Past

Abstract:In the first part of the talk, using classical hypergeometric identities, I will compute the harmonic measure of finite intervals and their complementaries for the Lévy stable process on the line. This gives a simple and unified proof of several results by Blumenthal-Getoor-Ray, Rogozin, and Kyprianou-Pardo-Watson. In the second part of the talk, I will consider the two-dimensional Markov process based on the stable Lévy process and its area process. I will give two explicit formulae for the harmonic measure of the split complex plane. These formulae allow to compute the persistence exponent of the stable area process, solving a problem raised by Zhan Shi. This is based on two joint works with Christophe Profeta.

In this talk I will define algebraic automorphic forms, first defined by Gross, which are objects that are conjectured to have Galois representations attached to them. I will explain how this fits into the general picture of the Langlands program and, giving some examples, briefly describe one method of proving certain cases of the conjecture. 

In the first part of this talk, we will give a very gentle introduction to the Ising model. Then , we will explain a very simple proof of a combinatorial formula for the 2D Ising model partition function using the language of Kac-Ward matrices. This approach can be used for general weighted graphs embedded in surfaces, and extends to the study of several other observables. This is a joint work with Dima Chelkak and Adrien Kassel.
 

Abstract: It has been recently shown that rough volatility models reproduce very well the statistical properties of low frequency financial data. In such models, the volatility process is driven by a fractional Brownian motion with Hurst parameter of order 0.1. The goal of this talk is to explain how such fractional dynamics can be obtained from the behaviour of market participants at the microstructural scales.

Using limit theorems for Hawkes processes, we show that a rough volatility naturally arises in the presence of high frequency trading combined with metaorders splitting. This is joint work with Thibault Jaisson.

Mammalian lung morphology is well optimized for efficient bulk transport of gases, yet most lung morphogenesis occurs prenatally, when the lung is filled with liquid - and at birth it is immediately ready to function when filled with gas. Lung morphogenesis is regulated by numerous mechanical inputs including fluid secretion, fetal breathing movements, and peristalsis. We generally understand which of these broad mechanisms apply, and whether they increase or decrease overall size and/or branching. However, we do not generally have a clear understanding of the intermediate mechanisms actuating the morphogenetic control. We have studied this aspect of lung morphogenesis from several angles using mathematical/mechanical/transport models tailored to specific questions. How does lumen pressure interact with different locations and tissues in the lung? Is static pressure equivalent to dynamic pressure? Of the many plausible cellular mechanisms of mechanosensing in the prenatal lung, which are compatible with the actual mechanical situation? We will present our models and results which suggest that some hypothesized intermediate mechanisms are not as plausible as they at first seem.

We provide a new algorithm for approximating the law of a one-dimensional diffusion M solving a stochastic differential equation with possibly irregular coefficients.
The algorithm is based on the construction of Markov chains whose laws can be embedded into the diffusion M with a sequence of stopping times. The algorithm does not require any regularity or growth assumption; in particular it applies to SDEs with coefficients that are nowhere continuous and that grow superlinearly. We show that if the diffusion coefficient is bounded and bounded away from 0, then our algorithm has a weak convergence rate of order 1/4. Finally, we illustrate the algorithm's performance with several examples.

In 1851, Carl Jacobi made the experimental observation that all integers are sums of seven non-negative cubes, with precisely 17 exceptions, the largest of which is 454. Building on previous work by Maillet, Landau, Dickson, Linnik, Watson, Bombieri, Ramaré, Elkies and many others, we complete the proof of Jacobi's observation.

We consider the impact of spatial heterogeneities on the dynamics of 
localized patterns in systems of partial differential equations (in one 
spatial dimension). We will mostly focus on the most simple possible 
heterogeneity: a small jump-like defect that appears in models in which 
some parameters change in value as the spatial variable x crosses 
through a critical value -- which can be due to natural inhomogeneities, 
as is typically the case in ecological models, or can be imposed on the 
model for engineering purposes, as in Josephson junctions. Even such a 
small, simplified heterogeneity may have a crucial impact on the 
dynamics of the PDE. We will especially consider the effect of the 
heterogeneity on the existence of defect solutions, which boils down to 
finding heteroclinic (or homoclinic) orbits in an n-dimensional 
dynamical system in `time' x, for which the vector field for x > 0 
differs slightly from that for x < 0 (under the assumption that there is 
such an orbit in the homogeneous problem). Both the dimension of the 
problem and the nature of the linearized system near the limit points 
have a remarkably rich impact on the defect solutions. We complement the 
general approach by considering two explicit examples: a heterogeneous 
extended Fisher–Kolmogorov equation (n = 4) and a heterogeneous 
generalized FitzHugh–Nagumo system (n = 6).

