Speaker: Thomas Oliver

Title: Hyperbolic circles and non-trivial zeros

Abstract: L-functions can often be considered as generating series of arithmetic information. Their non-trivial zeros are the subject of many famous conjectures, which offer countless applications to number theory. Using simple geometric observations in the hyperbolic plane, we will study the relationship between the zeros of L-functions and their characterisation amongst more general Dirichlet series.
 

Speaker: Ebrahim Patel

Title: From trains to brains: Adventures in Tropical Mathematics.

Abstract: Tropical mathematics uses the max and plus operator to linearise discrete nonlinear systems; I will present its popular application to solve scheduling problems such as railway timetabling. Adding the min operator generalises the system to allow the modelling of processes on networks. Thus, I propose applications such as disease and rumour spreading as well as neuron firing behaviour.

Elena Gal
Categorification, Quantum groups and TQFTs

Quantum groups are mathematical objects that encode (via their "category of representations”) certain symmetries which have been found in the last several dozens of years to be connected to several areas of mathematics and physics. One famous application uses representation theory of quantum groups to construct invariants of 3-dimensional manifolds. To extend this theory to higher dimensions we need to “categorify" quantum groups - in essence to find a richer structure of symmetries. I will explain how one can approach such problem.

Carolina Urzua-Torres
Why you should not do boundary element methods, so I can have all the fun.

Boundary integral equations offer an attractive alternative to solve a wide range of physical phenomena, like scattering problems in unbounded domains. In this talk I will give a simple introduction to boundary integral equations arising from PDEs, and their discretization via Galerkin BEM. I will discuss some nice mathematical features of BEM, together with their computational pros and cons. I will illustrate these points with some applications and recent research developments.
 

The rows of a Young diagram chosen at random with respect to the Plancherel measure are known to share some features with the eigenvalues of the Gaussian Unitary Ensemble. We shall discuss several ideas, going back to the work of Kerov and developed by Biane and by Okounkov, which to some extent clarify this similarity. Partially based on joint work with Jeong and on joint works in progress with Feldheim and Jeong and with Täufer.

This presentation introduces a rigorous framework for the study of commonly used machine learning techniques (kernel methods, random feature maps, etc.) in the regime of large dimensional and numerous data. Exploiting the fact that very realistic data can be modeled by generative models (such as GANs), which are theoretically concentrated random vectors, we introduce a joint random matrix and concentration of measure theory for data processing. Specifically, we present fundamental random matrix results for concentrated random vectors, which we apply to the performance estimation of spectral clustering on real image datasets.

The talk will describe how ideas from random matrix theory can be leveraged to effectively, accurately, and reliably solve important problems that arise in data analytics and large scale matrix computations. We will focus in particular on accelerated techniques for computing low rank approximations to matrices. These techniques rely on randomised embeddings that reduce the effective dimensionality of intermediate steps in the computation. The resulting algorithms are particularly well suited for processing very large data sets.

The algorithms described are supported by rigorous analysis that depends on probabilistic bounds on the singular values of rectangular Gaussian matrices. The talk will briefly review some representative results.

Note: There is a related talk in the Computational Mathematics and Applications seminar on Thursday Feb 27, at 14:00 in L4. There, the ideas introduced in this talk will be extended to the problem of solving large systems of linear equations.

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