Tue, 26 Nov 2019
14:15
L4

Heisenberg groups and graded Lie algebras

Beth Romano
(Oxford University)
Abstract

I will talk about a way of building graded Lie algebras from certain Heisenberg groups. The input for this construction arises naturally when studying families of algebraic curves, and we'll look at some examples in which Lie theory interacts with number theory in an illuminating way. 

Tue, 26 Nov 2019

14:00 - 15:00
L6

Partial Associativity in Latin Squares

Jason Long
(University of Oxford)
Further Information

Latin squares arise from the multiplication tables of groups, but the converse is not true in general. Given a Latin square A, we can define a group operation giving A as its multiplication table only when A satisfies a suitable associativity constraint. This observation leads to a natural question concerning the '1%' version: if A is only partially associative, can we still obtain something resembling a group structure? I will talk about some joint work with Tim Gowers on this question.

Tue, 26 Nov 2019
14:00
L5

Subspace Gauss-Newton for Nonlinear Least-Squares

Constantin Puiu
(Oxford)
Abstract


Subspace methods have the potential to outperform conventional methods, as the derivatives only need to be computed in a smaller dimensional subspace. The sub-problem that needs to be solved at each iteration is also smaller in size, and thus the Linear Algebra cost is also lower. However, if the subspace is not selected "properly", the progress per iteration can be significantly much lower than the progress of the equivalent full-space method. Thus, "improper" selection of the subspace results in subspace methods which are actually more computationally expensive per unit of progress than their full-space alternatives. The popular subspace selection methods (such as randomized) fall into this category when the objective function does not have a known (exploitable) structure. We provide a simple and effective rule to choose the subspace in the "right way" when the objective function does not have a structure. We focus on Gauss-Newton and Least-Squares, but the idea can be generalised to any other solvers and/or objective functions. We show theoretically that the cost of this strategy per unit progress lies in between (approximately) 50% and 100% of the cost of Gauss-Newton, and give an intuition why in practice, it should be closer to the favorable end of the spectrum. We confirm these expectations by running numerical experiments on the CUTEst32 test set. We also compare the proposed selection method with randomized subspace selection. We briefly show that the method is globally convergent and has a 2-step quadratic asymptotic rate of convergence for zero-residual problems.
 

Tue, 26 Nov 2019

12:00 - 13:15
L4

The probability distribution of stress-energy measurement outcomes in QFT

Chris Fewster
(York)
Abstract

Measurement outcomes in quantum theory are randomly distributed, and local measurements of the energy density of a QFT exhibit nontrivial fluctuations even in a vacuum state. This talk will present recent progress in determining the probability distribution for such measurements. In the specific case of 1+1 dimensional CFT, there are two methods (one based on Ward identities, the other on "conformal welding") which can lead to explicit closed-form results in some cases. The analogous problem for the free field in 1+3 dimensions will also be discussed.

Tue, 26 Nov 2019

12:00 - 13:00
C1

Applying Persistent Homology to Graph Classification

Ambrose Yim
(Mathematical Institute)
Abstract

Persistent homology has been applied to graph classification problems as a way of generating vectorizable features of graphs that can be fed into machine learning algorithms, such as neural networks. A key ingredient of this approach is a filter constructor that assigns vector features to nodes to generate a filtration. In the case where the filter constructor is smoothly tuned by a set of real parameters, we can train a neural network graph classifier on data to learn an optimal set of parameters via the backpropagation of gradients that factor through persistence diagrams [Leygonie et al., arXiv:1910.00960]. We propose a flexible, spectral-based filter constructor that parses standalone graphs, generalizing methods proposed in [Carrière et al., arXiv: 1904.09378]. Our method has an advantage over optimizable filter constructors based on iterative message passing schemes (`graph neural networks’) [Hofer et al., arXiv: 1905.10996] which rely on heuristic user inputs of vertex features to initialise the scheme for datasets where vertex features are absent. We apply our methods to several benchmark datasets and demonstrate results comparable to current state-of-the-art graph classification methods.

Mon, 25 Nov 2019

17:00 - 18:00
L4

Crossing the Pond: European Mathematicians in 1920s America

Karen Hunger Parshall
(University of Virginia)
Abstract

American mathematics was experiencing growing pains in the 1920s. It had looked to Europe at least since the 1890s when many Americans had gone abroad to pursue their advanced mathematical studies.  It was anxious to assert itself on the international—that is, at least at this moment in time, European—mathematical scene. How, though, could the Americans change the European perception from one of apprentice/master to one of mathematical equals? How could Europe, especially Germany but to a lesser extent France, Italy, England, and elsewhere, come fully to sense the development of the mathematical United States?  If such changes could be effected at all, they would likely involve American and European mathematicians in active dialogue, working shoulder to shoulder in Europe and in the United States, and publishing side by side in journals on both sides of the Atlantic. This talk will explore one side of this “equation”: European mathematicians and their experiences in the United States in the 1920s.

