University of Warwick

 I will give a light introduction to the theory of regularity structures and then discuss recent developments with regards to renormalization within the theory - in particular I will describe joint work with Martin Hairer where multiscale techniques from constructive field theory are adapted to provide a systematic method of obtaining needed stochastic estimates for the theory. 

 Monte Carlo methods are one of the main tools of modern statistics and applied mathematics. They are commonly used to approximate integrals, which allows statisticians to solve many tasks of interest such as making predictions or inferring parameter values of a given model. However, the recent surge in data available to scientists has led to an increase in the complexity of mathematical models, rendering them much more computationally expensive to evaluate. This has a particular bearing on Monte Carlo methods, which will tend to be much slower due to the high computational costs.

This talk will introduce a Monte Carlo integration scheme which makes use of properties of the integrand (e.g. smoothness or periodicity) in order to obtain fast convergence rates in the number of integrand evaluations. This will allow users to obtain much more precise estimates of integrals for a given number of model evaluations. Both theoretical properties of the methodology, including convergence rates, and practical issues, such as the tuning of parameters, will be discussed. Finally, the proposed algorithm will be illustrated on a Bayesian inverse problem for a PDE model of subsurface flow.

A familiar technique in PDE theory is to use mollification to adjust a function controlled in some weak norm into a smooth function with corresponding control on its $C^k$ norm. It would be extremely useful to be able to do the same sort of regularisation for Riemannian metrics, and one might hope to use Ricci flow to do this. However, attempting to do so throws up some fundamental problems concerning the well-posedness of Ricci flow. I will explain some recent developments that allow us to use Ricci flow in this way in certain important cases. In particular, the Ricci flow will now allow us to adjust a `noncollapsed’ 3-manifold with a lower bound on its Ricci curvature through a family of such manifolds, without disturbing the Riemannian distance function too much, and so that we instantly obtain uniform bounds on the full curvature tensor and all its derivatives. These ideas lead to the resolution of some long-standing open problems in geometry.

No previous knowledge of Ricci flow will be assumed, and differential geometry prerequisites will be kept to a minimum.

Joint work with Miles Simon.