Project acronym 1stProposal
Project An alternative development of analytic number theory and applications
Researcher (PI) ANDREW Granville
Host Institution (HI) UNIVERSITY COLLEGE LONDON
Call Details Advanced Grant (AdG), PE1, ERC-2014-ADG
Summary The traditional (Riemann) approach to analytic number theory uses the zeros of zeta functions. This requires the associated multiplicative function, say f(n), to have special enough properties that the associated Dirichlet series may be analytically continued. In this proposal we continue to develop an approach which requires less of the multiplicative function, linking the original question with the mean value of f. Such techniques have been around for a long time but have generally been regarded as “ad hoc”. In this project we aim to show that one can develop a coherent approach to the whole subject, not only reproving all of the old results, but also many new ones that appear inaccessible to traditional methods.
Our first goal is to complete a monograph yielding a reworking of all the classical theory using these new methods and then to push forward in new directions. The most important is to extend these techniques to GL(n) L-functions, which we hope will now be feasible having found the correct framework in which to proceed. Since we rarely know how to analytically continue such L-functions this could be of great benefit to the subject.
We are developing the large sieve so that it can be used for individual moduli, and will determine a strong form of that. Also a new method to give asymptotics for mean values, when they are not too small.
We wish to incorporate techniques of analytic number theory into our theory, for example recent advances on mean values of Dirichlet polynomials. Also the recent breakthroughs on the sieve suggest strong links that need further exploration.
Additive combinatorics yields important results in many areas. There are strong analogies between its results, and those for multiplicative functions, especially in large value spectrum theory, and its applications. We hope to develop these further.
Much of this is joint work with K Soundararajan of Stanford University.
Summary
The traditional (Riemann) approach to analytic number theory uses the zeros of zeta functions. This requires the associated multiplicative function, say f(n), to have special enough properties that the associated Dirichlet series may be analytically continued. In this proposal we continue to develop an approach which requires less of the multiplicative function, linking the original question with the mean value of f. Such techniques have been around for a long time but have generally been regarded as “ad hoc”. In this project we aim to show that one can develop a coherent approach to the whole subject, not only reproving all of the old results, but also many new ones that appear inaccessible to traditional methods.
Our first goal is to complete a monograph yielding a reworking of all the classical theory using these new methods and then to push forward in new directions. The most important is to extend these techniques to GL(n) L-functions, which we hope will now be feasible having found the correct framework in which to proceed. Since we rarely know how to analytically continue such L-functions this could be of great benefit to the subject.
We are developing the large sieve so that it can be used for individual moduli, and will determine a strong form of that. Also a new method to give asymptotics for mean values, when they are not too small.
We wish to incorporate techniques of analytic number theory into our theory, for example recent advances on mean values of Dirichlet polynomials. Also the recent breakthroughs on the sieve suggest strong links that need further exploration.
Additive combinatorics yields important results in many areas. There are strong analogies between its results, and those for multiplicative functions, especially in large value spectrum theory, and its applications. We hope to develop these further.
Much of this is joint work with K Soundararajan of Stanford University.
Max ERC Funding
2 011 742 €
Duration
Start date: 2015-08-01, End date: 2020-07-31
Project acronym AMSTAT
Project Problems at the Applied Mathematics-Statistics Interface
Researcher (PI) Andrew Stuart
Host Institution (HI) THE UNIVERSITY OF WARWICK
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary Applied mathematics is concerned with developing models with predictive capability, and with probing those models to obtain qualitative and quantitative insight into the phenomena being modelled. Statistics is data-driven and is aimed at the development of methodologies to optimize the information derived from data. The increasing complexity of phenomena that scientists and engineers wish to model, together with our increased ability to gather, store and interrogate data, mean that the subjects of applied mathematics and statistics are increasingly required to work in conjunction. This research proposal is concerned with a research program at the interface between these two disciplines, aimed at problems in differential equations where profusion of data and the sophisticated model combine to produce the mathematical problem of obtaining information from a probability measure on function space. Applications are far-reaching and include the atmospheric sciences, geophysics, chemistry, econometrics and signal processing. The objectives of the research are: (i) to create the systematic foundations for a range of problems at the applied mathematics and statistics interface which share the common mathematical structure underpinning the range of applications described above; (ii) to exploit this common mathematical structure to design effecient algorithms to sample probability measures on function space; (iii) to apply these algorithms to attack a range of significant problems arising in molecular dynamics and in the atmospheric sciences.