Mon, 25 Nov 2019

16:00 - 17:00
C1

When shifted primes do not occur in difference sets

Zoe Wang
(Oxford)
Abstract

Let $[N] = \{1,..., N\}$ and let $A$ be a subset of $[N]$. A result of Sárközy in 1978 showed that if the difference set $A-A = \{ a - a’: a, a’ \in A\}$ does not contain any number which is one less than a prime, then $A = o(N)$. The quantitative upper bound on $A$ obtained from Sárközy’s proof has be improved subsequently by Lucier, and by Ruzsa and Sanders. In this talk, I will discuss my work on this problem. I will give a brief introduction of the iteration scheme and the Hardy-Littlewood method used in the known proofs, and our major arc estimate which leads to an improved bound.

Mon, 25 Nov 2019

16:00 - 17:00
L1

Regularity of minimisers for a model of charged droplets

Jonas Hirsh
(Universität Leipzig)
Further Information

Note the change of room

Abstract

We investigate properties of minimisers of a variational model describing the shape of charged liquid droplets. Roughly speaking, the shape of a charged liquid droplet is determined by the competition between an ”aggerating” term, due to surface tension forces, and to a ”disaggergating” term due to the repulsive effect between charged particles.

In my talk I want to present our ”first” analysis of the so called Deby-Hückel-type free energy. In particular we show that minimisers satisfy a partial regularity result, a first step of understanding the further properties of a minimiser. The presented results are joint work with Guido De Philippis and Giulia Vescovo.

 

Mon, 25 Nov 2019
15:45
L6

Irrationality and monodromy for cubic threefolds

Ivan Smith
(Cambridge)
Abstract

The homological monodromy of the universal family of cubic threefolds defines a representation of a certain Artin-type group into the symplectic group Sp(10;\Z). We use Thurston’s classification of surface automorphisms to prove this does not factor through the genus five mapping class group.  This gives a geometric group theory perspective on the well-known irrationality of cubic threefolds, as established by Clemens and Griffiths.
 

Mon, 25 Nov 2019

15:45 - 16:45
L3

Stochastic impulse control: Recent Progress and Applications

CHRISTOPH BELAK
(TU Berlin University)
Abstract


Stochastic impulse control problems are continuous-time optimization problems in which a stochastic system is controlled through finitely many impulses causing a discontinuous displacement of the state process. The objective is to construct impulses which optimize a given performance functional of the state process. This type of optimization problem arises in many branches of applied probability and economics such as optimal portfolio management under transaction costs, optimal forest harvesting, inventory control, and valuation of real options.

In this talk, I will give an introduction to stochastic impulse control and discuss classical solution techniques. I will then introduce a new method to solve impulse control problems based on superharmonic functions and a stochastic analogue of Perron's method, which allows to construct optimal impulse controls under a very general set of assumptions. Finally, I will show how the general results can be applied to optimal investment problems in the presence of transaction costs.

This talk is based on joint work with Sören Christensen (Christian-Albrechts-University Kiel), Lukas Mich (Trier University), and Frank T. Seifried (Trier University).

References:
C. Belak, S. Christensen, F. T. Seifried: A General Verification Result for Stochastic Impulse Control Problems. SIAM Journal on Control and Optimization, Vol. 55, No. 2, pp. 627--649, 2017.
C. Belak, S. Christensen: Utility Maximisation in a Factor Model with Constant and Proportional Transaction Costs. Finance and Stochastics, Vol. 23, No. 1, pp. 29--96, 2019.
C. Belak, L. Mich, F. T. Seifried: Optimal Investment for Retail Investors with Floored and Capped Costs. Preprint, available at http://ssrn.com/abstract=3447346, 2019.

Mon, 25 Nov 2019

14:15 - 15:15
L3

N-player games and mean-field games with smooth dependence on past absorptions

LUCIANO CAMPI
(London School of Economics)
Abstract

Mean-field games with absorption is a class of games, that have been introduced in Campi and Fischer (2018) and that can be viewed as natural limits of symmetric stochastic differential games with a large number of players who, interacting through a mean-field, leave the game as soon as their private states hit some given boundary. In this talk, we push the study of such games further, extending their scope along two main directions. First, a direct dependence on past absorptions has been introduced in the drift of players' state dynamics. Second, the boundedness of coefficients and costs has been considerably relaxed including drift and costs with linear growth. Therefore, the mean-field interaction among the players takes place in two ways: via the empirical sub-probability measure of the surviving players and through a process representing the fraction of past absorptions over time. Moreover, relaxing the boundedness of the coefficients allows for more realistic dynamics for players' private states. We prove existence of solutions of the mean-field game in strict as well as relaxed feedback form. Finally, we show that such solutions induce approximate Nash equilibria for the N-player game with vanishing error in the mean-field limit as N goes to infinity. This is based on a joint work with Maddalena Ghio and Giulia Livieri (SNS Pisa). 

