Adapted Wasserstein distances and their role in mathematical finance
Abstract
The problem of model uncertainty in financial mathematics has received considerable attention in the last years. In this talk I will follow a non-parametric point of view, and argue that an insightful approach to model uncertainty should not be based on the familiar Wasserstein distances. I will then provide evidence supporting the better suitability of the recent notion of adapted Wasserstein distances (also known as Nested Distances in the literature). Unlike their more familiar counterparts, these transport metrics take the role of information/filtrations explicitly into account. Based on joint work with M. Beiglböck, D. Bartl and M. Eder.
Likely instabilities in stochastic hyperelastic solids
Abstract
Likely instabilities in stochastic hyperelastic solids
L. Angela Mihai
School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG, UK
E-mail: @email.uk
Nonlinear elasticity has been an active topic of fundamental and applied research for several decades. However, despite numerous developments and considerable attention it has received, there are important issues that remain unresolved, and many aspects still elude us. In particular, the quantification of uncertainties in material parameters and responses resulting from incomplete information remain largely unexplored. Nowadays, it is becoming increasingly apparent that deterministic approaches, which are based on average data values, can greatly underestimate, or overestimate, mechanical properties of many materials. Thus, stochastic representations, accounting for data dispersion, are needed to improve assessment and predictions. In this talk, I will consider stochastic hyperelastic material models described by a strain-energy density where the parameters are characterised by probability distributions. These models, which are constructed through a Bayesian identification procedure, rely on the maximum entropy principle and enable the propagation of uncertainties from input data to output quantities of interest. Similar modelling approaches can be developed for other mechanical systems. To demonstrate the effect of probabilistic model parameters on large strain elastic responses, specific case studies include the classic problem of the Rivlin cube, the radial oscillatory motion of cylindrical and spherical shells, and the cavitation and finite amplitude oscillations of spheres.
Near-best adaptive approximation
Abstract
One of the major steps in the adaptive finite element methods (AFEM) is the adaptive selection of the next partition. The process is usually governed by a strategy based on carefully chosen local error indicators and aims at convergence results with optimal rates. One can formally relate the refinement of the partitions with growing an oriented graph or a tree. Then each node of the tree/graph corresponds to a cell of a partition and the approximation of a function on adaptive partitions can be expressed trough the local errors related to the cell, i.e., the node. The total approximation error is then calculated as the sum of the errors on the leaves (the terminal nodes) of the tree/graph and the problem of finding an optimal error for a given budget of nodes is known as tree approximation. Establishing a near-best tree approximation result is a key ingredient in proving optimal convergence rates for AFEM.
The classical tree approximation problems are usually related to the so-called h-adaptive approximation in which the improvements a due to reducing the size of the cells in the partition. This talk will consider also an extension of this framework to hp-adaptive approximation allowing different polynomial spaces to be used for the local approximations at different cells while maintaining the near-optimality in terms of the combined number of degrees of freedom used in the approximation.
The problem of conformity of the resulting partition will be discussed as well. Typically in AFEM, certain elements of the current partition are marked and subdivided together with some additional ones to maintain desired properties of the partition like conformity. This strategy is often described as “mark → subdivide → complete”. The process is very well understood for triangulations received via newest vertex bisection procedure. In particular, it is proven that the number of elements in the final partition is limited by constant times the number of marked cells. This hints at the possibility to design a marking procedure that is limited only to cells of the partition whose subdivision will result in a conforming partition and therefore no completion step would be necessary. This talk will present such a strategy together with theoretical results about its near-optimal performance.
Semiflow selection for the isentropic Euler system (joint work with E. Feireisl & M. Hofmanova)
Abstract
It is nowadays well understood that the multidimensional isentropic Euler system is desperately ill–posed. Even certain smooth initial data give rise to infinitely many solutions and all available selection criteria fail to ensure both global existence and uniqueness. We propose a different approach to well–posedness of this system based on ideas from the theory of Markov semigroups: we show the existence of a Borel measurable solution semiflow. To this end, we introduce a notion of dissipative solution which is understood as time dependent trajectories of the basic state variables - the mass density, the linear momentum, and the energy - in a suitable phase space. The underlying system of PDEs is satisfied in a generalized sense. The solution semiflow enjoys the standard semigroup property and the solutions coincide with the strong solutions as long as the latter exist. Moreover, they minimize the energy (maximize the energy dissipation) among all dissipative solutions.
