Past

Two curves in a closed hyperbolic surface of genus g are of the same type if they differ by a mapping class. Mirzakhani studied the number of curves of given type and of hyperbolic length bounded by L, showing that as L grows, it is asymptotic to a constant times L^{6g-6}. In this talk I will discuss a generalization of this result, allowing for other notions of length. For example, the same asymptotics hold if we put any (singular) Riemannian metric on the surface. The main ingredient in this generalization is to study measures on the space of geodesic currents.

Solutions to Rough Differential Equations (RDE) may be constructed by several means. Beyond the fixed point argument, several approaches rely on using approximations of solutions over short times (Davie, Friz & Victoir, Bailleul, ...). In this talk, we present a generic, unifying framework to consider approximations of flows, called almost flows, and flows through the non-linear sewing lemma. This framework unifies the approaches mentioned above and decouples the analytical part from the algebraic part (manipulation of iterated integrals) when studying RDE. Beyond this, flows are objects with their own properties.New results, such as existence of measurable flows when several solutions of the corresponding RDE exist, will also be presented.

From a joint work with Antoine Brault (U. Toulouse III, France).

In the context of randomly fluctuating surfaces in (1+1)-dimensions two Universality Classes have generally been considered, the Kardar-Parisi-Zhang and the Edwards-Wilkinson. Models within these classes exhibit universal fluctuations under 1:2:3 and 1:2:4 scaling respectively. Starting from a modification of the classical Ballistic Deposition model we will show that this picture is not exhaustive and another Universality Class, whose scaling exponents are 1:1:2, has to be taken into account. We will describe how it arises, briefly discuss its connections to KPZ and introduce a new stochastic process, the Brownian Castle, deeply connected to the Brownian Web, which should capture the large-scale behaviour of models within this Class. 

Introduced by Konno, hyperpolygon spaces are examples of Nakajima quiver varieties.  The simplest of these is a noncompact complex surface admitting the structure of a gravitational instanton, and therefore fits nicely into the Kronheimer-Nakajima classification of complete ALE hyperkaehler 4-manifolds, which is a geometric realization of the McKay correspondence for finite subgroups of SU(2).  For more general hyperpolygon spaces, we can speculate on how
this classification might be extended by studying the geometry of hyperpolygons at "infinity". This is ongoing work with Hartmut Weiss.

We are very excited to have another session with invited speakers joining us for the lunch next week. Annika Heckel, Frances Kirwan and Marc Lackenby will all be joining us for a panel discussion on balancing family with academia. All are welcome to join us and to ask questions. 

We hope to see many of you at the lunch - Monday 1-2pm Quillen Room (N3.12).

We test various conjectures on quantum gravity for general 6d string compactifications in the framework of F-theory. Starting with a gauge theory coupled to gravity, we first analyze the limit in Kähler moduli space where the gauge coupling tends to zero while gravity is kept dynamical. A key observation is made about the appearance of a tensionless string in such a limit. For a more quantitative analysis, we focus on a U(1) gauge symmetry and determine the elliptic genus of this string in terms of certain meromorphic weak Jacobi forms, of which modular properties allow us to determine the charge-to-mass ratios of certain string excitations. A tower of these asymptotically massless charged states are then confirmed to satisfy the (sub-)Lattice Weak Gravity Conjecture, the Completeness Conjecture, and the Swampland Distance Conjecture. If time permits, we interpret their charge-to-mass ratios in two a priori independent perspectives. All of this is then generalized to theories with multiple U(1)s.

Cristina Palmer-Anghel: Quantum invariants via topological intersection pairings
The world of quantum invariants for knots started in 1984 with the discovery of a strong link invariant, namely the Jones polynomial. Then, Reshetikhin and Turaev developed a conceptual algebraic method that, starting with any quantum group, produces invariants for knots. The question that we have in mind is to find topological models for certain types of quantum invariants. On the topological side, in 2000, Bigelow, building on earlier work of Lawrence,
interpreted the original Jones polynomial in a homological manner- as a graded intersection pairing in a covering of a configuration space of the punctured disc. On the quantum side of the story, the coloured Jones polynomials are a sequence of quantum invariants constructed through the Reshetikhin-Turaev recipe from the quantum group Uq(sl(2)). The first invariant of this sequence is the original Jones polynomial. In this talk we will present how one can use topological intersection pairings in order to describe a topological model for all coloured Jones polynomials.

