Past

We introduce a method for estimating the roughness of a function based on a discrete sample, using the concept of normalized p-th variation along a sequence of partitions. We discuss the consistency of this estimator in a pathwise setting under high-frequency asymptotics. We investigate its finite sample performance for measuring the roughness of sample paths of stochastic processes using detailed numerical experiments based on sample paths of Fractional Brownian motion and other fractional processes.
We then apply this method to estimate the roughness of realized volatility signals based on high-frequency observations.
Through a detailed numerical experiment based on a stochastic volatility model, we show that even when instantaneous volatility has diffusive dynamics with the same roughness as Brownian motion, the realized volatility exhibits rougher behaviour corresponding to a Hurst exponent significantly smaller than 0.5. Similar behaviour is observed in financial data, which suggests that the origin of the roughness observed in realized volatility time-series lies in the `microstructure noise' rather than the volatility process itself.

This talk will be about the stable boundary seen from different recent points of view.

I will discuss recent advances in sampling methods for positive semidefinite (PSD) matrix approximation. In particular, I will show how new techniques based on recursive leverage score sampling yield a surprising algorithmic result: we give a method for computing a near optimal k-rank approximation to any n x n PSD matrix in O(n * k^2) time. When k is not too large, our algorithm runs in sublinear time -- i.e. it does not need to read all entries of the matrix. This result illustrates the ability of randomized methods to exploit the structure of PSD matrices and go well beyond what is possible with traditional algorithmic techniques. I will discuss a number of current research directions and open questions, focused on applications of randomized methods to sublinear time algorithms for structured matrix problems.

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A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

Some proteins (in their folded form) are classified as being knotted.

The function of the knotting is mysterious since knotting seemingly

would make the folding process unnecessarily complicated.  To

function, proteins need to fold quickly and reproducibly, and

misfolding can have catastrophic results.  For example, Mad Cow

disease and the human analog, Creutzfeldt-Jakob disease, come from

misfolded proteins.

Traditionally, knotting is only defined for closed curves, where the

topology is trapped in the loop.  However, proteins have free ends, as

well as most of the objects that humans consider as being knotted

(like shoelaces and strings of lights).  Defining knotting in open

curves is tricky and ambiguous.  We consider some definitions of

knotting in open curves and see how one of these definitions is used

to characterize the knotting in proteins.

Button observed that finitely generated linear groups containing no nontrivial unipotent matrices behave much like groups admitting proper actions by semisimple isometries on complete CAT(0) spaces. It turns out that any finitely generated linear group possesses an action on such a space whose restrictions to unipotent-free subgroups are in some sense tame. We discuss this phenomenon and some of its implications for the representation theory of certain 3-manifold groups.

TBA

I'll consider recent results concerning the stability of the classic Brunn-Minkowski inequality. In particular, I will focus on the linear stability for homothetic sets. Resolving a conjecture of Figalli and Jerison, we showed there are constants $C,d>0$ depending only on $n$ such that for every subset $A$ of $\mathbb{R}^n$ of positive measure, if $|(A+A)/2 - A| \leq d |A|$, then $|co(A) - A| \leq C |(A+A)/2 - A|$ where $co(A)$ is the convex hull of $A$. The talk is based on joint work with Hunter Spink and Marius Tiba.

Model reduction is one of the most used tools to characterize real-world complex systems. A large realistic model is approximated by a simpler model on a smaller state space, capturing what is considered by the user as the most important features of the larger model. In this talk we will introduce a new information-theoretic criterion, called "autoinformation", that aggregates states of a Markov chain and provide a reduced model as Markovian (small memory of the past) and as predictable (small level of noise) as possible. We will discuss the connection of autoinformation to widely accepted model reduction techniques in network science such as modularity or degree-corrected stochastic block model inference. In addition to our theoretical results, we will validate such technique with didactic and real-life examples. When applied to the ocean surface currents, our technique, which is entirely data-driven, is able to identify the main global structures of the oceanic system when focusing on the appropriate time-scale of around 6 months.
arXiv link: https://arxiv.org/abs/2005.00337

Many problems in engineering can be understood as controlling the bifurcation structure of a given device. For example, one may wish to delay the onset of instability, or bring forward a bifurcation to enable rapid switching between states. In this talk, we will describe a numerical technique for controlling the bifurcation diagram of a nonlinear partial differential equation by varying the shape of the domain. Our aim is to delay or advance a given branch point to a target parameter value. The algorithm consists of solving a shape optimization problem constrained by an augmented system of equations, called the Moore–Spence system, that characterize the location of the branch points. We will demonstrate the effectiveness of this technique on several numerical experiments on the Allen–Cahn, Navier–Stokes, and hyperelasticity equations.

