Mon, 14 May 2018

16:00 - 17:00
L4

Singularity formation in critical parabolic equations

Monica Musso
(University of Bath)
Abstract

In this talk I will discuss some recent constructions of blow-up solutions for a Fujita type problem for power related to the critical Sobolev exponent. Both finite type blow-up (of type II) and infinite time blow-up are considered. This research program is in collaboration with C. Cortazar, M. del Pino and J. Wei.

Mon, 14 May 2018

15:45 - 16:45
L3

Unbounded Rough Drivers, Sobolev Spaces and Moser Iteration

ANTOINE HOCQUET
(Technische Universitat Berlin)
Abstract

Recently, Deya, Gubinelli, Hofmanova and Tindel ('16) (also Bailleul-Gubinelli '15) have provided a general approach in order to obtain a priori estimates for rough partial differential equations of the form
(*)    du = Au dt + Bu dX
where X is a two-step rough path, A is a second order operator (elliptic), while B is first order. We will pursue the line of this work by presenting an L^p theory "à la Krylov" for generalized versions of (*). We will give an application of this theory by proving boundedness of solutions for a certain class

Mon, 14 May 2018
15:45
L6

Lie groupoids and index theory

Georges Skandalis
(Paris VII)
Abstract

My talk is based on joint work with Claire Debord (Univ. Auvergne).
We will explain why Lie groupoids are very naturally linked to Atiyah-Singer index theory.
In our approach -originating from ideas of Connes, various examples of Lie groupoids
- allow to generalize index problems,
- can be used to construct the index of pseudodifferential operators without using the pseudodifferential calculus,
- give rise to proofs of index theorems, 
- can be used to construct the pseudodifferential calculus.

Mon, 14 May 2018

14:15 - 15:15
L3

Statistical Arbitrage in Black-Scholes Theory

WEIAN ZHENG
(UCI China)
Abstract

The celebrated Black-Scholes theory shows that one can get a risk-neutral option price through hedging. The Cameron-Martin-Girsanov theorem for diffusion processes plays a key role in this theory. We show that one can get some statistical arbitrage from a sequence of well-designed repeated trading at their prices according to the ergodic theorem for stationary process. Our result is based on both theoretical model and the real market data. 

 

Mon, 14 May 2018

14:15 - 15:15
L4

Families of Hyperkaehler varieties via families of stability conditions

Arend Bayer
(Edinburgh)
Abstract

Stability conditions on derived categories of algebraic varieties and their wall-crossings have given algebraic geometers a number of new tools to study the geometry of moduli spaces of stable sheaves. In work in progress with Macri, Lahoz, Nuer, Perry and Stellari, we are extending this toolkit to a the "relative" setting, i.e. for a family of varieties. Our construction comes with relative moduli spaces of stable objects; this gives additional ways of constructing new families of varieties from a given family, thereby potentially relating different moduli spaces of varieties.

 

Mon, 14 May 2018
12:45
L3

Trace Anomalies and Boundary Conformal Field Theory

Chris Herzog
(Kings College London)
Abstract



The central charges “c” and “a” in two and four dimensional conformal field theories (CFTs) have a central organizing role in our understanding of quantum field theory (QFT) more generally.  Appearing as coefficients of curvature invariants in the anomalous trace of the stress tensor, they constrain the possible relationships between QFTs under renormalization group flow.  They provide important checks for dualities between different CFTs.  They even have an important connection to a measure of quantum entanglement, the entanglement entropy.  Less well known is that additional central charges appear when there is a boundary, four new coefficients in total in three and four dimensional boundary CFTs.   While largely unstudied, these boundary charges hold out the tantalizing possibility of being as important in the classification of quantum field theory as the bulk central charges “a” and “c”.   I will show how these charges can be computed from displacement operator correlation functions.  I will also demonstrate a boundary conformal field theory in four dimensions with an exactly marginal coupling where these boundary charges depend on the marginal coupling.  The talk is based on arXiv:1707.06224, arXiv:1709.07431, as well as work to appear shortly.  

 
Fri, 11 May 2018

16:00 - 17:00
L1

Teaching Mindsets

Vicky Neale
Abstract

Research suggests that students with a 'growth mindset' may do better than those with a 'fixed mindset'.

  • What does that mean for our teaching?
  • How can we support students to develop a growth mindset?
  • What sorts of mindsets do we ourselves have?
  • And how does that affect our teaching and indeed the rest of our work?
Fri, 11 May 2018

15:00 - 16:30
L4

Kolam: An Ephemeral Women's Art of South India

Claudia Silva & Oscar Garcia-Prada
(Madrid)
Abstract

Oscar García-Prada - The Mathematics of Kolam

In Tamil Nadu, a state in southern India, it is an old tradition to decorate the entrance to the home with a geometric figure called ``Kolam''. A kolam is a geometrical line drawing composed of curved loops, drawn around a grid pattern of dots. This is typically done by women using white rice flour. Kolams have connections to discrete mathematics, number theory, abstract algebra, sequences, fractals and computer science. After reviewing a bit of its history, Oscar will explore some of these connections. 

