functions

Constantin Teleman
(Oxford)
Abstract

For a holomorphic function (“superpotential”)  W: X —> C on a complex manifold X, one defines the (2-periodic) matrix factorisation category MF(X;W), which is supported on the critical locus Crit(W) of W. At a Morse singularity, MF(X;W) is equivalent to the category of modules over the Clifford algebra on the tangent space TX. It had been suggested by Kapustin and Rozansky that, for Morse-Bott W, MF(X;W) should be equivalent to the (2-periodicised) derived category of Crit(W), twisted by the Clifford algebra of the normal bundle. I will discuss why this holds when the first neighbourhood of Crit(W) splits, why it fails in general, and will explain the correct general statement.

Tue, 07 Jun 2016
14:30
L6

The Sharp Threshold for Making Squares

Paul Balister
(Memphis)
Abstract

Many of the fastest known algorithms for factoring large integers rely on finding subsequences of randomly generated sequences of integers whose product is a perfect square. Motivated by this, in 1994 Pomerance posed the problem of determining the threshold of the event that a random sequence of N integers, each chosen uniformly from the set
{1,...,x}, contains a subsequence, the product of whose elements is a perfect square. In 1996, Pomerance gave good bounds on this threshold and also conjectured that it is sharp.

In a paper published in Annals of Mathematics in 2012, Croot, Granville, Pemantle and Tetali significantly improved these bounds, and stated a conjecture as to the location of this sharp threshold. In recent work, we have confirmed this conjecture. In my talk, I shall give a brief overview of some of the ideas used in the proof, which relies on techniques from number theory, combinatorics and stochastic processes. Joint work with Béla Bollobás and Robert Morris.

Tue, 07 Jun 2016

12:30 - 13:30
Oxford-Man Institute

Complete-market stochastic volatility models (Joint seminar with OMI)

Mark Davis
(Imperial College, London)
Abstract
It is an old idea that incomplete markets should be completed by adding traded options as non-redundant
securities. While this is easy to show in a finite-state setting, getting a satisfactory theory in
continuous time has proved highly problematic. The goal is however worth pursuing since it would
provide arbitrage-free dynamic models for the whole volatility surface. In this talk we describe an
approach in which all prices in the market are functions of some underlying Markov factor process.
In this setting general conditions for market completeness were given in earlier work with J.Obloj,
but checking them in specific instances is not easy. We argue that Wishart processes are good
candidates for modelling the factor process, combining efficient computational methods with an
adequate correlation structure.
Mon, 06 Jun 2016

15:45 - 16:45
L6

Hausdorff dimension and complexity of Kleinian groups

​​​Yong Hou
(IAS Princeton)
Abstract

In this talk I'll give a general presentation of my recent work that a purely loxodromic Kleinian group of Hausdorff dimension<1 is a classical Schottky group. This gives a complete classification of all Kleinian groups of dimension<1. The proof uses my earlier result on the classification of Kleinian groups of sufficiently small Hausdorff dimension. This result in conjunction to another work (joint with Anderson) provides a resolution to Bers uniformization conjecture. No prior knowledge on the subject is assumed.

Mon, 06 Jun 2016

15:45 - 16:45
C6

A backward stochastic differential equation approach to singular stochastic control

YING HU
(Universite Rennes 1)
Abstract

Singular stochastic control problems ae largely studied in literature.The standard approach is to study the associated Hamilton-Jacobi-Bellman equation (with gradient constraint). In this work, we use a different approach (BSDE:Backward stochastic differntial equation approach) to show that the optimal value is a solution to BSDE.

The advantage of our approach is that we can study this kind of singular stochastic control with path-dependent coefficients

Mon, 06 Jun 2016
14:15
L4

Obstructions to positive scalar curvature via submanifolds of different codimension

Thomas Schick
(Gottingen)
Abstract

Question: Given a smooth compact manifold $M$ without boundary, does $M$
 admit a Riemannian metric of positive scalar curvature?

 We focus on the case of spin manifolds. The spin structure, together with a
 chosen Riemannian metric, allows to construct a specific geometric
 differential operator, called Dirac operator. If the metric has positive
 scalar curvature, then 0 is not in the spectrum of this operator; this in
 turn implies that a topological invariant, the index, vanishes.

  We use a refined version, acting on sections of a bundle of modules over a
 $C^*$-algebra; and then the index takes values in the K-theory of this
 algebra. This index is the image under the Baum-Connes assembly map of a
 topological object, the K-theoretic fundamental class.

 The talk will present results of the following type:

 If $M$ has a submanifold $N$ of codimension $k$ whose Dirac operator has
 non-trivial index, what conditions imply that $M$ does not admit a metric of
 positive scalar curvature? How is this related to the Baum-Connes assembly
 map? 

 We will present previous results of Zeidler ($k=1$), Hanke-Pape-S. ($k=2$),
 Engel and new generalizations. Moreover, we will show how these results fit
 in the context of the Baum-Connes assembly maps for the manifold and the
 submanifold.