Mon, 13 Mar 2017

11:30 - 12:30
L5

Homotopical properties of the diffeomorphism group of a smooth homotopy sphere

Michael Weiss
(Muenster)
Abstract

It is hard to detect the exotic nature of an exotic n-sphere M 
in homotopical features of the diffeomorphism group Diff(M). The well 
known reason is that Diff(M) contains a big topological subgroup H which 
is identified with the group of diffeomorphisms rel boundary of the 
n-disk, with a small coset space Diff(M)/H which is invariably homotopy 
equivalent to O(n+1). Therefore it seems that our only chance to detect 
the exotic nature of M in homotopical features of Diff(M) is to see 
something in this extension.  (To make sense of "homotopical features of 
Diff(M)" one should think of Diff(M) as a space with a multiplication 
acting on an n-sphere.) I am planning to report on PhD work of O Sommer 
and calculations due to myself and Sommer which, if all goes well, would 
show that Diff(M) has some exotic homotopical properties in the case 
where M is the 7-dimensional exotic sphere of Kervaire-Milnor fame which 
bounds a compact smooth framed 8-manifold of signature 8. The 
theoretical work is based on classical smoothing theory and the 
calculations would be based on ever-ongoing (>30 years) joint work 
Weiss-Williams, and might give me and Williams another valuable 
incentive to finish it.

Mon, 13 Mar 2017

11:00 - 11:30
L5

Diffeomorphism-equivariant configuration spaces with twisted summable labels

Hongyun Yon
(Oxford)
Abstract

We construct the diffeomorphism-equivariant “scanning map” associated to the configuration spaces of manifolds with twisted summable labels. The scanning map is also functorial with respect to embeddings of manifolds. To adapt P. Salvatore's idea of non-commutative summation into twisted setting, we define a bundle of Fulton-MacPherson operads over a manifold M whose fibres are built within tangent spaces of M.

Mon, 13 Mar 2017

09:30 - 10:30
L5

Surgery on manifolds: the early days

Terry Wall
(Liverpool)
Abstract

In 1956 Milnor published a paper proving that there are manifolds homeomorphic to the 7-sphere but not diffeomorphic to it. Seeking to generalise this example, he was led in around 1960 to introduce a construction for  killing homotopy groups of manifolds. When this was generalised to killing relative homotopy groups it became a general and powerful method of construction. An obstruction arises to killing the last group, and the analysis of this obstruction in general leads to a new theory.

Mon, 13 Mar 2017

08:45 - 17:45
L5

OAC-manifolds meeting

https://people.maths.ox.ac.uk/tillmann/OAC-manifolds.html
Fri, 10 Mar 2017

16:00 - 17:00
L1

North meets South Colloquium

Daniele Celoria + Mariano Beguerisse
(Mathematical Institute, Oxford)
Abstract

Categorification of knot polynomials -- Daniele Celoria

Classically, the most powerful and versatile knot invariants take the form of polynomials. These can usually be defined by simple recursive equations, known as skein relations; after giving the main examples of polynomial knot invariants (Alexander and Jones polynomials), we are going to informally introduce categorifications. Finally we are going to present the Knot Floer and the Khovanov homologies, and show that they provide a categorification of the aforementioned polynomial knot invariants.

Network science for online social media: an x-ray or a stethoscope for society -- Mariano Beguerisse

No image

The abundance of data from social media outlets such as Twitter provides the opportunity to perform research at a societal level at a scale unforeseen. This has spurred the development of mathematical and computational methods such as network science, which uses the formalism and language of graph theory to study large systems of interacting agents. In this talk, I will provide a sketch of network science and its application to study online social media. A number of different networks can be constructed from Twitter data, which can be used to ask questions about users, ranging from the structural (an 'x-ray' to see how societies are connected online) to the topical ('stethoscope' to feel how users interact in the context of specific event). I will provide concrete examples from the UK riots of 2011, applications to medical anthropology, and political referenda, and will also highlight distinct challenges such as the directionality of connections, the size of the network, the use of temporal information and text, all of which are active areas of research.

