Mon, 15 May 2023
14:00
C6

Ext in functor categories and stable cohomology of Aut(F_n) (Arone)

Greg Arone
Abstract

 

We present a homotopy-theoretic method for calculating Ext groups between polynomial functors from the category of (finitely generated, free) groups to abelian groups. It enables us to substantially extend the range of what can be calculated. In particular, we can calculate torsion in the Ext groups, about which very little has been known. We will discuss some applications to the stable cohomology of Aut(F_n), based on a theorem of Djament.   

 

 

Mon, 15 May 2023
13:00
L1

From Poisson’s Ratio to Cosmology

Chris Herzog
(KCL )
Abstract

I will discuss how to place conformal boundary conditions on free higher derivative theories of scalars and spinors as well as the zoo of boundary renormalization group flows that connect the different boundary conditions.  Historically, there are connections to Poisson’s ratio and classical equations governing the bending of thin steel plates.  As these higher derivative theories are often invoked in the context of cosmology, there may be cosmological applications for the boundary conditions discussed here.
 

Fri, 12 May 2023
16:00
L1

Departmental Colloquium: Liliana Borcea

Liliana Borcea, Peter Field Collegiate Professor of Mathematics
(University of Michigan)
Further Information

Liliana Borcea is the Peter Field Collegiate Professor of Mathematics at the University of Michigan. Her research interests are in scientific computing and applied mathematics, including the scattering and transport of electromagnetic waves.

Abstract

Title: When data driven reduced order modelling meets full waveform inversion

Abstract:

This talk is concerned with the following inverse problem for the wave equation: Determine the variable wave speed from data gathered by a collection of sensors, which emit probing signals and measure the generated backscattered waves. Inverse backscattering is an interdisciplinary field driven by applications in geophysical exploration, radar imaging, non-destructive evaluation of materials, etc. There are two types of methods:

(1) Qualitative (imaging) methods, which address the simpler problem of locating reflective structures in a known host medium. 

(2) Quantitative methods, also known as velocity estimation. 

Typically, velocity estimation is  formulated as a PDE constrained optimization, where the data are fit in the least squares sense by the wave computed at the search wave speed. The increase in computing power has lead to growing interest in this approach, but there is a fundamental impediment, which manifests especially for high frequency data: The objective function is not convex and has numerous local minima even in the absence of noise.

The main goal of the talk is to introduce a novel approach to velocity estimation, based on a reduced order model (ROM) of the wave operator. The ROM is called data driven because it is obtained from the measurements made at the sensors. The mapping between these measurements and the ROM is nonlinear, and yet the ROM can be computed efficiently using methods from numerical linear algebra. More importantly, the ROM can be used to define a better objective function for velocity estimation, so that gradient based optimization can succeed even for a poor initial guess.

 

Fri, 12 May 2023

15:00 - 16:00
Lecture room 5

TBC

Abhishek Rathod
Abstract

TBC

Fri, 12 May 2023

12:00 - 13:00
N3.12

Mod p Langlands for GL2

Martin Ortiz
(LSGNT)
Abstract

The mod p Langlands program is an attempt to relate mod p Galois representations of a local field to mod p representations of the p-adic points of a reductive group. This is inspired by the classical local Langlands (l-adic coefficients) and it is partially a stepping stone towards the p-adic Langlands (p-adic coefficients). I will explain this for GL2/Qp, where one can explicitly describe both sides, and I will relate it to congruences between modular forms. 

Thu, 11 May 2023
17:00
L3

Quasiminimality of Complex Powers

Francesco Gallinaro
(University of Freiburg)
Abstract

A conjecture due to Zilber predicts that the complex exponential field is quasiminimal: that is, that all subsets of the complex numbers that are definable in the language of rings expanded by a symbol for the complex exponential function are countable or cocountable.
Zilber showed that this conjecture would follow from Schanuel's Conjecture and an existential closedness type property asserting that certain systems of exponential-polynomial equations can be solved in the complex numbers; later on, Bays and Kirby were able to remove the dependence on Schanuel's Conjecture, shifting all the focus to the existence of solutions. In this talk, I will discuss recent work about the quasiminimality of a reduct of the complex exponential field, that is, the complex numbers expanded by multivalued power functions. This is joint work with Jonathan Kirby.

