Quantum Yang-Mills theory is an important part of the Standard model built by physicists to describe elementary particles and their interactions. One approach to the mathematical substance of this theory consists in constructing a probability measure on an infinite-dimensional space of connections on a principal bundle over space-time. However, in the physically realistic 4-dimensional situation, the construction of this measure is still an open mathematical problem. The subject of this talk will be the physically less realistic 2-dimensional situation, in which the construction of the measure is possible, and fairly well understood.

In probabilistic terms, the 2-dimensional Yang-Mills measure is the distribution of a stochastic process with values in a compact Lie group (for example the unitary group U(N)) indexed by the set of continuous closed curves with finite length on a compact surface (for example a disk, a sphere or a torus) on which one can measure areas. It can be seen as a Brownian motion (or a Brownian bridge) on the chosen compact Lie group indexed by closed curves, the role of time being played in a sense by area.

In this talk, I will describe the physical context in which the Yang-Mills measure is constructed, and describe it without assuming any prior familiarity with the subject. I will then present a set of results obtained in the last few years by Antoine Dahlqvist, Bruce Driver, Franck Gabriel, Brian Hall, Todd Kemp, James Norris and myself concerning the limit as N tends to infinity of the Yang-Mills measure constructed with the unitary group U(N). 

 

We address the problem of pricing and hedging general exotic derivatives. We study this problem in the scenario when one has access to limited price data of other exotic derivatives. In this presentation I explore a nonparametric approach to pricing exotic payoffs using market prices of other exotic derivatives using signatures.

Abstract: Consider a gaussian field f on R^2 and a level l. One can define a random coloring of the plane by coloring a point x in black if f(x)>-l and in white otherwise. The topology of this coloring is interesting in many respects. One can study the "small scale" topology by counting connected components with fixed topology, or study the "large scale" topology by considering black crossings of large rectangles. I will present results involving these quantities.

In this talk, we consider solving nonlinear systems of equations and the unconstrained minimization problem using Newton’s method methods from the Halley class. The methods in this class have in general local and third order rate of convergence while Newton’s method has quadratic convergence. In the unconstrained optimization case, the Halley methods will require the second and third derivative. Third-order methods will, in most cases, use fewer iterations than a second-order method to reach the same accuracy. However, the number of arithmetic operations per iteration is higher for third-order methods than for a second-order method. We will demonstrate that for a large class of problems, the ratio of the number of arithmetic operations of Halley’s method and Newton’s method is constant per iteration (independent of the number of unknowns).

We say that the sparsity pattern of the third derivative (or tensor) is induced by the sparsity pattern of the Hessian matrix. We will discuss some datastructures for matrices where the indices of nonzero elements of the tensor can be computed. Historical notes will be merged into the talk.

The 23rd Annual Meeting of the SIAM UKIE Section will take place on Friday 11th January 2019 at the Mathematical Institute at the University of Oxford.

The meeting will feature five invited speakers covering a broad range of industrial and applied mathematics: 

- Lisa Fauci, Tulane University, Incoming SIAM President
- Des Higham, Strathclyde University 
- Carola-Bibiane Schoenlieb (IMA sponsored speaker), University of Cambridge 
- Kirk Soodhalter, Trinity College Dublin 
- Konstantinos Zygalakis, University of Edinburgh 

There will also be a poster session, open to PhD students and postdocs. Travel support will be available for PhD students with an accepted poster presentation, and Best Poster prizes will be awarded. 

All talks will take place in room L3 in the Andrew Wiles Building (Mathematical Institute, University of Oxford). 

Programme 
09:30 - 10:00 Registration, tea/coffee 
10:00 - 10:15 Welcome 
10:15 - 11:00 Des Higham: Our Friends are Cooler than Us 
11:00 - 11:45 Lisa Fauci: Complex dynamics of fibers in flow at the microscale 
11:45 - 12:15 Poster Blitz 
12:15 - 13:30 Lunch and Poster session 
13:30 - 14:00 SIAM UKIE Business Meeting, open to all 
14:00 - 14:45 Kirk Soodhalter: Augmented Arnoldi-Tikhonov Methods for Ill-posed Problems 
14:45 - 15:30 Konstantinos Zygalakis: Explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems 
15:30 - 16:00 Tea/coffee 
16:00 - 16:45 Carola-Bibiane Schoenlieb (IMA sponsored speaker): Variational models and partial differential equations for mathematical imaging 
16:45 - 17:00 Poster prize announcement

The well known (and notoriously hard) P vs NP problem asks whether every Boolean function with polynomial-size proofs is also computable in
polynomial time.

