Past

The proximal Galerkin finite element method is a high-order, nonlinear numerical method that preserves the geometric and algebraic structure of bound constraints in infinitedimensional function spaces. In this talk, we will introduce the proximal Galerkin method and apply it to solve free-boundary problems, enforce discrete maximum principles, and develop scalable, mesh-independent algorithms for optimal design. The proximal Galerkin framework is a natural consequence of the latent variable proximal point (LVPP) method, which is an stable and robust alternative to the interior point method that will also be introduced in this talk.

In particular, LVPP is a low-iteration complexity, infinite-dimensional optimization algorithm that may be viewed as having an adaptive barrier function that is updated with a new informative prior at each (outer loop) optimization iteration. One of the main benefits of this algorithm is witnessed when analyzing the classical obstacle problem. Therein, we find that the original variational inequality can be replaced by a sequence of semilinear partial differential equations (PDEs) that are readily discretized and solved with, e.g., high-order finite elements. Throughout the talk, we will arrive at several unexpected contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and an infinite-dimensional Lie group; and (3) a gradient-based, bound-preserving algorithm for two-field density-based topology optimization.

The complete latent variable proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. This talk is based on [1].

Keywords: pointwise bound constraints, bound-preserving discretization, entropy regularization, proximal point

Mathematics Subject Classifications (2010): 49M37, 65K15, 65N30

References  [1] B. Keith, T.M. Surowiec. Proximal Galerkin: A structure-preserving finite element method for pointwise bound constraints arXiv preprint arXiv:2307.12444 2023.

Brown University Email address: @email

Simula Research Laboratory Email address: @email

I will discuss a KLT relation of closed string amplitudes into open string amplitudes for closed string states carrying winding and momentum in toroidal compactifications. The goal is to introduce an interesting D-brane set up in the target space in order to accommodate both quantum numbers of the closed string. I will then discuss KLT factorization of amplitudes for winding closed strings in the presence of a critical Kalb-Ramond field and the relevance of this work for nonrelativistic string theory when taking the zero Regge limit. 

High-dimensional data is often assumed to be distributed near a smooth manifold. But should we really believe that? In this talk I will introduce HADES, an algorithm that quickly detects singularities where the data distribution fails to be a manifold.

By using hypothesis testing, rather than persistent homology, HADES achieves great speed and a strong statistical foundation. We also have a precise mathematical theorem for correctness, proven using optimal transport theory and differential geometry. In computational experiments, HADES recovers singularities in synthetic data, road networks, molecular conformation space, and images.

Paper link: https://arxiv.org/abs/2311.04171
Github link: https://github.com/uzulim/hades
 

We consider the homogenisation problem for the ϕ4/2 equation on the torus T² , i.e. the behaviour as ϵ → 0 of the solutions to the equations suggestively written

∂_tu_ϵ − ∇ · A(x/ϵ, t/ϵ² )∇uϵ = −u³_ϵ + ξ

where ξ denotes space-time white noise and A : T ² × R is uniformly elliptic, periodic and H¨older continuous. Based on joint work with M. Hairer

The seminar concerns the study of evolution equations on graphs, motivated by applications in data science and opinion dynamics. We will discuss graph analogues of the continuum nonlocal-interaction equation and interpret them as gradient flows with respect to a graph Wasserstein distance, using Benamou--Brenier formulation. The underlying geometry of the problem leads to a Finslerian gradient flow structure, rather than Riemannian, since the resulting distance on graphs is actually a quasi-metric. We will address the existence of suitably defined solutions, as well as their asymptotic behaviour when the number of vertices converges to infinity and the graph structure localises. The two limits lead to different dynamics. From a slightly different perspective, by means of a classical fixed-point argument, we can show the existence and uniqueness of solutions to a larger class of nonlocal continuity equations on graphs. In this context, we consider general interpolation functions of the mass on the edges, which give rise to a variety of different dynamics. Our analysis reveals structural differences with the more standard Euclidean space, as some analogous properties rely on the interpolation chosen. The latter study can be extended to equations on co-evolving graphs. The talk is based on works in collaboration with G. Heinze (Augsburg), L. Mikolas (Oxford), F. S. Patacchini (IFP Energies Nouvelles), A. Schlichting (University of Münster), and D. Slepcev (Carnegie Mellon University). 

