Popular music has often borrowed from its classical colleagues, and even from poetry, but often with mixed success. But in this 1939 song by Hoagy Carmichael all falls in to place. The main melodic theme is based on the Fantaisie-Impromptu in C sharp minor by Frédéric Chopin and the lyrics are based on a poem by Jane Brown Thompson. There are many versions. In this one by the Lew Stone Band, vocals are by British crooner Sam Browne.

Thu, 02 Jun 2022

16:00 - 17:00
L5

A Fourier transform for unipotent representations of p-adic groups

Beth Romano
(King's College London)
Abstract

Representations of finite reductive groups have a rich, well-understood structure, first explored by Deligne--Lusztig. In joint work with Anne-Marie Aubert and Dan Ciubotaru, we show a way to lift some of this structure to representations of p-adic groups. In particular, we consider the relation between Lusztig's nonabelian Fourier transform and a certain involution we define on the level of p-adic groups. This talk will be an introduction to these ideas with a focus on examples.

Thu, 26 May 2022

16:00 - 17:00
L5

Arithmetic statistics via graded Lie algebras

Jef Laga
(University of Cambridge)
Abstract

I will explain how various results in arithmetic statistics by Bhargava, Gross, Shankar and others on 2-Selmer groups of Jacobians of (hyper)elliptic curves can be organised and reproved using the theory of graded Lie algebras, following earlier work of Thorne. This gives a uniform proof of these results and yields new theorems for certain families of non-hyperelliptic curves. I will also mention some applications to rational points on certain families of curves.

A derivative-free optimisation method for global ocean biogeochemical models
Oliver, S Cartis, C Kriest, I Tett, S Khatiwala, S Geoscientific Model Development volume 15 issue 9 3537-3554 (05 May 2022)
An Optimal Mass Transport Method for Random Genetic Drift
Carrillo, J Chen, L Wang, Q SIAM Journal on Numerical Analysis volume 60 issue 3 940-969 (5 May 2022)
Fri, 03 Jun 2022

12:00 - 13:00
L5

Entanglement Measures in Quantum Field Theory: An Approach Based on Symmetry Fields

Dr Olalla Castro Alvaredo
(City University London)
Abstract

In this talk I will review some of the key ideas behind the study of entanglement measures in 1+1D quantum field theories employing the so-called branch point twist field approach. This method is based on the existence of a one-to-one correspondence between different entanglement measures and different multi-point functions of a particular type of symmetry field. It is then possible to employ standard methods for the evaluation of correlation functions to understand properties of entanglement in bipartite systems. Time permitting, I will then present a recent application of this approach to the study of a new entanglement measure: the symmetry resolved entanglement entropy.

Thu, 09 Jun 2022

14:00 - 15:00
Virtual

Maximizing the Spread of Symmetric Non-Negative Matrices

John Urschel
(Institute for Advanced Study)
Abstract

The spread of a matrix is defined as the diameter of its spectrum. In this talk, we consider the problem of maximizing the spread of a symmetric non-negative matrix with bounded entries and discuss a number of recent results. This optimization problem is closely related to a pair of conjectures in spectral graph theory made by Gregory, Kirkland, and Hershkowitz in 2001, which were recently resolved by Breen, Riasanovsky, Tait, and Urschel. This talk will give a light overview of the approach used in this work, with a strong focus on ideas, many of which can be abstracted to more general matrix optimization problems.

Thu, 19 May 2022

16:00 - 17:00
L5

Correlations of almost primes

Natalie Evans
(King's College London)
Abstract

The Hardy-Littlewood generalised twin prime conjecture states an asymptotic formula for the number of primes $p\le X$ such that $p+h$ is prime for any non-zero even integer $h$. While this conjecture remains wide open, Matom\"{a}ki, Radziwi{\l}{\l} and Tao proved that it holds on average over $h$, improving on a previous result of Mikawa. In this talk we will discuss an almost prime analogue of the Hardy-Littlewood conjecture for which we can go beyond what is known for primes. We will describe some recent work in which we prove an asymptotic formula for the number of almost primes $n=p_1p_2 \le X$ such that $n+h$ has exactly two prime factors which holds for a very short average over $h$.

Thu, 19 May 2022

16:00 - 17:00

Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

WEI XIONG
Abstract

The possibility of `tacit collusion', in which interactions across market-making algorithms lead to an outcome similar to collusion among market makers, has increasingly received regulatory scrutiny. 
    We model the interaction of market makers in a dealer market as a stochastic differential game of intensity control with partial information and study the resulting dynamics of bid-ask spreads. Competition among dealers is modeled as a Nash equilibrium, which we characterise in terms of a system of coupled Hamilton-Jacobi-Bellman (HJB) equations, while Pareto optima correspond to collusion. 
    Using a decentralized multi-agent deep reinforcement learning algorithm to model how competing market makers learn to adjust their quotes, we show how the interaction of market-making algorithms may lead to tacit collusion with spread levels strictly above the competitive equilibrium level, without any explicit sharing of information.
 

Thu, 03 Nov 2022

12:00 - 13:00
L1

Wave scattering by fractals

Prof. David Hewett
(University College London)
Further Information

Dave Hewett is Associate Professor in Mathematics at University College London (UCL), and an OCIAM Visiting Fellow. His research interests centre on the applied, numerical and asymptotic analysis of wave scattering problems, including high frequency scattering and scattering by non-smooth (e.g. fractal) obstacles.

Abstract

The applied, numerical and asymptotic analysis of acoustic, electromagnetic and elastic scattering by smooth scatterers (e.g. a cylinder or a sphere) is a classical topic in applied mathematics. However, many real-world applications involve highly non-smooth scatterers with geometric structure on multiple length scales. Examples include acoustic scattering by trees and other vegetation in the modelling of urban noise propagation, electromagnetic scattering by snowflakes and ice crystal aggregates in climate modelling and weather prediction, and elastic scattering by cracks and other interfaces in seismic imaging and hydrocarbon exploration. In such situations it may be more appropriate to model the scatterer not by a smooth surface but by a fractal, a geometric object with self-similarity properties and detail on every length scale. Well-known examples include the Cantor set, Sierpinski triangle and the Koch snowflake. In this talk I will give an overview of our recent research into acoustic scattering by such fractal structures. So far our work has focussed on establishing well-posedness of the scattering problem and integral equation reformulations of it, and developing and analysing numerical methods for obtaining approximate solutions. However, there remain interesting open questions about the high frequency (short wavelength) asymptotic behaviour of solutions, and whether the self-similarity of the scatterer can be exploited to derive more efficient approximation techniques.

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