Mon, 17 Feb 2020

16:00 - 17:00
L4

Rough solutions of the $3$-D compressible Euler equations

Qian Wang
(Oxford)
Abstract

I will talk about my work arxiv:1911.05038. We prove the local-in-time well-posedness for the solution of the compressible Euler equations in $3$-D, for the Cauchy data of the velocity, density and vorticity $(v,\varrho, \omega) \in H^s\times H^s\times H^{s'}$, $2<s'<s$. The result extends the sharp result of Smith-Tataru and Wang, established in the irrotational case, i.e $ \omega=0$, which is known to be optimal for $s>2$. At the opposite extreme, in the incompressible case, i.e. with a constant density, the result is known to hold for $ \omega\in H^s$, $s>3/2$ and fails for $s\le 3/2$, see the work of Bourgain-Li. It is thus natural to conjecture that the optimal result should be $(v,\varrho, \omega) \in H^s\times H^s\times H^{s'}$, $s>2, \, s'>\frac{3}{2}$. We view our work here as an important step in proving the conjecture. The main difficulty in establishing sharp well-posedness results for general compressible Euler flow is due to the highly nontrivial interaction between the sound waves, governed by quasilinear wave equations, and vorticity which is transported by the flow. To overcome this difficulty, we separate the dispersive part of sound wave from the transported part, and gain regularity significantly by exploiting the nonlinear structure of the system and the geometric structures of the acoustic spacetime.
 

Mon, 17 Feb 2020
15:45
L6

Coarse geometry of spaces and groups

David Hume
(Oxford University)
Abstract


Given two metric spaces $X$ and $Y$, it is natural to ask how faithfully, from the point of view of the metric, one can embed $X$ into $Y$. One way of making this precise is asking whether there exists a coarse embedding of $X$ into $Y$. Positive results are plentiful and diverse, from Assouad's embedding theorem for doubling metric spaces to the elementary fact that any finitely generated subgroup of a finitely generated group is coarsely embedded with respect to word metrics. Moreover, the consequences of admitting a coarse embedding into a sufficiently nice space can be very strong. By contrast, there are few invariants which provide obstructions to coarse embeddings, leaving many seemingly elementary geometric questions open.
I will present new families of invariants which resolve some of these questions. Highlights of the talk include a new algebraic dichotomy for connected unimodular Lie groups, and a method of calculating a lower bound on the conformal dimension of a compact Ahlfors-regular metric space.
 

Mon, 17 Feb 2020

15:45 - 16:45
L3

The optimal matching problem

MARTIN HUESMANN
(University of Münster)
Abstract

The optimal matching problem is about the rate of convergence
in Wasserstein distance of the empirical measure of iid uniform points
to the Lebesgue measure. We will start by reviewing the macroscopic
behaviour of the matching problem and will then report on recent results
on the mesoscopic behaviour in the thermodynamic regime. These results
rely on a quantitative large-scale linearization of the Monge-Ampere
equation through the Poisson equation. This is based on joint work with
Michael Goldman and Felix Otto.
 

Mon, 17 Feb 2020

14:15 - 15:15
L3

New Results on Continuously Expanding a Filtration

PHILIP PROTTER
(Columbia University)
Abstract

We "review" how one can expand a filtration by continuously adding a stochastic process. The new results (obtained with Léo Neufcourt) relate to the seimartingale decompositions after the expansion. We give some possible applications. 

Mon, 17 Feb 2020
14:15
L4

Twisted indices of 3d supersymmetric gauge theories and enumerative geometry of quasi-maps

Heeyeon Kim
(Oxford)
Abstract

I will discuss the geometric interpretation of the twisted index of 3d supersymmetric gauge theories on a closed Riemann surface. In the first part of the talk, I will show that the twisted index computes the virtual Euler characteristic of the moduli space of solutions to vortex equations on the Riemann surface, which can be understood algebraically as quasi-maps to the Higgs branch. I will explain 3d N=4 mirror symmetry in this context, which implies non-trivial relations between enumerative invariants associated to these moduli spaces. Finally, I will present a wall-crossing formula for these invariants derived from the gauge theory point of view.
 

