Past

Cluster algebras: from finite to infinite -- Sira Gratz

Abstract: Cluster algebras were introduced by Fomin and Zelevinsky at the beginning of this millennium.  Despite their relatively young age, strong connections to various fields of mathematics - pure and applied - have been established; they show up in topics as diverse as the representation theory of algebras, Teichmüller theory, Poisson geometry, string theory, and partial differential equations describing shallow water waves.  In this talk, following a short introduction to cluster algebras, we will explore their generalisation to infinite rank.

Modelling the effects of data streams using rough paths theory -- Hao Ni

Abstract: In this talk, we bring the theory of rough paths to the study of non-parametric statistics on streamed data and particularly to the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a path or a stream.  We explain how a certain graded feature set of a stream, known in the rough path literature as the signature of the path, has a universality that allows one to characterise the functional relationship summarising the conditional distribution of the dependent response. At the same time this feature set allows explicit computational approaches through linear regression.  We give several examples to show how this low dimensional statistic can be effective to predict the effects of a data stream.

Much of our understanding of the tropospheric dynamics relies on the concept of discrete internal modes. However, discrete modes are the signature of a finite system, while the atmosphere should be modeled as infinite and "is characterized by a single isolated eigenmode and a continuous spectrum" (Lindzen, JAS 2003). Is it then unphysical to use discrete modes? To resolve this issue we obtain an approximate radiation condition at the tropopause --- this yields an EBC. We then use this EBC to compute a new set of vertical modes: the leaky rigid lid modes. These modes decay, with decay time-scales for the first few modes ranging from an hour to a week. This suggests that the rate of energy loss through upwards propagating waves may be an important factor in setting the time scale for some atmospheric phenomena. The modes are not orthogonal, but they are complete, with a simple way to project initial conditions onto them.

The EBC formulation requires an extension of the dispersive wave theory. There it is shown that sinusoidal waves carry energy with the group speed c_g = d omega / dk, where both the frequency omega and wavenumber k are real. However, when there are losses, complex k's and omega's arise, and a more general theory is required. I will briefly comment on this theory, and on how the Laplace Transform can be used to implement generic EBC.

Wei Title: Adaptive timestep Methods for non-globally Lipschitz SDEs

Wei Abstract: Explicit Euler and Milstein methods are two common ways to simulate the numerical solutions of
SDEs for its computability and implementability, but they require global Lipschitz continuity on both
drift and diffusion coefficients. By assuming the boundedness of the p-th moments of exact solution
and numerical solution, strong convergence of the Euler-type schemes for locally Lipschitz drift has been
proved in [HMS02], including the implicit Euler method and the semi-implicit Euler method. However,
except for some special cases, implicit-type Euler method requires additional computational cost, which
is very inefficient in practice. Explicit Euler method then is shown to be divergent in [HJK11] for non-
Lipschitz drift. Explicit tamed Euler method proposed in [HJK + 12], shows the strong convergence for the
one-sided Lipschitz condition with at most polynomial growth and it is also extended to tamed Milstein
method in [WG13]. In this paper, we propose a new adaptive timestep Euler method, which shows the
strong convergence under locally Lipschitz drift and gains the standard convergence order under one-sided
Lipschitz condition with at most polynomial growth. Numerical experiments also demonstrate a better
performance of our scheme, especially for large initial value and high dimensions, by comparing the mean
square error with respect to the runtime. In addition, we extend this adaptive scheme to Milstein method
and get a higher order strong convergence with commutative noise.

Alexander Title: Functionally-generated portfolios and optimal transport

Alexander Abstract: I will showcase some ongoing research, in which I try to make links between the class of functionally-generated portfolios from Stochastic Portfolio Theory, and certain optimal transport problems.

This is the 4th talk of the study group on Beilinson's approach to p-adic Hodge theory, following the notes of Szamuley and Zabradi.

I shall finish the computation of the module of differentials of the ring of integers of the algebraic closure of Q_p and describe a universal thickening of C_p.

I shall also quickly introduce the derived de Rham algebra. Kevin McGerty will give a talk on the derived de Rham algebra in W5 or W6.

