Past

In recent years, ideas from the world of partial differential equations (PDEs) have found their way into the arena of graph and network problems. In this talk I will discuss how techniques based on nonlinear PDE models, such as the Allen-Cahn equation and the Merriman-Bence-Osher threshold dynamics scheme can be used to (approximately) detect particular structures in graphs, such as densely connected subgraphs (clustering and classification, minimum cuts) and bipartite subgraphs (maximum cuts). Such techniques not only often lead to fast algorithms that can be applied to large networks, but also pose interesting theoretical questions about the relationships between the graph models and their continuum counterparts, and about connections between the different graph models.

The share of market making conducted by high-frequency trading (HFT) firms has been rising steadily. A distinguishing feature of HFTs is that they trade intraday, ending the day flat. To shed light on the economics of HFTs, and in a departure from existing market making theories, we model an HFT that has access to unlimited leverage intraday but must fund any end-of-day inventory at an exogenously determined cost. Even though the inventory costs only occur at the end of the day, they impact intraday price and liquidity dynamics. This gives rise to an intraday endogenous price impact mechanism. As time approaches the end of the trading day, the sensitivity of prices to inventory levels intensifies, making price impact stronger and widening bid-ask spreads. Moreover, imbalances of buy and sell orders may catalyze hikes and drops of prices, even under fixed supply and demand functions. Empirically, we show that these predictions are borne out in the U.S. Treasury market, where bid-ask spreads and price impact tend to rise towards the end of the day. Furthermore, price movements are negatively correlated with changes in inventory levels as measured by the cumulative net trading volume.
 

(based on joint work with Tobias Adrian, Erik Vogt, and Hongzhong Zhang)

We will present a very general framework for unconstrained stochastic optimization which is based on standard trust region framework using  random models. In particular this framework retains the desirable features such step acceptance criterion, trust region adjustment and ability to utilize of second order models. We make assumptions on the stochasticity that are different from the typical assumptions of stochastic and simulation-based optimization. In particular we assume that our models and function values satisfy some good quality conditions with some probability fixed, but can be arbitrarily bad otherwise. We will analyze the convergence and convergence rates of this general framework and discuss the requirement on the models and function values. We will will contrast our results with existing results from stochastic approximation literature. We will finish with examples of applications arising the area of machine learning. 
 

The non-local Fisher KPP equation is used to model non-local interaction and competition in a population. I will discuss recent work on solutions of this equation with a compactly supported initial condition, which strengthens results on the spreading speed obtained by Hamel and Ryzhik in 2013. The proofs are probabilistic, using a Feynman-Kac formula and some ideas from Bramson's 1983 work on the (local) Fisher KPP equation.

Given a Shimura variety, I will show how to define a corresponding two-sorted structure. Based on work of Chris Daw and Adam Harris, we will study what is needed for the class of this structures to be categorical. Of course, an introduction to Shimura varieties will be given.
 

Given a Shimura variety, I will show how to define a corresponding two-sorted structure. Based on work of Chris Daw and Adam Harris, we will study what is needed for the class of this structures to be categorical. Of course, an introduction to Shimura varieties will be given.

 Anyone who has worked in $\beta $N will not be surprised to learn that some of the algebraically defined subsets of $\beta N$ are not topologically simple, even though their algebraic definition may be very simple.  I shall show that the following subsets of $\beta N$ are not Borel: $N^*+N^*$; the smallest ideal of $\beta N$; the set of idempotents in $\beta N$; any semiprincipal right ideal in $\beta N$; the set of idempotents in any left ideal in $\beta N$.

Asymptotic dimension is a large-scale analogue of Lebesgue covering dimension. I will give a gentle introduction to asymptotic dimension, prove some basic propeties and give some applications to group theory. I will then define coarse homology and explain how when defined, virtual cohomological dimension gives a lower bound on asymptotic dimension.

Abstract:  Anyone who has worked in $\beta $N will not be surprised to learn that some of the algebraically defined subsets of $\beta N$ are not topologically simple, even though their algebraic definition may be very simple.  I shall show that the following subsets of $\beta N$ are not Borel: $N^*+N^*$; the smallest ideal of $\beta N$; the set of idempotents in $\beta N$; any semiprincipal right ideal in $\beta N$; the set of idempotents in any left ideal in $\beta N$.