Mon, 17 Feb 2020
12:45
L3

Rademacher Expansions and the Spectrum of 2d CFT

Jinbeom Bae
(Oxford)
Abstract


I will describe work exploring the spectrum of two-dimensional unitary conformal field theories(CFT) with no extended chiral algebra and central charge larger than one. I will revisit a classical result from analytic number theory by Rademacher, which provides an exact formula for the Fourier coefficients of modular forms of non-positive weight. Generalizing this, I will explain how we employed Rademacher's idea to study the spectral density of two-dimensional CFT of our interest. The expression is given in terms of a Rademacher expansion, which converges for nonzero spin. The implications of our spectral density to the pure gravity in AdS3 will be discussed.

Fri, 14 Feb 2020

14:00 - 15:00
L1

Studying Independently - "Self-explanation training"

Dr Vicky Neale
Abstract

When your lecturers say that they expect you to study your notes between lectures, what do they really mean?  There is research on how mathematicians go about reading maths effectively.  We'll look at a technique (self-explanation training) that has been shown to improve students' comprehension of proofs, and in this interactive workshop we'll practise together on some examples.  Please bring a pen/pencil and paper!

Fri, 14 Feb 2020

14:00 - 15:00
L3

Application of artificial neural networks to infer pharmacological molecular-level mechanisms of drug evoked clinical responses

Dr Jonathan Wagg
(Roche Pharmaceutical Research and Early Development)
Abstract

The pRED Clinical Pharmacology Disease Modelling Group (CPDMG) aims to better understand the biological basis of inter-patient variability of clinical response to drugs.  Improved understanding of how our drugs drive clinical responses informs which combination dosing regimens (“right drugs”) specific patient populations (“right patients”) are most likely to benefit from. Drug evoked responses are driven by drug-molecular-target interactions that perturb target functions. These direct, "proximal effects" (typically activation and/or inhibition of protein function) propagate across the biological processes these targets participate in via “distal effects” to drive clinical responses. Clinical Systems Pharmacology approaches are used by CPDMG to predict the mechanisms by which drug combinations evoke observed clinical responses. Over the last 5 years, CPDMG has successfully applied these approaches to inform key decisions across clinical development programs. Implementation of these approaches requires: (i) integration of prior relevant biological/clinical knowledge with large clinical and “omics” datasets; (ii) application of supervised machine learning (specifically, Artificial Neural Networks (ANNs)) to transform this knowledge/data into actionable, clinically relevant, mechanistic insights.  In this presentation, key features of these approaches will be discussed by way of clinical examples.  This will provide a framework for outlining the current limitations of these approaches and how we plan to address them in the future.

Fri, 14 Feb 2020

12:00 - 13:00
L4

Adaptive Gradient Descent without Descent

Konstantin Mischenko
(King Abdullah University of Science and Technology (KAUST))
Abstract

We show that two rules are sufficient to automate gradient descent: 1) don't increase the stepsize too fast and 2) don't overstep the local curvature. No need for functional values, no line search, no information about the function except for the gradients. By following these rules, you get a method adaptive to the local geometry, with convergence guarantees depending only on smoothness in a neighborhood of a solution. Given that the problem is convex, our method will converge even if the global smoothness constant is infinity. As an illustration, it can minimize arbitrary continuously twice-differentiable convex function. We examine its performance on a range of convex and nonconvex problems, including matrix factorization and training of ResNet-18.

Fri, 14 Feb 2020

10:00 - 11:00
L3

Membrane form finding for foldable RF reflectors on satellites

Juan Reveles
(Oxford Space Systems)
Abstract

RF-engineering defines the “perfect” parabolic shape a foldable reflector antenna (e.g. the membrane) should have. In practice it is virtually impossible to design a deployable backing structure that can meet all RF-imposed requirements. Inevitably the shape of the membrane will deviate from its ideal parabolic shape when material properties and pragmatic mechanical design are considered. There is therefore a challenge to model such membranes in order to find the form they take and then use the model as a design tool and perhaps in an optimisation objective function, if tractable. 