In this talk I will give a brief introduction to the field of post-quantum (PQ) cryptography, introducing a few of the most popular computational hardness assumptions. Second, I will give an overview of a recent work of mine on PQ electronic voting. I’ll finish by presenting a short selection of ‘exotic’ cryptographic constructions that I think are particularly hot at the moment (no, not blockchain). The talk will be definitionally light since I expect the area will be quite new to many and I hope this will make for a more engaging introduction.

First we will show that the continuum counterpart of the discrete individual-based mechanical model that describes the dynamics of two contiguous cell populations is given by a free-boundary problem for the cell densities.  Then, in addition to interactions, we will consider the microscopic movement of cells and derive a fractional cross-diffusion system as the many-particle limit of a multi-species system of moderately interacting particles. 

In this talk I will provide an overview of our current research at the interface of quantum field theory (QFT), Lorentzian geometry and higher categorical structures. I will present operads which encode the rich algebraic structure of QFTs on Lorentzian manifolds and show that in low dimensions their algebras relate to familiar algebraic structures. Our operads share certain similarities with the little disk operads from topology, in particular they involve a homotopical localization at geometric embeddings related to ‘time evolution’. I will show that, in contrast to the topological context, this homotopical localization can be strictified in many important classes of examples, which is loosely speaking due to the 1-dimensional nature of time evolution in Lorentzian geometry. I will conclude by explaining how simple examples of such Lorentzian QFTs can be constructed from a homotopical generalization of the concept of Green’s operators for hyperbolic partial differential equations, which we call Green hyperbolic complexes. Throughout this talk, I will frequently comment on the similarities and differences between our approach, factorization algebras and functorial field theories.

Standard symmetric α-stable cylindrical processes in Hilbert spaces are the natural generalisation of the analogue processes in Euclidean spaces. However, like standard Brownian motions, standard symmetric α-stable processes in finite dimensions can only be generalised to infinite dimensional Hilbert spaces as cylindrical processes, i.e. processes in a generalised sense (of Gel’fand and Vilenkin (1964) or Segal (1954))  not attaining values in the underlying Hilbert space.

In this talk, we briefly introduce the theory of stochastic integrals with respect to standard symmetric α-stable cylindrical processes. As these processes exist only in the generalised sense, introducing a stochastic integral requires an approach different to the classical one by semi-martingale decomposition. The main result presented in this talk is the existence of a solution to an abstract evolution equation driven by a standard symmetric α-stable cylindrical process. The main tool for establishing this result is a Yosida approximation and an Itô formula for Hilbert space-valued semi-martingales where the martingale part is represented as an integral driven by cylindrical α-stable noise. While these tools are standard in stochastic analysis, due to the cylindrical nature of our noise, their application requires completely novel arguments and techniques.

The Steinberg scheme and the equivariant coherent sheaves on it play a very important role in Geometric Representation theory. In this talk we will discuss various t-structures on the equivariant derived category of the Steinberg of importance for Representation theory in positive characteristics. Based on arXiv:2302.05782.

We propose a theory of enumerative invariants for structure groups of type B/C/D, that is, for the orthogonal and symplectic groups. For example, we count orthogonal or symplectic principal bundles on projective varieties, and there is also a quiver analogue called self-dual quiver representations. We discuss two different flavours of these invariants, namely, motivic invariants and homological invariants, the former of which can be used to define Donaldson–Thomas invariants in type B/C/D. We also discuss algebraic structures arising from the relevant moduli spaces, including Hall algebras, Joyce's vertex algebras, and modules for these algebras, which are used to write down wall-crossing formulae for our invariants.

How can we find and apply the best optimization algorithm for a given problem?   This question is as old as mathematical optimization itself, and is notoriously hard: even special cases such as finding the optimal learning rate for gradient descent is nonconvex in general. 