Thu, 11 May 2023
16:00
L5

Parity of ranks of abelian surfaces

Celine Maistret
(University of Bristol)
Abstract
Let K be a number field and A/K an abelian surface. By the Mordell-Weil theorem, the group of K-rational points on A is finitely generated and as for elliptic curves, its rank is predicted by the Birch and Swinnerton-Dyer conjecture. A basic consequence of this conjecture is the parity conjecture: the sign of the functional equation of the L-series determines the parity of the rank of A/K.
Assuming finiteness of the Shafarevich-Tate group, we prove the parity conjecture for principally polarized abelian surfaces under suitable local constraints. Using a similar approach, we show that for two elliptic curves E_1 and E_2 over K with isomorphic 2-torsion, the parity conjecture is true for E_1 if and only if it is true for E_2.
In both cases, we prove analogous unconditional results for Selmer groups.
Thu, 11 May 2023

16:00 - 17:00
L6

Stability and approximation of nonlinear filters

Eliana Fausti
Abstract

Nonlinear filtering is a central mathematical tool in understanding how we process information. Unfortunately, the equations involved are often high dimensional, and therefore, in practical applications, approximate filters are often employed in place of the optimal filter. The error introduced by using these approximations is generally poorly understood. In this talk we will see how, in the case where the underlying process is a continuous-time, finite-state Markov Chain, results on the stability of filters can be strengthened to yield bounds for the error between the optimal filter and a general approximate filter.  We will then consider the 'projection filter', a low dimensional approximation of the filtering equation originally due to D. Brigo and collaborators, and show that its error is indeed well-controlled. The talk is based on joint work with Sam Cohen.

Thu, 11 May 2023

14:00 - 15:00
Lecture Room 3

A coordinate descent algorithm on the Stiefel manifold for deep neural network training

Estelle Massart
(UC Louvain)
Abstract

We propose to use stochastic Riemannian coordinate descent on the Stiefel manifold for deep neural network training. The algorithm rotates successively two columns of the matrix, an operation that can be efficiently implemented as a multiplication by a Givens matrix. In the case when the coordinate is selected uniformly at random at each iteration, we prove the convergence of the proposed algorithm under standard assumptions on the loss function, stepsize and minibatch noise. Experiments on benchmark deep neural network training problems are presented to demonstrate the effectiveness of the proposed algorithm.

Thu, 11 May 2023

12:00 - 13:00
L1

Bifurcations leading to oscillation in small chemical reaction networks

Murad Banaji
(OCIAM)
Abstract
Which systems of chemical reactions permit oscillation? The study of chemical oscillations has a long history, but we are still far from any structural characterisation of oscillatory reaction networks. I'll summarise recent work on identifying Andronov-Hopf and Bautin bifurcations, leading to oscillation and even multiple nondegenerate periodic orbits, in bimolecular mass action networks. In fact, a mixture of theory and computational algebra allows us to fully enumerate networks of minimal size admitting these bifurcations, including checking nondegeneracy and transversality conditions across the whole parameter space. We find that bifurcations leading to (stable) oscillation in small networks are not quite as rare as often believed. The results can be used alongside previous theory on "inheritance" to identify larger oscillatory networks via examination of their subnetworks. This is joint work with Balázs Boros.
Wed, 10 May 2023
16:00
L6

Vanishing of group cohomology, Kazhdan’s Property (T), and computer proofs

Piotr Mizerka
(Polish Academy of Sciences)
Abstract

We will look at the vanishing of group cohomology from the perspective of Kazhdan’s property (T). We will investigate an analogue of this property for any degree, introduced by U. Bader and P. W. Nowak in 2020 and describe a method of proving these properties with computers.

Wed, 10 May 2023

13:00 - 14:00
L6

Mathematrix x Mirzakhani : Short Talks and Q&A with Female PhD students/Postdocs

Abstract

Female PhD students and Postdocs will be giving short talks about their research. This will be followed by a Q&A and a chance to mingle with the speakers over lunch.

Speakers:

  • Rhiannon Savage, DPhil Student in Algebra and Geometry
  • Shanshan Hua, DPhil Student in Functional Analysis
  • Silvia Butti, Postdoc in Theoretical Computer Science
  • Anna Berryman, DPhil Student in OCIAM (Oxford Centre for Industrial and Applied Mathematics)
  • Carmen Jorge Diaz, DPhil Student in Mathematical Physics
Tue, 09 May 2023

16:00 - 17:00
L6

On the asymptotic analysis of the Calogero-Painlevé systems and the Tracy-Widom$_\beta$ distribution for $\beta$=6

