Fri, 15 Feb 2019

14:00 - 15:00
L1

Telling a mathematical story

Dr Vicky Neale and Dr Richard Earl
Abstract

Mathematicians need to talk and writeabout their mathematics.  This includes undergraduates and MSc students, who may be writing a dissertation or project report, preparing a presentation on a summer research project, or preparing for a job interview.  We think that it can be helpful to think of this as a form of story telling, as this can lead to more effective communication.  For a story to be engaging you also need to know your audience.In this session, we'll discuss what we mean by telling a mathematical story, give you some top tips from our experience, and give you a chance to think about how you might put this into practice.  The session will be of relevance to all undergraduates and MSc students, not only those currently writing a dissertation or preparing an oral presentation.

Fri, 15 Feb 2019

14:00 - 15:00
L3

“How did that get there?” Modelling tissue age evolution of Barrett’s esophagus

Dr Kit Curtius
(Barts Cancer Institute Queen Mary University of London)
Abstract

There is great interest in the molecular characterisation of intestinal metaplasia, such as Barrett’s esophagus (BE), to understand the basic biology of metaplastic development from a tissue of origin. BE is asymptomatic, so it is not generally known how long a patient has lived with this precursor of esophageal adenocarcinoma (EAC) when initially diagnosed in the clinic. We previously constructed a BE clock model using patient-specific methylation data to estimate BE onset times using Bayesian inference techniques, and thus obtain the biological age of BE tissue (Curtius et al. 2016). We find such epigenetic drift to be widely evident in BE tissue (Luebeck et al. 2017) and the corresponding tissue ages show large inter-individual heterogeneity in two patient populations.               

From a basic biological mechanism standpoint, it is not fully understood how the Barrett’s tissue first forms in the human esophagus because this process is never observed in vivo, yet such information is critical to inform biomarkers of risk based on temporal features (e.g., growth rates, tissue age) reflecting the evolution toward cancer. We analysed multi-region samples from 17 BE patients to

1) measure the spatial heterogeneity in biological tissue ages, and 2) use these ages to calibrate mathematical models (agent-based and continuum) of the mechanisms for formation of the segment itself. Most importantly, we found that tissue must be regenerated nearer to the stomach, perhaps driven by wound healing caused by exposure to reflux, implying a gastric tissue of origin for the lesions observed in BE. Combining bioinformatics and mechanistic modelling allowed us to infer evolutionary processes that cannot be clinically observed and we believe there is great translational promise to develop such hybrid methods to better understand multiscale cancer data.

References:

Curtius K, Wong C, Hazelton WD, Kaz AM, Chak A, et al. (2016) A Molecular Clock Infers Heterogeneous Tissue Age Among Patients with Barrett's Esophagus. PLoS Comput Biol 12(5): e1004919

Luebeck EG, Curtius K, Hazelton WD, Made S, Yu M, et al. (2017) Identification of a key role of epigenetic drift in Barrett’s esophagus and esophageal adenocarcinoma. J Clin Epigenet 9:113

Fri, 15 Feb 2019

12:00 - 13:00
L4

Some optimisation problems in the Data Science Division at the National Physical Laboratory

Stephane Chretien
(National Physical Laboratory)
Abstract

Data science has become a topic of great interest lately and has triggered new widescale research activities around efficientl first order methods for optimisation and Bayesian sampling. The National Physical Laboratory is addressing some of these challenges with particular focus on  robustness and confidence in the solution.  In this talk, I will present some problems and recent results concerning i. robust learning in the presence of outliers based on the Median of Means (MoM) principle and ii. stability of the solution in super-resolution (joint work with A. Thompson and B. Toader).

