Thu, 14 Feb 2019

14:00 - 15:00
L4

Derivation, analysis and approximation of coupled PDEs on manifolds with high dimensionality gap

Prof Paolo Zunino
(Politecnico di Milano)
Abstract

 Multiscale methods based on coupled partial differential equations defined on bulk and embedded manifolds are still poorly explored from the theoretical standpoint, although they are successfully used in applications, such as microcirculation and flow in perforated subsurface reservoirs. This work aims at shedding light on some theoretical aspects of a multiscale method consisting of coupled partial differential equations defined on one-dimensional domains embedded into three-dimensional ones. Mathematical issues arise because the dimensionality gap between the bulk and the inclusions is larger than one, named as the high dimensionality gap case. First, we show that such model derives from a system of full three-dimensional equations, by the application of a topological model reduction approach. Secondly, we rigorously analyze the problem, showing that the averaging operators applied for the model reduction introduce a regularization effect that resolves the issues due to the singularity of solutions and to the ill-posedness of restriction operators. Then, we discretize the problem by means of the finite element method and we analyze the approximation error. Finally, we exploit the structure of the model reduction technique to analyze the modeling error. This study confirms that for infinitesimally small inclusions, the modeling error vanishes.

This is a joint work with Federica Laurino, Department of Mathematics, Politecnico di Milano.

Thu, 14 Feb 2019

13:00 - 14:00
L4

Pathwise functional portfolio generation and optimal transport

Micheal Monoyios
((Oxford University))
Further Information

We make precise a remarkable connection, first observed by Pal and Wong (2016) and further analysed in the doctoral thesis of Vervuurt (2016), between functionally generated investments and optimal transport, in a model-free discrete-time financial market. A functionally generated portfolio (FGP) computes the investment in each stock through the prism of the super-differential of the logarithm of a concave function (the generating function of the FGP) of the market weight vector. Such portfolios have been shown to outperform the market under suitable conditions. Here, in our pathwise discrete-time scenario, we equate the convex-analytic cyclical monotonicity property characterising super-differentials, with a $c$-cyclical monotonicity property of the unique Monge solution of an appropriately constructed optimal transport problem with cost function $c$, which transfers the market portfolio distribution to the FGP distribution. Using the super-differential characterisation of functional investments, we construct optimal transport problems for both traditional (multiplicative) FGPs, and an ``additive'' modification introduced by Karatzas and Ruf (2017), featuring the same cost function in both cases, which characterise the functional investment. In the multiplicative case, the construction differs from Pal and Wong (2016) and Vervuurt (2016), who used a ``multiplicative'' cyclical monotonicity property, as opposed to the classical cyclical monotonicity property used here.
  
We establish uniqueness of the solution to the relevant optimal transport problem, elevating the connection observed by Pal and Wong (2016) to an exact equivalence between optimal transport and functional generation. We explore ramifications, including pathwise discrete-time master equations for the evolution of the relative wealth of the investment when using the market portfolio as numeraire. We take the pathwise continuous time limit, assuming continuous paths which admit well-defined quadratic variation, to establish model-free continuous-time master equations for both types of functionally generated investment, providing an alternative derivation to the recent proof of Schied et al (2018) of the master equation for multiplicative FGPs, as well as an extension to the case of additive functionally generated trading strategies.

Thu, 14 Feb 2019
12:00
L4

The nonlinear Schrödinger problem and its connection with Mean Field Games

Giovanni Conforti
(Ecole Polytechnique (CMAP))
Abstract

In this talk, we study the long time behaviour of a cloud of weakly interacting Brownian particles, conditionally on the observation of their initial and final configuration. In particular, we connect this problem, which may be regarded as a nonlinear version of the Schrödinger problem, to the study of the long time behaviour of Mean Field Games. Combining tools from optimal transport and stochastic control we prove convergence towards the equilibrium configuration and establish convergence rates. A key ingredient to derive these results is a new functional inequality, which generalises Talagrand’s inequality to the entropic transportation cost.

Wed, 13 Feb 2019
16:00
C1

Applications of stackings of graphs

Joseph MacColl
(UCL)
Abstract

A stacking is a lift of an immersion of graphs $A\to B$ to an embedding of $A$ into the product of $B$ with the real line; their existence relates to orderability properties of groups. I will describe how Louder and Wilton used them to prove Wise's "$w$-cycles" conjecture: given a primitive word $w$ in a free group $F$, and a subgroup $H < F$, the number of conjugates of $H$ which intersect $<w>$ nontrivially is at most rank($H$). I will also discuss applications of the result to questions of coherence, and possible extensions of it.

