Fri, 23 Oct 2020

15:00 - 16:00
Virtual

Sampling and homology via bottlenecks

Oliver Gäfvert
(KTH Stockholm)
Abstract

In this talk I will present an efficient algorithm to produce a provably dense sample of a smooth compact algebraic variety. The procedure is partly based on computing bottlenecks of the variety. Using geometric information such as the bottlenecks and the local reach we also provide bounds on the density of the sample needed in order to guarantee that the homology of the variety can be recovered from the sample.

Fri, 23 Oct 2020

14:00 - 15:00
Virtual

Snow evolution through meltwater percolation and compaction

Colin Meyer
(Dartmouth)
Abstract

Snow densification and meltwater refreezing store water in alpine regions and transform snow into ice on the surface of glaciers. Despite their importance in determining snow-water equivalent and glacier-induced sea level rise, we still lack a complete understanding of the physical mechanisms underlying snow compaction and the infiltration of meltwater into snowpacks. Here we (i) analyze snow compaction experiments as a promising direction for determining the rheology of snow though its many stages of densification and (ii) solve for the motion of refreezing fronts and for the temperature increase due to the release of latent heat, which we compare to temperature observations from the Greenland Ice Sheet (Humphrey et al., 2012). In the first part, we derive a mixture theory for compaction and air flow through the porous snow (cf. Hewitt et al. 2016) to compare against laboratory data (Wang and Baker, 2013). We find that a plastic compaction law explains experimental results. Taking standard forms for the permeability and effective pressure as functions of the porosity, we show that this compaction mode persists for a range of densities and overburden loads (Meyer et al., 2020). We motivate the second part of the talk by the observed melting at high elevations on the Greenland Ice Sheet, which causes the refreezing layers that are observed in ice cores. Our analysis shows that as surface temperatures increase, the capacity for meltwater storage in snow decreases and surface runoff increases leading to sea level rise (Meyer and Hewitt, 2017). Together these studies provide a holistic picture for how snow changes through compaction and the role of meltwater percolation in altering the temperature and density structure of surface snow.

Fri, 23 Oct 2020

14:00 - 15:00
Virtual

Making the most of intercollegiate classes

Dr Richard Earl, Dr Neil Laws and Dr Vicky Neale
Abstract

What should you expect in intercollegiate classes?  What can you do to get the most out of them?  In this session, experienced class tutors will share their thoughts, including advice about hybrid and online classes. 

All undergraduate and masters students welcome, especially Part B and MSc students attending intercollegiate classes. (Students who attended the Part C/OMMS induction event will find significant overlap between the advice offered there and this session!)

Fri, 23 Oct 2020

14:00 - 15:00
Virtual

MultiMAP: dimensionality reduction of multiple datasets by manifold approximation and projection

Dr Sarah Teichmann
(Wellcome Genome Campus Wellcome Sanger Institute)
Abstract

Multi-modal data sets are growing rapidly in single cell genomics, as well as other fields in science and engineering. We introduce MultiMAP, an approach for dimensionality reduction and integration of multiple datasets. MultiMAP embeds multiple datasets into a shared space so as to preserve both the manifold structure of each dataset independently, in addition to the manifold structure in shared feature spaces. MultiMAP is based on the rich mathematical foundation of UMAP, generalizing it to the setting of more than one data manifold. MultiMAP can be used for visualization of multiple datasets as well as an integration approach that enables subsequent joint analyses. Compared to other integration for single cell data, MultiMAP is not restricted to a linear transformation, is extremely fast, and is able to leverage features that may not be present in all datasets. We apply MultiMAP to the integration of a variety of single-cell transcriptomics, chromatin accessibility, methylation, and spatial data, and show that it outperforms current approaches in run time, label transfer, and label consistency. On a newly generated single cell ATAC-seq and RNA-seq dataset of the human thymus, we use MultiMAP to integrate cells across pseudotime. This enables the study of chromatin accessibility and TF binding over the course of T cell differentiation.

Fri, 23 Oct 2020

11:45 - 13:15
Virtual

InFoMM CDT Group Meeting

Ellen Luckins, Ambrose Yim, Victor Wang, Christoph Hoeppke
(Mathematical Institute)
Thu, 22 Oct 2020

16:15 - 17:00
Virtual

The C*-algebras associated to a Wieler solenoid

Robin Deeley
(University of Colorado Boulder)
Further Information

Part of UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home

Abstract

Wieler has shown that every irreducible Smale space with totally disconnected stable sets is a solenoid (i.e., obtained via a stationary inverse limit construction). Through examples I will discuss how this allows one to compute the K-theory of the stable algebra, S, and the stable Ruelle algebra, S\rtimes Z. These computations involve writing S as a stationary inductive limit and S\rtimes Z as a Cuntz-Pimsner algebra. These constructions reemphasize the view point that Smale space C*-algebras are higher dimensional generalizations of Cuntz-Krieger algebras. The main results are joint work with Magnus Goffeng and Allan Yashinski.

