Past

Let q be a prime power and let C be a smooth curve defined over F_q. The number of points of C over the finite extensions of F_q are determined by the Zeta function of C, which can be written in the form P_C(t)/((1-t)(1-qt)), where P_C(t) is a polynomial of degree 2g and g is the genus of C; this is often called the L-polynomial of C. We use a Chebotarev-like statement (over function fields instead of Z) due to Katz in order to study the distribution, as C varies, of the coefficients of P_C(t) in a non-archimedean setting.

In the 1960s Shanks conjectured that the  ζ'(ρ), where ρ is a non-trivial zero of zeta, is both real and positive in the mean. Conjecturing and proving this result has a rich history, but efforts to generalise it to higher moments have so far failed. Building on the work of Keating and Snaith using characteristic polynomials from Random Matrix Theory, the Hybrid model of Gonek, Hughes and Keating, and the Ratios Conjecture of Conrey, Farmer, and Zirnbauer, we have been able to produce new conjectures for the full asymptotics of higher moments of the derivatives of zeta. This is joint work with Chris Hughes.

The (finite) Hilbert matrix is arguably one of the single most well-known matrices in mathematics. The infinite Hilbert matrix H was introduced by David Hilbert around 120 years ago in connection with his double series theorem. It can be interpreted as a linear operator on spaces of analytic functions by its action on their Taylor coefficients. The boundedness of H on the Hardy spaces H^p for 1 < p < ∞ and Bergman spaces A^p for 2 < p < ∞ was established by Diamantopoulos and Siskakis. The exact value of the operator norm of H acting on the Bergman spaces A^p for 4 ≤ p < ∞ was shown to be π /sin(2π/p) by Dostanic, Jevtic and Vukotic in 2008. The case 2 < p < 4 was an open problem until in 2018 it was shown by Bozin and Karapetrovic that the norm has the same value also on the scale2 < p < 4. In this talk, we introduce some background, review some of the old results, and consider the still partly open problem regarding the value of the norm on weighted Bergman spaces. We also consider a generalised Hilbert matrix operator and its (essential) norm. The talk is partly based on a joint work with Mikael Lindström, David Norrbo, and Niklas Wikman (Åbo Akademi University).
 

Let C,D be classes of finitely presented groups. The epimorphism problem from C to D is the following decision problem:

Input: Finite descriptions (presentation, multiplication table, other) for groups  G in C and H in D

Question: Is there an epimorphism from G to H?

I will discuss some cases where it is decidable and where it is NP-complete. Spoiler alert: it is undecidable for C=D=the class of 2-step nilpotent groups (Remeslennikov).

This is joint work with Jerry Shen (UTS) and Armin Weiss (Stuttgart).

For integers $k \ge 1$ and $n \ge 2k+1$, the Kneser graph $K(n,k)$ has as vertices all $k$-element subsets of an $n$-element ground set, and an edge between any two disjoint sets. It has been conjectured since the 1970s that all Kneser graphs admit a Hamilton cycle, with one notable exception, namely the Petersen graph $K(5,2)$. This problem received considerable attention in the literature, including a recent solution for the sparsest case $n=2k+1$. The main contribution of our work is to prove the conjecture in full generality. We also extend this Hamiltonicity result to all connected generalized Johnson graphs (except the Petersen graph). The generalized Johnson graph $J(n,k,s)$ has as vertices all $k$-element subsets of an $n$-element ground set, and an edge between any two sets whose intersection has size exactly $s$. Clearly, we have $K(n,k)=J(n,k,0)$, i.e., generalized Johnson graphs include Kneser graphs as a special case. Our results imply that all known families of vertex-transitive graphs defined by intersecting set systems have a Hamilton cycle, which settles an interesting special case of Lovász' conjecture on Hamilton cycles in vertex-transitive graphs from 1970. Our main technical innovation is to study cycles in Kneser graphs by a kinetic system of multiple gliders that move at different speeds and that interact over time, reminiscent of the gliders in Conway’s Game of Life, and to analyze this system combinatorially and via linear algebra.

This is joint work with my students Arturo Merino (TU Berlin) and Namrata (Warwick).

