Past

Computing distinct solutions of differential equations -- Patrick Farrell

Abstract: TBA

Triangles and equations -- Yufei Zhao

Abstract: I will explain how tools in graph theory can be useful for understanding certain problems in additive combinatorics, in particular the existence of arithmetic progressions in sets of integers. 

I will discuss how \zeta(3) occurs in quantum corrections to the Einstein action, and how this causes \zeta(3) to be seen in the moduli space of CY manifolds. I will also draw attention to the fact that the dependence of the moduli space on \zeta(3) has a p-adic analogue.

Topological Quantum Field Theories are functors from a category of bordisms of manifolds to (usually) some categorification of the notion of vector spaces. In this talk we will first discuss why mathematicians are interested in these in general and an overview of the relevant notions. After this we will have a closer look at the example of functors from the bordism category of 1-, 2- and 3-dimensional manifolds equipped with principal G-bundles, for G a finite group, to nice categorifications of vector spaces.

I will describe some diophantine problems and results motivated by the analogy between powers of the modular curve and powers of the multiplicative group in the context of the Zilber-Pink conjecture.

In this talk, we present a pathwise method to construct confidence 
intervals on the value of some discrete time stochastic dynamic 
programming equations, which arise, e.g., in nonlinear option pricing 
problems such as credit value adjustment and pricing under model 
uncertainty. Our method generalizes the primal-dual approach, which is 
popular and well-studied for Bermudan option pricing problems. In a 
nutshell, the idea is to derive a maximization problem and a 
minimization problem such that the value processes of both problems 
coincide with the solution of the dynamic program and such that 
optimizers can be represented in terms of the solution of the dynamic 
program. Applying an approximate solution to the dynamic program, which 
can be precomputed by any algorithm, then leads to `close-to-optimal' 
controls for these optimization problems and to `tight' lower and upper 
bounds for the value of the dynamic program, provided that the algorithm 
for constructing the approximate solution was `successful'. We 
illustrate the method numerically in the context of credit value 
adjustment and pricing under uncertain volatility.
The talk is based on joint work with C. Gärtner, N. Schweizer, and J. 
Zhuo.

While there have been recent advances for analyzing the complex deterministic
behavior of systems with discontinuous dynamics, there are many open questions about
understanding and predicting noise-driven and noise-sensitive phenomena in the
non-smooth context.  Stochastic effects can often change the picture dramatically,
particularly if multiple time scales are present.  We demonstrate novel approaches
for exploring and explaining surprising phenomena driven by the interplay of
nonlinearities, delays, randomness, in specific applications with piecewise smooth
dynamics - nonlinear models of balance,  relay control, and impacting dynamics.
Effective techniques typically depend on the combination of mathematical techniques,
multiple scales techniques, and phenomenological intuition from seemingly unrelated
canonical models of biophysics, mechanics, and chemical dynamics.  The appropriate
strategy is not always immediately obvious from the area of application or model
type. This gap may follow from the limited attention that stochastic models with
discontinuous dynamics have received in the past, or it may be the reason for this
limited attention.  Combining the geometrical perspective with asymptotic approaches
in physical and phase space appears to be a critical part of developing effective
approaches.

Quadrature is the term for the numerical evaluation of integrals.  It's a beautiful subject because it's so accessible, yet full of conceptual surprises and challenges.  This talk will review ten of these, with plenty of history and numerical demonstrations.  Some are old if not well known, some are new, and two are subjects of my current research.

For a positive measure set of Klein-Gordon masses mu^2 > 0, we construct one-parameter families of solutions to the Einstein-Klein-Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-periodic. An immediate corollary is that for these Klein-Gordon masses, the Kerr family is not asymptotically stable as a solution to the Einstein-Klein-Gordon equations. This is joint work with Otis Chodosh.

The security of pairings-based cryptography relies on the difficulty of two problems: computing discrete logarithms over elliptic curves and, respectively, finite fields GF(p^n) when n is a small integer larger than 1. The real-life difficulty of the latter problem was tested in 2006 by a record in a field GF(p^3) and in 2014 and 2015 by new records in GF(p^2), GF(p^3) and GF(p^4). We will present the new methods of polynomial selection which allowed to obtain these records. Then we discuss the difficulty of DLP in GF(p^6) and GF(p^12) when p has a special form (SNFS) for which two theoretical algorithms were presented recently.