Hall algebras are a deformation of the K-group (Grothendieck group) of an abelian category, which encode some information about non-trivial extensions in the category.
A main feature of Hall algebras is that in addition to the product (which deforms the product in the K-group) there is a natural coproduct, which in certain cases makes the Hall algebra a (braided) bi-algebra. This is the content of Green's theorem and supplies the main ingredient in a construction of quantum groups.

An abelian l-group G is essentially a partially ordered subgroup of functions from a set to a totally ordered abelian group such

that G is closed under taking finite infima and suprema. For example, G could be the continuous semi-linear functions defined on the open
unit square, or, G could be the continuous semi-algebraic functions defined in the plane with values in (0,\infty), where the group
operation is multiplication. I will show how G, under natural geometric assumptions, can be interpreted (in a weak sense) in its lattice of
zero sets. This will then be applied to the model theory of natural divisible abelian l-groups. For example we will see that the
aforementioned examples are elementary equivalent. (Parts of the results have been announced in a preliminary report from 1987 by F. Shen
and V. Weispfenning.)

For $k \geq 3$ we give new values of $\rho_k$ such that
$$ \| \alpha p^k + \beta \| < p^{-\rho_k} $$
has infinitely many solutions in primes whenever $\alpha$ is irrational and $\beta$ is real. The mean
value results of Bourgain, Demeter, and Guth are useful for $k \geq 6$; for all $k$, the results also
depend on bounding the number of solutions of a congruence of the form

$$ \left\| \frac{sy^k}{q} \right\| < \frac{1}{Z} \ \ (1 \leq y \leq Y < q) $$

where $q$ is a given large natural number.

The limit order book is the at the core of every modern, electronic financial market. In this talk, I will present some results pertaining to their statistical properties, mathematical modelling and numerical simulation. Questions such as ergodicity, dependencies, relation betwen time scales... will be addressed and sometimes answered to. Some on-going research projects, with applications to optimal trading and market making, will be evoked.

Permanent deformations of crystalline materials are known to be carried out by a large
number of atomistic line defects, i.e. dislocations. For specimens on micron scales or above, it
is more computationally tractable to investigate macroscopic material properties based on the
evolution of underlying dislocation densities. However, classical models of dislocation
continua struggle to resolve short-range elastic interactions of dislocations, which are believed
responsible for the formation of various heterogeneous dislocation substructures in crystals. In
this talk, we start with discussion on formulating the collective behaviour of a row of
dislocation dipoles, which would be considered equivalent to a dislocation-free state in
classical continuum models. It is shown that the underlying discrete dislocation dynamics can
be asymptotically captured by a set of evolution equations for dislocation densities along with
a set of equilibrium equations for variables characterising the self-sustained dislocation
substructures residing on a shorter length scale, and the strength of the dislocation
substructures is associated with the solvability conditions of their governing equilibrium
equations. Under the same strategy, a (continuum) flow stress formula for multi-slip systems
is also derived, and the formula resolves more details from the underlying dynamics than the
ubiquitously adopted Taylor-type formulae.

The requirement to compute Jordan blocks for multiple eigenvalues arises in a number of physical problems, for example panel flutter problems in aerodynamical stability, the stability of electrical power systems, and in quantum mechanics. We introduce a general method for computing a 2-dimensional Jordan block in a parameter-dependent matrix eigenvalue problem based on the so called Implicit Determinant Method. This is joint work with Alastair Spence (Bath).

I will discuss the circumstances in which residual finiteness properties of an amalgamated free product $A\ast_c B$ may be deduced from the properties of $A$ and $B$, with particular regard to the pro-p residual properties.

ABSTRACT: A space of countable extent, also called an omega_1-compact space, is one in which every closed discrete subspace is countable.  The axiom used in the following theorem is consistent if it is consistent that there is a supercompact cardinal.

Theorem 1  The LCT axiom implies that every hereditarily normal, omega_1-compact space
is sigma-countably compact,  i.e., the union of countably many countably compact subspaces.

Even for the specialized subclass of monotonically normal spaces, this is only a consistency result:

Theorem 2   If club, then there exists a locally compact, omega_1-compact monotonically
normal space that is not sigma-countably compact.

