L4

Dimension reduction is an overarching theme in data science: we enjoy finding informative patterns, features or substructures in large, complex data sets. Within the field of network science, an important problem of this nature is to identify core-periphery structure. Given a network, our task is to assign each node to either the core or periphery. Core nodes should be strongly connected across the whole network whereas peripheral nodes should be strongly connected only to core nodes. More generally, we may wish to assign a non-negative value to each node, with a larger value indicating greater "coreness." This type of problem is related to, but distinct from, commumnity detection (finding clusters) and centrality assignment (finding key players), and it arises naturally in the study of networks in social science and finance. We derive and analyse a new iterative algorithm for detecting network core-periphery structure.

Using techniques in nonlinear Perron-Frobenius theory we prove global convergence to the unique solution of a relaxed version of a natural discrete optimization problem. On sparse networks, the cost of each iteration scales linearly with the number of nodes, making the algorithm feasible for large-scale problems. We give an alternative interpretation of the algorithm from the perspective of maximum likelihood reordering of a new logistic core--periphery random graph model. This viewpoint also gives a new basis for quantitatively judging a core--periphery detection algorithm. We illustrate the algorithm on a range of synthetic and real networks, and show that it offers advantages over the current state-of-the-art.

This is joint work with Francesco Tudisco (Strathclyde)

The problem of decomposing a given dataset as a superposition of basic motifs arises in a wide range of application areas, including neural spike sorting and the analysis of astrophysical and microscopy data. Motivated by these problems, we study a "short-and-sparse" deconvolution problem, in which the goal is to recover a short motif a from its convolution with a random spike train $x$. We formulate this problem as optimization over the sphere. We analyze the geometry of this (nonconvex) optimization problem, and argue that when the target spike train is sufficiently sparse, on a region of the sphere, every local minimum is equivalent to the ground truth, up to symmetry (here a signed shift). This characterization obtains, e.g., for generic kernels of length $k$, when the sparsity rate of the spike train is proportional to $k^{-2/3}$ (i.e., roughly $k^{1/3}$ spikes in each length-$k$ window). This geometric characterization implies that efficient methods obtain the ground truth under the same conditions. 

Our analysis highlights the key roles of symmetry and negative curvature in the behavior of efficient methods -- in particular, the role of a "dispersive" structure in promoting efficient convergence to global optimizers without the need to explicitly leverage second-order information. We sketch connections to broader families of benign nonconvex problems in machine learning and signal processing, in which efficient methods obtain global optima independent of initialization. These problems include variants of sparse dictionary learning, tensor decomposition, and phase recovery.

Joint work with Yuqian Zhang, Yenson Lau, Han-Wen Kuo, Dar Gilboa, Sky Cheung, Abhay Pasupathy

The quantum unipotent coordinate ring has a cluster algebra structure. On the other hand, this ring is isomorphic to the Grothendieck ring of the module category of quiver Hecke algebras (QHA). We can prove that cluster monomials of the quantum unipotent coordinate ring correspondi to real simple modules. This is a joint work with Seok-Jin Kang, Myungho Kim and Se-jin Oh.

Quantum fields can sometimes have negative energy density.  In gravitational contexts, this threatens to permit both causality violations (such as traversable wormholes, warp drives, and time machines) and violations of the Second Law for black holes.  I will discuss the thermodynamic principles that rule out such pathological situations.  These principles have led us to an interesting lower bound on the energy flux, even for field theories in flat spacetime! This Quantum Null Energy Condition has now been proven for all relativistic field theories.  I will give an intuitive argument explaining why such ``quantum energy conditions'' ought to hold. 
 

