Tue, 27 Feb 2024
15:00
L6

Sublinear rigidity of lattices in semisimple Lie groups

Ido Grayevsky
Abstract

I will talk about the coarse geometry of lattices in real semisimple Lie groups. One great result from the 1990s is the quasi-isometric rigidity of these lattices: any group that is quasi-isometric to such a lattice must be, up to some minor adjustments, isomorphic to lattice in the same Lie group. I present a partial generalization of this result to the setting of Sublinear Bilipschitz Equivalences (SBE): these are maps that generalize quasi-isometries in some 'sublinear' fashion.

Thu, 28 Sep 2023
17:30
Lecture Theatre 1

Patterns in Science and Art -  Liliane Lijn, Marcus du Sautoy and Fatos Ustek with Conrad Shawcross

 Liliane Lijn, Marcus du Sautoy and Fatos Ustek with Conrad Shawcross
Further Information

The search for and creation of patterns is intrinsic to both science and art. But so is the desire to understand how and why those patterns break down and to uncover the implications for the scientist and the artist.

Artist Liliane Lijn, curator Fatos Ustek and mathematician Marcus du Sautoy will share their experience and understanding of pattern and where it has taken them in their scientific and artistic careers. Conrad Shawcross will chair the discussion and provide his own unique perspective as represented by his 'Cascading Principles' Exhibition.

Liliane Lijn is an American-born artist who has exhibited at the Venice Biennale, and was recently short listed for her design for the Fourth Plinth in Trafalgar Square. Marcus Sautoy is a mathematician and Professor for the Public Understanding of Science in Oxford. Fatos Ustek is curator of the 'Cascading Principles' exhibition and curator of the sculpture park at Frieze London. Conrad Shawcross is an artist specialising in mechanical sculptures based on philosophical and scientific ideas.

Please email @email to register.

Thu, 02 Nov 2023
16:00
Lecture Room 4, Mathematical Institute

An offline learning approach to propagator models

Dr Yufei Zhang
(Department of Mathematics, Imperial College London)
Abstract

We consider an offline learning problem for an agent who first estimates an unknown price impact kernel from a static dataset, and then designs strategies to liquidate a risky asset while creating transient price impact. We propose a novel approach for a nonparametric estimation of the propagator from a dataset containing correlated price trajectories, trading signals and metaorders. We quantify the accuracy of the estimated propagator using a metric which depends explicitly on the dataset. We show that a trader who tries to minimise her execution costs by using a greedy strategy purely based on the estimated propagator will encounter suboptimality due to spurious correlation between the trading strategy and the estimator. By adopting an offline reinforcement learning approach, we introduce a pessimistic loss functional taking the uncertainty of the estimated propagator into account, with an optimiser which eliminates the spurious correlation, and derive an asymptotically optimal bound on the execution costs even without precise information on the true propagator. Numerical experiments are included to demonstrate the effectiveness of the proposed propagator estimator and the pessimistic trading strategy.

Mon, 30 Oct 2023

16:30 - 17:30
L3

Elasto-plasticity driven by dislocation movement

Filip Rindler
(University of Warwick)
Abstract

This talk presents some recent progress for models coupling large-strain, geometrically nonlinear elasto-plasticity with the movement of dislocations. In particular, a new geometric language is introduced that yields a natural mathematical framework for dislocation evolutions. In this approach, the fundamental notion is that of 2-dimensional "slip trajectories" in space-time (realized as integral 2-currents), and the dislocations at a given time are recovered via slicing. This modelling approach allows one to prove the existence of solutions to an evolutionary system describing a crystal undergoing large-strain elasto-plastic deformations, where the plastic part of the deformation is driven directly by the movement of dislocations. This is joint work with T. Hudson (Warwick).

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