Past

In this talk I will discuss recent developments in information theoretical approaches to fundamental

molecular processes that affect the cellular decision making processes. One of the challenges of applying

concepts from information theory to biological systems is that information is considered independently from

meaning. This means that a noisy signal carries quantifiably more information than a unperturbed signal.

This has, however, led us to consider and develop new approaches that allow us to quantify the level of noise

contributed by any molecular reactions in a reaction network. Surprisingly this analysis reveals an important and hitherto

often overlooked role of degradation reactions on the noisiness of biological systems. Following on from this I will outline

how such ideas can be used in order to understand some aspects of cell-fate decision making, which I will discuss with

reference to the haematopoietic system in health and disease.

InSAR (Interferometric Synthetic Aperture Radar) is an important space geodetic technique (i.e. a technique that uses satellite data to obtain measurements of the Earth) of great interest to geophysicists monitoring slip along fault lines and other changes to shape of the Earth. InSAR works by using the difference in radar phase returns acquired at two different times to measure displacements of the Earth’s surface. Unfortunately, atmospheric noise and other problems mean that it can be difficult to use the InSAR data to obtain clear measurements of displacement.

Persistent Scatterer (PS) InSAR is a later adaptation of InSAR that uses statistical techniques to identify pixels within an InSAR image that are dominated by a single back scatterer, producing high amplitude and stable phase returns (Feretti et al. 2001, Hooper et al. 2004). PS InSAR has the advantage that it (hopefully) chooses the ‘better’ datapoints, but it has the disadvantage that it throws away a lot of the data that might have been available in the original InSAR signal.

InSAR and PS InSAR have typically been used in isolation to obtain slip-rates across faults, to understand the roles that faults play in regional tectonics, and to test models of continental deformation. But could they perhaps be combined? Or could PS InSAR be refined so that it doesn’t throw away as much of the original data? Or, perhaps, could the criteria used to determine what data are signal and what are noise be improved?

The key aim of this workshop is to describe and discuss the techniques and challenges associated with InSAR and PS InSAR (particularly the problem of atmospheric noise), and to look at possible methods for improvement, by combining InSAR and PS InSAR or by methods for making the choice of thresholds.

Motivated by industrial and biological applications, the Waves

Group at Manchester has in recent years been interested in

developing methods for obtaining the effective properties of

complex composite materials. As time allows we shall discuss a

number of issues, such as differences between composites

with periodic and aperiodic distributions of inclusions, and

modelling of nonlinear composites.

I will explain the beautiful generalization recently discovered by Y. Tian of Heegner's original proof of the existence of infinitely many primes of the form 8n+5, which are congruent numbers. At the end, I hope to mention some possible generalizations of his work to other elliptic curves defined over the field of rational numbers.

Several recent works by D. Tamarkin, D. Nadler, E. Zaslow make use of the microlocal theory of sheaves of M. Kashiwara and P. Schapira to obtain results in symplectic geometry. The link between sheaves on a manifold $M$ and the symplectic geometry of the cotangent bundle of $M$ is given by the microsupport of a sheaf, which is a conic co-isotropic subset of the cotangent bundle. In the above mentioned works properties of a given Lagrangian submanifold $\Lambda$ are deduced from the existence of a sheaf with microsupport $\Lambda$, which we call a quantization of $\Lambda$. In the third talk we will see that $\Lambda$ admits a canonical quantization if it is a "conification" of a compact exact Lagrangian submanifold of a cotangent bundle. We will see how to use this quantization to recover results of Fukaya-Seidel-Smith and Abouzaid on the topology of $\Lambda$.

Several recent works by D. Tamarkin, D. Nadler, E. Zaslow make use of the microlocal theory of sheaves of M. Kashiwara and P. Schapira to obtain results in symplectic geometry. The link between sheaves on a manifold $M$ and the symplectic geometry of the cotangent bundle of $M$ is given by the microsupport of a sheaf, which is a conic co-isotropic subset of the cotangent bundle. In the above mentioned works properties of a given Lagrangian submanifold $\Lambda$ are deduced from the existence of a sheaf with microsupport $\Lambda$, which we call a quantization of $\Lambda$.