Thu, 14 Feb 2019
17:00
L5

A Dichotomy for Some Elementarily Generated Modal Logics

Stanislav Kikot
(Oxford)
Abstract

 The talk is about the normal modal logics of elementary classes defined by first-order formulas of the form
 'for all x_0 there exist x_1, ..., x_n phi(x_0, x_1, ... x_n)' with phi being a conjunction of binary atoms.
 I'll show that many properties of these logics, such as finite axiomatisability,
 elementarity,  axiomatisability by a set of canonical formulas or by a single generalised Sahlqvist formula,
 together with modal definability of the initial formula, either simultaneously hold or simultaneously do not hold.
 

Thu, 14 Feb 2019

16:00 - 17:00
L6

p-Adic Asai L-functions of Bianchi modular forms

Chris Williams
(Imperial College)
Abstract

The Asai (or twisted tensor) L-function attached to a Bianchi modular form is the 'restriction to the rationals' of the standard L-function. Introduced by Asai in 1977, subsequent study has linked its special values to the arithmetic of the corresponding form. In this talk, I will discuss joint work with David Loeffler in which we construct a p-adic Asai L-function -- that is, a measure on Z_p* that interpolates the critical values L^As(f,chi,1) -- for ordinary weight 2 Bianchi modular forms. We use a new method for constructing p-adic L-functions, using Kato's system of Siegel units to build a 'Betti analogue' of an Euler system, building on algebraicity results of Ghate. I will start by giving a brief introduction to p-adic L-functions and Bianchi modular forms, and if time permits, I will briefly mention another case where the method should apply, that of non-self-dual automorphic representations for GL(3).

Thu, 14 Feb 2019

16:00 - 17:30
L4

Static vs Adaptive Strategies for Optimal Execution with Signals

Eyal Neumann
(Imperial College London)
Further Information

We consider an optimal execution problem in which a trader is looking at a short-term price predictive signal while trading. In the case where the trader is creating an instantaneous market impact, we show that transactions costs resulting from the optimal adaptive strategy are substantially lower than the corresponding costs of the optimal static strategy. Later, we investigate the case where the trader is creating transient market impact. We show that strategies in which the trader is observing the signal a number of times during the trading period, can dramatically reduce the transaction costs and improve the performance of the optimal static strategy. These results answer a question which was raised by Brigo and Piat [1], by analyzing two cases where adaptive strategies can improve the performance of the execution. This is joint work with Claudio Bellani, Damiano Brigo and Alex Done.

Thu, 14 Feb 2019

16:00 - 17:30
L3

The role of soluble surfactants on the stability of two-layer flow in a channel

Dr Anna Kalogirou
(University of East Anglia)
Abstract

A two-layer shear flow in the presence of surfactants is considered. The flow configuration comprises two superposed layers of viscous and immiscible fluids confined in a long horizontal channel, and characterised by different densities, viscosities and thicknesses. The surfactants can be insoluble, i.e. located at the interface between the two fluids only, or soluble in the lower fluid in the form of monomers (single molecules) or micelles (multi-molecule aggregates). A mathematical model is formulated, consisting of governing equations for the hydrodynamics and appropriate transport equations for the surfactant concentration at the interface, the concentration of monomers in the bulk fluid and the micelle concentration. A primary objective of this study is to investigate the effect of surfactants on the stability of the interface, and in particular surfactants in high concentrations and above the critical micelle concentration (CMC). Interfacial instabilities are induced due to the acting forces of gravity and inertia, as well as the action of Marangoni forces generated as a result of the dependence of surface tension on the interfacial surfactant concentration. The underlying physical mechanism responsible for the formation of interfacial waves will be discussed, together with the complex flow dynamics (typical nonlinear phenomena associated with interfacial flows include travelling waves, solitary pulses, quasi-periodic and chaotic dynamics).

Thu, 14 Feb 2019
16:00
C4

TQFTs with values in holomorphic symplectic varieties

Maxence Mayrand
(Oxford University)
Abstract

I will describe a family of 2d TQFTs, due to Moore-Tachikawa, which take values in a category whose objects are Lie groups and whose morphisms are holomorphic symplectic varieties. They link many interesting aspects of geometry, such as moduli spaces of solutions to Nahm equations, hyperkähler reduction, and geometric invariant theory.