Summary
Applied mathematics is concerned with developing models with predictive capability, and with probing those models to obtain qualitative and quantitative insight into the phenomena being modelled. Statistics is data-driven and is aimed at the development of methodologies to optimize the information derived from data. The increasing complexity of phenomena that scientists and engineers wish to model, together with our increased ability to gather, store and interrogate data, mean that the subjects of applied mathematics and statistics are increasingly required to work in conjunction. This research proposal is concerned with a research program at the interface between these two disciplines, aimed at problems in differential equations where profusion of data and the sophisticated model combine to produce the mathematical problem of obtaining information from a probability measure on function space. Applications are far-reaching and include the atmospheric sciences, geophysics, chemistry, econometrics and signal processing. The objectives of the research are: (i) to create the systematic foundations for a range of problems at the applied mathematics and statistics interface which share the common mathematical structure underpinning the range of applications described above; (ii) to exploit this common mathematical structure to design effecient algorithms to sample probability measures on function space; (iii) to apply these algorithms to attack a range of significant problems arising in molecular dynamics and in the atmospheric sciences.
Max ERC Funding
1 693 501 €
Duration
Start date: 2008-12-01, End date: 2014-11-30
Project acronym ARITHQUANTUMCHAOS
Project Arithmetic and Quantum Chaos
Researcher (PI) Zeev Rudnick
Host Institution (HI) TEL AVIV UNIVERSITY
Call Details Advanced Grant (AdG), PE1, ERC-2012-ADG_20120216
Summary Quantum Chaos is an emerging discipline which is crossing over from Physics into Pure Mathematics. The recent crossover is driven in part by a connection with Number Theory. This project explores several aspects of this interrelationship and is composed of a number of sub-projects. The sub-projects deal with: statistics of energy levels and wave functions of pseudo-integrable systems, a hitherto unexplored subject in the mathematical community which is not well understood in the physics community; with statistics of zeros of zeta functions over function fields, a purely number theoretic topic which is linked to the subproject on Quantum Chaos through the mysterious connections to Random Matrix Theory and an analogy between energy levels and zeta zeros; and with spatial statistics in arithmetic.
Summary
Quantum Chaos is an emerging discipline which is crossing over from Physics into Pure Mathematics. The recent crossover is driven in part by a connection with Number Theory. This project explores several aspects of this interrelationship and is composed of a number of sub-projects. The sub-projects deal with: statistics of energy levels and wave functions of pseudo-integrable systems, a hitherto unexplored subject in the mathematical community which is not well understood in the physics community; with statistics of zeros of zeta functions over function fields, a purely number theoretic topic which is linked to the subproject on Quantum Chaos through the mysterious connections to Random Matrix Theory and an analogy between energy levels and zeta zeros; and with spatial statistics in arithmetic.
Max ERC Funding
1 714 000 €
Duration
Start date: 2013-02-01, End date: 2019-01-31
Project acronym COIMBRA
Project Combinatorial methods in noncommutative ring theory
Researcher (PI) Agata Smoktunowicz
Host Institution (HI) THE UNIVERSITY OF EDINBURGH
Call Details Advanced Grant (AdG), PE1, ERC-2012-ADG_20120216
Summary As noted by T Y Lam in his book, A first course in noncommutative rings, noncommutative ring theory is a fertile meeting ground for group theory (group rings), representation theory (modules), functional analysis (operator algebras), Lie theory (enveloping algebras), algebraic geometry (finitely generated algebras, differential operators), noncommutative algebraic geometry (graded domains), arithmetic (orders, Brauer groups), universal algebra (co-homology of rings, projective modules) and quantum physics (quantum matrices). As such, noncommutative ring theory is an area which has the potential to produce developments in many areas and in an efficient manner. The main aim of the project is to develop methods which could be applicable not only in ring theory but also in other areas, and then apply them to solve several important open questions in mathematics. The Principal Investigator, along with two PhD students and two post doctorates, propose to: study basic open questions on infinite dimensional associative noncommutative algebras; pool their expertise so as to tackle problems from a number of related areas of mathematics using noncommutative ring theory, and develop new approaches to existing problems that will benefit future researchers. A part of our methodology would be to first improve (in some cases) Bergman's Diamond Lemma, and then apply it to several open problems. The Diamond Lemma gives bases for the algebras defined by given sets of relations. In general, it is very difficult to determine if the algebra given by a concrete set of relations is non-trivial or infinite dimensional. Our approach is to introduce smaller rings, which we will call platinum rings. The next step would then be to apply the Diamond Lemma to the platinum ring instead of the original rings. Such results would have many applications in group theory, noncommutative projective geometry, nonassociative algebras and no doubt other areas as well.