Recent joint work with Konstantin Ardakov has been devoted to classifying equivariant line bundles with flat connection on the Drinfeld p-adic half-plane defined over F, a finite extension of Q_p, and proving that their global sections yield admissible locally analytic representations of GL_2(F) of finite length. In this talk we will discuss this work and invite reflection on how it might be extended to equivariant vector bundles with connection on the p-adic half-plane and, if time permits, to higher dimensional analogues of the half-plane.

We study a McKean–Vlasov control problem with killing and common noise. The particles in this control model live on the real line and are killed at a positive intensity whenever they are in the negative half-line. Accordingly, the interaction between particles occurs through the subprobability distribution of the living particles. We establish the existence of an optimal semiclosed-loop control that only depends on the particles’ location and not their cumulative intensity. This problem cannot be addressed through classical mimicking arguments, because the particles’ subprobability distribution cannot be reconstructed from their location alone. Instead, we represent optimal controls in terms of the solutions to semilinear BSPDEs and show those solutions do not depend on the intensity variable.

We consider one-dimensional nonlinear Schrodinger equations around a traveling wave. We prove its asymptotic stability for general nonlinearities, under the hypotheses that the orbital stability condition of Grillakis-Shatah-Strauss is satisfied and that the linearized operator does not have a resonance and only has 0 as an eigenvalue. As a by-product of our approach, we show long-range scattering for the radiation remainder. Our proof combines for the first time modulation techniques and the study of space-time resonances. We rely on the use of the distorted Fourier transform, akin to the work of Buslaev and Perelman and, and of Krieger and Schlag, and on precise renormalizations, computations, and estimates of space-time resonances to handle its interaction with the soliton. This is joint work with Pierre Germain.

The Liouville function $\lambda(n)$ is defined to be $+1$ if $n$ is a product of an even number of primes, and $-1$ otherwise. The statistical behaviour of $\lambda$ is intimately connected to the distribution of prime numbers. In many aspects, the Liouville function is expected to behave like a random sequence of $+1$'s and $-1$'s. For example, the two-point Chowla conjecture predicts that the average of $\lambda(n)\lambda(n+1)$ over $n < x$ tends to zero as $x$ goes to infinity. In this talk, I will discuss quantitative bounds for a logarithmic version of this problem.

Fluctuating hydrodynamics provides a framework for approximating density fluctuations in interacting particle systems by suitable SPDEs. The Dean-Kawasaki equation - a strongly singular SPDE - is perhaps the most basic equation of fluctuating hydrodynamics; it has been proposed in the physics literature to describe the fluctuations of the density of N diffusing weakly interacting particles in the regime of large particle numbers N. The strongly singular nature of the Dean-Kawasaki equation presents a substantial challenge for both its analysis and its rigorous mathematical justification: Besides being non-renormalizable by approaches like regularity structures, it has recently been shown to not even admit nontrivial martingale solutions.

In this talk, we give an overview of recent quantitative results for the justification of fluctuating hydrodynamics models. In particular, we give an interpretation of the Dean-Kawasaki equation as a "recipe" for accurate and efficient numerical simulations of the density fluctuations for weakly interacting diffusing particles, allowing for an error that is of arbitarily high order in the inverse particle number. 

Based on joint works with Federico Cornalba, Jonas Ingmanns, and Claudia Raithel

In this joint work with Filip Zivanovic, we construct symplectic cohomology for a class of symplectic manifolds that admit ${\mathbb C}^*$-actions and which project equivariantly and properly to a convex symplectic manifold. The motivation for studying these is a large class of examples known as Conical Symplectic Resolutions, which includes quiver varieties, resolutions of Slodowy varieties, and hypertoric varieties. These spaces are highly non-exact at infinity, so along the way we develop foundational results to be able to apply Floer theory. Motivated by joint work with Mark McLean on the Cohomological McKay Correspondence, our goal is to describe the ordinary cohomology of the resolution in terms of a Morse-Bott spectral sequence for positive symplectic cohomology. These spectral sequences turn out to be quite computable in many examples. We obtain a filtration on ordinary cohomology by cup-product ideals, and interestingly the filtration can be dependent on the choice of circle action.

The COVID-19 pandemic has brought a spotlight to the field of infectious disease modelling, prompting widespread public awareness and understanding of its intricacies. As a result, many individuals now possess a basic familiarity with the principles and methodologies involved in studying the spread of diseases. In this presentation, I aim to deliver a somewhat comprehensive (and hopefully engaging) overview of the methods employed in infectious disease modelling, placing them within the broader context of their significance for government and public health policy.

