16:00
16:00
From one extreme to another: the statistics of extreme events - Jon Keating
Oxford Mathematics Public Lecture
Tuesday 16 March 2021
5.00-6.00pm
Jon Keating will discuss the statistics of rare, extreme events in various contexts, including: evaluating performance at the Olympics; explaining how glasses freeze; illustrating why computers are more effective than expected at learning; and understanding the Riemann zeta-function, the mathematical object that encodes the mysterious distribution of the prime numbers.
Jon Keating is Sedleian Professor of Natural Philosophy in the University of Oxford and a Fellow of The Queen's College.
Watch live (no need to register and it will stay up afterwards):
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The Oxford Mathematics Public Lectures are generously supported by XTX Markets.
14:15
The Quot scheme Quotˡ(E)
Abstract
Grothendieck's Quot schemes — moduli spaces of quotient sheaves — are fundamental objects in algebraic geometry, but we know very little about them. This talk will focus on a relatively simple special case: the Quot scheme Quotˡ(E) of length l quotients of a vector bundle E of rank r on a smooth surface S. The scheme Quotˡ(E) is a cross of the Hilbert scheme of points of S (E=O) and the projectivisation of E (l=1); it carries a virtual fundamental class, and if l and r are at least 2, then Quotˡ(E) is singular. I will explain how the ADHM description of Quotˡ(E) provides a conjectural description of the singularities, and show how they can be resolved in the l=2 case. Furthermore, I will describe the relation between Quotˡ(E) and Quotˡ of a quotient of E, prove a functoriality result for the virtual fundamental class, and use it to compute certain tautological integrals over Quotˡ(E).
Ito's formula for concave or C1 funchions and path dependant applications in Mathematical finance
Abstract
We will discuss several versions of Ito’s formula in the case where the function is path dependent and only concave or C1 in the sense of Dupire. In particular, we will show that it can be used to solve (super) hedging problems, in the context of market impact or under volatility uncertainty.
Unknot recognition in quasi-polynomial time
Abstract
I will outline a new algorithm for unknot recognition that runs in quasi-polynomial time. The input is a diagram of a knot with n crossings, and the running time is n^{O(log n)}. The algorithm uses hierarchies, normal surfaces and Heegaard splittings.
16:00
Boundaries, Factorisation & Mirror Duality
Abstract
I will review recent work on N=(2,2) boundary conditions of 3d
N=4 theories which mimic isolated massive vacua at infinity. Subsets of
local operators supported on these boundary conditions form lowest
weight Verma modules over the quantised bulk Higgs and Coulomb branch
chiral rings. The equivariant supersymmetric Casimir energy is shown to
encode the boundary ’t Hooft anomaly, and plays the role of lowest
weights in these modules. I will focus on a key observable associated to
these boundary conditions; the hemisphere partition function, and apply
them to the holomorphic factorisation of closed 3-manifold partition
functions and indices. This yields new “IR formulae” for partition
functions on closed 3-manifolds in terms of Verma characters. I will
also discuss ongoing work on connections to enumerative geometry, and
the construction of elliptic stable envelopes of Aganagic and Okounkov,
in particular their physical manifestation via mirror duality
interfaces.
This talk is based on 2010.09741 and ongoing work with Mathew Bullimore
and Samuel Crew.
North Meets South
Abstract
Speaker: Elena Gal (4pm)
Title: Associativity and Geometry
Abstract: An operation # that satisfies a#(b#c)=(a#b)#c is called "associative". Associativity is "common" - if we are asked to give an example of operation we are more likely to come up with one that has this property. However if we dig a bit deeper we encounter in geometry, topology and modern physics many operations that are not associative "on the nose" but rather up to an equivalence. We will talk about how to describe and work with this higher associativity notion.
Speaker: Alexandre Bovet (4:30pm)
Title: Investigating disinformation in social media with network science
Abstract:
While disinformation and propaganda have existed since ancient times, their importance and influence in the age of
social media is still not clear. We investigate the spread of disinformation and traditional misinformation in Twitter in the context of the 2016 and 2020 US presidential elections. We analyse the information diffusion networks by reconstructing the retweet networks corresponding to each type of news and the top news spreaders of each network are identified. Our investigation provides new insights into the dynamics of news diffusion in Twitter, namely our results suggests that disinformation is governed by a different diffusion mechanism than traditional centre and left-leaning news. Centre and left leaning traditional news diffusion is driven by a small number of influential users, mainly journalists, and follow a diffusion cascade in a network with heterogeneous degree distribution which is typical of diffusion in social networks, while the diffusion of disinformation seems to not be controlled by a small set of users but rather to take place in tightly connected clusters of users that do not influence the rest of Twitter activity. We also investigate how the situation evolved between 2016 and 2020 and how the top news spreaders from the different news categories have driven the polarization of the Twitter ideological landscape during this time.
