Finite Size Effects — Random Matrices, Quantum Chaos, and Riemann Zeros
Abstract
Since the legendary 1972 encounter of H. Montgomery and F. Dyson at tea time in Princeton, a statistical correspondence of the non-trivial zeros of the Riemann Zeta function with eigenvalues of high-dimensional random matrices has emerged. Surrounded by many deep conjectures, there is a striking analogyto the energy levels of a quantum billiard system with chaotic dynamics. Thanks
to extensive calculation of Riemann zeros by A. Odlyzko, overwhelming numerical evidence has been found for the quantum analogy. The statistical accuracy provided by an enormous dataset of more than one billion zeros reveals distinctive finite size effects. Using the physical analogy, a precise prediction of these effects was recently accomplished through the numerical evaluation of operator determinants and their perturbation series (joint work with P. Forrester and A. Mays, Melbourne).
Dynamic clearing and contagion in an Eisenberg-Noe framework
Abstract
We will consider an extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics in both discrete and continuous time. Mathematical results on existence and uniqueness of firm wealths under discrete and continuous-time will be provided. The financial implications of time dynamics will be considered, with focus on how the dynamic clearing solutions differ from those of the static Eisenberg-Noe model.
On the Existence of Solutions to the Two-Fluids Systems
Abstract
In this talk I will present the recent developments in the topic of existence of solutions to the two-fluid systems. I will discuss the application of approach developed by P.-L. Lions and E. Feireisl and explain the limitations of this technique in the context of multi-component flow models. A particular example of such a model is two-fluids Stokes system with single velocity field and two densities, and with an algebraic pressure law closure. The existence result that uses the compactness criterion introduced for the Navier-Stokes system by D. Bresch and P.-E. Jabin will be presented. I will also mention an innovative construction of solutions relying on the G. Crippa and C. DeLellis stability estimates for the transport equation.
16:00
Graph products of groups
Abstract
Graph products are a class of groups that 'interpolate' between direct and free products, and generalise the notion of right-angled Artin groups. Given a property that free products (and maybe direct products) are known to satisfy, a natural question arises: do graph products satisfy this property? For instance, it is known that graph products act on tree-like spaces (quasi-trees) in a nice way (acylindrically), just like free products. In the talk we will discuss a construction of such an action and, if time permits, its relation to solving systems of equations over graph products.
11:00
Rogers-Ramanujan Type Identities and Partitions
Abstract
In this talk, we shall introduce various identities among partitions of integers, and how these can be expressed via formal power series. In particular, we shall look at the Rogers Ramanujan identities of power series, and discuss possible combinatorial proofs using partitions and Durfree squares.
16:00
On decidability in local and global fields
Abstract
This is a survey on recent advances in classical decidability issues for local and global fields and for some canonical infinite extensions of those.
14:45
A Bounded Bestiary of Feynman Integral Calabi-Yau Geometries
Abstract
In this informal talk, I describe the kinds of functions relevant to scattering amplitudes in perturbative, four-dimensional quantum field theories. In particular, I will argue that generic amplitudes are non-polylogarithmic (beyond one loop), but that there is an upper bound to their geometric complexity. Moreover, I show a veritable `bestiary' of examples which saturate this bound in complexity---including three, all-loop families of integrals defined in massless $\phi^4$ theory which can, at best, be represented as dilogarithms integrated over (2L-2)-dimensional Calabi-Yau manifolds.
Purified Posteriors! A Sparsity Perspective to Speech Modelling
Abstract
This work deals with exploiting the low-dimensional hierarchical structure of speech signals towards the goal of improving acoustic modelling using deep neural networks (DNN). To this aim the work employ tools from sparsity aware signal processing under novel frameworks to enrich the acoustic information present in DNN posterior features.
Weak commutativity of groups
Abstract
We will discuss some recent results with Martin Bridson about
Sidki's construction X(G). In particular, if G is a finitely presented
group then X(G) is a finitely presented group. We will discuss as well the
result that if G has polynomial isoperimetric function and the maximal
metabelian quotient of G is virtually nilpotent then X(G) has polynomial
isoperimetric function. Part of the arguments we will use have homological
nature.
