17:30
Transseries as surreal analytic functions
Abstract
Transseries arise naturally when solving differential equations around essential singularities. Just like most Taylor series are not convergent, most transseries do not converge to real functions, even when using advanced summation techniques.
On the other hand, we can show that all classical transseries induce analytic functions on the surreal line. In fact, this holds for an even larger (proper) class of series which we call "omega-series".
Omega-series can be composed and differentiated, like LE-series, and they form a differential subfield of surreal numbers equipped with the simplest derivation. This raises once again the question whether all surreal numbers can be also interpreted as functions. Unfortunately, it turns out that the simplest derivation is in fact incompatible with this goal.
This is joint work with A. Berarducci.
16:00
Automorphic Galois Representations attached to Inner Forms of $\mathrm{Sp}_{2n}$
Abstract
In this talk, I will give a brief overview of the Langlands program and Langlands functoriality with reference to the examples of Galois representations attached to cusp forms and the Jacquet-Langlands correspondence for $\mathrm{GL}_2$. I will then explain how one can generalise this idea, sketching a proof of a Jacquet-Langlands type correspondence from $\mathrm{U}_n(B)$, where $B$ is a quaternion algebra, to $\mathrm{Sp}_{2n}$ and showing that one can attach Galois representations to regular algebraic cuspidal automorphic representations of $\mathrm{Sp}_{2n}$.
On numerical approximation algorithms for high-dimensional nonlinear PDEs, SDEs and FBSDEs
Abstract
In this lecture I intend to review a few selected recent results on numerical approximations for high-dimensional nonlinear parabolic partial differential equations (PDEs), nonlinear stochastic ordinary differential equations (SDEs), and high-dimensional nonlinear forward-backward stochastic ordinary differential equations (FBSDEs). Such equations are key ingredients in a number of pricing models that are day after day used in the financial engineering industry to estimate prices of financial derivatives. The lecture includes content on lower and upper error bounds, on strong and weak convergence rates, on Cox-Ingersoll-Ross (CIR) processes, on the Heston model, as well as on nonlinear pricing models for financial derivatives. We illustrate our results by several numerical simulations and we also calibrate some of the considered derivative pricing models to real exchange market prices of financial derivatives on the stocks in the American Standard & Poor's 500 (S&P 500) stock market index.
Using ideas from statistics for analysing (spatio-temporal) stochastic processes
Abstract
Many systems in nature consist of stochastically interacting agents or particles. Stochastic processes have been widely used to model such systems, yet they are notoriously difficult to analyse. In this talk I will show how ideas from statistics can be used to tackle some challenging problems in the field of stochastic processes.
In the first part, I will consider the problem of inference from experimental data for stochastic reaction-diffusion processes. I will show that multi-time distributions of such processes can be approximated by spatio-temporal Cox processes, a well-studied class of models from computational statistics. The resulting approximation allows us to naturally define an approximate likelihood, which can be efficiently optimised with respect to the kinetic parameters of the model.
In the second part, we consider more general path properties of a certain class of stochastic processes. Specifically, we consider the problem of computing first-passage times for Markov jump processes, which are used to describe systems where the spatial locations of particles can be ignored. I will show that this important class of generally intractable problems can be exactly recast in terms of a Bayesian inference problem by introducing auxiliary observations. This leads us to derive an efficient approximation scheme to compute first-passage time distributions by solving a small, closed set of ordinary differential equations.
Risk-averse optimization of partial differential equations with random inputs
Abstract
Almost all real-world applications involve a degree of uncertainty. This may be the result of noisy measurements, restrictions on observability, or simply unforeseen events. Since many models in both engineering and the natural sciences make use of partial differential equations (PDEs), it is natural to consider PDEs with random inputs. In this context, passing from modelling and simulation to optimization or control results in stochastic PDE-constrained optimization problems. This leads to a number of theoretical, algorithmic, and numerical challenges.
From a mathematical standpoint, the solution of the underlying PDE is a random field, which in turn makes the quantity of interest or the objective function an implicitly defined random variable. In order to minimize this distributed objective, one can use, e.g., stochastic order constraints, a distributionally robust approach, or risk measures. In this talk, we will make use of risk measures.
