13:00
Scale and conformal invariance in 2-dimensional sigma models
Abstract
I shall review some aspects of the relationship between scale and conformal invariance in 2-dimensional sigma models. Then, I shall explain how such an investigation is related to the Perelman's ideas of proving the Poincare' conjecture. Using this, I shall demonstrate that scale invariant sigma models with B-field coupling and compact target space are conformally invariant. Several examples will also be presented that elucidate the results. The talk is based on the arXiv paper 2404.19526.
11:00
Free probability, path developments and signature kernels as universal scaling limits
Abstract
Scaling limits of random developments of a path into a matrix Lie Group have recently been used to construct signature-based kernels on path space, while mitigating some of the dimensionality challenges that come with using signatures directly. General linear group developments have been shown to be connected to the ordinary signature kernel (Muça Cirone et al.), while unitary developments have been used to construct a path characteristic function distance (Lou et al.). By leveraging the tools of random matrix theory and free probability theory, we are able to provide a unified treatment of the limits in both settings under general assumptions on the vector fields. For unitary developments, we show that the limiting kernel is given by the contraction of a signature against the monomials of freely independent semicircular random variables. Using the Schwinger-Dyson equations, we show that this kernel can be obtained by solving a novel quadratic functional equation.
This is joint work with Thomas Cass.
One-Day Meeting in Combinatorics
The speakers are Carla Groenland (Delft), Shoham Letzter (UCL), Nati Linial (Hebrew University of Jerusalem), Piotr Micek (Jagiellonian University), and Gabor Tardos (Renyi Institute). Please see the event website for further details including titles, abstracts, and timings. Anyone interested is welcome to attend, and no registration is required.
16:00
Inhomogeneous multiplicative diophantine approximation
Abstract
Introducing an inhomogeneous shift allows for generalisations of many multiplicative results in diophantine approximation. In this talk, we discuss an inhomogeneous version of Gallagher's theorem, established by Chow and Technau, which describes the rates for which we can approximate a typical product of fractional parts. We will sketch the methods used to prove an earlier version of this result due to Chow, using continued fraction expansions and geometry of numbers to analyse the structure of Bohr sets and bound sums of reciprocals of fractional parts.
15:30
Hyperbolic manifolds, maps to the circle, and fibring
Abstract
We will discuss the problem of finding hyperbolic manifolds fibring over the circle; and show a method to construct and analyse maps from particular hyperbolic manifolds to S^1, which relies on Bestvina-Brady Morse theory.
This technique can be used to build and detect fibrations, algebraic fibrations, and Morse functions with minimal number of critical points, which are interesting in the even dimensional case.
After an introduction to the problem, and presentation of the main results, we will use the remaining time to focus on some easy 3-dimensional examples, in order to explicitly show the construction at work.
15:30
Multiscale analysis of wave propagation in random media
This is a joint seminar with the Stochastic Analysis & Mathematical Finance seminar.
15:30
Multiscale analysis of wave propagation in random media
This is a joint seminar with OxPDE.
Abstract
In this talk we study wave propagation in random media using multiscale analysis.
We show that the wavefield can be described by a stochastic partial differential equation.
We can then address the following physical conjecture: for large propagation distances, the wavefield has Gaussian statistics, mean zero, and second-order moments determined by radiative transfer theory.
The results for the first two moments can be proved under general circumstances.
The Gaussian conjecture for the statistical distribution of the wavefield can be proved in some propagation regimes, but it turns out to be wrong in other regimes.
14:15
Low rank approximation for faster optimization
Abstract
Low rank structure is pervasive in real-world datasets.
This talk shows how to accelerate the solution of fundamental computational problems, including eigenvalue decomposition, linear system solves, composite convex optimization, and stochastic optimization (including deep learning), by exploiting this low rank structure.
We present a simple method based on randomized numerical linear algebra for efficiently computing approximate top eigende compositions, which can be used to replace large matrices (such as Hessians and constraint matrices) with low rank surrogates that are faster to apply and invert.
The resulting solvers for linear systems (NystromPCG), composite convex optimization (NysADMM), and stochastic optimization (SketchySGD and PROMISE) demonstrate strong theoretical and numerical support, outperforming state-of-the-art methods in terms of speed and robustness to hyperparameters.
