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[This lecture is also doubling as this week’s “open problem of the week”, as it (eventually) discusses the soliton resolution conjecture.]

In this third lecture, I will talk about how the dichotomy between structure and randomness pervades the study of two different types of partial differential equations (PDEs):

  • Parabolic PDE, such as the heat equation u_t = \Delta u, which turn out to play an important role in the modern study of geometric topology; and
  • Hamiltonian PDE, such as the Schrödinger equation u_t = i \Delta u, which are heuristically related (via Liouville’s theorem) to measure-preserving actions of the real line (or time axis) {\Bbb R}, somewhat in analogy to how combinatorial number theory and graph theory were related to measure-preserving actions of {\Bbb Z} and S_\infty respectively, as discussed in the previous lecture.

(In physics, one would also insert some physical constants, such as Planck’s constant \hbar, but for the discussion here it is convenient to normalise away all of these constants.)

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In this second lecture, I wish to talk about the dichotomy between structure and randomness as it manifests itself in four closely related areas of mathematics:

  • Combinatorial number theory, which seeks to find patterns in unstructured dense sets (or colourings) of integers;
  • Ergodic theory (or more specifically, multiple recurrence theory), which seeks to find patterns in positive-measure sets under the action of a discrete dynamical system on probability spaces (or more specifically, measure-preserving actions of the integers {\Bbb Z});
  • Graph theory, or more specifically the portion of this theory concerned with finding patterns in large unstructured dense graphs; and
  • Ergodic graph theory, which is a very new and undeveloped subject, which roughly speaking seems to be concerned with the patterns within a measure-preserving action of the infinite permutation group S_\infty, which is one of several models we have available to study infinite “limits” of graphs.

The two “discrete” (or “finitary”, or “quantitative”) fields of combinatorial number theory and graph theory happen to be related to each other, basically by using the Cayley graph construction; I will give an example of this shortly. The two “continuous” (or “infinitary”, or “qualitative”) fields of ergodic theory and ergodic graph theory are at present only related on the level of analogy and informal intuition, but hopefully some more systematic connections between them will appear soon.

On the other hand, we have some very rigorous connections between combinatorial number theory and ergodic theory, and also (more recently) between graph theory and ergodic graph theory, basically by the procedure of viewing the infinitary continuous setting as a limit of the finitary discrete setting. These two connections go by the names of the Furstenberg correspondence principle and the graph correspondence principle respectively. These principles allow one to tap the power of the infinitary world (for instance, the ability to take limits and perform completions or closures of objects) in order to establish results in the finitary world, or at least to take the intuition gained in the infinitary world and transfer it to a finitary setting. Conversely, the finitary world provides an excellent model setting to refine one’s understanding of infinitary objects, for instance by establishing quantitative analogues of “soft” results obtained in an infinitary manner. I will remark here that this best-of-both-worlds approach, borrowing from both the finitary and infinitary traditions of mathematics, was absolutely necessary for Ben Green and I in order to establish our result on long arithmetic progressions in the primes. In particular, the infinitary setting is excellent for being able to rigorously define and study concepts (such as structure or randomness) which are much “fuzzier” and harder to pin down exactly in the finitary world.

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This week I am in Boston, giving this year’s Simons lectures at MIT together with David Donoho. (These lectures, incidentally, are endowed by Jim Simons, who was mentioned in some earlier discussion here.) While preparing these lectures, it occurred to me that I may as well post my lecture notes on this blog, since this medium is essentially just an asynchronous version of a traditional lecture series, and the hypertext capability is in some ways more convenient and informal than, say, \LaTeX slides.

I am giving three lectures, each expounding on some aspects of the theme “the dichotomy between structure and randomness”, which I also spoke about (and wrote about) for the ICM last August. This theme seems to pervade many of the areas of mathematics that I work in, and my lectures aim to explore how this theme manifests itself in several of these. In this, the first lecture, I describe the dichotomy as it appears in Fourier analysis and in number theory. (In the second, I discuss the dichotomy in ergodic theory and graph theory, while in the third, I discuss PDE.)

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