Claudia Silva - Kolam: An Ephemeral Women´s art of South India

Kolam is a street drawing, performed by women in south India. This daily ritual of "putting" the kolam on the ground represents a time of intimacy, concentration and creativity. Through some videos, Claudia will explain some basic features of kolam, focusing on anthropological, religious, educational and artistic aspects of this beautiful female art expression.

The lectures are accompanied by a photography exhibition at Wolfson College.

Fri, 11 May 2018

14:00 - 15:00
L3

Intracellular coordination of microswimming by flagella

Dr Kirsty Wan
(Living Systems Institute University of Exeter)
Abstract

Since the invention of the microscope, scientists have known that pond-dwelling algae can actually swim – powering their way through the fluid using tiny limbs called cilia and flagella. Only recently has it become clear that the very same structure drives important physiological and developmental processes within the human body. Motivated by this connection, we explore flagella-mediated swimming gaits and stereotyped behaviours in diverse species of algae, revealing the extent to which control of motility is driven intracellularly. These insights suggest that the capacity for fast transduction of signal to peripheral appendages may have evolved far earlier than previously thought.

Fri, 11 May 2018
12:00
N3.12

Multi-parameter Topological Data Analysis

Steve Oudot
(Ecole Polytechnique)
Abstract

How can we adapt the Topological Data Analysis (TDA) pipeline to use several filter functions at the same time? Two orthogonal approaches can be considered: (1) running the standard 1-parameter pipeline and doing statistics on the resulting barcodes; (2) running a multi-parameter version of the pipeline, still to be defined. In this talk I will present two recent contributions, one for each approach. The first contribution considers intrinsic compact metric spaces and shows that the so-called Persistent Homology Transform (PHT) is injective over a dense subset of those. When specialized to metric graphs, our analysis yields a stronger result, namely that the PHT is injective over a subset of full measurem which allows for sufficient statistics. The second contribution investigates the bi-parameter version of the TDA pipeline and shows a decomposition result "à la Crawley-Boevey" for a subcategory of the 2-parameter persistence modules called "exact modules". This result has an impact on the study of interlevel-sets persistence and on that of sheaves of vector spaces on the real line. 

This is joint work with Elchanan Solomon on the one hand, with Jérémy Cochoy on the other hand.

Thu, 10 May 2018

16:00 - 17:00
C5

Morse subsets of hierarchically hyperbolic spaces

Davide Spriano
(ETH Zurich)
Abstract

When dealing with geometric structures one natural question that arise is "when does a subset inherit the geometry of the ambient space"? In the case of hyperbolic space, the concept of quasi-convexity provides answer to this question. However, for a general metric space, being quasi-convex is not a quasi-isometric invariant. This motivates the notion of Morse subsets. In this talk we will motivate the definition and introduce some examples. Then we will introduce the class of hierarchically hyperbolic groups (HHG), and furnish a complete characterization of Morse subgroups of HHG. If time allows, we will discuss the relationship between Morse subgroups and hyperbolically-embedded subgroups. This is a joint work with Hung C. Tran and Jacob Russell.

Thu, 10 May 2018

16:00 - 17:00
L6

On spectra of Diophantine approximation exponents

Antoine Marnat
(University of York)
Abstract

Exponents of Diophantine approximation are defined to study specific sets of real numbers for which Dirichlet's pigeonhole principle can be improved. Khintchine stated a transference principle between the two exponents in the cases  of simultaneous approximation and approximation by linear forms. This shows that exponents of Diophantine approximation are related, and these relations can be studied via so called spectra. In this talk, we provide an optimal bound for the ratio between ordinary and uniform exponents of Diophantine approximation for both simultaneous approximation and approximation by linear forms. This is joint work with Nikolay Moshchevitin.

Thu, 10 May 2018

16:00 - 17:30
L3

From maps to apps: the power of machine learning and artificial intelligence for regulators

Stefan Hunt
(Financial Conduct Authority)
Abstract

Abstract:
Highlights:

•We increasingly live in a digital world and commercial companies are not the only beneficiaries. The public sector can also use data to tackle pressing issues.
•Machine learning is starting to make an impact on the tools regulators use, for spotting the bad guys, for estimating demand, and for tackling many other problems.
•The speech uses an array of examples to argue that much regulation is ultimately about recognising patterns in data. Machine learning helps us find those patterns.
 