Mathematrix x WISOx: The Hidden Labour of Minorities - with Helen Byrne and Gesine Reinert
Abstract
In our first ever joint event with WISOx (Oxford Women in Statistics), we will be having a panel discussion about the hidden labour of minorities, such as extra committee work, editorial work, etc.
We will be joined by panellists Helen Byrne (Maths) and Gesine Reinert (Stats).
Persistent Minimal Models in Rational Homotopy Theory
Abstract
Some consequences of phenotypic heterogeneity in living active matter
Abstract
In this talk I will discuss how phenotypic heterogeneity affects emergent pattern formation in living active matter with chemical communication between cells. In doing so, I will explore how the emergent dynamics of multicellular communities are qualitatively different in comparison to the dynamics of isolated or non-interacting cells. I will focus on two specific projects. First, I will show how genetic regulation of chemical communication affects motility-induced phase separation in cell populations. Second, I will demonstrate how chemotaxis along self-generated signal gradients affects cell populations undergoing 3D morphogenesis.
Truncated current Lie algebras and their representation theory in positive characteristic.
Abstract
In this talk I will discuss the representation theory of truncated current Lie algebras in prime characteristic. I will first give an introduction to modular representation theory for general restricted Lie algebras and introduce the Kac-Weisfeiler conjectures. Then I will introduce a family of Lie algebras known as truncated current Lie algebras, and discuss their representation theory and its relationship with the representation theory of reductive Lie algebras in positive characteristic.
18:00
Frontiers in Quantitative Finance Seminar: Turning tail risks into tail winds: using information geometry for portfolio optimisation
Registration for the talk is free but required.
Abstract
A wide variety of solutions have been proposed in order to cope with the deficiencies of Modern Portfolio Theory. The ideal portfolio should optimise the investor’s expected utility. Robustness can be achieved by ensuring that the optimal portfolio does not diverge too much from a predetermined allocation. Information geometry proposes interesting and relatively simple ways to model divergence. These techniques can be applied to the risk budgeting framework in order to extend risk budgeting and to unify various classical approaches in a single, parametric framework. By switching from entropy to divergence functions, the entropy-based techniques that are useful for risk budgeting can be applied to more traditional, constrained portfolio allocation. Using these divergence functions opens new opportunities for portfolio risk managers. This presentation is based on two papers published by the BNP Paribas QIS Lab, `The properties of alpha risk parity’ (2022, Entropy) and `Turning tail risks into tailwinds’ (2020, The Journal of Portfolio Management).
Some model theory of Quadratic Geometries
Abstract
16:00
Ergodic Approach to the Mixing Conjecture
Abstract
The Mixing Conjecture of Michel-Venkatesh has now taken on additional arithmetic significance via Wiles' new approach to modularity. Inspired by this, we present the best currently available method, pioneered by Khayutin's proof for quaternion algebras over the rationals, which we have successfully applied to totally real fields. The talk will overview the method, which brings a suprising combination of ergodic theory, analysis and geometry to bear on this arithmetic problem.
14:00
Topological String Theory
Abstract
Junior Strings is a seminar series where DPhil students present topics of common interest that do not necessarily overlap with their own research area. This is primarily aimed at PhD students and post-docs but everyone is welcome.
Multilevel Monte Carlo methods for the approximation of failure probability regions
Abstract
In this talk, we consider the problem of approximating failure regions. More specifically, given a costly computational model with random parameters and a failure condition, our objective is to determine the parameter region in which the failure condition is likely to not be satisfied. In mathematical terms, this problem can be cast as approximating the level set of a probability density function. We solve this problem by dividing it into two: 1) The design of an efficient Monte Carlo strategy for probability estimation. 2) The construction of an efficient algorithm for level-set approximation. Following this structure, this talk is comprised of two parts:
In the first part, we present a new multi-output multilevel best linear unbiased estimator (MLBLUE) for approximating expectations. The advantage of this estimator is in its convenience and optimality: Given any set of computational models with known covariance structure, MLBLUE automatically constructs a provenly optimal estimator for any (finite) number of quantities of interest. Nevertheless, the optimality of MLBLUE is tied to its optimal set-up, which requires the solution of a nonlinear optimization problem. We show how the latter can be reformulated as a semi-definite program and thus be solved reliably and efficiently.