Chain complex reduction via fast digraph traversal
Abstract
Reducing a chain complex (whilst preserving its homotopy-type) using algebraic Morse theory ([1, 2, 3]) gives the same end-result as Gaussian elimination, but AMT does it only on certain rows/columns and with several pivots (in all matrices simultaneously). Crucially, instead of doing costly row/column operations on a sparse matrix, it computes traversals of a bipartite digraph. This significantly reduces the running time and memory load (smaller fill-in and coefficient growth of the matrices). However, computing with AMT requires the construction of a valid set of pivots (called a Morse matching).
In [4], we discover a family of Morse matchings on any chain complex of free modules of finite rank. We show that every acyclic matching is a subset of some member of our family, so all maximal Morse matchings are of this type.
Both the input and output of AMT are chain complexes, so the procedure can be used iteratively. When working over a field or a local PID, this process ends in a chain complex with zero matrices, which produces homology. However, even over more general rings, the process often reveals homology, or at least reduces the complex so much that other algorithms can finish the job. Moreover, it also returns homotopy equivalences to the reduced complexes, which reveal the generators of homology and the induced maps $H_{*}(\varphi)$.
We design a new algorithm for reducing a chain complex and implement it in MATHEMATICA. We test that it outperforms other CASs. As a special case, given a sparse matrix over any field, the algorithm offers a new way of computing the rank and a sparse basis of the kernel (or null space), cokernel (or quotient space, or complementary subspace), image, preimage, sum and intersection subspace. It outperforms built-in algorithms in other CASs.
References
[1] M. Jöllenbeck, Algebraic Discrete Morse Theory and Applications to Commutative Algebra, Thesis, (2005).
[2] D.N. Kozlov, Discrete Morse theory for free chain complexes, C. R. Math. 340 (2005), no. 12, 867–872.
[3] E. Sköldberg, Morse theory from an algebraic viewpoint, Trans. Amer. Math. Soc. 358 (2006), no. 1, 115–129.
[4] L. Lampret, Chain complex reduction via fast digraph traversal, arXiv:1903.00783.
Cluster algebras and categorification
Abstract
Introduced by Fomin and Zelevinsky in 2002, cluster algebras have become ubiquitous in algebra, combinatorics and geometry. In this talk, I'll introduce the notion of a cluster algebra and present the approach of Kang-Kashiwara-Kim-Oh to categorify a large class of them arising from quantum groups. Time allowing, I will explain some recent developments related to the coherent Satake category.
Deep learning for molecular physics
Abstract
There has been a surge of interest in machine learning in the past few years, and deep learning techniques are more and more integrated into
the way we do quantitative science. A particularly exciting case for deep learning is molecular physics, where some of the "superpowers" of
machine learning can make a real difference in addressing hard and fundamental computational problems - on the other hand the rigorous
physical footing of these problems guides us in how to pose the learning problem and making the design decisions for the learning architecture.
In this lecture I will review some of our recent contributions in marrying deep learning with statistical mechanics, rare-event sampling
and quantum mechanics.
The Metric is All You Need (for Disentangling)
Abstract
Learning a representation from data that disentangles different factors of variation is hypothesized to be a critical ingredient for unsupervised learning. Defining disentangling is challenging - a "symmetry-based" definition was provided by Higgins et al. (2018), but no prescription was given for how to learn such a representation. We present a novel nonparametric algorithm, the Geometric Manifold Component Estimator (GEOMANCER), which partially answers the question of how to implement symmetry-based disentangling. We show that fully unsupervised factorization of a data manifold is possible if the true metric of the manifold is known and each factor manifold has nontrivial holonomy – for example, rotation in 3D. Our algorithm works by estimating the subspaces that are invariant under random walk diffusion, giving an approximation to the de Rham decomposition from differential geometry. We demonstrate the efficacy of GEOMANCER on several complex synthetic manifolds. Our work reduces the question of whether unsupervised disentangling is possible to the question of whether unsupervised metric learning is possible, providing a unifying insight into the geometric nature of representation learning.
Oriented areas and chain of offsets models
Adapted Topologies and Higher Rank Signatures
Abstract
It is well known that expected signatures can be used as the “moments” of the law of stochastic processes. Inspired by this fact, we introduced higher rank expected signatures to capture the essences of the weak topologies of adapted processes, and characterize the information evolution pattern associated with stochastic processes. This approach provides an alternative perspective on a recent important work by Backhoff–Veraguas, Bartl, Beiglbock and Eder regarding adapted topologies and causal Wasserstein metrics.
