Past

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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The projects include melting of the paste, fluid flow, particle segregation, baking, shrinkage and material properties of baked electrode.

I will start with a motivation of what algebraic and model-theoretic properties an algebraically closed field of characteristic 1 is expected to have. Then I will explain how these properties forces one to follow the route of Hrushovski's construction/Schanuel-type conjecture analysis. Then I am able to formulate very precise axioms that such a field must satisfy.  The main theorem then states that under the axioms the structure has the desired algebraic properties.
The axioms have a form of statements about existence of solutions to systems of equations in terms of a 'multi-dimansional' valuation theory and the validity of these statements is an open problem to be discussed. 

 

What makes cities successful? A complex systems approach to modelling urban economies

Urban centres draw a diverse range of people, attracted by opportunity, amenities, and the energy of crowds. Yet, while benefiting from density and proximity of people, cities also suffer from issues surrounding crime, congestion and density. Seeking to uncover the mechanisms behind the success of cities using novel tools from the mathematical and data sciences, this work uses network techniques to model the opportunity landscape of cities. Under the theory that cities move into new economic activities that share inputs with existing capabilities, path dependent industrial diversification can be described using a network of industries. Edges represent shared necessary capabilities, and are empirically estimated via flows of workers moving between industries. The position of a city in this network (i.e., the subnetwork of its current industries) will determine its future diversification potential. A city located in a central well-connected region has many options, but one with only few peripheral industries has limited opportunities.

We develop this framework to explain the large variation in labour formality rates across cities in the developing world, using data from Colombia. We show that, as cities become larger, they move into increasingly complex industries as firms combine complementary capabilities derived from a more diverse pool of workers. We further show that a level of agglomeration equivalent to between 45 and 75 minutes of commuting time maximizes the ability of cities to generate formal employment using the variety of skills available. Our results suggest that rather than discouraging the expansion of metropolitan areas, cities should invest in transportation to enable firms to take advantage of urban diversity.

This talk will be based on joint work with Eduardo Lora and Andres Gomez at Harvard University.

Hamilton-Jacobi-Bellman equations for dynamic pricing

I will discuss the Hamilton-Jacobi-Bellman (HJB) equation, which is a nonlinear, second-order, terminal value PDE problem. The equation arises in optimal control theory as an optimality condition.

Consider a dynamic pricing problem: over a given period, what is the best strategy to maximise revenues and minimise the cost of unsold items?

This is formulated as a stochastic control problem in continuous time, where we try to find a function that controls a stochastic differential equation based on the current state of the system.

The optimal control function can be found by solving the corresponding HJB equation.

I will present the solution of the HJB equation using a toy problem, for a risk-neutral and a risk-averse decision maker.

Mirror symmetry is a duality from string theory that states that given a Calabi-Yau variety, there exists another Calabi-Yau variety so that various geometric and physical data are exchanged. The investigation of this mirror correspondence has its roots in enumerative geometry and hodge theory, but has been later interpreted by Kontsevich in a categorical setting. This exchange in data is very powerful, and has been shown to persist for zeta functions associated to Calabi-Yau varieties, although there is no rigorous statement for what arithmetic mirror symmetry would be. Instead of directly trying to state and prove arithmetic mirror symmetry, we will instead use mirror symmetry as an intuitional framework to obtain arithmetic results for special Calabi-Yau pencils in projective space from the Hodge theoretic viewpoint. If time permits, we will discuss work in progress in starting to find arithmetic implications of Kontsevich's Homological Mirror Symmetry.

Work with Jemima Tabeart, Sarah Dance, Nancy Nichols, Joanne Waller (University of Reading) and Stefano Migliorini, Fiona Smith (Met Office). 
In environmental prediction variational data assimilation (DA) is a method for using observational data to estimate the current state of the system. The DA problem is usually solved as a very large nonlinear least squares problem, in which the fit to the measurements is balanced against the fit to a previous model forecast. These two terms are weighted by matrices describing the correlations of the errors in the forecast and in the observations. Until recently most operational weather and ocean forecasting systems assumed that the errors in the observations are uncorrelated. However, as we move to higher resolution observations then it is becoming more important to specify observation error correlations. In this work we look at the effect this has on the conditioning of the optimization problem. In the context of a linear system we develop bounds on the condition number of the problem in the presence of correlated observation errors. We show that the condition number is very dependent on the minimum eigenvalue of the observation error correlation matrix. We then present results using the Met Office data assimilation system, in which different methods for reconditioning the correlation matrix are tested. We investigate the effect of these different methods on the conditioning and the final solution of the problem.
 

