Mon, 15 Oct 2018

16:00 - 17:00
L4

Nonlinear aggregation-diffusion equations in the diffusion-dominated and fair competitions regimes

Jose A. Carrillo
(Imperial College)
Abstract

We analyse under which conditions equilibration between two competing effects, repulsion modelled by nonlinear diffusion and attraction modelled by nonlocal interaction, occurs. I will discuss several regimes that appear in aggregation diffusion problems with homogeneous kernels. I will first concentrate in the fair competition case distinguishing among porous medium like cases and fast diffusion like ones. I will discuss the main qualitative properties in terms of stationary states and minimizers of the free energies. In particular, all the porous medium cases are critical while the fast diffusion are not. In the second part, I will discuss the diffusion dominated case in which this balance leads to continuous compactly supported radially decreasing equilibrium configurations for all masses. All stationary states with suitable regularity are shown to be radially symmetric by means of continuous Steiner symmetrisation techniques. Calculus of variations tools allow us to show the existence of global minimizers among these equilibria. Finally, in the particular case of Newtonian interaction in two dimensions they lead to uniqueness of equilibria for any given mass up to translation and to the convergence of solutions of the associated nonlinear aggregation-diffusion equations towards this unique equilibrium profile up to translations as time tends to infinity. This talk is based on works in collaboration with S. Hittmeir, B. Volzone and Y. Yao and with V. Calvez and F. Hoffmann.

Tue, 22 May 2018

14:30 - 15:00
L5

Proximal methods for Mean Field Games with local couplings

Dr Dante Kalise
(Imperial College)
Abstract

In this talk we address the numerical approximation of Mean Field Games with local couplings. For finite difference discretizations of the Mean Field Game system, we follow a variational approach, proving that the schemes can be obtained as the optimality system of suitably defined optimization problems. In order to prove the existence of solutions of the scheme with a variational argument, the monotonicity of the coupling term is not used, which allow us to recover general existence results. Next, assuming next that the coupling term is monotone, the variational problem is cast as a convex optimization problem for which we study and compare several proximal type methods. These algorithms have several interesting features, such as global convergence and stability with respect to the viscosity parameter. We conclude by presenting numerical experiments assessing the performance of the proposed methods. In collaboration with L. Briceno-Arias (Valparaiso, CL) and F. J. Silva (Limoges, FR).

Tue, 13 Feb 2018

14:00 - 14:30
L5

Cubic Regularization Method Revisited: Quadratic Convergence to Degenerate Solutions and Applications to Phase Retrieval and Low-rank Matrix Recovery

Man-Chung Yue
(Imperial College)
Abstract

In this talk, we revisit the cubic regularization (CR) method for solving smooth non-convex optimization problems and study its local convergence behaviour. In their seminal paper, Nesterov and Polyak showed that the sequence of iterates of the CR method converges quadratically a local minimum under a non-degeneracy assumption, which implies that the local minimum is isolated. However, many optimization problems from applications such as phase retrieval and low-rank matrix recovery have non-isolated local minima. In the absence of the non-degeneracy assumption, the result was downgraded to the superlinear convergence of function values. In particular, they showed that the sequence of function values enjoys a superlinear convergence of order 4/3 (resp. 3/2) if the function is gradient dominated (resp. star-convex and globally non-degenerate). To remedy the situation, we propose a unified local error bound (EB) condition and show that the sequence of iterates of the CR method converges quadratically a local minimum under the EB condition. Furthermore, we prove that the EB condition holds if the function is gradient dominated or if it is star-convex and globally non-degenerate, thus improving the results of Nesterov and Polyak in three aspects: weaker assumption, faster rate and iterate instead of function value convergence. Finally, we apply our results to two concrete non-convex optimization problems that arise from phase retrieval and low-rank matrix recovery. For both problems, we prove that with overwhelming probability, the local EB condition is satisfied and the CR method converges quadratically to a global optimizer. We also present some numerical results on these two problems.

Thu, 01 Feb 2018

14:00 - 15:00
L4

Optimisation for Gradient Boosted Trees with Risk Control

Ruth Misener
(Imperial College)
Abstract


Decision trees usefully represent the sparse, high dimensional and noisy nature of chemical data from experiments. Having learned a function from this data, we may want to thereafter optimise the function, e.g. for picking the best catalyst for a chemical process. This work studies a mixed-integer non-linear optimisation problem involving: (i) gradient boosted trees modelling catalyst behaviour, (ii) penalty functions mitigating risk, and (iii) penalties enforcing chemical composition constraints. We develop several heuristic methods to find feasible solutions, and an exact, branch and bound algorithm that leverages structural properties of the gradient boost trees and penalty functions. We computationally test our methods on an industrial instance from BASF.
This work was completed in collaboration with Mr Miten Mistry and Dr Dimitris Letsios at Imperial College London and Dr Robert Lee and Dr Gerhard Krennrich from BASF.
 