In this talk we will discuss a dynamical systems approach to this question. We start by discussing an emerging paradigm in differentiable reinforcement learning called “online nonstochastic control”. The new approach applies techniques from online convex optimization and convex relaxations to obtain new methods with provable guarantees for classical settings in optimal and robust control. We then show how this methodology can yield global guarantees for learning the best algorithm in certain cases of stochastic and online optimization. 

No background is required for this talk, but relevant material can be found in this new text on online control and paper on meta optimization.

Prof. Elad's Bio

Feeling the winter blues setting in? Come and chill out with us and do some crafts.

Recently, the Newman-Janis shift has been revisited from the angle of scattering amplitudes in terms of the so-called "massive spinor-helicity variables," tracing back to Penrose and Perjés in the 70s. However, well-established results are limited in the same-helicity (self-dual) sector, while a puzzle of spurious poles arises in mixed-helicity sectors. This talk will outline how massive twistor theory can reproduce the same-helicity results while offering a possible solution to the spurious pole puzzle. Firstly, the Newman-Janis shift in the same-helicity sector is derived from a complexified version of the equivalence principle. Secondly, the massive twistor particle is coupled to background fields from bottom-up and top-down perspectives. The former is based on perturbations of symplectic structures in massive twistor space. The latter provides a generalization of Newman-Janis shift in generic backgrounds, which also leads to "curved massive twistor space" and its deformed massive incidence relation. Lastly, the Feynman rules of the first-quantized massive twistor particle and their physical interpretation are briefly discussed. Overall, a significant emphasis is put on the Kähler geometry ("zig-z̄ag structure") of massive twistor space, which eventually connects to a worldsheet structure of the Kerr solution.

What opportunities are available outside of academia? What skills beyond strong academic background are companies looking for to be successful in transitioning to industry? Come along and hear from video technology company V-Nova and Dr Anne Wolfes from the Careers Service to get some invaluable advice on careers outside academia.

In this talk, we discuss two-dimensional Riemann problems in the framework of potential flow
equation and isentropic Euler system. We first review recent results on the existence, regularity and properties of
global self-similar solutions involving transonic shocks for several 2D Riemann problems in the
framework of potential flow equation. Examples include regular shock reflection, Prandtl reflection, and four-shocks
Riemann problem. The approach is to reduce the problem to a free boundary problem for a nonlinear elliptic equation
in self-similar coordinates. A well-known open problem is to extend these results to a compressible Euler system,
i.e. to understand the effects of vorticity. We show that for the isentropic Euler system, solutions have
low regularity, specifically velocity and density do not belong to the Sobolev space $H^1$ in self-similar coordinates.  
We further discuss the well-posedness of the transport equation for vorticity in the resulting low regularity setting.

------------------------

Accurate interpretation of medical images is crucial for disease diagnosis and treatment, and AI has the potential to minimize errors, reduce delays, and improve accessibility. The focal point of this presentation lies in a grand ambition: the development of 'Generalist Medical AI' systems that can closely resemble doctors in their ability to reason through a wide range of medical tasks, incorporate multiple data modalities, and communicate in natural language. Starting with pioneering algorithms that have already demonstrated their potential in diagnosing diseases from chest X-rays or electrocardiograms, matching the proficiency of expert radiologists and cardiologists, I will delve into the core challenges and advancements in the field. The discussion will navigate towards the topic of label-efficient AI models: with a scarcity of meticulously annotated data in healthcare, the development of AI systems capable of learning effectively from limited labels has become a key concern. In this vein, I'll delve into how the innovative use of self-supervision and pre-training methods has led to algorithmic advancements that can perform high-level diagnostic tasks using significantly less annotated data. Additionally, I will talk about initiatives in data curation, human-AI collaboration, and the creation of open benchmarks to evaluate the generalizability of medical AI algorithms. In sum, this talk aims to deliver a comprehensive picture of the state of 'Generalist Medical AI,' the advancements made, the challenges faced, and the prospects lying ahead.

In this talk I will review how the BV formalism is used in quantizing theories with local gauge symmetries within the framework of perturbative algebraic quantum field theory. The latter is a mathematically rigorous approach to QFT that combines the locality idea going back to Haag and Kastler with Epstein-Glaser renormalization. In my talk I will also show how these methods can also lead to the construction of a factorization algebra.