The standard approach to the P vs NP problem is via circuit complexity. For progressively richer classes of Boolean circuits (networks of AND, OR and NOT
logic gates), one wishes to show super-polynomial lower bounds on the sizes of circuits (as a function of the size of the input) computing some Boolean
function known to be in NP, such as the Satisfiability problem.

However, there is a more logic-oriented approach initiated by Cook and Reckhow, going through proof complexity rather than circuit complexity. For
progressively richer proof systems, one wishes to show super-polynomial lower bounds on the sizes of proofs (as a function of the size of the tautology) of
some sequence of propositional tautologies.

I will give a brief overview on known results along these two directions, and on their limitations. Somewhat surprisingly, similar techniques have been found
to be useful for these seemingly different approaches. I will say something about known connections between the approaches, and pose the question of
whether there are deeper connections.

Finally, I will discuss how the perspective of proof complexity can be used to formalize the difficulty of proving lower bounds on the sizes of computations
(or of proofs).

 

Energy transfers from small-scale turbulence and waves to large-scale flows are ubiquituous in oceans, atmospheres, planetary cores and stars.

Therefore, turbulence and waves have a direct effect on the large-scale organization of geophysical and astrophysical fluids and can affect their long-term dynamics.

In this talk I will discuss recent direct numerical simulation (DNS) results of two upscale energy transfer mechanisms that emerge from the dynamics of a fluid that is self-organized in a turbulent layer next to a stably-stratified one. This self-organization in an adjacent "two-layer" turbulent-stratified system is ubiquituous in nature and is representative of e.g. Earth's troposphere-stratosphere system, the oceans' surface mixed layer-thermocline system, and stars' convective-radiative interiors. The first set of DNS results will demonstrate how turbulent motions can generate internal waves, which then force a slowly-reversing large-scale flow, akin to Earth's Quasi-Biennial Oscillation (QBO). The second set of DNS results will show how the stratified layer regulates the emergence of large-scale vortices (LSV) in the turbulent layer under rapid rotation in the regime known as geostrophic turbulence. I will demonstrate why it is important to resolve both the turbulence and the waves, as otherwise the natural variability of the QBO is lost and LSV cannot form. I will discuss future works and highlight how the results may guide the implementation of upscale energy transfers in global earth system models.

Partially molten materials resist shearing and compaction. This resistance

is described by a fourth-rank effective viscosity tensor. When the tensor

is isotropic, two scalars determine the resistance: an effective shear and

an effective bulk viscosity. In this seminar, calculations are presented of

the effective viscosity tensor during diffusion creep for a 3D tessellation of

tetrakaidecahedrons (truncated octahedrons). The geometry of the melt is

determined by assuming textural equilibrium.  Two parameters

control the effect of melt on the viscosity tensor: the porosity and the

dihedral angle. Calculations for both Nabarro-Herring (volume diffusion)

and Coble (surface diffusion) creep are presented. For Nabarro-Herring

creep the bulk viscosity becomes singular as the porosity vanishes. This

singularity is logarithmic, a weaker singularity than typically assumed in

geodynamic models. The presence of a small amount of melt (0.1% porosity)

causes the effective shear viscosity to approximately halve. For Coble creep,

previous modelling work has argued that a very small amount of melt may

lead to a substantial, factor of 5, drop in the shear viscosity. Here, a

much smaller, factor of 1.4, drop is obtained.

Ice streams are fast flowing regions of ice that generally slide over a layer of unconsolidated, water-saturated subglacial sediment known as till.  A striking feature that has been observed geophysically is that subglacial till has been found to accumulate distinctively into sedimentary wedges at the grounding zones (regions where ice sheets begin to detach from the bedrock to form freely floating ice shelves) of both past and present-day ice sheets. These grounding-zone wedges have important implications for ice-sheet stability against grounding zone retreat in response to rising sea levels, and their origins have remained a long-standing question. Using a combination of mathematical modelling, a series of laboratory experiments, field data and numerical simulations, we develop a fluid-mechanical model that explains the mechanism of the formation of these sedimentary wedges in terms of the loading and unloading of deformable till in three dynamical regimes. We also undertake a series of analogue laboratory experiments, which reveal that a similar wedge of underlying fluid accumulates spontaneously in experimental grounding zones, we formulate local conditions relating wedge slopes in each of the scenarios and compare them to available geophysical radargram data at the well lubricated, fast-flowing Whillans Ice Stream.