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Loop Quantum Gravity
Contact organisers for access to meeting (Carmen Jorge-Diaz, Connor Behan or Sujay Nair)
14:00
Structured matrix approximations via tensor decompositions
Abstract
We provide a computational framework for approximating a class of structured matrices (e.g., block Toeplitz, block banded). Our approach has three steps: map the structured matrix to tensors, use tensor compression algorithms, and map the compressed tensors back to obtain two different matrix representations --- sum of Kronecker products and block low-rank format. The use of tensor decompositions enable us to uncover latent structure in the matrices and lead to computationally efficient algorithms. The resulting matrix approximations are memory efficient, easy to compute with, and preserve the error due to the tensor compression in the Frobenius norm. While our framework is quite general, we illustrate the potential of our method on structured matrices from three applications: system identification, space-time covariance matrices, and image deblurring.
Joint work with Misha Kilmer (Tufts University)
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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.
Towards Living Synthetic Matter
Abstract
Biological systems provide an inspiration for creating a new paradigm
for materials synthesis. What would it take to enable inanimate material
to acquire the properties of living things? A key difference between
living and synthetic materials is that the former are programmed to
behave as they do, through interactions, energy consumption and so
forth. The nature of the program is the result of billions of years of
evolution. Understanding and emulating this program in materials that
are synthesizable in the lab is a grand challenge. At its core is an
optimization problem: how do we choose the properties of material
components that we can create in the lab to carry out complex reactions?
I will discuss our (not-yet-terribly-successful efforts) to date to
address this problem, by designing both equiliibrium and kinetic
properties of materials, using a combination of statistical mechanics,
kinetic modeling and ideas from machine learning.
This final OCIAM seminar of the term takes place slightly later than usual at 12:30
Regularity for non-uniformly elliptic equations
Abstract
I will discuss regularity properties for solutions of linear second order non-uniformly elliptic equations in divergence form. Assuming certain integrability conditions on the coefficient field, we obtain local boundedness and validity of Harnack inequality. The assumed integrability assumptions are sharp and improve upon classical results due to Trudinger from the 1970s.
As an application of the local boundedness result, we deduce a quenched invariance principle for random walks among random degenerate conductances. If time permits I will discuss further regularity results for nonlinear non-uniformly elliptic variational problems.
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 Benjamin Fehrman.
11:30
On pseudo-analytic and adelic models of Shimura curves (joint with Chris Daw)
Abstract
I will discuss the multi-sorted structure of analytic covers H -> Y(N), where H is the upper half-plane and Y(N) are the N-level modular curves, all N, in a certain language, weaker than the language applied by Adam Harris and Chris Daw. We define a certain locally modular reduct of the structure which is called "pure" structure - an extension of the structure of special subvarieties.
The problem of non-elementary categorical axiomatisation for this structure is closely related to the theory of "canonical models for Shimura curves", in particular, the description of Gal_Q action on the CM-points of the Y(N). This problem for the case of curves is basically solved (J.Milne) and allows the beautiful interpretation in our setting: the abstract automorphisms of the pure structure on CM-points are exactly the automorphisms induced by Gal_Q. Using this fact and earlier theorem of Daw and Harris we prove categoricity of a natural axiomatisation of the pseudo-analytic structure.
If time permits I will also discuss a problem which naturally extends the above: a categoricity statement for the structure of unramified analytic covers H -> X, where X runs over all smooth curves over a given number field.
Minimal Models and Beta Categoricity
Abstract
Let us say that a theory $T$ in the language of set theory is $\beta$-consistent at $\alpha$ if there is a transitive model of $T$ of height $\alpha$, and let us say that it is $\beta$-categorical at $\alpha$ iff there is at most one transitive model of $T$ of height $\alpha$. Let us also assume, for ease of formulation, that there are arbitrarily large $\alpha$ such that $\mathrm{ZFC}$ is $\beta$-consistent at $\alpha$.
The sentence $\mathrm{VEL}$ has the feature that $\mathrm{ZFC}+\mathrm{VEL}$ is $\beta$-categorical at $\alpha$, for every $\alpha$. If we assume in addition that $\mathrm{ZFC}+\mathrm{VEL}$ is $\beta$-consistent at $\alpha$, then the uniquely determined model is $L_\alpha$, and the minimal such model, $L_{\alpha_0}$, is model of determined by the $\beta$-categorical theory $\mathrm{ZFC}+\mathrm{VEL}+M$, where $M$ is the statement "There does not exist a transitive model of $\mathrm{ZFC}$."