Mon, 25 Nov 2019
14:15
L4

D modules and rationality questions

Ludmil Katzarkov
(University of Vienna)
Abstract

In this talk we will discuss a new approach to non rationality of projective varieties based on HMS. Examples will be discussed.

Mon, 25 Nov 2019
12:45
L3

Special functions and complex surfaces in high-energy physics

Lorenzo Tancredi
(University of Oxford)
Abstract

I will elaborate on some recent developments on the theory of special functions which are relevant to the calculation of Feynman integrals in perturbative quantum field theory, highlighting the connections with some recent ideas in pure mathematics.

Fri, 22 Nov 2019

16:00 - 17:00
L1

North Meets South

Abstract

Speaker: Daniel Woodhouse (North)
Title: Generalizing Leighton's Graph Covering Theorem
Abstract: Before he ran off and became a multimillionaire, exploiting his knowledge of network optimisation, the computer scientist F. Thomas Leighton proved an innocuous looking result about finite graphs. The result states that any pair of finite graphs with isomorphic universal covers have isomorphic finite covers. I will explain what all this means, and why this should be of tremendous interest to group theorists and topologists.

Speaker: Benjamin Fehrman (South)
Title: Large deviations for particle processes and stochastic PDE
Abstract: In this talk, we will introduce the theory of large deviations through a simple example based on flipping a coin.  We will then define the zero range particle process, and show that its diffusive scaling limit solves a nonlinear diffusion equation.  The large deviations of the particle process about its scaling limit formally coincide with the large deviations of a certain ill-posed, singular stochastic PDE.  We will explain in what sense this relationship has been made mathematically precise.

Fri, 22 Nov 2019

15:00 - 16:00
N3.12

Configuration spaces of particles and phase transitions

Matt Kahle
(Ohio State University)
Abstract

Configuration spaces of points in Euclidean space or on a manifold are well studied in algebraic topology. But what if the points have some positive thickness? This is a natural setting from the point of view of physics, since this the energy landscape of a hard-spheres system. Such systems are observed experimentally to go through phase transitions, but little is known mathematically.

In this talk, I will focus on two special cases where we have started to learn some things about the homology: (1) hard disks in an infinite strip, and (2) hard squares in a square or rectangle. We will discuss some theorems and conjectures, and also some computational results. We suggest definitions for "homological solid, liquid, and gas" regimes based on what we have learned so far.

This is joint work with Hannah Alpert, Ulrich Bauer, Robert MacPherson, and Kelly Spendlove.

Fri, 22 Nov 2019

14:00 - 15:00
L1

Mathematics: the past, present and future - “Infecting by Numbers”

Prof. Christl Donnelly
Abstract

Outbreaks and epidemics from Ebola to influenza and measles are often in the news. Statistical analysis and modelling are frequently used to understand the transmission dynamics of epidemics as well as to inform and evaluate control measures, with real-time analysis being the most challenging but potentially most impactful. Examples will be drawn from diseases affecting both humans and animals.

Fri, 22 Nov 2019

14:00 - 15:00
L3

Uncovering the mechanisms of mutagenesis: from dry lab to wet lab and back again

Miss Marketa Tomkova
(Nuffield Dept of Medicine University of Oxford)
Abstract

Understanding the mechanisms of mutagenesis is important for prevention and treatment of numerous diseases, most prominently cancer. Large sequencing datasets revealed a substantial number of mutational processes in recent years, many of which are poorly understood or of completely unknown aetiology. These mutational processes leave characteristic sequence patterns in the DNA, often called "mutational signatures". We use bioinformatics methods to characterise the mutational signatures with respect to different genomic features and processes in order to unravel the aetiology and mechanisms of mutagenesis. 

In this talk, I will present our results on how mutational processes might be modulated by DNA replication. We developed a linear-algebra-based method to quantify the magnitude of replication strand asymmetry of mutational signatures in individual patients, followed by detection of these signatures in early and late replicating regions. Our analysis shows that a surprisingly high proportion (more than 75 %) of mutational signatures exhibits a significant replication strand asymmetry or correlation with replication timing. However, distinct groups of signatures have distinct replication-associated properties, capturing differences in DNA repair related to replication, and how different types of DNA damage are translated into mutations during replication. These findings shed new light on the aetiology of several common but poorly explained mutational signatures, such as suggesting a novel role of replication in the mutagenesis due to 5-methylcytosine (signature 1), or supporting involvement of oxidative damage in the aetiology of a signature characteristic for oesophageal cancers (signature 17). I will conclude with our ongoing work of wet-lab validations of some of these hypotheses and usage of computational methods (such as genetic algorithms) in guiding the development of experimental protocols.