Summary
As noted by T Y Lam in his book, A first course in noncommutative rings, noncommutative ring theory is a fertile meeting ground for group theory (group rings), representation theory (modules), functional analysis (operator algebras), Lie theory (enveloping algebras), algebraic geometry (finitely generated algebras, differential operators), noncommutative algebraic geometry (graded domains), arithmetic (orders, Brauer groups), universal algebra (co-homology of rings, projective modules) and quantum physics (quantum matrices). As such, noncommutative ring theory is an area which has the potential to produce developments in many areas and in an efficient manner. The main aim of the project is to develop methods which could be applicable not only in ring theory but also in other areas, and then apply them to solve several important open questions in mathematics. The Principal Investigator, along with two PhD students and two post doctorates, propose to: study basic open questions on infinite dimensional associative noncommutative algebras; pool their expertise so as to tackle problems from a number of related areas of mathematics using noncommutative ring theory, and develop new approaches to existing problems that will benefit future researchers. A part of our methodology would be to first improve (in some cases) Bergman's Diamond Lemma, and then apply it to several open problems. The Diamond Lemma gives bases for the algebras defined by given sets of relations. In general, it is very difficult to determine if the algebra given by a concrete set of relations is non-trivial or infinite dimensional. Our approach is to introduce smaller rings, which we will call platinum rings. The next step would then be to apply the Diamond Lemma to the platinum ring instead of the original rings. Such results would have many applications in group theory, noncommutative projective geometry, nonassociative algebras and no doubt other areas as well.
Max ERC Funding
1 406 551 €
Duration
Start date: 2013-06-01, End date: 2018-05-31
Project acronym DEPENDENTCLASSES
Project Model theory and its applications: dependent classes
Researcher (PI) Saharon Shelah
Host Institution (HI) THE HEBREW UNIVERSITY OF JERUSALEM
Call Details Advanced Grant (AdG), PE1, ERC-2013-ADG
Summary Model theory deals with general classes of structures (called models).
Specific examples of such classes are: the class of rings or the class of
algebraically closed fields.
It turns out that counting the so-called complete types over models in the
class has an important role in the development of model theory in general and
stability theory in particular.
Stable classes are those with relatively few complete types (over structures
from the class); understanding stable classes has been central in model theory
and its applications.
Recently, I have proved a new dichotomy among the unstable classes:
Instead of counting all the complete types, they are counted up to conjugacy.
Classes which have few types up to conjugacy are proved to be so-called
``dependent'' classes (which have also been called NIP classes).
I have developed (under reasonable restrictions) a ``recounting theorem'',
parallel to the basic theorems of stability theory.
I have started to develop some of the basic properties of this new approach.
The goal of the current project is to develop systematically the theory of
dependent classes. The above mentioned results give strong indication that this
new theory can be eventually as useful as the (by now the classical) stability
theory. In particular, it covers many well known classes which stability theory
cannot treat.
Summary
Model theory deals with general classes of structures (called models).
Specific examples of such classes are: the class of rings or the class of
algebraically closed fields.
It turns out that counting the so-called complete types over models in the
class has an important role in the development of model theory in general and
stability theory in particular.
Stable classes are those with relatively few complete types (over structures
from the class); understanding stable classes has been central in model theory
and its applications.
Recently, I have proved a new dichotomy among the unstable classes:
Instead of counting all the complete types, they are counted up to conjugacy.
Classes which have few types up to conjugacy are proved to be so-called
``dependent'' classes (which have also been called NIP classes).
I have developed (under reasonable restrictions) a ``recounting theorem'',
parallel to the basic theorems of stability theory.
I have started to develop some of the basic properties of this new approach.
The goal of the current project is to develop systematically the theory of
dependent classes. The above mentioned results give strong indication that this
new theory can be eventually as useful as the (by now the classical) stability
theory. In particular, it covers many well known classes which stability theory
cannot treat.