After motivating the approach via a model for the mitigation of an airborne pollutant, we build up an analytical framework and introduce some useful risk measures. This allows us to prove the existence of solutions and derive optimality conditions. We then present several approximation schemes for handling non-smooth risk measures in order to leverage existing numerical methods from PDE-constrained optimization. Finally, we discuss solutions techniques and illustrate our results with numerical examples.
12:00
On the Euler-Voigt system in a 3D bounded domain
Abstract
We consider the Euler–Voigt equations in a bounded domain as an approximation for the 3D Euler equations. We adopt suitable physical conditions and show that the solutions of the Voigt equations are global, do not smooth out the solutions and converge to the solutions of the Euler equations, hence they represent a good model.
11:00
On cohomology of function fields
Abstract
This talk will discuss the so-called ``generic cohomology’’ of function fields over algebraically closed fields, from the point of view of motives and/or Zariski geometry. In particular, I will describe some interesting connections between cup products, algebraic dependence, and (geometric) valuation theory. As an application, I will mention a new result which reconstructs higher-dimensional function fields from their generic cohomology, endowed with some additional motivic data.
Everyone welcome!
16:00
The Morse boundary
Abstract
We give a construction of a boundary (the Morse boundary) which can be assigned to any proper geodesic metric space and which is rigid, in the sense that a quasi-isometry of spaces induces a homeomorphism of boundaries. To obtain a more workable invariant than the homeomorphism type, I will introduce the metric Morse boundary and discuss notions of capacity and conformal dimensions of the metric Morse boundary. I will then demonstrate that these dimensions give useful invariants of relatively hyperbolic and mapping class groups. This is joint work with Matthew Cordes (Technion).
14:30
Reed's Conjecture and Strong Edge Coloring
Abstract
The chromatic number of a graph is trivially bounded from above by the maximum degree plus one, and from below by the size of a largest clique. Reed proved in 1998 that compared to the trivial upper bound, we can always save a number of colors proportional to the gap between the maximum degree and the size of a largest clique. A key step in the proof deals with how to spare colors in a graph whose every vertex "sees few edges" in its neighborhood. We improve the existing approach, and discuss its applications to Reed's theorem and strong edge coloring. This is joint work with Thomas Perrett (Technical University of Denmark) and Luke Postle (University of Waterloo).
14:30
Improving the rational Remez algorithm via adaptive barycentric representations
14:00
Cohomology and applications
Abstract
We will discuss the Chapter "Cohomology" from the book "Elementary applied topology" by Robert Ghrist (available at https://www.math.upenn.edu/~ghrist/notes.html).
This is a lunch seminar, so feel free to bring your lunch along!
Twistor String Techniques for Scattering Amplitudes - Einstein-Yang-Mills and chiral factorization
Abstract
This talk is about a 4d "(ambi-)twistor string" formula for sEYM tree-level scattering amplitudes and is work in progress. The formula sheds some new light on the translation between CHY formulae and (ambi-)twistor formulae in general, potentially even at loop level.
The hunting of the twisted hedgehog
Abstract
In the mathematical theory of liquid crystals, a hedgehog is a universal equilibrium solution for Frank's elastic free-energy functional. It is characterized by a radial defect for the nematic director, reminiscent of the way spines are arranged in the spiny mammal. For certain choices of Frank's elastic constants, the free energy stored in a ball subject to radial boundary conditions for the director is minimized by a hedgehog with its defect in the centre of the ball. For other choices of Frank's constants, it is known that a radial hedgehog cannot be a minimizer for this variational problem. We shall gather evidence supporting the conjecture that a "twisted" hedgehog takes the place of a radial hedgehog as an energy minimizer (and we shall not fail to say in which sense it is "twisted"). We shall also show that a twisted hedgehog often accompanies, unseen, a radial hedgehog, as its virtual double, ready to beat its energy as a certain elastic anisotropy is reached.
An analytic BPHZ theorem for regularity structures
Abstract
I will described how ideas from constructive quantum field theory can be adapted to produce a systematic approach for analytic renormalization in the theory of regularity structures.