Thu, 21 Nov 2019

16:00 - 17:00
C5

Non-commutative counting and stability

Arkadij Bojko
Abstract

G. Dimitrov and L. Katzarkov introduced in their paper from 2016 the counting of non-commutative curves and their (semi-)stability using T. Bridgeland's stability conditions on triangulated categories. To some degree one could think of this as the non-commutative analog of Gromov-Witten theory. However, its full meaning has not yet been fully discovered. For example there seems to be a relation to proving Markov's conjecture. 

For the talk, I will go over the definitions of stability conditions, non-commutative curves and their counting. After developing some tools relying on working with exceptional collections, I will consider the derived category of representations on the acyclic triangular quiver and will talk about the explicit computation of the invariants for this example.

Thu, 21 Nov 2019
16:00
L6

The Weyl subconvex exponent for Dirichlet L-functions.

Ian Petrow
(UCL)
Abstract

In the 1920s Weyl proved the first non-trivial estimate for the Riemann zeta function on the critical line: \zeta(1/2+it) << (1+|t|)^{1/6+\epsilon}. The analogous bound for a Dirichlet L-function L(1/2,\chi) of conductor q as q tends to infinity is still unknown in full generality. In a breakthrough around 2000, Conrey and Iwaniec proved the analogue of the Weyl bound for L(1/2,\chi) when \chi is assumed to be quadratic of conductor q.  Building on the work of Conrey and Iwaniec, we show (joint work with Matt Young) that the Weyl bound for L(1/2,\chi) holds for all primitive Dirichlet characters \chi. The extension to all moduli q is based on aLindelöf-on-average upper bound for the fourth moment of Dirichlet L-functions of conductor q along a coset of the subgroup of characters modulo d when q^*|d, where q^* is the least positive integer such that q^2|(q^*)^3.

Thu, 21 Nov 2019

16:00 - 17:30
L3

Mesoscopic modeling of chromatin structure considering the state of molecules

Yuichi Togashi
(Hiroshima)
Abstract

In biological cells, genomic DNA is complexed with proteins, forming so-called chromatin structure, and packed into the nucleus. Not only the nucleotide (A, T, G, C) sequence of DNA but also the 3D structure affects the genomic function. For example, certain regions of DNA are tightly packed with proteins (heterochromatin), which inhibits expression of genes coded there. The structure sometimes changes drastically depending on the state (e.g. cell cycle or developmental stage) of the cell. Hence, the structural dynamics of chromatin is now attracting attention in cell biology and medicine. However, it is difficult to experimentally observe the motion of the entire structure in detail. To combine and interpret data from different modes of observation (such as live imaging and electron micrograph) and predict the behavior, structural models of chromatin are needed. Although we can use molecular dynamics simulation at a microscopic level (~ kilo base-pairs) and for a short time (~ microseconds), we cannot reproduce long-term behavior of the entire nucleus. Mesoscopic models are wanted for that purpose, however hard to develop (there are fundamental difficulties).

In this seminar, I will introduce our recent theoretical/computational studies of chromatin structure, either microscopic (molecular dynamics of DNA or single nucleosomes) or abstract (polymer models and reaction-diffusion processes), toward development of such a mesoscopic model including local "states" of DNA and binding proteins.

 

References:

T. Kameda, A. Awazu, Y. Togashi, "Histone Tail Dynamics in Partially Disassembled Nucleosomes During Chromatin Remodeling", Front. Mol. Biosci., in press (2019).

Y. Togashi, "Modeling of Nanomachine/Micromachine Crowds: Interplay between the Internal State and Surroundings", J. Phys. Chem. B 123, 1481-1490 (2019).

E. Rolls, Y. Togashi, R. Erban, "Varying the Resolution of the Rouse Model on Temporal and Spatial Scales: Application to Multiscale Modelling of DNA Dynamics", Multiscale Model. Simul. 15, 1672-1693 (2017).

S. Shinkai, T. Nozaki, K. Maeshima, Y. Togashi, "Dynamic Nucleosome Movement Provides Structural Information of Topological Chromatin Domains in Living Human Cells", PLoS Comput. Biol. 12, e1005136 (2016).

