Past

This talk will discuss efficient numerical methods for estimating the
probability of a large portfolio loss, and associated risk measures such
as VaR and CVaR.  These involve nested expectations, and following
Bujok, Hambly & Reisinger (2015) we use the number of samples for the
inner conditional expectation as the key approximation parameter in the
Multilevel Monte Carlo formulation.  The main difference in this case is
the indicator function in the definition of the probability. Here we
build on previous work by Gordy & Juneja (2010) who analyse the use of a
fixed number of inner samples , and Broadie, Du & Moallemi (2011) who
develop and analyse an adaptive algorithm.  I will present the
algorithm, outline the main theoretical results and give the numerical
results for a representative model problem.  I will also discuss the
extension to real portfolios with a large number of options based on
multiple underlying assets.

Joint work with Abdul-Lateef Haji-Ali

I will present Vidit Nanda's paper "Local homology and stratification" (https://arxiv.org/abs/1707.00354), and briefly explain how in my master thesis I am applying ideas from the paper to study word embedding problems.

Abstract of the paper:  We outline an algorithm to recover the canonical (or, coarsest) stratification of a given regular CW complex into cohomology manifolds, each of which is a union of cells. The construction proceeds by iteratively localizing the poset of cells about a family of subposets; these subposets are in turn determined by a collection of cosheaves which capture variations in cohomology of cellular neighborhoods across the underlying complex. The result is a finite sequence of categories whose colimit recovers the canonical strata via (isomorphism classes of) its objects. The entire process is amenable to efficient distributed computation.
 

A theorem of Gromov states that the number of generators of the fundamental group of a manifold with nonnegative 
curvature is bounded by a constant which only depends on the dimension of the manifold. The main ingredient 
in the proof is Toponogov’s theorem, which roughly speaking says that the triangles on spaces with positive 
curvature, such as spheres, are thick compared to triangles in the Euclidean plane. In the talk I shall explain 
this more carefully and deduce Gromov’s result.

I will give a gentle introduction to joint work in progress with George Boxer, Frank Calegari, and Vincent Pilloni, in which we prove that all abelian surfaces over totally real fields are potentially modular. We also prove that infinitely many abelian surfaces over Q are modular.

What if one desires to have a World perfectly slippery to water? What are the strategies that can be adopted? And how can smart slippery surfaces be created? In this seminar, I will outline approaches to creating slippery surfaces, which all involve reducing or removing droplet contact with the solid, whilst still supporting the droplet. The first concept is to decorate the droplet surface with particles, thus creating liquid marbles and converting the droplet-solid contact into a solid-solid contact. The second concept is to use the Leidenfrost effect to instantly vaporize a layer of water, thus creating a film of vapor and converting the droplet-solid contact into vapor-solid contact. The third concept is to infuse oil into the surface, thus creating a layer of oil and converting the droplet-solid contact into a lubricant-solid contact. I will also explain how we design such to have smart functionality whilst retaining and using the mobility of contact lines and droplets. I will show how Leidenfrost levitation can lead to new types of heat engines [1], how a microsystems approach to the Leidenfrost effect can reduce energy input and lead to a new type of droplet microfluidics [2] (Fig. 1a) and how liquid diodes can be created [3]. I will explain how lubricant impregnated surfaces lead to apparent contact angles [4] and how the large retained footprint of the droplet allows droplet transport and microfluidics using energy coupled via a surface acoustic wave (SAW) [5]. I will argue that droplets confined between reconfigurable slippery boundaries can be continuously translated in an energy invariant manner [6] (Fig. 1b). I will show that a droplet Cheerios effect induced by the menisci arising from structuring the underlying lubricated surface or by droplets in close proximity to each other can be used to guide and position droplets [7] (Fig. 1c). Finally, I will show that active control of droplet spreading by electric field induced control of droplet spreading, via electrowetting or dielectrowetting, can be achieved with little hysteresis [8] and can be a new method to investigate the dewetting of surfaces [9].

