Princeton

It is a basic fact of convexity that the volume of convex bodies is a polynomial, whose coefficients contain many familiar geometric parameters as special cases. A fundamental result of convex geometry, the Alexandrov-Fenchel inequality, states that these coefficients are log-concave. This proves to have striking connections with other areas of mathematics: for example, the appearance of log-concave sequences in many combinatorial problems may be understood as a consequence of the Alexandrov-Fenchel inequality and its algebraic analogues.

There is a long-standing problem surrounding the Alexandrov-Fenchel inequality that has remained open since the original works of Minkowski (1903) and Alexandrov (1937): in what cases is equality attained? In convexity, this question corresponds to the solution of certain unusual isoperimetric problems, whose extremal bodies turn out to be numerous and strikingly bizarre. In combinatorics, an answer to this question would provide nontrivial information on the type of log-concave sequences that can arise in combinatorial applications. In recent work with Y. Shenfeld, we succeeded to settle the equality cases completely in the setting of convex polytopes. I will aim to describe this result, and to illustrate its potential combinatorial implications through a question of Stanley on the combinatorics of partially ordered sets.

Let $X$ and $Y$ be two $n$-vertex graphs. Identify the vertices of $Y$ with $n$ people, any two of whom are either friends or strangers (according to the edges and non-edges in $Y$), and imagine that these people are standing one at each vertex of $X$. At each point in time, two friends standing at adjacent vertices of $X$ may swap places, but two strangers may not. The friends-and-strangers graph $FS(X,Y)$ has as its vertex set the collection of all configurations of people standing on the vertices of $X$, where two configurations are adjacent when they are related via a single friendly swap. This provides a common generalization for the famous 15-puzzle, transposition Cayley graphs of symmetric groups, and early work of Wilson and of Stanley.
I will describe several recent results and open problems addressing the extremal and typical aspects of the notion, focusing on the result that the threshold probability for connectedness of $FS(X,Y)$ for two independent binomial random graphs $X$ and $Y$ in $G(n,p)$ is $p=p(n)=n-1/2+o(1)$.
Joint work with Colin Defant and Noah Kravitz.

 We generalize the recent holographic correspondence between an ensemble average of free bosons in two dimensions, and a Chern-Simons-like theory of gravity in three dimensions, by Afkhami-Jeddi et al and Maloney and Witten. We find that the correspondence also works for toroidal orbifolds, but we run into difficulties generalizing to K3 and Calabi-Yau sigma models. For the case of toroidal orbifolds, we extend the holographic correspondence to averages of correlation functions of twist operators by using properties of rational tangles in three-dimensional balls and their covering spaces. Based on work to appear with C. Keller, H. Ooguri, and I. Zadeh. 

There are many examples of thin-film flows in fluid dynamics, and in many cases similarity solutions are possible. In the typical, well-known case the thin-film shape is described by a nonlinear partial differential equation in two independent variables (say x and t), which upon recognition of a similarity variable, reduces the problem to a nonlinear ODE. In this talk I describe work we have done on 1) Marangoni-driven spreading on pre-wetted films, where the thickness of the pre-wetted film affects the dynamics, and 2) the drainage of a film on a vertical substrate of finite width. In the latter case we find experimentally a structure to the film shape near the edge, which is a function of time and two space variables. Analysis of the corresponding thin-film equation shows that there is a similarity solution, collapsing three independent variables to one similarity variable, so that the PDE becomes an ODE. The solution is in excellent agreement with the experimental measurements.

Abstract: We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal controls. An important challenge in learning this mapping is that in intraday trading, trader's actions influence price dynamics in closed loop via the market impact. The exploration--exploitation tradeoff generated by the efficient execution is addressed by tuning the trader's preferences to ensure long enough trajectories are produced during the learning phase. The issue of scarcity of financial data is solved by transfer learning: the neural network is first trained on trajectories generated thanks to a Monte-Carlo scheme, leading to a good initialization before training on historical trajectories. Moreover, to answer to genuine requests of financial regulators on the explainability of machine learning generated controls, we project the obtained ``blackbox controls'' on the space usually spanned by the closed-form solution of the stylized optimal trading problem, leading to a transparent structure. For more realistic loss functions that have no closed-form solution, we show that the average distance between the generated controls and their explainable version remains small. This opens the door to the acceptance of ML-generated controls by financial regulators.
 

Ideas from physics have predicted a number of important properties of random constraint satisfaction problems such as the satisfiability threshold and the free energy (the exponential growth rate of the number of solutions). Another prediction is the condensation regime where most of the solutions are contained in a small number of clusters and the overlap of two random solutions is concentrated on two points. We establish this phenomena in the random regular NAESAT model. Joint work with Danny Nam and Youngtak Sohn.