  Our understanding of physical phenomena is intimately linked to the way we understand the relevant observables describing them. While a big deal of progress has been made for processes occurring in flat space-time, much less is known in cosmological settings. In this context, we have processes which happened in the past and which we can detect the remnants of at present time. Thus, the relevant observable is the late-time wavefunction of the universe. Questions such as "what properties they ought to satisfy in order to come from a consistent time evolution in cosmological space-times?", are still unanswered, and are compelling given that in these quantities time is effectively integrated out. In this talk I will report on some recent progress in this direction, aiming towards the idea of a formulation of cosmology "without time". Amazingly enough, a new mathematical structure, we called "cosmological polytope", which has its own first principle definition, encodes the singularity structure we ascribe to the perturbative wavefunction of the universe, and makes explicit its (surprising) relation to the flat-space S-matrix. I will stress how the cosmological polytopes allow us to: compute the wavefunction of the universe at arbitrary points and arbitrary loops (with novel representations for it); interpret the residues of its poles in terms of flat-space processes; provide a  general geometrical proof for the flat-space cutting rules; reconstruct the perturbative wavefunction from the knowledge of the flat-space S-matrix and a subset of symmetries enjoyed by the wavefunction.

The classical theory of integration concern integrals of differential forms over domains of integration. In geometric terms, this corresponds to a canonical pairing between de Rham cohomology and singular homology. For varieties defined over the reals, one can make use of complex conjugation to define a real-valued pairing between de Rham cohomology and its dual, de Rham homology. The corresponding theory of integration, that we call single-valued integration, pairs a differential form with a `dual differential form’. We will explain how single-valued periods are computed and give an application to superstring amplitudes in genus zero. This is joint work with Francis Brown.
 

Partial differential equations (PDEs) are among the most universal tools used in modelling problems in nature and man-made complex systems. For example, stochastic PDEs are a fundamental ingredient in models for nonlinear filtering problems in chemical engineering and weather forecasting, deterministic Schroedinger PDEs describe the wave function in a quantum physical system, deterministic Hamiltonian-Jacobi-Bellman PDEs are employed in operations research to describe optimal control problems where companys aim to minimise their costs, and deterministic Black-Scholes-type PDEs are highly employed in portfolio optimization models as well as in state-of-the-art pricing and hedging models for financial derivatives. The PDEs appearing in such models are often high-dimensional as the number of dimensions, roughly speaking, corresponds to the number of all involved interacting substances, particles, resources, agents, or assets in the model. For instance, in the case of the above mentioned financial engineering models the dimensionality of the PDE often corresponds to the number of financial assets in the involved hedging portfolio. Such PDEs can typically not be solved explicitly and it is one of the most challenging tasks in applied mathematics to develop approximation algorithms which are able to approximatively compute solutions of high-dimensional PDEs. Nearly all approximation algorithms for PDEs in the literature suffer from the so-called "curse of dimensionality" in the sense that the number of required computational operations of the approximation algorithm to achieve a given approximation accuracy grows exponentially in the dimension of the considered PDE. With such algorithms it is impossible to approximatively compute solutions of high-dimensional PDEs even when the fastest currently available computers are used. In the case of linear parabolic PDEs and approximations at a fixed space-time point, the curse of dimensionality can be overcome by means of Monte Carlo approximation algorithms and the Feynman-Kac formula. In this talk we introduce new nonlinear Monte Carlo algorithms for high-dimensional nonlinear PDEs. We prove that such algorithms do indeed overcome the curse of dimensionality in the case of a general class of semilinear parabolic PDEs and we thereby prove, for the first time, that a general semilinear parabolic PDE with a nonlinearity depending on the PDE solution can be solved approximatively without the curse of dimensionality.

The Landau-DeGennes Q-model of uniaxial nematic liquid crystals seeks a rank-one

traceless tensor Q that minimizes a Frank-type energy plus a double well potential

that confines the eigenvalues of Q to lie between -1/2 and 1. We propose a finite

element method (FEM) which preserves this basic structure and satisfies a discrete

form of the fundamental energy estimates. We prove that the discrete problem Gamma

converges to the continuous one as the meshsize tends to zero, and propose a discrete

gradient flow to compute discrete minimizers. Numerical experiments confirm the ability

of the scheme to approximate configurations with half-integer defects, and to deal with

colloidal and electric field effects. This work, joint with J.P. Borthagaray and S.

Walker, builds on our previous work for the Ericksen's model which we review briefly.