Wed, 13 Feb 2019
11:00
N3.12

Grothendieck Rings of Varieties and Cubic Hypersurfaces

Søren Gammelgaard
(University of Oxford)
Abstract

The Grothendieck ring of varieties over a field is a simple idea that formalizes various cut-and-paste arguments in algebraic geometry. We will explain how this intuitive construction leads to nontrivial results, such as computing Euler characteristics, counting points of varieties over finite fields, and determining Hodge numbers. As an example, we will investigate cubic hypersurfaces, especially the varieties parametrizing lines on them. If time permits, we will discuss some of the stranger properties of the Grothendieck ring.

Tue, 12 Feb 2019

14:30 - 15:30
L6

Asymptotic normality in random graphs with given vertex degrees.

Svante Janson
Abstract

We study random (simple) graphs with given vertex degrees, in the sparse case where the average degree is bounded. Assume also that the second moment of the vertex degree is bounded. The standard method then is to use the configuration model to construct a random multigraph and condition it on
being simple.

This works well for results of the type that something holds with high probability, or that something converges in probability, but it does not immediately apply to convergence in distribution, for example asymptotic normality. (Although this has been done by special arguments in a couple of cases, by Janson and Luczak and by Riordan.) A typical example is the recent result by Barbour and Röllin on asymptotic normality of the size of the giant component of the multigraph (in the supercritical case); it is an obvious conjecture that the same results hold for the random simple graph.

We discuss two new approaches to this, both based on old methods. Both apply to the size of the giant component, using rather minor special arguments.

One approach uses the method of moments to obtain joint convergence of the variable of interest together with the numbers of loops and multiple edges
in the  multigraph.

The other approach uses switchings to modify the multigraph and construct a simple graph. This simple random graph will not have a uniform distribution,
but almost, and this is good enough.

Tue, 12 Feb 2019

14:30 - 15:00
L5

Optimization Relaxations in Dynamic Pricing

Jaroslav Fowkes
(Oxford)
Abstract

The idea of adjusting prices in order to sell goods at the highest acceptable price, such as haggling in a market, is as old as money itself. We consider the problem of pricing multiple products on a network of resources, such as that faced by an airline selling tickets on its flight network. In this talk I will consider various optimization relaxations to the deterministic dynamic pricing problem on a network. This is joint work with Raphael Hauser.

Tue, 12 Feb 2019
14:15
L4

Representations of p-adic groups

Jessica Fintzen
(Cambridge)
Abstract

In the 1990s Moy and Prasad revolutionized the representation theory of p-adic groups by showing how to use Bruhat-Tits theory to assign invariants to representations of p-adic groups. The tools they introduced resulted in rapid advancements in both representation theory and harmonic analysis -- areas of central importance in the Langlands program. A crucial ingredient for many results is an explicit construction of (types for) representations of p-adic groups. In this talk I will indicate why, survey what constructions are known (no knowledge about p-adic groups assumed) and present recent developments based on a refinement of Moy and Prasad's invariants.​

Tue, 12 Feb 2019

14:00 - 14:30
L5

Direct solvers for the Lippmann-Schwinger equation

Abinand Gopal
(Oxford)
Abstract

In recent years, there has been an increased interest in exploiting rank structure of matrices arising from the discretization of partial differential equations to develop fast direct solvers. In this talk, I will outline the fundamental ideas of this topic in the context of solving the integral equation formulation of the Helmholtz equation, known as the Lippmann-Schwinger equation, and will discuss some plans for future work to develop new, higher-order solvers. This is joint work with Gunnar Martinsson.

Tue, 12 Feb 2019

12:00 - 13:00
C4

Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data

Xenia Miscouridou
(University of Oxford; Department of Statistics)
Abstract

We propose a novel class of network models for temporal dyadic interaction data. Our objective is to capture important features often observed in social interactions: sparsity, degree heterogeneity, community structure and reciprocity. We use mutually-exciting Hawkes processes to model the interactions between each (directed) pair of individuals. The intensity of each process allows interactions to arise as responses to opposite interactions (reciprocity), or due to shared interests between individuals (community structure). For sparsity and degree heterogeneity, we build the non time dependent part of the intensity function on compound random measures following (Todeschini et al., 2016). We conduct experiments on real- world temporal interaction data and show that the proposed model outperforms competing approaches for link prediction, and leads to interpretable parameters.

 

Link to paper: https://papers.nips.cc/paper/7502-modelling-sparsity-heterogeneity-reci…

Mon, 11 Feb 2019
16:00

Laplace eigenvalue bounds: the Korevaar method revisited

Gerasim Kokarev
(University of Leeds)
Abstract

 I will give a short survey on classical inequalities for Laplace eigenvalues, tell about related history and questions. I will then discuss the so-called Korevaar method, and new results generalising to higher eigenvalues a number of classical inequalities known for the first Laplace eigenvalue only. 

