The Wasserstein space of stochastic processes & computational aspects.
Abstract
Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied mathematics. We believe that an appropriate probabilistic variant, the adapted Wasserstein distance $AW$, can play a similar role for the class $FP$ of filtered processes, i.e. stochastic processes together with a filtration. In contrast to other topologies for stochastic processes, probabilistic operations such as the Doob-decomposition, optimal stopping and stochastic control are continuous w.r.t. $AW$. We also show that $(FP, AW)$ is a geodesic space, isometric to a classical Wasserstein space, and that martingales form a closed geodesically convex subspace. Finally we consider computational aspects and provide a novel method based on the Sinkhorn algorithm.
The talk is based on articles with Daniel Bartl, Mathias Beiglböck and Stephan Eckstein.
Much of theoretical physics is built on the concept of perturbation theory. Essentially perturbation theory is the idea that we can find a small quantity in the physical system we wish to describe and use that to expand the equations describing the system. In this way we obtain a simpler set of equations to solve.
14:15
Brakke Regularity for the Allen--Cahn Flow
The talk will be both online (Teams) and in person (L5)
Abstract
In this talk we prove an analogue of the Brakke's $\epsilon$-regularity theorem for the parabolic Allen--Cahn equation. In particular, we show uniform $C^{2,\alpha}$ regularity for the transition layers converging to smooth mean curvature flows as $\epsilon\rightarrow 0$. A corresponding gap theorem for entire eternal solutions of the parabolic Allen--Cahn is also obtained. As an application of the regularity theorem, we give an affirmative answer to a question of Ilmanen that there is no cancellation in BV convergence in the mean convex setting.
Deep Maths - machine learning and mathematics
In December 2021 mathematicians at Oxford and Sydney universities together with their collaborators at DeepMind announced that they had successfully used tools from machine learning to discover new patterns in mathematics. But what exactly had they done and what are its implications for the future of mathematics and mathematicians?
This online event will feature short talks from each of the four collaborators explaining their work followed by a panel discussion addressing its wider implications.
The speakers:
Alex Davies - DeepMind
Andras Juhasz - University of Oxford
Marc Lackenby - University of Oxford
Geordie Williamson - University of Sydney
The panel will be chaired by Jon Keating, Sedleian Professor of Natural Philosophy in Oxford.
This is an online only lecture which every one is free to watch:
Oxford Mathematics YouTube
The Oxford Mathematics Public Lectures are generously supported by XTX Markets.
14:00
Large hypergraphs without tight cycles
Abstract
An $r$-uniform tight cycle of length $k>r$ is a hypergraph with vertices $v_1,\ldots,v_k$ and edges $\{v_i,v_{i+1},…,v_{i+r-1}\}$ (for all $i$), with the indices taken modulo $k$. Sós, and independently Verstraëte, asked the following question: how many edges can there be in an $n$-vertex $r$-uniform hypergraph if it contains no tight cycles of any length? In this talk I will review some known results, and present recent progress on this problem.
FFTA: Exposure theory for learning complex networks with random walks
Abstract
Random walks are a common model for the exploration and discovery of complex networks. While numerous algorithms have been proposed to map out an unknown network, a complementary question arises: in a known network, which nodes and edges are most likely to be discovered by a random walker in finite time? In this talk we introduce exposure theory, a statistical mechanics framework that predicts the learning of nodes and edges across several types of networks, including weighted and temporal, and show that edge learning follows a universal trajectory. While the learning of individual nodes and edges is noisy, exposure theory produces a highly accurate prediction of aggregate exploration statistics. As a specific application, we extend exposure theory to better understand human learning with its typical mental errors, and thus account for distortions of learned networks.
This talk is based on https://arxiv.org/abs/2202.11262
11:30
Higher-order generalisations of stability and arithmetic regularity
Abstract
Previous joint work with Caroline Terry had identified model-theoretic stability as a sufficient condition for the existence of strong arithmetic regularity decompositions in finite abelian groups, pioneered by Ben Green around 2003.
Higher-order arithmetic regularity decompositions, based on Tim Gowers’s groundbreaking work on Szemerédi’s theorem in the late 90s, are an essential part of today's arithmetic combinatorics toolkit.
In this talk, I will describe recent joint work with Caroline Terry in which we define a natural higher-order generalisation of stability and prove that it implies the existence of particularly efficient higher-order arithmetic regularity decompositions in the setting of finite elementary abelian groups. If time permits, I will briefly outline some analogous results we obtain in the context of hypergraph regularity decompositions.
14:00
Finite element methods for multicomponent convection-diffusion
Abstract
Mass transfer in multicomponent systems occurs through convection and diffusion. For a viscous Newtonian flow, convection may be modelled using the Navier–Stokes equations, whereas the diffusion of multiple species within a common phase may be described by the generalised Onsager–Stefan–Maxwell equations. In this talk we present a novel finite element formulation which fully couples convection and diffusion with these equations. In the regime of vanishing Reynolds number, we use the principles of linear irreversible dynamics to formulate a saddle point system which leads to a stable formulation and a convergent discretisation. The wide scope of applications for this novel numerical method is illustrated by considering transport of oxygen through the lungs, gas separation processes, mixing of water and methanol and salt transport in electrolytes.