The variables we deal with are:
Elasticity of the membrane (anisotropic or orthotropic typ)
Boundary forces (by virtue of the interaction between the membrane and it’s attachment)
Elasticity of the backing structure (e.g. the elasticity properties of the attachment)
Number, location and elasticity of the membrane fixing points

There are also in-orbit environmental effects on such structures for which modelling could also be of value. For example, the structure can undergo thermal shocks and oscillations can occur that are un-dampened by the usual atmospheric interactions at ground level etc. There are many other such points to be considered and allowed for.

Thu, 13 Feb 2020

17:00 - 18:00
L1

Oxford Mathematics Public Lecture: Ian Griffiths - Cheerios, iPhones and Dysons: going backwards in time with fluid mechanics

Ian Griffiths
(University of Oxford)
Further Information

How do you make a star-shaped Cheerio? How do they make the glass on your smartphone screen so flat? And how can you make a vacuum filter that removes the most dust before it blocks? All of these are very different challenges that fall under the umbrella of industrial mathematics. While each of these questions might seem very different, they all have a common theme: we know the final properties of the product we want to make and need to come up with a way of manufacturing this. In this talk we show how we can use mathematics to start with the final desired product and trace the fluid dynamics problem ‘back in time’ to enable us to manufacture products that would otherwise be impossible to produce.

Ian Griffiths is a Professor of Industrial Mathematics and a Royal Society University Research Fellow in the Mathematical Institute at the University of Oxford. 

Please email @email to register.

Watch live:
https://www.facebook.com/OxfordMathematics/
https://livestream.com/oxuni/Griffiths

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

 

 

 

Thu, 13 Feb 2020
16:00
L5

Symmetric power functoriality for modular forms

James Newton
(KCL)
Abstract

Some of the simplest expected cases of Langlands functoriality are the symmetric power liftings Sym^r from automorphic representations of GL(2) to automorphic representations of GL(r+1). I will discuss some joint work with Jack Thorne on the symmetric power lifting for holomorphic modular forms.

Thu, 13 Feb 2020

16:00 - 17:30
L3

Nonlinear Schrödinger PDEs and Some Applications in Atomic and Optical Physics

Professor Panos Kevrekidis
(University of Massachusetts)
Abstract

Nonlinear generalizations of the Schrödinger equation are of wide applicability to a range of areas including atomic and optical systems, 
plasma physics and water waves.  In this  talk we revisit some principal excitations in atomic and optical systems (such as Bose-Einstein condensates and photo-refractive crystals), namely dark solitonic fronts in single-component systems, and dark-bright waves in multi-component systems. Upon introducing them and explaining their existence and stability properties in one spatial dimension, we will extend them both in the form of stripes and in that rings in two-dimensions, presenting an alternative (adiabatic-invariant based) formulation of their stability and excitations. We will explore their filamentary dynamics, as well as the states that emerge from their transverse (snaking) instability. Then, we will consider these structures even in three dimensions, in the form of planar, as well as spherical shell wave patterns and generalize our adiabatic invariant formulation there. Finally, time permitting, we will give some glimpses of how some of these dynamical features in 1d and 2d generalize in a multi-orbital, time-dependent quantum setting.

Thu, 13 Feb 2020

16:00 - 17:00
L4

Network valuation under equity conversions

Christoph Siebenbrunner
(Oxford University)
Abstract

We build on the literature on financial contagion using models of cross-holdings of equity participations and debt in different seniority classes, and extend them to include bail-ins and contingent convertible debt instruments, two mechanisms of debt-to-equity conversion. We combine these with recently proposed methods of network valuation under stochastic external assets, allowing for the pricing of debt instruments in each seniority layer and the calculation of default probabilities. We show that there exist well-defined valuations for all financial assets cross-held within the system. The full model constitutes an extension of classic asset pricing models that accounts for cross-holdings of debt securities. Our contribution is to add convertible debt to this framework.

