Scientific

Local dynamics for large sparse networks of interacting diffusions

Speaker: 
Daniel Lacker
Date: 
Tue, Oct 26, 2021
Location: 
Online
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

This talk is an overview of a recent and ongoing line of work on large sparse networks of interacting diffusion processes. Each process is associated with a vertex in a graph and interacts only with its neighbors. When the graph is complete and the size grows to infinity, the system is well-approximated by its mean field limit, which describes the behavior of one typical process. For general graphs, however, the mean field approximation can fail, most dramatically when the graph is sparse. Nevertheless, if the underlying graph is locally tree-like (as is the case for many canonical sparse random graph models), we show that a single process and its nearest neighbors are characterized by an autonomous evolution which we call the "local dynamics." This can be viewed as a sparse counterpart of the usual McKean-Vlasov equation. The structure of the local dynamics depend heavily on the symmetries of the underlying graph and the conditional independence structure of the solution process. In the time-stationary case, the local dynamics take a particular tractable form. Based on joint works with Kavita Ramanan, Ruoyu Wu, and Jiacheng Zhang.

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Long time limits and concentration bounds for graphon mean field systems

Speaker: 
Ruoyu Wu
Date: 
Tue, Oct 26, 2021
Location: 
Online
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with random weights characterized by an underlying graphon. The limit is given by a graphon particle system consisting of independent but heterogeneous nonlinear diffusions whose probability distributions are fully coupled. Under suitable convexity/dissipativity assumptions, we show the exponential ergodicity for both systems, establish a uniform-in-time law of large numbers for the empirical measure of particle states, and introduce the uniform-in-time Euler approximation. The precise rate of convergence of the Euler approximation is provided. We also provide uniform-in-time exponential concentration bounds for the rate of the LLN convergence under additional integrability conditions. Based on joint works with Erhan Bayraktar and Suman Chakraborty.

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Describing interacting particle systems via partial differential equations and graphons

Speaker: 
Fabio Coppini
Date: 
Tue, Oct 26, 2021
Location: 
Onlin
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

The study of large populations of interacting agents connected via a non-trivial network of connections represents a field of growing interest in Applied Mathematics. The relatively recent theory of graphons turns out to be well-adapted to model the emergence of complex networks and has been applied in several contexts by now, including mean-field systems. In this talk, we discuss how some of the key properties of graphon objects, e.g., exchangeability and labelling, are related to the study of interacting particle systems. Hopefully, this will shed some light on the behavior of systems described by partial differential equations and graphons, as the Graphon Mean-Field Game equations.

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Graphon mean field systems: large population and long time limits

Speaker: 
Erhan Bayraktar
Date: 
Tue, Oct 26, 2021
Location: 
Online
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with random weights characterized by an underlying graphon. The limit is given by a graphon particle system consisting of independent but heterogeneous nonlinear diffusions whose probability distributions are fully coupled. A law of large numbers result is established as the system size increases and the underlying graphons converge. Under suitable additional assumptions, we show the exponential ergodicity for the system, establish the uniform in time law of large numbers, and introduce the uniform in time Euler approximation. The precise rate of convergence of the Euler approximation is provided.

Based on joint works with Suman Chakraborty and Ruoyu Wu.

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Subject: 

Epidemic Model-Based Benchmark for Optimal Control on Networks

Speaker: 
Yaroslav V. Salii
Date: 
Tue, Oct 26, 2021
Location: 
Online
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

Network dynamical systems add an additional challenge of scale to optimal control schemes. There are many options of overcoming it, such as approximations and heuristics based on mean field games, neural networks, or reinforcement learning, or the actual structure of the networks, each with its own advantages and tradeoffs.

Metapopulation epidemic models, where each population is an entity on a map, such as a city or a district, are a convenient option for benchmarking varying optimal control schemes: these can be designed with varying number of nodes (dimension), have a natural per-node optimal control, e.g. the “lockdown level,” and a straightforward visualization option of choropleth maps.

In this talk, we will describe a procedure for generating plausible instances of such models with from 1 to circa 64,000 nodes based on publicly available census data for the contiguous U.S., each with the network of short-range travel (commute) and long-range travel (airplane), the latter derived from publicly available passenger flight statistics---along with a formal aggregation routine enabling a view of the same geography at different resolutions.

As a showcase, we designed a “baseline” optimal control scheme for three instances covering Oregon and Washington states: a 2-node instance on state level, a 75-node on county level, and a 2,072-node instance made of “atomic” population units, the census tracts, which are put through a metapopulation SIR model with per-node “lockdown level” optimal control on a 180-day time horizon, with the objective of minimizing the cumulative number of infections and the square of this lockdown control; the results are compared with the “no-lockdown” model.
The optimal control was derived through the Pontryagin Maximum Principle and numerically computed by the forward-backward sweep method, which converges within 5 seconds on the 2- and 75-node instances and within 40 seconds on the 2,072-node one.