Just as moving from paper maps to smartphone apps can make us better navigators, Stefan’s speech explains how the move from using traditional analysis to using machine learning can make us better regulators.
 
Mini Biography:
 
Stefan Hunt is the founder and Head of the Behavioural Economics and Data Science Unit. He has led the FCA’s use of these two fields and designed several pioneering economic analyses. He is an Honorary Professor at the University of Nottingham and has a PhD in economics from Harvard University.
 

Thu, 10 May 2018

16:00 - 17:30
L2

Flows about superhydrophobic surfaces

Ehud Yariv
(Technion)
Abstract

Superhydrophobic surfaces, formed by air entrapment within the cavities of a hydrophobic solid substrate, offer a promising potential for drag reduction in small-scale flows. It turns out that low-drag configurations are associated with singular limits, which to date have typically been addressed using numerical schemes. I will discuss the application of singular perturbations to several of the canonical problems in the field. 


 

Thu, 10 May 2018

14:00 - 15:00
L4

New Directions in Reduced Order Modeling

Prof. Jan Hesthaven
(EPFL (Ecole Polytechnique Federale de Lausanne))
Abstract

The development of reduced order models for complex applications, offering the promise for rapid and accurate evaluation of the output of complex models under parameterized variation, remains a very active research area. Applications are found in problems which require many evaluations, sampled over a potentially large parameter space, such as in optimization, control, uncertainty quantification and applications where near real-time response is needed.

However, many challenges remain to secure the flexibility, robustness, and efficiency needed for general large-scale applications, in particular for nonlinear and/or time-dependent problems.

After giving a brief general introduction to reduced order models, we discuss developments in two different directions. In the first part, we discuss recent developments of reduced methods that conserve chosen invariants for nonlinear time-dependent problems. We pay particular attention to the development of reduced models for Hamiltonian problems and propose a greedy approach to build the basis. As we shall demonstrate, attention to the construction of the basis must be paid not only to ensure accuracy but also to ensure stability of the reduced model. Time permitting, we shall also briefly discuss how to extend the approach to include more general dissipative problems through the notion of port-Hamiltonians, resulting in reduced models that remain stable even in the limit of vanishing viscosity and also touch on extensions to Euler and Navier-Stokes equations.

The second part of the talk discusses the combination of reduced order modeling for nonlinear problems with the use of neural networks to overcome known problems of on-line efficiency for general nonlinear problems. We discuss the general idea in which training of the neural network becomes part of the offline part and demonstrate its potential through a number of examples, including for the incompressible Navier-Stokes equations with geometric variations.

This work has been done with in collaboration with B.F. Afkram (EPFL, CH), N. Ripamonti EPFL, CH) and S. Ubbiali (USI, CH).

Thu, 10 May 2018
12:00
L4

Untangling of trajectories for non-smooth vector fields and Bressan's Compactness Conjecture

Paolo Bonicatto
(Universität Basel)
Abstract

Given $d \ge 1$, $T>0$ and a vector field $\mathbf b \colon [0,T] \times \mathbb R^d \to \mathbb R^d$, we study the problem of uniqueness of weak solutions to the associated transport equation $\partial_t u + \mathbf b \cdot \nabla u=0$ where $u \colon [0,T] \times \mathbb R^d \to \mathbb R$ is an unknown scalar function. In the classical setting, the method of characteristics is available and provides an explicit formula for the solution of the PDE, in terms of the flow of the vector field $\mathbf b$. However, when we drop regularity assumptions on the velocity field, uniqueness is in general lost.
In the talk we will present an approach to the problem of uniqueness based on the concept of Lagrangian representation. This tool allows to represent a suitable class of vector fields as superposition of trajectories: we will then give local conditions to ensure that this representation induces a partition of the space-time made up of disjoint trajectories, along which the PDE can be disintegrated into a family of 1-dimensional equations. We will finally show that if $\mathbf b$ is locally of class $BV$ in the space variable, the decomposition satisfies this local structural assumption: this yields in particular the renormalization property for nearly incompressible $BV$ vector fields and thus gives a positive answer to the (weak) Bressan's Compactness Conjecture. This is a joint work with S. Bianchini.
 

Wed, 09 May 2018
16:00
L4

Practical and Tightly-Secure Digital Signatures and Authenticated Key Exchange

Tibor Jager
(Paderborn University)
Abstract

Tight security is increasingly gaining importance in real-world
cryptography, as it allows to choose cryptographic parameters in a way
that is supported by a security proof, without the need to sacrifice
efficiency by compensating the security loss of a reduction with larger
parameters. However, for many important cryptographic primitives,
including digital signatures and authenticated key exchange (AKE), we
are still lacking constructions that are suitable for real-world deployment.