Marcus du Sautoy - The Creativity Code: How AI is learning to write, paint and think
Oxford Mathematics Public Lectures together with the Simonyi Science Show:
Will a computer ever compose a symphony, write a prize-winning novel, or paint a masterpiece? And if so, would we be able to tell the difference?
In The Creativity Code, Marcus du Sautoy examines the nature of creativity, as well as providing an essential guide into how algorithms work, and the mathematical rules underpinning them. He asks how much of our emotional response to art is a product of our brains reacting to pattern and structure. And might machines one day jolt us in to being more imaginative ourselves?
Marcus du Sautoy is Simonyi Professor for the Public Understanding of Science in Oxford.
6-7pm
Mathematical Institute
Oxford
Please email @email to register.
Watch live:
https://facebook.com/OxfordMathematics
https://livestream.com/oxuni/du-Sautoy2
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.
16:00
Leighton's Theorem
Abstract
Leighton's Theorem states that if two finite graphs have a common universal cover then they have a common finite cover. I will present a new proof of this using groupoids, and then talk about two generalisations of the theorem that can also be tackled with this groupoid approach: one gives us control over the local structure of the common finite cover, and the other deals with graphs of spaces.
11:00
Hilbert's Fifth Problem
Abstract
Hilbert's fifth problem asks informally what is the difference between Lie groups and topological groups. In 1950s this problem was solved by Andrew Gleason, Deane Montgomery, Leo Zippin and Hidehiko Yamabe concluding that every locally compact topological group is "essentially" a Lie group. In this talk we will show the complete proof of this theorem.
16:00
Celestial Amplitudes: conformal partial waves and soft theorems
Abstract
Massless scattering amplitudes in four-dimensional Minkowski spacetime can be Mellin transformed to correlation functions on the celestial sphere at null infinity called celestial amplitudes. We study various properties of massless four-point scalar and gluon celestial amplitudes such as conformal partial wave decomposition, crossing relations and optical theorem. As a byproduct, we derive the analog of the single and double soft limits for all gluon celestial amplitudes.
16:00
Emergence of Apparent Horizon in General Relativity
Abstract
Black holes are predicted by Einstein's theory of general relativity, and now we have ample observational evidence for their existence. However theoretically there are many unanswered questions about how black holes come into being. In this talk, with tools from hyperbolic PDE, quasilinear elliptic equations and geometric analysis, we will prove that, through a nonlinear focusing effect, initially low-amplitude and diffused gravitational waves can give birth to a trapped (black hole) region in our universe. This result extends the 2008 Christodoulou’s monumental work and it also proves a conjecture of Ashtekar on black-hole thermodynamics
Moduli of hypersurfaces in weighted projective space
Abstract
The moduli space of smooth hypersurfaces in projective space was constructed by Mumford in the 60’s using his newly developed classical (a.k.a. reductive) Geometric Invariant Theory. I wish to generalise this construction to hypersurfaces in weighted projective space (or more generally orbifold toric varieties). The automorphism group of a toric variety is in general non-reductive and I will use new results in non-reductive GIT, developed by F. Kirwan et al., to construct a moduli space of quasismooth hypersurfaces in certain weighted projective spaces. I will give geometric characterisations of notions of stability arising from non-reductive GIT.