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Thu, 21 Nov 2019

14:00 - 15:00
L4

Krylov methods for the solution of the nonlinear eigenvalue problem

Karl Meerbergen
(Catholic University of Leuven)
Abstract

Everybody is familiar with the concept of eigenvalues of a matrix. In this talk, we consider the nonlinear eigenvalue problem. These are problems for which the eigenvalue parameter appears in a nonlinear way in the equation. In physics, the Schroedinger equation for determining the bound states in a semiconductor device, introduces terms with square roots of different shifts of the eigenvalue. In mechanical and civil engineering, new materials often have nonlinear damping properties. For the vibration analysis of such materials, this leads to nonlinear functions of the eigenvalue in the system matrix.

One particular example is the sandwhich beam problem, where a layer of damping material is sandwhiched between two layers of steel. Another example is the stability analysis of the Helmholtz equation with a noise excitation produced by burners in a combustion chamber. The burners lead to a boundary condition with delay terms (exponentials of the eigenvalue).


We often receive the question: “How can we solve a nonlinear eigenvalue problem?” This talk explains the different steps to be taken for using Krylov methods. The general approach works as follows: 1) approximate the nonlinearity by a rational function; 2) rewrite this rational eigenvalue problem as a linear eigenvalue problem and then 3) solve this by a Krylov method. We explain each of the three steps.

Thu, 21 Nov 2019

12:00 - 13:00
L4

Analysis of systems with small cross-diffusion

Luca Alasio
(Gran Sasso Science Institute GSSI)
Abstract

I will present recent results concerning a class of nonlinear parabolic systems of partial differential equations with small cross-diffusion (see doi.org/10.1051/m2an/2018036 and arXiv:1906.08060). Such systems can be interpreted as a perturbation of a linear problem and they have been proposed to describe the dynamics of a variety of large systems of interacting particles. I will discuss well-posedness, regularity, stability and convergence to the stationary state for (strong) solutions in an appropriate Banach space. I will also present some applications and refinements of the above-mentioned results for specific models.

Thu, 21 Nov 2019

11:30 - 12:30
C4

On NIP formulas in groups

Gabriel Conant
(Cambridge)
Abstract

I will present joint work with A. Pillay on the theory of NIP formulas in arbitrary groups, which exhibit a local formulation of the notion of finitely satisfiable generics (as defined by Hrushovski, Peterzil, and Pillay). This setting generalizes ``local stable group theory" (i.e., the study of stable formulas in groups) and also the case of arbitrary NIP formulas in pseudofinite groups. Time permitting, I will mention an application of these results in additive combinatorics.

Wed, 20 Nov 2019
16:00
C1

The homology of the mapping class group

Luciana Bonatto
(University of Oxford)
Abstract

We will discuss what it means to study the homology of a group via the construction of the classifying space. We will look at some examples of this construction and some of its main properties. We then use this to define and study the homology of the mapping class group of oriented surfaces, focusing on the approach used by Harer to prove his Homology Stability Theorem.

Wed, 20 Nov 2019
15:00
N3.12

The Stacks Project (abridged/bowdlerized)

Jay Swar
(Oxford University)
Abstract

In this talk, I will introduce the notion of a sheaf on a topological space. I will then explain why "topological spaces" are an artificial limitation on enjoying life (esp. cohomology) to the fullest and what to do about that (answer: sites). Sheaves also fail our needs, but they have a suitable natural upgrade (i.e. stacks).
This talk will be heavily peppered with examples that come from the world around you (music, torsors, etc.).
 

Tue, 19 Nov 2019

17:00 - 18:00
C1

Semigroup C*-algebras associated with arithmetic progressions

Chris Bruce
(University of Victoria)
Abstract

Congruence monoids in the ring of integers are given by certain unions of arithmetic progressions. To each congruence monoid, there is a canonical way to associate a semigroup C*-algebra. I will explain this construction and then discuss joint work with Xin Li on K-theoretic invariants. I will also indicate how all of this generalizes to congruence monoids in the ring of integers of an arbitrary algebraic number field.

Tue, 19 Nov 2019

15:30 - 16:30
L4

3264 Conics in A Second

Bernd Sturmfels
(Berkeley and MPI Leipzig)
Abstract

Enumerative algebraic geometry counts the solutions to certain geometric constraints. Numerical algebraic geometry determines these solutions for any given 
instance. This lecture illustrates how these two fields complement each other, especially in the light of emerging new applications. We start with a gem from
the 19th century, namely the 3264 conics that are tangent to five given conics in the plane. Thereafter we turn to current problems in statistics, with focus on 
maximum likelihood estimation for linear Gaussian covariance models.
 