I will navigate through applications of Spatial Statistics, Branching Processes, and Binary Trees in modelling infectious diseases, with a particular emphasis on integrating machine learning methods into these areas. The goal of this presentation is to take you on a broad tour of methods and their applications, offering a personal perspective by highlighting examples from my recent work.

We will be joined by Tim LaRock, president of the UCU, to talk about everything money and work related, and how these issues intersect with being a minority. Lunch will be provided. 

Speaker: Cedric Pilatte 
Title: Convolution of integer sets: a galaxy of (mostly) open problems

Title: Manifold-Free Riemannian Optimization

Abstract: Optimization problems constrained to a smooth manifold can be solved via the framework of Riemannian optimization. To that end, a geometrical description of the constraining manifold, e.g., tangent spaces, retractions, and cost function gradients, is required. In this talk, we present a novel approach that allows performing approximate Riemannian optimization based on a manifold learning technique, in cases where only a noiseless sample set of the cost function and the manifold’s intrinsic dimension are available.

Unraveling the intricacies of intracellular signalling through predictive mathematical models holds great promise for advancing precision medicine and enhancing our foundational comprehension of biology. However, navigating the labyrinth of biological mechanisms governing signalling demands a delicate balance between a faithful description of the underlying biology and the practical utility of parsimonious models.
In this talk, I will present methods that enable training of large ordinary differential equation models of intracellular signalling and showcase application of such models to predict sensitivity to anti-cancer drugs. Through illustrative examples, I will demonstrate the application of these models in predicting sensitivity to anti-cancer drugs. A critical reflection on the construction of such models will be offered, exploring the perpetual question of complexity and how intricate these models should be.
Moreover, the talk will explore novel approaches that meld machine learning techniques with mathematical modelling. These approaches aim to harness the benefits of simplistic and unbiased phenomenological models while retaining the interpretability and biological fidelity inherent in mechanistic models.
 

This will be an informal discussion seminar based on https://arxiv.org/abs/2211.07592:

The constrained Hamiltonian analysis of geometric actions is worked out before applying the construction to the extended Bondi-Metzner-Sachs group in four dimensions. For any Hamiltonian associated with an extended BMS4 generator, this action provides a field theory in two plus one spacetime dimensions whose Poisson bracket algebra of Noether charges realizes the extended BMS4 Lie algebra. The Poisson structure of the model includes the classical version of the operator product expansions that have appeared in the context of celestial holography. Furthermore, the model reproduces the evolution equations of non-radiative asymptotically flat spacetimes at null infinity.

Let K be a non-archimedean field of mixed characteristic (0,p), and let L be a finite extension of
the p-adic numbers contained in K. The speaker is interested in the continuous representations of a
given L-analytic group G in locally convex (usually infinite dimensional) topological vector spaces over K.
This is, up to technicalities, equivalent to studying certain topological modules over the locally
analytic distribution algebra D(G,K) of G. But doing algebra with topological objects is hard!
In this talk, we present an excellent remedy, found by Schneider and Teitelbaum in the early 2000s.

The Hardy–Littlewood circle method is a well-known analytic technique that has successfully solved several difficult counting problems in number theory. More recently, a version of the method over function fields, combined with spreading out techniques, has led to new results about the geometry of moduli spaces of rational curves on hypersurfaces of low degree. I will explain how one can implement a circle method with an even more geometric flavour, where the computations take place in a suitable Grothendieck ring of varieties, leading thus to a more precise description of the geometry of the above moduli spaces. This is joint work with Tim Browning.

We build universal approximators of continuous maps between arbitrary Polish metric spaces X and Y using universal approximators between Euclidean spaces as building blocks. Earlier results assume that the output space Y is a topological vector space. We overcome this limitation by "randomization": our approximators output discrete probability measures over Y. When X and Y are Polish without additional structure, we prove very general qualitative guarantees; when they have suitable combinatorial structure, we prove quantitative guarantees for Hölder-like maps, including maps between finite graphs, solution operators to rough differential equations between certain Carnot groups, and continuous non-linear operators between Banach spaces arising in inverse problems. In particular, we show that the required number of Dirac measures is determined by the combinatorial structure of X and Y. For barycentric Y, including Banach spaces, R-trees, Hadamard manifolds, or Wasserstein spaces on Polish metric spaces, our approximators reduce to Y-valued functions. When the Euclidean approximators are neural networks, our constructions generalize transformer networks, providing a new probabilistic viewpoint of geometric deep learning. 