Thu, 14 Feb 2019

14:00 - 15:00
L4

Derivation, analysis and approximation of coupled PDEs on manifolds with high dimensionality gap

Prof Paolo Zunino
(Politecnico di Milano)
Abstract

 Multiscale methods based on coupled partial differential equations defined on bulk and embedded manifolds are still poorly explored from the theoretical standpoint, although they are successfully used in applications, such as microcirculation and flow in perforated subsurface reservoirs. This work aims at shedding light on some theoretical aspects of a multiscale method consisting of coupled partial differential equations defined on one-dimensional domains embedded into three-dimensional ones. Mathematical issues arise because the dimensionality gap between the bulk and the inclusions is larger than one, named as the high dimensionality gap case. First, we show that such model derives from a system of full three-dimensional equations, by the application of a topological model reduction approach. Secondly, we rigorously analyze the problem, showing that the averaging operators applied for the model reduction introduce a regularization effect that resolves the issues due to the singularity of solutions and to the ill-posedness of restriction operators. Then, we discretize the problem by means of the finite element method and we analyze the approximation error. Finally, we exploit the structure of the model reduction technique to analyze the modeling error. This study confirms that for infinitesimally small inclusions, the modeling error vanishes.

This is a joint work with Federica Laurino, Department of Mathematics, Politecnico di Milano.

Thu, 14 Feb 2019

13:00 - 14:00
L4

Pathwise functional portfolio generation and optimal transport

Micheal Monoyios
((Oxford University))
Further Information

We make precise a remarkable connection, first observed by Pal and Wong (2016) and further analysed in the doctoral thesis of Vervuurt (2016), between functionally generated investments and optimal transport, in a model-free discrete-time financial market. A functionally generated portfolio (FGP) computes the investment in each stock through the prism of the super-differential of the logarithm of a concave function (the generating function of the FGP) of the market weight vector. Such portfolios have been shown to outperform the market under suitable conditions. Here, in our pathwise discrete-time scenario, we equate the convex-analytic cyclical monotonicity property characterising super-differentials, with a $c$-cyclical monotonicity property of the unique Monge solution of an appropriately constructed optimal transport problem with cost function $c$, which transfers the market portfolio distribution to the FGP distribution. Using the super-differential characterisation of functional investments, we construct optimal transport problems for both traditional (multiplicative) FGPs, and an ``additive'' modification introduced by Karatzas and Ruf (2017), featuring the same cost function in both cases, which characterise the functional investment. In the multiplicative case, the construction differs from Pal and Wong (2016) and Vervuurt (2016), who used a ``multiplicative'' cyclical monotonicity property, as opposed to the classical cyclical monotonicity property used here.
  
We establish uniqueness of the solution to the relevant optimal transport problem, elevating the connection observed by Pal and Wong (2016) to an exact equivalence between optimal transport and functional generation. We explore ramifications, including pathwise discrete-time master equations for the evolution of the relative wealth of the investment when using the market portfolio as numeraire. We take the pathwise continuous time limit, assuming continuous paths which admit well-defined quadratic variation, to establish model-free continuous-time master equations for both types of functionally generated investment, providing an alternative derivation to the recent proof of Schied et al (2018) of the master equation for multiplicative FGPs, as well as an extension to the case of additive functionally generated trading strategies.

Thu, 14 Feb 2019
12:00
L4

The nonlinear Schrödinger problem and its connection with Mean Field Games

Giovanni Conforti
(Ecole Polytechnique (CMAP))
Abstract

In this talk, we study the long time behaviour of a cloud of weakly interacting Brownian particles, conditionally on the observation of their initial and final configuration. In particular, we connect this problem, which may be regarded as a nonlinear version of the Schrödinger problem, to the study of the long time behaviour of Mean Field Games. Combining tools from optimal transport and stochastic control we prove convergence towards the equilibrium configuration and establish convergence rates. A key ingredient to derive these results is a new functional inequality, which generalises Talagrand’s inequality to the entropic transportation cost.