It is natural to ask whether $\mathrm{VEL}$ is the only sentence that can be $\beta$-categorical at $\alpha$; that is, whether, there can be a sentence $\phi$ such that $\mathrm{ZFC}+\phi$ is $\beta$-categorical at $\alpha$, $\beta$-consistent at $\alpha$, and where the unique model is not $L_\alpha$. In the early 1970s Harvey Friedman proved a partial result in this direction. For a given ordinal $\alpha$, let $n(\alpha)$ be the next admissible ordinal above $\alpha$, and, for the purposes of this discussion, let us say that an ordinal $\alpha$ is minimal iff a bounded subset of $\alpha$ appears in $L_{n(\alpha)}\setminus L_\alpha$. [Note that $\alpha_0$ is minimal (indeed a new subset of $\omega$ appears as soon as possible, namely, in a $\Sigma_1$-definable manner over $L_{\alpha_0+1}$) and an ordinal $\alpha$ is non-minimal iff $L_{n(\alpha)}$ satisfies that $\alpha$ is a cardinal.] Friedman showed that for all $\alpha$ which are non-minimal, $\mathrm{VEL}$ is the only sentence that is $\beta$-categorical at $\alpha$. The question of whether this is also true for $\alpha$ which are minimal has remained open.
In this talk I will describe some joint work with Hugh Woodin that bears on this question. In general, when approaching a "lightface" question (such as the one under consideration) it is easier to first address the "boldface" analogue of the question by shifting from the context of $L$ to the context of $L[x]$, where $x$ is a real. In this new setting everything is relativized to the real $x$: For an ordinal $\alpha$, we let $n_x(\alpha)$ be the first $x$-admissible ordinal above $\alpha$, and we say that $\alpha$ is $x$-minimal iff a bounded subset of $\alpha$ appears in $L_{n_x(\alpha)}[x]\setminus L_{\alpha}[x]$.
Theorem. Assume $M_1^\#$ exists and is fully iterable. There is a sentence $\phi$ in the language of set theory with two additional constants, \r{c} and \r{d}, such that for a Turing cone of $x$, interpreting \r{c} by $x$, for all $a$
- if $L_\alpha[x]\vDash\mathrm{ZFC}$ then there is an interpretation of \r{d} by something in $L_\alpha[x]$ such that there is a $\beta$-model of $\mathrm{ZFC}+\phi$ of height $\alpha$ and not equal to $L_\alpha[x]$, and
- if, in addition, $\alpha$ is $x$-minimal, then there is a unique $\beta$-model of $\mathrm{ZFC}+\phi$ of height $\alpha$ and not equal to $L_\alpha[x]$.
The sentence $\phi$ asserts the existence of an object which is external to $L_\alpha[x]$ and which, in the case where $\alpha$ is minimal, is canonical. The object is a branch $b$ through a certain tree in $L_\alpha[x]$, and the construction uses techniques from the HOD analysis of models of determinacy.
In this talk I will sketch the proof, describe some additional features of the singleton, and say a few words about why the lightface version looks difficult.
Introduction on Nonlinear Wave Equations (Lecture 4 of 4)
Abstract
The course covers the standard material on nonlinear wave equations, including local existence, breakdown criterion, global existence for small data for semi-linear equations, and Strichartz estimate if time allows.
10:00
Topological approaches to Nielsen equivalence
Abstract
In the world of finitely generated groups, presentations are a blessing and a curse. They are versatile and compact, but in general tell you very little about the group. Tietze transformations offer much (but deliver little) in terms of understanding the possible presentations of a group. I will introduce a different way of transforming presentations of a group called a Nielsen transformation, and show how topological methods can be used to study Nielsen transformations.
15:30
A Topological Turán Problem
Abstract
The classical Turán problem asks: given a graph $H$, how many edges can an $4n$-vertex graph have while containing no isomorphic copy of $H$? By viewing $(k+1)$-uniform hypergraphs as $k$-dimensional simplicial complexes, we can ask a topological version (first posed by Nati Linial): given a $k$-dimensional simplicial complex $S$, how many facets can an $n$-vertex $k$-dimensional simplicial complex have while containing no homeomorphic copy of $S$? Until recently, little was known for $k > 2$. In this talk, we give an answer for general $k$, by way of dependent random choice and the combinatorial notion of a trace-bounded hypergraph. Joint work with Jason Long and Bhargav Narayanan.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
Territorial behaviour of buzzards and the 2D Coulomb gas
Abstract
Non-Hermitian random matrices with complex eigenvalues represent a truly two-dimensional (2D) Coulomb gas at inverse temperature beta=2. Compared to their Hermitian counter-parts they enjoy an enlarged bulk and edge universality. As an application to ecology we model large scale data of the approximately 2D distribution of buzzard nests in the Teutoburger forest observed over a period of 20 y. These birds of prey show a highly territorial behaviour. Their occupied nests are monitored annually and we compare these data with a one-component 2D Coulomb gas of repelling charges as a function of beta. The nearest neighbour spacing distribution of the nests is well described by fitting to beta as an effective repulsion parameter, that lies between the universal predictions of Poisson (beta=0) and random matrix statistics (beta=2). Using a time moving average and comparing with next-to-nearest neighbours we examine the effect of a population increase on beta and correlation length.