As an application, we show that the solution operator to an RDE can be approximated within our framework.

Based on the following articles: 

•         An Approximation Theory for Metric Space-Valued Functions With A View Towards Deep Learning (2023) - Chong Liu, Matti Lassas, Maarten V. de Hoop, and Ivan Dokmanić (ArXiV 2304.12231)

•         Designing universal causal deep learning models: The geometric (Hyper)transformer (2023) B. Acciaio, A. Kratsios, and G. Pammer, Math. Fin. https://onlinelibrary.wiley.com/doi/full/10.1111/mafi.12389

•         Universal Approximation Under Constraints is Possible with Transformers (2022) - ICLR Spotlight - A. Kratsios, B. Zamanlooy, T. Liu, and I. Dokmanić.

Causal optimal transport and the related adapted Wasserstein distance have recently been popularized as a more appropriate alternative to the classical Wasserstein distance in the context of stochastic analysis and mathematical finance. In this talk, we establish some interesting consequences of causality for transports on the space of continuous functions between the laws of stochastic differential equations.
 

We first characterize bicausal transport plans and maps between the laws of stochastic differential equations. As an application, we are able to provide necessary and sufficient conditions for bicausal transport plans to be induced by bi-causal maps. Analogous to the classical case, we show that bicausal Monge transports are dense in the set of bicausal couplings between laws of SDEs with unique strong solutions and regular coefficients.

 This is a joint work with Rama Cont.

This talk explores recent advancements in stress and flux-based finite element methods. It focuses on addressing the limitations of traditional finite elements, in order to describe complex material behavior and engineer new metamaterials.

Stress and flux-based finite element methods are particularly useful in error estimation, laying the groundwork for adaptive refinement strategies. This concept builds upon the hypercircle theorem [1], which states that in a specific energy space, both the exact solution and any admissible stress field lie on a hypercircle. However, the construction of finite element spaces that satisfy admissible states for complex material behavior is not straightforward. It often requires a relaxation of specific properties, especially when dealing with non-symmetric stress tensors [2] or hyperelastic materials.

Alternatively, methods that directly approximate stresses can be employed, offering high accuracy of the stress fields and adherence to physical conservation laws. However, when approximating eigenvalues, this significant benefit for the solution's accuracy implies that the solution operator cannot be compact. To address this, the solution operator must be confined to a subset of the solution that excludes the stresses. Yet, due to compatibility conditions, the trial space for the other solution components typically does not yield the desired accuracy. The second part of this talk will therefore explore the Least-Squares method as a remedy to these challenges [3].

To conclude this talk, we will emphasize the integration of those methods within global solution strategies, with a particular focus on the challenges regarding model order reduction methods [4].

[1] W. Prager, J. Synge. Approximations in elasticity based on the concept of function space.

Quarterly of Applied Mathematics 5(3), 1947.

[2] FB, K. Bernhard, M. Moldenhauer, G. Starke. Weakly symmetric stress equilibration and a posteriori error estimation for linear elasticity, Numerical Methods for Partial Differential Equations 37(4), 2021.

[3] FB, D. Boffi. First order least-squares formulations for eigenvalue problems, IMA Journal of Numerical Analysis 42(2), 2023.

[4] FB, D. Boffi, A. Halim. A reduced order model for the finite element approximation of eigenvalue problems,Computer Methods in Applied Mechanics and Engineering 404, 2023.

