Wed, 01 Feb 2023
16:00
L6

Conjugacy languages in virtual graph products

Gemma Crowe
(Heriot-Watt University)
Abstract

Many classes of finitely generated groups have been studied using formal language theory techniques. One historical example is the study of geodesics, which gives rise to the strict growth series of a group. Properties of languages associated to groups can provide insight into the nature of the growth series.

In this talk we will introduce languages associated to conjugacy classes, rather than elements of the group. This will lead us to define an analogous series, namely the conjugacy growth series of a group, which has become a popular topic in recent years. After discussing the necessary group theoretic and language tools needed, we will focus on how these conjugacy languages behave in graph products. We will finish with some new results which look at when these properties can extend to virtual graph products.

Wed, 25 Jan 2023
16:00
L6

Group cohomology, BNS invariants and subgroup separability

Monika Kudlinska
(University of Oxford)
Abstract

Group cohomology is a powerful tool which has found many applications in modern group theory. It can be calculated and interpreted through geometric, algebraic and topological means, and as such it encodes the relationships between these different aspects of infinite groups. The aim of this talk is to introduce a circle of ideas which link group cohomology with the theory of BNS invariants, and the property of being subgroup separable. No prior knowledge of any of these topics will be assumed.

Wed, 18 Jan 2023
16:00
L6

Condensed Mathematics

Sofía Marlasca Aparicio
(University of Oxford)
Abstract

Condensed Mathematics is a tool recently developed by Clausen and Scholze and it is proving fruitful in many areas of algebra and geometry. In this talk, we will cover the definition of condensed sets, the analogues of topological spaces in the condensed setting. We will also talk about condensed modules over a ring and some of their nice properties like forming an abelian category. Finally, we'll discuss some recent results that have been obtained through the application of Condensed Mathematics.

Thu, 19 Jan 2023

16:00 - 17:00
L6

Model Calibration with Optimal Transport

Benjamin Joseph
Abstract

In order for one to infer reasonable predictions from a model, it must be calibrated to reproduce observations in the market. We use the semimartingale optimal transport methodology to formulate this calibration problem into a constrained optimisation problem, with our model calibrated using a finite number of European options observed in the market as constraints. Given such a PDE formulation, we are able to then derive a dual formulation involving an HJB equation which we can numerically solve. We focus on two cases: (1) The stochastic interest rate is known and perfectly matches the observed term structure in the market, however the asset local volatility and correlation are not known and must be calibrated; (2) The dynamics of both the stochastic interest rate and the underlying asset are unknown, and we must jointly calibrate both to European options on the interest rate and on the asset.

Thu, 02 Feb 2023

16:00 - 17:00
L6

Energy transition under scenario uncertainty: a mean-field game approach

Roxana Dumitrescu
Abstract

We study the impact of transition scenario uncertainty, and in particular, the uncertainty about future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we build a discrete time mean-field game model for the long-term dynamics of the electricity market subject to common random shocks affecting the carbon price and the electricity demand. These shocks depend on a macroeconomic scenario, which is not observed by the agents, but can be partially deduced from the frequency of the shocks. Due to this partial observation feature, the common noise is non-Markovian. We consider two classes of agents: conventional producers and renewable producers. The former choose an optimal moment to exit the market and the latter choose an optimal moment to enter the market by investing into renewable generation. The agents interact through the market price determined by a merit order mechanism with an exogenous stochastic demand. We prove the existence of Nash equilibria in the resulting mean-field game of optimal stopping with common noise, developing a novel linear programming approach for these problems. We illustrate our model by an example inspired by the UK electricity market, and show that scenario uncertainty leads to significant changes in the speed of replacement of conventional generators by renewable production.

Mon, 23 Jan 2023

14:00 - 15:00
L6

Deep low-rank transport maps for Bayesian inverse problems

Sergey Dolgov
(University of Bath)
Abstract

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. We develop a deep transport map that is suitable for sampling concentrated distributions defined by an unnormalised density function. We approximate the target distribution as the push-forward of a reference distribution under a composition of order-preserving transformations, in which each transformation is formed by a tensor train decomposition. The use of composition of maps moving along a sequence of bridging densities alleviates the difficulty of directly approximating concentrated density functions. We propose two bridging strategies suitable for wide use: tempering the target density with a sequence of increasing powers, and smoothing of an indicator function with a sequence of sigmoids of increasing scales. The latter strategy opens the door to efficient computation of rare event probabilities in Bayesian inference problems.