Penrose's proposal of smooth conformal compactification is not only of geometric elegance, it also makes concrete predictions on physically measurable objects such as the "late-time tails" of gravitational waves.  At the same time, the physical motivation for a smooth null infinity remains itself unclear. In this talk, building on arguments due to Christodoulou, Damour and others, I will show that, in generic gravitational collapse, the "peeling property" of gravitational radiation is violated (so one cannot attach a smooth null infinity). Moreover, I will explain how this violation of peeling is in principle measurable in the form of leading-order deviations from the usual late-time tails of gravitational radiation.

This talk is based on https://arxiv.org/abs/2105.08079, https://arxiv.org/abs/2105.08084 and … .

It will be a hybrid seminar on both zoom and in-person in L5. 

I will present recent results on the statistical behaviour of a large number of weakly interacting diffusion processes evolving under the influence of a periodic interaction potential. We study the combined mean field and diffusive (homogenisation) limits. In particular, we show that these two limits do not commute if the mean field system constrained on the torus undergoes a phase transition, i.e., if it admits more than one steady state. A typical example of such a system on the torus is given by mean field plane rotator (XY, Heisenberg, O(2)) model. As a by-product of our main results, we also analyse the energetic consequences of the central limit theorem for fluctuations around the mean field limit and derive optimal rates of convergence in relative entropy of the Gibbs measure to the (unique) limit of the mean field energy below the critical temperature. This is joint work with Matias Delgadino (U Texas Austin) and Rishabh Gvalani (MPI Leipzig).

I will present a new existence result for isoperimetric sets of  large volume on manifolds with nonnegative Ricci curvature and  Euclidean volume growth, under an additional assumption on the structure of tangent cones at infinity. After a brief discussion on the sharpness of the additional  assumption, I will show that it is always verified on manifolds with nonnegative sectional curvature. I will finally present the main ingredients of proof emphasizing the key role of nonsmooth techniques tailored for the study of RCD  spaces, a class of metric measure structures satisfying a synthetic notion of Ricci curvature bounded below. This is based on a joint work with G. Antonelli, M. Fogagnolo and M. Pozzetta.

Topologically speaking, left-orderable countable groups are precisely those countable groups that embed into the group of orientation preserving homeomorphisms of the real line. A recent advancement in the theory of left-orderable groups is the discovery of finitely generated left-orderable simple groups by Hyde and Lodha. We will discuss a construction that extends this result by showing that every countable left-orderable group is a subgroup of such a group. We will also discuss some of the algebraic, geometric, and computability properties that this construction bears. The construction is based on novel topological and geometric methods that also will be discussed. The flexibility of the embedding method allows us to go beyond the class of left-orderable groups as well. Based on a joint work with Markus Steenbock.

Fix a Calabi-Yau 3-fold X. Its DT invariants count stable bundles and sheaves on X. The generalised DT invariants of Joyce-Song count semistable bundles and sheaves on X. I will describe work with Soheyla Feyzbakhsh showing these generalised DT invariants in any rank r can be written in terms of rank 1 invariants. By the MNOP conjecture the latter are determined by the GW invariants of X.
Along the way we also show they are determined by rank 0 invariants counting sheaves supported on surfaces in X. These invariants are predicted by S-duality to be governed by (vector-valued, mock) modular forms.

We discuss the Mellin amplitude formalism for Conformal Field Theories
(CFT's).  We state the main properties of nonperturbative CFT Mellin
amplitudes: analyticity, unitarity, Polyakov conditions and polynomial
boundedness at infinity. We use Mellin space dispersion relations to
derive a family of sum rules for CFT's. These sum rules suppress the
contribution of double twist operators. We apply the Mellin sum rules
to: the epsilon-expansion and holographic CFT's.

