Fri, 16 Nov 2018 08:30 -
Sat, 17 Nov 2018 17:00

11th Oxford Princeton Workshop on Financial Mathematics and Stochastic Analysis

Abstract

The Oxford-Princeton Workshops on Financial Mathematics & Stochastic Analysis have been held approximately every eighteen months since 2002, alternately in Princeton and Oxford. They bring together leading groups of researchers in, primarily, mathematical and computational finance from Oxford University and Princeton University to collaborate and interact. The series is organized by the Oxford Mathematical and Computational Finance Group, and at Princeton by the Department of Operations Research and Financial Engineering and the Bendheim Center for Finance.

 

Thu, 15 Nov 2018

17:15 - 18:15
L1

Michael Berry - Chasing the dragon: tidal bores in the UK and elsewhere

Michael Berry
(University of Bristol)
Abstract

Oxford Mathematics Public Lectures
Hooke Lecture

Michael Berry - Chasing the dragon: tidal bores in the UK and elsewhere
15 November 2018 - 5.15pm

In some of the world’s rivers, an incoming high tide can arrive as a smooth jump decorated by undulations, or as a breaking wave. The river reverses direction and flows upstream.

Understanding tidal bores involves

· analogies with tsunamis, rainbows, horizons in relativity, and ideas from  quantum physics;

· the concept of a ‘minimal model’ in mathematical explanation;

· different ways in which different cultures describe the same thing;

· the first unification in fundamental physics.

Michael Berry is Emeritus Professor of Physics, H H Wills Physics Laboratory, University of Bristol

5.15pm, Mathematical Institute, Oxford

Please email @email to register.

Watch live:

https://www.facebook.com/OxfordMathematics
https://livestream.com/oxuni/Berry

Oxford Mathematics Public Lectures are generously supported by XTX Markets.

 

 

 

Thu, 15 Nov 2018

16:00 - 17:00
L6

Potential automorphy over CM fields and the Ramanujan conjecture

Ana Caraiani
(Imperial College)
Abstract

I will give an overview of some recent progress on potential automorphy results over CM fields, that is joint work with Allen, Calegari, Gee, Helm, Le Hung, Newton, Scholze, Taylor, and Thorne. I will focus on explaining an application to the generalized Ramanujan-Petersson conjecture. 

Thu, 15 Nov 2018
16:00
C5

An introduction to Heegaard Floer homology

Antonio Alfieri
(CEU)
Abstract

Lagrangian Floer homology has been used by Ozsvath and Szabo to define a package of three-manifold invariants known as Heegaard Floer homology. I will give an introduction to the topic.

Thu, 15 Nov 2018

16:00 - 17:30
L3

Self-similarity in boundary layers

Bruno Eckhardt
(Philipps-Universität Marburg)
Abstract

Boundary layers control the transport of momentum, heat, solutes and other quantities between walls and the bulk of a flow. The Prandtl-Blasius boundary layer was the first quantitative example of a flow profile near a wall and could be derived by an asymptotic expansion of the Navier-Stokes equation. For higher flow speeds we have scaling arguments and models, but no derivation from the Navier-Stokes equation. The analysis of exact coherent structures in plane Couette flow reveals ingredients of such a more rigorous description of boundary layers. I will describe how exact coherent structures can be scaled to obtain self-similar structures on ever smaller scales as the Reynolds number increases.

A quasilinear approximation allows to combine the structures self-consistently to form boundary layers. Going beyond the quasilinear approximation will then open up new approaches for controlling and manipulating boundary layers.

Thu, 15 Nov 2018

14:00 - 16:00
L3

Venkatesh's conjecture for modular forms of weight one

Victor Rotger
Abstract

Abstract: Akshay Venkatesh and his coauthors (Galatius, Harris, Prasanna) have recently introduced a derived Hecke algebra and a derived Galois deformation ring acting on the homology of an arithmetic group, say with p-adic coefficients. These actions account for the presence of the same system of eigenvalues simultaneously in various degrees. They have also formulated a conjecture describing a finer action of a motivic group which should preserve the rational structure $H^i(\Gamma,\Q)$. In this lecture we focus in the setting of classical modular forms of weight one, where the same systems of eigenvalues appear both in degree 0 and 1 of coherent cohomology of a modular curve, and the motivic group referred to above is generated by a Stark unit. In joint work with Darmon, Harris and Venkatesh, we exploit the Theta correspondence and higher Eisenstein elements to prove the conjecture for dihedral forms.

