Tue, 21 May 2024

14:00 - 14:30
L1

Goal-oriented adaptivity for stochastic collocation finite element methods

Thomas Round
(Birmingham University)
Abstract
Finite element methods are often used to compute approximations to solutions of problems involving partial differential equations (PDEs). More recently, various techniques involving finite element methods have been utilised to solve PDE problems with parametric or uncertain inputs. One such technique is the stochastic collocation finite element method, a sampling based approach which yields approximations that are represented by a finite series expansion in terms of a parameter-dependent polynomial basis.
 
In this talk we address the topic of goal-oriented strategies in the context of the stochastic collocation finite element method. These strategies are used to approximate quantities of interest associated with solutions to PDEs with parameter dependent inputs. We use existing ideas to estimate approximation errors for the corresponding primal and dual problems and utilise products of these estimates in an adaptive algorithm for approximating quantities of interest. We further demonstrate the utility of the proposed algorithm using numerical examples. These examples include problems involving affine and non-affine diffusion coefficients, as well as linear and non-linear quantities of interest.
Fri, 31 May 2024
16:00
L1

3 Minute Thesis competition

Abstract
On Friday 31st May, the Oxford SIAM-IMA student chapter will host their annual 3 minute thesis competition. 
The 3 minute thesis competition challenges maths research students from both pure and applied maths to give a concise, coherent and compelling presentation of their research project and its significance in less than 3 minutes, using only one single static slide. 
Prizes are bountiful and audience votes matter too, so do come along to help judge for a competition that is sure to be fun! 
Fri, 02 Feb 2024
16:00
L1

Graduate Jobs in finance and the recruitment process

Keith Macksoud, Executive Director at Options Group
(Options Group)
Abstract

Join us for a session with Keith Macksoud, Executive Director at global recruitment consultant Options Group in London and who previously has > 20 years’ experience in Prime Brokerage Sales at Morgan Stanley, Citi, and Deutsche Bank.  Keith will discuss the recruitment process for financial institutions, and how to increase your chances of a successful application. 

Keith will detail his finance background in Prime Brokerage and provide students with an exclusive look behind the scenes of executive search and strategic consulting firm Options Group. We will look at what Options Group does, how executive search firms work and the Firm’s 30-year track record of placing individuals at many of the industries’ largest and most successful global investment banks, investment managers and other financial services-related organisations. 

About Options Group

Options Group is a leading global executive search and strategic consulting firm specializing in financial services including capital markets, global markets, alternative investments, hedge funds, and private banking/wealth management.

https://www.optionsgroup.com/

Fri, 10 May 2024
16:00
L1

Talks on Talks

Abstract

What makes a good talk? This year, graduate students and postdocs will give a series talks on how to give talks! There may even be a small prize for the audience’s favourite.

If you’d like to have a go at informing, entertaining, or just have an axe to grind about a particularly bad talk you had to sit through, we’d love to hear from you (you can email Ric Wade or ask any of the organizers).
 

Fri, 08 Mar 2024
16:00
L1

Maths meets Stats

James Taylor (Mathematical Institute) and Anthony Webster (Department of Statistics)
Abstract

Speaker: James Taylor
Title: D-Modules and p-adic Representations

Abstract: The representation theory of finite groups is a beautiful and well-understood subject. However, when one considers more complicated groups things become more interesting, and to classify their representations is often a much harder problem. In this talk, I will introduce the classical theory, the particular groups I am interested in, and explain how one might hope to understand their representations through the use of D-modules - the algebraic incarnation of differential equations.