Smooth cubic fourfolds are linked to K3 surfaces via their Hodge structures, due to work of Hassett, and via Kuznetsov's K3 category A. The relation between these two viewpoints has recently been elucidated by Addington and Thomas. 
We study both of these aspects further and extend them to twisted K3 surfaces, which in particular allows us to determine the group of autoequivalences of A for the general cubic fourfold. Furthermore, we prove finiteness results for cubics with equivalent K3 categories and study periods of cubics in terms of generalized K3 surfaces.

At the heart of the interior point method in optimization is a linear system solve, but how accurate must this solve be?  The behaviour of such methods is well-understood when a direct solver is used, but the scale of problems being tackled today means that users increasingly turn to iterative methods to approximate its solution.  Current suggestions of the accuracy required can be seen to be too stringent, leading to inefficiency.

In this talk I will give conditions on the accuracy of the solution in order to guarantee the inexact interior point method converges at the same rate as if there was an exact solve.  These conditions can be shown numerically to be tight, in that performance degrades rapidly if a weaker condition is used.  Finally, I will describe how the norms that appear in these condition are related to the natural norms that are minimized in several popular Krylov subspace methods. This, in turn, could help in the development of new preconditioners in this important field.

There is an obvious product-free subset of the symmetric group of density 1/2, but what about the alternating group? An argument of Gowers shows that a product-free subset of the alternating group can have density at most n^(-1/3), but we only know examples of density n^(-1/2 + o(1)). We'll talk about why in fact n^(-1/2 + o(1)) is the right answer, why
Gowers's argument can't prove that, and how this all fits in with a more general 'product mixing' phenomenon. Our tools include some nonabelian Fourier analysis, a version of entropy subadditivity adapted to the symmetric group, and a concentration-of-measure result for rearrangements of inner products.

The formal degree is a fundamental invariant of a discrete series representation which generalizes the notion of dimension from finite dimensional representations. For discrete series with unipotent cuspidal support, a formula for formal degrees, conjectured by Hiraga-Ichino-Ikeda, was verified by Opdam (2015). For split exceptional groups, this formula was previously known from the work of Reeder (2000). I will present a different interpretation of the formal degrees of unipotent discrete series in terms of the nonabelian Fourier transform (introduced by Lusztig in the character theory of finite groups of Lie type) and certain invariants arising in the elliptic theory of the affine Weyl group. This interpretation relates to recent conjectures of Lusztig about `almost characters' of p-adic groups. The talk is based on joint work with Eric Opdam.

Operators, functions, and functionals are combined in many problems of computational science in a fashion that has the same logical structure as is familiar for block matrices and vectors.  It is proposed that the explicit consideration of such block structures at the continuous as opposed to discrete level can be a useful tool.  In particular, block operator diagrams provide templates for spectral discretization by the rectangular differentiation, integration, and identity matrices introduced by Driscoll and Hale.  The notion of the rectangular shape of a linear operator can be made rigorous by the theory of Fredholm operators and their indices, and the block operator formulations apply to nonlinear problems too, where the convention is proposed of representing nonlinear blocks as shaded.  At each step of a Newton iteration, the structure is linearized and the blocks become unshaded, representing Fréchet derivative operators, square or rectangular.  The use of block operator diagrams makes it possible to precisely specify discretizations of even rather complicated problems with just a few lines of pseudocode.

[Joint work with Nick Trefethen]

In this talk, I will review an inverse scattering construction of interacting integrable quantum field theories on two-dimensional Minkowski space and its ramifications. The construction starts from a given two-body S-matrix instead of a classical Lagrangean, and defines corresponding quantum field theories in a non-perturbative manner in two steps: First certain semi-local fields are constructed explicitly, and then the analysis of the local observable content is carried out with operator-algebraic methods (Tomita-Takesaki modular theory, split subfactor inclusions). I will explain how this construction solves the inverse scattering problem for a large family of interactions, and also discuss perspectives on extensions of this program to higher dimensions and/or non-integrable theories.

Consider the following question. Given a $k$-colouring of the positive integers, must there exist a solution to $x+y=z^2$ with $x,y,z$ all the same colour (and not all equal to 2)? Using $10$ colours a counterexample can be given to show that the answer is "no". If one instead asks the same question over $\mathbb{Z}/p\mathbb{Z}$ for some prime $p$, the answer turns out to be "yes", provided $p$ is large enough in terms of the number of colours used.  I will talk about how to prove this using techniques developed by Ben Green and Tom Sanders. The main ingredients are a regularity lemma, a counting lemma and a Ramsey lemma.

