Past Industrial and Applied Mathematics Seminar

19 January 2017

Averaging, either spatial or temporal, is a powerful technique in complex multi-scale systems.

However, in some situations it can be difficult to justify.

For example, many real-world networks in technology, engineering and biology have a function and exhibit dynamics that cannot always be adequately reproduced using network models given by the smooth dynamical systems and fixed network topology that typically result from averaging. Motivated by examples from neuroscience and engineering, we describe a model for what we call a "functional asynchronous network". The model allows for changes in network topology through decoupling of nodes and stopping and restarting of nodes, local times, adaptivity and control. Our long-term goal is to obtain an understanding of structure (why the network works) and how function is optimized (through bifurcation).

We describe a prototypical theorem that yields a functional decomposition for a large class of functional asynchronous networks. The result allows us to express the function of a dynamical network in terms of individual nodes and constituent subnetworks.


  • Industrial and Applied Mathematics Seminar
8 December 2016
John Hutchinson

The stability of structures continues to be scientifically fascinating and technically important.  Shell buckling emerged as one of the most challenging nonlinear problems in mechanics more than fifty years ago when it was intensively studied.  It has returned to life with new challenges motivated not only by structural applications but also by developments in the life sciences and in soft materials.  It is not at all uncommon for slightly imperfect thin cylindrical shells under axial compression or spherical shells under external pressure to buckle at 20% of the buckling load of the perfect shell.  A historical overview of shell buckling will be presented followed by a discussion of recent work by the speaker and his collaborators on the buckling of spherical shells.  Experimental and theoretical work will be described with a focus on imperfection-sensitivity and on viewing the phenomena within the larger context of nonlinear stability. 

  • Industrial and Applied Mathematics Seminar
1 December 2016
Jon Chapman, Patrick Farrell

A computational and asymptotic analysis of the solutions of Carrier's problem  is presented. The computations reveal a striking and beautiful bifurcation diagram, with an infinite sequence of alternating pitchfork and fold bifurcations as the bifurcation parameter tends to zero. The method of Kuzmak is then applied to construct asymptotic solutions to the problem. This asymptotic approach explains the bifurcation structure identified numerically, and its predictions of the bifurcation points are in excellent agreement with the numerical results. The analysis yields a novel and complete taxonomy of the solutions to the problem, and demonstrates that a claim of Bender & Orszag is incorrect.

  • Industrial and Applied Mathematics Seminar
24 November 2016
Athanasios Tsanas

In this talk, I am reflecting on the last 8 extremely enjoyable years I spent in the department (DPhil, OCIAM, 2008-2012, post-doc, WCMB, 2012-2016). My story is a little unusual: coming from an Engineering undergraduate background, spending 8 years in the Maths department, and now moving to a faculty position at the Medical School. However, I think it highlights well the enormous breadth and applicability of mathematics beyond traditional disciplinary boundaries. I will discuss different projects during my time in Oxford, focusing on time-series, signal processing, and statistical machine learning methods, with diverse applications in real-world problems.

  • Industrial and Applied Mathematics Seminar
17 November 2016
Stephen Wilson

In the first part of the talk, I will describe a fluid-dynamical model for a "anti-surfactant" solution (such as salt dissolved in water) whose surface tension is an increasing function of bulk solvent concentration. In particular, I will show that this model is consistent with the standard model for surfactants, and predicts a novel instability for anti-surfactants not present for surfactants. Some further details are given in the recent paper by Conn et al. Phys. Rev. E 93 043121 (2016).


In the second part of the talk, I will formulate and analyse the governing equations for the flow of a thixotropic or antithixotropic fluid in a slowly varying channel. These equations are equivalent to the equations of classical lubrication theory for a Newtonian fluid, but incorporate the evolving microstructure of the fluid, described in terms of a scalar structure parameter. If time permits, I will seek draw some conclusions relevant to thixotropic flow in porous media. Some further details are given in the forthcoming paper by Pritchard et al. to appear in J Non-Newt. Fluid Mech (2016).