Thu, 13 Feb 2020

15:00 - 16:00
C5

Jacobian threefolds, Prym surfaces and 2-Selmer groups

Jef Laga
(Cambridge)
Abstract

In 2013, Bhargava-Shankar proved that (in a suitable sense) the average rank of elliptic curves over Q is bounded above by 1.5, a landmark result which earned Bhargava the Fields medal. Later Bhargava-Gross proved similar results for hyperelliptic curves, and Poonen-Stoll deduced that most hyperelliptic curves of genus g>1 have very few rational points. The goal of my talk is to explain how simple curve singularities and simple Lie algebras come into the picture, via a modified Grothendieck-Brieskorn correspondence.

Moreover, I’ll explain how this viewpoint leads to new results on the arithmetic of curves in families, specifically for certain families of non-hyperelliptic genus 3 curves.

Thu, 13 Feb 2020

14:00 - 15:00
L4

Numerical real algebraic geometry and applications

Jonathan Hauenstein
(University of Notre Dame)
Abstract

Systems of nonlinear polynomial equations arise in a variety of fields in mathematics, science, and engineering.  Many numerical techniques for solving and analyzing solution sets of polynomial equations over the complex numbers, collectively called numerical algebraic geometry, have been developed over the past several decades.  However, since real solutions are the only solutions of interest in many applications, there is a current emphasis on developing new methods for computing and analyzing real solution sets.  This talk will summarize some numerical real algebraic geometric approaches as well as recent successes of these methods for solving a variety of problems in science and engineering.

Thu, 13 Feb 2020

13:00 - 14:00
N3.12

Ethics in Mathematics - where to begin?

Maurice Chiodo
(University of Cambridge)
Abstract

In recent years it has become abundantly clear that mathematics can do "things" in society; indeed, many more things than in the past. Deep mathematical work now underpins some of the most important aspects of the way society functions. And, as mathematically-trained people, we are constantly promoting the positive impact of mathematics. But if such work is capable of good, then is it not also capable of harm? So how do we begin to identify such potential harm, let alone address it and try and avoid, or at least reduce, it? In this session we will discuss how mathematics is a powerful double-edged sword, and why it must be wielded responsibly.

Thu, 13 Feb 2020
12:00
L4

Weak continuity of isometric embeddings and interaction with fluid dynamics / Finite-time degeneration for Teichmüller harmonic map flow

Tristan Giron / Craig Roberston
(University of Oxford)
Abstract

The second fundamental form of an embedded manifold must satisfy a set of constraint equations known as the Gauß-Codazzi equations. Since work of Chen-Slemrod-Wang, these equations are known to satisfy a particular div-curl structure: under suitable L^p bound on the second fundamental form, the curvatures are weakly continuous. In this talk we explore generalisations of this original result under weaker assumptions. We show how techniques from fluid dynamics can yield interesting insight into the weak continuity properties of isometric embeddings.

/

Teichmüller harmonic map flow is a geometric flow designed to evolve combinations of maps and metrics on a surface into minimal surfaces in a Riemannian manifold. I will introduce the flow and describe known existence results, and discuss recent joint work with M. Rupflin that demonstrates how singularities can develop in the metric component in finite time.

 

Thu, 13 Feb 2020
11:30
C4

Cardinal invariants and model-theoretic tree properties

Nick Ramsey
(Paris)
Abstract


 In Classification Theory, Shelah defined several cardinal invariants of a complete theory which detect the presence of certain trees among the definable sets, which in turn quantify the complexity of forking.  In later model-theoretic developments, local versions of these invariants were recognized as marking important dividing lines - e.g. simplicity and NTP2.  Around these dividing lines, a dichotomy theorem of Shelah states that a theory has the tree property if and only if it is witnessed in one of two extremal forms--the tree property of the first or second kind--and it was asked if there is a 'quantitative' analogue of this dichotomy in the form of a certain equation among these invariants.  We will describe these model-theoretic invariants and explain why the quantitative version of the dichotomy fails, via a construction that relies upon some unexpected tools from combinatorial set theory. 

 

Wed, 12 Feb 2020
16:00
C1

Generalising Mirzakhani’s curve counting result

Nick Bell
(University of Bristol)
Abstract

On any hyperbolic surface, the number of curves of length at most L is finite. However, it is not immediately clear how quickly this number grows with L. We will discuss Mirzakhani’s breakthrough result regarding the asymptotic behaviour of this number, along with recent efforts to generalise her result using currents.