Thu, 15 Nov 2018

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Block Low-Rank Matrices: Main Results and Recent Advances

Mr Théo Mary
(Manchester University)
Abstract

In many applications requiring the solution of a linear system Ax=b, the matrix A has been shown to have a low-rank property: its off-diagonal blocks have low numerical rank, i.e., they can be well approximated by matrices of small rank. Several matrix formats have been proposed to exploit this property depending on how the block partitioning of the matrix is computed.
In this talk, I will discuss the block low-rank (BLR) format, which partitions the matrix with a simple, flat 2D blocking. I will present the main characteristics of BLR matrices, in particular in terms of asymptotic complexity and parallel performance. I will then discuss some recent advances and ongoing research on BLR matrices: their multilevel extension, their use as preconditioners for iterative solvers, the error analysis of their factorization, and finally the use of fast matrix arithmetic to accelerate BLR matrix operations.

Thu, 15 Nov 2018

12:00 - 13:00
L4

Biot-Savart law for irregular vorticity measures and Kaden's approximations

Tomasz Cieslak
(Institute of Mathematics - Polish Academy of Sciences)
Abstract

I will prove the 2d Biot-Savart law for the vorticity being an unbounded measure $\mu$, i.e. such that $\mu(\mathbb{R}^2)=\infty$, and show how can one infer some useful information concerning Kaden's spirals using it. Vorticities being unbounded measures appear naturally in the engineering literature as self-similar approximations of 2d Euler flows, see for instance Kaden's or Prandtl's spirals. Mathematicians are interested in such objects since they seem to be related to the questions of well-posedness of Delort's solutions of the 2d vortex sheet problem for the Euler equation. My talk is based on a common paper with K.Oleszkiewicz, M. Preisner and M. Szumanska.

Wed, 14 Nov 2018
16:30
C1

Small polycyclic groups

David Hume
(Oxford University)
Abstract

Polycyclic groups either have polynomial growth, in which case they are virtually nilpotent, or exponential growth. I will give two interesting examples of "small" polycyclic groups which are extensions of $\mathbb{R}^2$ and the Heisenberg group by the integers, and attempt to justify the claim that they are small by sketching an argument that every exponential growth polycyclic group contains one of these.

Wed, 14 Nov 2018
11:00
N3.12

Nets of lines in the projective plane

Sebastian Eterović
(University of Oxford)
Abstract

Nets of lines are line arrangements satisfying very strict intersection conditions. We will see that nets can be defined in a very natural way in algebraic geometry, and, thanks to the strict intersection properties they satisfy, we will see that a lot can be said about classifying them over the complex numbers. Despite this, there are still basic unanswered questions about nets, which we will discuss. 
 

Wed, 14 Nov 2018

11:00 - 13:00
L5

Divergence-free positive tensors and applications to gas dynamics (2/2)

Denis Serre
(ENS Lyon)
Abstract

A lot of physical processes are modelled by conservation laws (mass, momentum, energy, charge, ...) Because of natural symmetries, these conservation laws express often that some symmetric tensor is divergence-free, in the space-time variables. We extract from this structure a non-trivial information, whenever the tensor takes positive semi-definite values. The qualitative part is called Compensated Integrability, while the quantitative part is a generalized Gagliardo inequality.

In the first part, we shall present the theoretical analysis. The proofs of various versions involve deep results from the optimal transportation theory. Then we shall deduce new fundamental estimates for gases (Euler system, Boltzmann equation, Vlaov-Poisson equation).

One of the theorems will have been used before, during the Monday seminar (PDE Seminar 4pm Monday 12 November).

All graduate students, post-docs faculty and visitors are welcome to come to the lectures. If you aren't a member of the CDT please email @email to confirm that you will be attending.

 

Tue, 13 Nov 2018
16:00
C5

On some applications of excursion theory

Dr Marcin Wisniewolski
(University of Warsaw)
Abstract

During the talk I will present some new computational technique based on excursion theory for Markov processes. Some new results for classical processes like Bessel processes and reflected Brownian Motion will be shown. The most important point of presented applications will be the new insight into Hartman-Watson (HW) distributions. It turns out that excursion theory will enable us to deduce the simple connections of HW with a hyperbolic cosine of Brownian Motion.

Tue, 13 Nov 2018
16:00
L5

Projective geometries arising from Elekes-Szabó problems

Martin Bays
(Muenster)
Abstract

I will explain how complex varieties which have asymptotically large intersections with finite grids can be seen to correspond to projective geometries, exploiting ideas of Hrushovski. I will describe how this leads to a precise characterisation of such varieties. Time permitting, I will discuss consequences for generalised sum-product estimates and connections to diophantine problems. This is joint work with Emmanuel Breuillard.

Tue, 13 Nov 2018

15:45 - 16:45
L4

On Cayley and Langlands type correspondences for Higgs bundles

Laura Schaposnik
(UIC)
Abstract

The Hitchin fibration is a natural tool through which one can understand the moduli space of Higgs bundles and its interesting subspaces (branes). After reviewing the type of questions and methods considered in the area, we shall dedicate this talk to the study of certain branes which lie completely inside the singular fibres of the Hitchin fibrations. Through Cayley and Langlands type correspondences, we shall provide a geometric description of these objects, and consider the implications of our methods in the context of representation theory, Langlands duality, and within a more generic study of symmetries on moduli spaces.