Max ERC Funding
1 748 000 €
Duration
Start date: 2014-03-01, End date: 2019-02-28
Project acronym DIFFERENTIALGEOMETR
Project Geometric analysis, complex geometry and gauge theory
Researcher (PI) Simon Kirwan Donaldson
Host Institution (HI) IMPERIAL COLLEGE OF SCIENCE TECHNOLOGY AND MEDICINE
Call Details Advanced Grant (AdG), PE1, ERC-2009-AdG
Summary The proposal is for work in Geometric Analysis aimed at two different problems. One is to establish necessary and sufficient conditions for the existence of extremal metrics on complex algebraic manifolds. These metrics are characterised by conditions on their curvature tensor a paradigm being the Riemannian version of the Einstein equation of General Relativity The standard conjecture is that the right condition should be the stability of the manifold, a condition defined entirely in the language of algebraic geometry. But there are very few cases where this conjecture has been verified. The problem comes down to proving the existence of a solution to highly nonlinear partial differential equation. The aim is to advance this theory by a detailed study of interesting but more amenable cases, for example where there is a large symmetry group. The second problem is to develop new invariants and structures associated to a particular class of manifolds of dimension 6 and 7 (with holonomy SU(3) and G2). These would be derived from the solutions of versions of the Yang-Mills equation over the manifolds, in a similar manner to familiar theories in 3 and 4 dimensions. In higher dimensions there are fundamental new difficulties to overcome to set up a theory rigorously and the main point of this part of the proposal is to attack these. It is likely that the new structures, if they do exist, will have interesting connections to other developments in this general area, involving string theory and algebraic geometry.
Summary
The proposal is for work in Geometric Analysis aimed at two different problems. One is to establish necessary and sufficient conditions for the existence of extremal metrics on complex algebraic manifolds. These metrics are characterised by conditions on their curvature tensor a paradigm being the Riemannian version of the Einstein equation of General Relativity The standard conjecture is that the right condition should be the stability of the manifold, a condition defined entirely in the language of algebraic geometry. But there are very few cases where this conjecture has been verified. The problem comes down to proving the existence of a solution to highly nonlinear partial differential equation. The aim is to advance this theory by a detailed study of interesting but more amenable cases, for example where there is a large symmetry group. The second problem is to develop new invariants and structures associated to a particular class of manifolds of dimension 6 and 7 (with holonomy SU(3) and G2). These would be derived from the solutions of versions of the Yang-Mills equation over the manifolds, in a similar manner to familiar theories in 3 and 4 dimensions. In higher dimensions there are fundamental new difficulties to overcome to set up a theory rigorously and the main point of this part of the proposal is to attack these. It is likely that the new structures, if they do exist, will have interesting connections to other developments in this general area, involving string theory and algebraic geometry.
Max ERC Funding
1 501 361 €
Duration
Start date: 2010-04-01, End date: 2015-03-31
Project acronym DISCONV
Project DISCRETE AND CONVEX GEOMETRY: CHALLENGES, METHODS, APPLICATIONS
Researcher (PI) Imre Barany
Host Institution (HI) MAGYAR TUDOMANYOS AKADEMIA RENYI ALFRED MATEMATIKAI KUTATOINTEZET
Call Details Advanced Grant (AdG), PE1, ERC-2010-AdG_20100224
Summary Title: Discrete and convex geometry: challenges, methods, applications
Abstract: Research in discrete and convex geometry, using tools from combinatorics, algebraic
topology, probability theory, number theory, and algebra, with applications in theoretical
computer science, integer programming, and operations research. Algorithmic aspects are
emphasized and often serve as motivation or simply dictate the questions. The proposed
problems can be grouped into three main areas: (1) Geometric transversal, selection, and
incidence problems, including algorithmic complexity of Tverberg's theorem, weak
epsilon-nets, the k-set problem, and algebraic approaches to the Erdos unit distance problem.
(2) Topological methods and questions, in particular topological Tverberg-type theorems,
algorithmic complexity of the existence of equivariant maps, mass partition problems, and the
generalized HeX lemma for the k-coloured d-dimensional grid. (3) Lattice polytopes and random
polytopes, including Arnold's question on the number of convex lattice polytopes, limit
shapes of lattice polytopes in dimension 3 and higher, comparison of random polytopes and
lattice polytopes, the integer convex hull and its randomized version.
Summary
Title: Discrete and convex geometry: challenges, methods, applications
Abstract: Research in discrete and convex geometry, using tools from combinatorics, algebraic
topology, probability theory, number theory, and algebra, with applications in theoretical
computer science, integer programming, and operations research. Algorithmic aspects are
emphasized and often serve as motivation or simply dictate the questions. The proposed
problems can be grouped into three main areas: (1) Geometric transversal, selection, and
incidence problems, including algorithmic complexity of Tverberg's theorem, weak
epsilon-nets, the k-set problem, and algebraic approaches to the Erdos unit distance problem.
