Past

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.

Please note that this is a joint seminar with the William Dunn School of Pathology and will take place in the EPA Seminar Room, which is located inside the Sir William Dunn School of Pathology and must be entered from the main entrance on South Parks Road. link: http://g.co/maps/8cbbx

This is the second of two talks about Derived Algebraic Geometry. We will go through the various geometries one can develop from the Homotopical Algebraic Geometry setting. We will review stack theory in the sense of Laumon and Moret-Bailly and higher stack theory by Simpson from a new and more general point of view, and this will culminate in Derived Algebraic Geometry. We will try to point out how some classical objects are actually secretly already in the realm of Derived Algebraic Geometry, and, once we acknowledge this new point of view, this makes us able to reinterpret, reformulate and generalize some classical aspects. Finally, we will describe more exotic geometries. In the last part of this talk, we will focus on two main examples, one addressed more to algebraic geometers and representation theorists and the second one to symplectic geometers.

We will demonstrate the following. Category theory, usually conceived as some very abstract form of metamathematics, is present everywhere around us. Explicitly, we show how it provides a kindergarten version of quantum theory, an how it will help Google to understand sentences rather than words.

Some references are:

-[light] BC (2010) "Quantum picturalism". Contemporary Physics 51, 59-83. arXiv:0908.1787 
-[a bit heavier] BC and Ross Duncan (2011) "Interacting quantum observables: categorical algebra and diagrammatics". New Journal of Physics 13, 043016. arXiv:0906.4725
-[light] New Scientist (8 December 2010) "Quantum links let computers understand language". www.cs.ox.ac.uk/people/bob.coecke/NewScientist.pdf
-[a bit heavier] BC, Mehrnoosh Sadrzadeh and Stephen Clark (2011) "Mathematical foundations for a compositional distributional model of meaning". Linguistic Analysis - Lambek Festschrift. arXiv:1003.439

Recall that a difference field is a field with a distinguished automorphism. ACFA is the theory of existentially closed difference fields. I will discuss results on groups definable in models of ACFA, in particular when they are one-based and what are the consequences of one-basedness.

It is an inherent premise in Boltzmann's formulation of linear viscoelasticity, that for shear deformations at constant pressure and constant temperature, every material has a unique continuous relaxation spectrum. This spectrum defines the memory kernel of the material. Only a few models for representing the continuous spectrum have been proposed, and these are entirely empirical in nature.

Extensive laboratory time is spent worldwide in collecting dynamic data from which the relaxation spectra of different materials may be inferred. In general the process involves the solution of one or more exponentially ill-posed inverse problems.

In this talk I shall present rigorous models for the continuous relaxation spectrum. These arise naturally from the theory of continuous wavelet transforms. In solving the inverse problem I shall discuss the role of sparsity as one means of regularization, but there is also a secondary regularization parameter which is linked, as always, to resolution. The topic of model-induced super-resolution is discussed, and I shall give numerical results for both synthetic and real experimental data.

The talk is based on joint work with Neil Goulding (Cardiff University).

I will discuss joint work with Matthew Emerton on geometric
approaches to the Breuil-Mézard conjecture, generalising a geometric
approach of Breuil and Mézard. I will discuss a proof of the geometric
version of the original conjecture, as well as work in progress on a
geometric version of the conjecture which does not make use of a fixed
residual representation.

This is a sequel to Lecture I (given in the algebra seminar, Tuesday). It will be slightly more specialized. The finite Weil representation is the algebra object that governs the symmetries of the Hilbert space H =C(Z/p): The main objective of this talk is to introduce the geometric Weil representation which is an algebra-geometric (l-adic perverse

Weil sheaf) counterpart of the finite Weil representation. Then, I will explain how the geometric Weil representation is used to prove the main technical results stated in Lecture I. In the course, I will explain the Grothendieck geometrization procedure by which sets are replaced by algebraic varieties and functions by sheaf theoretic objects. This is a joint work with R. Hadani (Austin).

In recent years, limit order books have been adopted as the pricing mechanism in more than half of the world's financial markets. Thanks to recent technological advances, traders around the globe also now have real-time access to limit order book trading platforms and can develop trading strategies that make use of this "ultimate microscopic level of description". In this talk I will briefly describe the limit order book trade-matching mechanism, and explain how the extra flexibility it provides has vastly impacted the problem of how a market participant should optimally behave in a given set of circumstances. I will then discuss the findings from my recent statistical analysis of real limit order book data for spot trades of 3 highly liquid currency pairs (namely, EUR/USD, GBP/USD, and EUR/GBP) on a large electronic trading platform during May and June 2010, and discuss how a number of my findings highlight weaknesses in current models of limit order books.