14:30
Broadband recursive skeletonization
Abstract
Often in scattering applications it is advantageous to reformulate the problem as an integral equation, discretize, and then solve the resulting linear system using a fast direct solver. The computational cost of this approach is typically dominated by the work needed to compress the coefficient matrix into a rank-structured format. In this talk, we present a novel technique which exploits the bandlimited-nature of solutions to the Helmholtz equation in order to accelerate this procedure in environments where multiple frequencies are of interest.
This talk is based on joint work with Gunnar Martinsson (UT Austin).
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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.
14:15
Coadmissible modules, bornologies, and derived categories II
Abstract
Coadmissible modules over Frechet-Stein algebras arise naturally in p-adic representation theory, e.g. in the study of locally analytic representations of p-adic Lie groups or the function spaces of rigid analytic Stein spaces. We show that in many cases, the category of coadmissible modules admits an exact and fully faithful embedding into the category of complete bornological modules, also preserving tensor products. This allows us to introduce derived methods to the study of coadmissible modules without forsaking the analytic flavour of the theory. As an application, we introduce six functors for Ardakov-Wadsley's D-cap-modules and discuss some instances where coadmissibility (in a derived sense) is preserved.
14:00
Tail asymptotics for extinction times of self-similar fragmentations
Abstract
Self-similar fragmentation processes are random models for particles that are subject to successive fragmentations. When the index of self-similarity is negative the fragmentations intensify as the masses of particles decrease. This leads to a shattering phenomenon, where the initial particle is entirely reduced to dust - a set of zero-mass particles - in finite time which is what we call the extinction time. Equivalently, these extinction times may be seen as heights of continuous compact rooted trees or scaling limits of heights of sequences of discrete trees. Our objective is to set up precise bounds for the large time asymptotics of the tail distributions of these extinction times.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
FFTA: Consensus on simplicial complexes, or: The nonlinear simplicial Laplacian
Abstract
We consider a nonlinear flow on simplicial complexes related to the simplicial Laplacian, and show that it is a generalization of various consensus and synchronization models commonly studied on networks. In particular, our model allows us to formulate flows on simplices of any dimension, so that it includes edge flows, triangle flows, etc. We show that the system can be represented as the gradient flow of an energy functional, and use this to deduce the stability of various steady states of the model. Finally, we demonstrate that our model contains higher-dimensional analogues of structures seen in related network models.
arXiv link: https://arxiv.org/abs/2010.07421
14:00
Finite element approximation of a strain-limiting elastic model
Abstract
Motivated by the work of K.R. Rajagopal, the objective of the talk is to discuss the construction and analysis of numerical approximations to a class of models that fall outside the realm of classical Cauchy elasticity. The models under consideration are implicit and nonlinear, and are referred to as strain-limiting, because the linearised strain remains bounded even when the stress is very large, a property that cannot be guaranteed within the framework of classical elastic or nonlinear elastic models. Strain-limiting models can be used to describe, for example, the behavior of brittle materials in the vicinity of fracture tips, or elastic materials in the neighborhood of concentrated loads where there is concentration of stress even though the magnitude of the strain tensor is limited.
We construct a finite element approximation of a strain-limiting elastic model and discuss the theoretical difficulties that arise in proving the convergence of the numerical method. The analytical results are illustrated by numerical experiments.
The talk is based on joint work with Andrea Bonito (Texas A&M University) and Vivette Girault (Sorbonne Université, Paris).
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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.
12:45
Modelling the role of vWF in initiating arterial thrombosis
Abstract
Coronary heart disease is characterised by the formation of plaque on artery walls, restricting blood flow. If a plaque deposit ruptures, blood clot formation (thrombosis) rapidly occurs with the potential to fatally occlude the vessel within minutes. Von Willebrand Factor (vWF) is a shear-sensitive protein which has a critical role in blood clot formation in arteries. At the high shear rates typical in arterial constrictions (stenoses), vWF undergoes a conformation change, unfolding and exposing binding sites and facilitating rapid platelet deposition.
To understand the effect of stenosis geometry and blood flow conditions on the unfolding of vWF and subsequent platelet binding, we developed a continuum model for the initiation of thrombus formation by vWF in an idealised arterial stenosis. In this talk I will discuss modelling proteins in flow using viscoelastic fluid models, the insight asymptotic reductions can offer into this complex system and some of the challenges of studying fast arterial blood flows.
