Wed, 20 May 2020
16:00
Virtual

TBA

Alice Kerr
(Oxford University)
Wed, 20 May 2020

16:00 - 17:30
Virtual

Bi-interpretation of weak set theories

Joel David Hamkins
(Oxford University)
Abstract

Set theory exhibits a truly robust mutual interpretability phenomenon: in any model of one set theory we can define models of diverse other set theories and vice versa. In any model of ZFC, we can define models of ZFC + GCH and also of ZFC + ¬CH and so on in hundreds of cases. And yet, it turns out, in no instance do these mutual interpretations rise to the level of bi-interpretation. Ali Enayat proved that distinct theories extending ZF are never bi-interpretable, and models of ZF are bi-interpretable only when they are isomorphic. So there is no nontrivial bi-interpretation phenomenon in set theory at the level of ZF or above.  Nevertheless, for natural weaker set theories, we prove, including ZFC- without power set and Zermelo set theory Z, there are nontrivial instances of bi-interpretation. Specifically, there are well-founded models of ZFC- that are bi-interpretable, but not isomorphic—even $\langle H_{\omega_1}, \in \rangle$ and $\langle H_{\omega_2}, \in \rangle$ can be bi-interpretable—and there are distinct bi-interpretable theories extending ZFC-. Similarly, using a construction of Mathias, we prove that every model of ZF is bi-interpretable with a model of Zermelo set theory in which the replacement axiom fails. This is joint work with Alfredo Roque Freire.

Tue, 19 May 2020

15:30 - 16:30

On the circle, GMC = CBE

Reda Chhaibi
(Inst. Math. De Toulouse (IMT))
Abstract

In this talk, I would like to advertise the strict equality between two objects from very different areas of mathematical physics:

- Kahane's Gaussian Multiplicative Chaos (GMC), which uses a log-correlated field as input and plays an important role in certain conformal field theories.

- A reference model in random matrices called the Circular Beta Ensemble (CBE).

The goal is to give a precise theorem whose loose form is GMC = CBE. Although it was known that random matrices exhibit log-correlated features, such an exact correspondence is quite a surprise. 

Tue, 19 May 2020
15:30
Virtual

Maximum height of 3D Ising interfaces

Eyal Lubetzky
(Courant Institute)
Further Information

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

Abstract

Dobrushin (1972) showed that, at low enough temperatures, the interface of the 3D Ising model - the random surface separating the plus and minus phases above and below the $xy$-plane - is localized: it has $O(1)$ height fluctuations above a fixed point, and its maximum height $M_n$ on a box of side length $n$ is $O_P(\log n)$. We study this interface and derive a shape theorem for its "pillars" conditionally on reaching an atypically large height. We use this to analyze the maximum height $M_n$ of the interface, and prove that at low temperature $M_n/\log n$ converges to $c\beta$ in probability. Furthermore, the sequence $(M_n - E[M_n])_{n\geq 1}$ is tight, and even though this sequence does not converge, its subsequential limits satisfy uniform Gumbel tails bounds.
Joint work with Reza Gheissari.

Tue, 19 May 2020
14:00
Virtual

The maximum length of K_r-Bootstrap Percolation

Gal Kronenberg
(Oxford)
Further Information

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

Abstract

How long does it take for a pandemic to stop spreading? When modelling an infection process, especially these days, this is one of the main questions that comes to mind. In this talk, we consider this question in the bootstrap percolation setting.

Graph-bootstrap percolation, also known as weak saturation, was introduced by Bollobás in 1968. In this process, we start with initial "infected" set of edges $E_0$, and we infect new edges according to a predetermined rule. Given a graph $H$ and a set of previously infected edges $E_t \subseteq E(Kn)$, we infect a non-infected edge $e$ if it completes a new copy of $H$ in $G=([n] , E_t \cup \{e\})$. A question raised by Bollobás asks for the maximum time the process can run before it stabilizes. Bollobás, Przykucki, Riordan, and Sahasrabudhe considered this problem for the most natural case where $H=K_r$. They answered the question for $r \leq 4$ and gave a non-trivial lower bound for every $r \geq 5$. They also conjectured that the maximal running time is $o(n^2)$ for every integer $r$. We disprove their conjecture for every $r \geq 6$ and we give a better lower bound for the case $r=5$; in the proof we use the Behrend construction. This is a joint work with József Balogh, Alexey Pokrovskiy, and Tibor Szabó.