The Hecke algebra is an algebraic gadget for studying the smooth complex representations of locally profinite groups. We demonstrate the spherical Hecke algebra of GL(n,F) is commutative and present a combinatorial proof of the Satake isomorphism. We apply this to the classification of spherical representations of GL(2,F).

Popular automated market makers (AMMs) use constant function markets (CFMs) to clear the demand and supply in the pool of liquidity. A key drawback in the implementation of CFMs is that liquidity providers (LPs) are currently providing liquidity at a loss, on average. In this paper, we propose two new designs for decentralised trading venues, the arithmetic liquidity pool (ALP) and the geometric liquidity pool (GLP). In both pools, LPs choose impact functions that determine how liquidity taking orders impact the marginal exchange rate of the pool, and set the price of liquidity in the form of quotes around the marginal rate. The impact functions and the quotes determine the dynamics of the marginal rate and the price of liquidity. We show that CFMs are a subset of ALP; specifically, given a trading function of a CFM, there are impact functions and  quotes in the ALP that replicate the marginal rate dynamics and the execution costs in the CFM. For the ALP and GLP, we propose an optimal liquidity provision strategy where the price of liquidity maximises the LP's expected profit and the strategy depends on the LP's (i) tolerance to inventory risk and (ii) views on the demand for liquidity. Our strategies admit closed-form solutions and are computationally efficient.  We show that the price of liquidity in CFMs is suboptimal in the ALP. Also, we give conditions on the impact functions and the liquidity provision strategy to prevent arbitrages from rountrip trades. Finally, we use transaction data from Binance and Uniswap v3 to show that liquidity provision is not a loss-leading activity in the ALP.

This talk will cover the greatest hits of pointwise ergodic theory, beginning with Birkhoff's theorem, then Bourgain's work, and finishing with more modern directions.

Two areas of current research in Mathematical Gauge Theory are the study of higher dimensional instantons on manifolds with special holonomy (for example, Calabi-Yau three folds, G₂ and Spin(7) manifolds), and low dimensional gauge theories (for example the Kapustin-Witten, Haydys-Witten and ADHM Seiberg-Witten equations). A common feature of these two sets of theories is that the moduli spaces of solutions are in general not compact. In both cases, compactness issues arise because of solutions to a certain non-linear equation called the Fueter equation. In this talk, I'll explain how this non compactness gives a relationship between these high and low dimensional gauge theories.

Geometric evolutions can arise as simple models or fundamental building blocks in various applications with moving boundaries and time-dependent domains, such as grain boundaries in materials or deforming cell boundaries. Mesh-based methods require adaptation and smoothing, particularly in the case of strong deformations. We consider finite element schemes based on classical approaches for geometric evolution equations but augmented with the gradient of the Dirichlet energy or a variant of it, which is known to produce a tangential mesh movement beneficial for the mesh quality. We focus on the one-dimensional case, where convergence of semi-discrete schemes can be proved, and discuss two cases. For networks forming triple junctions, it is desirable to keep the impact of any additional, mesh smoothing terms on the geometric evolution as small as possible, which can be achieved with a perturbation approach. Regarding the elastic flow of curves, the Dirichlet energy can serve as a replacement of the usual penalty in terms of the length functional in that, modulo rescaling, it yields the same minimisers in the long run.

Capillary forces acting at the surface of a liquid drop can be strong enough to deform small objects and recent studies have provided several examples of elastic instabilities induced by surface tension. Inspired by the windlass mechanism in spider webs, we present a system where a liquid drop sits on a straight fiber and attracts the fiber which thereby coils inside the drop. We then introduce a 2D extension of the mechanism and build a membrane that can extend/contract by a factor of 20.

The local Kronecker-Weber theorem states that the maximal abelian extension of p-adic numbers Q_p is obtained from this field by adjoining all roots of unity. In 2018, Koenigsmann conjectured that the maximal abelian extension of Q_p is decidable. In my talk, we will discuss Koenigsmann's proposed axiomatisation. In contrast, the maximal unramified extension of Q_p is known to be decidable, admitting a complete axiomatisation by an informed but simple set of axioms (this is due to Kochen). We explain how the question of completeness can be reduced to an Ax-Kochen-Ershov result in residue characteristic 0 by the method of coarsening.