Thu, 22 Oct 2020

16:00 - 17:00

Optimal Execution with Stochastic Delay

Leandro Sanchez Betancourt
(Oxford University)
Abstract

We show how traders use immediate execution limit orders (IELOs) to liquidate a position when the time between a trade attempt and the outcome of the attempt is random, i.e., there is latency in the marketplace and latency is random. We frame our model as a delayed impulse control problem in which the trader controls the times and the price limit of the IELOs she sends to the exchange. The contribution of the paper is twofold: (i) Our paper is the first to study an optimal liquidation problem that accounts for random delays, price impact, and transaction costs. (ii) We introduce a new type of impulse control problem with stochastic delay, not previously studied in the literature. We characterise the value functions as the solution to a coupled system of a Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI) and a partial differential equation. We use a Feynman-Kac type representation to reduce the system of coupled value functions to a non-standard HJBQVI, and we prove existence and uniqueness of this HJBQVI in a viscosity sense. Finally, we implement the latency-optimal strategy and compare it with three benchmarks:  (i)  optimal execution with deterministic latency, (ii) optimal execution with zero latency, (iii) time-weighted average price strategy. We show that when trading in the EUR/USD currency pair, the latency-optimal strategy outperforms the benchmarks between ten USD per million EUR traded and ninety USD per million EUR traded.

Thu, 22 Oct 2020

16:00 - 17:00
Virtual

Thin Film Flows on a Substrate of Finite Width: A Novel Similarity Solution

Howard Stone
(Princeton)
Further Information

We return this term to our usual flagship seminars given by notable scientists on topics that are relevant to Industrial and Applied Mathematics. 

 

Abstract

There are many examples of thin-film flows in fluid dynamics, and in many cases similarity solutions are possible. In the typical, well-known case the thin-film shape is described by a nonlinear partial differential equation in two independent variables (say x and t), which upon recognition of a similarity variable, reduces the problem to a nonlinear ODE. In this talk I describe work we have done on 1) Marangoni-driven spreading on pre-wetted films, where the thickness of the pre-wetted film affects the dynamics, and 2) the drainage of a film on a vertical substrate of finite width. In the latter case we find experimentally a structure to the film shape near the edge, which is a function of time and two space variables. Analysis of the corresponding thin-film equation shows that there is a similarity solution, collapsing three independent variables to one similarity variable, so that the PDE becomes an ODE. The solution is in excellent agreement with the experimental measurements.

Thu, 22 Oct 2020

15:30 - 16:15
Virtual

Von Neumann algebras and equivalences between groups

Lauren Ruth
(Mercy College)
Further Information

Part of UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home

Abstract

We have various ways of describing the extent to which two countably infinite groups are "the same." Are they isomorphic? If not, are they commensurable? Measure equivalent? Quasi-isometric? Orbit equivalent? W*-equivalent? Von Neumann equivalent? In this expository talk, we will define these notions of equivalence, discuss the known relationships between them, and work out some examples. Along the way, we will describe recent joint work with Ishan Ishan and Jesse Peterson.

Thu, 22 Oct 2020

14:00 - 15:00
Virtual

Elliptic fibrations

Sebastjan Cizel
(Oxford University)
Thu, 22 Oct 2020

14:00 - 15:00
Virtual

Classifier-based Distribution-Dissimilarities: From Maximum Mean Discrepancies to Adversarial Examples

Carl-Johann Simon-Gabriel
(ETH Zurich)
Further Information

datasig.ox.ac.uk/events

Abstract

Any binary classifier (or score-function) can be used to define a dissimilarity between two distributions of points with positive and negative labels. Actually, many well-known distribution-dissimilarities are classifier-based dissimilarities: the total variation, the KL- or JS-divergence, the Hellinger distance, etc. And many recent popular generative modelling algorithms compute or approximate these distribution-dissimilarities by explicitly training a classifier: eg GANs and their variants. After a brief introduction to these classifier-based dissimilarities, I will focus on the influence of the classifier's capacity. I will start with some theoretical considerations illustrated on maximum mean discrepancies --a weak form of total variation that has grown popular in machine learning-- and then focus on deep feed-forward networks and their vulnerability to adversarial examples. We will see that this vulnerability is already rooted in the design and capacity of our current networks, and will discuss ideas to tackle this vulnerability in future.

Thu, 22 Oct 2020
14:00
Virtual

A new block preconditioner for implicit Runge-Kutta methods for parabolic PDE

Victoria Howle
(Texas Tech University)
Abstract

In this talk, we introduce a new preconditioner for the large, structured systems appearing in implicit Runge–Kutta time integration of parabolic partial differential equations. This preconditioner is based on a block LDU factorization with algebraic multigrid subsolves for scalability.

We compare our preconditioner in condition number and eigenvalue distribution, and through numerical experiments, with others in the literature. In experiments run with implicit Runge–Kutta stages up to s = 7, we find that the new preconditioner outperforms the others, with the improvement becoming more pronounced as the spatial discretization is refined and as temporal order is increased.

 

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Thu, 22 Oct 2020
12:00
Virtual

A nonlinear open mapping principle, with applications to the Jacobian determinant / A general nonlinear mapping theorem and applications to the incompressible Euler equations

André Guerra / Lukas Koch
(University of Oxford)
Abstract

I will present a nonlinear version of the open mapping principle which applies to constant-coefficient PDEs which are both homogeneous and weak* stable. An example of such a PDE is the Jacobian equation. I will discuss the consequences of such a result for the Jacobian and its relevance towards an answer to a long-standing problem due to Coifman, Lions, Meyer and Semmes. This is based on joint work with Lukas Koch and Sauli Lindberg.

/

I present a general nonlinear open mapping principle suited to applications to scale-invariant PDEs in regularity regimes where the equations are stable under weak* convergence. As an application I show that, for any $p < \infty$, the set of initial data for which there are dissipative weak solutions in $L^p_t L^2_x$ is meagre in the space of solenoidal L^2 fields. This is based on joint work with A. Guerra (Oxford) and S. Lindberg (Aalto).

