Mon, 02 Dec 2019
15:45
L6

A cellular decomposition of the Fulton Mac Pherson operad

Paolo Salvatore
(University of Rome `Tor Vergata')
Abstract

We construct a cellular decomposition of the
Axelrod-Singer-Fulton-MacPherson compactification of the configuration
spaces in the plane, that is compatible with the operad composition.
Cells are indexed by trees with bi-coloured edges, and vertices are labelled by 
cells of the cacti operad. This answers positively a conjecture stated in 
2000 by Kontsevich and Soibelman.

Mon, 02 Dec 2019

14:15 - 15:15
L3

Asset Prices in Segmented and Integrated Markets

PAOLO GUASONI
(University of Dublin)
Abstract

This paper evaluates the effect of market integration on prices and welfare, in a model where two Lucas trees grow in separate regions with similar investors. We find equilibrium asset price dynamics and welfare both in segmentation, when each region holds its own asset and consumes its dividend, and in integration, when both regions trade both assets and consume both dividends. Integration always increases welfare. Asset prices may increase or decrease, depending on the time of integration, but decrease on average. Correlation in assets' returns is zero or negative before integration, but significantly positive afterwards, explaining some effects commonly associated with financialization.

Mon, 02 Dec 2019

14:15 - 15:15
L4

Cohomology of non-reductive GIT quotients and hyperbolicity

Frances Kirwan
(Oxford)
Abstract

The aim of this talk is to describe joint work with Gergely Berczi using a recent extension to non-reductive actions of geometric invariant theory, and its links with moment maps in symplectic geometry, to study hyperbolicity of generic hypersurfaces in a projective space. Using intersection theory for non-reductive GIT quotients applied to  compactifications of bundles of invariant jet differentials over complex manifolds leads to a proof of the Green-Griffiths-Lang conjecture for a generic projective hypersurface of dimension n whose degree is greater than n^6. A recent result of Riedl and Yang then implies the Kobayashi conjecture for generic hypersurfaces of degree greater than (2n-1)^6.

Mon, 02 Dec 2019
12:45
L2

CFT and black holes

Manuela Kulaxizi
(Trinity College, Dublin)
Abstract

We consider CFTs with large gap in the spectrum of operators and a large number of degrees of freedom (large central charge). We analytically study a Heavy-Heavy-Light-Light correlation function, where Heavy, refers to an operator with conformal dimension which scales like the central charge and Light, refers to an operator whose dimension is of order unity in the large central charge limit. In certain regimes, the correlation function can be examined analytically leading to very simple and suggestive expressions.

Sun, 01 Dec 2019

17:30 - 18:30
L1

Bach, the Universe and Everything - The Creativity Code

Marcus du Sautoy and the Orchestra of the Age of Enlightenment
(Oxford University)
Further Information

The second in our fascinating collaboration with the Orchestra of the Age of Enlightenment (OAE) and Music at Oxford combines the muscial intelligence of the eighteenth century with the artificial intelligence of the twenty-first. Come along and hear the beauty of Bach's Nun komm, der Heiden Heiland (Now come, Saviour of the Gentiles) and the modern beauty of machine learning which may itself be the musical choice of audiences in 300 years' time.

The OAE provide the music (you even get to join in), Marcus delivers the sermon. Maths and Music; saying everything.

Book here

Fri, 29 Nov 2019

16:00 - 17:00
L1

Preparing grants and job applications

Jason Lotay, Anna Seigal and Dominic Vella
Abstract

Dominic Vella will talk about writing grants, Anna Seigal will talk about writing research fellow applications and Jason Lotay will talk about his experience and tips for applying for faculty positions. 

 

Fri, 29 Nov 2019

14:00 - 15:00
L1

Dissertation: presenting a thesis

Dr Richard Earl and Dr Neil Laws
Abstract

This session is particularly aimed at fourth-year and OMMS students who are completing a dissertation this year. The talk will be given by Dr Richard Earl who chairs Projects Committee. For many of you this will be the first time you have written such an extended piece on mathematics. The talk will include advice on planning a timetable, managing the  workload, presenting mathematics, structuring the dissertation and creating a narrative, providing references and avoiding plagiarism.