We study “bottom-up” models for the collective motion of large groups of animals. Similar models can be encoded into (micro)robotic matter, capable of sensing light and processing information. Agents are endowed only with visual sensing and information processing. We study a model in which moving agents reorientate to maximise the path-entropy of their visual environment over paths into the future. There are general arguments that principles like this that are based on retaining freedom in the future may confer fitness in an uncertain world. Alternative “top-down” models are more common in the literature. These typically encode coalignment and/or cohesion directly and are often motivated by models drawn from physics, e.g. describing spin systems. However, such models can usually give little insight into how co-alignment and cohesion emerge because these properties are encoded in the model at the outset, in a top-down manner. We discuss how our model leads to dynamics with striking similarities with animal systems, including the emergence of coalignment, cohesion, a characteristic density scaling anddifferent behavioural phenotypes. The dynamics also supports a very unusual order-disorder transition in which the order (coalignment) initially increases upon the addition of sensory or behavioural noise, before decreasing as the noise becomes larger.

This is a pre-seminar meeting for Margaret Bilu's talk "A motivic circle method", which takes place later in the day at 5PM in L3.

I will present novel freeness results in ultraproducts of tracial von Neumann algebras. As a particular case, I will show that if a and b are the generators of the free group F_2, then the relative commutants of a and b in the ultraproduct of the free group factor are free with respect to the ultraproduct trace. The proof is based on a surprising application of Lp-boundedness results of Fourier multipliers in free group factors for p > 2. I will describe applications of these results to absorption and model theory of II_1 factors. This is joint work with Adrian Ioana.

We will look at a number of interesting examples — some proven, others merely conjectured — of Hamburger moment sequences in combinatorics. We will consider ways in which this positivity may be expected: for instance, in different types of combinatorial statistics on perfect matchings that encode moments of noncommutative analogues of the classical Central Limit Theorem. We will also consider situations in which this positivity may be surprising, and where proving it would open up new approaches to a class of very hard open problems in combinatorics.

Random temporal graphs are a version of the classical Erdős-Rényi random graph $G(n,p)$ where additionally, each edge has a distinct random time stamp, and connectivity is constrained to sequences of edges with increasing time stamps. We are interested in the asymptotics for the distances in such graphs, mostly in the regime of interest where the average degree $np$ is of order $\log n$ ('near' the phase transition).

More specifically, we will discuss the asymptotic lengths of increasing paths: the lengths of the shortest and longest paths between typical vertices, as well as the maxima between any two vertices; this also covers the (temporal) diameter. In the regime $np \gg \log n$, longest increasing paths were studied by Angel, Ferber, Sudakov and Tassion.

The talk contains joint work with Nicolas Broutin and Gábor Lugosi.

The classification of measure preserving actions up to orbit equivalence has attracted a lot of interest in the last 25 years. The goal of this talk is to survey the major discoveries in the field, including Popa's cocycle and orbit equivalence superrigidity theorem and discuss some recent superrigidity results for dense subgroups of Lie groups acting by translation.

Optimization problems constrained to a smooth manifold can be solved via the framework of Riemannian optimization. To that end, a geometrical description of the constraining manifold, e.g., tangent spaces, retractions, and cost function gradients, is required. In this talk, we present a novel approach that allows performing approximate Riemannian optimization based on a manifold learning technique, in cases where only a noiseless sample set of the cost function and the manifold’s intrinsic dimension are available.

In this talk we will review the problem of sharpness in percolation, tracing its origins back to the seminal works of Menshikov, Grimmett-Marstrand and Aizenman-Barsky, which successfully settled the question in the context of Bernoulli independent percolation. Then we will present some recent advancements on the field, which have opened up the possibility of investigating dependent percolation models. Special emphasis will be given to the Interpolation technique, which has proved itself very effective. In particular, it has been used to establish the sharpness for Interlacements Percolation, a model introduced by Sznitman with notoriously intricate dependencies.

This talk is based on a joint work with Duminil-Copin, Goswami, Rodriguez and Severo

Let G be a reductive group defined over a local field of characteristic 0 (real or p-adic). By Harish-Chandra’s regularity theorem, the character Θ_π of an irreducible representation π of G is given by a locally integrable function f_π on G. It turns out that f_π has even better integrability properties, namely, it is locally L^{1+r}-integrable for some r>0. This gives rise to a new singularity invariant of representations \e_π by considering the largest such r.

We explore \e_π, show it is bounded below only in terms of the group G, and calculate it in the case of a p-adic GL(n). To do so, we relate \e_π to the integrability of Fourier transforms of nilpotent orbital integrals appearing in the local character expansion of Θ_π. As a main technical tool, we use explicit resolutions of singularities of certain hyperplane arrangements. We obtain bounds on the multiplicities of K-types in irreducible representations of G for a p-adic G and a compact open subgroup K.