Optimisation of 1D Piecewise Smooth Functions
Abstract
Optimisation in 1D is far simpler than multidimensional optimisation and this is largely due to the notion of a bracket. A bracket is a trio of points such that the middle point is the one with the smallest objective function value (of the three). The existence of a bracket is sufficient to guarantee that a continuous function has a local minimum within the bracket. The most stable 1D optimisation methods, such as Golden Section or Brent's Method, make use of this fact. The mentality behind these methods is to maintain a bracket at all times, all the while finding smaller brackets until the local minimum can be guaranteed to lie within a sufficiently small range. For smooth functions, Brent's method in particular converges quickly with a minimum of function evaluations required. However, when applied to a piece-wise smooth functions, it achieves its realistic worst case convergence rate. In this presentation, I will present a new method which uses ideas from Brent and Golden Section, while being designed to converge quickly for piece-wise smooth functions.
Linear characters of Sylow subgroups of the symmetric group
Abstract
Let $p$ be an odd prime and $n$ a natural number. We determine the irreducible constituents of the permutation module induced by the action of the symmetric group $S_n$ on the cosets of a Sylow $p$-subgroup $P_n$. In the course of this work, we also prove a symmetric group analogue of a well-known result of Navarro for $p$-solvable groups on a conjugacy action of $N_G(P)$. Before describing some consequences of these results, we will give an overview of the background and recent related results in the area.
On divergence-free methods for double-diffusion equations in porous media
Abstract
A stationary Navier-Stokes-Brinkman model coupled to a system of advection-diffusion equations serves as a model for so-called double-diffusive viscous flow in porous mediain which both heat and a solute within the fluid phase are subject to transport and diffusion. The solvability analysis of these governing equations results as a combination of compactness arguments and fixed-point theory. In addition an H(div)-conforming discretisation is formulated by a modification of existing methods for Brinkman flows. The well-posedness ofthe discrete Galerkin formulation is also discussed, and convergence properties are derived rigorously. Computational tests confirm the predicted rates of error decay and illustrate the applicability of the methods for the simulation of bacterial bioconvection and thermohaline circulation problems.
The Swampland, Holography and the Large Volume Scenario
Abstract
String compactifications are essential for connecting string theory to low energy particle physics and cosmology. Moduli stabilisation gives rise to effective Lagrangians that capture the low-energy degrees of freedom. Much recent interest has been on swampland consistency conditions on such effective
field theories - which low energy Lagrangians can arise from quantum gravity? Furthermore, given that moduli stabilisation scenarios often exist in AdS space, we can also ask: what do swampland conditions mean in the context of AdS/CFT? I describe work on developing a holographic understanding of moduli stabilisation and swampland consistency conditions. I focus in particular on the Large Volume Scenario, which is especially appealing from a holographic perspective as in the large volume limit all its interactions can be expressed solely in terms of the AdS radius, with no free dimensionless parameters.
Noise in coevolving networks
Abstract
Coupling dynamics of the states of the nodes of a network to the dynamics of the network topology leads to generic absorbing and fragmentation transitions. The coevolving voter model is a typical system that exhibits such transitions at some critical rewiring. We study the robustness of these transitions under two distinct ways of introducing noise. Noise affecting all the nodes destroys the absorbing-fragmentation transition, giving rise in finite-size systems to two regimes: bimodal magnetization and dynamic fragmentation. Noise targeting a fraction of nodes preserves the transitions but introduces shattered fragmentation with its characteristic fraction of isolated nodes and one or two giant components. Both the lack of absorbing state for homogeneous noise and the shift in the absorbing transition to higher rewiring for targeted noise are supported by analytical approximations.
Paper Link:
https://journals.aps.org/pre/abstract/10.1103/PhysRevE.92.032803
15:45
Secondary invariants and mock modularity
Abstract
A two-dimensional, minimally Supersymmetric Quantum Field Theory is "nullhomotopic" if it can be deformed to one with spontaneous supersymmetry breaking, including along deformations that are allowed to "flow up" along RG flow lines. SQFTs modulo nullhomotopic SQFTs form a graded abelian group $SQFT_\bullet$. There are many SQFTs with nonzero index; these are definitely not nullhomotopic, and indeed represent nontorision classes in $SQFT_\bullet$. But relations to topological modular forms suggests that $SQFT_\bullet$ also has rich torsion. Based on an analysis of mock modularity and holomorphic anomalies, I will describe explicitly a "secondary invariant" of SQFTs and use it to show that a certain element of $SQFT_3$ has exact order $24$. This work is joint with D. Gaiotto and E. Witten.