Online generation via offline selection of strong linear cuts from quadratic SDP relaxations
Abstract
Convex and in particular semidefinite relaxations (SDP) for non-convex continuous quadratic optimisation can provide tighter bounds than traditional linear relaxations. However, using SDP relaxations directly in Branch&Cut is impeded by lack of warm starting and inefficiency when combined with other cut classes, i.e. the reformulation-linearization technique. We present a general framework based on machine learning for a strong linear outer-approximation that can retain most tightness of such SDP relaxations, in the form of few strong low dimensional linear cuts selected offline. The cut selection complexity is taken offline by using a neural network estimator (trained before installing solver software) as a selection device for the strongest cuts. Lastly, we present results of our method on QP/QCQP problem instances.
Information Highways and Navigating the Network
Abstract
Recovery of reaction pathways under the DCSC framework.
12:00
The Simplex Geometry of Graphs
Abstract
Graphs are a central object of study in various scientific fields, such as discrete mathematics, theoretical computer science and network science. These graphs are typically studied using combinatorial, algebraic or probabilistic methods, each of which highlights the properties of graphs in a unique way. I will discuss a novel approach to study graphs: the simplex geometry (a simplex is a generalized triangle). This perspective, proposed by Miroslav Fiedler, introduces techniques from (simplex) geometry into the field of graph theory and conversely, via an exact correspondence. We introduce the graph-simplex correspondence, identify a number of basic connections between graph characteristics and simplex properties, and suggest some applications as example.
Reference: https://arxiv.org/abs/1807.06475
12:00
Surprising consequences of a positive cosmological constant
Abstract
The study of isolated systems has been vastly successful in the context of vanishing cosmological constant, Λ=0. However, there is no physically useful notion of asymptotics for the universe we inhabit with Λ>0. The full non-linear framework is still under development, but some interesting results at the linearized level have been obtained. I will focus on the conceptual subtleties that arise at the linearized level and discuss the quadrupole formula for gravitational radiation as well as some recent developments.
Periods and the number Zagier forgot
Abstract
A particularly active area of research in modern algebraic number theory is the study of a class of numbers, called periods. In their simplest form, periods are integrals of rational functions over domains defined by rational in equations. They form a ring, which encompasses all algebraic numbers, logarithms thereof and \pi. They arise in the study of modular forms, cohomology and quantum field theory, and conjecturally have a sort of Galois theory.
We will take a whirlwind tour of these numbers, before discussing non-periods. In particular, we will sketch the construction of an explicit non-period, often forgotten about.
Nonlinear aggregation-diffusion equations in the diffusion-dominated and fair competitions regimes
Abstract
We analyse under which conditions equilibration between two competing effects, repulsion modelled by nonlinear diffusion and attraction modelled by nonlocal interaction, occurs. I will discuss several regimes that appear in aggregation diffusion problems with homogeneous kernels. I will first concentrate in the fair competition case distinguishing among porous medium like cases and fast diffusion like ones. I will discuss the main qualitative properties in terms of stationary states and minimizers of the free energies. In particular, all the porous medium cases are critical while the fast diffusion are not. In the second part, I will discuss the diffusion dominated case in which this balance leads to continuous compactly supported radially decreasing equilibrium configurations for all masses. All stationary states with suitable regularity are shown to be radially symmetric by means of continuous Steiner symmetrisation techniques. Calculus of variations tools allow us to show the existence of global minimizers among these equilibria. Finally, in the particular case of Newtonian interaction in two dimensions they lead to uniqueness of equilibria for any given mass up to translation and to the convergence of solutions of the associated nonlinear aggregation-diffusion equations towards this unique equilibrium profile up to translations as time tends to infinity. This talk is based on works in collaboration with S. Hittmeir, B. Volzone and Y. Yao and with V. Calvez and F. Hoffmann.
15:45
Formal Moduli Problems via Partition Lie Algebras
Abstract
If k is a field of characteristic zero, a theorem of Lurie and Pridham establishes an equivalence between formal moduli problems and differential graded Lie algebras over k. We generalise this equivalence in two different ways to arbitrary ground fields by using “partition Lie algebras”. These mysterious new gadgets are intimately related to the genuine equivariant topology of the partition complex, which allows us to access the operations acting on their homotopy groups (relying on earlier work of Dyer-Lashof, Priddy, Goerss, and Arone-B.). This is joint work with Mathew.