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Figure 1 Transportation and positioning of droplets using slippery surfaces: (a) Localized Leidenfrost effect, (b) Reconfigurable boundaries, and (c) Droplet Cheerio’s effect.

Acknowledgements The financial support of the UK Engineering & Physical Sciences Research Council (EPSRC) and Reece Innovation ltd is gratefully acknowledged. Many collaborators at Durham, Edinburgh, Nottingham Trent and Northumbria Universities were instrumental in the work described.

[1] G.G. Wells, R. Ledesma-Aguilar, G. McHale and K.A. Sefiane, Nature Communications, 2015, 6, 6390.

[2] L.E. Dodd, D. Wood, N.R. Geraldi, G.G. Wells, et al., ACS Applied & Materials Interfaces, 2016, 8, 22658.

[3] J. Li, X. Zhou , J. Li, L. Che, J. Yao, G. McHale, et al., Science Advances, 2017, 3, eaao3530.

[4] C. Semprebon, G. McHale, and H. Kusumaatmaja, Soft Matter, 2017, 13, 101.

[5] J.T. Luo, N.R. Geraldi, J.H. Guan, G. McHale, et al., Physical Review Applied, 2017, 7, 014017.

[6] É. Ruiz-Gutiérrez, J.H. Guan, B.B. Xu, G. McHale, et al., Physical Review Letters, 2017, 118, 218003.

[7] J.H. Guan, É. Ruiz-Gutiérrez, B.B. Xu, D. Wood, G. McHale, et al., Soft Matter, 2017, 13, 3404.

[8] Z. Brabcová, G. McHale, G.G. Wells, et al., Applied Physics Letters, 2017, 110, 121603.

[9] A.M.J. Edwards, R. Ledesma-Aguilar, et al., Science Advances, 2016, 2, e1600183

A classical construction principle for dependent failure times is to consider shocks that destroy components within a system. The arrival times of shocks can destroy arbitrary subsets of the system, thus introducing dependence. The seminal model – based on independent and exponentially distributed shocks - was presented by Marshall and Olkin in 1967, various generalizations have been proposed in the literature since then. Such models have applications in non-life insurance, e.g. insurance claims caused by floods, hurricanes, or other natural catastrophes. The simple interpretation of multivariate fatal shock models is clearly appealing, but the number of possible shocks makes them challenging to work with, recall that there are 2^d subsets of a set with d components. In a series of papers we have identified mixture models based on suitable stochastic processes that give rise to a different - and numerically more convenient - stochastic interpretation. This representation is particularly useful for the development of efficient simulation algorithms. Moreover, it helps to define parametric families with a reasonable number of parameters. We review the recent literature on multivariate fatal shock models, extreme-value copulas, and related dependence structures. We also discuss applications and hierarchical structures. Finally, we provide a new characterization of the Marshall-Olkin distribution.

Authors: Mai, J-F.; Scherer, M.;

The rapidly increasing number of cores in high-performance computing systems causes a multitude of challenges for developers of numerical methods. New parallel algorithms are required to unlock future growth in computing power for applications and energy efficiency and algorithm-based fault tolerance are becoming increasingly important. So far, most approaches to parallelise the numerical solution of partial differential equations focussed on spatial solvers, leaving time as a bottleneck. Recently, however, time stepping methods that offer some degree of concurrency, so-called parallel-in-time integration methods, have started to receive more attention.

I will introduce two different numerical algorithms, Parareal (by Lions et al., 2001) and PFASST (by Emmett and Minion, 2012), that allow to exploit concurrency along the time dimension in parallel computer simulations solving partial differential equations. Performance results for both methods on different architectures and for different equations will be presented. The PFASST algorithm is based on merging ideas from Parareal, spectral deferred corrections (SDC, an iterative approach to derive high-order time stepping methods by Dutt et al. 2000) and nonlinear multi-grid. Performance results for PFASST on close to half a million cores will illustrate the potential of the approach. Algorithmic modifications like IPFASST will be introduced that can further reduce solution times. Also, recent results showing how parallel-in-time integration can provide algorithm-based tolerance against hardware faults will be shown.