Alexander Its
(IUPUI)
Abstract

The Calogero-Painlevé systems were introduced in 2001 by K. Takasaki as a natural generalization of the classical Painlevé equations to the case of the several Painlevé “particles” coupled via the Calogero type interactions. In 2014, I. Rumanov discovered a remarkable fact that a particular case of the Calogero– Painlevé II equation describes the Tracy-Widom distribution function for the general $\beta$-ensembles with the even values of parameter $\beta$. in 2017 work of M. Bertola, M. Cafasso , and V. Rubtsov, it was proven that all Calogero-Painlevé systems are Lax integrable, and hence their solutions admit a Riemann-Hilbert representation. This important observation has opened the door to rigorous asymptotic analysis of the Calogero-Painlevé equations which in turn yields the possibility of rigorous evaluation of the asymptotic behavior of the Tracy-Widom distributions for the values of $\beta$ beyond the classical $\beta =1, 2, 4$. In the talk these recent developments will be outlined with a special focus on the Calogero-Painlevé system corresponding to $\beta = 6$. This is a joint work with Andrei Prokhorov.

Tue, 09 May 2023

16:00 - 17:00
C1

Wreath-like product groups and rigidity of their von Neumann algebras

Adrian Ioana
(UC San Diego)
Abstract

Wreath-like products are a new class of groups, which are close relatives of the classical wreath products. Examples of wreath-like product groups arise from every non-elementary hyperbolic groups by taking suitable quotients. As a consequence, unlike classical wreath products, many wreath-like products have Kazhdan's property (T). 

I will present several rigidity results for von Neumann algebras of wreath-like product groups. We show that any group G in a natural family of wreath-like products with property (T) is W*-superrigid: the group von Neumann algebra L(G) remembers the isomorphism class of G. This provides the first examples of W*-superrigid groups with property (T). For a wider class wreath-like products with property (T), we show that any isomorphism of their group von Neumann algebras arises from an isomorphism of the groups. As an application, we prove that any countable group can be realized as the outer automorphism group of L(G), for an icc property (T) group G. These results are joint with Ionut Chifan, Denis Osin and Bin Sun.  

Time permitting, I will mention an additional application of wreath-like products obtained in joint work with Ionut Chifan and Daniel Drimbe, and showing that any separable II_1 factor is contained in one with property (T). This provides an operator algebraic counterpart of the group theoretic fact that every countable group is contained in one with property (T).

Tue, 09 May 2023
15:30
C4

Multivalued Dir-Minimizing Functions

Dr Immanuel Ben Porat
(University of Oxford)
Further Information

The course will serve as an introduction to the theory of multivalued Dir-minimizing functions, which can be viewed as harmonic functions which attain multiple values at each point.

Aimed at Postgraduate students interested in geometric measure theory and its link with elliptic PDEs, a solid knowledge of functional analysis and Sobolev spaces, acquaintance with variational
methods in PDEs, and some basic geometric measure theory are recommended.

Sessions led by  Dr Immanuel Ben Porat will take place on

09 May 2023 15:30 - 17:30 C4

16 May 2023 15:30 - 17:30 C4

23 May 2023 15:30 - 17:30 C4

30 May 2023 15:30 - 17:30 C4

Should you be interested in taking part in the course, please send an email to @email.

Abstract

COURSE_PROPOSAL (12).pdf

The space of unordered tuples. The notion of differentiability and the theory of metric Sobolev in the context of multi-valued functions. Multivalued maximum principle and Holder regularity. Estimates on the Hausdorff dimension of the singular set of Dir-minimizing functions. If time permits: mass minimizing currents and their link with Dir-minimizers. 

Tue, 09 May 2023

15:00 - 16:00
L3

Why I wish we knew more about ribbon groups

Stefan Friedl
Abstract

To a group theorist ribbon groups look like knot groups, except  that we know everything about knot groups and next to nothing about ribbon groups.

I will talk about an old paper of mine with Peter Teichner where several questions on ribbon groups naturally arise.

 

Tue, 09 May 2023

14:00 - 15:00
L5

Colouring and domination in tournaments

Paul Seymour
(Princeton)
Abstract

"Colouring" a tournament means partitioning its vertex set into acylic subsets; and the "domination number" is the size of the smallest set of vertices with no common in-neighbour. In some ways these are like the corresponding concepts for graphs, but in some ways they are very different. We give a survey of some recent results and open questions on these topics.

Joint with Tung Nguyen and Alex Scott.