Tue, 11 Feb 2020
16:00
C1

Fredholm theory and localisation on Banach spaces

Raffel Hagger
(University of Reading)
Abstract

Let $\mathcal{B}$ be a (unital) commutative Banach algebra and $\Omega$ the set of non-trivial multiplicative linear functionals $\omega : \mathcal{B} \to \mathbb{C}$. Gelfand theory tells us that the kernels of these functionals are exactly the maximal ideals of $\mathcal{B}$ and, as a consequence, an element $b \in \mathcal{B}$ is invertible if and only if $\omega(b) \neq 0$ for all $\omega \in \Omega$. A generalisation to non-commutative Banach algebras is the local principle of Allan and Douglas, also known as central localisation: Let $\mathcal{B}$ be a Banach algebra, $Z$ a closed subalgebra of the center of $\mathcal{B}$ and $\Omega$ the set of maximal ideals of $Z$. For every $\omega \in \Omega$ let $\mathcal{I}_{\omega}$ be the smallest ideal of $\mathcal{B}$ which contains $\omega$. Then $b \in \mathcal{B}$ is invertible if and only if $b + \mathcal{I}_{\omega}$ is invertible in $\mathcal{B} / \mathcal{I}_{\omega}$ for every $\omega \in \Omega$.

 

From an operator theory point of view, one of the most important features of the local principle is the application to Calkin algebras. In that case the invertible elements are called Fredholm operators and the corresponding spectrum is called the essential spectrum. Therefore, by taking suitable subalgebras, we can obtain a characterisation of Fredholm operators. Many beautiful results in spectral theory, e.g.~formulas for the essential spectrum of Toeplitz operators, can be obtained in this way. However, the central localisation is often not sufficient to provide a satisfactory characterisation for more general operators. In this talk we therefore consider a generalisation where the ideals $\mathcal{I}_{\omega}$ do not originate from the center of the algebra. More precisely, we will start with general $L^p$-spaces and apply limit operator methods to obtain a Fredholm theory that is applicable to many different settings. In particular, we will obtain characterisations of Fredholmness and compactness in many new cases and also rediscover some classical results.

 

This talk is based on joint work with Christian Seifert.

Tue, 11 Feb 2020

15:30 - 16:30
L6

Unitary, Symplectic, and Orthogonal Moments of Moments

Emma Bailey
Abstract

The study of random matrix moments of moments has connections to number theory, combinatorics, and log-correlated fields. Our results give the leading order of these functions for integer moment parameters by exploiting connections with Gelfand-Tsetlin patterns and counts of lattice points in convex sets. This is joint work with Jon Keating and Theo Assiotis.

Tue, 11 Feb 2020

15:30 - 16:30
L3

The Power of Analogy in Physics: From Faraday Waves to Quasicrystals

Ron Lifshitz
(Tel Aviv University)
Abstract

Abstract:

Quasicrystals have been observed recently in soft condensed mater, providing new insight into the ongoing quest to understand their formation and thermodynamic stability. I shall explain the stability of certain soft-matter quasicrystals, using surprisingly simple classical field theories, by making an analogy to Faraday waves. This will provide a recipe for designing pair potentials that yield crystals with (almost) any given symmetry.

Tue, 11 Feb 2020

15:30 - 16:30
L4

Ranks of cubic surfaces

Anna Seigal
(Oxford)
Abstract

There are various notions of rank, which measure the complexity of a tensor or polynomial. Cubic surfaces can be viewed as symmetric tensors.  We consider the non-symmetric tensor rank and the symmetric Waring rank of cubic surfaces, and show that the two notions coincide over the complex numbers. The results extend to order three tensors of all sizes, implying the equality of rank and symmetric rank when the symmetric rank is at most seven. We then explore the connection between the rank of a polynomial and the singularities of its vanishing locus, and we find the possible singular loci of a cubic surface of given rank. This talk is based on joint work with Eunice Sukarto.
 