 

Speaker: Anthony Webster
Title: An Introduction to Epidemiology and Causal Inference

Abstract: This talk will introduce epidemiology and causal inference from the perspective of a statistician and former theoretical physicist. Despite their studies being underpinned by deep and often complex mathematics, epidemiologists are generally more concerned by seemingly mundane information about the relationships between potential risk factors and disease. Because of this, I will argue that a good epidemiologist with minimal statistical knowledge, will often do better than a highly trained statistician. I will also argue that causal assumptions are a necessary part of epidemiology, should be made more explicitly, and allow a much wider range of causal inferences to be explored. In the process, I will introduce ideas from epidemiology and causal inference such as Mendelian Randomisation and the "do calculus", methodological approaches that will increasingly underpin data-driven population research.  

Fri, 26 Jan 2024
16:00
L1

North meets South

Dr Cedric Pilatte (North Wing) and Dr Boris Shustin (South Wing)
Abstract

Speaker: Cedric Pilatte 
Title: Convolution of integer sets: a galaxy of (mostly) open problems

Abstract: Let S be a set of integers. Define f_k(n) to be the number of representations of n as the sum of k elements from S. Behind this simple definition lie fascinating conjectures that are very easy to state but seem unattackable. For example, a famous conjecture of Erdős and Turán predicts that if f_2 is bounded then it has infinitely many zeroes. This talk is designed as an accessible overview of these questions. 
 
Speaker: Boris Shustin

Title: Manifold-Free Riemannian Optimization

Abstract: Optimization problems constrained to a smooth manifold can be solved via the framework of Riemannian optimization. To that end, a geometrical description of the constraining manifold, e.g., tangent spaces, retractions, and cost function gradients, is required. In this talk, we present a novel approach that allows performing approximate Riemannian optimization based on a manifold learning technique, in cases where only a noiseless sample set of the cost function and the manifold’s intrinsic dimension are available.

Tue, 28 Nov 2023

16:00 - 17:00
L1

Euclidean Ramsey Theory

Imre Leader
(University of Cambridge)
Abstract

Euclidean Ramsey Theory is a natural multidimensional version of Ramsey Theory. A subset of Euclidean space is called Ramsey if, for any $k$, whenever we partition Euclidean space of sufficiently high dimension into $k$ classes, one class much contain a congruent copy of our subset. It is still unknown which sets are Ramsey. We will discuss background on this and then proceed to some recent results.

Mon, 20 Nov 2023
16:00
L1

Post-Quantum Cryptography (and why I’m in the NT corridor)

Patrick Hough
(University of Oxford)
Abstract

In this talk I will give a brief introduction to the field of post-quantum (PQ) cryptography, introducing a few of the most popular computational hardness assumptions. Second, I will give an overview of a recent work of mine on PQ electronic voting. I’ll finish by presenting a short selection of ‘exotic’ cryptographic constructions that I think are particularly hot at the moment (no, not blockchain). The talk will be definitionally light since I expect the area will be quite new to many and I hope this will make for a more engaging introduction.

Tue, 21 Nov 2023

17:00 - 18:00
L1

THE 16th BROOKE BENJAMIN LECTURE: Advances in Advancing Interfaces: The Mathematics of Manufacturing of Industrial Foams, Fluidic Devices, and Automobile Painting

James Sethian
(UC Berkeley)
Abstract

Complex dynamics underlying industrial manufacturing depend in part on multiphase multiphysics, in which fluids and materials interact across orders of magnitude variations in time and space. In this talk, we will discuss the development and application of a host of numerical methods for these problems, including Level Set Methods, Voronoi Implicit Interface Methods, implicit adaptive representations, and multiphase discontinuous Galerkin Methods.  Applications for industrial problems will include modeling how foams evolve, how electro-fluid jetting devices work, and the physics and dynamics of rotary bell spray painting across the automotive industry.

Fri, 17 Nov 2023
16:00
L1

Careers outside academia

V-Nova and Dr Anne Wolfes (Careers Service)
Abstract

What opportunities are available outside of academia? What skills beyond strong academic background are companies looking for to be successful in transitioning to industry? Come along and hear from video technology company V-Nova and Dr Anne Wolfes from the Careers Service to get some invaluable advice on careers outside academia.

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