Tue, 09 May 2023

14:00 - 15:00
L6

Fundamental monopole operators and embeddings of Kac-Moody affine Grassmannian slices

Dinakar Muthiah
(University of Glasgow)
Abstract

The Satake isomorphism is a fundamental result in p-adic groups, and the affine Grassmannian is the natural setting where this geometrizes to the Geometric Satake Correspondence. In fact, it suffices to work with affine Grassmannian slices, which retain all of the information.

Recently, Braverman, Finkelberg, and Nakajima showed that affine Grassmannian slices arise as Coulomb branches of certain quiver gauge theories. Remarkably, their construction works in Kac-Moody type as well. Their work opens the door to studying affine Grassmannians and Geometric Satake Correspondence for Kac-Moody groups. Unfortunately, it is difficult at present to do any explicit geometry with the Coulomb branch definition. For example, a basic feature is that affine Grassmannian slices embed into one another. However, this is not apparent from the Coulomb branch definition. In this talk, I will explain why these embeddings are necessarily subtle. Nonetheless, I will show a way to construct the embeddings using fundamental monopole operators.

This is joint work with Alex Weekes.

Tue, 09 May 2023

12:00 - 13:15
L3

Virtual fundamental classes and Batalin-Vilkovisky quantization from supersymmetric twists

Pavel Safronov
(Edinburgh University)
Abstract

Supersymmetric localization allows one to reduce the computation of the partition function of a supersymmetric theory to a finite-dimensional integral, but the space over which one integrates is often singular. In this talk I will explain how one can use shifted symplectic geometry to get rigorous definitions of partition functions and state spaces in theories with extended supersymmetry. For instance, this gives a field-theoretic origin of DT invariants of CY4 manifolds. This is a report on joint work with Brian Williams.

Tue, 09 May 2023

11:00 - 12:00
L3

Diffusion Limited Aggregation: what we do and do not know about it

Dmitry Belyaev
Abstract

Diffusion Limited Aggregation is a very simple mathematical model which describes a wide range of natural phenomena. Despite its simplicity, there is very little progress in understanding its large-scale structure. Since its introduction by Witten and Sander over 40 years ago, there was only one mathematical result. In 1987 Kesten obtained an upper bound on the growth rate. In this talk I will discuss DLA and some related models and the recent progress in understanding DLA. In particular, a new simpler proof of Kesten result which generalizes to other aggregation models.

Mon, 08 May 2023

16:30 - 17:30
L4

Quasiconvexity and nonlinear Elasticity

Andre Guerra
(Institute for Theoretical Studies at ETH Zürich)
Abstract

Quasiconvexity is the fundamental existence condition for variational problems, yet it is poorly understood. Two outstanding problems remain: 

  • 1) does rank-one convexity, a simple necessary condition, imply quasiconvexity in two dimensions? 
  • 2) can one prove existence theorems for quasiconvex energies in the context of nonlinear Elasticity? 

In this talk we show that both problems have a positive answer in a special class of isotropic energies. Our proof combines complex analysis with the theory of gradient Young measures. On the way to the main result, we establish quasiconvexity inequalities for the Burkholder function which yield, in particular, many sharp higher integrability results. 
The talk is based on joint work with Kari Astala, Daniel Faraco, Aleksis Koski and Jan Kristensen.

Mon, 08 May 2023
16:00

TBD

TBD
Mon, 08 May 2023
14:15
L4

The differential geometry of four-dimensional Abelian gauge theory: a new notion of self-duality?

Carlos Shahbazi
(UNED - Madrid)
Abstract

I will construct the differential geometric, gauge-theoretic, and duality covariant model of classical four-dimensional Abelian gauge theory on an orientable four-manifold of arbitrary topology. I will do so by implementing the Dirac-Schwinger-Zwanziger (DSZ) integrality condition in classical Abelian gauge theories with general duality structure and interpreting the associated sheaf cohomology groups geometrically. As a result, I will obtain that four-dimensional Abelian gauge theories are theories of connections on Siegel bundles, namely principal bundles whose structure group is the generically non-abelian disconnected group of automorphisms of an integral affine symplectic torus. This differential-geometric model includes the electric and magnetic gauge potentials on an equal footing and describes the equations of motion through a first-order polarized self-duality condition for the curvature of a connection. This condition is reminiscent of the theory of four-dimensional Euclidean instantons, even though we consider a two-derivative theory in Lorentzian signature. Finally, I will elaborate on various applications of this differential-geometric model, including a mathematically rigorous description of electromagnetic duality in Abelian gauge theory and the reduction of the polarized self-duality condition to a Riemannian three-manifold, which gives as a result a new type of Bogomolny equation.