Tue, 19 May 2020
12:00

Feynman propagators from the worldsheet

Yvonne Geyer
(Chulalongkorn University)
Abstract

Ambitwistor strings are a class of holomorphic worldsheet models that directly describe massless quantum field theories, such as supergravity and super Yang-Mills. Their correlators give remarkably compact amplitude representations, known as the CHY formulas: characteristic worldsheet integrals that are fully localized on a set of polynomial constraints known as the scattering equations. Moreover, the ambitwistor string models provide a natural way of extending these formulas to loop level, where the constraints can be used to simplify the formulas (originally on higher genus curves) to 'forward limit-like' constructions on nodal spheres. After reviewing these developments, I will discuss one of the peculiar features of this approach: the worldsheet formulas on nodal spheres result in a non-standard integrand representation that makes it difficult to e.g. apply established integration techniques. While several approaches for addressing this look feasible or have been put forward in the literature, they only work for the simplest toy models. Taking inspiration from these attempts, I want to discuss a novel strategy to overcome this difficulty, and formulate compact worldsheet formulas with standard Feynman propagators.

Mon, 18 May 2020

16:00 - 17:00

The functional Breuer-Major theorem

Ivan Nourdin
(University of Luxembourg)
Abstract


Let ?={??}?∈ℤ be zero-mean stationary Gaussian sequence of random variables with covariance function ρ satisfying ρ(0)=1. Let φ:R→R be a function such that ?[?(?_0)2]<∞ and assume that φ has Hermite rank d≥1. The celebrated Breuer–Major theorem asserts that, if ∑|?(?)|^?<∞ then
the finite dimensional distributions of the normalized sum of ?(??) converge to those of ?? where W is
a standard Brownian motion and σ is some (explicit) constant. Surprisingly, and despite the fact this theorem has become over the years a prominent tool in a bunch of different areas, a necessary and sufficient condition implying the weak convergence in the
space ?([0,1]) of càdlàg functions endowed with the Skorohod topology is still missing. Our main goal in this paper is to fill this gap. More precisely, by using suitable boundedness properties satisfied by the generator of the Ornstein–Uhlenbeck semigroup,
we show that tightness holds under the sufficient (and almost necessary) natural condition that E[|φ(X0)|p]<∞ for some p>2.

Joint work with D Nualart
 

Mon, 18 May 2020
15:45
Virtual

Boundaries and 3-dimensional topological field theories

Dan Freed
(University of Texas at Austin)
Abstract

Just as differential equations often boundary conditions of various types, so too do quantum field theories often admit boundary theories. I will explain these notions and then discuss a theorem proved with Constantin Teleman, essentially characterizing certain 3-dimensional topological field theories which admit nonzero boundary theories. One application is to gapped systems in condensed matter physics.

Mon, 18 May 2020
14:15
Virtual

Some constructions of Calabi--Yau threefolds and real Lagrangian submanifolds

Thomas Prince
(Oxford)
Abstract

I will describe the results of two projects on the construction of Calabi-Yau threefolds and certain real Lagrangian submanifolds. The first concerns the construction of a novel dataset of Calabi-Yau threefolds via an application of the Gross-Siebert algorithm to a reducible union of toric varieties obtained by degenerating anti-canonical hypersurfaces in a class of (around 1.5 million) Gorenstein toric Fano fourfolds. Many of these constructions correspond to smoothing such a hypersurface; in contrast to the famous construction of Batyrev-Borisov which exploits crepant resolutions of such hypersurfaces. A central ingredient here is the construction of a certain 'integral affine structure with singularities' on the boundary of a class of polytopes from which one can form a topological model, due to Gross, of the corresponding Calabi-Yau threefold X. In general, such topological models carry a canonical (anti-symplectic) involution i and in the second project, which is joint work with H. Argüz, we describe the fixed point locus of this involution. In particular, we prove that the map i*-1 on graded pieces of a Leray filtration of H^3(X,Z2) can be identified with the map D -> D^2, where D is an element of H^2(X',Z2) and X' is mirror-dual to X. We use this to compute the Z2 cohomology group of the fixed locus, answering a question of Castaño-Bernard--Matessi.