Based on a joint work with Itay Glazer and Julia Gordon.

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows high-quality nonparametric learning via methods such as Gaussian process regression. Nevertheless, its learning phase requires unrealistic massive computations for large datasets. In this talk, we present a quadrature-based approach for scaling up Gaussian process regression via a low-rank approximation of the kernel matrix. The low-rank structure is utilized to achieve effective hyperparameter learning, training, and prediction. Our Gauss-Legendre features method is inspired by the well-known random Fourier features approach, which also builds low-rank approximations via numerical integration. However, our method is capable of generating high-quality kernel approximation using a number of features that is poly-logarithmic in the number of training points, while similar guarantees will require an amount that is at the very least linear in the number of training points when using random Fourier features. The utility of our method for learning with low-dimensional datasets is demonstrated using numerical experiments.

The Bethe-Gauge Correspondence (BGC) of Nekrasov and Shatashvili, linking quantum integrable spin chains to two-dimensional supersymmetric gauge theories with N=2 supersymmetry, stands out as a significant instance of the deep connection between supersymmetric gauge theories and integrable models. In this talk, I will delve into this correspondence and its origins for superspin chains. To achieve this, I will first elucidate the Bethe Side and its corresponding Gauge Side of the BGC. Subsequently, it becomes evident that the BGC can be naturally realized within String Theory. I will initially outline the brane configuration for the realization of the Gauge Side. Through the use of string dualities, this brane configuration will be mapped to another, embodying the Bethe Side of the correspondence. The 4D Chern-Simons theory plays a crucial role in this latter duality frame, elucidating the integrability of the Bethe Side. Lastly, I will elaborate on computing the main object of interest for integrable superspin chains—the R-matrix—from the BGC. While this provides a rather comprehensive picture of the correspondence, some important questions remain for further clarification. I will summarize some of the most interesting ones at the end of the talk.

The class of henselian valued fields with non-discrete value group is not well-understood. In 2018, Koenigsmann conjectured that a list of seven natural axioms describes a complete axiomatisation of Q_p^ab, the maximal extension of the p-adic numbers Q_p with abelian Galois group, which is an example of such a valued field. Informed by the recent work of Jahnke-Kartas on the model theory of perfectoid fields, we formulate an eighth axiom (the discriminant property) that is not a consequence of the other seven. Revisiting work by Koenigsmann (the Galois characterisation of Q_p) and Jahnke-Kartas, we give a uniform treatment of their underlying method. In particular, we highlight how this method can yield short, non-standard model-theoretic proofs of known results (e.g. finite extensions of perfectoid fields are perfectoid).

In a recent preprint, together with Bailleul and Chevyrev we introduced a class of random fields which try to model the basic properties of quantum fields. I will try to explain the basic ideas and some of the many open problems.

To read the preprint, please click here.

Busenberg and Travis suggested in 1983 a population system that exhibits complete segregation of the species. This system can be rigorously derived from interacting particle systems in a mean-field-type limit. It consists of parabolic cross-diffusion equations with an indefinite diffusion matrix. It is known that this system can be formulated in terms of so-called entropy variables such that the transformed equations possess a positive semidefinite diffusion matrix. We consider in this talk the case of incomplete diffusion, which means that the diffusion matrix has zero eigenvalues, and the problem is not parabolic in the sense of Petrovskii. 

We show that the cross-diffusion equations can be written as a normal form of symmetric hyperbolic-parabolic type beyond the Kawashima-Shizuta theory. Using results for symmetric hyperbolic systems, we prove the existence of a unique local classical solution. As solutions may become discontinuous in finite time, only global solutions with very low regularity can be expected. We prove the existence of global dissipative measure-valued solutions satisfying a weak-strong uniqueness property. The proof is based on entropy methods and a finite-volume approximation with a mesh-dependent artificial diffusion. 

Many congruences between modular forms (or at least their q-expansions) can be explained by the theory of $p$-adic families of modular forms. In this talk, I will discuss properties of eigenvarieties, a geometric interpretation of the idea of $p$-adic families. In particular, focusing initially on the well-understood case of (elliptic) modular forms, before delving into the considerably murkier world of Bianchi modular forms. In this second case, this work gives numerical verification of a couple of conjectures, including BSD by work of Loeffler and Zerbes.

