Past

This work builds on the foundation laid by Benney & Timson (1980), who

examined the flow near a contact line and showed that, if the contact

angle is 180 degrees, the usual contact-line singularity does not arise.

Their local analysis, however, does not allow one to determine the

velocity of the contact line and their expression for the shape of the

free boundary involves undetermined constants - for which they have been

severely criticised by Ngan & Dussan V. (1984). As a result, the ideas

of Benny & Timson (1980) have been largely forgotten.

The present work shows that the criticism of Ngan & Dussan V. (1984)

was, in fact, unjust. We consider a two-dimensional steady Couette flow

with a free boundary, for which the local analysis of Benney & Timson

(1980) can be complemented by an analysis of the global flow (provided

the slope of the free boundary is small, so the lubrication

approximation can be used). We show that the undetermined constants in

the solution of Benney & Timson (1980) can all be fixed by matching

their local solution to the global one. The latter also determines the

contact line's velocity, which we compute among other characteristics of

the global flow.

We show that the steepest-descent and Newton's methods for unconstrained nonconvex optimization

under standard assumptions may both require a number of iterations and function evaluations

arbitrarily close to the steepest-descent's global worst-case complexity bound. This implies that

the latter upper bound is essentially tight for steepest descent and that Newton's method may be as

slow as the steepest-descent method in the worst case. Then the cubic regularization of Newton's

method (Griewank (1981), Nesterov & Polyak (2006)) is considered and extended to large-scale

problems, while preserving the same order of its improved worst-case complexity (by comparison to

that of steepest-descent); this improved worst-case bound is also shown to be tight. We further

show that the cubic regularization approach is, in fact, optimal from a worst-case complexity point

of view amongst a wide class of second-order methods. The worst-case problem-evaluation complexity

of constrained optimization will also be discussed. This is joint work with Nick Gould (Rutherford

Appleton Laboratory, UK) and Philippe Toint (University of Namur, Belgium).

I will give an introduction to the variational characterisation of the Ricci flow that was first introduced by G. Perelman in his paper on "The entropy formula for the Ricci flow and its geometric applications" http://arxiv.org/abs/math.DG/0211159. The first in a series of three papers on the geometrisation conjecture. The discussion will be restricted to sections 1 through 5 beginning first with the gradient flow formalism. Techniques from the Calculus of Variations will be emphasised, notably in proving the monotonicity of particular functionals. An overview of the local noncollapsing theorem (Perelman’s first breakthrough result) will be presented with refinements from Topping [Comm. Anal. Geom. 13 (2005), no. 5, 1039–1055.]. Some remarks will also be made on connections to implicit structures seen in the physics literature, for instance of those seen in D. Friedan [Ann. Physics 163 (1985), no. 2, 318–419].

Decision making in the presence of uncertainty is a mathematically delicate topic. In this talk, we consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering discrete-time `martingale' processes, we show that the classical results of martingale convergence and the up/downcrossing inqualities hold in a `quasi-sure' sense. We also give conditions, for a general filtration, under which an `aggregation' property holds, generalising an approach of Soner, Touzi and Zhang (2011). From this, we extend various results on the representation of conditional sublinear expectations to general filtrations under uncertainty.

In the talk I will mention two regularity results: the SBV regularity for strictly hyperbolic, genuinely nonlinear 1D systems of conservation laws and the characterization of intrinsic Lipschitz codimension 1 graphs in the Heisenberg groups. In both the contexts suitable scalar, 1D balance laws arise with very low regularity. I will in particular highlight the role of characteristics.

This seminar will be based on joint works with G. Alberti, S. Bianchini, F. Bigolin and F. Serra Cassano, and the main previous literature.

 I will first present Priestley style topological dualities for 
several categories of distributive meet-semilattices
and implicative semilattices developed by G. Bezhanishvili and myself. 
Using these dualities I will introduce a topological duality for Hilbert 
algebras, 
the algebras that correspond to the implicative reduct of intuitionistic logic.