In the third talk we will see that $\Lambda$ admits a canonical quantization if it is a "conification" of a compact exact Lagrangian submanifold of a

cotangent bundle. We will see how to use this quantization to recover results of Fukaya-Seidel-Smith and Abouzaid on the topology of $\Lambda$.

We address, in the study of acoustic scattering by 2D and 3D planar screens, three inter-related and challenging questions. Each of these questions focuses particularly on the formulation of these problems as boundary integral equations. The first question is, roughly, does it make sense to consider scattering by screens which occupy arbitrary open sets in the plane, and do different screens cause the same scattering if the open sets they occupy have the same closure? This question is intimately related to rather deep properties of fractional Sobolev spaces on general open sets, and the capacity and Haussdorf dimension of their boundary. The second question is, roughly, that, in answering the first question, can we understand explicitly and quantitatively the influence of the frequency of the incident time harmonic wave? It turns out that we can, that the problems have variational formations with sesquilinear forms which are bounded and coercive on fractional Sobolev spaces, and that we can determine explicitly how continuity and coercivity constants depend on the frequency. The third question is: can we design computational methods, adapted to the highly oscillatory solution behaviour at high frequency, which have computational cost essentially independent of the frequency? The answer here is that in 2D we can provably achieve solutions to any desired accuracy using a number of degrees of freedom which provably grows only logarithmically with the frequency, and that it looks promising that some extension to 3D is possible.

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This is joint work with Dave Hewett, Steve Langdon, and Ashley Twigger, all at Reading.

The second order sensitivity of a trading position, the so

called gamma, has a very real and intuitive meaning to the traders.

People think that convex payoffs must generate convex prices. Being long

or short of gamma is a strategy used to balance risks in options books.

While the simples models, like Black Scholes, are consistent with this

intuition other popular models used in the industry are not. I will give

examples of simple and popular models which do not always convert a

convex payoff into a convex price. I will also give the necessary and

sufficient conditions under which the convexity is propagated.

The new schedule will follow shortly

First of all, I will give an overview of what the phenomenon of homological stability is and why it's useful, with plenty of examples. I will then introduce configuration spaces -- of various different kinds -- and give an overview of what is known about their homological stability properties. A "configuration" here can be more than just a finite collection of points in a background space: in particular, the points may be equipped with a certain non-local structure (an "orientation"), or one can consider unlinked embedded copies of a fixed manifold instead of just points. If by some miracle time permits, I may also say something about homological stability with local coefficients, in general and in particular for configuration spaces.

 We consider the emergence of classical correlations in macroscopic quantum systems, and its connection to monogamy relations for violation of Bell-type inequalities. We work within the framework of Abramsky and Brandenburger [1], which provides a unified treatment of non-locality and contextuality in the general setting of no-signalling empirical models. General measurement scenarios are represented by simplicial complexes that capture the notion of compatibility of measurements. Monogamy and locality/noncontextuality of macroscopic correlations are revealed by our analysis as two sides of the same coin: macroscopic correlations are obtained by averaging along a symmetry (group action) on the simplicial complex of measurements, while monogamy relations are exactly the inequalities that are invariant with respect to that symmetry. Our results exhibit a structural reason for monogamy relations and consequently for the classicality of macroscopic correlations in the case of multipartite scenarios, shedding light on and generalising the results in [2,3].More specifically, we show that, however entangled the microscopic state of the system, and provided the number of particles in each site is large enough (with respect to the number of allowed measurements), only classical (local realistic) correlations will be observed macroscopically. The result depends only on the compatibility structure of the measurements (the simplicial complex), hence it applies generally to any no-signalling empirical model. The macroscopic correlations can be defined on the quotient of the simplicial complex by the symmetry that lumps together like microscopic measurements into macroscopic measurements. Given enough microscopic particles, the resulting complex satisfies a structural condition due to Vorob'ev [4] that is necessary and sufficient for any probabilistic model to be classical.  The generality of our scheme suggests a number of promising directions. In particular, they can be applied in more general scenarios to yield monogamy relations for contextuality inequalities and to study macroscopic non-contextuality.