Mon, 18 May 2020
12:45
Virtual

Compensating strong coupling with large charge -- ZOOM SEMINAR

Susanne Reffert
(Bern)
Abstract

Over the last few years, it has become clear that working in sectors of large global charge leads to significant simplifications when studying strongly coupled CFTs. It allows us in particular to calculate the CFT data as an expansion in inverse powers of the large charge.
In this talk, I will introduce the large-charge expansion via the simple example of the O(2) model and will then apply it to a number of other systems which display a richer structure, such as non-Abelian global symmetry groups.
 

Fri, 15 May 2020

15:00 - 16:00
Virtual

From dynamics to combinatorics and back again

Kelly Spendlove
(Oxford)
Abstract

The last fifty years of dynamical systems theory have established that dynamical systems can exhibit extremely complex behavior with respect to both the system variables (chaos theory) and parameters (bifurcation theory). Such complex behavior found in theoretical work must be reconciled with the capabilities of the current technologies available for applications. For example, in the case of modelling biological phenomena, measurements may be of limited precision, parameters are rarely known exactly and nonlinearities often cannot be derived from first principles. 

The contrast between the richness of dynamical systems and the imprecise nature of available modeling tools suggests that we should not take models too seriously. Stating this a bit more formally, it suggests that extracting features which are robust over a range of parameter values is more important than an understanding of the fine structure at some particular parameter.

The goal of this talk is to present a high-level introduction/overview of computational Conley-Morse theory, a rigorous computational approach for understanding the global dynamics of complex systems.  This introduction will wander through dynamical systems theory, algebraic topology, combinatorics and end in game theory.

Fri, 15 May 2020

14:00 - 15:00

To be announced

To be announced
(To be announced)
Fri, 15 May 2020

11:45 - 13:15
Virtual

InFoMM CDT Group Meeting

Giancarlo Antonucci, Helen Fletcher, Alexandru Puiu, Yu Tian
(Mathematical Institute)
Thu, 14 May 2020

16:00 - 16:45
Virtual

An introduction to Cuntz--Pimsner algebras

Francesca Arici
(Universiteit Leiden)
Further Information

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

Abstract

In 1997 Pimsner described how to construct two universal C*-algebras associated with an injective C*-correspondence, now known as the Toeplitz--Pimsner and Cuntz--Pimsner algebras. In this talk I will recall their construction, focusing for simplicity on the case of a finitely generated projective correspondence. I will describe the associated six-term exact sequence in K(K)-theory and explain how these can be used in practice for computational purposes. Finally, I will describe how, in the case of a self-Morita equivalence, these exact sequences can be interpreted as an operator algebraic version of the classical Gysin sequence for circle bundles.

Thu, 14 May 2020
16:00
Virtual

Replica-exchange for non-convex optimization

Jing Dong
(Columbia Business School)
Abstract

Abstract: Gradient descent is known to converge quickly for convex objective functions, but it can be trapped at local minimums. On the other hand, Langevin dynamic can explore the state space and find global minimums, but in order to give accurate estimates, it needs to run with small discretization step size and weak stochastic force, which in general slows down its convergence. This work shows that these two algorithms can “collaborate” through a simple exchange mechanism, in which they swap their current positions if Langevin dynamic yields a lower objective function. This idea can be seen as the singular limit of the replica-exchange technique from the sampling literature. We show that this new algorithm converges to the global minimum linearly with high probability, assuming the objective function is strongly convex in a neighbourhood of the unique global minimum. By replacing gradients with stochastic gradients, and adding a proper threshold to the exchange mechanism, our algorithm can also be used in online settings. This is joint work with Xin Tong at National University of Singapore.

Thu, 14 May 2020

16:00 - 17:00

Dynamic default contagion: From Eisenberg--Noe to the Mean field

Andreas Sojmark
(Imperial College, London)
Abstract

 

Abstract: In this talk we start by introducing a simple model for interbank default contagion in the vein of the  seminal clearing frameworks of Eisenberg & Noe (2001) and Rogers & Veraart (2013). The key feature, and main novelty, consists in combining stochastic dynamics of the external assets with a simple but realistic balance sheet methodology for determining early defaults. After first developing the model for a finite number of banks, we present a natural way of passing to the mean field limit such that the original network structure (of the interbank obligations) is maintained in a meaningful way. Thus, we provide a clear connection between the more classical network-based literature on systemic risk and the recent approaches rooted in stochastic particle systems and mean field theory.