Mon, 08 May 2023
13:00
L1

Star-shaped quivers in four dimensions

Shlomo Razamat
(Technion)
Abstract
We will review the notion of across dimension IR dualities. As a concrete example we will  discuss such 4d across dimensions dual Lagrangian descriptions of compactifications of the 6d  minimal D type conformal matter theory on a sphere with arbitrary number of punctures. The Lagrangian has the form of a ``star shaped quiver'' with the rank of the central node depending on the 6d theory and the number and type of punctures. Using these Lagrangians one can construct across dimensions duals for arbitrary compactifications (any genus and type of punctures) of the D type conformal matter.

 

Fri, 05 May 2023
15:30
Large Lecture Theatre, Department of Statistics, University of Oxford

Joint Maths and Stats Colloquium: Understanding neural networks and quantification of their uncertainty via exactly solvable models

Lenka Zdeborová, Professor of Physics and Computer Science
(École Polytechnique Fédérale de Lausanne, Switzerland)
Further Information

The Lecture will be followed by a Drinks Reception in the ground floor social area. To help with catering arrangements, please book your place here https://forms.office.com/e/Nw3qSZtzCs.

Lenka Zdeborová is a Professor of Physics and Computer Science at École Polytechnique Fédérale de Lausanne, where she leads the Statistical Physics of Computation Laboratory. She received a PhD in physics from University Paris-Sud and Charles University in Prague in 2008. She spent two years in the Los Alamos National Laboratory as the Director's Postdoctoral Fellow. Between 2010 and 2020, she was a researcher at CNRS, working in the Institute of Theoretical Physics in CEA Saclay, France. In 2014, she was awarded the CNRS bronze medal; in 2016 Philippe Meyer prize in theoretical physics and an ERC Starting Grant; in 2018, the Irène Joliot-Curie prize; in 2021, the Gibbs lectureship of AMS and the Neuron Fund award. Lenka's expertise is in applications of concepts from statistical physics, such as advanced mean field methods, the replica method and related message-passing algorithms, to problems in machine learning, signal processing, inference and optimization. She enjoys erasing the boundaries between theoretical physics, mathematics and computer science.

Abstract

The affinity between statistical physics and machine learning has a long history. Theoretical physics often proceeds in terms of solvable synthetic models; I will describe the related line of work on solvable models of simple feed-forward neural networks. I will then discuss how this approach allows us to analyze uncertainty quantification in neural networks, a topic that gained urgency in the dawn of widely deployed artificial intelligence. I will conclude with what I perceive as important specific open questions in the field.

 

Fri, 05 May 2023

15:00 - 16:00
L4

On the Arthur-Barbasch-Vogan conjecture

Chen-Bo Zhu
(National University of Singapore)
Abstract

In this lecture, I will discuss the resolution of the Arthur-Barbasch-Vogan conjecture on the unitarity of special unipotent representations for any real form of a connected reductive complex Lie group, with contributions by several groups of authors (Barbasch-Ma-Sun-Zhu, Adams-Arancibia-Mezo, and Adams-Miller-van Leeuwen-Vogan). The main part of the lecture will be on the approach of the first group of authors for the case of real classical groups: counting by coherent families (combinatorial aspect), construction by theta lifting (analytic aspect), and distinguishing by invariants (algebraic-geometric aspect), resulting in a full classification, and with unitarity as a direct consequence of the construction.

Fri, 05 May 2023
15:00
Lecture room 5

Two recent results on Multi-parameter Persistence

Michael Kerber
Abstract

Multi-parameter persistence is a main research topic in topological data analysis. Major questions involve the computation and the structural properties
of persistence modules. In this context, I will sketch two very recent results:

(1) We define a natural bifiltration called the localized union-of-balls bifiltration that contains filtrations studied in the context of local persistent homology as slices. This bifiltration is not k-critical for any finite k. Still, we show that a representation of it (involving algebraic curves of low degree) can be computed exactly and efficiently. This is joint work with Matthias Soels (TU Graz).

(2) Every persistence modules permits a unique decomposition into indecomposable summands. Intervals are the simplest type of summands, but more complicated indecomposables can appear, and usually do appear in examples. We prove that for homology-dimension 0 and density-Rips bifiltration, at least a quarter of the indecomposables are intervals in expectation for a rather general class of point samples. Moreover, these intervals can be ``peeled off'' the module efficiently. This is joint work with Angel Alonso (TU Graz).