Tue, 13 Nov 2018

14:30 - 15:00
L5

An Application of Markov Decision Processes to Optimise Darts Strategy

Graham Baird
(Oxford)
Abstract

This work determines an aim point selection strategy for players in order to improve their chances of winning at the classic darts game of 501. Although many previous studies have considered the problem of aim point selection in order to maximise the expected score a player can achieve, few have considered the more general strategical question of minimising the expected number of turns required for a player to finish. By casting the problem as a Markov decision process, a framework is derived for the identification of the optimal aim point for a player in an arbitrary game scenario.

Tue, 13 Nov 2018
14:30
L6

Intersection sizes of linear subspaces with the hypercube

Carla Groenland
(University of Oxford)
Abstract

We continue the study by Melo and Winter [arXiv:1712.01763, 2017] on the possible intersection sizes of a $k$-dimensional subspace with the vertices of the $n$-dimensional hypercube in Euclidean space. Melo and Winter conjectured that all intersection sizes larger than $2^{k-1}$ (the “large” sizes) are of the form $2^{k-1} + 2^i$. We show that this is almost true: the large intersection sizes are either of this form or of the form $35\cdot2^{k-6}$ . We also disprove a second conjecture of Melo and Winter by proving that a positive fraction of the “small” values is missing.

Tue, 13 Nov 2018

14:15 - 15:30
L4

Even Artin groups of FC-type are polyfree.

Conchita Martinez-Perez
(Universidad de Zaragoza)
Abstract

Polyfree groups are defined as groups having a series of normal
subgroups such that each sucessive quotient is free. This property
imples locally indicability and therefore also right orderability. Right
angled Artin groups are known to be polyfree (a result shown
independently by Duchamp-Krob, Howie and Hermiller-Sunic). Here we show
that Artin FC-groups for which all the defining relation are of even
type  are also polyfree. This is a joint work with Ruven Blasco and Luis
Paris.

Tue, 13 Nov 2018

14:00 - 14:30
L5

Nonlinear low-rank matrix completion

Florentin Goyens
(Oxford)
Abstract

The talk introduces the problem of completing a partially observed matrix whose columns obey a nonlinear structure. This is an extension of classical low-rank matrix completion where the structure is linear. Such matrices are in general full rank, but it is often possible to exhibit a low rank structure when the data is lifted to a higher dimensional space of features. The presence of a nonlinear lifting makes it impossible to write the problem using common low-rank matrix completion formulations. We investigate formulations as a nonconvex optimisation problem and optimisation on Riemannian manifolds.

Tue, 13 Nov 2018

12:45 - 13:30
C5

Nucleation, Bubble Growth and Coalescence

Victoria Pereira
(Mathematical Institute/Engineering)
Abstract

In gas-liquid two-phase pipe flows, flow regime transition is associated with changes in the micro-scale geometry of the flow. In particular, the bubbly-slug transition is associated with the coalescence and break-up of bubbles in a turbulent pipe flow. We consider a sequence of models designed to facilitate an understanding of this process. The simplest such model is a classical coalescence model in one spatial dimension. This is formulated as a stochastic process involving nucleation and subsequent growth of ‘seeds’, which coalesce as they grow. We study the evolution of the bubble size distribution both analytically and numerically. We also present some ideas concerning ways in which the model can be extended to more realistic two- and three-dimensional geometries.

Tue, 13 Nov 2018

12:00 - 13:15
L4

Recent progress in 2-dimensional quantum Yang-Mills theory

Thierry Lévy
(Paris Marie Curie and visiting Newton Institute)
Abstract

Quantum Yang-Mills theory is an important part of the Standard model built
by physicists to describe elementary particles and their interactions. One
approach to this theory consists in constructing a probability measure on an
infinite-dimensional space of connections on a principal bundle over
space-time. However, in the physically realistic 4-dimensional situation,
the construction of this measure is still an open mathematical problem. The
subject of this talk will be the physically less realistic 2-dimensional
situation, in which the construction of the measure is possible, and fairly
well understood.

In probabilistic terms, the 2-dimensional Yang-Mills measure is the
distribution of a stochastic process with values in a compact Lie group (for

example the unitary group U(N)) indexed by the set of continuous closed
curves with finite length on a compact surface (for example a disk, a sphere
or a torus) on which one can measure areas. It can be seen as a Brownian
motion (or a Brownian bridge) on the chosen compact Lie group indexed by
closed curves, the role of time being played in a sense by area.