Named after mathematical physicists Kubo, Martin, and Schwinger, KMS states are a special class of states on any C$^*$-algebra admitting a continuous action of the real numbers. Unlike in the case of von Neumann algebras, where each modular flow has a unique KMS state, the collection of KMS states for a given flow on a C$^*$-algebra can be quite intricate. In this talk, I will explain what abstract properties these simplices have and show how one can realise such a simplex on various classes of simple C$^*$-algebras.

The vacant set of the random walk on the torus undergoes a percolation phase transition at Poissonian timescales in dimensions 3 and higher. The talk will review this phenomenon and discuss recent progress regarding the nature of the transition, both for this model and its infinite-volume limit, the vacant set of random interlacements, introduced by Sznitman in Ann. Math., 171 (2010), 2039–2087. The discussion will lead up to recent progress regarding the long purported equality of several critical parameters naturally associated to the transition. 

I will talk about two separate projects where random walks are building a random tree, yielding preferential attachment behaviour from completely local mechanisms.
First, the Tree Builder Random Walk is a randomly growing tree, built by a walker as she is walking around the tree. At each time $n$, she adds a leaf to her current vertex with probability $n^{-\gamma}, \gamma\in(2/3, 1]$, then moves to a uniform random neighbor on the possibly modified tree. We show that the tree process at its growth times, after a random finite number of steps, can be coupled to be identical to the Barabási-Albert preferential attachment tree model. This coupling implies that many properties known for the BA-model, such as diameter and degree distribution, can be directly transferred to our model. Joint work with János Engländer, Giulio Iacobelli, and Rodrigo Ribeiro. Second, we introduce a network-of-networks model for physical networks: we randomly grow subgraphs of an ambient graph (say, a box of $\mathbb{Z}^d$) until they hit each other, building a tree from how these spatially extended nodes touch each other. We compute non-rigorously the degree distribution exponent of this tree in large generality, and provide a rigorous analysis when the nodes are loop-erased random walks in dimension $d=2$ or $d\geq 5$, using a connection with the Uniform Spanning Tree. Joint work with Ádám Timár, Sigurdur Örn Stefánsson, Ivan Bonamassa, and Márton Pósfai. (See https://arxiv.org/abs/2306.01583)

The celebrated Kirchberg-Phillips classification theorem classifies so-called Kirchberg algebras by K-theory. Many examples of Kirchberg algebras can be constructed via the crossed product construction starting from a group action on a compact space. One might ask: When exactly does the crossed product construction produce a Kirchberg algebra? In joint work with Gardella, Geffen, and Naryshkin, we obtained a dynamical answer to this question for a large class of nonamenable groups which we call "groups with paradoxical towers". Our class includes many non-positively curved groups such as acylindrically hyperbolic groups and lattices in Lie groups. I will try to advertise our notion of paradoxical towers, outline how we use it, and pose some open questions.

We show that given $m$ disjoint chains in the Boolean lattice, we can create $m$ disjoint skipless chains that cover the same elements (where we call a chain skipless if any two consecutive elements differ in size by exactly one). By using this result we are able to answer two conjectures about the asymptotics of induced saturation numbers for the antichain, which are defined as follows. For positive integers $k$ and $n$, a family $\mathcal{F}$ of subsets of $\{1,\dots,n\}$ is $k$-antichain saturated if it does not contain an antichain of size $k$ (as induced subposet), but adding any set to $\mathcal{F}$ creates an antichain of size $k$. We use $\textrm{sat}^{\ast}(n,k)$ to denote the smallest size of such a family. With more work we pinpoint the exact value of $\textrm{sat}^{\ast}(n,k)$, for all $k$ and sufficiently large $n$. Previously, exact values for $\textrm{sat}^{\ast}(n,k)$ were only known for $k$ up to 6. We also show that for any poset $\mathcal{P}$, its induced saturation number (which is defined similar as for the antichain) grows at most polynomially: $\textrm{sat}^{\ast}(n, \mathcal{P})=O(n^c)$, where $c \leq |\mathcal{P}|^2/4+1$. This is based on joint works with Carla Groenland, Maria-Romina Ivan, Hugo Jacob and Tom Johnston.