 

Fri, 05 May 2023

14:00 - 15:00
L4

MHD instability associated with critical layers

Chen Wang
(University of Exeter)
Abstract

Critical levels appear as singularities of waves propagating in shear flows. When magnetic field exists, critical levels are located where the phase velocity of the wave relative to the basic flow matches the velocity of Alfvén waves. Critical levels are known for locally strong wave amplitude in its vicinity, known as the critical layers. In this talk, I will demonstrate the situation where magnetic critical layers can contribute to the instability of the MHD flow.  We consider two different flow configurations. One is the shallow water flow, and the other is the 2D flow on a sphere. Asymptotic analysis has been used to explore deeper insights of the instability mechanism.

Fri, 05 May 2023

14:00 - 15:00
Virtual

Data-driven protein design and molecular latent space simulators

Professor Andrew Ferguson
(Pritzker School of Molecular Engineering University of Chicago)
Abstract

Data-driven modeling and deep learning present powerful tools that are opening up new paradigms and opportunities in the understanding, discovery, and design of soft and biological materials. I will describe our recent applications of deep representational learning to expose the sequence-function relationship within homologous protein families and to use these principles for the data-driven design and experimental testing of synthetic proteins with elevated function. I will then describe an approach based on latent space simulators to learn ultra-fast surrogate models of protein folding and biomolecular assembly by stacking three specialized deep learning networks to (i) encode a molecular system into a slow latent space, (ii) propagate dynamics in this latent space, and (iii) generatively decode a synthetic molecular trajectory.

Fri, 05 May 2023

12:00 - 13:00
C5

The first Hochschild cohomology of twisted group algebras

William Murphy
(City University London)
Abstract

Given a group G and a field k, we can "twist" the multiplication of the group algebra kG by a 2-cocycle, and the result is a twisted group algebra. Twisted group algebras arise as direct sums of blocks of group algebras, and so are of interest in representation and block theory. In this talk we will discuss some recently obtained results on the first Hochschild cohomology of twisted group algebras, in particular that these cohomology groups are nontrivial whenever G is a finite simple group.

Thu, 04 May 2023
17:00
L3

Non-Additive Geometry and Frobenius Correspondences

Shai Haran
(Technion – Israel Institute of Technology)
Abstract

The usual language of algebraic geometry is not appropriate for Arithmetical geometry: addition is singular at the real prime. We developed two languages that overcome this problem: one replace rings by the collection of “vectors” or by bi-operads and another based on “matrices” or props. These are the two languages of [Har17], but we omit the involutions which brings considerable simplifications. Once one understands the delicate commutativity condition one can proceed following Grothendieck footsteps exactly. The square matrices, when viewed up to conjugation, give us new commutative rings with Frobenius endomorphisms.

Thu, 04 May 2023
16:00
L5

Optimality of sieves

James Maynard
(University of Oxford)
Abstract

The closest thing we have to a general method for finding primes in sets is to use sieve methods to turn the problem into some other (hopefully easier) arithmetic questions about the set.

Unfortunately this process is still poorly understood - we don’t know ‘how much’ arithmetic information is sufficient to guarantee the existence of primes, and how much is not sufficient. Often arguments are rather ad-hoc.

I’ll talk about work-in-progress with Kevin Ford which shows that many of our common techniques are not optimal and can be refined, and in many cases these new refinements are provably optimal.

Thu, 04 May 2023

16:00 - 17:00
L6

Open Markets in Stochastic Portfolio Theory and Rank Jacobi Processes

David Itkin (Imperial College London)
Abstract

Stochastic portfolio theory is a framework to study large equity markets over long time horizons. In such settings investors are often confined to trading in an “open market” setup consisting of only assets with high capitalizations. In this work we relax previously studied notions of open markets and develop a tractable framework for them under mild structural conditions on the market.

Within this framework we also introduce a large parametric class of processes, which we call rank Jacobi processes. They produce a stable capital distribution curve consistent with empirical observations. Moreover, there are explicit expressions for the growth-optimal portfolio, and they are also shown to serve as worst-case models for a robust asymptotic growth problem under model ambiguity.

Time permitting, I will also present an extended class of models and illustrate calibration results to CRSP Equity Data.

This talk is based on joint work with Martin Larsson.

Thu, 04 May 2023

16:00 - 17:00
C1

Superrigidity in von Neumann algebras

Daniel Drimbe
(KU Leuven)
Abstract

The pioneering work of Murray and von Neumann shows that any countable discrete group G gives rise in a canonical way to a group von Neumann algebra, denoted L(G). A main theme in operator algebras is to classify group von Neumann algebras, and hence, to understand how much information does L(G) remember of the underlying group G. In the amenable case, the classification problem is completed by the work of Connes from 1970s asserting that for all infinite conjugacy classes amenable groups, their von Neumann algebras are isomorphic.