 

Thu, 22 Oct 2020
11:30
Virtual

On the Zilber-Pink Conjecture for complex abelian varieties and distinguished categories

Gabriel Dill
(Oxford)
Abstract

The Zilber-Pink conjecture predicts how large the intersection of a d-dimensional subvariety of an abelian variety/algebraic torus/Shimura variety/... with the union of special subvarieties of codimension > d can be (where the definition of "special" depends on the setting). In joint work with Fabrizio Barroero, we have reduced this conjecture for complex abelian varieties to the same conjecture for abelian varieties defined over the algebraic numbers. In work in progress, we introduce the notion of a distinguished category, which contains both connected commutative algebraic groups and connected mixed Shimura varieties. In any distinguished category, special subvarieties can be defined and a Zilber-Pink statement can be formulated. We show that any distinguished category satisfies the defect condition, introduced as a useful technical tool by Habegger and Pila. Under an additional assumption, which makes the category "very distinguished", we show furthermore that the Zilber-Pink statement in general follows from the case where the subvariety is defined over the algebraic closure of the field of definition of the distinguished variety. The proof closely follows our proof in the case of abelian varieties and leads also to unconditional results in the moduli space of principally polarized abelian surfaces as well as in fibered powers of the Legendre family of elliptic curves.

Wed, 21 Oct 2020

16:00 - 17:30

Ultrafilters on omega versus forcing

Andreas Blass
(University of Michigan)
Abstract

I plan to survey known facts and open questions about ultrafilters on omega generating (or not generating) ultrafilters in forcing extensions.

Wed, 21 Oct 2020
10:00
Virtual

Algorithms for the Recognition of Primitive Elements in a Free Group

Dario Ascari
(University of Oxford)
Abstract

Primitive elements are elements that are part of a basis for a free group. We present the classical Whitehead algorithm for the recognition of such elements, and discuss the ideas behind the proof. We also present a second algorithm, more recent and completely different in the approach.

Tue, 20 Oct 2020

15:30 - 16:30

Comparing counting functions for determinantal point processes

Mark Meckes
(Case Western Reserve University)
Further Information

This seminar will be held via zoom. Meeting link will be sent to members of our mailing list (https://lists.maths.ox.ac.uk/mailman/listinfo/random-matrix-theory-anno…) in our weekly announcement on Monday.

Abstract

 

I will describe a general method for comparing the counting functions of determinantal point processes in terms of trace class norm distances between their kernels (and review what all of those words mean). Then I will outline joint work with Elizabeth Meckes using this method to prove a version of a self-similarity property of eigenvalues of Haar-distributed unitary matrices conjectured by Coram and Diaconis.  Finally, I will discuss ongoing work by my PhD student Kyle Taljan, bounding the rate of convergence for counting functions of GUE eigenvalues to the Sine or Airy process counting functions.

 

 

 

Tue, 20 Oct 2020
14:30
Virtual

A double Landau-de Gennes mathematical model of smectic A liquid crystals

Jingmin Xia
(Mathematical Institute (University of Oxford))
Abstract

Smectic A liquid crystals are of great interest in physics for their striking defect structures, including curvature walls and focal conics. However, the mathematical modeling of smectic liquid crystals has not been extensively studied. This work takes a step forward in understanding these fascinating topological defects from both mathematical and numerical viewpoints. In this talk, we propose a new (two- and three-dimensional) mathematical continuum model for the transition between the smectic A and nematic phases, based on a real-valued smectic order parameter for the density perturbation and a tensor-valued nematic order parameter for the orientation. Our work expands on an idea mentioned by Ball & Bedford (2015). By doing so, physical head-to-tail symmetry in half charge defects is respected, which is not possible with vector-valued nematic order parameter.

 

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Tue, 20 Oct 2020

14:15 - 15:15
Virtual

Subspace arrangements and the representation theory of rational Cherednik algebras

Stephen Griffeth
(Universidad de Talca)
Abstract

I will explain how the representation theory of rational Cherednik algebras interacts with the commutative algebra of certain subspace arrangements arising from the reflection arrangement of a complex reflection group. Potentially, the representation theory allows one to study both qualitative questions (e.g., is the arrangement Cohen-Macaulay or not?) and quantitative questions (e.g., what is the Hilbert series of the ideal of the arrangement, or even, what are its graded Betti numbers?), by applying the tools (such as orthogonal polynomials, Kazhdan-Lusztig characters, and Dirac cohomology) that representation theory provides. This talk is partly based on joint work with Susanna Fishel and Elizabeth Manosalva.

Tue, 20 Oct 2020

14:00 - 15:00
Virtual

FFTA: Hierarchical community structure in networks

Leto Peel
(Maastricht University)
Abstract

Modular and hierarchical structures are pervasive in real-world complex systems. A great deal of effort has gone into trying to detect and study these structures. Important theoretical advances in the detection of modular, or "community", structures have included identifying fundamental limits of detectability by formally defining community structure using probabilistic generative models. Detecting hierarchical community structure introduces additional challenges alongside those inherited from community detection. Here we present a theoretical study on hierarchical community structure in networks, which has thus far not received the same rigorous attention. We address the following questions: 1) How should we define a valid hierarchy of communities? 2) How should we determine if a hierarchical structure exists in a network? and 3) how can we detect hierarchical structure efficiently? We approach these questions by introducing a definition of hierarchy based on the concept of stochastic externally equitable partitions and their relation to probabilistic models, such as the popular stochastic block model. We enumerate the challenges involved in detecting hierarchies and, by studying the spectral properties of hierarchical structure, present an efficient and principled method for detecting them.

https://arxiv.org/abs/2009.07196 (15 sept.)