For maps from surfaces there is a close connection between the area of the surface parametrised by the map and its Dirichlet energy and this translates also into a relation for the corresponding critical points. As such, when trying to find minimal surfaces, one route to take is to follow a suitable gradient flow of the Dirichlet energy. In this talk I will introduce such a flow which evolves both a map and a metric on the domain in a way that is designed to change the initial data into a minimal immersions and discuss some question concerning the existence of solutions and their asymptotic behaviour. This is joint work with Peter Topping.

  
The Cartan model computes the equivariant cohomology of a smooth manifold X with 
differentiable action of a compact Lie group G, from the invariant functions on 
the Lie algebra with values in differential forms and a deformation of the de Rham 
differential. Before extracting invariants, the Cartan differential does not square 
to zero. Unrecognised was the fact that the full complex is a curved algebra, 
computing the quotient by G of the algebra of differential forms on X. This 
generates, for example, a gauged version of string topology. Another instance of 
the construction, applied to deformation quantisation of symplectic manifolds, 
gives the BRST construction of the symplectic quotient. Finally, the theory for a 
X point with an additional quadratic curving computes the representation category 
of the compact group G.

We derive a Stratonovich-to-Skorohod integral conversion formula for a class of integrands which are path-level solutions to RDEs driven by Gaussian rough paths. This is done firstly by showing that this class lies in the domain of the Skorohod integral, and secondly, by appending the Riemann-sum approximants of the Skorohod integral with a suitable compensation term. To show the convergence of the Riemann-sum approximants, we utilize a novel characterization of the Cameron-Martin norm using higher dimensional Young-Stieltjes integrals. Moreover, in the case where complementary regularity is absent, i.e. when the integrand has finite p-variation and the integrator has finite q-variation but 1/p + 1/q <= 1, we give new and sufficient conditions for the convergence these Young integrals.

After reviewing the main results relating holomorphic Poisson geometry to generalized Kahler structures, I will explain some recent progress in deforming generalized Kahler structures. I will also describe a new way to view generalized kahler geometry purely in terms of Poisson structures.

The Hilbert transform is a central operator in harmonic analysis as it gives access to the harmonic conjugate function. The link between pairs of martingales (X,Y) under differential subordination and the pair (f,Hf) of a function and its Hilbert transform have been known at least since the work of Burkholder and Bourgain in the UMD setting.

During the last 20 years, new and more exact probabilistic interpretations of operators such as the Hilbert transform have been studied extensively. The motivation for this was in part the study of optimal weighted estimates in harmonic analysis. It has been known since the 70s that H:L^2(w dx) to L^2(w dx) if and only if w is a Muckenhoupt weight with its finite Muckenhoupt characteristic. By a sharp estimate we mean the correct growth of the weighted norm in terms of this characteristic. In one particular case, such an estimate solved a long standing borderline regularity problem in complex PDE.

In this lecture, we present the historic development of the probabilistic interpretation in this area, as well as recent results and open questions.

A large number of examples of compact G2 manifolds, relevant to supersymmetric compactifications of M-Theory to four dimensions, can be constructed by forming a twisted connected sum of two appropriate building blocks times a circle. These building blocks, which are appropriate K3-fibred threefolds, are shown to have a natural and elegant construction in terms of tops, which parallels the construction of Calabi-Yau manifolds via reflexive polytopes.

The question of deriving Fluid Mechanics equations from deterministic
systems of interacting particles obeying Newton's laws, in the limit
when the number of particles goes to infinity, is a longstanding open
problem suggested by Hilbert in his 6th problem. In this talk we shall
present a few attempts in this program, by explaining how to derive some
linear models such as the Heat, acoustic and Stokes-Fourier equations.
This corresponds to joint works with Thierry Bodineau and Laure Saint
Raymond.

In this talk I will review mathematical models used to describe the dynamics of ice sheets, and highlight some current areas of active research.  Melting of glaciers and ice sheets causes an increase in global sea level, and provides many other feedbacks on isostatic adjustment, the dynamics of the ocean, and broader climate patterns.  The rate of melting has increased in recent years, but there is still considerable uncertainty over  why this is, and whether the increase will continue.  Central to these questions is understanding the physics of how the ice intereacts with the atmosphere, the ground on which it rests, and with the ocean at its margins.  I will given an overview of the fluid mechanical problems involved and the current state of mathematical/computational modelling.  I will focus particularly on the issue of changing lubrication due to water flowing underneath the ice, and discuss how we can use models to rationalise observations of ice speed-up and slow-down.