This talk will present the first first practical AKE protocol with tight
security. It allows the establishment of a key within 1 RTT in a
practical client-server setting, provides forward security, is simple
and easy to implement, and thus very suitable for practical deployment.
It is essentially the "signed Diffie-Hellman" protocol, but with an
additional message, which is crucial to achieve tight security. This
message is used to overcome a technical difficulty in constructing
tightly-secure AKE protocols.

The second important building block is a practical signature scheme with
tight security in a real-world multi-user setting with adaptive
corruptions. The scheme is based on a new way of applying the
Fiat-Shamir approach to construct tightly-secure signatures from certain
identification schemes.

For a theoretically-sound choice of parameters and a moderate number of
users and sessions, our protocol has comparable computational efficiency
to the simple signed Diffie-Hellman protocol with EC-DSA, while for
large-scale settings our protocol has even better computational per-
formance, at moderately increased communication complexity.

Wed, 09 May 2018
16:00
C5

Traces and hermitian objects in higher category theory

Jan Steinebrunner
(Oxford University)
Abstract

Given an endomorphism f:X --> X of a 'dualisable' object in a symmetric monoidal category, one can define its trace Tr(f). It turns out that the trace is 'universal' among the scalars we can produce from f. To prove this we will think of the 1d framed bordism category as the 'walking dualisable object' (using the cobordism hypothesis) and then apply the Yoneda lemma.
Employing similar techniques we can define 'hermitian' objects (generalising hermitian vector spaces) and prove that there is a 1-1 correspondence between Hermitian structures on a fixed object X and self-adjoint automorphisms of X. If time permits I will sketch how this relates to hermitian K-theory.

While all results of the talk hold for infinity-categories, they work equally well for ordinary categories. Therefore no knowledge of higher category theory is needed to follow the talk.

Tue, 08 May 2018

16:00 - 17:00
L5

Variants of Mordell-Lang

Thomas Scanlon
(Berkeley)
Abstract


I will report on two recent papers with D. Ghioca and U. Zannier (joined by P. Corvaja and F. Hu, respectively) in which we consider variants of the Mordell-Lang conjecture.  In the first of these, we study the dynamical Mordell-Lang conjecture in positive characteristic, proving some instances, but also showing that in general the problem is at least as hard as a difficult diophantine problem over the integers.  In the second paper, we study the Mordell-Lang problem for extensions of abelian varieties by the additive group.  Here we have positive results in the function field case obtained by using the socle theorem in the form offered as an aside in Hrushovski's 1996 paper and in the number field case we relate this problem to the Bombieri-Lang conjecture.

Tue, 08 May 2018

16:00 - 17:00
L3

“Perseverance and intelligence, but no genius”: Mary Somerville's theory of differences

Brigitte Stenhouse
(The Open University)
Abstract

Part of the series 'What do historians of mathematics do?'

In 1873 the Personal Recollections from Early Life to Old Age of Mary Somerville were published, containing detailed descriptions of her life as a 19th century philosopher, mathematician and advocate of women's rights. In an early draft of this work, Somerville reiterated the widely held view that a fundamental difference between men and women was the latter's lack of originality, or 'genius'.

In my talk I will examine how Somerville's view was influenced by the historic treatment of women, both within scientific research, scientific institutions and wider society. By building on my doctoral research I will also suggest an alternative viewpoint in which her work in the differential calculus can be seen as original, with a focus on her 1834 treatise On the Theory of Differences.

Tue, 08 May 2018

14:30 - 15:00
L5

Analysis of discontinuous Galerkin methods for anti-diffusive fractional equations

Afaf Bouharguane
(Bordeaux University)
Abstract

We consider numerical methods for solving  time dependent partial differential equations with convection-diffusion terms and anti-diffusive fractional operator of order $\alpha \in (1,2)$. These equations are motivated by two distinct applications: a dune morphodynamics model and a signal filtering method. 
We propose numerical schemes based on local discontinuous Galerkin methods to approximate the solutions of these equations. Numerical stability and convergence of these schemes are investigated. 
Finally numerical experiments are given to illustrate qualitative behaviors of solutions for both applications and to confirme the convergence results. 

Tue, 08 May 2018
14:30
L6

The Junta Method for Hypergraphs

Noam Lifshitz
(Bar Ilan University)
Abstract

Numerous problems in extremal hypergraph theory ask to determine the maximal size of a k-uniform hypergraph on n vertices that does not contain an 'enlarged' copy H^+ of a fixed hypergraph H. These include well-known  problems such as the Erdős-Sós 'forbidding one intersection' problem and the Frankl-Füredi 'special simplex' problem.