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Controlling Human Microbiota

Speaker: 
Yang-Yu Liu
Date: 
Tue, Oct 26, 2021
Location: 
Online
Conference: 
Workshop on Mean Field Games on Networks
Abstract: 

We coexist with a vast number of microbes—our microbiota—that live in and on our bodies, and play an important role in human physiology and diseases. Many scientific advances have been made through the work of large-scale, consortium-driven metagenomic projects. Despite these advances, there are still many fundamental questions regarding the dynamics and control of microbiota to be addressed. Indeed, it is well established that human-associated microbes form a very complex and dynamic ecosystem, which can be altered by drastic diet change, medical interventions, and many other factors. The alterability of our microbiome offers opportunities for practical microbiome-based therapies, e.g., fecal microbiota transplantation and probiotic administration, to restore or maintain our healthy microbiota. Yet, the complex structure and dynamics of the underlying ecosystem render the quantitative study of microbiome-based therapies extremely difficult. In this talk, I will discuss our recent theoretical progress on controlling human microbiota from network science, dynamical systems, and control theory perspectives.

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Differential Equations and Algebraic Geometry - 1

Speaker: 
Hossein Movasati
Date: 
Wed, Oct 27, 2021
Location: 
PIMS, University of Alberta
Zoom
Conference: 
PIMS Network Courses
Differential Equations and Algebraic Geometry
Abstract: 

This is a guest lecture in the PIMS Network Wide Graduate Course in Differential Equations in Algebraic Geometry.

Class: 

Quantum Operations as Resources

Speaker: 
Thomas Theurer
Date: 
Wed, Oct 27, 2021
Location: 
Online
Conference: 
Emergent Research: The PIMS Postdoctoral Fellow Seminar
Abstract: 

Protocols and devices that exploit quantum mechanical effects can outperform their classical counterparts in certain tasks ranging from communication and computation to sensing. Intuitively speaking, the reason for this is that different physical laws allow for different technological applications. Therefore, the question where quantum mechanics differs from classical physics is not only of foundational or philosophical interest but might have technological implications too. To address it in a systematic manner, so-called quantum resource theories were developed. These are mathematical frameworks that emerge from (physically motivated) restrictions that are put on top of the laws of quantum mechanics and single out specific aspects of quantum theory as resources. A widely studied example would be the restriction to local operations and classical communication, which leads to the resource theory of entanglement. It is then investigated how these restrictions influence our abilities to do certain tasks (e.g., communicate securely), how these restrictions can be overcome, and how the resulting resources can be quantified. Historically, resource theories were mainly focused on the resources present in quantum states. After an introduction to the general topic, I will speak about my recent research on how these concepts can be extended to quantum operations and why this is of interest.

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Conditional Sampling with Block-Triangular Transport Maps

Speaker: 
Bamdad Hosseini
Date: 
Thu, Oct 21, 2021
Location: 
PIMS, University of Washington
Zoom
Online
Conference: 
Kantorovich Initiative Seminar
Abstract: 

Generative models such as Generative Adversarial Nets (GANs), Variational Autoencoders and Normalizing Flows have been very successful in the unsupervised learning task of generating samples from a high-dimensional probability distribution. However, the task of conditioning a high-dimensional distribution from limited empirical samples has attracted less attention in the literature but it is a central problem in Bayesian inference and supervised learning. In this talk we will discuss some ideas in this direction by viewing generative modelling as a measure transport problem. In particular, we present a simple recipe using block-triangular maps and monotonicity constraints that enables standard models such as the original GAN to perform conditional sampling. We demonstrate the effectiveness of our method on various examples ranging from synthetic test sets to image in-painting and function space inference in porous medium flow.

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The Connection Between RDEs and PDEs

Speaker: 
Louigi Addario-Berry
Date: 
Thu, Oct 14, 2021
Location: 
PIMS, University of Victoria
Zoom
Online
Conference: 
PIMS-UVic Distinguished Lecture
Abstract: 

Recursive distributional equations (RDEs) are ubiquitous in probability. For example, the standard Gaussian distribution can be characterized as the unique fixed point of the following RDE

$$
X = (X_1 + X_2) / \sqrt{2}
$$

among the class of centered random variables with standard deviation of 1. (The equality in the equation is in distribution; the random variables and must all be identically distributed; and and must be independent.)

Recently, it has been discovered that the dynamics of certain recursive distributional equations can be solved using by using tools from numerical analysis, on the convergence of approximation schemes for PDEs. In particular, the framework for studying stability and convergence for viscosity solutions of nonlinear second order equations, due to Crandall-Lions, Barles-Souganidis, and others, can be used to prove distributional convergence for certain families of RDEs, which can be interpreted as tree- valued stochastic processes. I will survey some of these results, as well as the (current) limitations of the method, and our hope for further interplay between these two research areas.

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