Francis Woodhouse: Autonomous mechanisms inspired by biology

Unlike the air around us, biological systems are not in equilibrium: cells consume chemical energy to keep growing and moving, forming a clear arrow of time. The recent creation of artificial versions of these ‘active’ materials suggests that these concepts can be harnessed to power new soft robotic systems fuelled by as simple a source as oxygen. After an introduction to the physics of natural and artificial active systems, we will see how endowing a mechanical network with activity can create an intricate self-actuating mechanism.

In 1897 J.J. Thomson 'discovered' the electron. The previous year, he and his research student Ernest Rutherford (later to 'discover' theatomic nucleus), collaborated in experiments to work out why gases exposed to x-rays became conducting. 

This talk will discuss the very different mathematical educations of the two men, and the impact these differences had on their experimental investigation and the theory they arrived at. This theory formed the backdrop to Thomson's electron work the following year. 

Medical data often comes in multi-modal, streamed data. The challenge is to extract useful information from this data in an environment where gathering data is expensive. In this talk, I show how signatures can be used to predict the progression of the ALS disease.

In this talk, we consider the supervised learning problem where the explanatory variable is a data stream. We provide an approach based on identifying carefully chosen features of the stream which allows linear regression to be used to characterise the functional relationship between explanatory variables and the conditional distribution of the response; the methods used to develop and justify this approach, such as the signature of a stream and the shuffle product of tensors, are standard tools in the theory of rough paths and provide a unified and non-parametric approach with potential significant dimension reduction. We apply it to the example of detecting transient datasets and demonstrate the superior effectiveness of this method benchmarked with supervised learning methods with raw data.

For any prime p > 3, the strongest lower bounds for the number of imaginary quadratic fields with discriminant down down to -X for which the class group has trivial (non-trivial) p-torsion are due to Kohnen and Ono (Soundararajan). I will discuss recent refinements of these classic results in which we consider the imaginary quadratic fields whose class number is indivisible (divisible) by p such that a given finite set of primes factor in a prescribed way. We prove a lower bound for the number of such fields with discriminant down to -X which is of the same order of magnitude as Kohnen and Ono's (Soundararajan's) results. For the indivisibility case, we rely on a result of Wiles establishing the existence of imaginary quadratic fields with trivial p-torsion in their class groups satisfying almost any given finite set of local conditions, and a result of Zagier which says that the Hurwitz class numbers are the Fourier coefficients of a mock modular form.

(Marta Lewicka)

Variational methods have been extensively used in the past decades to rigorously derive nonlinear models in the description of thin elastic films. In this context, natural growth or differential swelling-shrinking lead to models where an elastic body aims at reaching a space-dependent metric. We will describe the effect of such, generically incompatible, prestrain metrics on the singular limits' bidimensional models. We will discuss metrics that vary across the specimen in both the midplate and the thin (transversal) directions. We will also cover the case of the oscillatory prestrain, exhibit its relation to the non-oscillatory case via identifying the effective metrics, and discuss the role of the Riemann curvature tensor in the limiting models.

(Shankar Venkataramani)

Using the bidimensional models for pre-strained Elasticity, that Marta will discuss in her talk, I will discuss some contrasts between the mechanics of thin objects with non-negative curvature (plates, spherical shells, etc) and the mechanics of hyperbolic sheets, i.e. soft/thin objects with negative curvature. I will motivate the need for new "geometric" methods for discretizing the relevant equations, and present some of our preliminary work in this direction.

This is joint work with Toby Shearman and Ken Yamamoto.