[1] Samson Abramsky and Adam Brandenburger, The sheaf-theoretic structure of non-locality and contextuality, New Journal of Physics 13 (2011), no. 113036.
[2] MarcinPawłowski and Caslav Brukner, Monogamy of Bell’s inequality violations in nonsignaling theories, Phys. Rev. Lett. 102 (2009), no. 3, 030403.
[3] R. Ramanathan, T. Paterek, A. Kay, P. Kurzynski, and D. Kaszlikowski, Local realism of macroscopic correlations, Phys. Rev. Lett. 107 (2011), no. 6, 060405.
[4] N.N.Vorob’ev, Consistent families of measures and their extensions, Theory of Probability and its Applications VII (1962), no. 2, 147–163, (translated by N. Greenleaf, Russian original published in Teoriya Veroyatnostei i ee Primeneniya).

Several recent works by D. Tamarkin, D. Nadler, E. Zaslow make use of the microlocal theory of sheaves of M. Kashiwara and P. Schapira to obtain results in symplectic geometry. The link between sheaves on a manifold $M$ and the symplectic geometry of the cotangent bundle of $M$ is given by the microsupport of a sheaf, which is a conic co-isotropic subset of the cotangent bundle. In the above mentioned works properties of a given Lagrangian submanifold $\Lambda$ are deduced from the existence of a sheaf with microsupport $\Lambda$, which we call a quantization of $\Lambda$.

In the second talk we will introduce a stack on $\Lambda$ by localization of the category of sheaves on $M$. We deduce topological obstructions on $\Lambda$ for the existence of a quantization.

A number is called transcendental if it is not algebraic, that is it does not satisfy a polynomial equation with rational coefficients. It is easy to see that the algebraic numbers are countable, hence the transcendental numbers are uncountable. Despite this fact, it turns out to be very difficult to determine whether a given number is transcendental. In this talk I will discuss some famous examples and the theorems which allow one to construct many different transcendental numbers. I will also give an outline of some of the many open problems in the field.

I propose to present modeling and experimental data about the organization of telomeres (ends of the chromosomes): the 32 telomeres in Yeast form few local aggregates. We built a model of diffusion-aggregation-dissociation for a finite number of particles to estimate the number of cluster and the number of telomere/cluster and other quantities. We will further present based on eingenvalue expansion for the Fokker-Planck operator, asymptotic estimation for the mean time a piece of a polymer (DNA) finds a small target in the nucleus.

We discuss the problem to what extend a group action determines geometry of the space. 
More precisely, we show that for a large class of actions measurable isomorphisms must preserve 
the geometric structure as well. This is a joint work with Bader, Furman, and Weiss.

Several recent works by D. Tamarkin, D. Nadler, E. Zaslow make use of the microlocal theory of sheaves of M. Kashiwara and P. Schapira to obtain results in symplectic geometry. The link between sheaves on a manifold $M$ and the symplectic geometry of the cotangent bundle of $M$ is given by the microsupport of a sheaf, which is a conic co-isotropic subset of the cotangent bundle. In the above mentioned works properties of a given Lagrangian submanifold $\Lambda$ are deduced from the existence of a sheaf with microsupport $\Lambda$, which we call a quantization of $\Lambda$. In the first talk we will see that the graph of a Hamiltonian isotopy admits a canonical quantization and we deduce a new proof of Arnold's non-displaceability conjecture.