Deep calibration of the rough Bergomi model
Abstract
Unlike standard bivariate diffusion models, the rough Bergomi model by Bayer, Friz, and Gatheral (2016) allows to parsimoniously recover key stylized facts of market implied volatility surfaces such as the exploding power-law behaviour of the at-the-money volatility skew as time to maturity goes to zero. However, falling into the class of so-called rough stochastic volatility models sparked by Alo`s, Leo ́n, and Vives (2007); Fukasawa (2011, 2017); Gatheral, Jaisson, and Rosenbaum (2018), its non-Markovianity poses serious mathematical and computational challenges. To date, calibrating rough Bergomi remained prohibitively expensive since standard calibration routines rely on the repetitive evaluation of the map from model parameters to Black-Scholes implied volatility, which in the case of rough Bergomi involves a costly Monte Carlo simulation (Bennedsen, Lunde, & Pakkanen, 2017; McCrickerd & Pakkanen, 2018; Bayer et al., 2016; Horvath, Jacquier, & Muguruza, 2017). In this paper, we resolve the issue by combining a standard Levenberg-Marquardt calibration routine with a neural network regression, replacing expensive MC simulations with cheap forward runs of a network trained to approximate the implied volatility map. Some numerical results show the prowess of this approach.
Global well-posedness for mass-critical stochastic nonlinear Schrodinger equation
Abstract
TBC
On Controllability of Waves and Geometric Carleman Estimates
Abstract
In this talk, we consider the question of exact (boundary) controllability of wave equations: whether one can steer their solutions from any initial state to any final state using appropriate boundary data. In particular, we discuss new and fully general results for linear wave equations on time-dependent domains with moving boundaries. We also discuss the novel geometric Carleman estimates that are the main tools for proving these controllability results
Mathematrix lunches - Imposter Syndrome
Abstract
The meeting on Monday 15th October will be on Impostor Syndrome. In this meeting we will discuss what impostor syndrome is, what might be the causes of it, and some advice for people who are struggling with it. For anyone who wants to read up on what it is and some different types of impostor syndrome in advance, we recommend this blog post: https://www.themuse.com/advice/5-different-types-of-imposter-syndrome-a…. If you have a smart phone or tablet that you can bring with you, we encourage you to, as we will have some anonymous voting, and the more of you that can join in, the better!
We hope to see many of you there again: Quillen Room (N3.12), Monday 1-2pm.
12:45
Modular graph functions as iterated Eisenstein integrals
Abstract
Superstring scattering amplitudes in genus one have a low-energy expansion in terms of certain real analytic modular forms, called modular graph functions (D'Hoger, Green, Gürdogan and Vanhove). I will sketch the proof that these functions belong to a family of iterated integrals of modular forms (a generalization of Eichler integrals), recently introduced by Francis Brown, which explains many of their properties. The main tools are elliptic multiple polylogarithms (Brown and Levin), single-valued versions thereof, and elliptic multiple zeta values (Enriquez).
Francis Bach - Gossip of Statistical Observations using Orthogonal Polynomials
Abstract
Consider a network of agents connected by communication links, where each agent holds a real value. The gossip problem consists in estimating the average of the values diffused in the network in a distributed manner. Current techniques for gossiping are designed to deal with worst-case scenarios, which is irrelevant in applications to distributed statistical learning and denoising in sensor networks. We design second-order gossip methods tailor-made for the case where the real values are i.i.d. samples from the same distribution. In some regular network structures, we are able to prove optimality of our methods, and simulations suggest that they are efficient in a wide range of random networks. Our approach of gossip stems from a new acceleration framework using the family of orthogonal polynomials with respect to the spectral measure of the network graph (joint work with Raphaël Berthier, and Pierre Gaillard).
Making the most of intercollegiate classes
Abstract
What should you expect in intercollegiate classes? What can you do to get the most out of them? In this session, experienced class tutors will share their thoughts, and a current student will offer tips and advice based on their experience.
All undergraduate and masters students welcome, especially Part B and MSc students attending intercollegiate classes. (Students who attended the Part C/OMMS induction event will find significant overlap between the advice offered there and this session!)
Motile cilia: from the human airways to dynamical systems
Polya’s Program for the Riemann Hypothesis and Related Problems
Abstract
In 1927 Polya proved that the Riemann Hypothesis is equivalent to the hyperbolicity of Jensen polynomials for Riemann’s Xi-function. This hyperbolicity has only been proved for degrees d=1, 2, 3. For each d we prove the hyperbolicity of all but (perhaps) finitely many Jensen polynomials. We obtain a general theorem which models such polynomials by Hermite polynomials. This theorem also allows us to prove a conjecture of Chen, Jia, and Wang on the partition function. This result can be thought of as a proof of GUE for the Riemann zeta function in derivative aspect. This is joint work with Michael Griffin, Larry Rolen, and Don Zagier.