We present “Ouroboros,” the first blockchain protocol based on proof of stake with rigorous security guarantees. We establish security properties for the protocol comparable to those achieved by the bitcoin blockchain protocol. As the protocol provides a “proof of stake” blockchain discipline, it offers qualitative efficiency advantages over blockchains based on proof of physical resources (e.g., proof of work). We showcase the practicality of our protocol in real world settings by providing experimental results on transaction processing time obtained with a prototype implementation in the Amazon cloud. We also present a novel reward mechanism for incentivizing the protocol and we prove that given this mechanism, honest behavior is an approximate Nash equilibrium, thus neutralizing attacks such as selfish mining. 

Joint work with  Alexander Russell and Bernardo David and Roman Oliynykov

I'll be talking about my masters' research in Quantum Gravity in a way that is accessible to mathematicians.

Ambitious mathematical models of highly complex natural phenomena are challenging to analyse, and more and more computationally expensive to evaluate. This is a particularly acute problem for many tasks of interest and numerical methods will tend to be slow, due to the complexity of the models, and potentially lead to sub-optimal solutions with high levels of uncertainty which needs to be accounted for and subsequently propagated in the statistical reasoning process. This talk will introduce our contributions to an emerging area of research defining a nexus of applied mathematics, statistical science and computer science, called "probabilistic numerics". The aim is to consider numerical problems from a statistical viewpoint, and as such provide numerical methods for which numerical error can be quantified and controlled in a probabilistic manner. This philosophy will be illustrated on problems ranging from predictive policing via crime modelling to computer vision, where probabilistic numerical methods provide a rich and essential quantification of the uncertainty associated with such models and their computation. 

The cobordism hypothesis gives a correspondence between the
framed local topological field theories with values in C and a fully
dualizable objects in C.  Changing framing gives an O(n) action on the
space of local TFTs, and hence by the cobordism hypothesis it gives a
(homotopy coherent) action of O(n) on the space of fully dualizable
objects in C.  One example of this phenomenon is that O(3) acts on the
space of fusion categories.  In fact, O(3) acts on the larger space of
finite tensor categories.  I'll describe this action explicitly and
discuss its relationship to the double dual, Radford's theorem,
pivotal structures, and spherical structures.  This is part of work in
progress joint with Chris Douglas and Chris Schommer-Pries.
 

Identifying correlations within multiple streams of high-volume time series is a general but challenging problem.  A simple exact solution has cost that is linear in the dimensionality of the data, and quadratic in the number of streams.  In this work, we use dimensionality reduction techniques (sketches), along with ideas derived from coding theory and fast matrix multiplication to allow fast (subquadratic) recovery of those pairs that display high correlation.

Joint work with Jacques Dark

Symplectic duality is an equivalence of mathematical structures associated to pairs of hyper-Kahler cones. All known examples arise as the `Higgs branch’ and `Coulomb branch' of a 3d superconformal quantum field theory. In particular, there is a rich class of examples where the Higgs branch is a Nakajima quiver variety and the Coulomb branch is a moduli spaceof singular magnetic monopoles. In this case, I will show that the equivariant cohomology of the moduli space of based quasi-maps to the Higgs branch transforms as a Verma module for the deformation quantisation of the Coulomb branch

Mirror symmetry predicts surprising geometric correspondences between distinct families of algebraic varieties. In some cases, these correspondences have arithmetic consequences. Among the arithmetic correspondences predicted by mirror symmetry are correspondences between point counts over finite fields, and more generally between factors of their Zeta functions. In particular, we will discuss our results on a common factor for Zeta functions alternate families of invertible polynomials. We will also explore closed formulas for the point counts for our alternate mirror families of K3 surfaces and their relation to their Picard–Fuchs equations. Finally, we will discuss how all of this relates to hypergeometric motives. This is joint work with: Charles Doran (University of Alberta, Canada), Tyler Kelly (University of Cambridge, UK), Steven Sperber (University of Minnesota, USA), John Voight (Dartmouth College, USA), and Ursula Whitcher (American Mathematical Society, USA).