Tue, 20 Oct 2020
14:00
Virtual

Stochastic rounding for parabolic PDEs in half precision

Matteo Croci
(Mathematical Institute (University of Oxford))
Abstract

Motivated by the advent of machine learning, the last few years saw the return of hardware-supported low-precision computing. Computations with fewer digits are faster and more memory and energy efficient, but can be extremely susceptible to rounding errors. An application that can largely benefit from the advantages of low-precision computing is the numerical solution of partial differential equations (PDEs), but a careful implementation and rounding error analysis are required to ensure that sensible results can still be obtained. In this talk we study the accumulation of rounding errors in the solution of the heat equation, a proxy for parabolic PDEs, via Runge-Kutta finite difference methods using round-to-nearest (RtN) and stochastic rounding (SR). We demonstrate how to implement the numerical scheme to reduce rounding errors and we present \emph{a priori} estimates for local and global rounding errors. Let $u$ be the roundoff unit. While the worst-case local errors are $O(u)$ with respect to the discretization parameters, the RtN and SR error behaviour is substantially different. We show that the RtN solution is discretization, initial condition and precision dependent, and always stagnates for small enough $\Delta t$. Until stagnation, the global error grows like $O(u\Delta t^{-1})$. In contrast, the leading order errors introduced by SR are zero-mean, independent in space and mean-independent in time, making SR resilient to stagnation and rounding error accumulation. In fact, we prove that for SR the global rounding errors are only $O(u\Delta t^{-1/4})$ in 1D and are essentially bounded (up to logarithmic factors) in higher dimensions.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Tue, 20 Oct 2020

12:45 - 13:30

A Randomised Subspace Gauss-Newton Method for Nonlinear Least-Squares

Zhen Shao
(Oxford University)
Abstract

We propose a subspace Gauss-Newton method for nonlinear least squares problems that builds a sketch of the Jacobian on each iteration. We provide global rates of convergence for regularization and trust-region variants, both in expectation and as a tail bound, for diverse choices of the sketching matrix that are suitable for dense and sparse problems. We also have encouraging computational results on machine learning problems.

Tue, 20 Oct 2020
12:00
Virtual

Construction of Cauchy data for the dynamical formation of apparent horizons and the Penrose Inequality

Martin Lesourd
(BHI Harvard)
Abstract

We construct a class of Cauchy initial data without (marginally) trapped surfaces whose future evolution is a trapped region bounded by an apparent horizon, i.e., a smooth hypersurface foliated by MOTS. The estimates obtained in the evolution lead to the following conditional statement: if Kerr Stability holds, then this kind of initial data yields a class of scale critical vacuum examples of Weak Cosmic Censorship and the Final State Conjecture. Moreover, owing to estimates for the ADM mass of the data and the area of the MOTS, the construction gives a fully dynamical vacuum setting in which to study the Spacetime Penrose Inequality. We show that the inequality is satisfied for an open region in the Cauchy development of this kind of initial data, which itself is controllable by the initial data. This is joint work with Nikos Athanasiou https://arxiv.org/abs/2009.03704.

Tue, 20 Oct 2020
10:30
Virtual

The threshold bias of the clique-factor game

Anita Liebenau
(UNSW)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

Let $r>3$ be an integer and consider the following game on the complete graph $K_n$ for $n$ a multiple of $r$: Two players, Maker and Breaker, alternately claim previously unclaimed edges of $K_n$ such that in each turn Maker claims one and Breaker claims $b$ edges. Maker wins if her graph contains a $K_r$-factor, that is a collection of $n/r$ vertex-disjoint copies of $K_r$, and Breaker wins otherwise. In other words, we consider the $b$-biased $K_r$-factor Maker-Breaker game. We show that the threshold bias for this game is of order $n^2/(r+2)$. This makes a step towards determining the threshold bias for making bounded-degree spanning graphs and extends a result of Allen, Böttcher, Kohayakawa, Naves and Person who resolved the case $r=3$ or $4$ up to a logarithmic factor.
    Joint work with Rajko Nenadov.

Tue, 20 Oct 2020
09:00
Virtual

Scaling limits of the two- and three-dimensional uniform spanning trees

David Croydon
(Kyoto)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

I will introduce recent work on the two- and three-dimensional uniform spanning trees (USTs) that establish the laws of these random objects converge under rescaling in a space whose elements are measured, rooted real trees, continuously embedded into Euclidean space. (In the three-dimensional case, the scaling result is currently only known along a particular scaling sequence.) I will also discuss various properties of the intrinsic metrics and measures of the limiting spaces, including their Hausdorff dimension, as well as the scaling limits of the random walks on the two- and three-dimensional USTs. In the talk, I will attempt to emphasise where the differences lie between the two cases, and in particular the additional challenges that arise when it comes to the three-dimensional model.
    The two-dimensional results are joint with Martin Barlow (UBC) and Takashi Kumagai (Kyoto). The three-dimensional results are joint with Omer Angel (UBC) and Sarai Hernandez-Torres (UBC).