Wed, 13 Feb 2019
16:00
C1

Applications of stackings of graphs

Joseph MacColl
(UCL)
Abstract

A stacking is a lift of an immersion of graphs $A\to B$ to an embedding of $A$ into the product of $B$ with the real line; their existence relates to orderability properties of groups. I will describe how Louder and Wilton used them to prove Wise's "$w$-cycles" conjecture: given a primitive word $w$ in a free group $F$, and a subgroup $H < F$, the number of conjugates of $H$ which intersect $<w>$ nontrivially is at most rank($H$). I will also discuss applications of the result to questions of coherence, and possible extensions of it.

Wed, 13 Feb 2019
11:00
N3.12

Grothendieck Rings of Varieties and Cubic Hypersurfaces

Søren Gammelgaard
(University of Oxford)
Abstract

The Grothendieck ring of varieties over a field is a simple idea that formalizes various cut-and-paste arguments in algebraic geometry. We will explain how this intuitive construction leads to nontrivial results, such as computing Euler characteristics, counting points of varieties over finite fields, and determining Hodge numbers. As an example, we will investigate cubic hypersurfaces, especially the varieties parametrizing lines on them. If time permits, we will discuss some of the stranger properties of the Grothendieck ring.

Tue, 12 Feb 2019

14:30 - 15:30
L6

Asymptotic normality in random graphs with given vertex degrees.

Svante Janson
Abstract

We study random (simple) graphs with given vertex degrees, in the sparse case where the average degree is bounded. Assume also that the second moment of the vertex degree is bounded. The standard method then is to use the configuration model to construct a random multigraph and condition it on
being simple.

This works well for results of the type that something holds with high probability, or that something converges in probability, but it does not immediately apply to convergence in distribution, for example asymptotic normality. (Although this has been done by special arguments in a couple of cases, by Janson and Luczak and by Riordan.) A typical example is the recent result by Barbour and Röllin on asymptotic normality of the size of the giant component of the multigraph (in the supercritical case); it is an obvious conjecture that the same results hold for the random simple graph.

We discuss two new approaches to this, both based on old methods. Both apply to the size of the giant component, using rather minor special arguments.

One approach uses the method of moments to obtain joint convergence of the variable of interest together with the numbers of loops and multiple edges
in the  multigraph.

The other approach uses switchings to modify the multigraph and construct a simple graph. This simple random graph will not have a uniform distribution,
but almost, and this is good enough.

Tue, 12 Feb 2019

14:30 - 15:00
L5

Optimization Relaxations in Dynamic Pricing

Jaroslav Fowkes
(Oxford)
Abstract

The idea of adjusting prices in order to sell goods at the highest acceptable price, such as haggling in a market, is as old as money itself. We consider the problem of pricing multiple products on a network of resources, such as that faced by an airline selling tickets on its flight network. In this talk I will consider various optimization relaxations to the deterministic dynamic pricing problem on a network. This is joint work with Raphael Hauser.

Tue, 12 Feb 2019
14:15
L4

Representations of p-adic groups

Jessica Fintzen
(Cambridge)
Abstract

In the 1990s Moy and Prasad revolutionized the representation theory of p-adic groups by showing how to use Bruhat-Tits theory to assign invariants to representations of p-adic groups. The tools they introduced resulted in rapid advancements in both representation theory and harmonic analysis -- areas of central importance in the Langlands program. A crucial ingredient for many results is an explicit construction of (types for) representations of p-adic groups. In this talk I will indicate why, survey what constructions are known (no knowledge about p-adic groups assumed) and present recent developments based on a refinement of Moy and Prasad's invariants.​

Tue, 12 Feb 2019

14:00 - 14:30
L5

Direct solvers for the Lippmann-Schwinger equation

Abinand Gopal
(Oxford)
Abstract

In recent years, there has been an increased interest in exploiting rank structure of matrices arising from the discretization of partial differential equations to develop fast direct solvers. In this talk, I will outline the fundamental ideas of this topic in the context of solving the integral equation formulation of the Helmholtz equation, known as the Lippmann-Schwinger equation, and will discuss some plans for future work to develop new, higher-order solvers. This is joint work with Gunnar Martinsson.

