Mon, 18 Jan 2021
14:00
Virtual

Ensemble averaging torus orbifolds

Nathan Benjamin
(Princeton)
Abstract

 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. 

Thu, 22 Oct 2020

16:00 - 17:00
Virtual

Thin Film Flows on a Substrate of Finite Width: A Novel Similarity Solution

Howard Stone
(Princeton)
Further Information

We return this term to our usual flagship seminars given by notable scientists on topics that are relevant to Industrial and Applied Mathematics. 

 

Abstract

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.

Thu, 18 Jun 2020

16:00 - 17:00

Deep Neural Networks for Optimal Execution

LAURA LEAL
(Princeton)
Abstract


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.
 

Tue, 09 Jun 2020
16:30
Virtual

Replica Symmetry Breaking for Random Regular NAESAT

Allan Sly
(Princeton)
Further Information

Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.

Abstract

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.

Fri, 25 Oct 2019

16:00 - 17:00
L1

The Four Dimensional Light Bulb Theorem

David Gabai
(Princeton)
Further Information

The Oxford Mathematics Colloquia are generously sponsored by Oxford University Press.

 

Abstract

We discuss a recent generalization of the classical 3-dimensional light bulb theorem to 4-dimensions. We connect this with fundamental questions about knotting of surfaces in 4-dimensional manifolds as well as new directions regarding knotting of 3-balls in 4-manifolds.

 

 

Mon, 01 Apr 2019

17:00 - 18:00
L5

Remarks on Euler equations

Peter Constantin
(Princeton)
Further Information


 

Abstract

I'll talk about smooth solutions of Euler equations with compactly supported velocities, and applications to other equations.

Mon, 04 Mar 2019
14:15
L4

Structural results in wrapped Floer theory

John Pardon
(Princeton)
Abstract

I will discuss results relating different partially wrapped Fukaya categories.  These include a K\"unneth formula, a `stop removal' result relating partially wrapped Fukaya categories relative to different stops, and a gluing formula for wrapped Fukaya categories.  The techniques also lead to generation results for Weinstein manifolds and for Lefschetz fibrations.  The methods are mainly geometric, and the key underlying Floer theoretic fact is an exact triangle in the Fukaya category associated to Lagrangian surgery along a short Reeb chord at infinity.  This is joint work with Sheel Ganatra and Vivek Shende.

Tue, 23 Jan 2018
14:30
L6

Gyárfás-Sumner meets Erdős-Hajnal

Paul Seymour
(Princeton)
Abstract

The Gyárfás-Sumner conjecture says that every graph with huge (enough) chromatic number and bounded clique number contains any given forest as an induced subgraph. The Erdős-Hajnal conjecture says that for every graph H, all graphs not containing H as an induced subgraph have a clique or stable set of polynomial size. This talk is about a third problem related to both of these, the following. Say an n-vertex graph is "c-coherent" if every vertex has degree <cn, and every two disjoint vertex subsets of size at least cn have an edge between them. To prove a given graph H satisfies the Erdős-Hajnal conjecture, it is enough to prove H satisfies the conjecture in all c-coherent graphs and their complements, where c>0 is fixed and as small as we like. But for some graphs H, all c-coherent graphs contain H if c is small enough, so half of the task is done for free. Which graphs H have this property? Paths do (a theorem of Bousquet, Lagoutte, and Thomassé), and non-forests don't. Maybe all forests do? In other words, do all c-coherent graphs with c small enough contain any given forest as an induced subgraph? That question is the topic of the talk. It looks much like the Gyárfás-Sumner conjecture, but it seems easier, and there are already several pretty results. For instance the conjecture is true for all subdivided caterpillars (which is more than we know for Gyárfás-Sumner), and all trees of radius two. Joint work with Maria Chudnovsky, Jacob Fox, Anita Liebenau, Marcin Pilipczuk, Alex Scott and Sophie Spirkl.

Thu, 25 Jan 2018
16:00
L6

A New Northcott Property for Faltings Height

Lucia Mocz
(Princeton)
Abstract

The Faltings height is a useful invariant for addressing questions in arithmetic geometry. In his celebrated proof of the Mordell and Shafarevich conjectures, Faltings shows the Faltings height satisfies a certain Northcott property, which allows him to deduce his finiteness statements. In this work we prove a new Northcott property for the Faltings height. Namely we show, assuming the Colmez Conjecture and the Artin Conjecture, that there are finitely many CM abelian varieties of a fixed dimension which have bounded Faltings height. The technique developed uses new tools from integral p-adic Hodge theory to study the variation of Faltings height within an isogeny class of CM abelian varieties. In special cases, we are able to use these techniques to moreover develop new Colmez-type formulas for the Faltings height.

Thu, 02 Nov 2017
16:00
L6

Norm relations and Euler systems

Christopher Skinner
(Princeton)
Abstract

This talk will report on the definition of some motivic cohomology classes and the proof that they satisfy the norm relations expected of Euler systems, emphasizing a connection with the local Gan-Gross-Prasad conjecture.

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