In sharp contrast, in the non-amenable case, Popa's deformation rigidity/theory (2001) has led to the discovery of several instances when various properties of the group G are remembered by L(G). The goal of this talk is to survey some recent progress in this direction.

Thu, 04 May 2023
14:00
N3.12

The geometry of the conformal manifolds

Maria Nocchi
Further Information

Junior Strings is a seminar series where DPhil students present topics of common interest that do not necessarily overlap with their own research area. This is primarily aimed at PhD students and post-docs but everyone is welcome.

Thu, 04 May 2023

12:00 - 13:00
L1

Can we tailor the behavior of flexible sheets in flows by adding cuts or folds?

Sophie Ramananarivo
(Ecole Polytechnique)
Abstract

Lightweight compliant surfaces are commonly used as roofs (awnings), filtration systems or propulsive appendages, that operate in a fluid environment. Their flexibility allows for shape to change in fluid flows, to better endure harsh or fluctuating conditions, or enhance flight performance of insect wings for example. The way the structure deforms is however key to fulfill its function, prompting the need for control levers. In this talk, we will consider two ways to tailor the deformation of surfaces in a flow, making use of the properties of origami (folded sheet) and kirigami (sheet with a network of cuts). Previous literature showed that the substructure of folds or cuts allows for sophisticated shape morphing, and produces tunable mechanical properties. We will discuss how those original features impact the way the structure interacts with a flow, through combined experiments and theory. We will notably show that a sheet with a symmetric cutting pattern can produce an asymmetric deformation, and study the underlying fluid-structure couplings to further program shape morphing through the cuts arrangement. We will also show that extreme shape reconfiguration through origami folding can cap fluid drag.

Wed, 03 May 2023
16:00
L6

A Motivation for Studying Hyperbolic Cusps

Misha Schmalian
(University of Oxford)
Abstract

We will give an introduction to hyperbolic cusps and their Dehn fillings. In particular, we will give a brief survey of quantitive results in the field. To motivate this work, we will sketch how these techniques are used for studying the classical question of characteristic slopes on knots.

Tue, 02 May 2023

16:00 - 17:00
C1

Amenable group actions on C*-algebras and the weak containment problem

Siegfried Echterhoff
(University of Münster)
Abstract

The notion of amenable actions by discrete groups on C*-algebras has been introduced by Claire Amantharaman-Delaroche more than thirty years ago, and has become a well understood theory with many applications. So it is somewhat surprising that an established theory of amenable actions by general locally compact groups has been missed until 2020. We now present a theory which extends the discrete case and unifies several notions of approximation properties of actions which have been discussed in the literature. We also present far reaching results towards the weak containment problem which asks wether an action $\alpha:G\to \Aut(A)$ is amenable if and only if the maximal and reduced crossed products coincide.

In this lecture we report on joint work with Alcides Buss and Rufus Willett.

Tue, 02 May 2023

15:00 - 16:00
L3

Centralising Outer Automorphisms

Naomi Andrew
Abstract

Given a group G, one can seek to understand (some of) its subgroups. Centralisers of elements are easy to define, but maybe not so easy to understand: even in such well studied groups as Out(Fn) they are not yet understood in general. I'll discuss recent work with Armando Martino where we extend what is known in Out(Fn), involving a (surprising?) connection to free-by-cyclic groups and their automorphisms as well as working with actions on trees. The strategies seem like they should apply in many more cases, and if time allows I'll discuss ongoing work (with Gilbert Levitt and Armando Martino) exploring these possibilities.

Tue, 02 May 2023
14:30
L3

Newton-MR methods for nonconvex optimization

Yang Liu
(University of Oxford)
Abstract

In this talk, we introduce Newton-MR variants for solving nonconvex optimization problems. Unlike the overwhelming majority of Newton-type methods, which rely on conjugate gradient method as the primary workhorse for their respective sub-problems, Newton-MR employs minimum residual (MINRES) method. With certain useful monotonicity properties of MINRES as well as its inherent ability to detect non-positive curvature directions as soon as they arise, we show that our algorithms come with desirable properties including the optimal first and second-order worst-case complexities. Numerical examples demonstrate the performance of our proposed algorithms.