Tue, 14 Nov 2017

12:00 - 13:15
L4

Space-time conformal field theories from the Riemann sphere

Tim Adamo
(Imperial College)
Abstract

We consider two-dimensional chiral, first-order conformal field theories governing maps from the Riemann sphere to the projective light cone inside Minkowski space -- the natural setting for describing conformal field theories in two fewer dimensions. These theories have a SL(2) algebra of local bosonic constraints which can be supplemented by additional fermionic constraints depending on the matter content of the theory. By computing the BRST charge associated with gauge fixing these constraints, we find anomalies which vanish for specific target space dimensions. These critical dimensions coincide precisely with those for which (biadjoint) cubic scalar theory, gauge theory and gravity are classically conformally invariant. Furthermore, the BRST cohomology of each theory contains vertex operators for the full conformal multiplets of single field insertions in each of these space-time CFTs. We give a prescription for the computation of three-point functions, and compare our formalism with the scattering equations approach to on-shell amplitudes.

Tue, 31 Oct 2017

14:30 - 15:00
L5

Error bounds for monotone schemes for parabolic Hamilton-Jacobi-Bellman equations in bounded domains

Athena Picarelli
(Imperial College)
Abstract

We provide the rate of convergence of general monotone numerical schemes for parabolic Hamilton-Jacobi-Bellman equations in bounded domains with Dirichlet boundary conditions. The so-called "shaking coefficients" technique introduced by Krylov is used. This technique is based on a perturbation of the dynamics followed by a regularization step by convolution. When restricting the equation to a domain, the perturbed problem may not satisfy such a restriction, so that a special treatment near the boundary is necessary. 

Tue, 07 Nov 2017

15:45 - 16:45
L4

Jumps and motivic invariants of semiabelian Jacobians

Otto Overkamp
(Imperial College)
Abstract

We investigate Néron models of Jacobians of singular curves over strictly Henselian discretely valued fields, and their behaviour under tame base change. For a semiabelian variety, this behaviour is governed by a finite sequence of (a priori) real numbers between 0 and 1, called "jumps". The jumps are conjectured to be rational, which is known in some cases. The purpose of this paper is to prove this conjecture in the case where the semiabelian variety is the Jacobian of a geometrically integral curve with a push-out singularity. Along the way, we prove the conjecture for algebraic tori which are induced along finite separable extensions, and generalize Raynaud's description of the identity component of the Néron model of the Jacobian of a smooth curve (in terms of the Picard functor of a proper, flat, and regular model) to our situation. The main technical result of this paper is that the exact sequence which decomposes the Jacobian of one of our singular curves into its toric and Abelian parts extends to an exact sequence of Néron models. Previously, only split semiabelian varieties were known to have this property.

Mon, 27 Nov 2017
15:45
L6

SU(2)-cyclic surgeries and the pillowcase

Steven Sivek
(Imperial College)
Abstract

The cyclic surgery theorem of Culler, Gordon, Luecke, and Shalen implies that any knot in S^3 other than a torus knot has at most two nontrivial cyclic surgeries. In this talk, we investigate the weaker notion of SU(2)-cyclic surgeries on a knot, meaning surgeries whose fundamental groups only admit SU(2) representations with cyclic image. By studying the image of the SU(2) character variety of a knot in the “pillowcase”, we will show that if it has infinitely many SU(2)-cyclic surgeries, then the corresponding slopes (viewed as a subset of RP^1) have a unique limit point, which is a finite, rational number, and that this limit is a boundary slope for the knot. As a corollary, it follows that for any nontrivial knot, the set of SU(2)-cyclic surgery slopes is bounded. This is joint work with Raphael Zentner.

Thu, 12 Oct 2017
12:00
L4

A new flocking model through body attitude coordination

Sara Merino Aceituno
(Imperial College)
Abstract

We present a new model for multi-agent dynamics where each agent is described by its position and body attitude: agents travel at a constant speed in a given direction and their body can rotate around it adopting different configurations. Agents try to coordinate their body attitudes with the ones of their neighbours. This model is inspired by the Vicsek model. The goal of this talk will be to present this new flocking model, its relevance and the derivation of the macroscopic equations from the particle dynamics.

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