TQFTs lie at the intersection of maths and theoretical physics. Topologically, they are a recipe for calculating an invariant of manifolds by cutting them into elementary pieces; physically, they describe the evolution of the state of a particle. These two viewpoints allow physical intuition to be harnessed to shed light on topological problems, including understanding the topology of 4-manifolds and calculating geometric invariants using topology.

Recent results have provided classifications of certain types of TQFTs as algebraic structures. After reviewing the definition of TQFTs and giving some diagrammatic examples, I will give informal arguments as to how these classifications arise. Finally, I will show that in many cases these algebras are in fact free, and give an explicit classification of them in this case.
 

Risk-indifference pricing is proposed as an alternative to utility indifference pricing, where a risk measure is used instead of a utility based preference. In this, we propose to include the possibility to change the attitude to risk evaluation as time progresses. This is particularly reasonable for long term investments and strategies. 

Then we introduce a fully-dynamic risk-indifference criteria, in which a whole family of risk measures is considered. The risk-indifference pricing system is studied from the point of view of its properties as a convex price system. We tackle questions of time-consistency in the risk evaluation and the corresponding prices. This analysis provides a new insight also to time-consistency for ordinary dynamic risk-measures.

Our techniques and results are set in the representation and extension theorems for convex operators. We shall argue and finally provide a setting in which fully-dynamic risk-indifference pricing is a well set convex price system.

The presentation is based on joint works with Jocelyne Bion-Nadal.

A posteriori error estimators are a key tool for the quality assessment of given finite element approximations to an unknown PDE solution as well as for the application of adaptive techniques. Typically, the estimators are equivalent to the error up to an additive term, the so called oscillation. It is a common believe that this is the price for the `computability' of the estimator and that the oscillation is of higher order than the error. Cohen, DeVore, and Nochetto [CoDeNo:2012], however, presented an example, where the error vanishes with the generic optimal rate, but the oscillation does not. Interestingly, in this example, the local $H^{-1}$-norms are assumed to be computed exactly and thus the computability of the estimator cannot be the reason for the asymptotic overestimation. In particular, this proves both believes wrong in general. In this talk, we present a new approach to posteriori error analysis, where the oscillation is dominated by the error. The crucial step is a new splitting of the data into oscillation and oscillation free data. Moreover, the estimator is computable if the discrete linear system can essentially be assembled exactly.
 

Donovan Platt
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Economic Agent-Based Model Calibration

Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not easily recovered by more traditional modelling approaches. Nevertheless, the agent-based modelling paradigm faces mounting criticism, focused particularly on the rigour of current validation and calibration practices, most of which remain qualitative and stylised fact-driven. While the literature on quantitative and data-driven approaches has seen significant expansion in recent years, most studies have focused on the introduction of new calibration methods that are neither benchmarked against existing alternatives nor rigorously tested in terms of the quality of the estimates they produce. We therefore compare a number of prominent ABM calibration methods, both established and novel, through a series of computational experiments in an attempt to determine the respective strengths and weaknesses of each approach and the overall quality of the resultant parameter estimates. We find that Bayesian estimation, though less popular in the literature, consistently outperforms frequentist, objective function-based approaches and results in reasonable parameter estimates in many contexts. Despite this, we also find that agent-based model calibration techniques require further development in order to definitively calibrate large-scale models.

Yufei Zhang
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A penalty scheme and policy iteration for stochastic hybrid control problems with nonlinear expectations

We propose a penalty method for mixed optimal stopping and control problems where the objective is evaluated
by a nonlinear expectation. The solution and free boundary of an associated HJB variational inequality are constructed from a sequence
of penalized equations, for which the penalization error is estimated. The penalized equation is then discretized by a class of semi-implicit
monotone approximations. We further propose an efficient iterative algorithm with local superlinear convergence for solving the discrete
equation. Numerical experiments are presented for an optimal investment problem under ambiguity to demonstrate the effectiveness of
the new schemes.  Finally, we extend the penalty schemes to solve stochastic hybrid control problems involving impulse controls.