In the second part, we construct an adaptive level-set approximation algorithm for smooth functions corrupted by noise in $\mathbb{R}^d$. This algorithm only requires point value data and is thus compatible with Monte Carlo estimators. The algorithm is comprised of a criterion for level-set adaptivity combined with an a posteriori error estimator. Under suitable assumptions, we can prove that our algorithm will correctly capture the target level set at the same cost complexity of uniformly approximating a $(d-1)$-dimensional function.
Modelling liquid infiltration in a porous medium: perils of oversimplification
Abstract
Mathematical modelling can support decontamination processes in a variety of ways. In this talk, we focus on the contamination step: understanding how much of a chemical spill has seeped into the Earth or a building material, and how far it has travelled, are essential for making good decisions about how to clean it up.
We consider an infiltration problem in which a chemical is poured on an initially unsaturated porous medium, and seeps into it via capillary action. Capillarity-driven flow through partially-saturated porous media is often modelled using Richards’ equation, which is a simplification of the Buckingham-Darcy equation in the limit where the infiltrating phase is much more viscous than the receding phase. In this talk, I will explore the limitations of Richards equation, and discuss some scenarios in which predictions for small-but-finite viscosity ratios are very different to the Richards simplification.
Basics of Globally Valued Fields and density of norms
Abstract
I will report on a joint work with Pablo Destic and Nuno Hultberg, about some applications of Globally Valued Fields (GVFs) and I will describe a density result that we needed, which turns out to be connected to Riemann-Zariski and Berkovich spaces.
Out(Fₙ) and friends
Abstract
This talk will serve as an introduction to the outer automorphism group of a free group, its properties and the objects used to study it: especially train track maps (with various adjectives) and Culler--Vogtmann outer space. If time allows I will discuss recent work joint with Hillen, Lyman and Pfaff on stretch factors in rank 3, but the goal of the talk will be to introduce the topic well rather than to speedrun towards the theorem.
Non-isomorphic simple AH algebras with the same Elliott invariant and same radius of comparison
Abstract
Recently, Elliott, Li, and Niu proved a classification theorem for Villadsen-type algebras using the combination of the Elliott invariant and the radius of comparison, an invariant that was introduced by Toms in order to distinguish between certain non-isomorphic AH algebras with the same Elliott invariant. This might have raised the prospect that the Elliott classification program can be extended beyond the Z-stable case by adding the radius of comparison to the invariant. I will discuss a recent preprint in which we show that this is not the case: we construct an uncountable family of nonisomorphic AH algebras with the same Elliott and same radius of comparison. We can distinguish between them using a finer invariant, which we call the local radius of comparison. This is joint work with N. Christopher Phillips.
15:00
Extension of Möbius boundary homeomorphisms
Abstract
Deformations of q-symmetric algebras and log symplectic varieties
Abstract
We consider quadratic deformations of the q-symmetric algebras A_q given by x_i x_j = q_{ij} x_j x_i, for q_{ij} in C*. We explicitly describe the Hochschild cohomology and compute the weights of the torus action (dilating the x_i variables). We describe new families of filtered deformations of A_q, which are Koszul and Calabi—Yau algebras. This also applies to abelian category deformations of coh(P^n), and for n=3 we give examples having no homogeneous coordinate ring. We then focus on the case where n is even and the deformations are obtainable from deformation quantisation of toric log symplectic structures on P^n. In this case we construct formally universal families of quadratic algebras deforming A_q, obtained by tensoring filtered deformations and Feigin—Odesskii elliptic algebras. The universality is a consequence of a beautiful combinatorial classification of deformations via "smoothing diagrams", a collection of disjoint cycles and segments in the complete graph on n vertices, viewed as the dual complex for the coordinate hyperplanes in P^{n-1}. Already for n=5 there are 40 of these, mostly entirely new. Our proof also applies to deformations of Poisson structures, recovering the P^n case of our previous results on general log symplectic varieties with normal crossings divisors, which motivated this project. This is joint work with Mykola Matviichuk and Brent Pym.