Model-free version of the BDG inequality and its applications
Abstract
In my talk I will briefly introduce model-free approach to mathematical finance, which uses Vovk's outer measure. Then, using pathwise BDG inequality obtained by Beigbloeck and Siorpaes and modification of Vovk's measure, I will present and prove a model-free version of this inequality for continuous price paths. Finally, I will discuss possible applications, like the existence and uniqueness of solutions of SDEs driven by continuous, model-free price paths. The talk will be based on the joint work with Farai Mhlanga and Lesiba Galane (University of Limpopo, South Africa)
Field-free trapping and measurement of single molecules in solution
Abstract
The desire to “freely suspend the constituents of matter” in order to study their behavior can be traced back over 200 years to the diaries of Lichtenberg. From radio-frequency ion traps to optical tweezing of colloidal particles, existing methods to trap matter in free space or solution rely on the use of external fields that often strongly perturb the integrity of a macromolecule in solution. We recently introduced the ‘electrostatic fluidic trap’, an approach that exploits equilibrium thermodynamics to realise stable, non-destructive confinement of single macromolecules in room temperature fluids, and represents a paradigm shift in a nearly century-old field. The spatio-temporal dynamics of a single electrostatically trapped object reveals fundamental information on its properties, e.g., size and electrical charge. We have demonstrated the ability to measure the electrical charge of a single macromolecule in solution with a precision much better than a single elementary charge. Since the electrical charge of a macromolecule in solution is in turn a strong function of its 3D conformation, our approach enables for the first time precise, general measurements of the relationship between 3D structure and electrical charge of a single macromolecule, in real time. I will present our most recent advances in this emerging area of molecular measurement and show how such high-precision measurement at the nanoscale may be able to unveil the presence of previously unexpected phenomena in intermolecular interactions in solution.
Least-Squares Padé approximation of Helmholtz problems with parametric/stochastic wavenumber
Abstract
The present work concerns the approximation of the solution map associated to the parametric Helmholtz boundary value problem, i.e., the map which associates to each (real) wavenumber belonging to a given interval of interest the corresponding solution of the Helmholtz equation. We introduce a single-point Least Squares (LS) rational Padé-type approximation technique applicable to any meromorphic Hilbert space-valued univariate map, and we prove the uniform convergence of the Padé approximation error on any compact subset of the interval of interest that excludes any pole. We also present a simplified and more efficient version, named Fast LS-Padé, applicable to Helmholtz-type parametric equations with normal operators.
The LS-Padé techniques are then employed to approximate the frequency response map associated to various parametric time-harmonic wave problems, namely, a transmission/reflection problem, a scattering problem and a problem in high-frequency regime. In all cases we establish the meromorphy of the frequency response map. The Helmholtz equation with stochastic wavenumber is also considered. In particular, for Lipschitz functionals of the solution, and their corresponding probability measures, we establish weak convergence of the measure derived from the LS-Padé approximant to the true one. Two-dimensioanl numerical tests are performed, which confirm the effectiveness of the approximation method.As of the dates
Joint work with: Francesca Bonizzoni and Ilaria Perugia (Uni. Vienna), Davide Pradovera (EPFL)
Deep Neural Networks and PDEs: Approximation Theory and Structural Properties
Abstract
Novel machine learning techniques based on deep learning, i.e., the data-driven manipulation of neural networks, have reported remarkable results in many areas such as image classification, game intelligence, or speech recognition. Driven by these successes, many scholars have started using them in areas which do not focus on traditional machine learning tasks. For instance, more and more researchers are employing neural networks to develop tools for the discretisation and solution of partial differential equations. Two reasons can be identified to be the driving forces behind the increased interest in neural networks in the area of the numerical analysis of PDEs. On the one hand, powerful approximation theoretical results have been established which demonstrate that neural networks can represent functions from the most relevant function classes with a minimal number of parameters. On the other hand, highly efficient machine learning techniques for the training of these networks are now available and can be used as a black box. In this talk, we will give an overview of some approaches towards the numerical treatment of PDEs with neural networks and study the two aspects above. We will recall some classical and some novel approximation theoretical results and tie these results to PDE discretisation. Afterwards, providing a counterpoint, we analyse the structure of network spaces and deduce considerable problems for the black box solver. In particular, we will identify a number of structural properties of the set of neural networks that render optimisation over this set especially challenging and sometimes impossible. The talk is based on joint work with Helmut Bölcskei, Philipp Grohs, Gitta Kutyniok, Felix Voigtlaender, and Mones Raslan
16:00
Cubulating Groups
Abstract
Cubulating a group means finding a proper cocompact action on a CAT(0) cube complex. I will describe how cubulating a group tells us some nice properties of the group, and explain a general strategy for finding cubulations.