Mon, 19 Oct 2020

16:00 - 17:00

Khovanskii's Theorem and Effective Results on Sumset Structure

Michael Curran
Abstract

A remarkable theorem due to Khovanskii asserts that for any finite subset $A$ of an abelian group, the cardinality of the $h$-fold sumset $hA$ grows like a polynomial for all sufficiently large $h$. However, neither the polynomial nor what sufficiently large means are understood in general. We obtain an effective version of Khovanskii's theorem for any $A \subset \mathbb{Z}$ whose convex hull is a simplex; previously such results were only available for $d = 1$. Our approach also gives information about the structure of $hA$, answering a recent question posed by Granville and Shakan. The work is joint with Leo Goldmakher at Williams College.

Mon, 19 Oct 2020
16:00
Virtual

The Universe from a single particle (apologies to William Blake)

Michael Freedman
(Microsoft Research)
Abstract

In Joint work with Modj Shokrian-Zini we study (numerically) our proposal that interacting physics can arise from single particle quantum Mechanics through spontaneous symmetry breaking SSB. The staring point is the claim the difference between single and many particle physics amounts to the probability distribution on the space of Hamiltonians. Hamiltonians for interacting systems seem to know about some local, say qubit, structure, on the Hilbert space, whereas typical QM systems need not have such internal structure. I will discuss how the former might arise from the latter in a toy model. This story is intended as a “prequel” to the decades old reductionist story in which low energy standard model physics is supposed to arise from something quite different at high energy. We ask the question: Can interacting physics itself can arise from something simpler.

Mon, 19 Oct 2020

16:00 - 17:00

Deep neural networks, generic universal interpolation and controlled ODEs

CHRISTA CUCHIERO
(University of Vienna)
Abstract

Abstract: A recent paradigm views deep neural networks as discretizations of certain controlled ordinary differential equations, sometimes called neural ordinary differential equations. We make use of this perspective to link expressiveness of deep networks to the notion of controllability of dynamical systems. Using this connection, we study an expressiveness property that we call universal interpolation, and show that it is generic in a certain sense. The universal interpolation property is slightly weaker than universal approximation, and disentangles supervised learning on finite training sets from generalization properties. We also show that universal interpolation holds for certain deep neural networks even if large numbers of parameters are left untrained, and are instead chosen randomly. This lends theoretical support to the observation that training with random initialization can be successful even when most parameters are largely unchanged through the training. Our results also explore what a minimal amount of trainable parameters in neural ordinary differential equations could be without giving up on expressiveness.

Joint work with Martin Larsson, Josef Teichmann.

Mon, 19 Oct 2020

14:15 - 15:15
Virtual

Spin(7) Instantons and HYM Connections for the Stenzel Metric

Hector Papoulias
(Oxford)
Abstract

The Spin(7) and SU(4) structures on a Calabi-Yau 4-fold give rise to certain first order PDEs defining special Yang-Mills connections: the Spin(7) instanton equations and the Hermitian Yang-Mills (HYM) equations respectively. The latter are stronger than the former. In 1998 C. Lewis proved that -over a compact base space- the existence of an HYM connection implies the converse. In this talk we demonstrate that the equivalence of the two gauge-theoretic problems fails to hold in generality. We do this by studying the invariant solutions on a highly symmetric noncompact Calabi-Yau 4-fold: the Stenzel manifold. We give a complete description of the moduli space of irreducible invariant Spin(7) instantons with structure group SO(3) on this space and find that the HYM connections are properly embedded in it. This moduli space reveals an explicit example of a sequence of Spin(7) instantons bubbling off near a Cayley submanifold. The missing limit is an HYM connection, revealing a potential relationship between the two equation systems.

Mon, 19 Oct 2020
12:45
Virtual

Joint Moments of Characteristic Polynomials of Random Unitary Matrices

Jon Keating
(University of Oxford)
Abstract

 I will review what is known and not known about the joint moments of the characteristic polynomials of random unitary matrices and their derivatives. I will then explain some recent results which relate the joint moments to an interesting class of measures, known as Hua-Pickrell measures. This leads to the proof of a conjecture, due to Chris Hughes in 2000, concerning the asymptotics of the joint moments, as well as establishing a connection between the measures in question and one of the Painlevé equations.

Fri, 16 Oct 2020

14:00 - 15:00
Virtual

What makes a good maths solution?

Dr Vicky Neale
Abstract

In this interactive workshop, we'll discuss what mathematicians are looking for in written solutions.  How can you set out your ideas clearly, and what are the standard mathematical conventions?

This session is likely to be most relevant for first-year undergraduates, but all are welcome.

Fri, 16 Oct 2020

14:00 - 15:00
Virtual

Stochastic modeling of reaction-diffusion processes in biology

Prof Hye-Won Kang
(Dept of Maths & Statistics University of Maryland)
Abstract

 Inherent fluctuations may play an important role in biological and chemical systems when the copy number of some chemical species is small. This talk will present the recent work on the stochastic modeling of reaction-diffusion processes in biochemical systems. First, I will introduce several stochastic models, which describe system features at different scales of interest. Then, model reduction and coarse-graining methods will be discussed to reduce model complexity. Next, I will show multiscale algorithms for stochastic simulation of reaction-diffusion processes that couple different modeling schemes for better efficiency of the simulation. The algorithms apply to the systems whose domain is partitioned into two regions with a few molecules and a large number of molecules.