In this talk we present a general approach to such problems, using a 'junta approximation method' that originates from analysis of Boolean functions. We prove that any (H^+)-free hypergraph is essentially contained in a 'junta' -- a hypergraph determined by a small number of vertices -- that is also (H^+)-free, which effectively reduces the extremal problem to an easier problem on juntas. Using this approach, we obtain, for all C<k<n/C, a complete solution of the extremal problem for a large class of H's, which includes  the aforementioned problems, and solves them for a large new set of parameters.


Based on joint works with David Ellis and Nathan Keller
 

Tue, 08 May 2018

14:00 - 15:00
L5

Discontinuous Galerkin method for the Oseen problem with mixed boundary conditions: a priori and aposteriori error analyses

Nour Seloula
(Caen)
Abstract

We introduce and analyze a discontinuous Galerkin method for the Oseen equations in two dimension spaces. The boundary conditions are mixed and they are assumed to be of three different types:
the vorticity  and the normal component of the velocity are given on a first part of the boundary, the pressure and the tangential component of the velocity are given on a second part of the boundary and the Dirichlet condition is given on the remainder part . We establish a priori error estimates in the energy norm for the velocity and in the L2 norm for the pressure. An a posteriori error estimate is also carried out yielding optimal convergence rate. The analysis is based on rewriting the method in a non-consistent manner using lifting operators in the spirit of Arnold, Brezzi, Cockburn and Marini.

Mon, 07 May 2018

16:00 - 17:00
L4

Damped wave equations with quintic nonlinearities in bounded domains: asymptotic regularity and attractors

Sergey Zelik
(University of Surrey)
Abstract

We discuss the recent achievements in the attractors theory for damped wave equations in bounded domains which are related with Strichartz type estimates. In particular, we present the results related with the well-posedness and asymptotic smoothness of the solution semigroup in the case of critical quintic nonlinearity. The non-autonomous case will be also considered.
 

Mon, 07 May 2018
15:45
L6

Detecting decompositions of hyperbolic groups

Benjamin J. Barrett
(Cambridge)
Abstract

When studying a group, it is natural and often useful to try to cut it up 
onto simpler pieces. Sometimes this can be done in an entirely canonical 
way analogous to the JSJ decomposition of a 3-manifold, in which the 
collection of tori along which the manifold is cut is unique up to isotopy. 
It is a theorem of Brian Bowditch that if the group acts nicely on a metric 
space with a negative curvature property then a canonical decomposition can 
be read directly from the large-scale geometry of that space. In this talk 
we shall explore an algorithmic consequence of this relationship between 
the large-scale geometry of the group and is algebraic decomposition.

Mon, 07 May 2018

14:15 - 15:15
L4

Tautological integrals over Hilbert scheme of points.

Greg Berczi
(ETH Zurich)
Abstract

I present recently developed iterated residue formulas for tautological integrals over Hilbert schemes of points on  smooth  manifolds. Applications include curve and hypersurface counting formulas. Joint work with Andras Szenes.

 

Mon, 07 May 2018
12:45
L3

A Ringel-Hall type construction of vertex algebras

Dominic Joyce
(Oxford)
Abstract



 Suppose A is a nice abelian category (such as coherent sheaves coh(X) on a smooth complex projective variety X, or representations mod-CQ of a quiver Q) or T is a nice triangulated category (such as D^bcoh(X) or D^bmod-CQ) over C. Let M be the moduli stack of objects in A or T. Consider the homology H_*(M) over some ring R.
  Given a little extra data on M, for which there are natural choices in our examples, I will explain how to define the structure of a graded vertex algebra on H_*(M). By a standard construction, one can then define a graded Lie algebra from the vertex algebra; roughly speaking, this is a Lie algebra structure on the homology H_*(M^{pl}) of a "projective linear” version M^{pl} of the moduli stack M.
  For example, if we take T = D^bmod-CQ, the vertex algebra H_*(M) is the lattice vertex algebra attached to the dimension vector lattice Z^{Q_0} of Q with the symmetrized intersection form. The degree zero part of the graded Lie algebra contains the associated Kac-Moody algebra.
  The construction appears to be new, but is connected with a lot of work in Geometric Representation Theory, to do with Ringel-Hall-type algebras and their representations, such as the results of Grojnowski-Nakajima on Hilbert schemes. The vertex algebra construction is enormously general, and applies in huge classes of examples. There is a differential-geometric version too.
  The question I am hoping someone in the audience will answer is this: what is the physical interpretation of these vertex algebras?
  It is in some sense an "even Calabi-Yau” construction: when applied to coh(X) or D^bcoh(X), it is most natural for X a Calabi-Yau 2-fold or Calabi-Yau 4-fold, and is essentially trivial for X a Calabi-Yau 3-fold. I discovered it when I was investigating wall-crossing for Donaldson-Thomas type invariants for Calabi-Yau 4-folds. So perhaps one should look for an explanation in the physics of Calabi-Yau 2-folds or 4-folds, with M the moduli space of boundary conditions for the associated SCFT.