Fri, 10 Mar 2017
14:15
C3

TBC

Fri, 10 Mar 2017

13:00 - 14:00
L6

Calibration and Monte Carlo pricing under a four-factor hybrid local-stochastic volatility model

Matthieu Mariapragassam and Andrei Cozma
Abstract

The efficient pricing and hedging of vanilla and exotic foreign exchange options requires an adequate model that takes into account both the local and the stochastic features of the volatility dynamics. In this joint work, we put forward a four-factor hybrid local-stochastic volatility (LSV) model that combines state-of-the-art dynamics for the exchange rate with stochastic dynamics for the domestic and foreign short rates, and provide a consistent and self-contained calibration and pricing framework.
For the calibration, we propose a novel and generic algorithm that builds on the particle method of Guyon and Labordere. We combine it with new variance reduction techniques to accelerate convergence and use control variates derived from a pure local volatility model, the stochastic short rates and the two-factor Heston-type LSV model. Our numerical experiments show a dramatic variance reduction that allows us to calibrate the four-factor model at almost no extra computational cost. The method can be applied to a large class of hybrid LSV models and is not restricted to our particular choice of the diffusion.
For the pricing, we propose a Monte Carlo simulation scheme that combines the full truncation Euler (FTE) scheme for the stochastic volatility and the stochastic short rates with the log-Euler scheme for the exchange rate. We find a lower bound on the explosion time of exponential moments of FTE approximations, and prove the strong convergence of the exchange rate approximations and the convergence of Monte Carlo estimators for a number of vanilla and exotic options. We then carry out numerical experiments to justify our choice of model and demonstrate convergence.
 

Thu, 09 Mar 2017
17:30
L6

Multivariate Transseries

Tobias Kaiser
(Passau)
Abstract

We discuss how one can define transseries in several variables. The idea is
to combine the construction of the univariate transseries with a blow up procedure. The
latter allows to normalize transseries in an arbitrary number of variables which makes
them manageable as usual transseries.
 

Thu, 09 Mar 2017

16:00 - 17:00
L2

(COW seminar) Gopakumar-Vafa invariants via vanishing cycles

Davesh Maulik
(MIT)
Abstract

Given a Calabi-Yau threefold X, one can count curves on X using various approaches, for example using stable maps or ideal sheaves; for any curve class on X, this produces an infinite sequence of invariants, indexed by extra discrete data (e.g. by the domain genus of a stable map).  Conjecturally, however, this sequence is determined by only a finite number of integer invariants, known as Gopakumar-Vafa invariants.  In this talk, I will propose a direct definition of these invariants via sheaves of vanishing cycles, building on earlier approaches of Kiem-Li and Hosono-Saito-Takahashi.  Conjecturally, these should agree with the invariants as defined by stable maps.  I will also explain how to prove the conjectural correspondence for irreducible curves on local surfaces.  This is joint work with Yukinobu Toda.

Thu, 09 Mar 2017

16:00 - 17:00
L6

Euclidean lattices of infinite rank and Diophantine applications

Jean-Benoît Bost
(Paris-Sud, Orsay)
Abstract

I will discuss the definitions and the basic properties of some infinite dimensional generalizations of Euclidean lattices and of their invariants defined in terms of theta series. Then I will present some of their applications to transcendence theory and Diophantine geometry.

Thu, 09 Mar 2017

16:00 - 17:30
L4

Modelfree portfolio optimization in the long run

Christa Cuchiero
Abstract

Cover’s celebrated theorem states that the long run yield of a properly chosen “universal” portfolio is as good as the long run yield of the best retrospectively chosen constant rebalanced portfolio. We formulate an abstract principle behind such a universality phenomenon valid for general optimization problems in the long run. This allows to obtain new results on modelfree portfolio optimization, in particular in continuous time, involving larger classes of investment strategies. These modelfree results are complemented by a comparison with the log-optimal numeraire portfolio when fixing a stochastic model for the asset prices. The talk is based on joint work with Walter Schachermayer and Leonard Wong.

Thu, 09 Mar 2017

16:00 - 17:00
L3

Octupolar Order Tensors

Epifanio Virga
(University of Pavia)
Abstract

In Soft Matter, octupolar order is not just an exotic mathematical curio. Liquid crystals have already provided a noticeable case of soft ordered materials for which a (second-rank) quadrupolar order tensor may not suffice to capture the complexity of the condensed phases they can exhibit. This lecture will discuss the properties of a third-rank order tensor capable of describing these more complex phases. In particular, it will be shown that octupolar order tensors come in two separate, equally abundant variants. This fact, which will be given a simple geometric interpretation, anticipates the possible existence of two distinct octupolar sub-phases. 