In this talk, I will describe the physical context in which the Yang-Mills
measure is constructed, and describe it without assuming any prior
familiarity with the subject. I will then present a set of results obtained
in the last few years by Antoine Dahlqvist, Bruce Driver, Franck Gabriel,
Brian Hall, Todd Kemp, James Norris and myself concerning the limit as N
tends to infinity of the Yang-Mills measure constructed with the unitary
group U(N).

Tue, 13 Nov 2018

12:00 - 13:00
C4

Rigidity percolation in disordered fiber systems

Samuel Heroy
(University of Oxford)
Abstract

Mechanical percolation is a phenomenon in materials processing wherein ‘filler’ rod-like particles are incorporated into polymeric materials to enhance the composite’s mechanical properties. Experiments have well-characterized a nonlinear phase transition from floppy to rigid behavior at a threshold filler concentration, but the underlying mechanism is not well understood. We develop and utilize an iterative graph compression algorithm to demonstrate that this experimental phenomenon coincides with the formation of a spatially extending set of mutually rigid rods (‘rigidity percolation’). First, we verify the efficacy of this method in two-dimensional fiber systems (intersecting line segments), then moving to the more interesting and mechanically representative problem of three-dimensional fiber systems (cylinders). We show that, when the fibers are uniformly distributed both spatially and orientationally, the onset of rigidity percolation appears to co-occur with a mean field prediction that is applicable across a wide range of aspect ratios.

Tue, 13 Nov 2018

11:00 - 13:00
L5

Divergence-free positive tensors and applications to gas dynamics (1/2)

Denis Serre
(ENS Lyon)
Abstract

 

A lot of physical processes are modelled by conservation laws (mass, momentum, energy, charge, ...) Because of natural symmetries, these conservation laws express often that some symmetric tensor is divergence-free, in the space-time variables. We extract from this structure a non-trivial information, whenever the tensor takes positive semi-definite values. The qualitative part is called Compensated Integrability, while the quantitative part is a generalized Gagliardo inequality.

In the first part, we shall present the theoretical analysis. The proofs of various versions involve deep results from the optimal transportation theory. Then we shall deduce new fundamental estimates for gases (Euler system, Boltzmann equation, Vlaov-Poisson equation).

One of the theorems will have been used before, during the Monday seminar (PDE Seminar 4pm Monday 12 November)

All graduate students, post-docs faculty and visitors are welcome to come to the lectures. If you aren't a member of the CDT please email @email to confirm that you will be attending.

 

Mon, 12 Nov 2018
15:45
L6

Geodesic Currents and Counting Curves

Viveka Erlandsson
(Bristol University)
Abstract

Two curves in a closed hyperbolic surface of genus g are of the same type if they differ by a mapping class. Mirzakhani studied the number of curves of given type and of hyperbolic length bounded by L, showing that as L grows, it is asymptotic to a constant times L^{6g-6}. In this talk I will discuss a generalization of this result, allowing for other notions of length. For example, the same asymptotics hold if we put any (singular) Riemannian metric on the surface. The main ingredient in this generalization is to study measures on the space of geodesic currents.

Mon, 12 Nov 2018

15:45 - 16:45
L3

The non-linear sewing lemma and Rough Differential Equations

ANTOINE LEJAY
(University of Lorraine)
Abstract

Solutions to Rough Differential Equations (RDE) may be constructed by several means. Beyond the fixed point argument, several approaches rely on using approximations of solutions over short times (Davie, Friz & Victoir, Bailleul, ...). In this talk, we present a generic, unifying framework to consider approximations of flows, called almost flows, and flows through the non-linear sewing lemma. This framework unifies the approaches mentioned above and decouples the analytical part from the algebraic part (manipulation of iterated integrals) when studying RDE. Beyond this, flows are objects with their own properties.New results, such as existence of measurable flows when several solutions of the corresponding RDE exist, will also be presented.

From a joint work with Antoine Brault (U. Toulouse III, France).

 

Mon, 12 Nov 2018

14:15 - 15:15
L3

A new Universality Class in (1+1)-dimensions: the Brownian Castle

GUISEPPE CANNIZZARO
(Imperial College London)
Abstract

In the context of randomly fluctuating surfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. 

 

Mon, 12 Nov 2018

14:15 - 15:15
L4

Hyperkaehler geometry of hyperpolygon spaces

Steve Rayan
(University of Saskatchewan)
Abstract

Introduced by Konno, hyperpolygon spaces are examples of Nakajima quiver varieties.  The simplest of these is a noncompact complex surface admitting the structure of a gravitational instanton, and therefore fits nicely into the Kronheimer-Nakajima classification of complete ALE hyperkaehler 4-manifolds, which is a geometric realization of the McKay correspondence for finite subgroups of SU(2).  For more general hyperpolygon spaces, we can speculate on how
this classification might be extended by studying the geometry of hyperpolygons at "infinity". This is ongoing work with Hartmut Weiss.