In this talk I will present four case studies of sheaves and cosheaves in topological data analysis. The first two are examples of (co)sheaves in the small:

(1) level set persistence---and its efficacious computation via discrete Morse theory---and,

(2) decorated merge trees and Reeb graphs---enriched topological invariants that have enhanced classification power over traditional TDA methods. The second set of examples are focused on (co)sheaves in the large:

(3) understanding the space of merge trees as a stratified map to the space of barcodes and

(4) the development of a new "sheaf of sheaves" that organizes the persistent homology transform over different shapes.

We'll discuss what mathematicians are looking for in written solutions.  How can you set out your ideas clearly, and what are the standard mathematical conventions?

This session is likely to be most relevant for first-year undergraduates, but all are welcome.

Actin filaments are polymers that interact with myosin motor
proteins and play important roles in cell motility, shape, and
development. Depending on its function, this dynamic network of
interacting proteins reshapes and organizes in a variety of structures,
including bundles, clusters, and contractile rings. Motivated by
observations from the reproductive system of the roundworm C. elegans,
we use an agent-based modeling framework to simulate interactions
between actin filaments and myosin motor proteins inside cells. We also
develop tools based on topological data analysis to understand
time-series data extracted from these filament network interactions. We
use these tools to compare the filament organization resulting from
myosin motors with different properties. We have also recently studied
how myosin motor regulation may regulate actin network architectures
during cell cycle progression. This work also raises questions about how
to assess the significance of topological features in common topological
summary visualizations.
 

Kernel-based statistical algorithms have found wide success in statistical machine learning in the past ten years as a non-parametric, easily computable engine for reasoning with probability measures. The main idea is to use a kernel to facilitate a mapping of probability measures, the objects of interest, into well-behaved spaces where calculations can be carried out. This methodology has found wide application, for example two-sample testing, independence testing, goodness-of-fit testing, parameter inference and MCMC thinning. Most theoretical investigations and practical applications have focused on Euclidean data. This talk will outline work that adapts the kernel-based methodology to data in an arbitrary Hilbert space which then opens the door to applications for functional data, where a single data sample is a discretely observed function, for example time series or random surfaces. Such data is becoming increasingly more prominent within the statistical community and in machine learning. Emphasis shall be given to the two-sample and goodness-of-fit testing problems.

One of the great challenges of neural networks is to understand how they work.  For example: does a neuron encode a meaningful signal on its own?  Or is a neuron simply an undistinguished and arbitrary component of a feature vector space?  The tension between the neuron doctrine and the population coding hypothesis is one of the classical debates in neuroscience. It is a difficult debate to settle without an ability to monitor every individual neuron in the brain.

Within artificial neural networks we can examine every neuron. Beginning with the simple proposal that an individual neuron might represent one internal concept, we conduct studies relating deep network neurons to human-understandable concepts in a concrete, quantitative way: Which neurons? Which concepts? Are neurons more meaningful than an arbitrary feature basis? Do neurons play a causal role? We examine both simplified settings and state-of-the-art networks in which neurons learn how to represent meaningful objects within the data without explicit supervision.

Following this inquiry in computer vision leads us to insights about the computational structure of practical deep networks that enable several new applications, including semantic manipulation of objects in an image; understanding of the sparse logic of a classifier; and quick, selective editing of generalizable rules within a fully trained generative network.  It also presents an unanswered mathematical question: why is such disentanglement so pervasive?

In the talk, we challenge the notion that the internal calculations of a neural network must be hopelessly opaque. Instead, we propose to tear back the curtain and chart a path through the detailed structure of a deep network by which we can begin to understand its logic.

One of the great challenges of neural networks is to understand how they work.  For example: does a neuron encode a meaningful signal on its own?  Or is a neuron simply an undistinguished and arbitrary component of a feature vector space?  The tension between the neuron doctrine and the population coding hypothesis is one of the classical debates in neuroscience. It is a difficult debate to settle without an ability to monitor every individual neuron in the brain.