These two results together are unusual in that most independence results on
monotonically normal spaces depend on whether Souslin's Hypothesis (SH) is true,
and do not involve large cardinal axioms. Here, it is not known whether either
SH or its negation affect either direction in this independence result.

The following unsolved problem is also discussed:

Problem  Is there a ZFC example of a locally compact, omega_1-compact space
of cardinality aleph_1 that is not sigma-countably compact?

The cube attack of Dinur and Shamir and the AIDA attack of Vielhaber have been used successfully on 

reduced round versions of the Trivium stream cipher and a few other ciphers. 

These attacks can be viewed in the framework of higher order differentiation, as introduced by Lai in 

the cryptographic context. We generalise these attacks from the binary case to general finite fields, 

showing that we would need to differentiate several times with respect to each variable in order to have

a reasonable chance of a successful attack.

We also investigate the notion of “fast points” for a binary polynomial function f  

(i.e. vectors such that the derivative of f with respect to this vector has a lower 

than expected degree). These were  introduced by Duan and Lai, motivated by the fact that higher order 

differential attacks are usually more efficient if they use such points. The number of functions which 

admit fast points were computed by Duan et al in a few particular cases; we give explicit formulae for 

all remaining cases and discuss the cryptographic significance of these results.

Diffusion processes are commonly used in image processing. In particular, complex diffusion models have been successfully applied in medical imaging denoising. The interpretation of a complex diffusion equation as a cross-diffusion system motivates the introduction of more general models of this type and their study in the context of image processing. In this talk we will discuss the use of nonlinear cross-diffusion systems to perform image restoration. We will analyse the well-posedness, scale-space properties and
long time behaviour of the models along with their performance to treat image filtering problems. Examples of application will be highlighted.

For a fixed degree sequence D=(d_1,...,d_n), let G(D) be a uniformly chosen (simple) graph on {1,...,n} where the vertex i has degree d_i. The study of G(D) is of special interest in order to model real-world networks that can be described by their degree sequence, such as scale-free networks. While many aspects of G(D) have been extensively studied, most of the obtained results only hold provided that the degree sequence D satisfies some technical conditions. In this talk we will introduce a new approach (based on the switching method) that allows us to study the random graph G(D) imposing no conditions on D. Most notably, this approach provides a new criterion on the existence of a giant component in G(D). Moreover, this method is also useful to determine whether there exists a percolation threshold in G(D). The first part of this talk is joint work with F. Joos, D. Rautenbach and B. Reed, and the second part, with N. Fountoulakis and F. Joos.

In 1878, Jordan showed that there is a function f on the set of natural numbers such that, if $G$ is a finite subgroup of $GL(n,C)$, then $G$ has an abelian normal subgroup of index at most $f(n)$. Early bounds were given by Frobenius and Schur, and close to optimal bounds were given by Weisfeiler in unpublished work in 1984 using the classification of finite simple groups; about ten years ago I obtained the optimal bounds. Crucially, these are "absolute" bounds; they do not address the wider question of divisibility of orders.

In 1887, Minkowski established a bound for the order of a Sylow p-subgroup of a finite subgroup of GL(n,Z). Recently, Serre asked me whether I could obtain Minkowski-like results for complex linear groups, and posed a very specific question. The answer turns out to be no, but his suggestion is actually quite close to the truth, and I shall address this question in my seminar. The answer addresses the divisibility issue in general, and it turns out that a central technical theorem on the structure of linear groups from my earlier work which there was framed as a replacement theorem can be reinterpreted as an embedding theorem and so can be used to preserve divisibility.

Interactions between micro-swimmers and their complex flow environments are important in many biological systems, such as sperm cells swimming in cervical mucus or bacteria in biofilm initiation areas. We present a theoretical model describing the dynamics of micro-organisms swimming in a plane Poiseuille flow of a viscoelastic fluid, accounting for hydrodynamic interactions and biological noise. General non-Newtonian effects are investigated, including shear-thinning and normal stress differences that lead to migration of the organisms across the streamlines of the background flow. We show that micro-swimmers are driven towards the centre-line of the channel, even if countered by hydrodynamic interactions with the channel walls that typically lead to boundary accumulation. Furthermore, we demonstrate that the normal stress differences reorient the swimmers at the centre-line in the direction against the flow so that they swim upstream. This suggests a natural sorting mechanism to select swimmers with a given swimming speed larger than the tunable Poiseuille flow velocity. This framework is then extended to study trapping and colony formation of pathogens near surfaces, in corners and crevices. 