We propose a novel generative model for time series based on Schrödinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure consistent with the joint data distribution of the time series. The solution is characterized by a stochastic differential equation on finite horizon with a path-dependent drift function, hence respecting  the temporal dynamics of the time series distribution. We  estimate the drift function from data samples by nonparametric, e.g. kernel regression methods,  and the simulation of the SB diffusion  yields new synthetic data samples of the time series. The performance of our generative model is evaluated through a series of numerical experiments.  First, we test with autoregressive models, a GARCH Model, and the example of fractional Brownian motion,  and measure the accuracy of our algorithm with marginal, temporal dependencies metrics, and predictive scores. Next, we use our SB generated synthetic samples for the application to deep hedging on real-data sets. 

Let $(M, g)$ be a Riemannian manifold equipped with a calibration $k$-form $\alpha$. In earlier work with Cheng and Madnick (AJM 2021), we studied the analytic properties of a special class of $k$-harmonic maps into $M$ satisfying a first order nonlinear PDE, whose images (away from a critical set) are $\alpha$-calibrated submanifolds of $M$. We call these maps Smith immersions, as they were originally introduced in an unpublished preprint of Aaron Smith. They have nice properties related to conformal geometry, and are higher-dimensional analogues of the $J$-holomorphic map equation. In new joint work (arXiv:2311.14074) with my PhD student Anton Iliashenko, we have obtained analogous results for maps out of $M$. Slightly more precisely, we define a special class of $k$-harmonic maps out of $M$, satisfying a first order nonlinear PDE, whose fibres (away from a critical set) are $\alpha$-calibrated submanifolds of $M$. We call these maps Smith submersions. I will give an introduction to both of these sets of equations, and discuss many future questions.

Mathematical methods are developed to characterize the asymptotics of recurrent neural networks (RNN) as the number of hidden units, data samples in the sequence, hidden state updates, and training steps simultaneously grow to infinity. In the case of an RNN with a simplified weight matrix, we prove the convergence of the RNN to the solution of an infinite-dimensional ODE coupled with the fixed point of a random algebraic equation. 
The analysis requires addressing several challenges which are unique to RNNs. In typical mean-field applications (e.g., feedforward neural networks), discrete updates are of magnitude O(1/N ) and the number of updates is O(N). Therefore, the system can be represented as an Euler approximation of an appropriate ODE/PDE, which it will converge to as N → ∞. However, the RNN hidden layer updates are O(1). Therefore, RNNs cannot be represented as a discretization of an ODE/PDE and standard mean-field techniques cannot be applied. Instead, we develop a fixed point analysis for the evolution of the RNN memory state, with convergence estimates in terms of the number of update steps and the number of hidden units. The RNN hidden layer is studied as a function in a Sobolev space, whose evolution is governed by the data sequence (a Markov chain), the parameter updates, and its dependence on the RNN hidden layer at the previous time step. Due to the strong correlation between updates, a Poisson equation must be used to bound the fluctuations of the RNN around its limit equation. These mathematical methods allow us to prove a neural tangent kernel (NTK) limit for RNNs trained on data sequences as the number of data samples and size of the neural network grow to infinity.

Say we want to view the function-Rips multifiltration as an estimator. Then, what is the target? And what kind of consistency, bias, or convergence rate, should we expect? In this talk I will present on-going joint work with Ethan André (Ecole Normale Supérieure) that aims at laying the algebro-topological ground to start answering these questions.

Motile cells inside living tissues often encounter junctions, where their path branches into several alternative directions of migration. We present a theoretical model of cellular polarization for cells migrating along one-dimensional lines, exhibiting diverse migration modes. When arriving at a symmetric Y-junction and extending protrusions along the different paths that emanate from the junction. The model predicts the spontaneous emergence of deterministic oscillations between competing protrusions, whereby the cellular polarization and growth alternates between the competing protrusions. These predicted oscillations are found experimentally for two different cell types, noncancerous endothelial and cancerous glioma cells, migrating on patterned network of thin adhesive lanes with junctions. Finally we present an analysis of the migration modes of multicellular "trains" along one-dimensional tracks.