Fri, 03 Jun 2016

16:00 - 17:00
L1

Eigenvectors of Tensors

Bernd Sturmfels
(UC Berkeley)
Abstract

Eigenvectors of square matrices are central to linear algebra. Eigenvectors of tensors are a natural generalization. The spectral theory of tensors was pioneered by Lim and Qi around 2005. It has numerous applications, and ties in closely with optimization and dynamical systems.  We present an introduction that emphasizes algebraic and geometric aspects

Fri, 20 Nov 2015

16:00 - 17:00
L1

Effective behaviour of random media: From an error analysis to elliptic regularity theory

Felix Otto
(Max-Plank-Institute)
Abstract
Heterogeneous media, like a sediment, are often naturally described in statistical terms.  How to extract their effective behaviour on large scales, like the permeability in Darcy's law, from the statistical specifications?  A practioners numerical approach is to sample the medium according to these specifications and to determine the permeability in the Cartesian directions by imposing simple boundary conditions.  What is the error made in terms of the size of this "representative volume element''?  Our interest in what is called  "stochastic homogenization'' grew out of this error analysis.

 

In the course of developing such an error analysis, connections with the classical regularity theory for elliptic operators have emerged. It turns out that the randomness, in conjunction with statistical homogeneity, of the coefficient field (which can be seen as a Riemannian metric) generates large-scale regularity of harmonic functions (w.r.t. the corresponding Laplace-Beltrami operator).  This is embodied by a hierarchy of Liouville properties:
 
   Almost surely, the space of harmonic functions of given but arbitrary growth rate has the same dimension as in the flat (i. e. Euclidean) case.

 

  Classical examples show that from a deterministic point of view, the Liouville property fails already for a small growth rate:

 

  There are (smooth) coefficient fields, which correspond to the geometry of a cone at infinity, that allow for sublinearly growing but non-constant harmonic functions.
 
 
 
Fri, 22 May 2015

16:30 - 17:00
L1

Bott Periodicity and Beyond

Andre Henriques
(Universiteit Utrecht)
Abstract

I will review Bott's classical periodicity result about topological K-theory (with period 2 in the case of complex K-theory, and period 8 in the case of real K-theory), and provide an easy sketch of proof, based on the algebraic periodicity of Clifford algebras. I will then introduce the `higher real K-theory' of Hopkins and Miller, also known as TMF. I'll discuss its periodicity (with period 576), and present a conjecture about a corresponding algebraic periodicity of `higher Clifford algebras'. Finally, applications to physics will be discussed.

Tue, 16 Jun 2015
16:00
L1

The Gömböc, the Turtle and the Evolution of Shape

Gábor Domokos
(BME Budapest)
Abstract

In 1995, celebrated Russian mathematician V.I. Arnold conjectured that, contrary to common belief, convex, homogeneous solids with just two static balance points ("weebles without a bottom weight") may exist. Ten years later, based on a constructive proof, the first such object, dubbed "Gömböc", was built. In the process leading to the discovery, several curious properties of the shape emerged and evidently some tropical turtles had evolved similar shells for the purpose of self-righting.

This Public Lecture will describe those properties as well as explain the journey of discovery, the mathematics behind the journey, the parallels with molecular biology and the latest Gömböc thinking, most notably Arnold's second major conjecture, namely that the Gömböc in Nature is not the origin, rather the ultimate goal of shape evolution.

Please email @email to register.

Fri, 19 Jun 2015

16:00 - 17:00
L1

The Shape of Data

Gunnar Carlsson
(Stanford University)
Abstract

There has been a great deal of attention paid to "Big Data" over the last few years.  However, often as not, the problem with the analysis of data is not as much the size as the complexity of the data.  Even very small data sets can exhibit substantial complexity.  There is therefore a need for methods for representing complex data sets, beyond the usual linear or even polynomial models.  The mathematical notion of shape, encoded in a metric, provides a very useful way to represent complex data sets.  On the other hand, Topology is the mathematical sub discipline which concerns itself with studying shape, in all dimensions.  In recent years, methods from topology have been adapted to the study of data sets, i.e. finite metric spaces.  In this talk, we will discuss what has been
done in this direction and what the future might hold, with numerous examples.