11:00
Hilbert's 10th Problem: What We Know and What We Don't
Abstract
In this talk I will introduce Hilbert's 10th Problem (H10) and the model-theoretic notions necessary to explore this problem from the perspective of mathematical logic. I will give a brief history of its proof, talk a little about its connection to decidability and definability, then close by speaking about generalisations of H10 - what has been proven and what has yet to be discovered.
James Sparks & the City of London Sinfonia - Bach and the Cosmos SOLD OUT
Abstract
Johann Sebastian Bach was the most mathematical of composers. Oxford Mathematician and Cambridge organ scholar James Sparks will explain just how mathematical and City of London Sinfonia will elaborate with a special performance of the Goldberg Variations.
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James Sparks - Bach and the Cosmos (30 minutes)
City of London Sinfonia - J S Bach arr. Sitkovetsky, Goldberg Variations (70 minutes)
Alexandra Wood - Director/Violin
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Please email @email to register
Watch live:
https://www.facebook.com/OxfordMathematics
https://www.livestream.com/oxuni/Bach-Cosmos
The Oxford Mathematics Public Lectures are generously supported by XTX Markets
16:00
Parallels in universality between the universal algorithm and the universal finite set
Abstract
Abstract: The universal algorithm is a Turing machine program that can in principle enumerate any finite sequence of numbers, if run in the right model of PA, and furthermore, can always enumerate any desired extension of that sequence in a suitable end-extension of that model. The universal finite set is a set-theoretic analogue, a locally verifiable definition that can in principle define any finite set, in the right model of set theory, and can always define any desired finite extension of that set in a suitable top-extension of that model. Recent work has uncovered a $\Sigma_1$-definable version that works with respect to end-extensions. I shall give an account of all three results, which have a parallel form, and describe applications to the model theory of arithmetic and set theory. Post questions and commentary on my blog at http://jdh.hamkins.org/parallels-in-universality-oxford-math-logic-semi…;
14:30
Subsets of Cayley graphs that induce many edges
Abstract
Let $G$ be a regular graph of degree $d$ and let $A\subset V(G)$. Say that $A$ is $\eta$-closed if the average degree of the subgraph induced by $A$ is at least $\eta d$. This says that if we choose a random vertex $x\in A$ and a random neighbour $y$ of $x$, then the probability that $y\in A$ is at least $\eta$. In recent joint work with Tim Gowers, we were aiming to obtain a qualitative description of closed subsets of the Cayley graph $\Gamma$ whose vertex set is $\mathbb{F}_2^{n_1}\otimes \dots \otimes \mathbb{F}_2^{n_d}$ with two vertices joined by an edge if their difference is of the form $u_1\otimes \cdots \otimes u_d$. For the matrix case (that is, when $d=2$), such a description was obtained by Khot, Minzer and Safra, a breakthrough that completed the proof of the 2-to-2 conjecture. We have formulated a conjecture for higher dimensions, and proved it in an important special case. In this talk, I will sketch this proof. Also, we have identified a statement about $\eta$-closed sets in Cayley graphs on arbitrary finite Abelian groups that implies the conjecture and can be considered as a "highly asymmetric Balog-Szemerédi-Gowers theorem" when it holds. I will present an example to show that this statement is not true for an arbitrary Cayley graph. It remains to decide whether the statement can be proved for the Cayley graph $\Gamma$.