Fri, 29 Nov 2019

14:00 - 15:00
L3

Fluid mediated mechanical effects in biology of single cells: Hydrodynamics in strategies for early stage biofilm formation and DNA damage during migration in cancer cells

Dr Rachel Bennett
(School of Mathematics University of Bristol)
Abstract

In the first part of the talk, I will describe surface colonization strategies of the motile bacteria Pseudomonas aeruginosa. During early stages of biofilm formation, the majority of cells that land on a surface eventually detach. After a prolonged lag time, cells begin to cover the surface rapidly. Reversible attachments provide cells and their descendants with multigenerational memory of the surface that primes the planktonic population for colonization. Two different strains use different surface sensing machinery and show different colonization strategies. We use theoretical modelling to investigate how the hydrodynamics of type IV pili and flagella activity lead to increased detachment rates and show that the contribution from this hydrodynamic effect plays a role in the different colonization strategies observed in the two strains.

In the second part of the talk, I will show that when cells migrate through constricting pores, there is an increase in DNA damage and mutations. Experimental observations show that this breakage is not due to mechanical stress. I present an elastic-fluid model of the cell nucleus, coupled to kinetics of DNA breakage and repair proposing a mechanism by which nuclear deformation can lead to DNA damage. I show that segregation of soluble repair factors from the chromatin during migration leads to a decrease in the repair rate and an accumulation of damage that is sufficient to account for the extent of DNA damage observed experimentally.

Fri, 29 Nov 2019

11:45 - 13:15
L3

InFoMM CDT Group Meeting

Oliver Sheridan-Methven, Raquel González Fariña, Ellen Luckins, Giuseppe Ughi
(Mathematical Institute)
Fri, 29 Nov 2019
11:30
L5

Oscillations and Spirals in Two Problems of Global Analysis

Siran Li
(Rice University)
Abstract

We present our works on two problems in global analysis (i.e.,analysis on manifolds): One concerns the compactness of the space of smooth $d$-dimensional immersed hypersurfaces with uniformly $L^d$-bounded second fundamental forms, and the other concerns the validity of W^{2,p}$-elliptic estimates for the Laplace--Beltrami operator on open manifolds. We construct explicit counterexamples to both problems. The onstructions involve rapid oscillations and wild spirals, with motivations derived from physical phenomena.

Fri, 29 Nov 2019

10:00 - 11:00
L3

Research octane number blending model problem

Brian Macey
(BP)
Abstract

Background

The RON test is an engine test that is used to measure the research octane number (RON) of a gasoline. It is a parameter that is set in fuels specifications and is an indicator of a fuel to partially explode during burning rather than burn smoothly.

The efficiency of a gasoline engine is limited by the RON value of the fuel that it is using. As the world moves towards lower carbon, predicting the RON of a fuel will become more important.

Typical market gasolines are blended from several hundred hydrocarbon components plus alcohols and ethers. Each component has a RON value and therefore, if the composition is known then the RON can be calculated. Unfortunately, components can have antagonistic or complimentary effects on each other and therefore this needs to be taken into account in the calculation.

Several models have been produced over the years (the RON test has been around for over 60 years) but the accuracy of the models is variable. The existing models are empirically based rather than taking into account the causal links between fuel component properties and RON performance.

Opportunity

BP has developed intellectual property regarding the causal links and we need to know if these can be used to build a functional based model. There is also an opportunity to build a better empirically based model using data on individual fuel components (previous models have grouped similar components to lessen the computing effort)

Thu, 28 Nov 2019

16:00 - 17:00
C5

Introduction to K-stability

Michael Hallam
Abstract

A big problem in Riemannian geometry is the search for a "best possible" Riemannian metric on a given compact smooth manifold. When the manifold is complex, one very nice metric we could look for is a Kahler-Einstein metric. For compact Kahler manifolds with non-positive first chern class, these were proven to always exist by Aubin and Yau in the 70's. However, the case of positive first chern class is much more delicate, and there are non-trivial obstructions to existence. It wasn't until this decade that a complete abstract characterisation of Kahler-Einstein metrics became available, in the form of K-stability. This is a purely algebro-geometric stability condition, whose equivalence to the existence of a Kahler-Einstein metric in the Fano case is analogous to the Hitchin-Kobayashi correspondence for vector bundles. In this talk, I will cover the definition of K-stability, its relation to Kahler-Einstein metrics, and (time permitting) give some examples of how K-stability is verified or disproved in practice.

