We develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...
This is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions. ...
The course will focus on a probabilistic construction of a conformal field theory related to random Riemann surfaces, called the Liouville conformal field theory. The symmetries of the theory allow to express the n-point correlation functions in terms of 3 ...