 

Mon, 12 Nov 2018

13:00 - 14:00
N3.12

Mathematrics - Panel discussion on balancing academia and family

Abstract

We are very excited to have another session with invited speakers joining us for the lunch next week. Annika Heckel, Frances Kirwan and Marc Lackenby will all be joining us for a panel discussion on balancing family with academia. All are welcome to join us and to ask questions. 

We hope to see many of you at the lunch - Monday 1-2pm Quillen Room (N3.12).

Mon, 12 Nov 2018
12:45
L3

Tensionless Strings and Quantum Gravity Conjectures

Seung-Joo Lee
(Cern)
Abstract

We test various conjectures on quantum gravity for general 6d string compactifications in the framework of F-theory. Starting with a gauge theory coupled to gravity, we first analyze the limit in Kähler moduli space where the gauge coupling tends to zero while gravity is kept dynamical. A key observation is made about the appearance of a tensionless string in such a limit. For a more quantitative analysis, we focus on a U(1) gauge symmetry and determine the elliptic genus of this string in terms of certain meromorphic weak Jacobi forms, of which modular properties allow us to determine the charge-to-mass ratios of certain string excitations. A tower of these asymptotically massless charged states are then confirmed to satisfy the (sub-)Lattice Weak Gravity Conjecture, the Completeness Conjecture, and the Swampland Distance Conjecture. If time permits, we interpret their charge-to-mass ratios in two a priori independent perspectives. All of this is then generalized to theories with multiple U(1)s.

Fri, 09 Nov 2018
16:00
L1

North meets South colloquium

Cristina Palmer-Anghel and Francis Woodhouse
Abstract

Cristina Palmer-Anghel: Quantum invariants via topological intersection pairings
The world of quantum invariants for knots started in 1984 with the discovery of a strong link invariant, namely the Jones polynomial. Then, Reshetikhin and Turaev developed a conceptual algebraic method that, starting with any quantum group, produces invariants for knots. The question that we have in mind is to find topological models for certain types of quantum invariants. On the topological side, in 2000, Bigelow, building on earlier work of Lawrence,
interpreted the original Jones polynomial in a homological manner- as a graded intersection pairing in a covering of a configuration space of the punctured disc. On the quantum side of the story, the coloured Jones polynomials are a sequence of quantum invariants constructed through the Reshetikhin-Turaev recipe from the quantum group Uq(sl(2)). The first invariant of this sequence is the original Jones polynomial. In this talk we will present how one can use topological intersection pairings in order to describe a topological model for all coloured Jones polynomials.

Francis Woodhouse: Autonomous mechanisms inspired by biology

Unlike the air around us, biological systems are not in equilibrium: cells consume chemical energy to keep growing and moving, forming a clear arrow of time. The recent creation of artificial versions of these ‘active’ materials suggests that these concepts can be harnessed to power new soft robotic systems fuelled by as simple a source as oxygen. After an introduction to the physics of natural and artificial active systems, we will see how endowing a mechanical network with activity can create an intricate self-actuating mechanism.

Fri, 09 Nov 2018

15:00 - 16:00
C1

Formulating a theory - mathematics in Thomson and Rutherford's collaboration on x-ray ionisation

Isobel Falconer
(University of St Andrews)
Abstract

In 1897 J.J. Thomson 'discovered' the electron. The previous year, he and his research student Ernest Rutherford (later to 'discover' theatomic nucleus), collaborated in experiments to work out why gases exposed to x-rays became conducting. 


This talk will discuss the very different mathematical educations of the two men, and the impact these differences had on their experimental investigation and the theory they arrived at. This theory formed the backdrop to Thomson's electron work the following year. 

Fri, 09 Nov 2018

14:00 - 15:00
L3

To be announced

To be announced
(To be announced)
Fri, 09 Nov 2018

12:30 - 13:00
L4

Using signatures to predict amyotrophic lateral sclerosis progression

Imanol Pérez
(University of Oxford)
Abstract

Medical data often comes in multi-modal, streamed data. The challenge is to extract useful information from this data in an environment where gathering data is expensive. In this talk, I show how signatures can be used to predict the progression of the ALS disease.

Fri, 09 Nov 2018

12:00 - 12:30
L4

Detection of Transient Data using the Signature Features

Hao Ni
(University College London)
Abstract

In this talk, we consider the supervised learning problem where the explanatory variable is a data stream. We provide an approach based on identifying carefully chosen features of the stream which allows linear regression to be used to characterise the functional relationship between explanatory variables and the conditional distribution of the response; the methods used to develop and justify this approach, such as the signature of a stream and the shuffle product of tensors, are standard tools in the theory of rough paths and provide a unified and non-parametric approach with potential significant dimension reduction. We apply it to the example of detecting transient datasets and demonstrate the superior effectiveness of this method benchmarked with supervised learning methods with raw data.