In this talk I'll describe recent work with Henry Wilton (UCL) in which

we prove that there does not exist an algorithm that can determine which

finitely presented groups have a non-trivial finite quotient.

There is a beautiful classification of full (rational) CFT due to

Fuchs, Runkel and Schweigert. The classification says roughly the

following. Fix a chiral algebra A (= vertex algebra). Then the set of

full CFT whose left and right chiral algebras agree with A is

classified by Frobenius algebras internal to Rep(A). A famous example

to which one can successfully apply this is the case when the chiral

algebra A is affine su(2): in that case, the Frobenius algebras in

Rep(A) are classified by A_n, D_n, E_6, E_7, E_8, and so are the

corresponding CFTs.

Recently, Kapustin and Saulina gave a conceptual interpretation of the

FRS classification in terms of 3-dimentional Chern-Simons theory with

defects. Those defects are also given by Frobenius algebras in Rep(A).

Inspired by the proposal of Kapustin and Saulina, we will (partially)

construct the three-tier CFT associated to a given Frobenius algebra.

In Achlioptas processes, starting from an empty graph, in each step two potential edges are chosen uniformly at random, and using some rule one of them is selected and added to the evolving graph. Although the evolution of such `local' modifications of the Erdös-Rényi random graph processes has received considerable attention during the last decade, so far only rather `simple' rules are well-understood. Indeed, the main focus has been on bounded size rules (where all component sizes larger than some constant B are treated the same way), and for more complex rules hardly any rigorous results are known. In this talk we will discuss a new approach that applies to many involved Achlioptas processes: it allows us to prove that certain key statistics are tightly concentrated during the early evolution of e.g. the sum and product rule.

Joint work with Oliver Riordan.

We still don't know what dark matter is but a class of leading candidates

are weakly interacting massive particles or WIMPs. These WIMP models are

falsifiable, which is why we like them. However, the epoch of their

falsifiability is upon us and a slew of data from different directions is

placing models for WIMPs under pressure. I will try and present an updated

overview of the different pieces of evidence, false (?) alarms and

controversies that are making this such an active area of research at the

moment.

In this talk we aim to filter the Majda-McLaughlin-Tabak(MMT) model, which is a one-dimensional prototypical turbulence system. Due to its inherent high dimensionality, we first try to find a low dimensional dynamical system whose statistical property is similar to the original complexity system. This dimensional reduction, called stochastic parametrization, is clearly well-known method but the value of current work lies in the derivation of an analytic closure for the parameters. We then discuss the necessity of the accurate filtering algorithm for this effective dynamics, and introduce the particle filter using the cubature on Wiener space and the recombination skill.

In the first part, a variational model for composition of finitely many strongly elliptic

homogenous elastic materials in linear elasticity is considered. The notion of`universal coercivity' for the variational integrals is introduced which is independent of particular compositions of materials involved. Examples and counterexamples for universal coercivity are presented.

In the second part, some results of recent work with colleagues on image processing and feature extraction will be displayed.

I will discuss the structure of the Selberg class - in which certain expected properties of Dirichlet series and L-functions are axiomatised - along with the numerous interesting conjectures concerning the Dirichlet series in the Selberg class. Furthermore, results regarding the degree of the elements in the Selberg class shall be explored, culminating in the recent work of Kaczorowski and Perelli in which they prove the absence of elements with degree between one and two.

I will discuss quasi-isometries of the free group that preserve an

equivariant pattern of lines.

There is a type of boundary at infinity whose topology determines how

flexible such a line pattern is.

For sufficiently complicated patterns I use this boundary to define a new

metric on the free group with the property that the only pattern preserving

quasi-isometries are actually isometries.