Mon, 11 Feb 2019
15:45
L6

Local flexibility for open partial differential relations

Bernhard Hanke
(University of Augsburg)
Abstract

In his famous book on partial differential relations Gromov formulates an exercise concerning local deformations of solutions to open partial differential relations. We will explain the content of this fundamental assertion and sketch a proof. 

In the sequel we will apply this to extend local deformations of closed $G_2$ structures, and to construct 
$C^{1,1}$-Riemannian metrics which are positively curved "almost everywhere" on arbitrary manifolds. 

This is joint work with Christian Bär (Potsdam).

Mon, 11 Feb 2019

15:45 - 16:45
L3

Small time asymptotics for Brownian motion with singular drift

TUSHENG ZHANG
(Manchester University)
Abstract

We consider Brownian motion with Kato class measure-valued drift.   A small time large deviation principle and a Varadhan type asymptotics for the Brownian motion with singular drift are established. We also study the existence and uniqueness of the associated Dirichlet boundary value problems.

Mon, 11 Feb 2019

14:15 - 15:15
L3

'Semilinear PDE and hydrodynamic limits of particle systems on fractals'

MICHAEL HINZ
(University Bielefeld)
Abstract

We first give a short introduction to analysis and stochastic processes on fractal state spaces and the typical difficulties involved.

We then discuss gradient operators and semilinear PDE. They are used to formulate the main result which establishes the hydrodynamic limit of the weakly asymmetric exclusion process on the Sierpinski gasket in the form of a law of large numbers for the particle density. We will explain some details and, if time permits, also sketch a corresponding large deviations principle for the symmetric case.

Mon, 11 Feb 2019
12:45
L5

String theory compactifications with sources

Alessandro Tomasiello
(Milano)
Further Information


In recent years, more and more compactifications have emerged whose existence depends crucially on the presence of internal sources to the supergravity fields, such as D-branes and orientifold planes. I will review some solutions of this type in various dimensions, and illustrate their applications to holography and potentially to the problem of finding de Sitter solutions.
 

Fri, 08 Feb 2019

16:45 - 17:45
L6

Commutative-by-finite Hopf algebras

Ken Brown
Abstract

Roughly speaking, a commutative-by-finite Hopf algebra is a Hopf
algebra which is an extension of a commutative Hopf algebra by a
finite dimensional Hopf algebra.
There are many big and significant classes of such algebras
(beyond of course the commutative ones and the finite dimensional ones!).
I'll make the definition precise, discuss examples
and review results, some old and some new.
No previous knowledge of Hopf algebras is necessary.
 

Fri, 08 Feb 2019

15:00 - 16:00
L3

HOCHSCHILD COHOMOLOGY AND GERSTENHABER BRACKET OF A FAMILY OF SUBALGEBRAS OF THE WEYL ALGEBRA

Andrea Solotar
Abstract

For a polynomial $h(x)$ in $F[x]$, where $F$ is any field, let $A$ be the
$F$-algebra given by generators $x$ and $y$ and relation $[y, x]=h$.
This family of algebras include the Weyl algebra, enveloping algebras of
$2$-dimensional Lie algebras, the Jordan plane and several other
interesting subalgebras of the Weyl algebra.

In a joint work in progress with Samuel Lopes, we computed the Hochschild
cohomology $HH^*(A)$ of $A$ and determined explicitly the Gerstenhaber
structure of $HH^*(A)$, as a Lie module over the Lie algebra $HH^1(A)$.
In case $F$ has characteristic $0$, this study has revealed that $HH^*(A)$
has finite length as a Lie module over $HH^1(A)$ with pairwise
non-isomorphic composition factors and the latter can be naturally
extended into irreducible representations of the Virasoro algebra.
Moreover, the whole action can be understood in terms of the partition
formed by the multiplicities of the irreducible factors of the polynomial
$h$.
 

Fri, 08 Feb 2019

14:00 - 15:00
C2

The mechanism of formation of grounding zone wedges in three dynamical regimes

Katarzyna Kowal
(DAMTP University of Cambridge)
Abstract

Ice streams are fast flowing regions of ice that generally slide over a layer of unconsolidated, water-saturated subglacial sediment known as till.  A striking feature that has been observed geophysically is that subglacial till has been found to accumulate distinctively into sedimentary wedges at the grounding zones (regions where ice sheets begin to detach from the bedrock to form freely floating ice shelves) of both past and present-day ice sheets. These grounding-zone wedges have important implications for ice-sheet stability against grounding zone retreat in response to rising sea levels, and their origins have remained a long-standing question. Using a combination of mathematical modelling, a series of laboratory experiments, field data and numerical simulations, we develop a fluid-mechanical model that explains the mechanism of the formation of these sedimentary wedges in terms of the loading and unloading of deformable till in three dynamical regimes. We also undertake a series of analogue laboratory experiments, which reveal that a similar wedge of underlying fluid accumulates spontaneously in experimental grounding zones, we formulate local conditions relating wedge slopes in each of the scenarios and compare them to available geophysical radargram data at the well lubricated, fast-flowing Whillans Ice Stream.

