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Stochastic modelling for financial bubbles and policy (2015)
Journal Article
Fry, J. (2015). Stochastic modelling for financial bubbles and policy. Cogent Economics and Finance, 3(1), Article 1002152. https://doi.org/10.1080/23322039.2014.1002152

In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae... Read More about Stochastic modelling for financial bubbles and policy.

On the Gaussian behavior of marginals and the mean width of random polytopes (2015)
Journal Article
Alonso-Gutiérrez, D., & Prochno, J. (2015). On the Gaussian behavior of marginals and the mean width of random polytopes. Proceedings of the American Mathematical Society, 143(2), 821-832. https://doi.org/10.1090/S0002-9939-2014-12401-4

© 2014 American Mathematical Society. We show that the expected value of the mean width of a random polytope generated by N random vectors (n ≤ N ≤ e√n) uniformly distributed in an isotropic convex body in ℝnis of the order√logNLK. This completes a r... Read More about On the Gaussian behavior of marginals and the mean width of random polytopes.

Uniform estimates for averages of order statistics of matrices (2015)
Journal Article
Lechner, R., Passenbrunner, M., & Prochno, J. (2015). Uniform estimates for averages of order statistics of matrices. Electronic Communications in Probability, 20, 1-12. https://doi.org/10.1214/ECP.v20-3992

We prove uniform estimates for the expected value of averages of order statistics of matrices interms of their largest entries. As an application, we obtain similar probabilistic estimates for ℓp norms via real interpolation.

On Mean Outer Radii of Random Polytopes (2014)
Journal Article
Alonso-Gutiérrez, D., Dafnis, N., Cifre, M. Á. H., & Prochno, J. (2014). On Mean Outer Radii of Random Polytopes. Indiana University Mathematics Journal, 63(2), 579-595

In this paper we introduce a new sequence of quantities for random polytopes. Let $K_N=\conv\{X_1,...,X_N\}$ be a random polytope generated by independent random vectors uniformly distributed in an isotropic convex body K of $\R^n$. We prove that the... Read More about On Mean Outer Radii of Random Polytopes.

A continuous updating rule for imprecise probabilities (2014)
Presentation / Conference Contribution
Cattaneo, M. E. G. V. (2014, July). A continuous updating rule for imprecise probabilities. Presented at 15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014), Montpellier, France

The paper studies the continuity of rules for updating imprecise probability models when new data are observed. Discontinuities can lead to robustness issues: this is the case for the usual updating rules of the theory of imprecise probabilities. An... Read More about A continuous updating rule for imprecise probabilities.

The passive diffusion of Leptospira interrogans (2014)
Journal Article
Koens, L., & Lauga, E. (2014). The passive diffusion of Leptospira interrogans. Physical Biology, 11(6), Article 066008. https://doi.org/10.1088/1478-3975/11/6/066008

Motivated by recent experimental measurements, the passive diffusion of the bacterium Leptospira interrogans is investigated theoretically. By approximating the cell shape as a straight helix and using the slender-body-theory approximation of Stokesi... Read More about The passive diffusion of Leptospira interrogans.

The Lyman α forest as a tool for disentangling non-Gaussianities (2014)
Journal Article
Chongchitnan, S. (2014). The Lyman α forest as a tool for disentangling non-Gaussianities. Journal of cosmology and astroparticle physics, 2014(10), Article ARTN 034. https://doi.org/10.1088/1475-7516/2014/10/034

© 2014 IOP Publishing Ltd and Sissa Medialab srl . Detection of primordial non-Gaussianity will give us an unprecedented detail of the physics of inflation. As observational probes are now exploring new expanses of the inflationary landscape, it is c... Read More about The Lyman α forest as a tool for disentangling non-Gaussianities.

Algorithms for arithmetic groups with the congruence subgroup property (2014)
Journal Article
Detinko, A. S., Flannery, D. L., & Hulpke, A. (2015). Algorithms for arithmetic groups with the congruence subgroup property. Journal of Algebra, 421, 234-259. https://doi.org/10.1016/j.jalgebra.2014.08.027

© 2014 Elsevier Inc. We develop practical techniques to compute with arithmetic groups H≤SL(n,Q) for n>. 2. Our approach relies on constructing a principal congruence subgroup in H. Problems solved include testing membership in H, analyzing the subno... Read More about Algorithms for arithmetic groups with the congruence subgroup property.

Lattice gerbe theory (2014)
Journal Article
Lipstein, A. E., & Reid-Edwards, R. A. (2014). Lattice gerbe theory. Journal of High Energy Physics, 2014(9), Article ARTN 034. https://doi.org/10.1007/JHEP09%282014%29034

We formulate the theory of a 2-form gauge field on a Euclidean spacetime lattice. In this approach, the fundamental degrees of freedom live on the faces of the lattice, and the action can be constructed from the sum over Wilson surfaces associated wi... Read More about Lattice gerbe theory.