How to give a bad talk
Abstract
What is the point of giving a talk? What is the point of going to a talk? In this presentation, which is intended to have a lot of audience participation, I would like to explore how one should prepare talks for different audiences and different occasions, and what one should try to get out of going to a talk.
Random Geometric Complexes
Abstract
I will give an introduction to the asymptotic behaviour of random geometric complexes. In the specific case of a simplicial complex realised as the Cech complex of a point process sampled from a closed Riemannian manifold, we will explore conditions which guarantee the homology of the Cech complex coincides with the homology of the underlying manifold. We will see techniques which were originally developed to study random geometric graphs, which together with ideas from Morse Theory establish homological connectivity thresholds.
15:00
Spectrograms and Persistent Homology
Abstract
I will give an overview of audio identification methods on spectral representations of songs. I will outline the persistent homology-based approaches that I propose and their shortcomings. I hope that the review of previous work will help spark a discussion on new possible representations and filtrations.
Prelims Preparation
Abstract
The last Fridays@2 of the year will be the Prelims Preparation Lecture aimed at first-year undergraduates. Richard Earl and Vicky Neale will highlight some key points to be aware of as you prepare for exams, thinking both about exam technique and revision strategy, and a student will offer some tips from their personal experience. This will complement the Friday@2 event in Week 2, on Managing exam anxiety. As part of the Prelims Preparation session, we'll look through two past exam questions, giving tips on how to structure a good answer. You'll find that most helpful if you've worked through the questions yourself beforehand, so this is advance notice so that you can slot the questions into your timetable for the next few days. They are both from 2013, one is Q5 from Maths I (on the Groups and Group Actions course), and the other is Q3 from Maths IV (on the Dynamics course). You can access these, and a large collection of other past Prelims exam questions, via the archive.
Diabatic vortices: a simple model of tropical cyclones and the martian polar vortex
Abstract
In this talk, we will consider how two very different atmospheric phenomena, the terrestrial tropical cyclone and the martian polar vortex, can be described within a single simplified dynamical framework based on the forced shallow water equations. Dynamical forcings include angular momentum transport by secondary (transverse) circulations and local heating due to latent heat release. The forcings act in very different ways in the two systems but in both cases lead to distinct annular distributions of potential vorticity, with a local vorticity maximum at a finite radius surrounding a central minimum. In both systems, the resulting vorticity distributions are subject to shear instability and the degree of eddy growth versus annular persistence can be examined explicitly under different forcing scenarios.
Groups and Geometry in the South East
1:15-2:15 Isoperimetric inequalities of Groups and Isoperimetric Profiles of surfaces - Panos Papazoglou
It is an interesting question whether Gromov's `gap theorem' between a sub-quadratic and a linear isoperimetric inequality can be generalized in higher dimensions. There is some evidence (and a conjecture) that this might be the case for CAT(0) groups. In this talk I will explain how the gap theorem relates to past work of Hersch and Young-Yau on Cheeger constants of surfaces and of Lipton-Tarjan on planar graphs. I will present some related problems in curvature-free geometry and will use these ideas to give an example of a surface with discontinuous isoperimetric profile answering a question of Nardulli-Pansu. (joint work with E. Swenson).
2:30-3:30 Title tba - Laura Ciobanu
Abstract tba
3:30-4:15 Tea/coffee
4:15-5:15 CAT(0) groups need not be biautomatic - Ian Leary
Ashot Minasyan and I construct (or should that be find?) examples of groups that establish the result in the title. These groups also fail to have Wise's property: they contain a pair of elements no powers of which generate either a free subgroup or a free abelian subgroup. I will discuss these groups.
00:00
PLEASE NOTE THAT THIS SEMINAR IS CANCELLED DUE TO UNFORESEEN CIRCUMSTANCES
Abstract
PLEASE NOTE THAT THIS SEMINAR IS CANCELLED DUE TO UNFORESEEN CIRCUMSTANCES.