Thu, 09 Mar 2017

14:30 - 15:30
L4

(COW seminar) Strange duality on abelian surfaces

Barbara Bolognese
Abstract

With the purpose of examining some relevant geometric properties of the moduli space of sheaves over an algebraic surface, Le Potier conjectured some unexpected duality between the complete linear series of certain natural divisors, called Theta divisors, on the moduli space. Such conjecture is widely known as Strange Duality conjecture. After having motivated the problem by looking at certain instances of quantization in physics, we will work in the setting of surfaces. We will then sketch the proof in the case of abelian surfaces, giving an idea of the techniques that are used. In particular, we will show how the theory of discrete Heisenberg groups and fiber wise Fourier-Mukai transforms, which might be applied to other cases of interest, enter the picture. This is joint work with Alina Marian, Dragos Opera and Kota Yoshioka.

Thu, 09 Mar 2017
14:00
L3

TBA

Adilet Otemisov
(University of Oxford and Alan Turing Institute)
Thu, 09 Mar 2017

14:00 - 15:00
L5

Cutting planes for mixed-integer programming: theory and practice

Dr Oktay Gunluk
(IBM)
Abstract

During the last decade, the progress in the computational performance of commercial mixed-integer programming solvers have been significant. Part of this success is due to faster computers and better software engineering but a more significant part of it is due to the power of the cutting planes used in these solvers.
In the first part of this talk, we will discuss main components of a MIP solver and describe some classical families of valid inequalities (Gomory mixed integer cuts, mixed integer rounding cuts, split cuts, etc.) that are routinely used in these solvers. In the second part, we will discuss recent progress in cutting plane theory that has not yet made its way to commercial solvers. In particular, we will discuss cuts from lattice-free convex sets and answer a long standing question in the affirmative by deriving a finite cutting plane algorithm for mixed-integer programming.

Thu, 09 Mar 2017
12:00
L5

On the weak rigidity of isometric immersions of Riemannian and semi-Riemannian manifolds

Siran Li
(University of Oxford)
Abstract

Consider a family of uniformly bounded $W^{2,p}$ isometric immersions of an $n$-dimensional (semi-) Riemannian manifold into (resp., semi-) Euclidean spaces. Are the weak limits still isometric immersions?

We answer the question in the affirmative for $p>n$ in the Riemannian case, by exploiting the div-curl structure of the Gauss-Codazzi-Ricci equations, which describe the curvature flatness of the isometric immersions. Along the way a generalised div-curl lemma in Banach spaces is established. Moreover, the endpoint case $p=n=2$ is settled. 

In the semi-Riemannian case we reduce the problem to the weak continuity of H. Cartan's structural equations in $W^{1,p}_{\rm loc}$, which is proved by a generalised compensated compactness theorem relating the weak continuity of quadratic forms to the principal symbols of differential constraints. Again for $p>n$ we obtain the weak rigidity. The case of degenerate hypersurfaces are also discussed, as well as connections to PDEs in fluid dynamics.

Wed, 08 Mar 2017

16:00 - 17:00
C1

C^infinity Rings and Manifolds with Corners

Kelli Staite
(Oxford University)
Abstract

Manifolds with corners are similar to manifolds, yet are locally modelled on subsets $[0,\infty)^k \times R^{n-k}$. I will discuss some of the theory of these objects, as well as introducing $C^\infty$-rings. This will explain the background to my current research in $C^\infty$-Algebraic Geometry. Time permitting, I will briefly discuss my current research on $C^\infty$-schemes with corners and motivation of this research.

Wed, 08 Mar 2017
15:00
L5

Long-term security

Johannes Buchmann
(Technische Universitat Darmstadt)
Abstract

The amount of digital data that requires long-term protection 
of integrity, authenticity, and confidentiality protection is steadily 
increasing. Examples are health records and genomic data which may have 
to be kept and protected for 100 years and more. However, current 
security technology does not provide such protection which I consider a 
major challenge. In this talk I report about a storage system that 
achieves the above protection goals in the long-term. It is based on 
information theoretic secure cryptography (both classical and quantum) 
as well as on chains of committments. I discuss its security and present 
a proof-of-concept implementation including an experimental analysis.