12:00
The gravitational spin Hall effect
Abstract
The propagation of high-frequency electromagnetic waves can be analyzed using the geometrical optics approximation. In the case of large but finite frequencies, the geometrical optics approximation is no longer accurate, and polarization-dependent corrections at first order in wavelength modify the propagation of light in an inhomogenous medium via a spin-orbit coupling mechanism. This effect, known as the spin Hall effect of light, has been experimentally observed. In this talk I will discuss recent work which generalizes the spin Hall effect to the propagation of light and gravitational waves in inhomogenous spacetimes. This is based on joint work with Marius Oancea and Jeremie Joudioux.
Chen's theorem
Abstract
In 1966 Chen Jingrun showed that every large even integer can be written as the sum of two primes or the sum of a prime and a semiprime. To date, this weakened version of Goldbach's conjecture is one of the most remarkable results of sieve theory. I will talk about the big ideas which paved the way to this proof and the ingenious trick which led to Chen's success. No prior knowledge of sieve theory required – all necessary techniques will be introduced in the talk.
Singular solutions of the binormal flow
Abstract
The binormal flow is a model for the dynamics of a vortex filament in a 3-D inviscid incompressible fluid. This flow is also related to the classical continuous Heisenberg model in ferromagnetism and to the 1-D cubic Schrödinger equation. In this lecture I will first talk about the state of the art of the binormal flow conjecture, as well as about mathematical methods and results for the binormal flow. Then I will introduce a class of solutions at the critical level of regularity that generate singularities in finite time and describe some of their properties. These results are joint work with Luis Vega.
A backward Ito-Ventzell formula with an application to stochastic interpolation
Abstract
We discuss a novel backward Ito-Ventzell formula and an extension of the Aleeksev-Gröbner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform estimates of the difference between the two stochastic flows when their drift and diffusion functions are not the same, yielding what seems to be the first results of this type for this class of anticipative models.
We illustrate the impact of these results in the context of diffusion perturbation theory, interacting diffusions and discrete time approximations.
Conformal blocks for vertex operator algebras, sewing and factorization.
Abstract
In rational conformal field theory, the sewing and factorization properties are probably the most important properties that conformal blocks satisfy. For special examples such as Weiss-Zumino-Witten models and minimal models, these two properties were proved decades ago (assuming the genus is ≤1 for the sewing theorem). But for general (strongly) rational vertex operator algebras (VOAs), their proofs were finished only very recently. In this talk, I will first motivate the definition of conformal blocks and VOAs using Segal's picture of CFT. I will then explain the importance of Sewing and Factorization Theorem in the construction of full rational conformal field theory.
14:15
The spine of the T-graph of the Hilbert scheme
Abstract
The torus T of projective space also acts on the Hilbert
scheme of subschemes of projective space, and the T-graph of the
Hilbert scheme has vertices the fixed points of this action, and edges
the closures of one-dimensional orbits. In general this graph depends
on the underlying field. I will discuss joint work with Rob
Silversmith, in which we construct of a subgraph, which we call the
spine, of the T-graph of Hilb^N(A^2) that is independent of the choice
of field. The key technique is an understanding of the tropical ideal,
in the sense of tropical scheme theory, of the ideal of the universal
family of an edge in the spine.
14:00
Free Energy from Replica Wormholes
Abstract
Recent developments on the black hole information paradox have shown that Euclidean wormholes — so called “replica wormholes’’ — can dominate the von Neumann entropy as computed by a gravitational path integral, and that inclusion of these wormholes results in a unitary Page curve. This development raises some puzzles from the perspective of factorization, and has raised questions regarding what the gravitational path integral is computing. In this talk, I will focus on understanding the relationship between the gravitational path integral and the partition function via the gravitational free energy (more generally the generating functional). A proper computation of the free energy requires a replica trick distinct from the usual one used to compute the entropy. I will show that in JT gravity there is a regime where the free energy computed without replica wormholes is pathological. Interestingly, the inclusion of replica wormholes is not quite sufficient to resolve the pathology: an alternative analytic continuation is required. I will discuss the implications of this for various interpretations of the gravitational path integral (e.g. as computing an ensemble average) and also mention some parallels with spin glasses.
16:00
Global Anomalies on the Hilbert space
Abstract
I will be reviewing our recent article arXiv:2101.02218 where we propose a simple method for detecting global (a.k.a. non-perturbative) anomalies for generic quantum field theories. The basic idea is to study how the symmetries are realized on the Hilbert space of the theory. I will present several elementary examples where everything can be solved explicitly. After that, we will use these results to make non-trivial predictions about strongly interacting theories.
Interviews for non-academic jobs and working as a mathematician in the BoE
Abstract
In this session, William Durham from the Bank of England will give a presentation about working as a mathematician in the BoE, and will give advice on interviewing for non-academic jobs. He has previously provided mock interviews in our department for jobs aimed at mathematicians with PhDs, and is happy to conduct some mock interviews (remotely, of course) for individuals as well.
Please email Helen McGregor (@email) by Monday 22 February if you might be interested in having a mock interview with William Durham on 5 March.