Within artificial neural networks we can examine every neuron. Beginning with the simple proposal that an individual neuron might represent one internal concept, we conduct studies relating deep network neurons to human-understandable concepts in a concrete, quantitative way: Which neurons? Which concepts? Are neurons more meaningful than an arbitrary feature basis? Do neurons play a causal role? We examine both simplified settings and state-of-the-art networks in which neurons learn how to represent meaningful objects within the data without explicit supervision.

Following this inquiry in computer vision leads us to insights about the computational structure of practical deep networks that enable several new applications, including semantic manipulation of objects in an image; understanding of the sparse logic of a classifier; and quick, selective editing of generalizable rules within a fully trained generative network.  It also presents an unanswered mathematical question: why is such disentanglement so pervasive?

In the talk, we challenge the notion that the internal calculations of a neural network must be hopelessly opaque. Instead, we propose to tear back the curtain and chart a path through the detailed structure of a deep network by which we can begin to understand its logic.

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A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

In this talk, I will discuss a wide range of mechanical systems,
including Hoberman’s sphere, Euler’s disk, a sliding cylinder, the
Dynabee, BB-8, and Littlewood’s hoop, and the research they inspired.
Studies of the dynamics of the cylinder ultimately led to a startup
company while studying Euler’s disk led to sponsored research with a
well-known motorcycle company.

This talk is primarily based on research performed with a number of
former students over the past three decades. including Prithvi Akella,
Antonio Bronars, Christopher Daily-Diamond, Evan Hemingway, Theresa
Honein, Patrick Kessler, Nathaniel Goldberg, Christine Gregg, Alyssa
Novelia, and Peter Varadi over the past three decades.

Sela proved in 2006 that the (non abelian) free groups are stable. This implies the existence of a well-behaved forking independence relation, and raises the natural question of giving an algebraic description in the free group of this model-theoretic notion. In a joint work with Rizos Sklinos we give such a description (in a standard fg model F, over any set A of parameters) in terms of the JSJ decomposition of F over A, a geometric group theoretic tool giving a group presentation of F in terms of a graph of groups which encodes much information about its automorphism group relative to A. The main result states that two tuples of elements of F are forking independent over A if and only if they live in essentially disjoint parts of such a JSJ decomposition.

Given an arbitrary group presentation, often very little can be deduced about the underlying group. It is thus something of a miracle that many properties of one-relator groups can be simply read-off from the defining relator. In this talk, I will discuss some of the classical results in the theory of one-relator groups, as well as the key trick used in many of their proofs. Time-permitting, I'll also discuss more recent work on this subject, including some open problems.

4d N=2 SCFTs are extremely important structures. In the first minitalk we will introduce them, then we will show three areas of mathematics with which this area of physics interacts. The minitalks are independent. The talk will be hybrid, with teams link below.

The junior Geometry and Physics seminar aims to bring together people from both areas, giving talks which are interesting and understandable to both.

Website: https://sites.google.com/view/oxfordpandg/physics-and-geometry-seminar

Teams link: https://www.google.com/url?q=https%3A%2F%2Fteams.microsoft.com%2Fl%2Fme…

Free fermion chains are particularly simple exactly solvable models. Despite this, typically one can find closed expressions for physically important correlators only in certain asymptotic limits. For a particular class of chains, I will show that we can apply Day's formula and Gorodetsky's formula for Toeplitz determinants with rational generating function. This leads to simple closed expressions for determinantal order parameters and the characteristic polynomial of the correlation matrix. The latter result allows us to prove that the ground state of the chain has an exact matrix-product state representation.

I will present a four-term exact sequence relating the cohomology of a fibration to the cohomology of an open set obtained by removing the preimage of a general linear section of the base. This exact sequence respects three filtrations, the Hodge, weight, and perverse Leray filtrations, so that it is an exact sequence of mixed 
Hodge structures on the graded pieces of the perverse Leray filtration. I claim that this sequence should be thought of as a mirror to the Clemens-Schmid sequence describing the structure of a degeneration and formulate a "mirror P=W" conjecture relating the filtrations on each side. Finally, I will present evidence for this conjecture coming from the K3 surface setting. This is joint work with Charles F. Doran.