Thu, 19 Feb 2015
16:00
L1

Optimal casino betting: why lucky coins and good memory are important

Sang Hu
(National University of Singapore)
Abstract

We consider the dynamic casino gambling model initially proposed by Barberis (2012) and study the optimal stopping strategy of a pre-committing gambler with cumulative prospect theory (CPT) preferences. We illustrate how the strategies computed in Barberis (2012) can be strictly improved by reviewing the entire betting history or by tossing random coins, and explain that such improvement is possible because CPT preferences are not quasi-convex. Finally, we develop a systematic and analytical approach to finding the optimal strategy of the gambler. This is a joint work with Prof. Xue Dong He (Columbia University), Prof. Jan Obloj, and Prof. Xun Yu Zhou.

Thu, 05 Feb 2015
16:00
L1

Bridge Simulation and Estimation for Multivariate Stochastic Differential Equations

Michael Sørensen
(University of Copenhagen)
Abstract

New simple methods of simulating multivariate diffusion bridges, approximately and exactly, are presented. Diffusion bridge simulation plays a fundamental role in simulation-based likelihood inference for stochastic differential equations. By a novel application of classical coupling methods, the new approach generalizes the one-dimensional bridge-simulation method proposed by Bladt and Sørensen (2014) to the multivariate setting. A method of simulating approximate, but often very accurate, diffusion bridges is proposed. These approximate bridges are used as proposal for easily implementable MCMC algorithms that produce exact diffusion bridges. The new method is more generally applicable than previous methods because it does not require the existence of a Lamperti transformation, which rarely exists for multivariate diffusions. Another advantage is that the new method works well for diffusion bridges in long intervals because the computational complexity of the method is linear in the length of the interval. The usefulness of the new method is illustrated by an application to Bayesian estimation for the multivariate hyperbolic diffusion model.

 

The lecture is based on joint work presented in Bladt, Finch and Sørensen (2014).References:

Bladt, M. and Sørensen, M. (2014): Simple simulation of diffusion bridges with application to likelihood inference for diffusions. Bernoulli, 20, 645-675.

Bladt, M., Finch, S. and Sørensen, M. (2014): Simulation of multivariate diffusion bridges. arXiv:1405.7728, pp. 1-30.

Tue, 20 Jan 2015

17:00 - 18:30
L1

Narrative and Proof - TORCH’s Annual Headline Series 2014-15, Humanities and Science

Marcus du Sautoy, Ben Okri, Roger Penrose, Laura Marcus, and Elleke Boehmer
(University of Oxford)
Abstract

“Narrative and Proof”, is an interdisciplinary discussion where one of the UK's leading scientists, Marcus du Sautoy, will argue that mathematical proofs are not just number-based, but also rely on narrative. He will be joined by author Ben Okri, mathematician Roger Penrose, and literature expert Laura Marcus, to consider how narrative shapes the sciences as well as the arts.

The discussion will be chaired by Elleke Boehmer, Professor of World Literature in English, University of Oxford, and will be followed by audience questions and a drinks reception.

The event will take place from 5 to 6:30 pm on Tuesday 20 January 2015 at the Mathematical Institute, Radcliffe Observatory Quarter, Woodstock Road, Oxford. The event is free and open to all, but registration is recommended. 

Please click here to register.

This event is co-hosted by the Mathematical Institute and The Oxford Research Centre in the Humanities (TORCH), and celebrates the launch of TORCH’s Annual Headline Series 2014-15, Humanities and Science.
 

Tue, 10 Mar 2015

17:00 - 18:00
L1

Inaugural Titchmarsh Lecture - Cedric Villani

Cedric Villani
(Institut Henri Poincaré)
Abstract

Oxford Mathematics Public Lectures

Inaugural Titchmarsh Lecture

10.03.15

Cédric Villani

Birth of an Idea: A Mathematical Adventure 

What goes on inside the mind of a mathematician? Where does inspiration come from? Cédric Villani will describe how he encountered obstacles and setbacks, losses of faith and even brushes with madness as he wrestled with the theorem that culminated in him winning the most prestigious prize in mathematics, the Fields Medal. Cédric will sign copies of his book after the lecture.

5pm

Lecture Theatre 1, Mathematical Institute, Andrew Wiles Building, Radcliffe Observatory Quarter, Woodstock Road, OX2 6GG

Please email @email to register

Cedric Villani is a Professor at the University of Lyon and Director of the Institut Henri Poincaré

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