Self-organization is observed in systems driven by the “social engagement” of agents with their local neighbors. Prototypical models are found in opinion dynamics, flocking, self-organization of biological organisms, and rendezvous in mobile networks.

We discuss the emergent behavior of such systems. Two natural questions arise in this context. The underlying issue of the first question is how different rules of engagement influence the formation of clusters, and in particular, the emergence of 'consensus'. Different paradigms of emergence yield different patterns, depending on the propagation of connectivity of the underlying graphs of communication.  The second question involves different descriptions of self-organized dynamics when the number of agents tends to infinity. It lends itself to “social hydrodynamics”, driven by the corresponding tendency to move towards the local means. 

We discuss the global regularity of social hydrodynamics for sub-critical initial configurations.

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this talk, we consider an extension of the weak formulation of the optimal Skorokhod embedding problem. Using the classical convex duality approach together with the optimal stopping theory, we establish some duality. Moreover, based on the duality, we provide an alternative proof of the monotonicity principle proved by Beiglbock, Cox and Huesmann.

In 1923, Dulac published a proof of the claim that every real analytic vector field on the plane has only finitely many limit cycles (now known as Dulac's Problem). In the mid-1990s, Ilyashenko completed Dulac's proof; his completion rests on the construction of a quasianalytic class of functions. Unfortunately, this class has very few known closure properties. For various reasons I will explain, we are interested in constructing a larger quasianalytic class that is also a Hardy field. This can be achieved using Ilyashenko's idea of superexact asymptotic expansion.  (Joint work with Tobias Kaiser)

Hyperbolic groups were introduced by Gromov and generalize the fundamental groups of closed hyperbolic manifolds. Since a closed hyperbolic manifold is aspherical, it is a classifying space for its fundamental group, and a hyperbolic group will also admit a compact classifying space in the torsion-free case. After an introduction to this and other topological finiteness properties of hyperbolic groups and their subgroups, we will meet a construction of R. Kropholler, building on work of Brady and Lodha. The construction gives an infinite family of hyperbolic groups with finitely-presented subgroups which are non-hyperbolic by virtue of their finiteness properties. We conclude with progress towards determining minimal examples of the "sizeable" graphs which are needed as input to the construction.

The immune system finds very rare amounts of pathogens and responds against them in a timely and efficient manner. The time to find and respond against pathogens does not vary appreciably with the size of the host animal (scale invariant search and response). This is surprising since the search and response against pathogens is harder in larger animals.

The first part of the talk will focus on using techniques from computer science to solve problems in immunology, specifically how the immune system achieves scale invariant search and response. I use machine learning techniques, ordinary differential equation models and spatially explicit agent based models to understand the dynamics of the immune system. I will talk about Hierarchical Bayesian non-linear mixed effects models to simulate immune response in different species.

The second part of the talk will focus on taking inspiration from the immune system to solve problems in computer science. I will talk about a model that describes the optimal architecture of the immune system and then show how architectures and strategies inspired by the immune system can be used to create distributed systems with faster search and response characteristics.

I argue that techniques from computer science can be applied to the immune system and that the immune system can provide valuable inspiration for robust computing in human engineered distributed systems.

Let A be an abelian variety over a strictly henselian discretely valued field K. In his 1992 paper "Néron models and tame ramification", Edixhoven has constructed a filtration on the special fiber of the Néron model of A that measures the behaviour of the Néron model with respect to tamely ramified extensions of K. The filtration is indexed by rational numbers in [0,1], and if A is wildly ramified, it is an open problem whether the places where it jumps are always rational. I will explain how an interpretation of the filtration in terms of logarithmic geometry leads to explicit formulas for the jumps in the case where A is a Jacobian, which confirms in particular that they are rational. This is joint work with Dennis Eriksson and Lars Halvard Halle.