Fri, 16 Oct 2020

12:00 - 13:00

Advances in Topology-Based Graph Classification

Bastian Rieck
(ETH Zurich)
Abstract

Topological data analysis has proven to be an effective tool in machine learning, supporting the analysis of neural networks, but also driving the development of new algorithms that make use of topological features. Graph classification is of particular interest here, since graphs are inherently amenable to a topological description in terms of their connected components and cycles. This talk will briefly summarise recent advances in topology-based graph classification, focussing equally on ’shallow’ and ‘deep’ approaches. Starting from an intuitive description of persistent homology, we will discuss how to incorporate topological features into the Weisfeiler–Lehman colour refinement scheme, thus obtaining a simple feature-based graph classification algorithm. We will then build a bridge to graph neural networks and demonstrate a topological variant of ‘readout’ functions, which can be learned in an end-to-end fashion. Care has been taken to make the talk accessible to an audience that might not have been exposed to machine learning or topological data analysis.
 

Thu, 15 Oct 2020

16:00 - 17:00

Applications of Optimal Transport on Pathspace: from robust pricing of American Options to joint SPX/VIX calibration.

JAN OBLOJ
(University of Oxford)
Abstract

We consider continuous time financial models with continuous paths, in a pathwise setting using functional Ito calculus. We look at applications of optimal transport duality in context of robust pricing and hedging and that of calibration. First, we explore exntesions of the discrete-time results in Aksamit et al. [Math. Fin. 29(3), 2019] to a continuous time setting. Second, we addresses the joint calibration problem of SPX options and VIX options or futures. We show that the problem can be formulated as a semimartingale optimal transport problem under a finite number of discrete constraints, in the spirit of [arXiv:1906.06478]. We introduce a PDE formulation along with its dual counterpart. The solution, a calibrated diffusion process, can be represented via the solutions of Hamilton--Jacobi--Bellman equations arising from the dual formulation. The method is tested on both simulated data and market data. Numerical examples show that the model can be accurately calibrated to SPX options, VIX options and VIX futures simultaneously.

Based on joint works with Ivan Guo, Gregoire Loeper, Shiyi Wang.
==============================================

Thu, 15 Oct 2020

16:00 - 17:00
Virtual

Inversion in Volvox: Forces and Fluctuations of Cell Sheet Folding

Pierre Haas
(University of Oxford)
Abstract

Tissue folding during animal development involves an intricate interplay
of cell shape changes, cell division, cell migration, cell
intercalation, and cell differentiation that obfuscates the underlying
mechanical principles. However, a simpler instance of tissue folding
arises in the green alga Volvox: its spherical embryos turn themselves
inside out at the close of their development. This inversion arises from
cell shape changes only.

In this talk, I will present a model of tissue folding in which these
cell shape changes appear as variations of the intrinsic stretches and
curvatures of an elastic shell. I will show how this model reproduces
Volvox inversion quantitatively, explains mechanically the arrest of
inversion observed in mutants, and reveals the spatio-temporal
regulation of different biological driving processes. I will close with
two examples illustrating the challenges of nonlinearity in tissue
folding: (i) constitutive nonlinearity leading to nonlocal elasticity in
the continuum limit of discrete cell sheet models; (ii) geometric
nonlinearity in large bending deformations of morphoelastic shells.
 

Thu, 15 Oct 2020
14:00
Virtual

Generalized Gaussian quadrature as a tool for discretizing singular integral equations

Jim Bremer
(UC Davis)
Abstract

 

One of the standard methods for the solution of elliptic boundary value problems calls for reformulating them as systems of integral equations.  The integral operators that arise in this fashion typically have singular kernels, and, in many cases of interest, the solutions of these equations are themselves singular.  This makes the accurate discretization of the systems of integral equations arising from elliptic boundary value problems challenging.

Over the last decade, Generalized Gaussian quadrature rules, which are n-point quadrature rules that are exact for a collection of 2n functions, have emerged as one of the most effective tools for discretizing singular integral equations. Among other things, they have been used to accelerate the discretization of singular integral operators on curves, to enable the accurate discretization of singular integral operators on complex surfaces and to greatly reduce the cost of representing the (singular) solutions of integral equations given on planar domains with corners.

We will first briefly outline a standard method for the discretization of integral operators given on curves which is highly amenable to acceleration through generalized Gaussian quadratures. We will then describe a numerical procedure for the construction of Generalized Gaussian quadrature rules.

Much of this is joint work with Zydrunas Gimbutas (NIST Boulder) and Vladimir Rokhlin (Yale University).

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Thu, 15 Oct 2020
12:00
Virtual

(Non-)unique limits of geometric flows / The Landau equation as a gradient flow

James Kohout / Jeremy Wu
(University of Oxford)
Abstract

In the study of geometric flows it is often important to understand when a flow which converges along a sequence of times going to infinity will, in fact, converge along every such sequence of times to the same limit. While examples of finite dimensional gradient flows that asymptote to a circle of critical points show that this cannot hold in general, a positive result can be obtained in the presence of a so-called Lojasiewicz-Simon inequality. In this talk we will introduce this problem of uniqueness of asymptotic limits and discuss joint work with Melanie Rupflin and Peter M. Topping in which we examined the situation for a geometric flow that is designed to evolve a map describing a closed surface in a given target manifold into a parametrization of a minimal surface.

/

The Landau equation is an important PDE in kinetic theory modelling plasma particles in a gas. It can be derived as a limiting process from the famous Boltzmann equation. From the mathematical point of view, the Landau equation can be very challenging to study; many partial results require, for example, stochastic analysis as well as a delicate combination of kinetic and parabolic theory. The major open question is uniqueness in the physically relevant Coulomb case. I will present joint work with Jose Carrillo, Matias Delgadino, and Laurent Desvillettes where we cast the Landau equation as a generalized gradient flow from the optimal transportation perspective motivated by analogous results on the Boltzmann equation. A direct outcome of this is a numerical scheme for the Landau equation in the spirit of de Giorgi and Jordan, Kinderlehrer, and Otto. An extended area of investigation is to use the powerful gradient flow techniques to resolve some of the open problems and recover known results.