Let w(x_1,...,x_r) be a word in a free group. For any group G, w induces a word map w:G^r-->G. For example, the commutator word w=xyx^(-1)y^(-1) induces the commutator map. If G is finite, one can ask what is the probability that w(g_1,...,g_r)=e, for a random tuple (g_1,...,g_r) of elements in G.

In the setting of finite simple groups, Larsen and Shalev showed there exists epsilon(w)>0 (depending only on w), such that the probability that w(g_1,...,g_r)=e is smaller than |G|^(-epsilon(w)), whenever G is large enough (depending on w).

In this talk, I will discuss analogous questions for compact groups, with a focus on the family of unitary groups; For example, given r independent Haar-random n by n unitary matrices A_1,...,A_r, what is the probability that w(A_1,...,A_r) is contained in a small ball around the identity matrix?

Based on a joint work with Nir Avni and Michael Larsen.  

I will review some aspects of gravity in asymptotically flat spacetime and mention important challenges to obtain a holographic description in this framework. I will then present two important approaches towards flat space holography, namely Carrollian and celestial holography, and explain how they are related to each other. Similarities and differences between flat and anti-de Sitter spacetimes will be emphasized throughout the talk. 
 

As part of the internal seminar schedule for Stochastic Analysis for this coming term, DPhil students have been invited to present on their works to date. Student talks are 20 minutes, which includes question and answer time. 

Students presenting are:

Sara-Jean Meyer, supervisor Massimiliano Gubinelli

Satoshi Hayakawa, supervisor Harald Oberhauser 

I will present some results from the newly developed theory of wavelets; based on the joint work with the following authors:

P.M. Luthy, H.Šikić, F.Soria, G.L.Weiss, E.N.Wilson.One-DimensionalDyadic Wavelets.Mem. Amer. Math. Soc. 280 (2022), no 1378, ix+152 pp.

About two and a half decades ago and based on the influential book by Fernandez and Weiss, an approach was developed to study wavelets from the point of view of their connections with Fourier analysis. The idea was to study wavelets and other reproducing function systems via the four basic equations that characterized various properties of wavelet systems, like frame and basis properties, completeness, orthogonality, etc. Despite hundreds of research papers and the impressive development of the theory of such systems, some questions remain open even in the basic case of dyadic wavelets on the real line. Among the most thorough treatments that we provide in this lengthy paper is the issue of the understanding of the low-pass filters associated with the MRA structure. In this talk, I will focus on some of these results. As it turned out, a more general and abstract approach to the problem, using the study of dyadic orbits and the newly introduced Tauberian function, reveals several interesting properties and opens an interesting context for some older results

For many spaces of interest to number theorists one can construct cycles which in some ways behave like the coefficients of modular forms. The aim of this talk is to give an introduction to this idea by focusing on examples coming from modular curves and Heegner points and the relevant work of Zagier, Gross-Kohnen-Zagier and Borcherds. If time permits I will discuss generalizations to other spaces.

In this talk, we will present a loop expansion for lattice gauge theories and its application to prove ultraviolet stability in the Abelian Higgs model. We will first describe this loop expansion and how it relates to earlier works of Brydges-Frohlich-Seiler. We will then show how the expansion leads to a quantitative diamagnetic inequality, which in turn implies moment estimates, uniform in the lattice spacing, on the Holder-Besov norm of the gauge field marginal of the Abelian Higgs lattice model. Based on Gauge field marginal of an Abelian Higgs model, which is joint work with Ajay Chandra.

We apply recent ideas in Floer homotopy theory to some questions in symplectic topology. We show that Floer homology can detect smooth structures of certain Lagrangians, as well as using this to find restrictions on symplectic mapping class groups. This is based on joint work-in-progress with Ivan Smith.

