Mon, 16 Nov 2020

16:00 - 17:00

Elliptic stochastic quantisation and supersymmetry

MASSIMILIANO GUBINELLI
(Bonn University)
Abstract

Stochastic quantisation is, broadly speaking, the use of a stochastic differential equation to construct a given probability distribution. Usually this refers to Markovian Langevin evolution with given invariant measure. However we will show that it is possible to construct other kind of equations (elliptic stochastic partial differential equations) whose solutions have prescribed marginals. This connection was discovered in the '80 by Parisi and Sourlas in the context of dimensional reduction of statistical field theories in random external fields. This purely probabilistic results has a proof which depends on a supersymmetric formulation of the problem, i.e. a formulation involving a non-commutative random field defined on a non-commutative space. This talk is based on joint work with S. Albeverio and F. C. de Vecchi.

 

Thu, 26 Nov 2020

16:00 - 17:00

Regularity and time discretization of extended mean-field control problems: a McKean-Vlasov FBSDE approach

WOLFGANG STOCKINGER
(University of Oxford)
Abstract

We analyze the regularity of solutions and discrete-time approximations of extended mean-field control (extended MFC) problems, which seek optimal control of McKean-Vlasov dynamics with coefficients involving mean-field interactions both on the  state and actions, and where objectives are optimized over
open-loop strategies.

We show for a large class of extended MFC problems that the unique optimal open-loop control is 1/2-Hölder continuous in time. Based on the regularity of the solution, we prove that the value functions of such extended MFC problems can be approximated by those with piecewise constant controls and discrete-time state processes arising from Euler-Maruyama time stepping up to an order 1/2 error, which is optimal in our setting. Further, we show that any epsilon-optimal control of these discrete-time problems
converge to the optimal control of the original problems.

To establish the time regularity of optimal controls and the convergence of time discretizations, we extend the canonical path regularity results to general coupled 
McKean-Vlasov forward-backward stochastic differential equations, which are of independent interest.

This is based on join work joint work with C. Reisinger and Y. Zhang.

Fri, 23 Oct 2020
16:00
Virtual

North meets South colloquium

Martin Gallauer and Zhaohe Dai
Abstract

Martin Gallauer (North): "Algebraic algebraic geometry"
If a space is described by algebraic equations, its algebraic invariants are endowed with additional structure. I will illustrate this with some simple examples, and speculate on the meaning of the title of my talk.

Zhaohe Dai (South): "Two-dimensional material bubbles"
Two-dimensional (2D) materials are a relatively new class of thin sheets consisting of a single layer of covalently bonded atoms and have shown a host of unique electronic properties. In 2D material electronic devices, however, bubbles often form spontaneously due to the trapping of air or ambient contaminants (such as water molecules and hydrocarbons) at sheet-substrate interfaces. Though they have been considered to be a nuisance, I will discuss that bubbles can be used to characterize 2D materials' bending rigidity after the pressure inside being well controlled. I will then focus on bubbles of relatively large deformations so that the elastic tension could drive the radial slippage of the sheet on its substrate. Finally, I will discuss that the consideration of such slippage is vital to characterize the sheet's stretching stiffness and gives new opportunities to understand the adhesive and frictional interactions between the sheet and various substrates that it contacts.
 

Tue, 17 Nov 2020
12:00
Virtual

Causal Relations At Infinity

Peter Cameron
(DAMTP Cambridge)
Abstract

Motivated by an attempt to construct a theory of quantum gravity as a perturbation around some flat background, Penrose has shown that, despite being asymptotically flat, there is an inconsistency between the causal structure at infinity of Schwarzschild and Minkowski spacetimes. This suggests that such a perturbative approach cannot possibly work. However, the proof of this inconsistency is specific to 4 spacetime dimensions. In this talk I will discuss how this result extends to higher (and lower) dimensions. More generally, I will consider examples of how the causal structure of asymptotically flat spacetimes are affected by dimension and by the presence of mass (both positive and negative). I will then show how these ideas can be used to prove a higher dimensional extension of the positive mass theorem of Penrose, Sorkin and Woolgar.

Thu, 03 Dec 2020

16:00 - 17:30
Virtual

Kirigami

Lakshminarayanan Mahadevan
(Harvard)
Further Information

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

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

Abstract

Kirigami, the relatively unheralded cousin of origami, is the art of cutting paper to articulate and deploy it as a whole. By varying the number, size, orientation and coordination of the cuts, artists have used their imagination and intuition to create remarkable sculptures in 2 and 3 dimensions. I will describe some of our attempts to quantify the inverse problem that artists routinely solve, combining elementary mathematical ideas, with computations and physical models. 

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Thu, 05 Nov 2020

16:00 - 17:30
Virtual

Stupid, but smart: chemotactic and autochemotactic effects in self-propelling droplets

Corinna Maass
(MPI Dynamics & Self-Organization)
Further Information

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

The join button will be published on the right (Above the view all button) 30 minutes before the seminar starts (login required).

Abstract

Artificial microswimmers are an emerging field of research, attracting
interest as testing beds for physical theories of complex biological
entities, as inspiration for the design of smart materials, and for the
sheer elegance, and often quite counterintuitive phenomena of
experimental nonlinear dynamics.

Self-propelling droplets are among the most simplified swimmer models
imaginable, requiring just three components (oil, water, surfactant). In
this talk, I will show how these inherently stupid objects can make
surprisingly smart decisions based on interactions with microfluidic
structures and self-generated and external chemical fields.

Tue, 03 Nov 2020

12:45 - 13:30

Network models for ponding on sea ice

Michael Coughlan
((Oxford University))
Abstract

Michael Coughlan (with Sam Howison, Ian Hewitt, Andrew Wells)

Arctic sea ice forms a thin but significant layer at the ocean surface, mediating key climate feedbacks. During summer, surface melting produces considerable volumes of water, which collect on the ice surface in ponds. These ponds have long been suggested as a contributing factor to the discrepancy between observed and predicted sea ice extent. When viewed at large scales ponds have a complicated, approximately fractal geometry and vary in area from tens to thousands of square meters. Increases in pond depth and area lead to further increases in heat absorption and overall melting, contributing to the ice-albedo feedback. 

Previous modelling work has focussed either on the physics of individual ponds or on the statistical behaviour of systems of ponds. In this talk I present a physically-based network model for systems of ponds which accounts for both the individual and collective behaviour of ponds. Each pond initially occupies a distinct catchment basin and evolves according to a mass-conserving differential equation representing the melting dynamics for bare and water-covered ice. Ponds can later connect together to form a network with fluxes of water between catchment areas, constrained by the ice topography and pond water levels. 

I use the model to explore how the evolution of pond area and hence melting depends on the governing parameters, and to explore how the connections between ponds develop over the melt season. Comparisons with observations are made to demonstrate the ways in which the model qualitatively replicates properties of pond systems, including fractal dimension of pond areas and two distinct regimes of pond complexity that are observed during their development cycle. 

Different perimeter-area relationships exist for ponds in the two regimes. The model replicates these relationships and exhibits a percolation transition around the transition between these regimes, a facet of pond behaviour suggested by previous studies. The results reinforce the findings of these studies on percolation thresholds in pond systems and further allow us to constrain pond coverage at this threshold - an important quantity in measuring the scale and effects of the ice-albedo feedback.

Tue, 20 Oct 2020

12:45 - 13:30

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

Zhen Shao
((Oxford University))
Abstract

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

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