Loop computations put the 'quantum' into quantum field theory. Much effort has focused on their structure and properties, with most spectacular progress in maximally supersymmetric gauge theories in the planar limit. These theories are however quite far from reality as described for instance in the standard model of particle physics. In this talk I'll report on ongoing work using BCFW on-shell recursion to obtain loop amplitude integrands in a much more realistic theory, pure Yang-Mills theory, using methods which apply directly to the standard model.

In this lecture we describe the effective Chebotarev Theorem for global function fields and show how this can be used to describe the statistics of a polynomial map f in terms of its monodromy groups. With this tool in hand, we will provide a strategy to remove the remaining heuristic in the quasi-polynomial time algorithm for discrete
logarithm problems over finite fields of small characteristic.

I will describe a sketch of the proof of Grothendieck conjecture on fundamental groups.
 

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

"In this talk I present the history and proof of the four-colour theorem: Can every map be coloured with just four colours so that neighbouring countries are coloured differently?  The proof took 124 years to find, and used 1200 hours of computer time. But what did it involve, and is it really a proof?"

In this talk we discuss a new second order parabolic evolution equation

for hypersurfaces in space-time initial data sets, that generalizes mean

curvature flow (MCF). In particular, the 'null mean curvature' - a

space-time extrinsic curvature quantity - replaces the usual mean

curvature in the evolution equation defining MCF.  This flow is motivated

by the study of black holes and mass/energy inequalities in general

relativity. We present a theory of weak solutions using the level-set

method and  outline a natural application of the flow as a parabolic

approach to finding outermost marginally outer trapped surfaces (MOTS),

which play the role of quasi-local black hole boundaries in general

relativity. This is joint work with Kristen Moore.

We will prove an upper bound for the volume of a minimal
hypersurface in a closed Riemannian manifold conformally equivalent to
a manifold with $Ric > -(n-1)$.  In the second part of the talk we will
construct a sweepout of a closed 3-manifold with positive Ricci
curvature by 1-cycles of controlled length and prove an upper bound
for the length of a stationary geodesic net. These are joint works
with Parker Glynn-Adey (Toronto) and Xin Zhou (MIT).

The classical Yamabe problem asks to find in a given conformal class a metric of constant scalar curvature. In fully nonlinear analogues, the scalar curvature is replaced by certain functions of the eigenvalue of the Schouten curvature tensor. I will report on quantitative Liouville theorems and fine blow-up analysis for these problems. Joint work with Yanyan Li.
 

The extension of standard stochastic models (SDEs, SPDEs) to general fractional noises is known to be a tricky issue, which cannot be studied within the classical martingale setting. We will see how the recently-introduced theory of regularity structures allows us to overcome these difficulties, in the case of a heat equation model with non-linear perturbation driven by a space-time fractional Brownian motion.

The analysis relies in particular on the exhibition of an explicit process at the core of the dynamics, the so-called K-rough path, the definition of which shows strong similarities with that of a classical rough path.

Heterotic vacua, defined with a holomorphic bundle and connection satisfying hermitian Yang-Mills, realise four-dimensional chiral gauge theories. We exploit the rich interplay between four-dimensional physics, supersymmetry and  geometry to construct a natural Kaehler metric for the moduli space, with a shockingly simple Kaehler potential. Along the way, we discover a natural geometric structure for the heterotic moduli.
 

What is the point of giving a talk?  What is the point of going to a talk?  In this presentation, which is intended to have a lot of audience participation, I would like to explore how one should prepare talks for different audiences and different occasions, and what one should try to get out of going to a talk.

This is a survey (with some proofs) of chapter 2 of the notes http://renyi.mta.hu/~szamuely/beilintronew.pdf of T. Szamuely and G. Zabradi on Beilinson's approach to the p-adic Hodge decomposition theorem.

Science is giving us unprecedented insight into the big questions that have challenged humanity. Where did we come from? What is the ultimate destiny of the universe? What are the building blocks of the physical world? What is consciousness?