We propose a new flexible unified framework for studying the time consistency property suited for a large class of maps defined on the set of all cash flows and that are postulated to satisfy only two properties -- monotonicity and locality. This framework integrates the existing forms of time consistency for dynamic risk measures and dynamic performance measures (also known as acceptability indices). The time consistency is defined in terms of an update rule, a novel notion that would be discussed into details and illustrated through various examples. Finally, we will present some connections between existing popular forms of time consistency. 
This is a joint work with Tomasz R. Bielecki and Marcin Pitera.

(joint work with Sergei Starchenko)

Let p:C^n ->A be the covering map of a complex abelian variety and let X be an algebraic variety of C^n, or more generally a definable set in an o-minimal expansion of the real field. Ullmo and Yafaev investigated the topological closure of p(X) in A in the above two  settings and conjectured that the frontier of p(X) can be described, when X is algebraic as finitely many cosets of real sub tori of A, They proved the conjecture when dim X=1. They make a similar conjecture for X definable in an o-minimal structure.

In recent work we show that the above conjecture fails as stated, and prove a modified version,  describing the frontier of p(X) as finitely many families of cosets of subtori. We prove a similar result when X is a definable set in an o-minimal structure and p:R^n-> T is the covering map of a real torus.  The proofs use model theory of o-minimal structures as well as algebraically closed valued fields.

Tim Harford, Financial Times columnist and presenter of Radio 4's "More or Less", argues that politicians, businesses and even charities have been poisoning the value of statistics and data. Tim will argue that we need to defend the value of good data in public discourse, and will suggest how to lead the defence of statistical truth-telling.

Please email @email to register 

The character variety of a manifold is a moduli space of representations of its fundamental group into some fixed gauge group.  In this talk I will outline the construction of a fully extended topological field theory in dimension 4, which gives a uniform functorial quantization of the character varieties of low-dimensional manifolds, when the gauge group is reductive algebraic (e.g. $GL_N$).

I'll focus on important examples in representation theory arising from the construction, in genus 1:  spherical double affine Hecke algebras (DAHA), difference-operator q-deformations of the Grothendieck-Springer sheaf, and the construction of irreducible DAHA modules mimicking techniques in classical geometric representation theory.  The general constructions are joint with David Ben-Zvi, Adrien Brochier, and Noah Snyder, and applications to representation theory of DAHA are joint with Martina Balagovic and Monica Vazirani.

In a recent breakthrough, Peter Keevash proved the Existence conjecture for combinatorial designs, which has its roots in the 19th century. In joint work with Daniela Kühn, Allan Lo and Deryk Osthus, we gave a new proof of this result, based on the method of iterative absorption. In fact, `regularity boosting’ allows us to extend our main decomposition result beyond the quasirandom setting and thus to generalise the results of Keevash. In particular, we obtain a resilience version and a minimum degree version. In this talk, we will present our new results within a brief outline of the history of the Existence conjecture and provide an overview of the proof.

We give an overview of joint work with Lewis Topley on modular W-algebras. In particular, we outline the classification 1-dimensional modules for modular W-algebras for gl_n, which in turn this leads to a classification of minimal dimensional modules for reduced enveloping algebras for gl_n.

An essential ingredient of AdS/CFT, dS/CFT and other dualities is a geometric notion of scattering that refers to asymptotics rather than, say, infinite time limits. Though one expects non-perturbative versions to exist in the case of linear quantum fields (and non-linear classical fields), this has been rigorously implemented in Lorentzian settings only relatively recently. The goal of this talk will be to give an overview in different geometrical setups, including asymptotically Minkowski, de Sitter and Anti-de Sitter spacetimes. In particular I will discuss recent results on classical scattering and particle interpretations, compare them with the setup of conformal scattering and explain how they can be used to construct "in-out" Feynman propagators (based on joint works with Christian Gérard and András Vasy).