Oxford Mathematics Public Lectures

MC Escher - Artist, Mathematician, Man 

Roger Penrose and Jon Chapman

This lecture has now sold out

The symbiosis between mathematics and art is personified by the relationship between Roger Penrose and the great Dutch graphic artist MC Escher. In this lecture Roger will give a personal perspective on Escher's work and his own relationship with the artist while Jon Chapman will demonstrate the mathematical imagination inherent in the work. 

The lecture will be preceded by a showing of the BBC 4 documentary on Escher presented by Sir Roger Penrose. Private Escher prints and artefacts will be on display outside the lecture theatre.

5pm

Lecture Theatre 1

Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter

Woodstock Road

OX2 6GG

Roger Penrose is Emeritus Rouse Ball Professor at the Mathematical Institute in Oxford

Jon Chapman is Statutory Professor of Mathematics and Its Applications at the Mathematical Institute in Oxford

This is an exciting time to study quantum algorithms. As the technological challenges of building a quantum computer continue to be met there is still much to learn about the power of quantum computing. Understanding which problems a quantum computer could solve faster than a classical device and which problems remain hard is particularly relevant to cryptography. We would like to design schemes that are secure against an adversary with a quantum computer. I'll give an overview of the quantum computing that is accessible to a general audience and use a recently declassified project called "soliloquy" as a case study for the development (and breaking) of post-quantum cryptography.

Many people talk about properties that you would expect of a group. When they say this they are considering random groups, I will define what it means to pick a random group in one of many models and will give some properties that these groups will have with overwhelming probability. I will look at the proof of some of these results although the talk will mainly avoid proving things rigorously.

I will explain how to relate the center of a cyclotomic quiver Hecke algebras to the cohomology of Nakajima quiver varieties using a current algebra action. This is a joint work with M. Varagnolo and E. Vasserot.
 

It has become possible in recent years to provide unconditional lower bounds on the time needed to perform a number of basic computational operations. I will briefly discuss some of the main techniques involved and show how one in particular, the information transfer method, can be exploited to give  time lower bounds for computation on streaming data.

I will then go on to present a simple looking mathematical conjecture with a probabilistic combinatorics flavour that derives from this work.  The conjecture is related to the classic "coin weighing with a spring scale" puzzle but has so far resisted our best efforts at resolution.

Given a hypersurface, the Bernstein-Sato polynomial gives deep information about its singularities.  It is defined by a D-module (the algebraic formalism of differential equations) closely related to analytic continuation of the gamma function. On the other hand, given a hypersurface (in a Calabi-Yau variety) one can also consider the Hamiltonian flow by divergence-free vector fields, which also defines a D-module considered by Etingof and myself. I will explain how, in the case of quasihomogeneous hypersurfaces with isolated singularities, the two actually coincide. As a consequence I affirmatively answer a folklore question (to which M. Saito recently found a counterexample in the non-quasihomogeneous case): if c$ is a root of the b-function, is the D-module D f^c / D f^{c+1} nonzero? We also compute this D-module, and for c=-1 its length is one more than the genus (conjecturally in the non-quasihomogenous case), matching an analogous D-module in characteristic p. This is joint work with Bitoun.
 

An edge (vertex) coloured graph is rainbow-connected if there is a rainbow path between any two vertices, i.e. a path all of whose edges (internal vertices) carry distinct colours. Rainbow edge (vertex) connectivity of a graph G is the smallest number of colours needed for a rainbow edge (vertex) colouring of G. We propose a very simple approach to studying rainbow connectivity in graphs. Using this idea, we give a unified proof of several new and known results, focusing on random regular graphs. This is joint work with Michael Krivelevich and Benny Sudakov.