Over the last few decades, scientists have conducted extensive research on parallelisation in time, which appears to be a promising way to provide additional parallelism when parallelisation in space saturates before all parallel resources have been used. For the simulations of interest to the Culham Centre of Fusion Energy (CCFE), however, time parallelisation is highly non-trivial, because the exponential divergence of nearby trajectories makes it hard for time-parallel numerical integration to achieve convergence. In this talk we present our results for the convergence analysis of parallel-in-time algorithms on nonlinear problems, focussing on what is widely accepted to be the prototypical parallel-in-time method, the Parareal algorithm. Next, we introduce a new error function to measure convergence based on the maximal Lyapunov exponents, and show how it improves the overall parallel speedup when compared to the traditional check used in the literature. We conclude by mentioning how the above tools can help us design and analyse a novel algorithm for the long-time integration of chaotic systems that uses time-parallel algorithms as a sub-procedure.

Suppose there are $n$ students in a class. But assume that not everybody is friends with everyone else, and there is a graph which determines the friendship structure. What is the chance that there are two friends in this class, both with birthdays on October 12? More generally, given a simple labelled graph $G_n$ on $n$ vertices, color each vertex with one of $c=c_n$ colors chosen uniformly at random, independent from other vertices. We study the question: what is the number of monochromatic edges of color 1?

As it turns out, the limiting distribution has three parts, the first and second of which are quadratic and linear functions of a homogeneous Poisson point process, and the third component is an independent Poisson. In fact, we show that any distribution limit must belong to the closure of this class of random variables. As an application, we characterize exactly when the limiting distribution is a Poisson random variable.

This talk is based on joint work with Bhaswar Bhattacharya and Somabha Mukherjee.

“The Royal Swedish Academy of Sciences has today decided to award the 2021 Nobel Prize in Physics for ground-breaking contributions to our understanding of complex physical systems”

Last Tuesday this announcement got many in our community very excited: never before had the Nobel prize been awarded to a topic so closely related to Network Science. We will try to understand the contributions that have led to this Nobel Prize announcement and their ties with networks science. The presentation will be held by Erik Hörmann, who has been lucky enough to have had the honour and pleasure of studying and working with one of the awardees, Professor Giorgio Parisi, before joining the Mathematical Institute.

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for large systems, iterative methods are a primary approach. For many symmetric (or self-adjoint) systems, there are effective solution methods based on the Conjugate Gradient method (for definite problems) or minres (for indefinite problems) in combination with an appropriate preconditioner, which is required in almost all cases. For nonsymmetric systems there are two principal lines of attack: the use of a nonsymmetric iterative method such as gmres, or tranformation into a symmetric problem via the normal equations. In either case, an appropriate preconditioner is generally required. We consider the possibilities here, particularly the idea of preconditioning the normal equations via approximations to the original nonsymmetric matrix. We highlight dangers that readily arise in this approach. Our comments also apply in the context of linear least squares problems as we will explain.

The non-compact exceptional simple group G_2* turns out to be the symmetry group of quantized twistor theory. Certain implications of this remarkable fact will be explored in this talk.

In 1973, Serre defined $p$-adic modular forms as limits of modular forms, and constructed the Leopoldt-Kubota $L$-function as the constant term of a limit of Eisenstein series. This was extended by Deligne-Ribet to totally real number fields, and Lauder and Vonk have developed an algorithm for interpolating $p$-adic $L$-functions of such fields using Serre's idea. We explain what an $L$-function is and why you should care, and then move on to giving an overview of the algorithm, extensions, and applications.

Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books. This paper develops a nonparametric model for the European options book respecting underlying financial constraints and while being practically implementable. We derive a state space for prices which are free from static (or model-independent) arbitrage and study the inference problem where a model is learnt from discrete time series data of stock and option prices. We use neural networks as function approximators for the drift and diffusion of the modelled SDE system, and impose constraints on the neural nets such that no-arbitrage conditions are preserved. In particular, we give methods to calibrate neural SDE models which are guaranteed to satisfy a set of linear inequalities. We validate our approach with numerical experiments using data generated from a Heston stochastic local volatility model, and will discuss some initial results using real data.