(2) Topological methods and questions, in particular topological Tverberg-type theorems,
algorithmic complexity of the existence of equivariant maps, mass partition problems, and the
generalized HeX lemma for the k-coloured d-dimensional grid. (3) Lattice polytopes and random
polytopes, including Arnold's question on the number of convex lattice polytopes, limit
shapes of lattice polytopes in dimension 3 and higher, comparison of random polytopes and
lattice polytopes, the integer convex hull and its randomized version.
Max ERC Funding
1 298 012 €
Duration
Start date: 2011-04-01, End date: 2017-03-31
Project acronym DISCRETECONT
Project From discrete to contimuous: understanding discrete structures through continuous approximation
Researcher (PI) László Lovász
Host Institution (HI) EOTVOS LORAND TUDOMANYEGYETEM
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary Important methods and results in discrete mathematics arise from the interaction between discrete mathematics and ``continuous'' areas like analysis or geometry. Classical examples of this include topological methods, linear and semidefinite optimization generating functions and more. More recent areas stressing this connection are the theory of limit objects of growing sequences of finite structures (graphs, hypergraphs, sequences), differential equations on networks, geometric representations of graphs. Perhaps most promising is the study of limits of growing graph and hypergraph sequences. In resent work by the Proposer and his collaborators, this area has found highly nontrivial connections with extremal graph theory, the theory of property testing in computer science, to additive number theory, the theory of random graphs, and measure theory as well as geometric representations of graphs. This proposal's goal is to explore these interactions, with the participation of a number of researchers from different areas of mathematics.
Summary
Important methods and results in discrete mathematics arise from the interaction between discrete mathematics and ``continuous'' areas like analysis or geometry. Classical examples of this include topological methods, linear and semidefinite optimization generating functions and more. More recent areas stressing this connection are the theory of limit objects of growing sequences of finite structures (graphs, hypergraphs, sequences), differential equations on networks, geometric representations of graphs. Perhaps most promising is the study of limits of growing graph and hypergraph sequences. In resent work by the Proposer and his collaborators, this area has found highly nontrivial connections with extremal graph theory, the theory of property testing in computer science, to additive number theory, the theory of random graphs, and measure theory as well as geometric representations of graphs. This proposal's goal is to explore these interactions, with the participation of a number of researchers from different areas of mathematics.
Max ERC Funding
739 671 €
Duration
Start date: 2009-01-01, End date: 2014-06-30
Project acronym DMMCA
Project Discrete Mathematics: methods, challenges and applications
Researcher (PI) Noga Alon
Host Institution (HI) TEL AVIV UNIVERSITY
Call Details Advanced Grant (AdG), PE1, ERC-2008-AdG
Summary Discrete Mathematics is a fundamental mathematical discipline as well as an essential component of many mathematical areas, and its study has experienced an impressive growth in recent years. Some of the main reasons for this growth are the broad applications of tools and techniques from extremal and probabilistic combinatorics in the rapid development of theoretical Computer Science, in the spectacular recent results in Additive Number Theory and in the study of basic questions in Information Theory. While in the past many of the basic combinatorial results were obtained mainly by ingenuity and detailed reasoning, the modern theory has grown out of this early stage, and often relies on deep, well developed tools, like the probabilistic method, algebraic, topological and geometric techniques. The work of the principal investigator, partly jointly with several collaborators and students, and partly in individual efforts, has played a significant role in the introduction of powerful algebraic, probabilistic, spectral and geometric techniques that influenced the development of modern combinatorics. In the present project he aims to try and further develop such tools, trying to tackle some basic open problems in Combinatorics, as well as significant questions in Additive Combinatorics, Information Theory, and theoretical Computer Science. Progress on the problems mentioned in this proposal, and the study of related ones, is expected to provide new insights on these problems and to lead to the development of novel fruitful techniques that are likely to be useful in Discrete Mathematics as well as in related areas.