In this talk, we will discuss sequences of immersions from 2-discs into Euclidean with finite total curvature where the Willmore energy converges to zero (a minimal surface). We will show that away from finitely many concentration points of the total curvature, the surface converges strongly in $W^{2,2}$.  Furthermore, we have an energy identity for the total curvature, at the concentration points after a blow-up procedure we show that there is a bubble tree consisting of complete non-compact (branched) minimal surfaces of finite total curvature which are quantised in multiples of 4\pi. We will also apply this method to the mean curvature flow, showing that sequences of surfaces that are locally converging to a self-shrinker in L^2 also develop a bubble tree of complete non-compact (branched) minimal surfaces in Euclidean space with finite total curvature quantised in multiples of 4\pi. 

 I will give a light introduction to the theory of regularity structures and then discuss recent developments with regards to renormalization within the theory - in particular I will describe joint work with Martin Hairer where multiscale techniques from constructive field theory are adapted to provide a systematic method of obtaining needed stochastic estimates for the theory. 

Given two actions of a group $G$ on trees $T_1,T_2$, Guirardel introduced the "core", a $G$--cocompact CAT(0) subspace of $T_1\times
T_2$.  The covolume of the core is a natural notion of "intersection number" for the two tree actions (for example, if $G$ is a surface group
and $T_1,T_2$ are Bass-Serre trees associated to splittings along some curves, this "intersection number" is the one you'd expect).  We
generalise this construction by considering a fixed finitely-presented group $G$ equipped with finitely many essential, cocompact actions on
CAT(0) cube complexes $X_1,...,X_d$.  Inside $X=X_1\times ... \times X_d$, we find a $G$--invariant subcomplex $C$ which, although not convex
or necessarily CAT(0), has each component isometrically embedded with respect to the $\ell_1$ metric on $X$ (the key point is this change from
the CAT(0) to the $\ell_1$ viewpoint).  In the case where $d=2$ and $X_1,X_2$ are simplicial trees, $C$ is the Guirardel core.  Many
features of the Guirardel core generalise, and I will summarise these. For example, if the cubulations $G\to Aut(X_i)$ are "essentially
different", then $C$ is connected and $G$--cocompact.  Time permitting, I will discuss an application, namely a new proof of Nielsen realisation
for finite subgroups of $Out(F_n)$.  This talk is based on ongoing joint work with Henry Wilton.

Abstract: Equations with small scales abound in physics and applied science. When the coefficients vary on microscopic scales, the local fluctuations average out under certain assumptions and we have the so-called homogenization phenomenon. In this talk, I will try to explain some probabilistic approaches we use to obtain the first order random fluctuations in stochastic homogenization. If homogenization is to be viewed as a law of large number type result, here we are looking for a central limit theorem. The tools we use include the Kipnis-Varadhan's method, a quantitative martingale central limit theorem and the Stein's method. Based on joint work with Jean-Christophe Mourrat. 

 The Sen conjecture, made in 1994, makes precise predictions about the existence of L^2 harmonic forms on the monopole moduli spaces. For each positive integer k, the moduli space M_k of monopoles of charge k is a non-compact smooth manifold of dimension 4k, carrying a natural hyperkaehler metric.  Thus studying Sen’s conjectures requires a good understanding of the asymptotic structure of M_k and its metric.  This is a challenging analytical problem, because of the non-compactness of M_k and because its asymptotic structure is at least as complicated as the partitions of k.  For k=2, the metric was written down explicitly by Atiyah and Hitchin, and partial results are known in other cases.  In this talk, I shall introduce the main characters in this story and describe recent work aimed at proving Sen’s conjecture.

Recently, millions of novel examples of compact G2 holonomy manifolds have been constructed as twisted connected sums of asymptotically cylindrical Calabi-Yau threefolds. In case these are K3 fibred, they can in turn be constructed from dual pairs of tops. This is analogous to Batyrev's construction of Calabi-Yau manifolds via reflexive polytopes. For compactifications of Type II superstrings on such G2 manifolds, we formulate a construction of the mirror.

Featuring
Peter Grindrod, Director of the Oxford-Emirates Data Science Lab, Oxford Mathematical Institute

Geraint Lloyd, Senior Software Engineer, Schlumberger

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Mick Pont, VP Research and Development, Numerical Algorithms Group (NAG)

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Anna Railton, Technical Staff, Smith Institute

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Michele Taroni, Senior Project Manager, Roxar

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