Thu, 28 Nov 2019

16:00 - 17:00
L4

The Systemic Implications of the Bail-In Design

Alissa Kleinnijenhuis
(Oxford University)
Abstract

The 2007-2008 financial crisis forced governments to choose between the unattractive alternatives of either bailing out a systemically important bank (SIBs) or having it fail in a disruptive manner. Bail-in has been put forward as the primary tool to resolve a failing bank, which would end the too-big-to-fail problem by letting stakeholders shoulder the losses, while minimising the calamitous systemic impact of a bank failure. Though the aptness of bail-in has been evinced in relatively minor idiosyncratic bank failures, its efficacy in maintaining stability in cases of large bank failures and episodes of system-wide crises remains to be practically tested. This paper investigates the financial stability implications of the bail-in design, in all these cases. We develop a multi-layered network model of the European financial system that captures the prevailing endogenous-amplification mechanisms: exposure loss contagion, overlapping portfolio contagion, funding contagion, bail-inable debt revaluations, and bail-inable debt runs. Our results reveal that financial stability hinges on a set of `primary' and `secondary' bail-in parameters, including the failure threshold, recapitalisation target, debt-to-equity conversion rate, loss absorption requirements, debt exclusions and bail-in-design certainty – and we uncover how. We also demonstrate that the systemic footprint of the bail-in design is not properly understood without the inclusion of multiple contagion mechanisms and non-banks. Our evidence fortunately suggests that the pivot for stability is in the hands of policymakers. It also suggests, however, that the current bail-in design might be in the regime of instability.

Thu, 28 Nov 2019
16:00
L6

Propagating algebraicity of automorphic representations via functoriality

Wushi Goldring
(Stockholm University)
Abstract

My talk will have two protagonists: (1) Automorphic representations which -- let's be honest -- are very complicated and mysterious, but also (2) Involutions  (=automorphisms of order at most 2) of connected reductive groups -- these are very concrete and can often be represented by diagonal matrices with entries 1,-1 or i, -i. The goal is to explain how difficult questions about (1) can be reduced to relatively easy, concrete questions about (2).
Automorphic representations are representation-theoretic generalizations of modular forms. Like modular forms, automorphic representations are initially defined analytically. But unlike modular forms -- where we have a reinterpretation in terms of algebraic geometry -- for most automorphic representations we currently only have a (real) analytic definition. The Langlands Program predicts that a wide class of automorphic representations admit the same algebraic properties which have been known to hold for modular forms since the 1960's and 70's. In particular, certain complex numbers "Hecke eigenvalues" attached to these automorphic representations are conjectured to be algebraic numbers. This remains open in many cases (especially those cases of interest in number theory and algebraic geometry), in particular for Maass forms -- functions on the upper half-plane which are a non-holomorphic variant of modular forms.
I will explain how elementary structure theory of reductive groups over the complex numbers provides new insight into the above algebraicity conjectures; in particular we deduce that the Hecke eigenvalues are algebraic for an infinite class of examples where this was not previously known. 
After applying a bunch of "big, old theorems" (in particular Langlands' own archimedean correspondence), it all comes down to studying how involutions of a connected, reductive group vary under group homomorphisms. Here I will write down the key examples explicitly using matrices.

Thu, 28 Nov 2019

14:00 - 15:00
L4

Minimizing convex quadratics with variable precision Krylov methods

Philippe Toint
(University of Namur)
Abstract

Iterative algorithms for the solution of convex quadratic optimization problems are investigated, which exploit inaccurate matrix-vector products. Theoretical bounds on the performance of a Conjugate Gradients method are derived, the necessary quantities occurring in the theoretical bounds estimated and a new practical algorithm derived. Numerical experiments suggest that the new method has significant potential, including in the steadily more important context of multi-precision computations.

Thu, 28 Nov 2019

12:00 - 13:00
L4

Formation of singularities for the relativistic Euler equations/Global Well-Posedness for a Class of Stochastic McKean-Vlasov Equations in One Dimension

Nikolaos Athanasiou/Avi Mayorcas
(Oxford University)
Abstract

Formation of singularities for the relativistic Euler equations (N. Athanasiou): An archetypal phenomenon in the study of hyperbolic systems of conservation laws is the development of singularities (in particular shocks) in finite time, no matter how smooth or small the initial data are. A series of works by Lax, John et al confirmed that for some important systems, when the initial data is a smooth small perturbation of a constant state, singularity formation in finite time is equivalent to the existence of compression in the initial data. Our talk will address the question of whether this dichotomy persists for large data problems, at least for the system of the Relativistic Euler equations in (1+1) dimensions. We shall also give some interesting studies in (3+1) dimensions. This is joint work with Dr. Shengguo Zhu.