Systems that have more than one conserved quantity (i.e. energy plus momentum, density etc.), can exhibit quite interesting temperature profiles in non-equilibrium stationary states. I will present some numerical experiment and mathematical result. I will also expose some other connected problems, always concerning thermal boundary conditions in hydrodynamic limits.
 

Abstract: We will consider a model theoretic approach to Gelfand-Naimark duality, from the point of view of (generalized) Zariski structures. In particular we will show quantifier elimination for compact Hausdorff spaces in the natural Zariski language. Moreover we may see a slightly unusual construction and tweak to the language, which improves stability properties of the structures.
 

Code based Cryptography had its beginning in 1978 when Robert McEliece
demonstrated how the hardness of decoding a general linear code up to
half the minimum distance can be used as the basis for a public key
crypto system.  At the time the proposed system was not implemented in
practice as the required public key was relatively large.

With the realization that a quantum computer would make many
practically used systems obsolete coding based systems became an
important research subject in the area of post-quantum cryptography.
In this talk we will provide an overview to the subject.

In addition  we will report on recent results where the underlying
code is a disguised Gabidulin code or more generally a subspace
code and where the distance measure is the rank metric respecively the
subspace distance.
 

This talk will be on general amalgamation theory, covering ground from the 1950s to original research, with applications and examples from many different areas of mathematics and ranging from classical results to open problems.

A classification of simple flops on smooth threefolds in terms of the length invariant was given by Katz and Morrison, who showed that the length must take the value 1,2,3,4,5, or 6. This classification was produced by understanding simultaneous (partial) resolutions that occur in the deformation theory of A, D, E Kleinian surface singularities. An outcome of this construction is that all simple threefold flops of length l occur by pullback from a "universal flop" of length l. Curto and Morrison understood the universal flops of length 1 and 2 using matrix factorisations. I aim to describe how these universal flops can understood for lengths >2 via noncommutative algebra.

We will consider the following deceptively simple question, formulated recently by Po Shen Loh who connected it to an open problem in Ramsey Theory. Define the '2-less than' relation on the set of triples of integers by saying that a triple x is 2-less than a triple y if x is less than y in at least two coordinates. What is the maximal length of a sequence of triples taking values in {1,...,n} which is totally ordered by the '2-less than' relation?

In his paper, Loh uses the triangle removal lemma to improve slightly on the trivial upper bound of n^2, and conjectures that the truth should be of order n^(3/2). The gap between these bounds has proved to be surprisingly resistant. We shall discuss joint work with Tim Gowers, giving some developments towards this conjecture and a wide array of natural extensions of the problem. Many of these extensions remain open.
 

We consider the classic problem of establishing a statistical ranking of a set of n items given a set of inconsistent and incomplete pairwise comparisons between such items. Instantiations of this problem occur in numerous applications in data analysis (e.g., ranking teams in sports data), computer vision, and machine learning. We formulate the above problem of ranking with incomplete noisy information as an instance of the group synchronization problem over the group SO(2) of planar rotations, whose usefulness has been demonstrated in numerous applications in recent years. Its least squares solution can be approximated by either a spectral or a semidefinite programming (SDP) relaxation, followed by a rounding procedure. We perform extensive numerical simulations on both synthetic and real-world data sets (Premier League soccer games, a Halo 2 game tournament and NCAA College Basketball games) showing that our proposed method compares favorably to other algorithms from the recent literature.

We propose a similar synchronization-based algorithm for the rank-aggregation problem, which integrates in a globally consistent ranking pairwise comparisons given by different rating systems on the same set of items. We also discuss the problem of semi-supervised ranking when there is available information on the ground truth rank of a subset of players, and propose an algorithm based on SDP which recovers the ranks of the remaining players. Finally, synchronization-based ranking, combined with a spectral technique for the densest subgraph problem, allows one to extract locally-consistent partial rankings, in other words, to identify the rank of a small subset of players whose pairwise comparisons are less noisy than the rest of the data, which other methods are not able to identify. 
 