 
 
Fri, 04 May 2018

14:00 - 15:00
L3

Computing reliably with molecular walkers

Professor Marta Kwiatkowska
(Dept of Computer Science University of Oxford)
Abstract

DNA computing is emerging as a versatile technology that promises a vast range of applications, including biosensing, drug delivery and synthetic biology. DNA logic circuits can be achieved in solution using strand displacement reactions, or by decision-making molecular robots-so called 'walkers'-that traverse tracks placed on DNA 'origami' tiles.

 Similarly to conventional silicon technologies, ensuring fault-free DNA circuit designs is challenging, with the difficulty compounded by the inherent unreliability of the DNA technology and lack of scientific understanding. This lecture will give an overview of computational models that capture DNA walker computation and demonstrate the role of quantitative verification and synthesis in ensuring the reliability of such systems. Future research challenges will also be discussed.

Fri, 04 May 2018

13:00 - 14:00
L6

Talks by Phd Students

Leandro Sánchez Betancourt and Jasdeep Kalsi
Abstract

Leandro Sánchez Betancourt
--------------------------
The Cost of Latency: Improving Fill Ratios in Foreign Exchange Markets

Latency is the time delay between an exchange streaming market data to a trader, the trader processing information and deciding to trade, and the exchange receiving the order from the trader.  Liquidity takers  face  a  moving target problem as a consequence of their latency in the marketplace -- they send marketable orders that aim at a price and quantity they observed in the LOB, but by the time their order was processed by the Exchange, prices (and/or quantities) may have worsened, so the  order  cannot  be  filled. If liquidity taking orders can walk the limit order book (LOB), then orders that arrive late may still be filled at worse prices. In this paper we show how to optimally choose the discretion of liquidity taking orders to walk the LOB. The optimal strategy balances the tradeoff between the costs of walking the LOB and targeting  a desired percentage of filled orders over a period of time.  We employ a proprietary data set of foreign exchange trades to analyze the performance of the strategy. Finally, we show the relationship between latency and the percentage of filled orders, and showcase the optimal strategy as an alternative investment to reduce latency.

Jasdeep Kalsi
-------------
An SPDE model for the Limit Order Book

I will introduce a microscopic model for the Limit Order Book in a static setting i.e. in between price movements. Here, order flow at different price levels is given by Poisson processes which depend on the relative price and the depth of the book. I will discuss how reflected SPDEs can be obtained as scaling limits of such models. This motivates an SPDE with reflection and a moving boundary as a model for the dynamic Order Book. An outline for how to prove existence and uniqueness for the equation will be presented, as well as some simple simulations of the model.

Fri, 04 May 2018
12:00
N3.12

Geometric invariants for Chemical Reaction Networks

Michael Adamer
(University of Oxford)
Abstract

Steady state chemical reaction models can be thought of as algebraic varieties whose properties are determined by the network structure. In experimental set-ups we often encounter the problem of noisy data points for which we want to find the corresponding steady state predicted by the model. Depending on the network there may be many such points and the number of which is given by the euclidean distance degree (ED degree). In this talk I show how certain properties of networks relate to the ED degree and how the runtime of numerical algebraic geometry computations scales with the ED degree.

Thu, 03 May 2018

16:00 - 17:00
L6

Irreducibility of random polynomials

Péter Varjú
(University of Cambridge)
Abstract

Let $P$ be a random polynomial of degree $d$ such that the leading and constant coefficients are 1 and the rest of the coefficients are independent random variables taking the value 0 or 1 with equal probability. Odlyzko and Poonen conjectured that $P$ is irreducible with probability tending to 1 as $d$ grows.  I will talk about an on-going joint work with Emmanuel Breuillard, in which we prove that GRH implies this conjecture. The proof is based on estimates for the mixing time of random walks on $\mathbb{F}_p$, where the steps are given by the maps $x \rightarrow ax$ and $x \rightarrow ax+1$ with equal probability.

Thu, 03 May 2018
16:00
C5

TBA

Joshua Jackson
(Oxford University)
Thu, 03 May 2018

16:00 - 17:30
L4

Generalized McKean-Vlasov stochastic control problems

Beatrice Acciaio
(LSE)
Abstract

Title: Generalized McKean-Vlasov stochastic control problems.