Numerical experiments on problems constrained by differential equations show little to no increase in the computational complexity with the event probability going to zero, and allow to compute hitherto unattainable estimates of rare event probabilities for complex, high-dimensional posterior densities.
 

Fri, 18 Nov 2022
10:00
L6

Developing a method for testing the reactivity of silicon carbide (SiC) and silicon monoxide (SiO(g))

Harry Reynolds
(Elkem)

Note: we would recommend to join the meeting using the Teams client for best user experience.

Abstract

Elkem is developing a new method for categorising the reactivity between silicon carbide (SiC) powder and silicon monoxide gas (SiO(g)). Experiments have been designed which pass SiO gas through a powdered bed of SiC inside of a heated crucible, resulting in a reaction between the two. The SiO gas is produced via a secondary reaction outside of the SiC bed. Both reactions require specific temperature and pressure constraints to occur. Therefore, we would like to mathematically model the temperature distribution and gas flow within the experimental set-up to provide insight into how we can control the process.

 

Complexities arise from:

  • Endothermic reactions causing heat sinks
  • Competing reactions beyond the two we desire
  • Dynamically changing properties of the bed, such as permeability
Thu, 01 Dec 2022

12:00 - 13:00
L6

The inviscid limit of the stochastic Camassa--Holm equation with gradient noise

Peter Pang
Abstract

The Camassa--Holm (CH) equation is a nonlocal equation that manifests supercritical behaviour in ``wave-breaking" and non-uniqueness. In this talk, I will discuss the existence of global (dissipative weak martingale) solutions to the CH equation with multiplicative, gradient type noise, derived as an inviscid limit. The goal of the talk is twofold. The stochastic CH equation will be used to illustrate aspects of a stochastic compactness and renormalisation method which is popularly used to derive well-posedness and continuous dependence results in SPDEs. I shall also discuss how a lack of temporal compactness introduces fundamental difficulties in the case of the stochastic CH equation.

This talk is based on joint works with L. Galimbert and H. Holden, both at NTNU, and with K.H. Karlsen at the University of Oslo. 

Thu, 24 Nov 2022

12:00 - 13:00
L6

Multiscale analysis, low Mach number limit: from compressible to incompressible system

Aneta Wróblewska-Kamińska
Abstract

We will show asymptotic analysis for hydrodynamic system, as Navier-Stokes-Fourier system, as a useful tool in in the situation when certain parameters in the system – called characteristic numbers – vanish or become infinite. The choice of proper scaling, namely proper system of reference units, the parameters determining the behaviour of the system under consideration allow to eliminate unwanted or unimportant for particular phenomena modes of motion. The main goal of many studies devoted to asymptotic analysis of various physical systems is to derive a simplified set of equations - simpler for mathematical or numerical analysis. Such systems may be derived in a very formal way, however we will concentrate on rigorous mathematical analysis. I will concentrate on low Mach number limits with so called ill-prepared data and I will present some results which concerns passage from compressible to incompressible models of fluid flow emphasising difficulties characteristic for particular problems. In particular we will discuss Navier-Stokes-Fourier system on varying domains, a multi-scale problem for viscous heat-conducting fluids in fast rotation and the incompressible limit of compressible finitely extensible nonlinear bead-spring chain models for dilute polymeric fluids.

Thu, 17 Nov 2022
14:00
L6

Dispersive Sum Rules in AdS${}_2$

Waltraut Knop
(Stony Brook)

Note: we would recommend to join the meeting using the Zoom client for best user experience.

Abstract

Dispersion relations for S-matrices and CFT correlators translate UV consistency into bounds on IR observables. In this talk, I will begin with briefly introducing dispersionrelations in 2D flat space which will guide the analogous discussion in AdS2/CFT1. I will introduce a set of functionals acting on the 1D CFT. These will allow us to prove bounds on higher-derivative couplings in weakly coupled non-gravitational EFTs in AdS2. At the leading order in the bulk-point limit, the bounds agree with the flat-space result. Furthermore we can compute the leading universal effect of finite AdS radius on the bounds.

Further Information

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