Integrality and arithmeticity of solvable linear groups (2014)
Journal Article
Detinko, A. S., Flannery, D. L., & de Graaf, W. A. (2015). Integrality and arithmeticity of solvable linear groups. Journal of Symbolic Computation, 68(P1), 138-145. https://doi.org/10.1016/j.jsc.2014.08.011

We develop a practical algorithm to decide whether a finitely generated subgroup of a solvable algebraic group G is arithmetic. This incorporates a procedure to compute a generating set of an arithmetic subgroup of G. We also provide a simple new alg... Read More about Integrality and arithmeticity of solvable linear groups.

Quantitative decision-making for the next generation of smarter evacuations (2014)
Book Chapter
Fry, J., Galla, T., & Binner, J. (2014). Quantitative decision-making for the next generation of smarter evacuations. In J. Preston, J. M. Binner, L. Branicki, T. Galla, N. Jones, J. King, M. Kolokitha, & M. Smyrnakis (Eds.), City Evacuations: An Interdisciplinary Approach (63-87). Springer. https://doi.org/10.1007/978-3-662-43877-0_4

In this chapter we discuss the mathematical modelling of the next generation of smarter evacuations. Alongside a burgeoning literature on resilience we formulate a quantitative decision-making framework through which Social Media can be used to deliv... Read More about Quantitative decision-making for the next generation of smarter evacuations.

Multivariate bubbles and antibubbles (2014)
Journal Article
Fry, J. (2014). Multivariate bubbles and antibubbles. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 174. https://doi.org/10.1140/epjb/e2014-50324-9

In this paper we develop models for multivariate financial bubbles and antibubbles based on statistical physics. In particular, we extend a rich set of univariate models to higher dimensions. Changes in market regime can be explicitly shown to repres... Read More about Multivariate bubbles and antibubbles.

On air cushioning in axisymmetric impacts (2014)
Journal Article
Moore, M., & Oliver, J. (2014). On air cushioning in axisymmetric impacts. IMA Journal of Applied Mathematics, 79(4), 661-680. https://doi.org/10.1093/imamat/hxu026

This paper extends the work of Moore et al. (2013, Air-cushioning in impact problems. IMA J. Appl. Math., 78, 818–838) by using a displacement potential formulation to analyse the post-impact effect of an air-cushioning layer on the normal impact of... Read More about On air cushioning in axisymmetric impacts.

The largest subsemilattices of the endomorphism monoid of an independence algebra (2014)
Journal Article
Araújo, J., Bentz, W., & Konieczny, J. (2014). The largest subsemilattices of the endomorphism monoid of an independence algebra. Linear algebra and its applications, 458, 60-79. https://doi.org/10.1016/j.laa.2014.05.041

An algebra A is said to be an independence algebra if it is a matroid algebra and every map α:X→A, defined on a basis X of A, can be extended to an endomorphism of A. These algebras are particularly well-behaved generalizations of vector spaces, and... Read More about The largest subsemilattices of the endomorphism monoid of an independence algebra.

Ising critical exponents on random trees and graphs (2014)
Journal Article
Dommers, S., Giardinà, C., & van der Hofstad, R. (2014). Ising critical exponents on random trees and graphs. Communications in mathematical physics, 328(1), 355-395. https://doi.org/10.1007/s00220-014-1992-2

We study the critical behavior of the ferromagnetic Ising model on random trees as well as so-called locally tree-like random graphs. We pay special attention to trees and graphs with a power-law offspring or degree distribution whose tail behavior i... Read More about Ising critical exponents on random trees and graphs.

Capillary and viscous perturbations to Helmholtz flows (2014)
Journal Article
Moore, M., Ockendon, H., Ockendon, J., & Oliver, J. (2014). Capillary and viscous perturbations to Helmholtz flows. Journal of Fluid Mechanics, 742, Article R1. https://doi.org/10.1017/jfm.2014.39

Inspired by recent calculations by Thoraval et al. (Phys. Rev. Lett., vol. 108, 2012, p. 264506) relating to droplet impact, this paper presents an analysis of the perturbations to the free surface caused by small surface tension and viscosity in ste... Read More about Capillary and viscous perturbations to Helmholtz flows.

Constraining isocurvature perturbations with the 21 cm emission from minihaloes (2014)
Journal Article
Takeuchi, Y., & Chongchitnan, S. (2014). Constraining isocurvature perturbations with the 21 cm emission from minihaloes. Monthly notices of the Royal Astronomical Society, 439(1), 1125-1135. https://doi.org/10.1093/mnras/stu059

We investigate the effects of isocurvature perturbations on the 21 cm radiation from minihaloes (MHs) at high redshifts and examine constraints on the isocurvature amplitude and power spectrum using the next generation of radio telescopes such as the... Read More about Constraining isocurvature perturbations with the 21 cm emission from minihaloes.

Taylor's modularity conjecture holds for linear idempotent varieties (2014)
Journal Article
Bentz, W., & Sequeira, L. (2014). Taylor's modularity conjecture holds for linear idempotent varieties. Algebra universalis, 71(2), 101-107. https://doi.org/10.1007/s00012-014-0273-4

The “Modularity Conjecture” is the assertion that the join of two nonmodular varieties in the lattice of interpretability types is nonmodular. We establish the veracity of this conjecture for the case of linear idempotent varieties. We also establish... Read More about Taylor's modularity conjecture holds for linear idempotent varieties.