Drying of Colloid Suspension
Abstract
The next generation emissive displays including quantum dot LED(QLED) and organic LED(OLED) could be efficiently manufactured by inkjet printing, where nano-scale droplets are injected in banked substrate and after evaporation they leave layers of thin film that forms pixels of a display. This novel manufacturing method would greatly reduce cost and improve reliability. However, it is observed in practice that the deposit becomes much thicker near the bank edge and emission is faint there. This motivated the project and in this talk, we will mathematically model the phenomeno, understand its origin and investigate ways of making more uniform deposit by means of simulation.
Abstract regular polytopes and Y-shaped presentations for subgroups of the Monster sporadic simple group
Abstract
Abstract regular polytopes are finite quotients of Coxeter complexes
with string diagram, satisfying a natural intersection property, see
e.g. [MMS2002]. They arise in a number of geometric and group-theoretic
contexts. The first class of such objects, beyond the
well-understood examples coming from finite and affine Coxeter groups,
are locally toroidal cases, e.g. extensions of quotients of the affine
F_4 complex [3,3,4,3]. In 1996 P.McMullen & E.Schulte constructed a
number of examples of locally toroidal abstract regular polytopes of
type [3,3,4,3,3], and conjectured completeness of their list. We
construct counterexamples to the conjecture using a Y-shaped
presentation for a subgroup of the Monster, and discuss various
related questions.
Efficient white noise sampling and coupling for multilevel Monte Carlo
Abstract
When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise the efficient sampling of white noise realizations can be challenging. In this talk we present a novel sampling technique that can be used to efficiently compute white noise samples in a finite element and multilevel Monte Carlo (MLMC) setting.
After discretization, the action of white noise on a test function yields a Gaussian vector with the FEM mass matrix as covariance. Sampling such a vector requires an expensive Cholesky factorization and for this reason P0 representations, for which the mass matrix is diagonal, are generally preferred in the literature. This however has other disadvantages. In this talk we introduce an alternative factorization that is naturally parallelizable and has linear cost and memory complexity (in the number of mesh elements).
Moreover, in a MLMC framework the white noise samples must be coupled between subsequent levels so as to respect the telescoping sum. We show how our technique can be used to enforce this coupling even in the case in which the hierarchy is non-nested via a supermesh construction. We conclude the talk with numerical experiments that demonstrate the efficacy of our method. We observe optimal convergence rates for the finite element solution of the elliptic SPDEs of interest. In a MLMC setting, a good coupling is enforced and the telescoping sum is respected.
12:00
Measuring rank robustness in scored protein interaction networks
Abstract
Many protein interaction databases provide confidence scores based on the experimental evidence underpinning each in- teraction. The databases recommend that protein interac- tion networks (PINs) are built by thresholding on these scores. We demonstrate that varying the score threshold can re- sult in PINs with significantly different topologies. We ar- gue that if a node metric is to be useful for extracting bio- logical signal, it should induce similar node rankings across PINs obtained at different thresholds. We propose three measures—rank continuity, identifiability, and instability— to test for threshold robustness. We apply these to a set of twenty-five metrics of which we identify four: number of edges in the step-1 ego network, the leave-one-out dif- ference in average redundancy, average number of edges in the step-1 ego network, and natural connectivity, as robust across medium-high confidence thresholds. Our measures show good agreement across PINs from different species and data sources. However, analysis of synthetically gen- erated scored networks shows that robustness results are context-specific, and depend both on network topology and on how scores are placed across network edges.
The classical double copy: gravity from Yang-Mills
Abstract
Non-abelian gauge theories underly particle physics, including collision processes at particle accelerators. Recently, quantum scattering probabilities in gauge theories have been shown to be closely related to their counterparts in gravity theories, by the so-called double copy. This suggests a deep relationship between two very different areas of physics, and may lead to new insights into quantum gravity, as well as novel computational methods. This talk will review the double copy for amplitudes, before discussing how it may be extended to describe exact classical solutions such as black holes. Finally, I will discuss hints that the double copy may extend beyond perturbation theory.
A variational problem in L-infinity involving the Laplacian
Abstract
Suppose that we want to minimise the L-infinity norm of the Laplacian of a function (or a similar quantity) under Dirichlet boundary conditions. This is a convex, but not strictly convex variational problem. Nevertheless, it turns out that it has a unique solution, which is characterised by a system of PDEs. The behaviour is thus quite different from the better-known first order problems going back to Aronsson. This is joint work with N. Katzourakis (Reading).
