Mon, 02 Mar 2020

14:15 - 15:15
L4

Cohomogeneity one families in Spin(7)-geometry

Fabian Lehmann
(UCL)
Abstract

An 8-dimensional Riemannian manifold with holonomy group contained in Spin(7) is Ricci-flat, but not Kahler. The condition that the holonomy reduces to Spin(7) is equivalent to a complicated system of non-linear PDEs. In the non-compact setting, symmetries can be used to reduce this complexity. In the case of cohomogeneity one manifolds, i.e. where a generic orbit has codimension one, the non-linear PDE system
reduces to a nonlinear ODE system. I will discuss recent progress in the construction of 1-parameter families of complete cohomogeneity one Spin(7) holonomy metrics. All examples are asymptotically conical (AC) or asymptotically locally conical (ALC).

 

Networks provide powerful tools and methods to understand inter-connected systems. What is the most central element in a system? How does its structure affect a linear or non-linear dynamical system, for instance synchronisation? Is it possible to find groups of elements that play the same role or are densely connected with each other? These are the types of questions that can be answered within the realm of network science. For standard algorithms to be used, however, it is usually expected that the underlying network structure is known.

A limit order book model for latency arbitrage
Szpruch, L Mathematics and Financial Economics 1-17 (21 Oct 2011)

In 2018, the World Health Organization added “Disease X” to its list of priority diseases, alongside diseases like Ebola virus disease and SARS. Disease X is representative of infectious agents that are not currently known to cause cases in humans. In other words, it denotes the possibility of an epidemic of a disease that we have never seen before.

Mon, 09 Mar 2020

14:15 - 15:15
L3

Hydrodynamic limit for a facilitated exclusion process

MARIELLE SIMON
(INRIA LILLE)
Abstract


During this talk we will be interested in a one-dimensional exclusion process subject to strong kinetic constraints, which belongs to the class of cooperative kinetically constrained lattice gases. More precisely, its stochastic short range interaction exhibits a continuous phase transition to an absorbing state at a critical value of the particle density. We will see that the macroscopic behavior of this microscopic dynamics, under periodic boundary conditions and diffusive time scaling, is ruled by a non-linear PDE belonging to free boundary problems (or Stefan problems). One of the ingredients is to show that the system typically reaches an ergodic component in subdiffusive time.

Based on joint works with O. Blondel, C. Erignoux and M. Sasada

Mon, 09 Mar 2020

15:45 - 16:45
L3

Infinite limit of (fully connected) neural networks: Gaussian processes and kernel methods.

FRANCK GABRIEL
(École Polytechnique Fédérale de Lausanne (EPFL))
Abstract

In practice, it is standard to initialize Artificial Neural Networks (ANN) with random parameters. We will see that this allows to describe, in the functional space, the limit of the evolution of (fully connected) ANN when their width tends towards infinity. Within this limit, an ANN is initially a Gaussian process and follows, during learning, a gradient descent convoluted by a kernel called the Neural Tangent Kernel. 

This description allows a better understanding of the convergence properties of neural networks, of how they generalize to examples during learning and has 

practical implications on the training of wide ANNs. 

Tue, 11 Feb 2020

15:30 - 16:30
L6

Unitary, Symplectic, and Orthogonal Moments of Moments

Emma Bailey
Abstract

The study of random matrix moments of moments has connections to number theory, combinatorics, and log-correlated fields. Our results give the leading order of these functions for integer moment parameters by exploiting connections with Gelfand-Tsetlin patterns and counts of lattice points in convex sets. This is joint work with Jon Keating and Theo Assiotis.

Tue, 10 Mar 2020
14:15
L4

An uncountable Mittag-Leffler condition with applications to p-adic locally convex vector spaces

Andrea Pulita
(Universite Grenoble-Alpes)
Abstract

Mittag-Leffler condition ensures the exactness of the inverse limit of short exact sequences indexed on a partially ordered set admitting a countable cofinal subset. We extend Mittag-Leffler condition by relatively relaxing the countability assumption. As an application we prove an exactness result about the completion functor in the category of ultrametric locally convex vector spaces, and in particular we prove that a strict morphism between these spaces has closed image if its kernel is Fréchet.

Mon, 17 Feb 2020

14:15 - 15:15
L3

New Results on Continuously Expanding a Filtration

PHILIP PROTTER
(Columbia University)
Abstract

We "review" how one can expand a filtration by continuously adding a stochastic process. The new results (obtained with Léo Neufcourt) relate to the seimartingale decompositions after the expansion. We give some possible applications. 

Fri, 31 Jan 2020

12:00 - 13:00
L4

Geometric methods on low-rank matrix and tensor manifolds

Bart Vandereycken
(Université de Genève)
Abstract

I will present numerical methods for low-rank matrix and tensor problems that explicitly make use of the geometry of rank constrained matrix and tensor spaces. We focus on two types of problems: The first are optimization problems, like matrix and tensor completion, solving linear systems and eigenvalue problems. Such problems can be solved by numerical optimization for manifolds, called Riemannian optimization methods. We will explain the basic elements of differential geometry in order to apply such methods efficiently to rank constrained matrix and tensor spaces. The second type of problem is ordinary differential equations, defined on matrix and tensor spaces. We show how their solution can be approximated by the dynamical low-rank principle, and discuss several numerical integrators that rely in an essential way on geometric properties that are characteristic to sets of low rank matrices and tensors. Based on joint work with André Uschmajew (MPI MiS Leipzig).

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