When nematic liquid crystal droplets are produced in the form or tori (or such is the shapes of confining cavities), they may be called toroidal nematics, for short. When subject to degenerate planar anchoring on the boundary of a torus, the nematic director acquires a natural equilibrium configuration within the torus, irrespective of the values of Frank's elastic constants. That is the pure bend arrangement whose integral lines run along the parallels of all inner deflated tori. This lecture is concerned with the stability of such a universal equilibrium configuration. Whenever its stability is lost, new equilibrium configurations arise in pairs, the members of which are symmetric and exhibit opposite chirality. Previous work has shown that a rescaled saddle-splay constant may be held responsible for such a chiral symmetry breaking. We shall show that that is not the only possible instability mechanism and, perhaps more importantly, we shall attempt to describe the qualitative properties of the equilibrium nematic textures that prevail when the chiral symmetry is broken.

Cube Complexes with Coupled Links (CLCC) are a special family of non-positively curved cube complexes that are constructed by specifying what the links of their vertices should be. In this talk I will introduce the construction of CLCCs and try to motivate it by explaining how one can use information about the local geometry of a cube complex to deduce global properties of its fundamental group (e.g. hyperbolicity and cohomological dimension). On the way, I will also explain what fly maps are and how to use them to deduce that a CAT(0) cube complex is hyperbolic.

Let n be a positive integer. In this talk we provide a recipe to 
construct full orbit sequences in the affine n-dimensional space over a 
finite field. For n=1 our construction covers the case of the well 
studied pseudorandom number generator ICG.

This is a joint work with Federico Amadio Guidi.

Given a locally compact group G, the group C*-algebra is defined by taking the completion of $L^1(G)$ with respect to the C*-norm given by the irreducible unitary representations of G. However, if the group is not abelian, there is no known concrete description of its group C*-algebra. In my talk, I will briefly introduce the group C*-algebras and then give some examples arisen from solvable Lie groups

A longstanding open question asks whether every unstable NIP theory interprets an infinite linear order. I will present a construction that almost provides a positive answer. I will also discuss some conjectural applications to the classification of omega-categorical NIP structure, generalizing what is known for omega-stable, and classification of models mimicking the superstable case.
 

Following Grothendieck's vision that many cohomological invariants of of an algebraic variety should be captured by a common motive, Voevodsky introduced a triangulated category of mixed motives which partially realises this idea. After describing this category, I will explain how to define the motive of certain algebraic stacks in this context. I will then report on joint work in progress with Victoria Hoskins, in which we study the motive of the moduli stack of vector bundles on a smooth projective curve and show that this motive can be described in terms of the motive of this curve and its symmetric powers.
 

We generalise the existence of combinatorial designs to the setting of subset sums in lattices with coordinates indexed by labelled faces of simplicial complexes. This general framework includes the problem of decomposing hypergraphs with extra edge data, such as colours and orders, and so incorporates a wide range of variations on the basic design problem, notably Baranyai-type generalisations, such as resolvable hypergraph designs, large sets of hypergraph designs and decompositions of designs by designs. Our method also gives approximate counting results, which is new for many structures whose existence was previously known, such as high dimensional permutations or Sudoku squares.

We consider the problem of localising non-negative point sources, namely finding their locations and amplitudes from noisy samples which consist of the convolution of the input signal with a known kernel (e.g. Gaussian). In contrast to the existing literature, which focuses on TV-norm minimisation, we analyse the feasibility problem. In the presence of noise, we show that the localised error is proportional to the level of noise and depends on the distance between each source and the closest samples. This is achieved using duality and considering the spectrum of the associated sampling matrix.