Fri, 08 Feb 2019

14:00 - 15:00
L1

Mathematics: the past, present and future – "Mathematical Biology: How the Leopard is Changing its Spots"

Prof Philip Maini
Abstract

Mathematical biology has grown enormously over the past 40 years and has changed considerably. At first, biology inspired mathematicians to come up with models that could, at an abstract level, "explain" biological phenomena - one of the most famous being Alan Turing's model for biological pattern formation. However, with the enormous recent advances in biotechnology and computation, the field is now truly inter- and multi-disciplinary. We shall discuss the changing role mathematics is playing in applications to biology and medicine.

Fri, 08 Feb 2019

14:00 - 15:00
L3

Untangling heterogeneity in DNA replication with nanopore sequencing

Dr Michael Boemo
(Sir William Dunn School of Pathology University of Oxford)
Abstract

Genome replication is a stochastic process whereby each cell exhibits different patterns of origin activation and replication fork movement.  Despite this heterogeneity, replication is a remarkably stable process that works quickly and correctly over hundreds of thousands of iterations. Existing methods for measuring replication dynamics largely focus on how a population of cells behave on average, which precludes the detection of low probability errors that may have occurred in individual cells.  These errors can have a severe impact on genome integrity, yet existing single-molecule methods, such as DNA combing, are too costly, low-throughput, and low-resolution to effectively detect them.  We have created a method that uses Oxford Nanopore sequencing to create high-throughput genome-wide maps of DNA replication dynamics in single molecules.  I will discuss the informatics approach that our software uses, our use of mathematical modelling to explain the patterns that we observe, and questions in DNA replication and genome stability that our method is uniquely positioned to answer.

Fri, 08 Feb 2019

12:00 - 13:00
L5

An algebraic approach to Harder-Narasimhan filtrations

Hippolito Treffinger
Abstract

Given a stability condition defined over a category, every object in this category
is filtered by some distinguished objects called semistables. This
filtration, that is unique up-to-isomorphism, is know as the
 Harder-Narasimhan filtration.
One less studied property of stability conditions, when defined over an
 abelian category, is the fact that each of them induce a chain of torsion
classes that is naturally indexed.
 In this talk we will study arbitrary indexed chain of torsion classes. Our
first result states that every indexed chain of torsion classes induce a
 Harder-Narasimhan filtration. Following ideas from Bridgeland we
 show that the set of all indexed chains of torsion classes satisfying a mild 
 technical condition forms a topological space. If time we
 will characterise the neighbourhood or some distinguished points. 

Fri, 08 Feb 2019

12:00 - 13:00
L4

Leveraging the Signature for Landmark-based Human Action Recognition

Weixin Yang
(University of Oxford)
Abstract

Landmark-based human action recognition in videos is a challenging task in computer vision. One crucial step is to design discriminative features for spatial structure and temporal dynamics. To this end, we use and refine the path signature as an expressive, robust, nonlinear, and interpretable representation for landmark-based streamed data. Instead of extracting signature features from raw sequences, we propose path disintegrations and transformations as preprocessing to improve the efficiency and effectiveness of signature features. The path disintegrations spatially localize a pose into a collection of m-node paths from which the signatures encode non-local and non-linear geometrical dependencies, while temporally transform the evolutions of spatial features into hierarchical spatio-temporal paths from which the signatures encode long short-term dynamical dependencies. The path transformations allow the signatures to further explore correlations among different informative clues. Finally, all features are concatenated to constitute the input vector of a linear fully-connected network for action recognition. Experimental results on four benchmark datasets demonstrated that the proposed feature sets with only linear network achieves comparable state-of-the-art result to the cutting-edge deep learning methods. 

Thu, 07 Feb 2019
17:00
L5

Intermediate models of ZF

Asaf Karagila
(Norwich)
Abstract

Starting with a countable transitive model of V=L, we show that by 
adding a single Cohen real, c, most intermediate models do no satisfy choice. In 
fact, most intermediate models to L[c] are not even definable.

The key part of the proof is the Bristol model, which is intermediate to L[c], 
but is not constructible from a set. We will give a broad explanation of the 
construction of the Bristol model within the constraints of time.