Wed, 14 Oct 2020
10:00
Virtual

The Milnor-Wood inequality, and Affine Manifolds

Mehdi Yazdi
(University of Oxford)
Abstract

I will explain what it means for a manifold to have an affine structure and give an introduction to Benzecri's theorem stating that a closed surface admits an affine structure if and only if its Euler characteristic vanishes. I will also talk about an algebraic-topological generalization, due to Milnor and Wood, that bounds the Euler class of a flat circle bundle. No prior familiarity with the concepts is necessary.

Tue, 13 Oct 2020
15:30
Virtual

Speeds of hereditary properties and mutual algebricity

Caroline Terry
(Ohio State)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

A hereditary graph property is a class of finite graphs closed under isomorphism and induced subgraphs. Given a hereditary graph property $H$, the speed of $H$ is the function which sends an integer n to the number of distinct elements in $H$ with underlying set $\{1,...,n\}$. Not just any function can occur as the speed of hereditary graph property. Specifically, there are discrete "jumps" in the possible speeds. Study of these jumps began with work of Scheinerman and Zito in the 90's, and culminated in a series of papers from the 2000's by Balogh, Bollobás, and Weinreich, in which essentially all possible speeds of a hereditary graph property were characterized. In contrast to this, many aspects of this problem in the hypergraph setting remained unknown. In this talk we present new hypergraph analogues of many of the jumps from the graph setting, specifically those involving the polynomial, exponential, and factorial speeds. The jumps in the factorial range turned out to have surprising connections to the model theoretic notion of mutual algebricity, which we also discuss. This is joint work with Chris Laskowski.

Tue, 13 Oct 2020

15:30 - 16:30

Random Matrices with Prescribed Eigenvalues

Elizabeth Meckes
(Case Western Reserve University)
Further Information

This seminar will be held via zoom. Meeting link will be sent to members of our mailing list (https://lists.maths.ox.ac.uk/mailman/listinfo/random-matrix-theory-anno…) in our weekly announcement on Monday.

Abstract

Classical random matrix theory begins with a random matrix model and analyzes the distribution of the resulting eigenvalues.  In this work, we treat the reverse question: if the eigenvalues are specified but the matrix is "otherwise random", what do the entries typically look like?  I will describe a natural model of random matrices with prescribed eigenvalues and discuss a central limit theorem for projections, which in particular shows that relatively large subcollections of entries are jointly Gaussian, no matter what the eigenvalue distribution looks like.  I will discuss various applications and interpretations of this result, in particular to a probabilistic version of the Schur--Horn theorem and to models of quantum systems in random states.  This work is joint with Mark Meckes.

Tue, 13 Oct 2020

14:15 - 15:15
Virtual

The Dirac inequality, Weyl groups, and isolated unitary representations

Dan Ciubotaru
(Oxford University)
Abstract

In the classical setting of real semisimple Lie groups, the Dirac inequality (due to Parthasarathy) gives a necessary condition that the infinitesimal character of an irreducible unitary representation needs to satisfy in terms of the restriction of the representation to the maximal compact subgroup. A similar tool was introduced in the setting of representations of p-adic groups in joint work with Barbasch and Trapa, where the necessary unitarity condition is phrased in terms of the semisimple parameter in the Kazhdan-Lusztig parameterization and the hyperspecial parahoric restriction. I will present several consequences of this inequality to the problem of understanding the unitary dual of the p-adic group, in particular, how it can be used in order to exhibit several isolated "extremal" unitary representations and to compute precise "spectral gaps" for them.

Tue, 13 Oct 2020

14:00 - 15:00
Virtual

Variance, covariance and assortativity on graphs

Renaud Lambiotte
(Oxford University)
Abstract

We develop a theory to measure the variance and covariance of probability distributions defined on the nodes of a graph, which takes into account the distance between nodes. Our approach generalizes the usual (co)variance to the setting of weighted graphs and retains many of its intuitive and desired properties. As a particular application, we define the maximum-variance problem on graphs with respect to the effective resistance distance, and characterize the solutions to this problem both numerically and theoretically. We show how the maximum-variance distribution can be interpreted as a core-periphery measure, illustrated by the fact that these distributions are supported on the leaf nodes of tree graphs, low-degree nodes in a configuration-like graph and boundary nodes in random geometric graphs. Our theoretical results are supported by a number of experiments on a network of mathematical concepts, where we use the variance and covariance as analytical tools to study the (co-)occurrence of concepts in scientific papers with respect to the (network) relations between these concepts. Finally, I will draw connections to related notion of assortativity on networks, a network analogue of correlation used to describe how the presence and absence of edges covaries with the properties of nodes.

https://arxiv.org/abs/2008.09155

Tue, 13 Oct 2020
14:00
Virtual

The local limit of uniform spanning trees

Asaf Nachmias
(Tel Aviv)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

Let $G_n$ be a sequence of finite, simple, connected, regular graphs with degrees tending to infinity and let $T_n$ be a uniformly drawn spanning tree of $G_n$. In joint work with Yuval Peres we show that the local limit of $T_n$ is the $\text{Poisson}(1)$ branching process conditioned to survive forever (that is, the asymptotic frequency of the appearance of any small subtree is given by the branching process). The proof is based on electric network theory and I hope to show most of it.