Several recent works by D. Tamarkin, D. Nadler, E. Zaslow make use of the microlocal theory of sheaves of M. Kashiwara and P. Schapira to obtain results in symplectic geometry. The link between sheaves on a manifold $M$ and the symplectic geometry of the cotangent bundle of $M$ is given by the microsupport of a sheaf, which is a conic co-isotropic subset of the cotangent bundle. In the above mentioned works properties of a given Lagrangian submanifold $\Lambda$ are deduced from the existence of a sheaf with microsupport $\Lambda$, which we call a quantization of $\Lambda$.

In the first talk we will see that the graph of a Hamiltonian isotopy admits a canonical quantization and we deduce a new proof of Arnold's non-displaceability conjecture.

I will describe how a search for the answer to an old question about the existence of monotone arithmetic progressions in permutations of positive integers led to the study of infinite words with bounded additive complexity. The additive complexity of a word on a finite subset of integers is defined as the function that, for a positive integer $n$, counts the maximum number of factors of length $n$, no two of which have the same sum.

Defect measures have successfully been used, in a variety of

contexts, as a tool to quantify the lack of compactness of bounded

sequences of square-integrable functions due to concentration and

oscillation effects. In this talk we shall present some results on the

structure of the set of possible defect measures arising from sequences

of solutions to the linear Schrödinger equation on a compact manifold.

This is motivated by questions related to understanding the effect of

geometry on dynamical aspects of the Schrödinger flow, such as

dispersive effects and unique continuation.

It turns out that the answer to these questions depends strongly on

global properties of the geodesic flow on the manifold under

consideration: this will be illustrated by discussing with a certain

detail the examples of the the sphere and the (flat) torus.

In 2005, Bonk and Kleiner showed that a hyperbolic group admits a

quasi-isometrically embedded copy of the hyperbolic plane if and only if the

group is not virtually free. This answered a question of Papasoglu. I will

discuss a generalisation of their result to certain relatively hyperbolic

groups (joint work with Alessandro Sisto). Key tools involved are new

existence results for quasi-circles, and a better understanding of the

geometry of boundaries of relatively hyperbolic groups.

(Joint work with P.E. Chaudru de Raynal and F. Delarue)

Several problems in financial mathematics, in particular that of contingent claim pricing, may be casted as decoupled Forward Backward Stochastic Differential Equations (FBSDEs). It is then of a practical interest to find efficient algorithms to solve these equations numerically with a reasonable complexity.

An efficient numerical approach using cubature on Wiener spaces was introduced by Crisan and Manoralakis [1]. The algorithm uses an approximation scheme requiring the calculation of conditional expectations, a task achieved through the cubature kernel approximation. This algorithm features several advantages, notably the fact that it is possible to solve with the same cubature tree several decoupled FBSDEs with different boundary conditions. There is, however, a drawback of this method: an exponential growth of the algorithm's complexity.

In this talk, we introduce a modification on the cubature method based on the recombination method of Litterer and Lyons [2] (as an alternative to Tree Branch Based Algorithm proposed in [1]). The main idea of the method is to modify the nodes and edges of the cubature trees in such a way as to preserve, up to a constant, the order of convergence of the expectation and conditional expectation approximations obtained via the cubature method, while at the same time controlling the complexity growth of the algorithm.

We have obtained estimations on the order of convergence and complexity growth of the algorithm under smoothness assumptions on the coefficients of the FBSDE and uniform ellipticity of the forward equation. We discuss that, just as in the case of the plain cubature method, the order of convergence of the algorithm may be degraded as an effect of solving FBSDEs with rougher boundary conditions. Finally, we illustrate the obtained estimations with some numerical tests.

References

[1] Crisan, D., and K. Manolarakis. “Solving Backward Stochastic Differential Equations Using the Cubature Method. Application to Nonlinear Pricing.” In Progress in Analysis and Its Applications, 389–397. World Sci. Publ., Hackensack, NJ, 2010.