Tue, 11 Feb 2020
14:30
L5

Adaptive Cubic Regularisation Methods under Dynamic Inexact Hessian Information for Nonconvex Optimisation

Gianmarco Gurioli
(Università di Firenze)
Abstract

ARC methods are Newton-type solvers for unconstrained, possibly nonconvex, optimisation problems. In this context, a novel variant based on dynamic inexact Hessian information is discussed. The approach preserves the optimal complexity of the basic framework and the main probabilistic results on the complexity and convergence analysis in the finite-sum minimisation setting will be shown. At the end, some numerical tests on machine learning problems, ill-conditioned databases and real-life applications will be given, in order to confirm the theoretical achievements. Joint work with Stefania Bellavia and Benedetta Morini (Università di Firenze). 

Tue, 11 Feb 2020

12:45 - 14:00
C3

Elastic deformations of a thin component moved by a robot

Oliver Bond
(Oxford University)
Abstract

Many manufacturing processes require the use of robots to transport parts around a factory line. Some parts, which are very thin (e.g. car doors)
are prone to elastic deformations as they are moved around by a robot. These should be avoided at all cost. A problem that was recently raised by
F.E.E. (Fleischmann Elektrotech Engineering) at the ESGI 158 study group in Barcelona was to ascertain how to determine the stresses of a piece when
undergoing a prescribed motion by a robot. We present a simple model using Kirschoff-Love theory of flat plates and how this can be adapted. We
outline how the solutions of the model can then be used to determine the stresses. 

Tue, 11 Feb 2020
12:00
L4

Asymptotic charges in gravity

Mahdi Godazgar
(Queen Mary College, London)
Abstract

 I will give an overview of my recent research on the definition of asymptotic charges in asymptotically flat spacetimes, including the definition of subleading and dual BMS charges and the relation to the conserved Newman-Penrose charges at null infinity.

 

Tue, 11 Feb 2020

12:00 - 13:00
C1

The modelling power of random graphs

Ivan Kryven
(Universiteit Utrecht)
Abstract

Random graphs were introduced as a convenient example for demonstrating the impossibility of ‘complete disorder’ by Erdos, who also thought that these objects will never become useful in the applied areas outside of pure mathematics. In this talk, I will view random graphs as objects in the field of applied mathematics and discus how the application-driven objectives have set new directions for studying random graphs. I will focus on characterising the sizes of connected components in graphs with a given degree distribution, on the percolation-like processes on such structures, and on generalisations to the coloured graphs. These theoretical questions have interesting implications for studying resilience of networks with nontrivial structures, and for materials science where they explain kinetics-driven phase transitions. Even more surprisingly, the results reveal intricate connections between random graphs and non-linear partial differential equations indicating new possibilities for their analysis.

Mon, 10 Feb 2020

16:00 - 17:00
C1

Periods and the motivic Galois group

Deepak Kamlesh
(Oxford)
Abstract

A long time ago, Grothendieck made some conjectures. This has resulted in some things.

Mon, 10 Feb 2020
16:00

The $L^1$ semi-group of the multi-dimensional Burgers equation

Denis Serre
(École Normale Supérieure de Lyon)
Abstract

The Kruzkhov's semi-group of a scalar conservation law extends as a semi-group over $L^1$, thanks to its contraction property. M. Crandall raised in 1972 the question of whether its trajectories can be distributional, entropy solutions, or if they are only "abstract" solutions. We solve this question in the case of the multi-dimensional Burgers equation, which is a paradigm for non-degenerate conservation laws. Our answer is the consequence of dispersive estimates. We first establish $L^p$-decay rate by applying the recently discovered phenomenon of Compensated Integrability. The $L^\infty$-decay follows from a De Giorgi-style argument. This is a collaboration with Luis Sivestre (University of Chicago).