Heegaard Floer homology and deformation of curve singularities
Abstract
Knots and links naturally appear in the neighbourhood of the singularity of a complex curve; this creates a bridge between algebraic geometry and differential topology. I will discuss a topological approach to the study of 1-parameter families of singular curves, using correction terms in Heegaard Floer homology. This is joint work with József Bodnár and Daniele Celoria.
Soliton resolution conjecture
Abstract
We will give an overview of the Soliton Resolution Conjecture, focusing mainly on the Wave Maps Equation. This is a program about understanding the formation of singularities for a variety of critical hyperbolic/dispersive equations, and stands as a remarkable topic of research in modern PDE theory and Mathematical Physics. We will be presenting our contributions to this field, elaborating on the required background, as well as discussing some of the latest results by various authors.
The harmonic measure on the boundary of Hastings-Levitov clusters
Abstract
The Hastings-Levitov models describe the growth of random sets (or clusters) in the complex plane as the result of iterated composition of random conformal maps. The correlations between these maps are determined by the harmonic measure density profile on the boundary of the clusters. In this talk I will focus on the simplest case, that of i.i.d. conformal maps, and obtain a description of the local fluctuations of the harmonic measure density around its deterministic limit, showing that these are Gaussian. This is joint work with James Norris.
12:45
Computational Algebraic Geometry meets String Theory: the search for rigid divisors and computing sheaf cohomology on Calabi-Yau hypersurfaces of toric 4-folds.
Abstract
Calabi-Yau 3-folds play a large role in string theory. Cohomology of sheaves on such varieties has many uses in string theory, including counting the number of particles or fields in a theory, as well as to help identify terms in the superpotential that determines the equations of motion of the corresponding string theory, and many other uses as well. As a computational algebraic geometer, string theory provides a rich source of new computational problems to solve.
In this talk, we focus on the search for rigid divisors on these Calabi-Yau hypersurfaces of toric varieties. We have had methods to compute sheaf cohomology on these varieties for many years now (Eisenbud-Mustata-Stillman, around 2000), but these methods fail for many of the examples of interest, in that they take a very long time, or the software (wisely) refuses to try!
We provide techniques and formulas for the sheaf cohomology of certain divisors of interest in string theory, that other current methods cannot handle. Along the way, we describe a Macaulay2 package for computing with these objects, and show its use on examples.
This is joint work with Andreas Braun, Cody Long, Liam McAllister, and Benjamin Sung.
3 minutes to explain your work
Abstract
Research takes a long time while the attention span of the world is apparently decreasing, so today's researchers need to be able to get their message across quickly and succinctly. In this session we'll share some tips on how to communicate the key messages of your work in just a few minutes, and give you a chance to have a go yourself. This will be helpful for job and funding applications and interviews, and also for public engagement. In September there will be an opportunity to do it for real, for our alumni, when we'll showcase Oxford Mathematics at the Alumni Weekend.
Nonlinear stability of relativistic vortex sheets in two spatial dimensions
Abstract
We study vortex sheets for the relativistic Euler equations in three-dimensional Minkowski spacetime. The problem is a nonlinear hyperbolic problem with a characteristic free boundary. The so-called Lopatinskii condition holds only in a weak sense, which yields losses of derivatives. A necessary condition for the weak stability is obtained by analyzing roots of the Lopatinskii determinant associated to the linearized problem. Under such stability condition, we prove short-time existence and nonlinear stability of relativistic vortex sheets by the Nash-Moser iterative scheme.
On the weakly nonlinear Kelvin-Helmholtz instability of current-vortex sheets
Abstract
We consider the free boundary problem for 2D current-vortex sheets in ideal incompressible magneto-hydrodynamics near the transition point between the linearized stability and instability. In order to study the dynamics of the discontinuity near the onset of the instability, Hunter and Thoo have introduced an asymptotic quadratically nonlinear integro-differential equation for the amplitude of small perturbations of the planar discontinuity.
In this talk we present our results about the well-posedness of the problem in the sense of Hadamard, under a suitable stability condition, that is the
local-in-time existence in Sobolev spaces and uniqueness of smooth solutions to the Cauchy problem, and the strong continuous dependence on the data in the same topology.
Joint works with: Alessandro Morando and Paola Trebeschi.