[2] Litterer, C., and T. Lyons. “High Order Recombination and an Application to Cubature on Wiener Space.” The Annals of Applied Probability 22, no. 4 (August 2012): 1301–1327. doi:10.1214/11-AAP786.

In this talk I will consider the Burgers equation with a homogeneous Possion process as a forcing potential. In recent years, the randomly forced Burgers equation, with forcing that is ergodic in time, received a lot of attention, especially the almost sure existence of unique global solutions with given average velocity, that at each time only depend on the history up to that time. However, in all these results compactness in the space dimension of the forcing was essential. It was even conjectured that in the non-compact setting such unique global solutions would not exist. However, we have managed to use techniques developed for first and last passage percolation models to prove that in the case of Poisson forcing, these global solutions do exist almost surely, due to the existence of semi-infinite minimizers of the Lagrangian action. In this talk I will discuss this result and explain some of the techniques we have used.

This is joined work Yuri Bakhtin and Konstantin Khanin.

We discuss sparse portfolio optimization in continuous time.

Optimization objective is to maximize an expected utility as in the

classical Merton problem but with regularizing sparsity constraints.

Such constraints aim for asset allocations that contain only few assets or

that deviate only in few coordinates from a reference benchmark allocation.

With a focus on growth optimization, we show empirical results for various

portfolio selection strategies with and without sparsity constraints,

investigating different portfolios of stock indicies, several performance

measures and adaptive methods to select the regularization parameter.

Sparse optimal portfolios are less sensitive to estimation

errors and performance is superior to portfolios without sparsity

constraints in reality, where estimation risk and model uncertainty must

not be ignored.

We are interested in finding the Probability Density Function (PDF) of high dimensional chaotic systems such as a global atmospheric circulation model. The key difficulty stems from the so called “curse of dimensionality”. Representing anything numerically in a high dimensional space seems to be just too computationally expensive. Methods applied to dodge this problem include representing the PDF analytically or applying a (typically linear) transformation to a low dimensional space. For chaotic systems these approaches often seem extremely ad-hoc with the main motivation being that we don't know what else to do.

The Lorenz 95 system is one of the simplest systems we could come up with that is both chaotic and high dimensional. So it seems like a good candidate for initial investigation. We look at two attempts to approximate the PDF of this system to an arbitrary level of accuracy, firstly using a simple Monte-Carlo method and secondly using the Fokker-Planck equation. We also describe some of the (sometimes surprising) difficulties encountered along the way.

• Jean-Charles Seguis - Simulation in chemotaxis and comparison of cell models
• Laura Kimpton (née Gallimore) - A viscoelastic two-phase flow model of a crawling cell
• Benjamin Franz - Particles and PDEs and robots

The Outer Model Programme investigates L-like forcing  extensions of the universe, where we say that a model of Set Theory  is L-like if it satisfies properties of Goedel's constructible universe of sets L. I will introduce the Outer Model Programme, talk  about its history, motivations, recent results and applications. I  will be presenting joint work with Sy Friedman and Philipp Luecke.

I discuss models for the planar spreading of a viscous fluid between an elastic lid and an underlying rigid plane. These have application to the growth of magmatic intrusions, as well as to other industrial and biological processes; simple experiments of an inflated blister will be used for motivation. The height of the fluid layer is described by a sixth order non-linear diffusion equation, analogous to the fourth order equation that describes surface tension driven spreading. The dynamics depend sensitively on the conditions at the contact line, where the sheet is lifted from the substrate and where some form of regularization must be applied to the model. I will explore solutions with a pre-wetted film or a constant-pressure fluid lag, for flat and inclined planes, and compare with the analogous surface tension problems.