TBA

Speaker: Lasse Grimmelt (North Wing)
Title: Modular forms and the twin prime conjecture

Abstract: Modular forms are one of the most fruitful areas in modern number theory. They play a central part in Wiles proof of Fermat's last theorem and in Langland's far reaching vision. Curiously, some of our best approximations to the twin-prime conjecture are also powered by them. In the existing literature this connection is highly technical and difficult to approach. In work in progress on this types of questions, my coauthor and I found a different perspective based on a quite simple idea. In this way we get an easy explanation and good intuition why such a connection should exists. I will explain this in this talk.

Speaker: Yang Liu (South Wing)
Title: Obtaining Pseudo-inverse Solutions With MINRES

Abstract: The celebrated minimum residual method (MINRES) has seen great success and wide-spread use in solving linear least-squared problems involving Hermitian matrices, with further extensions to complex symmetric settings. Unless the system is consistent whereby the right-hand side vector lies in the range of the matrix, MINRES is not guaranteed to obtain the pseudo-inverse solution. We propose a novel and remarkably simple lifting strategy that seamlessly integrates with the final MINRES iteration, enabling us to obtain the minimum norm solution with negligible additional computational costs. We also study our lifting strategy in a diverse range of settings encompassing Hermitian and complex symmetric systems as well as those with semi-definite preconditioners.

Topological data analysis (TDA) is an emerging field of research, which considers the application of topology to data analysis. Recently, these methods have been successfully applied to research problems in the field of geographical information science (GIS). This includes the problems of Point of Interest (PoI), street network and weather analysis. In this talk I will describe how TDA can be used to provide solutions to these problems plus how these solutions compare to those traditionally used by GIS practitioners. I will also describe some of the challenges of performing interdisciplinary research when applying TDA methods to different types of data.

Chronic hepatitis B virus (HBV) infection leads to liver damage that increases the risk of hepatocellular carcinoma and liver cirrhosis. Individuals with chronic HBV infection are often either treated with interferon alpha or nucleoside reverse transcriptase inhibitors (NTRL). While these NTRLs inhibit de novo DNA synthesis, they do not represent a functional cure for chronic HBV infection and so must be taken indefinitely. The resulting life-long treatment leads to an increased risk of selection for treatment resistant strains of HBV. Consequently, there is increased interest in a novel treatment modality, capsid protein allosteric modulators (CPAMs), that blocks a crucial step in the viral life cycle. I'll discuss recent work that identifies HBV serum RNA as an informative biomarker of CPAM treatment efficacy, evaluates CPAMs as a potential functional cure for HBV infection, and illustrates the role of mechanistic modelling in trial design using an age structured, multi-scale mathematical model. 

I will show that the massless irreducible representations of the Poincare group are precisely Corrolian field living on I^+. I will also show that the analogous massless irreducible representation of E11 are just the degrees of freedom of maximal supergravity. Finally I will speculate how spacetime could emerge from an underlying fundamental theory.

The affine and periodic Temperley–Lieb algebras are families of infinite-dimensional algebras with a diagrammatic presentation. They have been studied in the last 30 years, mostly for their physical applications in statistical mechanics, where the diagrammatic presentation encodes the connectivity property of the models. Most of the relevant representations for physics are finite-dimensional. In this work, we define finite-dimensional quotients of these algebras, which we name uncoiled algebras in reference to the diagrammatic interpretation of the quotient, and construct a family of Wenzl–Jones idempotents, each of which projects onto one of the one-dimensional modules these algebras admit. We also prove that the uncoiled algebras are sandwich cellular and sketch some of the applications of the objects we defined. This is joint work with Alexi Morin-Duchesne.

This seminar is part of our Frontiers in Quantitative Finance. Attendance is free of charge but requires prior online registration.

Abstract
Empirical studies consistently find that the price impact of large trades approximately follows a nonlinear power law. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear price impact. In this paper, we show that the resulting linear strategies allow to achieve virtually optimal performance also for realistic nonlinear price impact, if the “effective” quadratic cost parameter is chosen appropriately. To wit, for a wide range of risk levels, this leads to performance losses below 2% compared to the numerical Viterbi algorithm of Kolm and Ritter (2014) run at very high accuracy. The effective quadratic cost depends on the portfolio risk, but can be computed without any sophisticated numerics by simply maximizing an explicit scalar function.
Read more on this work here.