Thu, 14 May 2020

12:00 - 13:00
Virtual

Augmented systems and surface tension

Prof. Didier Bresch
(Savoie University)
Abstract

In this talk, I will present different PDE models involving surface tension where it may be efficient to consider augmented versions.

Wed, 13 May 2020

17:00 - 18:00

Renaud Lambiotte - Smartphones vs COVID-19

Renaud Lambiotte
(University of Oxford)
Further Information

For several weeks news media has been full of how contact tracing Smartphone apps could help fight COVID-19. However, mobile phones can do more than just trace - they are vital tools in the measurement, prediction and control of the virus.

Looking at recent epidemics as well as COVID-19, Renaud will discuss the different types of data that researchers have been collecting, demonstrating their pros and cons as well as taking a wider view of where mobile data can help us understand the impact of lockdowns on social behaviour and improve our ways of calibrating and updating our epidemiological models. And he will discuss the issue that underpins all this and which is vital for widespread take-up from the Public: privacy and data protection.

Renaud Lambiotte is Associate Professor of Networks and Nonlinear Systems in Oxford.

Watch live:
https://twitter.com/OxUniMaths
https://www.facebook.com/OxfordMathematics/
https://livestream.com/oxuni/lambiotte

The Oxford Mathematics Public Lectures are generously supported by XTX Markets.

Wed, 13 May 2020
10:00
Virtual

A Mapping Class Group Presentation from Fatgraphs

Adele Jackson
(University of Oxford)
Abstract

The mapping class group of a surface with boundary acts freely and properly discontinuously on the fatgraph complex, which is a contractible cell complex arising from a cell decomposition of Teichmuller space. We will use this action to get a presentation of the mapping class group in terms of fat graphs, and convert this into one in terms of chord diagrams. This chord slide presentation has potential applications to computing bordered Heegaard Floer invariants for open books with disconnected binding.

Tue, 12 May 2020

15:30 - 16:30

Interacting particle systems and random walks on Hecke algebras

Alexey Bufetov
(Hausdorff Center for Mathematics)
Abstract

In the last thirty years there was a lot of progress in understanding the asymmetric simple exclusion process (ASEP). Much less is currently known about the multi-species extension of ASEP. In the talk I will discuss the connection of such an extension to random walks on Hecke algebras and its probabilistic applications. 

Tue, 12 May 2020
15:30
Virtual

Approximate subgroups with bounded VC dimension

Anand Pillay
(Notre Dame)
Further Information

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

Abstract

This is joint with Gabe Conant. We give a structure theorem for finite subsets A of arbitrary groups G such that A has "small tripling" and "bounded VC dimension". Roughly, A will be a union of a bounded number of translates of a coset nilprogession of bounded rank and step (up to a small error).

Tue, 12 May 2020
15:30

Approximate subgroups with bounded VC dimension

Anand Pillay
(Notre Dame)
Further Information

Part of joint combinatorics - logic seminar.  See 

http://people.maths.ox.ac.uk/scott/dmp.htm

Abstract

This is joint with Gabe Conant. We give a structure theorem for finite subsets A of arbitrary groups G such that A has "small tripling" and "bounded VC dimension". Roughly, A will be a union of a bounded number of translates of a coset nilprogession of bounded rank and step (up to a small error).

Tue, 12 May 2020
14:00
Virtual

Sections of high rank varieties and applications

Tamar Ziegler
(Hebrew University of Jerusalem)
Further Information

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

Abstract

I will describe some recent work with D. Kazhdan where we obtain results in algebraic geometry, inspired by questions in additive combinatorics, via analysis over finite fields. Specifically we are interested in quantitative properties of polynomial rings that are independent of the number of variables. A sample application is the following theorem : Let $V$ be a complex vector space, $P$ a high rank polynomial of degree $d$, and $X$ the null set of $P$, $X=\{v \mid P(v)=0\}$. Any function $f:X\to C$ which is polynomial of degree $d$ on lines in $X$ is the restriction of a degree $d$ polynomial on $V$.