We study pure Seiberg-Witten theories with $SU(r+1)$ and $Sp(2r)$ gauge groups with no flavors. We study singularity loci of moduli space of the Seiberg-Witten curve. Using exterior derivative and discriminant operators, we can find Argyres-Douglas loci of the SW theory. We also compute BPS charges of the massless dyons of $SU$ and $Sp$ SW theory. In a detailed example of $C_2=Sp(4)$, we find 6 points in the moduli space where we have 2 massless BPS dyons, and 3 of them give Argyres-Douglas loci. We show that BPS charges of the massless dyons jump as we go across Argyres-Douglas loci, giving an explicit example of Argyres-Douglas loci living inside the wall of marginal stability. (Based on work in progress with Keshav Dasgupta)

The idea of three-tier conformal field theory (CFT) was first proposed by Greame Segal. It is an extension of the functorial approach to CFT, where one replaces the bordism category of Riemann surfaces by a suitable bordism 2-category, whose objects are points, whose morphism are 1-manifolds, and whose 2-morphisms are pieces of Riemann surface. The Baez-Dolan cobordism hypothesis is a meta-mathematical principle. It claims that functorial quantum field theory (i.e. quantum field theory expressed as a functor from some bordism category) becomes simper once "you go all the way down to points", i.e., once you replace the bordism category by a higher category. Three-tier CFT is an example of "going all the way down to points". We will apply the cobordism hypothesis to the case of three-tier CFT, and show how the modular invariance of the partition function can be derived as a consequence of the formalism, even if one only starts with genus-zero data.

Data assimilation aims to correct a forecast of a physical system, such as the atmosphere or ocean, using observations of that system, in order to provide a best estimate of the current system state. Since it is not possible to observe the whole state it is important to know how errors in different variables of the forecast are related to each other, so that all fields may be corrected consistently. In the first part of this talk we consider how we may impose constraints between different physical variables in data assimilation. We examine how we can use our knowledge of atmospheric physics to pose the assimilation problem in variables that are assumed to be uncorrelated. Using a shallow-water model we demonstrate that this is best achieved by using potential vorticity rather than vorticity to capture the balanced part of the flow. The second part of the talk will consider a further transformation of variables to represent spatial correlations. We show how the accuracy and efficiency with which we can solve the transformed assimilation problem (as measured by the condition number) is affected by the observation distribution and accuracy and by the assumed correlation lengthscales. Theoretical results will be illustrated using the Met Office variational data assimilation scheme.

We propose a dynamic insurance network model that allows to deal with reinsurance counter-party default risks with a particular aim of capturing cascading effects at the time of defaults. We capture these effects by finding an equilibrium allocation of settlements which can be found as the unique optimal solution of a linear programming problem. This equilibrium allocation recognizes 1) the correlation among the risk factors, which are assumed to be heavy-tailed, 2) the contractual obligations, which are assumed to follow popular contracts in the insurance industry (such as stop-loss and retro-cesion), and 3) the interconnections of the insurance-reinsurance network. We are able to obtain an asymptotic description of the most likely ways in which the default of a specific group of insurers can occur, by means of solving a multidimensional Knapsack integer programming problem. Finally, we propose a class of provably strongly efficient estimators for computing the expected loss of the network conditioning the failure of a specific set of companies. Strong efficiency means that the complexity of computing large deviations probability or conditional expectation remains bounded as the event of interest becomes more and more rare.

Introductory talk on topological quantum field theories (TQFTs) and the cobordism hypothesis, focusing on the conceptual issues involved.

The lecture will take place this Friday at 11am in Lecture Theatre A of the Department of Computer Science

DNA double strand breaks (DSB) are the most deleterious type of DNA damage induced by ionizing radiation and cytotoxic agents used in the treatment of cancer. When DSBs are formed, the cell attempts to repair the DNA damage through activation of a variety of molecular repair pathways. One of the earliest events in response to the presence of DSBs is the phosphorylation of a histone protein, H2AX, to form γH2AX. Many hundreds of copies of γH2AX form, occupying several mega bases of DNA at the site of each DSB. These large collections of γH2AX can be visualized using a fluorescence microscopy technique and are called ‘γH2AX foci’. γH2AX serves as a scaffold to which other DNA damage repair proteins adhere and so facilitates repair. Following re-ligation of the DNA DSB, the γH2AX is dephosphorylated and the foci disappear.

