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This talk will explore a series of topics and example applications at the interface of graph theory and dynamics, from synchronization and diffusion dynamics on networks, to graph-based data clustering, to graph convolutional neural networks. The underlying links are provided by concepts in spectral graph theory.

ife forms have devised impressive and subtle ways to exploit fluid flows. I’ll talk about birds as flying machines whose behaviors can give surprising insights into flow physics. One story explains how flocking interactions can help to bring flapping flyers into orderly formations. A second story involves the more subtle role of aerodynamics in the highly efficient breathing of birds, which is thought to be critical to their ability to fly.

We provide a framework for modelling risk and quantifying payment shortfalls in cleared markets with multiple central counterparties (CCPs). Building on the stylised fact that clearing membership is shared among CCPs, we show how this can transmit stress across markets through multiple CCPs. We provide stylised examples to lay out how such stress transmission can take place, as well as empirical evidence to illustrate that the mechanisms we study could be relevant in practice. Furthermore, we show how stress mitigation mechanisms such as variation margin gains haircutting by one CCP can have spillover effects on other CCPs. The framework can be used to enhance CCP stress-testing, which currently relies on the “Cover 2” standard requiring CCPs to be able to withstand the default of their two largest clearing members. We show that who these two clearing members are can be significantly affected by higher-order effects arising from interconnectedness through shared clearing membership. Looking at the full network of CCPs and shared clearing members is therefore important from a financial stability perspective.

This is joint work with Iñaki Aldasoro.

BIS Working Paper No 1052: https://www.bis.org/publ/work1052.pdf

What is curiosity? Is it an emotion? A behavior? A cognitive process? Curiosity seems to be an abstract concept—like love, perhaps, or justice—far from the realm of those bits of nature that mathematics can possibly address. However, contrary to intuition, it turns out that the leading theories of curiosity are surprisingly amenable to formalization in the mathematics of network science. In this talk, I will unpack some of those theories, and show how they can be formalized in the mathematics of networks. Then, I will describe relevant data from human behavior and linguistic corpora, and ask which theories that data supports. Throughout, I will make a case for the position that individual and collective curiosity are both network building processes, providing a connective counterpoint to the common acquisitional account of curiosity in humans.

The strong cosmic censorship conjecture is a fundamental open problem in classical general relativity, first put forth by Roger Penrose in the early 70s. This is essentially the question of whether general relativity is a deterministic theory. Perhaps the most exciting arena where the validity of the conjecture is challenged is the interior of rotating black holes, and there has been a lot of work in the past 50 years in identifying mechanisms ensuring that at least some formulation of the conjecture be true. It turns out that when a nonzero cosmological constant Λ is added to the Einstein equations, these underlying mechanisms change in an unexpected way, and the validity of the conjecture depends on a detailed understanding of subtle aspects of black hole scattering theory, surprisingly involving, in the case of negative Λ, some number theory. Does strong cosmic censorship survive the challenge of non-zero Λ? This talk will try to address this Question!

Given a finite graph, the arboreal gas is the measure on forests (subgraphs without cycles) in which each edge is weighted by a parameter β greater than 0. Equivalently this model is bond percolation conditioned to be a forest, the independent sets of the graphic matroid, or the q→0 limit of the random cluster representation of the q-state Potts model. Our results rely on the fact that this model is also the graphical representation of the nonlinear sigma model with target space the fermionic hyperbolic plane H^{0|2}, whose symmetry group is the supergroup OSp(1|2).

The main question we are interested in is whether the arboreal gas percolates, i.e., whether for a given β the forest has a connected component that includes a positive fraction of the total edges of the graph. We show that in two dimensions a Mermin-Wagner theorem associated with the OSp(1|2) symmetry of the nonlinear sigma model implies that the arboreal gas does not percolate for any β greater than 0. On the other hand, in three and higher dimensions, we show that percolation occurs for large β by proving that the OSp(1|2) symmetry of the non-linear sigma model is spontaneously broken. We also show that the broken symmetry is accompanied by massless fluctuations (Goldstone mode). This result is achieved by a renormalisation group analysis combined with Ward identities from the internal symmetry of the sigma model.

In this presentation, I will discuss the construction and results of numerical simulations quantifying flows around several species of soft corals. In the first project, the flows near the tentacles of xeniid soft corals are quantified for the first time. Their active pulsations are thought to enhance their symbionts' photosynthetic rates by up to an order of magnitude. These polyps are approximately 1 cm in diameter and pulse at frequencies between approximately 0.5 and 1 Hz. As a result, the frequency-based Reynolds number calculated using the tentacle length and pulse frequency is on the order of 10 and rapidly decays as with distance from the polyp. This introduces the question of how these corals minimize the reversibility of the flow and bring in new volumes of fluid during each pulse. We estimate the Péclet number of the bulk flow generated by the coral as being on the order of 100–1000 whereas the flow between the bristles of the tentacles is on the order of 10. This illustrates the importance of advective transport in removing oxygen waste. In the second project, the flows through the elaborate branching structures of gorgonian colonies are considered.  As water moves through the elaborate branches, it is slowed, and recirculation zones can form downstream of the colony. At the smaller scale, individual polyps that emerge from the branches expand their tentacles, further slowing the flow. At the smallest scale, the tentacles are covered in tiny pinnules where exchange occurs. We quantified the gap to diameter ratios for various gorgonians at the scale of the branches, the polyp tentacles and the pinnules. We then used computational fluid dynamics to determine the flow patterns at all three levels of branching. We quantified the leakiness between the branches, tentacles and pinnules over the biologically relevant range of Reynolds numbers and gap-to-diameter ratios, and found that the branches and tentacles can act as either leaky rakes or solid plates depending upon these dimensionless parameters. The pinnules, in contrast, mostly impede the flow. Using an agent-based modeling framework, we quantified plankton capture as a function of the gap-to diameter ratio of the branches and the Reynolds number. We found that the capture rate depends critically on both morphology and Reynolds number. 

The signature is a non-commutative exponential that appeared in the foundational work of K-T Chen in the 1950s. It is also a fundamental object in the theory of rough paths (Lyons, 1998). More recently, it has been proposed, and used, as part of a practical methodology to give a way of summarising multimodal, possibly irregularly sampled, time-ordered data in a way that is insensitive to its parameterisation. A key property underpinning this approach is the ability of linear functionals of the signature to approximate arbitrarily any compactly supported and continuous function on (unparameterised) path space. We present some new results on the properties of a selection of topologies on the space of unparameterised paths. We discuss various applications in this context.
This is based on joint work with William Turner.