‘What We Cannot Know’ asks us to rein in this unbridled enthusiasm for the power of science. Are there limits to what we can discover about our physical universe? Are some regions of the future beyond the predictive powers of science and mathematics? Are there ideas so complex that they are beyond the conception of our finite human brains? Can brains even investigate themselves or does the analysis enter an infinite loop from which it is impossible to rescue itself? 

To coincide with the launch of his new book of the same title, Marcus du Sautoy will be answering (or not answering) those questions. He will also be signing copies of the book before and after the lecture.

To book please email @email

This seminar is run jointly with OMI.

Throughout the Western world, defined benefit pension plans are disappearing, replaced by defined contribution (DC) plans. Retail investors are thus faced with managing investments over a thirty year accumulation period followed by a twenty year decumulation phase. Holders of DC plans are thus truly long term investors. We consider dynamic mean variance asset allocation strategies for long term investors. We derive the "embedding result" which converts the mean variance objective into a form suitable for dynamic programming using an intuitive approach. We then discuss a semi-Lagrangian technique for numerical solution of the optimal control problem via a Hamilton-Jacob-Bellman PDE. Parameters for the inflation adjusted return of a stock index and a risk free bond are determined by examining 89 years of US data. Extensive synthetic market tests, and resampled backtests of historical data, indicate that the multi-period mean variance strategy achieves approximately the same expected terminal wealth as a constant weight strategy, while reducing the probability of shortfall by a factor of two to three.

My main purpose in this talk is try and convey a sense of my enthusiasm for mathematical modelling generally and how I've come to use it in a range of transport applications. For concreteness, I am going to talk in particular about work I have been doing on EPSRC grant EP/K000438/1 (PI: Jillian Anable, Aberdeen) where we are using the UK government's Department for Transport MOT data to estimate mileage totals and study how they are broken down across the population in various different ways. Embedded inside this practical problem is a whole set of miniature mathematical puzzles and challenges which are quite particular to the problem area itself, and one wider question which is rather deeper and more general: whether it is possible (and how) to convert usage data that is low-resolution in time but high-resolution in individuals to knowledge that is high-resolution in time but only expressed at a population level.

In many applications we need to find or estimate the $p \ge 1$ largest elements of a matrix, along with their locations. This is required for recommender systems used by Amazon and Netflix, link prediction in graphs, and in finding the most important links in a complex network, for example. 

Our algorithm uses only matrix vector products and is based upon a power method for mixed subordinate norms. We have obtained theoretical results on the convergence of this algorithm via a comparison with rook pivoting for the LU  decomposition. We have also improved the practicality of the algorithm by producing a blocked version iterating on $n \times t$ matrices, as opposed to vectors, where $t$ is a tunable parameter. For $p > 1$ we show how deflation can be used to improve the convergence of the algorithm. 

Finally, numerical experiments on both randomly generated matrices and real-life datasets (the latter for $A^TA$ and $e^A$) show how our algorithms can reliably estimate the largest elements of a matrix whilst obtaining considerable speedups when compared to forming the matrix explicitly: over 1000x in some cases.

Quasimorphisms (QM) of groups to the reals are well studied and are linked to stable commutator length (scl) via Bavard Duality- Theorem. The notion of QM can be generalized to yield maps  between groups such that each QM from one group pulls back to a QM in the other.

We will give both a short overview of features of scl and investigate these generalized QMs with large scale properties of the commutator group. 

One of the peculiar features of quantum mechanics is
entanglement. It is known that entanglement is monogamous in the sense
that a quantum system can only be strongly entangled to one other
system. In this talk, I will show how this so-called monogamy of
entanglement can be captured and quantified by a "game". We show that,
in this particular game, the monogamy completely "cancels out" the
advantage of entanglement.
As an application of our analysis, we show that - in theory - the
standard BB84 quantum-key-distribution scheme is one-sided
device-independent, meaning that one of the parties, say Bob, does not
need to trust his quantum measurement device: security is guaranteed
even if his device is completely malicious.
The talk will be fully self-contained; no prior knowledge on quantum
mechanics/cryptography is necessary.