Tue, 12 May 2020
12:00

Summing scalar Feynman diagrams

Hadleigh Frost
(Oxford)
Abstract

A motivation in the development of string theory was the 'duality' flip, exchanging the s- and t-channels, which relates all the cubic Feynman graphs at each order in perturbation theory, with fixed planar structure. In string theory, we can understand this as coming from the moduli spaces of marked surfaces, with the cubic diagrams corresponding to complete triangulations. I will describe how geometric-type cluster algebras give a surprising 'linear' way to talk about the same combinatorial problem, using results from work with N Arkani-Hamed and H Thomas and G Salvatori. This gives new ways to compute cubic scalar amplitudes, and new families of integrals generalizing the Veneziano amplitude.

 

Mon, 11 May 2020

16:00 - 17:00

Weierstrass bridges

Alexander Schied
(University of Waterloo Canada)
Abstract


Many classical fractal functions, such as the Weierstrass and Takagi-van der Waerden functions, admit a finite p-th variation along a natural sequence of partitions. They can thus serve as integrators in pathwise Itô calculus. Motivated by this observation, we
introduce a new class of stochastic processes, which we call Weierstrass bridges. They have continuous sample paths and arbitrarily low regularity and so provide a new example class of “rough” stochastic processes. We study some of their sample path properties
including p-th variation and moduli of continuity. This talk includes joint work with Xiyue Han and Zhenyuan Zhang.

 

Mon, 11 May 2020

16:00 - 17:00
Virtual

Lie brackets for non-smooth vector fields

Franco Rampazzo
(University of Padova)
Abstract

For a given vector field $h$ on a manifold $M$ and an initial point $x \in M$, let $t \mapsto \exp th(x)$ denote the solution to the Cauchy problem $y' = h(y)$, $y(0) = x$. Given two vector fields $f$, $g$, the flows $\exp(tf)$, $\exp(tg)$ in general are not commutative. That is, it may happen that, for some initial point $x$,

$$\exp(-tg) \circ \exp(-tf) \circ \exp(tg) \circ \exp(tf) (x) ≠ x,$$

for small times $t ≠ 0$.

         As is well-known, the Lie bracket $[f,g] := Dg \cdot f - Df \cdot g$ measures the local non-commutativity of the flows. Indeed, one has (on any coordinate chart)

$$\exp(-tg) \circ \exp(-tf) \circ \exp(tg) \circ \exp(tf) (x) - x = t^2 [f,g](x) + o(t^2)$$

         The non-commutativity of vector fields lies at the basis of many nonlinear issues, like propagation of maxima for solutions of degenerate elliptic PDEs, controllability sufficient conditions in Nonlinear Control Theory, and higher order necessary conditions for optimal controls. The fundamental results concerning commutativity (e.g. Rashevski-Chow's Theorem, also known as Hörmander's full rank condition, or Frobenius Theorem) assume that the vector fields are smooth enough for the involved iterated Lie brackets to be well defined and continuous: for instance, if the bracket $[f,[g,h]]$ is to be used, one posits $g,h \in C^2$ and $f \in C^{1..}$.

         We propose a notion of (set-valued) Lie bracket (see [1]-[3]), through which we are able to extend some of the mentioned fundamental results to families of vector fields whose iterated brackets are just measurable and defined almost everywhere.

 

References.

[1]  Rampazzo, F. and Sussmann, H., Set-valued differentials and a nonsmooth version of Chow’s Theorem (2001), Proceedings of the 40th IEEE Conference on Decision and Control, Orlando, Florida, 2001 (IEEE Publications, New York), pp. 2613-2618.

[2] Rampazzo F.  and Sussmann, H.J., Commutators of flow maps of nonsmooth vector fields (2007), Journal of Differential Equations, 232, pp. 134-175.

[3] Feleqi, E. and Rampazzo, F., Iterated Lie brackets for nonsmooth vector fields (2017), Nonlinear Differential Equations and Applications NoDEA, 24-6.

 

Mon, 11 May 2020
15:45
Virtual

Torus knots in contact topology

Irena Matkovic
(Oxford)
Abstract

Tight contact structures on knot complements arise both from Legendrian realizations of the knot in the standard tight contact structure and from the non-loose Legendrian realizations in the overtwisted structures on the sphere. In this talk, we will deal with negative torus knots. We wish to concentrate on the relations between these various Legendrian realizations of a knot and the contact structures on the surgeries along the knot. In particular, we will build every contact structure by a single Legendrian surgery, and relate the knot properties to the properties of surgeries; namely, tightness, fillability and non-vanishing Heegaard Floer invariant.