Thu, 08 Nov 2018

16:00 - 17:00
L6

Indivisibility and divisibility of class numbers of imaginary quadratic fields

Olivia Beckwith
(Bristol)
Abstract

For any prime p > 3, the strongest lower bounds for the number of imaginary quadratic fields with discriminant down down to -X for which the class group has trivial (non-trivial) p-torsion are due to Kohnen and Ono (Soundararajan). I will discuss recent refinements of these classic results in which we consider the imaginary quadratic fields whose class number is indivisible (divisible) by p such that a given finite set of primes factor in a prescribed way. We prove a lower bound for the number of such fields with discriminant down to -X which is of the same order of magnitude as Kohnen and Ono's (Soundararajan's) results. For the indivisibility case, we rely on a result of Wiles establishing the existence of imaginary quadratic fields with trivial p-torsion in their class groups satisfying almost any given finite set of local conditions, and a result of Zagier which says that the Hurwitz class numbers are the Fourier coefficients of a mock modular form.

Thu, 08 Nov 2018

16:00 - 17:30
L3

(Marta) Models for Thin Prestrained Structures & (Shankar) On discrete leaves, flowers, and sea-slugs.

Marta Lewicka & Shankar Venkataramani
(University of Pittsburgh & University of Arizona)
Abstract

(Marta Lewicka)

Variational methods have been extensively used in the past decades to rigorously derive nonlinear models in the description of thin elastic films. In this context, natural growth or differential swelling-shrinking lead to models where an elastic body aims at reaching a space-dependent metric. We will describe the effect of such, generically incompatible, prestrain metrics on the singular limits' bidimensional models. We will discuss metrics that vary across the specimen in both the midplate and the thin (transversal) directions. We will also cover the case of the oscillatory prestrain, exhibit its relation to the non-oscillatory case via identifying the effective metrics, and discuss the role of the Riemann curvature tensor in the limiting models.

 

(Shankar Venkataramani)

Using the bidimensional models for pre-strained Elasticity, that Marta will discuss in her talk, I will discuss some contrasts between the mechanics of thin objects with non-negative curvature (plates, spherical shells, etc) and the mechanics of hyperbolic sheets, i.e. soft/thin objects with negative curvature. I will motivate the need for new "geometric" methods for discretizing the relevant equations, and present some of our preliminary work in this direction.

This is joint work with Toby Shearman and Ken Yamamoto.

Thu, 08 Nov 2018
16:00
C5

Classifications of Topological Quantum Field Theories

Peter Banks
(Oxford University)
Abstract

TQFTs lie at the intersection of maths and theoretical physics. Topologically, they are a recipe for calculating an invariant of manifolds by cutting them into elementary pieces; physically, they describe the evolution of the state of a particle. These two viewpoints allow physical intuition to be harnessed to shed light on topological problems, including understanding the topology of 4-manifolds and calculating geometric invariants using topology.

Recent results have provided classifications of certain types of TQFTs as algebraic structures. After reviewing the definition of TQFTs and giving some diagrammatic examples, I will give informal arguments as to how these classifications arise. Finally, I will show that in many cases these algebras are in fact free, and give an explicit classification of them in this case.
 

Thu, 08 Nov 2018

16:00 - 17:30
L4

On fully-dynamic risk-indifference pricing: time-consistency and other properties

Giulia Di Nunno
Abstract

Risk-indifference pricing is proposed as an alternative to utility indifference pricing, where a risk measure is used instead of a utility based preference. In this, we propose to include the possibility to change the attitude to risk evaluation as time progresses. This is particularly reasonable for long term investments and strategies. 

Then we introduce a fully-dynamic risk-indifference criteria, in which a whole family of risk measures is considered. The risk-indifference pricing system is studied from the point of view of its properties as a convex price system. We tackle questions of time-consistency in the risk evaluation and the corresponding prices. This analysis provides a new insight also to time-consistency for ordinary dynamic risk-measures.

Our techniques and results are set in the representation and extension theorems for convex operators. We shall argue and finally provide a setting in which fully-dynamic risk-indifference pricing is a well set convex price system.

The presentation is based on joint works with Jocelyne Bion-Nadal.