A simple experiment in the field of electrochemistry involves  controlling the applied potential in an electrochemical cell. This  causes electron transfer to take place at the electrode surface and in turn this causes a current to flow. The current depends on parameters in  the system and the inverse problem requires us to estimate these  parameters given an experimental trace of the current. We briefly  describe recent work in this area from simple least squares approximation of the parameters, through bootstrapping to estimate the distributions of the parameters, to MCMC methods which allow us to see correlations between parameters.

Protein interaction networks (PINs) allow the representation and analysis of biological processes in cells. Because cells are dynamic and adaptive, these processes change over time. Thus far, research has focused either on the static PIN analysis or the temporal nature of gene expression. By analysing temporal PINs using multilayer networks, we want to link these efforts. The analysis of temporal PINs gives insights into how proteins, individually and in their entirety, change their biological functions. We present a general procedure that integrates temporal gene expression information with a monolayer PIN to a temporal PIN and allows the detection of modular structure using multilayer modularity maximisation.

The structure of the state of art of scientific research is an important object of study motivated by the understanding of how research evolves and how new fields of study stem from existing research. In the last years complex networks tools contributed to provide insights on the structure of research, through the study of collaboration, citation and co-occurrence networks, in particular keyword co-occurrence networks proved useful to provide maps of knowledge inside a scientific domain. The network approach focuses on pairwise relationships, often compressing multidimensional data structures and inevitably losing information. In this paper we propose to adopt a simplicial complex approach to co-occurrence relations, providing a natural framework for the study of higher-order relations in the space of scientific knowledge. Using topological methods we explore the shape of concepts in mathematical research, focusing on homological cycles, regions with low connectivity in the simplicial structure, and we discuss their role in the understanding of the evolution of scientific research. In addition, we map authors’ contribution to the conceptual space, and explore their role in the formation of homological cycles.

Authors: Daniele Cassese, Vsevolod Salnikov, Renaud Lambiotte
 

Some of the most studied examples of conformal field theories
include
the Wess-Zumino-Witten models. These are conformal field theories exhibiting
affine Lie algebra symmetry at non-negative integers levels. In this talk I
will
discuss conformal field theories exhibiting affine Lie algebra symmetry at
certain rational (hence fractional) levels whose structure is arguably even
more intricate than the structure of the non-negative integer levels,
provided
one is prepared to look beyond highest weight modules.

In a given ambient Riemannian manifold with boundary, geometric objects of particular interest are those properly embedded submanifolds that are critical points of the volume functional, when allowed variations are only those that preserve (but not necessarily fix) the ambient boundary. This variational condition translates into a quite nice geometric condition, namely, minimality and orthogonal intersection with the ambient boundary. Even when the ambient manifold is simply a ball in the Euclidean space, the theory of these objects is very rich and interesting. We would like to discuss several aspects of the theory, including our own contributions to the subject on topics such as: classification results, index estimates and compactness (joint works with different groups of collaborators - I. Nunes, A. Carlotto, B. Sharp, R. Buzano -  will be appropriately mentioned). 

It is a truth universally acknowledged, that a local system on a connected topological manifold is completely determined by its attached monodromy representation of the fundamental group. Similarly, lisse ℓ-adic sheaves on a connected variety determine and are determined by representations of the profinite étale fundamental group. Now if one wants to classify constructible sheaves by representations in a similar manner, new invariants arise. In the topological category, this is the exit path category of Robert MacPherson (and its elaborations by David Treumann and Jacob Lurie), and since these paths do not ‘run around once’ but ‘run out’, we coined the term exodromy representation. In the algebraic category, we define a profinite ∞-category – the étale fundamental ∞-category – whose representations determine and are determined by constructible (étale) sheaves. We describe the étale fundamental ∞-category and its connection to ramification theory, and we summarise joint work with Saul Glasman and Peter Haine.

I will talk about recent work that uses recent ideas from stochastic analysis to develop robust and non-parametric statistical tests for stochastic processes.