Mon, 10 Feb 2020
15:45
L6

Variants of Quantum sl(2) and invariants of links involving flat connections

Christian Blanchet
(Institut de Mathématiques de Jussieu (Paris 7))
Abstract

Witten-Reshetikhin-Turaev quantum invariants of links and 3 dimensional manifolds are obtained from quantum sl(2). There exist different versions of quantum sl(2) leading to other families of invariants. We will briefly overview the original construction and then discuss two variants. First one, so called unrolled quantum sl(2), allows construction of invariants of 3-manifolds involving C* flat connections. In simplest case it recovers Reidemeister torsion. The second one is the non restricted version at a root of unity. It enables construction of invariants of links equipped with a gauge class of SL(2,C) flat connection. This is based respectively on joined work with Costantino, Geer, Patureau and Geer, Patureau, Reshetikhin.

Mon, 10 Feb 2020

15:45 - 16:45
L3

Market manipulation in order-driven markets

ALVARO CARTEA
(Mathematical Institute (University of Oxford))
Abstract

We model the trading strategy of an investor who spoofs the limit order book (LOB) to increase the revenue obtained from selling a position in a security. The strategy employs, in addition to sell limit orders (LOs) and sell market orders (MOs), a large number of spoof buy LOs to manipulate the volume imbalance of the LOB. Spoofing is illegal, so the strategy trades off the gains that originate from spoofing against the expected financial losses due to a fine imposed by the financial authorities. As the expected value of the fine increases, the investor relies less on spoofing, and if the expected fine is large enough, it is optimal for the investor not too spoof the LOB because the fine outweighs the benefits from spoofing. The arrival rate of buy MOs increases because other traders believe that the spoofed buy-heavy LOB shows the true supply of liquidity and interpret this imbalance as an upward pressure in prices. When the fine is low, our results show that spoofing considerably increases the revenues from liquidating a position. The profit of the spoof strategy is higher than that of a no-spoof strategy for two reasons. First, the investor employs fewer MOs to draw the inventory to zero and benefits from roundtrip trades, which stem from spoof buy LOs that are ‘inadvertently’ filled and subsequently unwound with sell LOs. Second, the midprice trends upward when the book is buy-heavy, therefore, as time evolves, the spoofer sells the asset at better prices (on average).

Mon, 10 Feb 2020

14:15 - 15:15
L3

The Aldous diffusion

MATTHIAS WINKEL
(Oxford University)
Abstract

The Aldous diffusion is a conjectured Markov process on the
space of real trees that is the continuum analogue of discrete Markov
chains on binary trees. We construct this conjectured process via a
consistent system of stationary evolutions of binary trees with k
labelled leaves and edges decorated with diffusions on a space of
interval partitions constructed in previous work by the same authors.
This pathwise construction allows us to study and compute path
properties of the Aldous diffusion including evolutions of projected
masses and distances between branch points. A key part of proving the
consistency of the projective system is Rogers and Pitman’s notion of
intertwining. This is joint work with Noah Forman, Soumik Pal and
Douglas Rizzolo.                            

Mon, 10 Feb 2020
14:15
L4

Morse theory on singular spaces

Graeme Wilkin
(York University)
Abstract

Morse theory has a long history with many spectacular applications in different areas of mathematics. In this talk I will explain an extension of the main theorem of Morse theory that works for a large class of functions on singular spaces. The main example to keep in mind is that of moment maps on varieties, and I will present some applications to the topology of symplectic quotients of singular spaces.
 

Mon, 10 Feb 2020
12:45
L3

Comments on de Sitter horizons & Sphere Partition Functions

Dionysios Anninos
(King's College London)
Abstract

We discuss properties of the cosmological horizon of a de Sitter universe, and compare to those of ordinary black holes. We consider both the Lorentzian and Euclidean picture. We discuss the relation to the sphere partition function and give a group-theoretic picture in terms of the de Sitter group. Time permitting we discuss some properties of three-dimensional de Sitter theories with higher spin particles. 

Fri, 07 Feb 2020

14:00 - 15:00
L1

Mathematics: the past, present and future - "Patterns in the primes"

Prof James Maynard
Abstract

Prime numbers have been looked at for centuries, but some of the most basic questions about them are still major unsolved problems. These problems began as idle curiosities, but have grown to become hugely important not only in pure mathematics, but also have many applications to the real world. I'll talk about some of these quests to find patterns in the sequence of prime numbers.