We have developed a contrast agent, 111In-anti-γH2AX-Tat, for nuclear medicine (SPECT) imaging of γH2AX which is based on an anti-γH2AX monoclonal antibody. This agent allows us to image DNA DSB in vitro in cells, and in in vivo model systems of cancer. The ability to track the spatiotemporal distribution of DNA damage in vivo would have many potential clinical applications, including as an early read-out of tumour response or resistance to particular anticancer drugs or radiation therapy.

The imaging tracer principle states that a contrast agent should not interfere with the physiology of the process being imaged. Therefore, we have investigated the influence of the contrast agent itself on the kinetics of DSB formation, repair and on γH2AX foci formation and resolution and now wish to synthesise these data into a coherent kinetic-dynamic model.

Dualities of various types have been used by different authors to 
describe free and projective objects in a large
  number of classes of algebras. Particularly, natural dualities provide a 
general tool to describe free objects. In
  this talk we present two interesting applications of this fact. 
  We first provide a combinatorial classification of unification problems 
by their unification type for the
varieties of Bounded Distributive Lattices, Kleene algebras, De Morgan 
algebras. Finally we provide axiomatizations forsingle
and multiple conclusion admissible rules for the varieties of Kleene 
algebras, De Morgan algebras, Stone algebras.

Understanding the fatigue of metals under cyclic loads is crucial for some fields in mechanical engineering, such as the design of wheels of high speed trains and aero-plane engines. Experimentally it has been found that metal fatigue induced by cyclic loads is closely related to a ladder shape pattern of dislocations known as a persistent slip band (PSB). In this talk, a quantitative description for the formation of PSBs is proposed from two angles: 1. the motion of a single dislocation analised by using asymptotic expansions and numerical simulations; 2. the collective behaviour of a large number of dislocations analised by using a method of multiple scales.

De Concini-Kac-Procesi conjecture gives a good estimate for the dimensions of finite--dimensional non-restricted representations of quantum groups at m-th root of unity. According to De Concini, Kac and Procesi such representations can be split into families parametrized by conjugacy classes in an algebraic group G, and the dimensions of representations corresponding to a conjugacy class O are divisible by m^{dim O/2}. The talk will consist of two parts. In the first part I shall present an approach to the proof of De Concini-Kac-Procesi conjecture based on the use of q-W algebras and Bruhat decomposition in G. It turns out that properties of representations corresponding to a conjugacy class O depend on the properties of intersection of O with certain Bruhat cells. In the second part, which is more technical, I shall discuss q-W algebras and some related results in detail.

We present progress on an Interior Point based multi-step solution approach for stochastic programming problems. Our approach works with a series of scenario trees that can be seen as successively more accurate discretizations of an underlying probability distribution and employs IPM warmstarts to "lift" approximate solutions from one tree to the next larger tree.

In this talk we will discuss geometric quantization. First of all we will discuss what it is, but shall also see that it has relations to many other parts of mathematics. Especially shall we see how the Hitchin connection in geometric quantization can give us representations of a certain group associated to a surface, the mapping class group. If time permits we will discuss some recent results about these groups and their representations, results that are essentially obtained from geometrically quantizing a moduli space of flat connections on a surface."

In this seminar, we discuss three questions related to the finite difference computation of early exercise options, one of which has a useful answer, one an interesting one, and one is open.

We begin by showing that a simple iteration of the exercise strategy of a finite difference solution is efficient for practical applications and its convergence can be described very precisely. It is somewhat surprising that the method is largely unknown.

We move on to discuss properties of a so-called penalty method. Here we show by means of numerical experiments and matched asymptotic expansions that the approximation of the value function has a very intricate local structure, which is lost in functional analytic error estimates, which are also derived.