Tue, 12 Feb 2019

12:00 - 13:00
C4

Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data

Xenia Miscouridou
(University of Oxford; Department of Statistics)
Abstract

We propose a novel class of network models for temporal dyadic interaction data. Our objective is to capture important features often observed in social interactions: sparsity, degree heterogeneity, community structure and reciprocity. We use mutually-exciting Hawkes processes to model the interactions between each (directed) pair of individuals. The intensity of each process allows interactions to arise as responses to opposite interactions (reciprocity), or due to shared interests between individuals (community structure). For sparsity and degree heterogeneity, we build the non time dependent part of the intensity function on compound random measures following (Todeschini et al., 2016). We conduct experiments on real- world temporal interaction data and show that the proposed model outperforms competing approaches for link prediction, and leads to interpretable parameters.

 

Link to paper: https://papers.nips.cc/paper/7502-modelling-sparsity-heterogeneity-reci…

Mon, 11 Feb 2019
16:00

Laplace eigenvalue bounds: the Korevaar method revisited

Gerasim Kokarev
(University of Leeds)
Abstract

 I will give a short survey on classical inequalities for Laplace eigenvalues, tell about related history and questions. I will then discuss the so-called Korevaar method, and new results generalising to higher eigenvalues a number of classical inequalities known for the first Laplace eigenvalue only. 

Mon, 11 Feb 2019
15:45
L6

Local flexibility for open partial differential relations

Bernhard Hanke
(University of Augsburg)
Abstract

In his famous book on partial differential relations Gromov formulates an exercise concerning local deformations of solutions to open partial differential relations. We will explain the content of this fundamental assertion and sketch a proof. 

In the sequel we will apply this to extend local deformations of closed $G_2$ structures, and to construct 
$C^{1,1}$-Riemannian metrics which are positively curved "almost everywhere" on arbitrary manifolds. 

This is joint work with Christian Bär (Potsdam).

Mon, 11 Feb 2019

15:45 - 16:45
L3

Small time asymptotics for Brownian motion with singular drift

TUSHENG ZHANG
(Manchester University)
Abstract

We consider Brownian motion with Kato class measure-valued drift.   A small time large deviation principle and a Varadhan type asymptotics for the Brownian motion with singular drift are established. We also study the existence and uniqueness of the associated Dirichlet boundary value problems.

Mon, 11 Feb 2019

14:15 - 15:15
L3

'Semilinear PDE and hydrodynamic limits of particle systems on fractals'

MICHAEL HINZ
(University Bielefeld)
Abstract

We first give a short introduction to analysis and stochastic processes on fractal state spaces and the typical difficulties involved.

We then discuss gradient operators and semilinear PDE. They are used to formulate the main result which establishes the hydrodynamic limit of the weakly asymmetric exclusion process on the Sierpinski gasket in the form of a law of large numbers for the particle density. We will explain some details and, if time permits, also sketch a corresponding large deviations principle for the symmetric case.

Mon, 11 Feb 2019
12:45
L5

String theory compactifications with sources

Alessandro Tomasiello
(Milano)
Further Information


In recent years, more and more compactifications have emerged whose existence depends crucially on the presence of internal sources to the supergravity fields, such as D-branes and orientifold planes. I will review some solutions of this type in various dimensions, and illustrate their applications to holography and potentially to the problem of finding de Sitter solutions.