Global Well-Posedness for a Class of Stochastic McKean-Vlasov Equations in One Dimension (A. Mayorcas): We show global well-posedness for a family of parabolic McKean--Vlasov SPDEs with additive space-time white noise. The family of interactions we consider are those given by convolution with kernels that are at least integrable. We show that global well-posedness holds in both the repulsive/defocussing and attractive/focussing cases. Our strategy relies on both pathwise and probabilistic techniques which leverage the Gaussian structure of the noise and well known properties of the deterministic PDEs.

Thu, 28 Nov 2019

11:30 - 12:30
C4

Actions of groups of finite Morley rank

Alexandre Borovik
(Manchester University)
Abstract

I will be talking of recent results by Ayse Berkman and myself, as well as about a more general program of research in this area.

Wed, 27 Nov 2019
16:00
C1

Hierarchies in one-relator groups

Marco Linton
(University of Warwick)
Abstract

A group splits as an HNN-extension if and only if the rank of its abelianisation is strictly positive. If we fix a class of groups one may ask a few questions about these splittings: How distorted are the vertex and edge groups? What form can the vertex and edge groups take? If they remain in our fixed class, do they also split? If so, under iteration will we terminate at something nice? In this talk we will answer all these questions for the class of one-relator groups and go through an example or two. Time permitting, we will also discuss possible generalisations to groups with staggered presentations.

Tue, 26 Nov 2019
16:00
N3.12

The local-to-global property for Morse quasi-geodesics

Davide Spriano
(ETH Zurich)
Abstract

An important property of Gromov hyperbolic spaces is the fact that every path for which all sufficiently long subpaths are quasi-geodesics is itself a quasi-geodesic. Gromov showed that this property is actually a characterization of hyperbolic spaces. In this talk, we will consider a weakened version of this local-to-global behaviour, called the Morse local-to-global property. The class of spaces that satisfy the Morse local-to-global property include several examples of interest, such as CAT(0) spaces, Mapping Class Groups, fundamental groups of closed 3-manifolds and more. The leverage offered by knowing that a space satisfies this property allows us to import several results and techniques from the theory of hyperbolic groups. In particular, we obtain results relating to stable subgroups, normal subgroups and algorithmic properties.

Tue, 26 Nov 2019

15:30 - 16:30
L6

Reconstructing Encrypted Signals: Optimization with input from Spin Glasses and RMT

Yan Fyodorov
(King's College London)
Abstract

I will consider the problem of reconstructing a signal from its encrypted and corrupted image
by a Least Square Scheme. For a certain class of random encryption the problem is equivalent to finding the
configuration of minimal energy in a (unusual) version of spherical spin
glass model.  The Parisi replica symmetry breaking (RSB) scheme is then employed for evaluating
the quality of the reconstruction. It  reveals a phase transition controlled
by RSB and reflecting impossibility of the signal retrieval beyond certain level of noise.

Tue, 26 Nov 2019
15:30
L4

Degenerate Morse theory and quivers

Frances Kirwan
(Oxford)
Abstract


This talk is an update on joint work with Geoff Penington on extending Morse theory to smooth functions on compact manifolds with very mild nondegeneracy assumptions. The only requirement is that the critical locus should have just finitely many connected components. To such a function we associate a quiver with vertices labelled by the connected components of the critical locus. The analogue of the Morse–Witten complex in this situation is a spectral sequence of multicomplexes supported on this quiver which abuts to the homology of the manifold.

Tue, 26 Nov 2019
14:30
L5

State-of-the-art Linear Algebra methods can bring significant speedups to ADMM

Nikitas Rontsis
(Oxford)
Abstract

The Alternating Directions Method of Multipliers (ADMM) is a widely popular first-order method for solving convex optimization problems. Its simplicity is arguably one of the main reasons for its popularity. For a broad class of problems, ADMM iterates by repeatedly solving perhaps the two most standard Linear Algebra problems: linear systems and symmetric eigenproblems. In this talk, we discuss how employing standard Krylov-subspace methods for ADMM can lead to tenfold speedups while retaining convergence guarantees.

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.