The trigonometric interpolants to a periodic function f in equispaced points converge if f is Dini-continuous, and the associated quadrature formula, the trapezoidal rule, converges if f is continuous.  What if the points are perturbed?  Amazingly little has been done on this problem, or on its algebraic (i.e. nonperiodic) analogue.  I will present new results joint with Anthony Austin which show some surprises.

We outline what we expect from a good cohomology theory and introduce some of the most common cohomology theories. We go on to discuss what properties each should encode and detail attempts to fit them into a common framework. We build evidence for this viewpoint through several worked number theoretic examples and explain how many of the key conjectures in number theory fit into this theory of motives.

In this talk we will discuss some properties of Schrödinger operators on parabolic manifolds, and particularize them to study the stability operator of a parabolic surface with constant mean curvature immersed in a 3-manifold that admits a Killing vector field. As an application, we will determine the range of values of H such that some homogeneous 3-manifolds admit complete parabolic stable surfaces with constant mean curvature H. Time permitting, we will also discuss some related area and first-eigenvalue estimates for the stability operator of constant mean curvature graphs in such 3-manifolds.

Wave propagation in random media can be studied by multi-scale and stochastic analysis. We first consider the direct problem and show that, in a physically relevant regime of separation of scales, wave propagation is governed by a Schrodinger-type equation driven by a Brownian field. We study the associated moment equations and clarify the propagation of coherent and incoherent waves. Second, using these new results we design original methods for sensor array imaging when the medium is randomly scattering and apply them to seismic imaging and ultrasonic testing of concrete.

A randomly trapped random walk on a graph is a simple continuous time random walk in which the holding time at a given vertex is an independent sample from a probability measure determined by the trapping landscape, a collection of probability measures indexed by the vertices.

This is a time change of the simple random walk. For the constant speed continuous time random walk, the landscape has an exponential distribution with rate 1 at each vertex. For the Bouchaud trap model it has an exponential random variable at each vertex but where the rate for the exponential is chosen from a heavy tailed distribution. In one dimension the possible scaling limits are time changes of Brownian motion and include the fractional kinetics process and the Fontes-Isopi-Newman (FIN) singular diffusion. We extend this analysis to put these models in the setting of resistance forms, a framework that includes finitely ramified fractals. In particular we will construct a FIN diffusion as the limit of the Bouchaud trap model and the random conductance model on fractal graphs. We will establish heat kernel estimates for the FIN diffusion extending what is known even in the one-dimensional case.

We discuss how bipartite graphs on Riemann surfaces encapture a wealth of information about the physics and the mathematics of gauge theories. The
correspondence between the gauge theory, the underlying algebraic geometry of its space of vacua, the combinatorics of dimers and toric varieties, as
well as the number theory of dessin d'enfants becomes particularly intricate under this light.

Automorphic forms arise naturally when studying scattering amplitudes in toroidal compactifications of string theory. In this talk, I will summarize the conditions on four-graviton amplitudes from the literature required by U-duality, supersymmetry and string perturbation theory, which are satisfied by certain Eisenstein series on exceptional Lie groups. Physical information, such as instanton effects, are encoded in their Fourier coefficients on parabolic subgroups, which are, in general, difficult to compute. I will demonstrate a method for evaluating certain Fourier coefficients of interest in string theory. Based on arXiv:1511.04265, arXiv:1412.5625 and work in progress.
 

Mathematical methods are increasingly being used to design auctions. Paul Klemperer will talk about some of his own experience which includes designing the U.K.'s mobile phone licence auction that raised £22.5 billion, and a new auction that helped the Bank of England in the financial crisis. (The then-Governor, Mervyn King, described it as "a marvellous application of theoretical economics to a practical problem of vital importance".) He will also discuss further development of the latter auction using convex and "tropical" geometric methods.