Tue, 19 Nov 2019
14:30
L5

An approximate message passing algorithm for compressed sensing MRI

Charles Millard
(Oxford)
Abstract

The Approximate Message Passing (AMP) algorithm is a powerful iterative method for reconstructing undersampled sparse signals. Unfortunately, AMP is sensitive to the type of sensing matrix employed and frequently encounters convergence problems. One case where AMP tends to fail is compressed sensing MRI, where Fourier coefficients of a natural image are sampled with variable density. An AMP-inspired algorithm constructed specifically for MRI is presented that exhibits a 'state evolution', where at every iteration the image estimate before thresholding behaves as the ground truth corrupted by Gaussian noise with known covariance. Numerical experiments explore the practical benefits of such effective noise behaviour.
 

Tue, 19 Nov 2019

14:00 - 15:00
L6

Phase transitions in random regular graphs

Endre Csóka
Further Information

We analyze the asymptotic relative size of the largest independent set of a random d-regular graph on n → ∞ vertices. This problem is very different depending on d because of a surprising phase transition. This is somewhat similar to finding the density of ``water'' above and below its freezing point. These phase transitions are related to algorithmic thresholds, mixing properties, counting, graph reconstruction, graph limits and other questions. We are still far from a complete understanding of all these questions. Our tools are partially coming from statistical physics. 

Tue, 19 Nov 2019
14:00
L5

Quotient-Space Boundary Element Methods for Scattering at Multi-Screens

Carolina Urzua Torres
(Oxford)
Abstract


Boundary integral equations (BIEs) are well established for solving scattering at bounded infinitely thin objects, so-called screens, which are modelled as “open surfaces” in 3D and as “open curves” in 2D. Moreover, the unknowns of these BIEs are the jumps of traces across $\Gamma$. Things change considerably when considering scattering at multi-screens, which are arbitrary arrangements of thin panels that may not be even locally orientable because of junction points (2D) or junction lines (3D). Indeed, the notion of jumps of traces is no longer meaningful at these junctions. This issue can be solved by switching to a quotient space perspective of traces, as done in recent work by Claeys and Hiptmair. In this talk, we present the extension of the quotient-space approach to the Galerkin boundary element (BE) discretization of first-kind BIEs. Unlike previous approaches, the new quotient-space BEM relies on minimal geometry information and does not require any special treatment at junctions. Moreover, it allows for a rigorous numerical analysis.
 

Tue, 19 Nov 2019

12:45 - 14:00
C5

Droplet impact on deformable substrates: A combined theoretical and computational approach

Michael Negus
(Oxford University)
Abstract

Recent advances in experimental imaging techniques have allowed us to observe the fine details of how droplets behave upon impact onto a substrate. However, these are highly non-linear, multiscale phenomena and are thus a formidable challenge to model. In addition, when the substrate is deformable, such as an elastic sheet, the fluid-structure interaction introduces an extra layer of complexity.

We present two modeling approaches for droplet impact onto deformable substrates: matched asymptotics and direct numerical simulations. In the former, we use Wagner's theory of impact to derive analytical expressions which approximate the behavior during the early time of impact. In the latter, we use the open source volume-of-fluid code Basilisk to conduct simulations designed to give insight into the later times of impact.

We conclude by showing how these methods are complementary, and a combination of both can give a thorough understanding of the droplet impact across timescales. 

Tue, 19 Nov 2019

12:00 - 13:00
C1

The Multiplex Nature of Global Financial Contagion

R. Maria del Rio-Chanona
(Institute for New Economic Thinking)
Abstract

Identifying systemically important countries is crucial for global financial stability. In this work we use (multilayer) network methods to identify systemically important countries. We study the financial system as a multilayer network, where each layer represent a different type of financial investment between countries. To rank countries by their systemic importance, we implement MultiRank, as well a simplistic model of financial contagion. In this first model, we consider that each country has a capital buffer, given by the capital to assets ratio. After the default of an initial country, we model financial contagion with a simple rule: a solvent country defaults when the amount of assets lost, due to the default of other countries, is larger than its capital. Our results show that when we consider that there are various types of assets the ranking of systemically important countries changes. We make all our methods available by introducing a python library. Finally, we propose a more realistic model of financial contagion that merges multilayer network theory and the contingent claims sectoral balance sheet literature. The aim of this framework is to model the banking, private, and sovereign sector of each country and thus study financial contagion within the country and between countries. 

Mon, 18 Nov 2019

19:00 - 20:15

Oxford Mathematics London Public Lecture: Timothy Gowers - Productive generalization: one reason we will never run out of interesting mathematical questions SOLD OUT

Timothy Gowers and Hannah Fry
(University of Cambridge and UCL)
Further Information

Productive generalization: one reason we will never run out of interesting mathematical questions.

Tim Gowers is one of the world's leading mathematicians. He is a Royal Society Research Professor at the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge, where he also holds the Rouse Ball chair, and is a Fellow of Trinity College, Cambridge. In 1998, he received the Fields Medal for research connecting the fields of functional analysis and combinatorics.