Graduated orders and their lattices
Abstract
For $G$ a finite group, $p$ a prime and $(K, \mathcal{O}_K, k)$ a $p$-modular system the group ring $\mathcal{O}_K G$ is an $\mathcal{O}_k$-order in the $K$-algebra $KG.$ Graduated $\mathcal{O}_K$-orders are a particularly nice class of $\mathcal{O}_K$-orders first introduced by Zassenhaus. In this talk will see that an $\mathcal{O}_K$-order $\Lambda$ in a split $K$-algebra $A$ is graduated if the decomposition numbers for the regular $A$-module are no greater than $1$. Furthermore will see that graduated orders can be described (not uniquely) by a tuple $n$ and a matrix $M$ called the exponant matrix. Finding a suitable $n$ and $M$ for a graduated order $\Lambda$ in the $K$-algebra $A$ provides a parameterisation of the $\Lambda$-lattices inside the regular $A$-module. Understanding the $\mathcal{O}_K G$-lattices inside representations of certain groups $G$ is of interest to those involved in the Langlands programme as well as of independent interest to algebraists.
A mathematical model of reward-mediated learning in drug addiction
Abstract
We propose a mathematical model that unifies the psychiatric concepts of drug-induced incentive salience (IST), reward prediction error
(RPE) and opponent process theory (OPT) to describe the emergence of addiction within substance abuse. The biphasic reward response (initially
positive, then negative) of the OPT is activated by a drug-induced dopamine release, and evolves according to neuro-adaptative brain
processes. Successive drug intakes enhance the negative component of the reward response, which the user compensates for by increasing the
drug dose. Further neuroadaptive processes ensue, creating a positive feedback between physiological changes and user-controlled drug
intake. Our drug response model can give rise to qualitatively different pathways for an initially naive user to become fully addicted. The
path to addiction is represented by trajectories in parameter space that depend on the RPE, drug intake, and neuroadaptive changes.
We will discuss how our model can be used to guide detoxification protocols using auxiliary substances such as methadone, to mitigate withdrawal symptoms.
If this is useful here are my co-authors:
Davide Maestrini, Tom Chou, Maria R. D'Orsogna
Linear convergence of an alternating polar decomposition method for low rank orthogonal tensor approximations
Abstract
Low rank orthogonal tensor approximation (LROTA) is an important problem in tensor computations and their applications. A classical and widely used algorithm is the alternating polar decomposition method (APD). In this talk, I will first give very a brief introduction to tensors and their decompositions. After that, an improved version named iAPD of the classical APD will be proposed and all the following four fundamental properties of iAPD will be discussed : (i) the algorithm converges globally and the whole sequence converges to a KKT point without any assumption; (ii) it exhibits an overall sublinear convergence with an explicit rate which is sharper than the usual O(1/k) for first order methods in optimization; (iii) more importantly, it converges R-linearly for a generic tensor without any assumption; (iv) for almost all LROTA problems, iAPD reduces to APD after finitely many iterations if it converges to a local minimizer. If time permits, I will also present some numerical experiments.
Machine Learning for Partial Differential Equations
Abstract
Our understanding and ability to compute the solutions to nonlinear partial differential equations has been strongly curtailed by our inability to effectively parameterize the inertial manifold of their solutions. I will discuss our ongoing efforts for using machine learning to advance the state of the art, both for developing a qualitative understanding of "turbulent" solutions and for efficient computational approaches. We aim to learn parameterizations of the solutions that give more insight into the dynamics and/or increase computational efficiency. I will discuss our recent work using machine learning to develop models of the small scale behavior of spatio-temporal complex solutions, with the goal of maintaining accuracy albeit at a highly reduced computational cost relative to a full simulation. References: https://www.pnas.org/content/116/31/15344 and https://arxiv.org/pdf/2102.01010.pdf
Policy Gradient Methods for the Linear Quadratic Regulator
Abstract
We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters. We are able to produce a global linear convergence guarantee for this approach in the setting of finite time horizon and stochastic state dynamics under weak assumptions. The convergence of a projected policy gradient method is also established in order to handle problems with constraints. We illustrate the performance of the algorithm with two examples. The first example is the optimal liquidation of a holding in an asset. We show results for the case where we assume a model for the underlying dynamics and where we apply the method to the data directly. The empirical evidence suggests that the policy gradient method can learn the global optimal solution for a larger class of stochastic systems containing the LQR framework and that it is more robust with respect to model mis-specification when compared to a model-based approach. The second example is an LQR system in a higher-dimensional setting with synthetic data.