Fri, 07 Feb 2020

14:00 - 15:00
L3

Systems biology for single cell RNA-Seq data

Dr Tom Thorne
(Dept of Computer Science University of Reading)
Abstract

Single cell RNA-Seq data is challenging to analyse due to problems like dropout and cell type identification. We present a novel clustering 
approach that applies mixture models to learn interpretable clusters from RNA-Seq data, and demonstrate how it can be applied to publicly 
available scRNA-Seq data from the mouse brain. Having inferred groupings of the cells, we can then attempt to learn networks from the data. These 
approaches are widely applicable to single cell RNA-Seq datasets where  there is a need to identify and characterise sub-populations of cells.

 

Thu, 06 Feb 2020

18:00 - 21:30

The Annual OCIAM Dinner

Professor Oliver Jensen
(University of Manchester)
Further Information

[[{"fid":"57044","view_mode":"media_815x460","fields":{"format":"media_815x460","field_file_image_alt_text[und][0][value]":false,"field_file_image_title_text[und][0][value]":false},"type":"media","field_deltas":{"1":{"format":"media_815x460","field_file_image_alt_text[und][0][value]":false,"field_file_image_title_text[und][0][value]":false}},"attributes":{"class":"media-element file-media-815x460","data-delta":"1"}}]]

Thu, 06 Feb 2020

18:00 - 19:00
NAPL

Multicellular Calculus

Professor Oliver Jensen
(University of Manchester)
Further Information

The lecture will take place in the Michael Dummett Lecture Theatre (Blue Boar quad, Christ Church).

Thu, 06 Feb 2020

16:00 - 17:00
L4

Eigenvector overlaps for large random matrices and applications to financial data

Jean Philippe Bouchaud
(Capital Fund Management)
Abstract

Whereas the spectral properties of random matrices has been the subject of numerous studies and is well understood, the statistical properties of the corresponding eigenvectors has only been investigated in the last few years. We will review several recent results and emphasize their importance for cleaning empirical covariance matrices, a subject of great importance for financial applications.

Thu, 06 Feb 2020

16:00 - 17:00
L5

The Riemann zeta function in short intervals

Adam Harper
(University of Warwick)
Abstract

I will describe some new-ish results on the average and maximum size of the Riemann zeta function in a "typical" interval of length 1 on the critical line. A (hopefully) interesting feature of the proofs is that they reduce the problem for the zeta function to an analogous problem for a random model, which can then be solved using various probabilistic techniques.

Thu, 06 Feb 2020

16:00 - 17:00
L4

Eigenvector overlaps of random matrices and financial applications

Jean Philippe Bouchaud
(CFM & Ecole Polytechnique)
Abstract

Whereas the spectral properties of random matrices has been the subject of numerous studies and is well understood, the statistical properties of the corresponding eigenvectors has only been investigated in the last few years. We will review several recent results and emphasize their importance for cleaning empirical covariance matrices, a subject of great importance for financial applications.

 

Thu, 06 Feb 2020

15:00 - 16:00

The Toda integrable system in geometry and representation theory

Tom Zielinski
Abstract

The Toda integrable system was originally designed as a specific model for lattice field theories. Following Kostant's insights, we will explain how it naturally arises from the representation theory of Lie algebras, and present some more recent work relating it to cotangent bundles of Lie groups and the topology of Affine Grassmannians.

Thu, 06 Feb 2020

14:00 - 15:00
L4

Quantifying the Estimation Error of Principal Component

Raphael Hauser
(University of Oxford)
Abstract

(Joint work with: Jüri Lember, Heinrich Matzinger, Raul Kangro)

Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications and are computed as eigenvectors

of a maximum likelihood covariance that approximates a population covariance. The eigenvectors are often used to extract structural information about the variables (or attributes) of the studied population. Since PCA is based on the eigen-decomposition of the proxy covariance rather than the ground-truth, it is important to understand the approximation error in each individual eigenvector as a function of the number of available samples. The combination of recent results of Koltchinskii & Lounici [8] and Yu, Wang & Samworth [11] yields such bounds. In the presented work we sharpen these bounds and show that eigenvectors can often be reconstructed to a required accuracy from a sample of strictly smaller size order.