Tue, 02 May 2023
14:00
C6

Real-world Walk Processes with Dr. Carolina Mattsson

Dr. Carolina Mattsson
(CENTAI Institute)
Abstract

What do football passes and financial transactions have in common? Both are observable events in some real-world walk process that is happening over some network that is, however, not directly observable. In both cases, the basis for record-keeping is that these events move something tangible from one node to another. Here we explore process-driven approaches towards analyzing such data, with the goal of answering domain-specific research questions. First, we consider transaction data from a digital community currency recorded over 16 months. Because these are records of a real-world walk process, we know that the time-aggregated network is a flow network. Flow-based network analysis techniques let us concisely describe where and among whom this community currency was circulating. Second, we use a technique called trajectory extraction to transform football match event data into passing sequence data. This allows us to replicate classic results from sports science about possessions and uncover intriguing dynamics of play in five first-tier domestic leagues in Europe during the 2017-18 club season. Taken together, these two applied examples demonstrate the interpretability of process-driven approaches as opposed to, e.g., temporal network analysis, when the data are records of a real-world walk processes.

Tue, 02 May 2023

14:00 - 15:00
L6

An introduction to plethysm

Mark Wildon
(Royal Holloway, University of London)
Abstract

The plethysm product on symmetric functions corresponds to composition of polynomial representations of general linear groups. Decomposing a plethysm product into Schur functions, or equivalently, writing the corresponding composition of Schur functors as a direct sum of Schur functors, is one of the main open problems in algebraic combinatorics. I will give an introduction to these mathematical objects emphasising the beautiful interplay between representation theory and combinatorics. I will end with new results obtained in joint work with Rowena Paget (University of Kent) on stability on plethysm coefficients. No specialist background knowledge will be assumed.

Tue, 02 May 2023
14:00
L3

A Nematic Theory For a Nonspherical Rarefied Gas

Umberto Zerbinati
(University of Oxford)
Abstract

We propose a nematic model for polyatomic gas, intending to study anisotropic phenomena. Such phenomena stem from the orientational degree of freedom associated with the rod-like molecules composing the gas. We adopt as a primer the Curitss-Boltzmann equation. The main difference with respect to Curtiss theory of hard convex body fluids is the fact that the model here presented takes into account the emergence of a nematic ordering. We will also derive from a kinetic point of view an energy functional similar to the Oseen-Frank energy. The application of the Noll-Coleman procedure to derive new expressions for the stress tensor and the couple-stress tensor will lead to a model capable of taking into account anisotropic effects caused by the emergence of a nematic ordering. In the near future, we hope to adopt finite-element discretisations together with multi-scale methods to simulate the integro-differential equation arising from our model.

Tue, 02 May 2023
12:30
C2

An Introduction to Holography

Alice Luscher
Abstract

Holography, which reveals a specific correspondence between gravitational and quantum theories, is an ongoing area of research that has known a lot of interest these past decades. The duality of holography has many applications: it provides an interpretation for black hole entropy in terms of microstates, it helps our understanding of solid state properties such as superconductivity and strongly coupled quantum systems, and it even offers insight into the mysterious realm of quantum gravity. 

In this talk, I will first introduce the concept of holography and some of its applications. I will then discuss some notions of string theory and geometry that are commonly used in holography. Finally, if time permits, I will present some of our latest results, where we match the energy of membranes in supergravity to properties of the dual quantum models.

Mon, 01 May 2023
17:30
L4

Convexity and Uniqueness in the Calculus of Variations

Bernd Kirchheim
(Universität Leipzig)
Further Information

Please note there are two pde seminars on Monday of W2 (May 1st).

Abstract
Whereas general existence results for minimizers of (vectorial) variational problems are clearly related to (coercivity) and Morreys quasiconvexity, the situation becomes much more constrained if also uniqueness of the minimizers is required for all linear pertubation of the energy. In this case a rather natural notion of functional convexity arises in a general Banach space context. We will discuss what are the specific implications for energy densities of integral cost functions.
Mon, 01 May 2023
16:30
L4

On the stability of multi-dimensional rarefaction waves

Pin Yu
(Tsinghua University)
Further Information

Please note there are two pde seminars on Monday of W2 (May 1st).

Abstract

In his pioneering work in 1860, Riemann proposed the Riemann problem and solved it for isentropic gas in terms of shocks and rarefaction waves. It eventually became the foundation of the theory of one-dimension conservation laws developed in the 20th century. We prove the non-nonlinear structural stability of the Riemann problem for multi-dimensional isentropic Euler equations in the regime of rarefaction waves. This is a joint work with Tian-Wen Luo.