Summary
Discrete Mathematics is a fundamental mathematical discipline as well as an essential component of many mathematical areas, and its study has experienced an impressive growth in recent years. Some of the main reasons for this growth are the broad applications of tools and techniques from extremal and probabilistic combinatorics in the rapid development of theoretical Computer Science, in the spectacular recent results in Additive Number Theory and in the study of basic questions in Information Theory. While in the past many of the basic combinatorial results were obtained mainly by ingenuity and detailed reasoning, the modern theory has grown out of this early stage, and often relies on deep, well developed tools, like the probabilistic method, algebraic, topological and geometric techniques. The work of the principal investigator, partly jointly with several collaborators and students, and partly in individual efforts, has played a significant role in the introduction of powerful algebraic, probabilistic, spectral and geometric techniques that influenced the development of modern combinatorics. In the present project he aims to try and further develop such tools, trying to tackle some basic open problems in Combinatorics, as well as significant questions in Additive Combinatorics, Information Theory, and theoretical Computer Science. Progress on the problems mentioned in this proposal, and the study of related ones, is expected to provide new insights on these problems and to lead to the development of novel fruitful techniques that are likely to be useful in Discrete Mathematics as well as in related areas.
Max ERC Funding
1 061 300 €
Duration
Start date: 2008-12-01, End date: 2013-11-30
Project acronym ESig
Project Creating rigorous mathematical and computational tools that can summarise high dimensional data streams in terms of their effects
Researcher (PI) Terence John Lyons
Host Institution (HI) THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
Call Details Advanced Grant (AdG), PE1, ERC-2011-ADG_20110209
Summary The Calculus of differential equations has proved to be a very powerful tool for describing the interrelationships between systems. That understanding has transformed many aspects of our world. This success has now reached an important limitation. As the systems we seek to understand increase in dimension and complexity, oscillatory and complex order information becomes much more important, and on normal computational scales the systems of interest often fail to fit the smooth Newtonian paradigm.
Mathematical tools that go beyond that smooth paradigm, and particularly Ito's extension of calculus to systems that have an additional Brownian component, have proved enormously valuable and have helped raised Stochastic Mathematics to the centre of the subject in a period of little more than 60 years. It has provided some of the most important applications of mathematics (spanning Neuroscience, Finance, Engineering, Image processing) over the second half of the last century.
In the late 1990s a new tool, the theory of rough paths, began to emerge. The mathematical aspects have been developed strongly by probability theorists to describe couplings between systems that are completely outside the Ito framework, by analysts to understand the solutions to certain non-linear vector valued PDEs, by classical analysts interested in the non-linear Fourier transform, and by those desiring to go beyond Monte Carlo techniques by choosing carefully chosen and representative scenarios instead of random ones. Several excellent texts now exist.
Key to this progress has been the combination of new definitions with strong rigorous results that underpin the concepts. The flow is still very active, and new tools, particularly the signature of a path, and the expected signature have a strong mathematical basis (eg. Annals of Math, Jan 2010) and potential as tools in pure and applied mathematics.
This proposal would allow the PI to create the momentum for completely new applications.
Summary
The Calculus of differential equations has proved to be a very powerful tool for describing the interrelationships between systems. That understanding has transformed many aspects of our world. This success has now reached an important limitation. As the systems we seek to understand increase in dimension and complexity, oscillatory and complex order information becomes much more important, and on normal computational scales the systems of interest often fail to fit the smooth Newtonian paradigm.
Mathematical tools that go beyond that smooth paradigm, and particularly Ito's extension of calculus to systems that have an additional Brownian component, have proved enormously valuable and have helped raised Stochastic Mathematics to the centre of the subject in a period of little more than 60 years. It has provided some of the most important applications of mathematics (spanning Neuroscience, Finance, Engineering, Image processing) over the second half of the last century.
In the late 1990s a new tool, the theory of rough paths, began to emerge. The mathematical aspects have been developed strongly by probability theorists to describe couplings between systems that are completely outside the Ito framework, by analysts to understand the solutions to certain non-linear vector valued PDEs, by classical analysts interested in the non-linear Fourier transform, and by those desiring to go beyond Monte Carlo techniques by choosing carefully chosen and representative scenarios instead of random ones. Several excellent texts now exist.
Key to this progress has been the combination of new definitions with strong rigorous results that underpin the concepts. The flow is still very active, and new tools, particularly the signature of a path, and the expected signature have a strong mathematical basis (eg. Annals of Math, Jan 2010) and potential as tools in pure and applied mathematics.
This proposal would allow the PI to create the momentum for completely new applications.
Max ERC Funding
1 814 301 €
Duration
Start date: 2012-06-01, End date: 2017-05-31