An informal session for DPhil students, ECRs and undergraduates with an interest in probability. The aim is to gain exposure to areas outside of your own research interests in an informal and accessible way.

In this talk we consider several scenarios involving the interaction among incompressible fluids of different nature. The main concern is the dynamics of the free boundary separating the fluids, which evolves with the velocity flow. The important question to address is whether the regularity is preserved in time or, on the other hand, the system develops singularities. We focus on Navier-Stokes models, where the viscosity of the fluids play a crucial role. At first showing results of finite time blow-up for the case of vacuum-fluid interaction. Later discussing new recent results on global existence for 1996 P.L. Lions' conjecture for density patches evolving by inhomogeneous Navier-Stokes equations.

You’re an amateur investigator hired to uncover the mysterious goings on of a dark cult. They call themselves Geometric Group Theorists and they’re under suspicion of pushing humanity’s knowledge too far. You’ve tracked them down to their supposed headquarters. Foolishly, you enter. Your mind writhes as you gaze unwittingly upon the Eldritch horror they’ve summoned… Group Theory! You think fast; donning the foggy glasses of quasi-isometry, you prevent your mind shattering from the unfathomable complexity of The Beast. You spy a weak spot and the phrase `Gromov Hyperbolicity’ flashes across your mind. You peer deeper, further, forever… only to find yourself somewhere rather familiar, strange, but familiar… no, self-similar! You’ve fought with fractals before, this weirdness can be tamed! Your insight is sufficient and The Beast retreats for now.
In other words, given an infinite group, we associate to it an infinite graph, called a Cayley graph, which gives us a notion of the ‘geometry’ of a group. Through this we can ask what kind of groups have hyperbolic geometry, or at least an approximation of it called Gromov hyperbolicity. Hyperbolic groups are quite a nice class of groups but a large one, so we introduce the Gromov boundary of a hyperbolic group and explain how it can be used to distinguish groups in this class.

We provide lattice-based protocols allowing to prove relations among committed integers. While the most general zero-knowledge proof techniques can handle arithmetic circuits in the lattice setting, adapting them to prove statements over the integers is non-trivial, at least if we want to handle exponentially large integers while working with a polynomial-size modulus qq. For a polynomial L, we provide zero-knowledge arguments allowing a prover to convince a verifier that committed L-bit bitstrings x, y and z are the binary representations of integers X, Y and Z satisfying Z=X+Y over the integers. The complexity of our arguments is only linear in L. Using them, we construct arguments allowing to prove inequalities X <Z among committed integers, as well as arguments showing that a committed X belongs to a public interval [α,β], where α and β can be arbitrarily large. Our range arguments have logarithmic cost (i.e., linear in L) in the maximal range magnitude. Using these tools, we obtain zero-knowledge arguments showing that a committed element X does not belong to a public set S using soft-O(n⋅log|S|) bits of communication, where n is the security parameter. We finally give a protocol allowing to argue that committed L-bit integers X, Y and Z satisfy multiplicative relations Z=XY over the integers, with communication cost subquadratic in L. To this end, we use our protocol for integer addition to prove the correct recursive execution of Karatsuba's multiplication algorithm. The security of our protocols relies on standard lattice assumptions with polynomial modulus and polynomial approximation factor.

Fermat’s two-squares theorem is an elementary theorem in number theory that readily lends itself to a classification of the positive integers representable as the sum of two squares. Given this, a natural question is: what is the minimal number of squares needed to represent any given (positive) integer? One proof of Fermat’s result depends on essentially a buffed pigeonhole principle in the form of Minkowski’s Convex Body Theorem, and this idea can be used in a nearly identical fashion to provide 4 as an upper bound to the aforementioned question (this is Lagrange’s four-square theorem). The question of identifying the integers representable as the sum of three squares turns out to be substantially harder, however leaning on a powerful theorem of Dirichlet and a handful of tricks we can use Minkowski’s CBT to settle this final piece as well (this is Legendre’s three-square theorem).