After his lecture Tim will be in conversation with Hannah Fry. Hannah is a lecturer in the Mathematics of Cities at the Centre for Advanced Spatial Analysis at UCL. She is also a well-respected broadcaster and the author of several books including the recently published 'Hello World: How to be Human in the Age of the Machine.'

This lecture is in partnership with the Science Museum in London where it will take place.  

Science Museum, Exhibition Road, London, SW7 2DD

Please email @email to register.

Watch live:
https://facebook.com/OxfordMathematics
https://livestream.com/oxuni/gowers

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

Mon, 18 Nov 2019

18:45 - 19:45
L2

Applied Pure at the Mathematical Institute, Oxford: Music & Light Symbiosis no.3 - An Art Exhibition and a Light & Music Concert

Medea Bindewald & Katharine Beaugié
Further Information

An Art Exhibition and a Light & Music Concert

Katharine Beaugié - Light Sculpture
Medea Bindewald - Harpsichord
Curated by Balázs Szendrői

Concert: 18 November, 6.45pm followed by a reception
Exhibition: 18th November – 6th December 2019, Mon-Fri, 8am-6pm

Applied Pure is a unique collaboration between light sculptor Katharine Beaugié and international concert harpsichordist Medea Bindewald, combining the patterns made by water and light with the sound of harpsichord music in a mathematical environment.

Katharine Beaugié will also be exhibiting a new series of large-scale photograms (photographic shadows), displaying the patterns of the natural phenomena of human relationship with water and light.

The Programme of music for harpsichord and water includes the composers: Domenico Scarlatti (1685-1757), Johann Jakob Froberger (1616-1667), Enno Kastens (b 1967) and Johann Sebastian Bach (1685-1750).

For more information about the concert and exhibition which is FREE please click this link

Image of Drop | God 2018

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Mon, 18 Nov 2019

16:00 - 17:00
C1

Erdős' primitive set conjecture

Jared Duker Lichtman
(Oxford)
Abstract

A subset of the integers larger than 1 is called $\textit{primitive}$ if no member divides another. Erdős proved in 1935 that the sum of $1/(n \log n)$ over $n$ in a primitive set $A$ is universally bounded for any choice of $A$. In 1988, he famously asked if this universal bound is attained by the set of prime numbers. In this talk we shall discuss some recent progress towards this conjecture and related results, drawing on ideas from analysis, probability, & combinatorics.

Mon, 18 Nov 2019

16:00 - 17:00
L4

Minimal surfaces, mean curvature flow and the Gibbons-Hawking ansatz

Jason Lotay
(Oxford)
Abstract

The Gibbons-Hawking ansatz is a powerful method for constructing a large family of hyperkaehler 4-manifolds (which are thus Ricci-flat), which appears in a variety of contexts in mathematics and theoretical physics. I will describe work in progress to understand the theory of minimal surfaces and mean curvature flow in these 4-manifolds. In particular, I will explain a proof of a version of the Thomas-Yau Conjecture in Lagrangian mean curvature flow in this setting. This is joint work with G. Oliveira.

Mon, 18 Nov 2019
15:45
L6

On the smooth mapping class group of the 4-sphere

David Gay
(University of Georgia/MPIM Bonn)
Abstract

The smooth mapping class group of the 4-sphere is pi_0 of the space of orientation preserving self-diffeomorphisms of S^4. At the moment we have no idea whether this group is trivial or not. Watanabe has shown that higher homotopy groups can be nontrivial. Inspired by Watanabe's constructions, we'll look for interesting self-diffeomorphisms of S^4. Most of the talk will be an outline for a program to find a nice geometric generating set for this mapping class group; a few small steps in the program are actually theorems. The point of finding generators is that if they are explicit enough then you have a hope of either showing that they are all trivial or finding an invariant that is well adapted to obstructing triviality of these generators.

Mon, 18 Nov 2019

15:45 - 16:45
L3

From discrete to continuous time models Some surprising news on an old topic

WALTER SCHACHERMAYER
(University of Vienna)
Abstract

We reconsider the approximations of the Black-Scholes model by discrete time models such as the binominal or the trinominal model.

We show that for continuous and bounded claims one may approximate the replication in the Black-Scholes model by trading in the discrete time models. The approximations holds true in measure as well as "with bounded risk", the latter assertion being the delicate issue. The remarkable aspect is that this result does not apply to the well-known binominal model, but to a much wider class of discrete approximating models, including, eg.,the trinominal model. by an example we show that we cannot do the approximation with "vanishing risk".