Finally, we describe a gap in the analysis of the grid convergence of finite difference approximations compared to empirical evidence.

This is joint work with Jan Witte and Sam Howison.

Pseudo-differential operators (PDO's) are primarily defined in the familiar setting of the Euclidean space. For four decades, they have been standard tools in the study of PDE's and it is natural to attempt defining PDO's in other settings. In this talk, after discussing the concept of PDO's on the Euclidean space and on the torus, I will present some recent results and outline future work regarding PDO's on Lie groups as well as some of the applications to PDE's

The lamplighter groups, solvable Baumslag-Solitar groups and lattices in SOL all share a nice kind of geometry. We'll see how the Cayley graph of a lamplighter group is a Diestel-Leader graph, that is a horocyclic product of two trees. The geometry of the solvable Baumslag-Solitar groups has been studied by Farb and Mosher and they showed that these groups are quasi-isometric to spaces which are essentially the horocyclic product of a tree and the hyperbolic plane. Finally, lattices in the Lie groups SOL can be seen to act on the horocyclic product of two hyperbolic planes. We use these spaces to measure the length of short conjugators in each type of group.

Many swimming microorganisms inhabit heterogeneous environments consisting of solid particles immersed in viscous fluid. Such environments require the organisms attempting to move through them to negotiate both hydrodynamic forces and geometric constraints. Here, we study this kind of locomotion by first observing the kinematics of the small nematode and model organism Caenorhabditis elegans in fluid-filled, micro-pillar arrays. We then compare its dynamics with those given by numerical simulations of a purely mechanical worm model that accounts only for the hydrodynamic and contact interactions with the obstacles. We demonstrate that these interactions allow simple undulators to achieve speeds as much as an order of magnitude greater than their free-swimming values. More generally, what appears as behavior and sensing can sometimes be explained through simple mechanics.

This is a report on a joint work (in progress) with Pantev, Vaquie and Vezzosi. After some

reminders on derived algebraic geometry, I will present the notion of shifted symplectic structures, as well as several basic examples. I will state existence results: mapping spaces towards a symplectic targets, classifying spaces of reductive groups, Lagrangian intersections, and use them to construct many examples of (derived) moduli spaces endowed with shifted symplectic forms. In a second part, I will explain what "Quantization" means in the shifted context. The general theory will be illustrated by the particular examples of moduli of sheaves on oriented manifolds, in dimension 2, 3 and higher.

The phase transition deals with sudden global changes and is observed in many fundamental random discrete structures arising from statistical physics, mathematics and theoretical computer science, for example, Potts models, random graphs and random $k$-SAT. The phase transition in random graphs refers to the phenomenon that there is a critical edge density, to which adding a small amount results in a drastic change of the size and structure of the largest component. In the Erdős--R\'enyi random graph process, which begins with an empty graph on $n$ vertices and edges are added randomly one at a time to a graph, a phase transition takes place when the number of edges reaches $n/2$ and a giant component emerges. Since this seminal work of Erdős and R\'enyi, various random graph processes have been introduced and studied. In this talk we will discuss new approaches to study the size and structure of components near the critical point of random graph processes: key techniques are the classical ordinary differential equations method, a quasi-linear partial differential equation that tracks key statistics of the process, and singularity analysis.

This is a report on a joint work (in progress) with Pantev, Vaquie and Vezzosi. After some

reminders on derived algebraic geometry, I will present the notion of shifted symplectic structures, as well as several basic examples. I will state existence results: mapping spaces towards a symplectic targets, classifying spaces of reductive groups, Lagrangian intersections, and use them to construct many examples of (derived) moduli spaces endowed with shifted symplectic forms. In a second part, I will explain what "Quantization" means in the shifted context. The general theory will be illustrated by the particular examples

of moduli of sheaves on oriented manifolds, in dimension 2, 3 and higher.