Mon, 11 May 2020
14:15
Virtual

Universal structures in enumerative invariant theories

Dominic Joyce
(Oxford)
Abstract

An enumerative invariant theory in Algebraic Geometry, Differential Geometry, or Representation Theory, is the study of invariants which 'count' $\tau$-(semi)stable objects $E$ with fixed topological invariants $[E]=\alpha$ in some geometric problem, by means of a virtual class $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ of the moduli spaces ${\mathcal M}_\alpha^{\rm st}(\tau)\subseteq{\mathcal M}_\alpha^{\rm ss}(\tau)$ of $\tau$-(semi)stable objects in some homology theory. Examples include Mochizuki's invariants counting coherent sheaves on surfaces, Donaldson-Thomas type invariants counting coherent sheaves on Calabi-Yau 3- and 4-folds and Fano 3-folds, and Donaldson invariants of 4-manifolds.

We make conjectures on new universal structures common to many enumerative invariant theories. Any such theory has two moduli spaces ${\mathcal M},{\mathcal M}^{\rm pl}$, where my big vertex algebras project http://people.maths.ox.ac.uk/~joyce/hall.pdf gives $H_*({\mathcal M})$ the structure of a graded vertex algebra, and $H_*({\mathcal M}^{\rm pl})$ a graded Lie algebra, closely related to $H_*({\mathcal M})$. The virtual classes $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ take values in $H_*({\mathcal M}^{\rm pl})$. In most such theories, defining $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ when ${\mathcal M}_\alpha^{\rm st}(\tau)\ne{\mathcal M}_\alpha^{\rm ss}(\tau)$ (in gauge theory, when the moduli space contains reducibles) is a difficult problem. We conjecture that there is a natural way to define $[{\mathcal M}_\alpha^{\rm ss}(\tau)]_{\rm virt}$ in homology over $\mathbb Q$, and that the resulting classes satisfy a universal wall-crossing formula under change of stability condition $\tau$, written using the Lie bracket on $H_*({\mathcal M}^{\rm pl})$. We prove our conjectures for moduli spaces of representations of quivers without oriented cycles.

This is joint work with Jacob Gross and Yuuji Tanaka.

 

Mon, 11 May 2020
12:45
Virtual

Holomorphic anomaly in Vafa-Witten theory -- ZOOM SEMINAR

Pavel Putrov
(ICTP Trieste)
Abstract

Vafa-Witten theory is a topologically twisted version of 4d N=4 super Yang-Mills theory. In my talk I will tell how to derive a holomorphic anomaly equation for its partition function on a Kaehler 4-manifold with b_2^+=1 and b_1=0 from the path integral of the effective theory on the Coulomb branch. I will also briefly mention an alternative and somewhat similar computation of the same holomorphic anomaly in the effective 2d theory obtained by compactification of the corresponding 6d (2,0) theory on the 4-manifold.
 

Fri, 08 May 2020

15:00 - 16:00
Virtual

Graph Filtrations with Spectral Wavelet Signatures

Ambrose Yim
(Oxford)
Abstract

We present a recipe for constructing filter functions on graphs with parameters that can optimised by gradient descent. This recipe, based on graph Laplacians and spectral wavelet signatures, do not require additional data to be defined on vertices. This allows any graph to be assigned a customised filter function for persistent homology computations and data science applications, such as graph classification. We show experimental evidence that this recipe has desirable properties for optimisation and machine learning pipelines that factors through persistent homology. 

Thu, 07 May 2020

17:00 - 18:00

On differing derived enhancements

Jay Swar
Abstract

In this talk I will briefly sketch the philosophy and methods in which derived enhancements of classical moduli problems are produced. I will then discuss the character variety and distinguish two of its enhancements; one of these will represent a derived moduli stack for local systems. Lastly, I will mention how variations of this moduli space have been represented in number theoretic and rigid analytic contexts.

Thu, 07 May 2020
17:00

Around classification for NIP theories

Pierre Simon
(UC Berkeley)
Abstract

I will present a conjectural picture of what a classification theory for NIP could look like, in the spirit of Shelah's classification theory for stable structures. Though most of it is speculative, there are some encouraging initial results about the lower levels of the classification, in particular concerning structures which, in some strong sense, do not contain trees.