Based on joint work with Christoph Reisinger and Sheng Wang

In this talk we will introduce Leary and Minasyan's CAT(0) but not biautomatic groups as lattices in a product of a Euclidean space and a tree.  We will then investigate properties of general lattices in that product space.  We will also consider a construction of lattices in a Salvetti complex for a right-angled Artin group and a Euclidean space.  Finally, if time permits we will also discuss a "hyperbolic Leary–Minasyan group" and some work in progress with Motiejus Valiunas towards an application.

Free boundary minimal surfaces are a notoriously elusive object in geometric analysis. From 2011, Fraser and Schoen's research program found a relationship between free boundary minimal surfaces in unit balls and metrics which maximise the first nontrivial Steklov eigenvalue. In this talk, I will explain how we can adapt homogenisation theory, a branch of applied mathematics, to a geometric setting in order to obtain surfaces with first Steklov eigenvalue as large as possible, and how it leads to the existence of free boundary minimal surfaces which were previously thought not to exist.

Scattering amplitudes in N=4 super-Yang-Mills theory are known to be functions of cluster variables of Gr(4,n) and certain algebraic functions of cluster variables. In this talk we give an overview of the known cluster algebraic structure of both tree amplitudes and the symbol of loop amplitudes. We suggest an algorithm for computing symbol alphabets by solving matrix equations of the form C.Z = 0 associated with plabic graphs. These matrix equations associate functions on Gr(m,n) to parameterizations of certain cells of Gr_+ (k,n) indexed by plabic graphs. We are able to reproduce all known algebraic functions of cluster variables appearing in known symbol alphabets. We further show that it is possible to obtain all rational symbol letters (in fact all cluster variables) by solving C.Z = 0 if one allows C to be an arbitrary cluster parameterization of the top cell of Gr_+ (n-4,n). Finally we discuss a property of the symbol called cluster adjacency.

The SI model is the most basic of all compartmental models used to describe the spreading of information through a population. In this talk we will present a mathematical formalism to solve the SI model on generic networks. Our methods rely on a tensor product formulation of the dynamical spreading process, inspired by many-body quantum systems. Here we will focus on time-dependent expectation values for the state of individual nodes, which can be obtained from contributions of subgraphs of the network. We show how to compute these contributions systematically and derive a set of symmetry relations among subgraphs of differing topologies. We conclude by comparing our results for small sample networks to Monte-Carlo simulations and mean-field approximations.

arXiv link: https://arxiv.org/abs/2109.03530

Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this work we construct stochastic flows associated with the SDEs by using rough path theory, which is something like a 'deterministic version' of Ito's SDE theory.

This is joint work with Kiyotaka Suzaki.

Although a multidimensional data array can be very large, it may contain coherence patterns much smaller in size. For example, we may need to detect a subset of genes that co-express under a subset of conditions. In this presentation, we discuss our recently developed co-clustering algorithms for the extraction and analysis of coherent patterns in big datasets. In our method, a co-cluster, corresponding to a coherent pattern, is represented as a low-rank tensor and it can be detected from the intersection of hyperplanes in a high dimensional data space. Our method has been used successfully for DNA and protein data analysis, disease diagnosis, drug therapeutic effect assessment, and feature selection in human facial expression classification. Our method can also be useful for many other real-world data mining, image processing and pattern recognition applications.

We will present the precise late-time asymptotics for scalar fields on both extremal and sub-extremal black holes including the full Reissner-Nordstrom family and the subextremal Kerr family. Asymptotics for higher angular modes will be presented for all cases. Applications in observational signatures will also be discussed. This work is joint with Y. Angelopoulos (Caltech) and D. Gajic (Cambridge)

I will present work in progress with Erik Panzer, Matteo Parisi and Ömer Gürdoğan on the analytic structure of Feynman(esque) integrals: We consider integrals of meromorphic differential forms over relative cycles in a compact complex manifold, the underlying geometry encoded in a certain (parameter dependant) subspace arrangement (e.g. Feynman integrals in their parametric representation). I will explain how the analytic struture of such integrals can be studied via methods from differential topology; this is the seminal work by Pham et al (using tools and methods developed by Leray, Thom, Picard-Lefschetz etc.). Although their work covers a very general setup, the case we need for Feynman integrals has never been worked out in full detail. I will comment on the gaps that have to be filled to make the theory work, then discuss how much information about the analytic structure of integrals can be derived from a careful study of the corresponding subspace arrangement.