Wed, 08 Mar 2017

11:00 - 12:30
N3.12

Varieties of groups

Giles Gardem
(University of Oxford)
Abstract

A variety of groups is an equationally defined class of groups, namely the class of groups in which each of a set of "laws" (or "identical relations") holds. Examples include the abelian groups (defined by the law $xy = yx$), the groups of exponent dividing $d$ (defined by the law $x^d$), the nilpotent groups of class at most some fixed integer, and the solvable groups of derived length at most some fixed integer. This talk will give an introduction to varieties of groups, and then conclude with recent work on determining for certain varieties whether, for fixed coprime $m$ and $n$, a group $G$ is in the variety if and only if the power subgroups $G^m$ and $G^n$ (generated by the $m$-th and $n$-th powers) are in the variety.

Tue, 07 Mar 2017
15:45
L4

Local cohomology and canonical stratification

Vidit Nanda
(Oxford)
Abstract

Every finite regular CW complex is, ipso facto, a cohomologically stratified space when filtered by skeleta. We outline a method to recover the canonical (i.e., coarsest possible) stratification of such a complex that is compatible with its underlying cell structure. Our construction proceeds by first localizing and then resolving a complex of cosheaves which capture local cohomology at every cell. The result is a sequence of categories whose limit recovers the desired strata via its (isomorphism classes of) objects. As a bonus, we observe that the entire process is algorithmic and amenable to efficient computations!

Tue, 07 Mar 2017
14:30
L6

The Complexity of Perfect Matchings and Packings in Dense Hypergraphs

Andrew Treglown
(Birmingham University)
Abstract

Given two $k$-graphs $H$ and $F$, a perfect $F$-packing in $H$ is a collection of vertex-disjoint copies of $F$ in $H$ which together cover all the vertices in $H$. In the case when $F$ is a single edge, a perfect $F$-packing is simply a perfect matching. For a given fixed $F$, it is generally the case that the decision problem whether an $n$-vertex $k$-graph $H$ contains a perfect $F$-packing is NP-complete.

In this talk we describe a general tool which can be used to determine classes of (hyper)graphs for which the corresponding decision problem for perfect $F$-packings is polynomial time solvable. We then give applications of this tool. For example, we give a minimum $\ell$-degree condition for which it is polynomial time solvable to determine whether a $k$-graph satisfying this condition has a perfect matching (partially resolving a conjecture of Keevash, Knox and Mycroft). We also answer a question of Yuster concerning perfect $F$-packings in graphs.

This is joint work with Jie Han (Sao Paulo).
 

Tue, 07 Mar 2017
14:15
L4

The rationality of blocks of quasi-simple finite groups

Niamh Farrell
(City University London)
Abstract

The Morita Frobenius number of an algebra is the number of Morita equivalence classes of its Frobenius twists. Morita Frobenius numbers were introduced by Kessar in 2004 in the context of Donovan’s Conjecture in block theory. I will present the latest results of a project in which we aim to calculate the Morita Frobenius numbers of the blocks of quasi-simple finite groups. I will also discuss the importance of a recent result of Bonnafe-Dat-Rouquier for our methods, and explain the relationship between Morita Frobenius numbers and Donovan’s Conjecture. 

Tue, 07 Mar 2017
14:00
L5

Efficient DC algorithm for sparse optimization

Akiko Takeda
(Institute of Statistical Mathematics Tokyo)
Abstract

In various research fields such as machine learning, compressed sensing and operations research, optimization problems which seek sparsity of solutions by the cardinality constraint or rank constraint are studied. We formulate such problems as DC (Difference of two Convex functions) optimization problems and apply DC Algorithm (DCA) to them. While a subproblem needs to be solved in each DCA iteration, its closed-form solution can be easily obtained by soft-thresholding operation. Numerical experiments demonstrate the efficiency of the proposed DCA in comparison with existing methods.
This is a joint work with J. Gotoh (Chuo Univ.) and K. Tono (U. Tokyo).