Quantile forecasting of wind power using variability indices
Abstract: Wind power forecasting techniques have received substantial attention recently due to the increasing penetration of wind energy in national power systems.  While the initial focus has been on point forecasts, the need to quantify forecast uncertainty and communicate the risk of extreme ramp events has led to an interest in producing probabilistic forecasts. Using four years of wind power data from three wind farms in Denmark, we develop quantile regression models to generate short-term probabilistic forecasts from 15 minutes up to six hours ahead. More specifically, we investigate the potential of using various variability indices as explanatory variables in order to include the influence of changing weather regimes. These indices are extracted from the same  wind power series and optimized specifically for each quantile. The forecasting performance of this approach is compared with that of some benchmark models. Our results demonstrate that variability indices can increase the overall skill of the forecasts and that the level of improvement depends on the specific quantile.

We prove that the 3-D free-surface incompressible Euler equations with regular initial geometries and velocity fields have solutions which can form a finite-time ``splash'' singularity, wherein the evolving 2-D hypersurface intersects itself at a point. Our approach is based on the Lagrangian description of the free-boundary problem, combined with novel approximation scheme. We do not assume the fluid is irrotational, and as such, our method can be used for a number of other fluid interface problems. This is joint work with Daniel Coutand.

We consider the prime k-tuples conjecture, which predicts that a system of linear forms are simultaneously prime infinitely often, provided that there are no obvious obstructions. We discuss some motivations for this and some progress towards proving weakened forms of the conjecture.

I shall describe the construction of the four-brane giant graviton on $\mathrm{AdS}_4\times \mathbb{CP}^3$ (extended and moving in the complex projective space), which is dual to a subdeterminant operator in the ABJM model. This dynamically stable, BPS configuration factorizes at maximum size into two topologically stable four-branes (each wrapped on a different $\mathbb{CP}^2 \subset \mathbb{CP}^3$ cycle) dual to ABJM dibaryons. Our study of the spectrum of small fluctuations around this four-brane giant provides good evidence for a dependence in the spectrum on the size, $\alpha_0$, which is a direct result of the changing shape of the giant’s worldvolume as it grows in size. I shall finally comment upon the implications for operators in the non-BPS, holomorphic sector of the ABJM model.

We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. We explore the need for more general optimization tools, and consider the means by which constrained random portfolios may be generated. DeVroye’s approach to sampling the interior of a simplex (a collection of non-negative random variables adding to unity) is already available for interior solutions of simple fully-invested long-only systems, and we extend this to treat, lower bound constraints, bounded short positions and to sample non-interior points by the method of Face-Edge-Vertex-biased sampling. A practical scheme for long-only and bounded short problems is developed and tested. Non-convex and disconnected regions can be treated by applying rejection for other constraints. The advantage of Monte Carlo methods is that they may be extended to risk functions that are more complicated functions of the return distribution, without explicit gradients, and that the underlying return distribution may be modeled parametrically or empirically based on general distributions. The optimization of expected utility, Omega, Sortino ratios may be handled in a similar manner to quadratic risk, VaR and CVaR, irrespective of whether a reduction to LP or QP form is available. Robustification is also possible, and a Monte Carlo approach allows the possibility of relaxing the general maxi-min approach to one of varying degrees of conservatism. Grid computing technology is an excellent platform for the development of such computations due to the intrinsically parallel nature of the computation. Good comparisons with established results in Mean-Variance and CVaR optimization are obtained, and we give some applications to Omega and expected Utility optimization. Extensions to deploy Sobol and Niederreiter quasi-random methods for random weights are also proposed. The method proposed is a two-stage process. First we have an initial global search which produces a good feasible solution for any number of assets with any risk function and return distribution. This solution is already close to optimal in lower dimensions based on an investigation of several test problems. Further precision, and solutions in 10-100 dimensions, are obtained by invoking a second stage in which the solution is iterated based on Monte-Carlo simulation based on a series of contracting hypercubes.