15:45
The loop space homology of a small category
Abstract
In an article published in 2009, Dave Benson described, for a finite group $G$, the mod $p$ homology of the space $\Omega(BG^\wedge_p)$ --- the loop space of the $p$-completion of $BG$ --- in purely algebraic terms. In joint work with Carles Broto and Ran Levi, we have tried to better understand Benson's result by generalizing it. We showed that when $\mathcal{C}$ is a small category, $|\mathcal{C}|$ is its geometric realization, $R$ is a commutative ring, and $|\mathcal{C}|^+_R$ is a plus construction of $|\mathcal{C}|$ with respect to homology with coefficients in $R$, then $H_*(\Omega(|\mathcal{C}|^+_R);R)$ is the homology any chain complex of projective $R\mathcal{C}$-modules that satisfies certain conditions. Benson's theorem is then the special case where $\mathcal{C}$ is the category associated to a finite group $G$ and $R=F_p$, so that $p$-completion is a special case of the plus construction.
Fine properties of fractional Brownian motions on Wiener space
Abstract
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter H under the (p,r)-capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener functionals via the integral representation discovered by Decreusefond and \"{U}st\"{u}nel, and show non differentiability, modulus of continuity, law of iterated Logarithm(LIL) and self-avoiding properties of fractional Brownian motion sample paths using Malliavin calculus as well as the tools developed in the previous work by Fukushima, Takeda and etc. for Brownian motion case.
On smile properties of volatility derivatives and exotic products: understanding the VIX skew
Abstract
We develop a method to study the implied volatility for exotic options and volatility derivatives with European payoffs such as VIX options. Our approach, based on Malliavin calculus techniques, allows us to describe the properties of the at-the-money implied volatility (ATMI) in terms of the Malliavin derivatives of the underlying process. More precisely, we study the short-time behaviour of the ATMI level and skew. As an application, we describe the short-term behavior of the ATMI of VIX and realized variance options in terms of the Hurst parameter of the model, and most importantly we describe the class of volatility processes that generate a positive skew for the VIX implied volatility. In addition, we find that our ATMI asymptotic formulae perform very well even for large maturities. Several numerical examples are provided to support our theoretical results.
Moment maps and non-reductive geometric invariant theory
Abstract
Mathematrix lunches - Meet and Greet
Abstract
This is a welcome to everyone who is interested in discussing and learning more about topics relating to life in academia and issues faced by minorities. We will tell you more about Mathematrix and the events upcoming in the term, as well as discussing ideas for future terms.
All staff, ECRs and postgrad students are invited to join. The lunches are free, relaxed and informal, and people may come and go as they please.
12:45
Twisted indices of 3d N=4 theories and moduli space of quasi-maps
Abstract
I will talk about the Witten index of supersymmetric quantum mechanics obtained from 3d gauge theories compacted on a Riemann surface. In particular, I will show that the twisted indices of 3d N=4 theories compute enumerative invariants of the moduli space, which can be identified as a space of quasi-maps to the Higgs branch. I will also discuss 3d mirror symmetry in this context which provides a non-trivial relation between a pair of generating functions of the invariants.
Regularity theory for Maxwell's equations
Abstract
The focus of this talk is the regularity theory for time-harmonic Maxwell's equations with complex anisotropic parameters. By using the Helmholtz decomposition of the fields, we show how the problem can be completely reduced to a regularity question for elliptic equations, for which classical results may be applied. In particular, we prove the Hölder regularity of solutions under minimal assumptions on the coefficients.
14:00
A generalization of Steinberg theory and an exotic moment map
Abstract
For a reductive group $ G $, Steinberg established a map from the Weyl group to nilpotent $ G $-orbits using momentmaps on double flag varieties. In particular, in the case of the general linear group, he re-interpreted the Robinson-Schensted correspondence between the permutations and pairs of standard tableaux of the same shape in terms of product of complete flags.
We generalize his theory to the case of symmetric pairs $ (G, K) $, and obtained two different maps. In the case where $ (G, K) = (\GL_{2n}, \GL_n \times \GL_n) $, one of the maps is a generalized Steinberg map, which induces a generalization of the RS correspondence for degenerate permutations. The other is an exotic moment map, which maps degenerate permutations to signed Young diagrams, i.e., $ K $-orbits in the Cartan space $ (\lie{g}/\lie{k})^* $.
We explain geometric background of the theory and combinatorial procedures which produces the above mentioned maps.
This is an on-going joint work with Lucas Fresse.