Thu, 07 May 2020
16:00
Virtual

Variational principles for fluid dynamics on rough paths

James Michael Leahy
(Imperial College)
Further Information
Abstract

We introduce constrained variational principles for fluid dynamics on rough paths. The advection of the fluid is constrained to be the sum of a vector field which represents coarse-scale motion and a rough (in time) vector field which parametrizes fine-scale motion. The rough vector field is regarded as fixed and the rough partial differential equation for the coarse-scale velocity is derived as a consequence of being a critical point of the action functional.

 

The action functional is perturbative in the sense that if the rough vector f ield is set to zero, then the corresponding variational principle agrees with the reduced (to the vector fields) Euler-Poincare variational principle introduced in Holm, Marsden and Ratiu (1998). More precisely, the Lagrangian in the action functional encodes the physics of the fluid and is a function of only the coarse-scale velocity. 

 

By parametrizing the fine-scales of fluid motion with a rough vector field, we preserve the pathwise nature of deterministic fluid dynamics and establish a flexible framework for stochastic parametrization schemes. The main benefit afforded by our approach is that the system of rough partial differential equations we derive satisfy essential conservation laws, including Kelvin’s circulation theorem. This talk is based on recent joint work with Dan Crisan, Darryl Holm, and Torstein Nilssen.

Thu, 07 May 2020

16:00 - 17:00

Deep reinforcement learning for market making in corporate bonds

Iuliia Manziuk
(Ecole Polytechnique)
Abstract

 

In corporate bond markets, which are mainly OTC markets, market makers play a central role by providing bid and ask prices for a large number of bonds to asset managers from all around the globe. Determining the optimal bid and ask quotes that a market maker should set for a given universe of bonds is a complex task. Useful models exist, most of them inspired by that of Avellaneda and Stoikov. These models describe the complex optimization problem faced by market makers: proposing bid and ask prices in an optimal way for making money out of the difference between bid and ask prices while mitigating the market risk associated with holding inventory. While most of the models only tackle one-asset market making, they can often be generalized to a multi-asset framework. However, the problem of solving numerically the equations characterizing the optimal bid and ask quotes is seldom tackled in the literature, especially in high dimension. In this paper, our goal is to propose a numerical method for approximating the optimal bid and ask quotes over a large universe of bonds in a model à la Avellaneda-Stoikov. Because we aim at considering a large universe of bonds, classical finite difference methods as those discussed in the literature cannot be used and we present therefore a discrete time method inspired by reinforcement learning techniques. More precisely, the approach we propose is a model-based actor-critic-like algorithm involving deep neural networks

Thu, 07 May 2020

16:00 - 16:45
Virtual

OCIAM learns ... about exponential asymptotics

Professor Jon Chapman
(Mathematical Institute)
Further Information

A new bi-weekly seminar series, 'OCIAM learns...."

Internal speakers give a general introduction to a topic on which they are experts.

Thu, 07 May 2020

12:00 - 13:00
Virtual

Vectorial problems: sharp Lipschitz bounds and borderline regularity

Cristiana De FIlippis
(University of Oxford)
Abstract

Non-uniformly elliptic functionals are variational integrals like
\[
(1) \qquad \qquad W^{1,1}_{loc}(\Omega,\mathbb{R}^{N})\ni w\mapsto \int_{\Omega} \left[F(x,Dw)-f\cdot w\right] \, \textrm{d}x,
\]
characterized by quite a wild behavior of the ellipticity ratio associated to their integrand $F(x,z)$, in the sense that the quantity
$$
\sup_{\substack{x\in B \\ B\Subset \Omega \ \small{\mbox{open ball}}}}\mathcal R(z, B):=\sup_{\substack{x\in B \\ B\Subset \Omega \ \small{\mbox{open ball}}}} \frac{\mbox{highest eigenvalue of}\ \partial_{z}^{2} F(x,z)}{\mbox{lowest eigenvalue of}\  \partial_{z}^{2} F(x,z)} $$
may blow up as $|z|\to \infty$. 
We analyze the interaction between the space-depending coefficient of the integrand and the forcing term $f$ and derive optimal Lipschitz criteria for minimizers of (1). We catch the main model cases appearing in the literature, such as functionals with unbalanced power growth or with fast exponential growth such as
$$
w \mapsto \int_{\Omega} \gamma_1(x)\left[\exp(\exp(\dots \exp(\gamma_2(x)|Dw|^{p(x)})\ldots))-f\cdot w \right]\, \textrm{d}x
$$
or
$$
w\mapsto \int_{\Omega}\left[|Dw|^{p(x)}+a(x)|Dw|^{q(x)}-f\cdot w\right] \, \textrm{d}x.
$$
Finally, we find new borderline regularity results also in the uniformly elliptic case, i.e. when
$$\mathcal{R}(z,B)\sim \mbox{const}\quad \mbox{for all balls} \ \ B\Subset \Omega.$$