Thu, 08 Nov 2018

14:00 - 15:00
L4

Oscillation in a posteriori error analysis

Prof. Christian Kreuzer
(University of Dortmund)
Abstract


A posteriori error estimators are a key tool for the quality assessment of given finite element approximations to an unknown PDE solution as well as for the application of adaptive techniques. Typically, the estimators are equivalent to the error up to an additive term, the so called oscillation. It is a common believe that this is the price for the `computability' of the estimator and that the oscillation is of higher order than the error. Cohen, DeVore, and Nochetto [CoDeNo:2012], however, presented an example, where the error vanishes with the generic optimal rate, but the oscillation does not. Interestingly, in this example, the local $H^{-1}$-norms are assumed to be computed exactly and thus the computability of the estimator cannot be the reason for the asymptotic overestimation. In particular, this proves both believes wrong in general. In this talk, we present a new approach to posteriori error analysis, where the oscillation is dominated by the error. The crucial step is a new splitting of the data into oscillation and oscillation free data. Moreover, the estimator is computable if the discrete linear system can essentially be assembled exactly.
 

Thu, 08 Nov 2018

13:00 - 14:00
L4

Talks by graduate students

Donovan Platt and Yufei Zhang (DPhil students)
(Oxford University)
Abstract

Donovan Platt
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Economic Agent-Based Model Calibration

Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not easily recovered by more traditional modelling approaches. Nevertheless, the agent-based modelling paradigm faces mounting criticism, focused particularly on the rigour of current validation and calibration practices, most of which remain qualitative and stylised fact-driven. While the literature on quantitative and data-driven approaches has seen significant expansion in recent years, most studies have focused on the introduction of new calibration methods that are neither benchmarked against existing alternatives nor rigorously tested in terms of the quality of the estimates they produce. We therefore compare a number of prominent ABM calibration methods, both established and novel, through a series of computational experiments in an attempt to determine the respective strengths and weaknesses of each approach and the overall quality of the resultant parameter estimates. We find that Bayesian estimation, though less popular in the literature, consistently outperforms frequentist, objective function-based approaches and results in reasonable parameter estimates in many contexts. Despite this, we also find that agent-based model calibration techniques require further development in order to definitively calibrate large-scale models.

Yufei Zhang
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A penalty scheme and policy iteration for stochastic hybrid control problems with nonlinear expectations

We propose a penalty method for mixed optimal stopping and control problems where the objective is evaluated
by a nonlinear expectation. The solution and free boundary of an associated HJB variational inequality are constructed from a sequence
of penalized equations, for which the penalization error is estimated. The penalized equation is then discretized by a class of semi-implicit
monotone approximations. We further propose an efficient iterative algorithm with local superlinear convergence for solving the discrete
equation. Numerical experiments are presented for an optimal investment problem under ambiguity to demonstrate the effectiveness of
the new schemes.  Finally, we extend the penalty schemes to solve stochastic hybrid control problems involving impulse controls.

Thu, 08 Nov 2018

12:00 - 13:00
S1.37

TBH

Frederik Sørensen (University of Oxford)
(University of Oxford)
Abstract

An informal session for DPhil students, ECRs and undergraduates with an interest in probability. The aim is to gain exposure to areas outside of your own research interests in an informal and accessible way.

Thu, 08 Nov 2018

12:00 - 13:00
L4

Regularity vs Singularities for immiscible incompressible Navier-Stokes fluids

Francisco Gancedo
(University of Seville)
Abstract

In this talk we consider several scenarios involving the interaction among incompressible fluids of different nature. The main concern is the dynamics of the free boundary separating the fluids, which evolves with the velocity flow. The important question to address is whether the regularity is preserved in time or, on the other hand, the system develops singularities. We focus on Navier-Stokes models, where the viscosity of the fluids play a crucial role. At first showing results of finite time blow-up for the case of vacuum-fluid interaction. Later discussing new recent results on global existence for 1996 P.L. Lions' conjecture for density patches evolving by inhomogeneous Navier-Stokes equations.

Wed, 07 Nov 2018
16:00
C1

Boundaries of Hyperbolic Groups

Sam Colvin
(Bristol University)
Abstract

You’re an amateur investigator hired to uncover the mysterious goings on of a dark cult. They call themselves Geometric Group Theorists and they’re under suspicion of pushing humanity’s knowledge too far. You’ve tracked them down to their supposed headquarters. Foolishly, you enter. Your mind writhes as you gaze unwittingly upon the Eldritch horror they’ve summoned… Group Theory! You think fast; donning the foggy glasses of quasi-isometry, you prevent your mind shattering from the unfathomable complexity of The Beast. You spy a weak spot and the phrase `Gromov Hyperbolicity’ flashes across your mind. You peer deeper, further, forever… only to find yourself somewhere rather familiar, strange, but familiar… no, self-similar! You’ve fought with fractals before, this weirdness can be tamed! Your insight is sufficient and The Beast retreats for now.
In other words, given an infinite group, we associate to it an infinite graph, called a Cayley graph, which gives us a notion of the ‘geometry’ of a group. Through this we can ask what kind of groups have hyperbolic geometry, or at least an approximation of it called Gromov hyperbolicity. Hyperbolic groups are quite a nice class of groups but a large one, so we introduce the Gromov boundary of a hyperbolic group and explain how it can be used to distinguish groups in this class.