Toby Gee and I have proposed the definition of a "C-group", an extension of Langlands' notion of an L-group, and argue that for an arithmetic version of Langlands' philosophy such a notion is useful for controlling twists properly. I will give an introduction to this business, and some motivation. I'll start at the beginning by explaining what an L-group is a la Langlands, but if anyone is interested in doing some background preparation for the talk, they might want to find out for themselves what an L-group (a Langlands dual group) is e.g. by looking it up on Wikipedia!

This talk is a basic introduction to the wonderful world of Higgs bundles on a Riemann Surface, and their moduli space. We will only survey the basics of the theory focusing on the rich geometry of the moduli space of Higgs bundles, and the relation to moduli space of vector bundles. In the end we consider small applications of Higgs bundles. As this talk will be very basic we won't go into any new developments of the theory, but just mention the areas in which Higgs bundles are used today.

Subtitle:

And applications to problems involving pointwise constraints on the gradient of the state on non smooth polygonal domains

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In this talk we are concerned with an analysis of Moreau-Yosida regularization of pointwise state constrained optimal control problems. As recent analysis has already revealed the convergence of the primal variables is dominated by the reduction of the feasibility violation in the maximum norm.

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We will use a new method to derive convergence of the feasibility violation in the maximum norm giving improved the known convergence rates.

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Finally we will employ these techniques to analyze optimal control problems governed by elliptic PDEs with pointwise constraints on the gradient of the state on non smooth polygonal domains. For these problems, standard analysis, fails because the control to state mapping does not yield sufficient regularity for the states to be continuously differentiable on the closure of the domain. Nonetheless, these problems are well posed. In particular, the results of the first part will be used to derive convergence rates for the primal variables of the regularized problem.

We consider a problem of maximising lifetime utility of consumption subject to a drawdown constraint on undiscounted wealth

process. This problem was solved by Elie and Touzi in the case of zero interest rate. We apply methodology of Azema-Yor processes to connect

constrained and unconstrained wealth processes, which allows us to get the results for non-zero interest rate.

The theory of equations over groups goes back to the very beginning of group theory and is linked to many deep problems in mathematics, such as the Diophantine problem over rationals. In this talk, we shall survey some of the key results on equations over groups, give an outline of the Makanin-Razborov process (an algorithm for solving equations over free groups) and its connections to other results in group theory and low-dimensional topology.

We will present a regularity result for degenerate elliptic equations in nondivergence form.

In joint work with Charlie Smart, we extend the regularity theory of Caffarelli to equations with possibly unbounded ellipticity-- provided that the ellipticity satisfies an averaging condition. As an application we obtain a stochastic homogenization result for such equations (and a new estimate for the effective coefficients) as well as an invariance principle for random diffusions in random environments. The degenerate equations homogenize to uniformly elliptic equations, and we give an estimate of the ellipticity.

In the Greek mythology the hydra is a many-headed poisonous beast. When cutting one of its heads off, it will grow two more. Inspired by how Hercules defeated the hydra, Dison and Riley constructed a family of groups defined by two generators and one relator, which is an Engel  word: the hydra groups. I will talk about its remarkably wild subgroup distortion and its hyperbolic cousin. Very recent discussions of Baumslag and Mikhailov show that those groups are residually torsion-free nilpotent and they introduce generalised hydra groups.

When two drops come into contact they will rapidly merge and form a single drop. Here we address the coalescence of drops on a substrate, focussing on the initial dynamics just after contact. For very viscous drops we present similarity solutions for the bridge that connects the two drops, the size of which grows linearly with time. Both the dynamics and the self-similar bridge profiles are verified quantitatively by experiments. We then consider the coalescence of water drops, for which viscosity can be neglected and liquid inertia takes over. Once again, we find that experiments display a self-similar dynamics, but now the bridge size grows with a power-law $t^{2/3}$. We provide a scaling theory for this behavior, based on geometric arguments. The main result for both viscous and inertial drops is that the contact angle is important as it determines the geometry of coalescence -- yet, the contact line dynamics appears irrelevant for the early stages of coalescence.