Abstract: I will consider McKean-Vlasov stochastic control problems 
where the cost functions and the state dynamics depend upon the joint 
distribution of the controlled state and the control process. First, I 
will provide a suitable version of the Pontryagin stochastic maximum 
principle, showing that, in the present general framework, pointwise 
minimization of the Hamiltonian with respect to the control is not a 
necessary optimality condition. Then I will take a different 
perspective, and present a variational approach to study a weak 
formulation of such control problems, thereby establishing a new 
connection between those and optimal transport problems on path space.

The talk is based on a joint project with J. Backhoff-Veraguas and R. Carmona.

Thu, 03 May 2018

16:00 - 17:30
L3

Form-finding in elastic gridshells: from pasta strainers to architectural roofs

Pedro Reis
(EPFL)
Abstract

Elastic gridshells arise from the buckling of an initially planar grid of rods. Architectural elastic gridshells first appeared in the 1970’s. However, to date, only a limited number of examples have been constructed around the world, primarily due to the challenges involved in their structural design. Yet, elastic gridshells are highly appealing: they can cover wide spans with low self-weight, they allow for aesthetically pleasing shapes and their construction is typically simple and rapid. A more mundane example is the classic pasta strainer, which, with its remarkably simple design, is a must-have in every kitchen.

This talk will focus on the geometry-driven nature of elastic gridshells. We use a geometric model based on the theory of discrete Chebyshev nets (originally developed for woven fabric) to rationalize their actuated shapes. Validation is provided by precision experiments and rod-based simulations. We also investigate the linear mechanical response (rigidity) and the non-local behavior of these discrete shells under point-load indentation. Combining experiments, simulations, and scaling analysis leads to a master curve that relates the structural rigidity to the underlying geometric and material properties. Our results indicate that the mechanical response of elastic gridshells, and their underlying characteristic forces, are dictated by Euler's elastica rather than by shell-related quantities. The prominence of geometry that we identify in elastic gridshells should allow for our results to transfer across length scales: from architectural structures to micro/nano–1-df mechanical actuators and self-assembly systems.

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Thu, 03 May 2018

14:00 - 15:00
L4

Robust numerical methods for nonlocal diffusion and convection-diffusion equations.

Prof. Espen Jakobsen
(Trondheim)
Abstract


In this talk we will introduce and analyse a class of robust numerical methods for nonlocal possibly nonlinear diffusion and convection-diffusion equations. Diffusion and convection-diffusion models are popular in Physics, Chemistry, Engineering, and Economics, and in many models the diffusion is anomalous or nonlocal. This means that the underlying “particle" distributions are not Gaussian, but rather follow more general Levy distributions, distributions that need not have second moments and can satisfy (generalised) central limit theorems. We will focus on models with nonlinear possibly degenerate diffusions like fractional Porous Medium Equations, Fast Diffusion Equations, and Stefan (phase transition) Problems, with or without convection. The solutions of these problems can be very irregular and even possess shock discontinuities. The combination of nonlinear problems and irregular solutions makes these problems challenging to solve numerically.
The methods we will discuss are monotone finite difference quadrature methods that are robust in the sense that they “always” converge. By that we mean that under very weak assumptions, they converge to the correct generalised possibly discontinuous generalised solution. In some cases we can also obtain error estimates. The plan of the talk is: 1. to give a short introduction to the models, 2. explain the numerical methods, 3. give results and elements of the analysis for pure diffusion equations, and 4. give results and ideas of the analysis for convection-diffusion equations. 
 

Wed, 02 May 2018

16:00 - 17:00
C5

Treating vertex transitive graphs like groups

Alexander Wendland
(University of Warwick)
Abstract

In 2012 Eskin, Fisher and Whyte proved there was a locally finite vertex transitive graph which was not quasi-isometric to any connected locally finite Cayley Graph. This motivates the study of vertex transitive graphs from a geometric group theory point of view. We will discus how concepts and problems from group theory generalise to this setting. Constructing one framework in which problems can be framed so that techniques from group theory can be applied. This is work in progress with Agelos Georgakopoulos.

Tue, 01 May 2018

16:00 - 17:00
L3

“The World Is Round. Or, Is It, Really?” A Global History of Mathematics in the 17th Century

Tomoko L. Kitagawa
(UC Berkeley & Oxford Centre for Global History)
Abstract

Part of the series 'What do historians of mathematics do?'

In this talk, we will survey the movement of mathematical ideas in the 17th century. We will explore, in particular, the mathematical cultures of Paris, Amsterdam, Rome, Cape Town, Goa, Kyoto, Beijing, and London, as well as the journey of mathematical knowledge on a global scale. As it will be an ambitious task to complete a round-the-world history tour in an hour, the focus will be on East Asia. By employing the digital humanities technique, this presentation will use digital media to effectively show historical sources and help the audience imagine the world as a “round” entity when we discuss a global history of mathematics.