In this seminar I will expose some results obtained jointly with P. Marcati, concerning the global existence of weak solutions for the Quantum Hydrodynamics System in the space of energy. We don not require any additional regularity and/or smallness assumptions on the initial data. Our approach replaces the WKB formalism with a polar decomposition theory which is not limited by the presence of vacuum regions. In this way we set up a self consistent theory, based only on particle density and current density, which does not need to define velocity fields in the nodal regions. The mathematical techniques we use in this paper are based on uniform (with respect to the approximating parameter) Strichartz estimates and the local smoothing property.

I will then discuss some possible future extensions of the theory.

This is the first of two talks about Derived Algebraic Geometry. Due to the vastity of the theory, the talks are conceived more as a kind of advertisement on this theory and some of its interesting new features one should contemplate and try to understand, as it might reveal interesting new insights also on classical objects, rather than a detailed and precise exposition. We will start with an introduction on the very basic idea of this theory, and we will expose some motivations for introducing it. After a brief review on the existing literature and a speculation about homotopy theories and higher categorical structures, we will review the theory of dg-categories, model categories, S-categories and Segal categories. This is the technical part of the seminar and it will give us the tools to understand the basic setting of Topos theory and Homotopical Algebraic Geometry, whose applications will be exploited in the next talk.

I will present a history of the problem, relate it to other conjectures, and, with time permitting, indicate recent developments. The focus will primarily be group-theoretic and intended for the non-specialist.

In the digital radar problem we design a function (waveform) S(t) in the Hilbert space H=C(Z/p) of complex valued functions on Z/p={0,...,p-1}, the integers modulo a prime number p>>0. We transmit the function S(t) using the radar to the object that we want to detect. The wave S(t) hits the object, and is reflected back via the echo wave R(t) in H, which has the form

R(t) = exp{2πiωt/p}⋅S(t+τ) + W(t),

where W(t) in H is a white noise, and τ,ω in ℤ/p, encode the distance from, and velocity of, the object.

Problem (digital radar problem) Extract τ,ω from R and S.

I first introduce the classical matched filter (MF) algorithm that suggests the 'traditional' way (using fast Fourier transform) to solve the digital radar problem in order of p^2⋅log(p) operations. I will then explain how to use techniques from group representation theory to design (construct) waveforms S(t) which enable us to introduce a fast matched filter (FMF) algorithm, that we call the "flag algorithm", which solves the digital radar problem in a much faster way of order of p⋅log(p) operations. I will demonstrate additional applications to mobile communication, and global positioning system (GPS).

This is a joint work with A. Fish (Math, Madison), R. Hadani (Math, Austin), A. Sayeed (Electrical Engineering, Madison), and O. Schwartz (Electrical Engineering and Computer Science, Berkeley).

Assuming the natural compactification X of a hypersurface in (C^*)^n is smooth, it can exhibit any Kodaira dimension depending on the size and shape of the Newton polyhedron of X. In a joint work with Mark Gross and Ludmil Katzarkov, we give a construction for the expected mirror symmetry partner of a complete intersection X in a toric variety which works for any Kodaira dimension of X. The mirror dual might be a reducible and is equipped with a sheaf of vanishing cycles. We give evidence for the duality by proving the symmetry of the Hodge numbers when X is a hypersurface. The leading example will be the mirror of a genus two curve. If time permits, I will explain relations to homological mirror symmetry and the Gross-Siebert construction.

Assuming the natural compactification X of a hypersurface in (C^*)^n is smooth, it can exhibit any Kodaira dimension depending on the size and shape of the Newton polyhedron of X. In a joint work with Mark Gross and Ludmil Katzarkov, we give a construction for the expected mirror symmetry partner of a complete intersection X in a toric variety which works for any Kodaira dimension of X. The mirror dual might be a reducible and is equipped with a sheaf of vanishing cycles. We give evidence for the duality by proving the symmetry of the Hodge numbers when X is a hypersurface. The leading example will be the mirror of a genus two curve. If time permits, I will explain relations to homological mirror symmetry and the Gross-Siebert construction.