The Replica Trick
Contact organisers for access to meeting (Carmen Jorge-Diaz, Connor Behan or Sujay Nair)
14:00
Optimization on manifolds: introduction and newsflashes
Abstract
This talk concerns applications of differential geometry in numerical optimization. They arise when the optimization problem can be formulated as finding an optimum of a real-valued cost function defined on a smooth nonlinear search space. Oftentimes, the search space is a "matrix manifold", in the sense that its points admit natural representations in the form of matrices. In most cases, the matrix manifold structure is due either to the presence of certain nonlinear constraints (such as orthogonality or rank constraints), or to invariance properties in the cost function that need to be factored out in order to obtain a nondegenerate optimization problem. Manifolds that come up in practical applications include the rotation group SO(3) (generation of rigid body motions from sample points), the set of fixed-rank matrices (low-rank models, e.g., in collaborative filtering), the set of 3x3 symmetric positive-definite matrices (interpolation of diffusion tensors), and the shape manifold (morphing).
In the recent years, the practical importance of optimization problems on manifolds has stimulated the development of geometric optimization algorithms that exploit the differential structure of the manifold search space. In this talk, we give an overview of geometric optimization algorithms and their applications, with an emphasis on the underlying geometric concepts and on the numerical efficiency of the algorithm implementations.
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.
The Power of Film
Abstract
The pandemic has had a deleterious influence on the Hollywood film
industry. Fortunately, however, the thin film industry continues to
flourish. A host of effects are responsible for confined liquids
exhibiting properties that differ from their bulk counterparts. For
example, the dominant polarization and surface forces across a layered
system can control the material behavior on length scales vastly larger
than the film thickness. This basic class of phenomena, wherein
volume-volume interactions create large pressures, are at play in,
amongst many other settings, wetting, biomaterials, ceramics, colloids,
and tribology. When the films so created involve phase change and are
present in disequilibrium, the forces can be so large that they destroy
the setting that allowed them to form in the first place. I will
describe the connection between such films in a semi-traditional wetting
dynamics geometry and active brownian dynamics. I then explore their
power to explain a wide range of processes from materials- to astro- to
geo-science.
We continue this term with our flagship seminars given by notable scientists on topics that are relevant to Industrial and Applied Mathematics.
Note the new time of 12:00-13:00 on Thursdays.
This will give an opportunity for the entire community to attend and for speakers with childcare responsibilities to present.
11:30
Non-archimedean analogue of Wilkie's conjecture, and, point counting from Pfaffian over subanalytic to Hensel minimal
Abstract
Point counting on definable sets in non-archimedean settings has many faces. For sets living in Q_p^n, one can count actual rational points of bounded height, but for sets in C((t))^n, one rather "counts" the polynomials in t of bounded degree. What if the latter is of infinite cardinality? We treat three settings, each with completely different behaviour for point counting : 1) the setting of subanalytic sets, where we show finiteness of point counting but growth can be aribitrarily fast with the degree in t ; 2) the setting of Pfaffian sets, which is new in the non-archimedean world and for which we show an analogue of Wilkie's conjecture in all dimensions; 3) the Hensel minimal setting, which is most general and where finiteness starts to fail, even for definable transcendental curves! In this infinite case, one bounds the dimension rather than the (infinite) cardinality. This represents joint work with Binyamini, Novikov, with Halupczok, Rideau, Vermeulen, and separate work by Cantoral-Farfan, Nguyen, Vermeulen.
10:00
Rigidity of curve graphs and Ivanov's Metaconjecture
Abstract
Since its introduction in 1978 the curve complex has become one of the most important objects to study surfaces and their homeomorphisms. The curve complex is defined only using data about curves and their disjointness: a stunning feature of it is the fact that this information is enough to give it a rigid structure, that is every symplicial automorphism is induced topologically. Ivanov conjectured that this rigidity is a feature of most objects naturally associated to surfaces, if their structure is rich enough.
During the talk we will introduce the curve complex, then we will focus on its rigidity, giving a sketch of the topological constructions behind the proof. At last we will talk about generalisations of the curve complex, and highlight some rigidity results which are clues that Ivanov's Metaconjecture, even if it is more of a philosophical statement than a mathematical one, could be "true".
15:30
The uniform spanning tree in 4 dimensions
Abstract
A uniform spanning tree of $\mathbb{Z}^4$ can be thought of as the "uniform measure" on trees of $\mathbb{Z}^4$. The past of 0 in the uniform spanning tree is the finite component that is disconnected from infinity when 0 is deleted from the tree. We establish the logarithmic corrections to the probabilities that the past contains a path of length $n$, that it has volume at least $n$ and that it reaches the boundary of the box of side length $n$ around 0. Dimension 4 is the upper critical dimension for this model in the sense that in higher dimensions it exhibits "mean-field" critical behaviour. An important part of our proof is the study of the Newtonian capacity of a loop erased random walk in 4 dimensions. This is joint work with Tom Hutchcroft.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.