The talk is based on:
C. De Filippis, G. Mingione, Lipschitz bounds and non-autonomous functionals. $\textit{Preprint}$ (2020).

Wed, 06 May 2020

16:00 - 17:30
Virtual

Elementary embeddings and smaller large cardinals

Victoria Gitman
(City University of New York)
Abstract

A common theme in the definitions of larger large cardinals is the existence of elementary embeddings from the universe into an inner model. In contrast, smaller large cardinals, such as weakly compact and Ramsey cardinals, are usually characterized by their combinatorial properties such as existence of large homogeneous sets for colorings. It turns out that many familiar smaller large cardinals have elegant elementary embedding characterizations. The embeddings here are correspondingly ‘small’; they are between transitive set models of set theory, usually the size of the large cardinal in question. The study of these elementary embeddings has led us to isolate certain important properties via which we have defined robust hierarchies of large cardinals below a measurable cardinal. In this talk, I will introduce these types of elementary embeddings and discuss the large cardinal hierarchies that have come out of the analysis of their properties. The more recent results in this area are a joint work with Philipp Schlicht.

Wed, 06 May 2020
10:00
Virtual

Revisiting Leighton's Theorem

Daniel Woodhouse
(University of Oxford)
Abstract

Let X_1 and X_2 be finite graphs with isomorphic universal covers.

Leighton's graph covering theorem states that X_1 and X_2 have a common finite cover.

I will discuss recent work generalizing this theorem and how myself and Sam Shepherd have been applying it to rigidity questions in geometric group theory.

Tue, 05 May 2020

15:30 - 16:30

Large deviations for random matrices via spherical integrals

Alice Guionnet
(ENS Lyon)
Abstract

I will talk about how to get large deviations estimates for randomly rotated matrix models using the asymptotics of spherical (aka orbital, aka HCIZ) integrals. Compared to the talk I gave last week in integrable probability conference I will concentrate on random  matrices rather than symmetric functions.

Tue, 05 May 2020
15:30
Virtual

Multidimensional Erdős-Szekeres theorem

Benny Sudakov
(ETH Zurich)
Further Information

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

Abstract

The classical Erdős-Szekeres theorem dating back almost a hundred years states that any sequence of $(n-1)^2+1$ distinct real numbers contains a monotone subsequence of length $n$. This theorem has been generalised to higher dimensions in a variety of ways but perhaps the most natural one was proposed by Fishburn and Graham more than 25 years ago. They raise the problem of how large should a $d$-dimesional array be in order to guarantee a "monotone" subarray of size $n \times n \times \ldots \times n$. In this talk we discuss this problem and show how to improve their original Ackerman-type bounds to at most a triple exponential. (Joint work with M. Bucic and T. Tran)

Tue, 05 May 2020
14:00
Virtual

Ryser's conjecture and more

Liana Yepremyan
(LSE)
Further Information

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

Abstract

A Latin square of order n is an $n \times n$ array filled with $n$ symbols such that each symbol appears only once in every row or column and a transversal is a collection of cells which do not share the same row, column or symbol. The study of Latin squares goes back more than 200 years to the work of Euler. One of the most famous open problems in this area is a conjecture of Ryser, Brualdi and Stein from 60s which says that every Latin square of order $n \times n$ contains a transversal of order $n-1$. A closely related problem is 40 year old conjecture of Brouwer that every Steiner triple system of order $n$ contains a matching of size $\frac{n-4}{3}$. The third problem we'd like to mention asks how many distinct symbols in Latin arrays suffice to guarantee a full transversal? In this talk we discuss a novel approach to attack these problems. Joint work with Peter Keevash, Alexey Pokrovskiy and Benny Sudakov.

Mon, 04 May 2020

16:00 - 17:00

TBA