Radar data from both Greenland and Antarctica show folds and other disruptions to the stratigraphy of the deep ice. The mechanisms by which stratigraphy deforms are related to the interplay between ice flow and topography. Here we show that when ice flows across valleys or overdeepenings, viscous overturnings called Moffatt eddies can develop. At the base of a subglacial valley, the shear on the valley walls is transfered through the ice, forcing the ice to overturn. To understand the formation of these eddies, we numerically solve the non-Newtonian Stokes equations with a Glen's law rheology to determine the critical valley angle for the eddies to form. The decrease in ice viscosity with shear enhances shear localization and, therefore, Moffatt eddies form in smaller valley angles (steeper slopes) than in a fluid that does not localize shear, such as a Newtonian fluid. When temperature is incorporated into the ice rheology, the warmer basal ice is less viscous and eddies form in larger valley angles (shallower slopes) than in isothermal ice. We apply our simulations to the Gamburtsev Subglacial Mountains and solve for the ice flow over radar-determined topography. These simulations show Moffatt eddies on the order of 100 meters tall in the deep subglacial valleys.

We pursue robust approach to pricing and hedging in mathematical
finance. We develop a general discrete time setting in which some
underlying assets and options are available for dynamic trading and a
further set of European options, possibly with varying maturities, is
available for static trading. We include in our setup modelling beliefs by
allowing to specify a set of paths to be considered, e.g.
super-replication of a contingent claim is required only for paths falling
in the given set. Our framework thus interpolates between
model-independent and model-specific settings and allows to quantify the
impact of making assumptions. We establish suitable FTAP and
Pricing-Hedging duality results which include as special cases previous
results of Acciaio et al. (2013), Burzoni et al. (2016) as well the
Dalang-Morton-Willinger theorem. Finally, we explain how to treat further
problems, such as insider trading (information quantification) or American
options pricing.
Based on joint works with Burzoni, Frittelli, Hou, Maggis; Aksamit, Deng and Tan.
 

In joint work with Sylvy Anscombe we had found an abstract
valuation theoretic condition characterizing those fields F for which
the power series ring F[[t]] is existentially 0-definable in its
quotient field F((t)). In this talk I will report on recent joint work
with Sylvy Anscombe and Philip Dittmann in which the study of this
condition leads us to some beautiful results on the border of number
theory and model theory. In particular, I will suggest and apply a
p-adic analogue of Lagrange's Four Squares Theorem.

The study of 3-manifolds is founded on the strong connection between algebra and topology in dimension three. In particular, the sine qua non of much of the theory is the Loop Theorem, stating that for any embedding of a surface into a 3-manifold, a failure to be injective on the fundamental group is realised by some genuine embedding of a disc. I will discuss this theorem and give a proof of it.

Cells adapt their metabolic state in response to changes in the environment.  I will present a systematic framework for the construction of flux graphs to represent organism-wide metabolic networks.  These graphs encode the directionality of metabolic fluxes via links that represent the flow of metabolites from source to target reactions.  The weights of the links have a precise interpretation in terms of probabilities or metabolite flow per unit time. The methodology can be applied both in the absence of a specific biological context, or tailored to different environmental conditions by incorporating flux distributions computed from constraint-based modelling (e.g., Flux-Balance Analysis). I will illustrate the approach on the central carbon metabolism of Escherichia coli, revealing drastic changes in the topological and community structure of the metabolic graphs, which capture the re-routing of metabolic fluxes under each growth condition.

By integrating Flux Balance Analysis and tools from network science, our framework allows for the interrogation of environment-specific metabolic responses beyond fixed, standard pathway descriptions.

In this talk on joint work with REBECCA BELLOVIN we discuss the “local ε-isomorphism” conjecture of Fukaya and Kato for (crystalline) families of G_{Q_p}-representations. This can be regarded as a local analogue of the global Iwasawa main conjecture for families, extending earlier work of Kato for rank one modules, of Benois and Berger for crystalline representations with respect to the cyclotomic extension as well as of Loeffler, Venjakob and Zerbes for crystalline representations with respect to abelian p-adic Lie extensions of Q_p. Nakamura has shown Kato’s - conjecture for (ϕ,\Gamma)-modules over the Robba ring, which means in particular only after inverting p, for rank one and trianguline families. The main ingredient of (the integrality part of) the proof consists of the construction of families of Wach modules generalizing work of Wach and Berger and following Kisin’s approach via a corresponding moduli space.
 