TBA

Partial differential equations with more than three coordinates arise naturally if the model features certain kinds of stochasticity. Typical examples are the Schroedinger, Fokker-Planck and Master equations in quantum mechanics or cell biology, as well as quantification of uncertainty.
The principal difficulty of a straightforward numerical solution of such equations is the `curse of dimensionality': the storage cost of the discrete solution grows exponentially with the number of coordinates (dimensions).

One way to reduce the complexity is the low-rank separation of variables. One can see all discrete data (such as the solution) as multi-index arrays, or tensors. These large tensors are never stored directly.
We approximate them by a sum of products of smaller factors, each carrying only one of the original variables. I will present one of the simplest but powerful of such representations, the Tensor Train (TT) decomposition. The TT decomposition generalizes the approximation of a given matrix by a low-rank matrix to the tensor case. It was found that many interesting models allow such approximations with a significant reduction of storage demands.

A workhorse approach to computations with the TT and other tensor product decompositions is the alternating optimization of factors. The simple realization is however prone to convergence issues.
I will show some of the recent improvements that are indispensable for really many dimensions, or solution of linear systems with non-symmetric or indefinite matrices.

I will discuss a couple of techniques often useful to prove quasi-isometric rigidity results for isometry groups. I will then sketch how these were used by B. Kleiner and B. Leeb to obtain quasi-isometric rigidity for the class of fundamental groups of closed locally symmetric spaces of noncompact type.

In this talk, I'll discuss some personal experiences - good, bad, and
ugly - of disclosing vulnerabilities in a range of different cryptographic
standards and implementations. I'll try to draw some general lessons about
what works well and what does not.

Given an Artin stack $X$, there is growing evidence that there should be an associated `category of B-branes', which is some subcategory of the derived category of coherent sheaves on $X$. The simplest case is when $X$ is just a vector space modulo a linear action of a reductive group, or `gauged linear sigma model' in physicists' terminology. In this case we know some examples of what the category B-branes should be. Hori has conjectured a physical duality between certain families of GLSMs, which would imply that their B-brane categories are equivalent. We prove this equivalence of categories. As an application, we construct Homological Projective Duality for (non-commutative resolutions of) Pfaffian varieties.

The chromatic number of the Erdős–Rényi random graph G(n,p) has been an intensely studied subject since at least the 1970s. A celebrated breakthrough by Bollobás in 1987 first established the asymptotic value of the chromatic number of G(n,1/2), and a considerable amount of effort has since been spent on refining Bollobás' approach, resulting in increasingly accurate bounds. Despite this, up until now there has been a gap of size O(1) in the denominator between the best known upper and lower bounds for the chromatic number of dense random graphs G(n,p) where p is constant. In contrast, much more is known in the sparse case.

In this talk, new upper and lower bounds for the chromatic number of G(n,p) where p is constant will be presented which match each other up to a term of size o(1) in the denominator. In particular, they narrow down the optimal colouring rate, defined as the average colour class size in a colouring with the minimum number of colours, to an interval of length o(1). These bounds were obtained through a careful application of the second moment method rather than a variant of Bollobás' method. Somewhat surprisingly, the behaviour of the chromatic number changes around p=1-1/e^2, with a different limiting effect being dominant below and above this value.

I will describe 5 definitions of Euler characteristic for a space with perfect obstruction theory (i.e. a well-behaved moduli space), and their inter-relations. This is joint work with Yunfeng Jiang. Then I will describe work of Yuuji Tanaka on how to this can be used to give two possible definitions of Vafa-Witten invariants of projective surfaces in the stable=semistable case.

Adaptive cubic regularization methods have recently emerged as a credible alternative to line search and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general class of adaptive regularization methods, that use first- or higher-order local Taylor models of the objective regularized by a(ny) power of the step size. We investigate the worst-case complexity/global rate of convergence of these algorithms, in the presence of varying (unknown) smoothness of the objective. We find that some methods automatically adapt their complexity to the degree of smoothness of the objective; while others take advantage of the power of the regularization step to satisfy increasingly better bounds with the order of the models. This work is joint with Nick Gould (RAL) and Philippe Toint (Namur).