Wed, 07 Nov 2018
15:00
L4

Lattice-Based Zero-Knowledge Arguments for Integer Relations

Khoa Nguyen
(Nanyang Technological University)
Abstract

We provide lattice-based protocols allowing to prove relations among committed integers. While the most general zero-knowledge proof techniques can handle arithmetic circuits in the lattice setting, adapting them to prove statements over the integers is non-trivial, at least if we want to handle exponentially large integers while working with a polynomial-size modulus qq. For a polynomial L, we provide zero-knowledge arguments allowing a prover to convince a verifier that committed L-bit bitstrings x, y and z are the binary representations of integers X, Y and Z satisfying Z=X+Y over the integers. The complexity of our arguments is only linear in L. Using them, we construct arguments allowing to prove inequalities X <Z among committed integers, as well as arguments showing that a committed X belongs to a public interval [α,β], where α and β can be arbitrarily large. Our range arguments have logarithmic cost (i.e., linear in L) in the maximal range magnitude. Using these tools, we obtain zero-knowledge arguments showing that a committed element X does not belong to a public set S using soft-O(n⋅log|S|) bits of communication, where n is the security parameter. We finally give a protocol allowing to argue that committed L-bit integers X, Y and Z satisfy multiplicative relations Z=XY over the integers, with communication cost subquadratic in L. To this end, we use our protocol for integer addition to prove the correct recursive execution of Karatsuba's multiplication algorithm. The security of our protocols relies on standard lattice assumptions with polynomial modulus and polynomial approximation factor.

 

Wed, 07 Nov 2018
11:00
S1.37

The Pigeonhole Geometry of Numbers and Sums of Squares

Jay Swar
(University of Oxford)
Abstract

Fermat’s two-squares theorem is an elementary theorem in number theory that readily lends itself to a classification of the positive integers representable as the sum of two squares. Given this, a natural question is: what is the minimal number of squares needed to represent any given (positive) integer? One proof of Fermat’s result depends on essentially a buffed pigeonhole principle in the form of Minkowski’s Convex Body Theorem, and this idea can be used in a nearly identical fashion to provide 4 as an upper bound to the aforementioned question (this is Lagrange’s four-square theorem). The question of identifying the integers representable as the sum of three squares turns out to be substantially harder, however leaning on a powerful theorem of Dirichlet and a handful of tricks we can use Minkowski’s CBT to settle this final piece as well (this is Legendre’s three-square theorem).

Tue, 06 Nov 2018
16:00
L5

Standard conjectures in model theory, and categoricity of comparison isomorphisms

Misha Gavrilovich
(Higher School of Economics)
Abstract


abstract:

In my talk I shall try to explain the following speculation and present some
evidence in the form of "correlations" between categoricity conjectures in
model theory and motivic conjectures in algebraic geometry.

Transfinite induction constructions developed in model theory are by now
sufficiently developed to be used to build analogues of objects in algebraic
geometry constructed with a choice of topology, such as a singular cohomology theory,
the Hodge decomposition, and fundamental groups of complex algebraic varieties.
Moreover, these algebraic geometric objects are often conjectured to satisfy
homogeneity or freeness properties which are true for objects constructed by
transfinite induction.


An example of this is Hrushovski fusion used to build Zilber pseudoexponentiation,
i.e. a group homomorphism  $ex:C^+ \to C^*$ which satisfies Schanuel conjecture,
a transcendence property analogous to Grothendieck conjecture on periods.


I shall also present a precise conjecture on "uniqueness" of Q-forms (comparison isomorphisms)
of complex etale cohomology, and will try to explain its relation to conjectures on l-adic
Galois representations coming from the theory of motivic Galois group.
 

Tue, 06 Nov 2018

15:45 - 16:45
L4

Cracked Polytopes and Fano Manifolds

Thomas Prince
(Oxford)
Abstract

Combining work of Galkin, Christopherson-Ilten, and Coates-Corti-Galkin-Golyshev-Kasprzyk we see that all smooth Fano threefolds admit a toric degeneration. We can use this fact to uniformly construct all Fano threefolds: given a choice of a fan we classify reflexive polytopes which break into unimodular pieces along this fan. We can then construct closed torus invariant embeddings of the corresponding toric variety using a technique - Laurent inversion - developed with Coates and Kaspzryk. The corresponding binomial ideal is controlled by the chosen fan, and in low enough codimension we can explicitly test deformations of this toric ideal. We relate the constructions we obtain to known constructions. We study the simplest case of the above construction, closely related to work of Abouzaid-Auroux-Katzarkov, in arbitrary dimension and use it to produce a tropical interpretation of the mirror superpotential via broken lines. We expect the computation to be the tropical analogue of a Floer theory calculation.