We construct triangle equivalences between singularity categories of
two-dimensional cyclic quotient singularities and singularity categories of
a new class of finite dimensional local algebras, which we call Knörrer
invariant algebras. In the hypersurface case, we recover a special case of Knörrer’s equivalence for (stable) categories of matrix factorisations.
We’ll then explain how this led us to study Ringel duality for
certain (ultra strongly) quasi-hereditary algebras.
This is based on joint work with Joe Karmazyn.

Inverse problems are ubiquitous in many areas of Science and Engineering and, once discretised, they lead to ill-conditioned linear systems, often of huge dimensions: regularisation consists in replacing the original system by a nearby problem with better numerical properties, in order to find meaningful approximations of its solution. In this talk we will explore the regularisation properties of many iterative methods based on Krylov subspaces. After surveying some basic methods such as CGLS and GMRES, innovative approaches based on flexible variants of CGLS and GMRES will be presented, in order to efficiently enforce nonnegativity and sparsity into the solution.

Patlak-Keller-Segel equations 
\[
\begin{aligned}
u_t - L u &= - \mathop{\text{div}\,} (u \nabla v) \\
v_t - \Delta v &= u,
\end{aligned}
\]
where L is a dissipative operator, stem from mathematical chemistry and mathematical biology.
Their variants describe, among others, behaviour of chemotactic populations, including feeding strategies of zooplankton or of certain insects. Analytically, Patlak-Keller-Segel equations reveal quite rich dynamics and a delicate global smoothness vs. blowup dichotomy. 
We will discuss smoothness/blowup results for popular variants of the equations, focusing on the critical cases, where dissipative and aggregative forces seem to be in a balance. A part of this talk is based on joint results with Rafael Granero-Belinchon (Lyon).

The Thue-Morse sequence is perhaps the simplest example of an automatic sequence. Various pseudorandomness properties of this sequence have long been studied. During the talk, I will discuss a new result in this direction, asserting that the Gowers uniformity norms of the Thue-Morse sequence are small in a quantitative sense. Similar results hold for the Rudin-Shapiro sequence, as well as for a much wider class of automatic sequences which will be introduced during the talk.

The talk is partially based on joint work with Jakub Byszewski.

Using a variational approach applied to generalized Rayleigh functionals, we extend the concepts of singular values and singular functions to trivariate functions defined on a rectangular parallelepiped. We also consider eigenvalues and eigenfunctions for trivariate functions whose domain is a cube. For a general finite-rank trivariate function, we describe an algorithm for computing the canonical polyadic (CP) decomposition, provided that the CP factors are linearly independent in two variables. All these notions are computed using Chebfun. Application in finding the best rank-1 approximation of trivariate functions is investigated. We also prove that if the function is analytic and two-way orthogonally decomposable (odeco), then the CP values decay geometrically, and optimal finite-rank approximants converge at the same rate.
 

Work of Bezrukavnikov-Kazhdan-Varshavsky uses an equivariant system of trivial idempotents of Moy-Prasad groups to obtain an
Euler-Poincare formula for the r-depth Bernstein projector. We establish an Euler-Poincare formula for the projector to an individual depth zero Bernstein component in terms of an equivariant system of Peter-Weyl idempotents of parahoric subgroups P associated to a block of the reductive quotient of P.  This work is joint with Dan Barbasch and Dan Ciubotaru.
 

In this talk, I will talk about my current approach to model customer movements and in particular congestion inside supermarkets using queuing networks. As the research question for my project is ‘How should one design supermarkets to minimize congestion?’, I will then talk about my current progress in understanding how the network structure can affect this dynamics.

Linear elasticity can be rigorously derived from finite elasticity in the case of small loadings in terms of \Gamma-convergence. This was first done by Dal Maso-Negri-Percivale in the case of one-well energies with super-quadratic growth. This has been later generalised to different settings, in particular to the case of multi-well energies where the distance between the wells is very small (comparable to the size of the load). I will discuss recent developments in the case when the distance between the wells is arbitrary. In this context linear elasticity can be derived by adding to the multi-well energy a singular higher order term which penalises jumps from one well to another. The size of the singular term has to satisfy certain scaling assumptions which turn out to be optimal. (This is joint work with Alicandro, Dal Maso and Lazzaroni.)