Mon, 12 Oct 2020

16:00 - 17:00
Virtual

Classical and elliptic polylogarithms

Nil Matthes
(Oxford)
Abstract

The Dirichlet class number formula gives an expression for the residue at s=1 of the Dedekind zeta function of a number field K in terms of certain quantities associated to K. Among those is the regulator of K, a certain determinant involving logarithms of units in K. In the 1980s, Don Zagier gave a conjectural expression for the values at integers s $\geq$ 2 in terms of "higher regulators", with polylogarithms in place of logarithms. The goal of this talk is to give an algebraic-geometric interpretation of these polylogarithms. Time permitting, we will also discuss a similar picture for Hasse--Weil L-functions of elliptic curves.
 

Mon, 12 Oct 2020

16:00 - 17:00
Virtual

Hypoelliptic regularity methods for the estimation Lyapunov exponents and other long-time dynamical properties of stochastic differential equations

Jacob Bedrossian
(University of Maryland)
Abstract

In the talk, we will discuss the connection between quantitative hypoelliptic PDE methods and the long-time dynamics of stochastic differential equations (SDEs). In a recent joint work with Alex Blumenthal and Sam Punshon-Smith, we put forward a new method for obtaining quantitative lower bounds on the top Lyapunov exponent of stochastic differential equations (SDEs). Our method combines (i) an (apparently new) identity connecting the top Lyapunov exponent to a degenerate Fisher information-like functional of the stationary density of the Markov process tracking tangent directions with (ii) a  quantitative version of Hörmander's hypoelliptic regularity theory in an L1 framework which estimates this (degenerate) Fisher information from below by a W^{s,1} Sobolev norm using the associated Kolmogorov equation for the stationary density. As an initial application, we prove the positivity of the top Lyapunov exponent for a class of weakly-dissipative, weakly forced SDE and we prove that this class includes the classical Lorenz 96 model in any dimension greater than 6, provided the additive stochastic driving is applied to any consecutive pair of modes. This is the first mathematically rigorous proof of chaos (in the sense of positive Lyapunov exponents) for Lorenz 96 and, more recently, for finite dimensional truncations of the shell models GOY and SABRA (stochastically driven or otherwise), despite the overwhelming numerical evidence. If time permits, I will also discuss joint work with Kyle Liss, in which we obtain sharp, quantitative estimates on the spectral gap of the Markov semigroups. In both of these works, obtaining various kinds of quantitative hypoelliptic regularity estimates that are uniform in certain parameters plays a pivotal role.  

Mon, 12 Oct 2020

16:00 - 17:00

A trajectorial approach to the gradient flow properties of Langevin–Smoluchowski diffusions

IOANNIS KARATZAS
(Columbia University)
Abstract

We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of Langevin–Smoluchowski type, the Fokker–Planck probability density flow maximizes the rate of relative entropy dissipation, as measured by the distance traveled in the ambient space of probability measures with finite second moments, in terms of the quadratic Wasserstein metric. We obtain novel, stochastic-process versions of these features, valid along almost every trajectory of the diffusive motion in the backward direction of time, using a very direct perturbation analysis. By averaging our trajectorial results with respect to the underlying measure on path space, we establish the maximal rate of entropy dissipation along the Fokker–Planck flow and measure exactly the deviation from this maximum that corresponds to any given perturbation. As a bonus of our trajectorial approach we derive the HWI inequality relating relative entropy (H), Wasserstein distance (W) and relative Fisher information (I).

 

Mon, 12 Oct 2020
15:45
Virtual

Teichmuller flow and complex geometry of Moduli spaces

Vlad Marković
(University of Oxford)
Abstract

I will discuss connections between ambient geometry of Moduli spaces and Teichmuller dynamics. This includes the recent resolution of the Siu's conjecture about convexity of Teichmuller spaces, and the (conjectural) topological description of the Caratheodory metric on Moduli spaces of Riemann surfaces.

Mon, 12 Oct 2020
14:15
Virtual

Segre and Verlinde formulas for moduli of sheaves on surfaces

Lothar Gottsche
(ICTP Trieste)
Abstract

This is a report on joint work with Martijn Kool. 

Recently, Marian-Oprea-Pandharipande established a generalization of Lehn’s conjecture for Segre numbers associated to Hilbert schemes of points on surfaces. Extending work of Johnson, they provided a conjectural correspondence between Segre and Verlinde numbers. For surfaces with holomorphic 2-form, we propose conjectural generalizations of their results to moduli spaces of stable sheaves of higher rank. 

Using Mochizuki’s formula, we derive a universal function which expresses virtual Segre and Verlinde numbers of surfaces with holomorphic 2-form in terms of Seiberg- Witten invariants and intersection numbers on products of Hilbert schemes of points. We use this to  verify our conjectures in examples. 

Mon, 12 Oct 2020
12:45
Virtual

Scattering Equations in AdS

Lorenz Eberhard
(IAS)
Abstract

I will discuss an analogue of the CHY formalism in AdS. Considering the biadjoint scalar theory on AdS, I will explain how to rewrite all the tree-level amplitudes as an integral over the moduli space of punctured Riemann spheres. Contrary to the flat space, the scattering equations are operator-valued. The resulting formula is motivated via a bosonic ambitwistor string on AdS and can be proven to be equivalent to the corresponding Witten diagram computation by applying a series of contour deformations.