We apply this result to portfolio optimization and show that, for utility functions with "reasonable asymptotic elasticity" the solution to the discrete time portfolio optimization converge to their continuous limit, again in a wide class of discretizations including the trinominal model. In the absence of "reasonable asymptotic elasticity", however, surprising pathologies may occur.

Joint work with David Kreps (Stanford University)

Mon, 18 Nov 2019

14:15 - 15:15
L3

Distributionally Robust Portfolio Selection with Optimal Transport Costs

JOSE BLANCHET
(Stanford Unversity)
Abstract

We revisit portfolio selection models by considering a distributionally robust version, where the region of distributional uncertainty is around the empirical measure and the discrepancy between probability measures is dictated by optimal transport costs. In many cases, this problem can be simplified into an empirical risk minimization problem with a regularization term. Moreover, we extend a recently developed inference methodology in order to select the size of the distributional uncertainty in a data-driven way. Our formulations allow us to inform the distributional uncertainty region using market information (e.g. via implied volatilities). We provide substantial empirical tests that validate our approach.
(This presentation is based on the following papers: https://arxiv.org/pdf/1802.04885.pdf and https://arxiv.org/abs/1810.024….)

Mon, 18 Nov 2019
14:15
L4

Quantization through Morita equivalence

Francis Bischoff
(Oxford)
Abstract

In this talk I will discuss a new proposal for constructing quantizations of holomorphic Poisson structures, and generalized complex manifolds more generally, which is based on using the A model of an associated symplectic manifold known as a Morita equivalence. This construction will be illustrated through the example of toric Poisson structures.

 

Fri, 15 Nov 2019

16:00 - 17:00
L1

Wave localization and its landscape

Doug Arnold
(University of Minnesota)
Further Information

The Oxford Mathematics Colloquia are generously sponsored by Oxford University Press.

Abstract

The puzzling phenonenon of wave localization refers to unexpected confinement of waves triggered by disorder in the propagating medium. Localization arises in many physical and mathematical systems and has many important implications and applications. A particularly important case is the Schrödinger equation of quantum mechanics, for which the localization behavior is crucial to the electrical properties of materials. Mathematically it is tied to exponential decay of eigenfunctions of operators instead of their expected extension throughout the domain. Although localization has been studied by physicists and mathematicians for the better part of a century, many aspects remain mysterious. In particular, the sort of deterministic quantitative results needed to predict, control, and exploit localization have remained elusive. This talk will focus on major strides made in recent years based on the introduction of the landscape function and its partner, the effective potential. We will describe these developments from the viewpoint of a computational mathematician who sees the landscape theory as a completely unorthodox sort of a numerical method for computing spectra.

Fri, 15 Nov 2019

15:00 - 16:00
N3.12

The Topology of Brain cells

Nils Baas
(NTNU)
Abstract

In my talk I will discuss the use of topological methods in the analysis of neural data. I will show how to obtain good state spaces for Head Direction Cells and Grid Cells. Topological decoding shows how neural firing patterns determine behaviour. This is a local to global situation which gives rise to some reflections.

Fri, 15 Nov 2019

14:00 - 15:00
L1

What's it like to do a DPhil/research?

Abstract

This week's Fridays@2 will be a panel discussion focusing on what it is like to pursue a research degree. The panel will share their thoughts and experiences in a question-and-answer session, discussing some of the practicalities of being a postgraduate student, and where a research degree might lead afterwards. Participants include:

Jono Chetwynd-Diggle (Smith Institute)

Victoria Patel (PDE CDT, Mathematical Institute)

Robin Thompson (Christ Church)

Rosemary Walmsley (DPhil student Health Economics Research Centre, Oxford) 

Fri, 15 Nov 2019

14:00 - 15:00
L3

Emergent spatial patterning in engineered bacteria

Dr Neil Dalchau
(Microsoft Research Cambridge)
Abstract

The spatial coordination of cellular differentiation enables functional organogenesis. How coordination results in specific patterns of differentiation in a robust manner is a fundamental question for all developmental systems in biology. Theoreticians such as Turing and Wolpert have proposed the importance of specific mechanisms that enable certain types of patterns to emerge, but these mechanisms are often difficult to identify in natural systems. Therefore, we have started using synthetic biology to ask whether specific mechanisms of pattern formation can be engineered into a simple cellular background. In this talk, I will show several examples of emergent spatial patterning that results from the insertion of synthetic signalling pathways and transcriptional logic into E. coli. In all cases, we use computational modelling to initially design circuits with a desired outcome, and improve the selection of biological components (DNA sub-sequences) that achieve this outcome according to a quantifiable measure. In the specific case of Turing patterns, we have yet to produce a functional system in vivo, but I will describe new analytical tools that are helping to guide the design of synthetic circuits that can produce a Turing instability.