Tue, 01 May 2018

16:00 - 17:00
L5

Model theory of approximations and the calculus of oscillating integrals

Boris Zilber
(Oxford University)
Abstract

I will present a variation of positive model theory which addresses the issues of approximations of conventional geometric structures by sequences of Zariski structures as well as approximation by sequences of finite structures. In particular I am interested in applications to quantum mechanics.

I will report on a progress in defining and calculating oscillating in- tegrals of importance in quantum physics. This is based on calculating Gauss sums of order higher or equal to 2 over rings Z/mfor very specific m

Tue, 01 May 2018

15:45 - 16:45
L4

Canonical reduction of stabilizers for stacks with good moduli spaces

David Rydh
(Stockholm)
Abstract

Some natural moduli problems give rise to stacks with infinite stabilizers. I will report on recent work with Dan Edidin where we give a canonical sequence of saturated blow-ups that makes the stabilizers finite. This generalizes earlier work in GIT by Kirwan and Reichstein, and on toric stacks by Edidin-More. Time permitting, I will also mention a recent application to generalized Donaldson-Thomas invariants by Kiem-Li-Savvas.

Tue, 01 May 2018

14:30 - 15:00
L5

Weakly-normal basis vector fields in RKHS with an application to shape Newton methods

Alberto Paganini
(Oxford)
Abstract

We construct a space of vector fields that are normal to differentiable curves in the plane. Its basis functions are defined via saddle point variational problems in reproducing kernel Hilbert spaces (RKHSs). First, we study the properties of these basis vector fields and show how to approximate them. Then, we employ this basis to discretise shape Newton methods and investigate the impact of this discretisation on convergence rates.

Tue, 01 May 2018
14:30
L6

Better Bounds for Poset Dimension and Boxicity

David Wood
(Monash University)
Abstract

We prove that the dimension of every poset whose comparability graph has maximum degree $\Delta$ is at most $\Delta\log^{1+o(1)} \Delta$. This result improves on a 30-year old bound of F\"uredi and Kahn, and is within a $\log^{o(1)}\Delta$ factor of optimal. We prove this result via the notion of boxicity. The boxicity of a graph $G$ is the minimum integer $d$ such that $G$ is the intersection graph of $d$-dimensional axis-aligned boxes. We prove that every graph with maximum degree $\Delta$ has boxicity at most $\Delta\log^{1+o(1)} \Delta$, which is also within a $\log^{o(1)}\Delta$ factor of optimal. We also show that the maximum boxicity of graphs with Euler genus $g$ is $\Theta(\sqrt{g \log g})$, which solves an open problem of Esperet and Joret and is tight up to a $O(1)$ factor. This is joint work with Alex Scott (arXiv:1804.03271).

Tue, 01 May 2018

14:00 - 14:30
L5

Scalable Least-Squares Minimisation for Bundle Adjustment Problem

Lindon Roberts
(Oxford)
Abstract

Structure from Motion (SfM) is a problem which asks: given photos of an object from different angles, can we reconstruct the object in 3D? This problem is important in computer vision, with applications including urban planning and autonomous navigation. A key part of SfM is bundle adjustment, where initial estimates of 3D points and camera locations are refined to match the images. This results in a high-dimensional nonlinear least-squares problem, which is typically solved using the Gauss-Newton method. In this talk, I will discuss how dimensionality reduction methods such as block coordinates and randomised sketching can be used to improve the scalability of Gauss-Newton for bundle adjustment problems.

Tue, 01 May 2018

12:45 - 13:30
C5

Randomized algorithms for computing full, rank-revealing factorizations

Abinand Gopal
(University of Oxford)
Abstract

Over the past decade, the randomized singular value decomposition (RSVD)
algorithm has proven to be an efficient, reliable alternative to classical
algorithms for computing low-rank approximations in a number of applications.
However, in cases where no information is available on the singular value
decay of the data matrix or the data matrix is known to be close to full-rank,
the RSVD is ineffective. In recent years, there has been great interest in
randomized algorithms for computing full factorizations that excel in this
regime.  In this talk, we will give a brief overview of some key ideas in
randomized numerical linear algebra and introduce a new randomized algorithm for
computing a full, rank-revealing URV factorization.

Tue, 01 May 2018

12:00 - 13:15
L4

The double copy: from BRST ghosts to black hole solutions

Dr Sylvia Nagy
(Nottingham)
Abstract

I will present a procedure for perturbatively constructing the field content of gravitational theories from a convolutive product of two Yang-Mills theories. A dictionary "gravity=YM * YM" is developed, reproducing the symmetries and dynamics of the gravity theory from those of the YM theories. I will explain the unexpected, yet crucial role played by the BRST ghosts of the YM system in the construction of gravitational fields. The dictionary is expected to develop into a solution-generating technique for gravity.