  • Industrial and Applied Mathematics Seminar
10 November 2016
OCIAM Group Meeting

Ousman Kodio

Lubricated wrinkles: imposed constraints affect the dynamics of wrinkle coarsening

We investigate the problem of an elastic beam above a thin viscous layer. The beam is subjected to
a fixed end-to-end displacement, which will ultimately cause it to adopt the Euler-buckled
state. However, additional liquid must be drawn in to allow this buckling. In the interim, the beam
forms a wrinkled state with wrinkles coarsening over time. This problem has been studied
experimentally by Vandeparre \textit{et al.~Soft Matter} (2010), who provides a scaling argument
suggesting that the wavelength, $\lambda$, of the wrinkles grows according to $\lambda\sim t^{1/6}$.
However, a more detailed theoretical analysis shows that, in fact, $\lambda\sim(t/\log t)^{1/6}$.
We present numerical results to confirm this and show that this result provides a better account of
previous experiments.


Edward Rolls

Multiscale modelling of polymer dynamics: applications to DNA

We are interested in generalising existing polymer dynamics models which are applicable to DNA into multiscale models. We do this by simulating localized regions of a polymer chain with high spatial and temporal resolution, while using a coarser modelling approach to describe the rest of the polymer chain in order to increase computational speeds. The simulation maintains key macroscale properties for the entire polymer. We study the Rouse model, which describes a polymer chain of beads connected by springs by developing a numerical scheme which considers the a filament with varying spring constants as well as different timesteps to advance the positions of different beads, in order to extend the Rouse model to a multiscale model. This is applied directly to a binding model of a protein to a DNA filament. We will also discuss other polymer models and how it might be possible to introduce multiscale modelling to them.

  • Industrial and Applied Mathematics Seminar
3 November 2016
Henry Schenck

One of the fundamental tools in numerical analysis and PDE
is the finite element method (FEM). A main ingredient in
FEM are splines: piecewise polynomial functions on a
mesh. Even for a fixed mesh in the plane, there are many open
questions about splines: for a triangular mesh T and
smoothness order one, the dimension of the vector space
  C^1_3(T) of splines of polynomial degree at most three
is unknown. In 1973, Gil Strang conjectured a formula
for the dimension of the space C^1_2(T) in terms of the
combinatorics and geometry of the mesh T, and in 1987 Lou
Billera used algebraic topology to prove the conjecture
(and win the Fulkerson prize). I'll describe recent progress
on the study of spline spaces, including a quick and self
contained introduction to some basic but quite useful tools
from topology.

  • Industrial and Applied Mathematics Seminar
27 October 2016

The study of moving contact lines is challenging for various reasons: Physically no sliding motion is allowed with a standard no-slip boundary condition over a solid substrate. Mathematically one has to deal with a free-boundary problem which contains certain singularities at the contact line. Instabilities can lead to topological transition in configurations space - their rigorous mathematical understanding is highly non-trivial. In this talk some state-of-the-art modeling and numerical techniques for such challenges will be presented. These will be applied to flows over solid and liquid substrates, where we perform detailed comparisons with experiments.

  • Industrial and Applied Mathematics Seminar
20 October 2016
Michail Stamatakis

Modelling catalytic kinetics is indispensable for the design of reactors and chemical processes. However, developing accurate and computationally efficient kinetic models remains challenging. Empirical kinetic models incorporate assumptions about rate-limiting steps and may thus not be applicable to operating regimes far from those where they were derived. Detailed microkinetic modelling approaches overcome this issue by accounting for all elementary steps of a reaction mechanism. However, the majority of such kinetic models employ mean-field approximations and are formulated as ordinary differential equations, which neglect spatial correlations. On the other hand, kinetic Monte Carlo (KMC) approaches provide a discrete-space continuous-time stochastic formulation that enables a detailed treatment of spatial correlations in the adlayer (resulting for instance from adsorbate-adsorbate lateral interactions), but at a significant computation expense.1,2

Motivated by these challenges, we discuss the necessity of KMC descriptions that incorporate detailed models of lateral interactions. Focusing on a titration experiment involving the oxidation of pre-adsorbed O by CO gas on Pd(111), we discuss experimental findings that show first order kinetics at low temperature (190 K) and half order kinetics at high temperature (320 K), the latter previously attributed to island formation.3 We perform KMC simulations whereby coverage effects on reaction barriers are captured by cluster expansion Hamiltonians and Brønsted-Evans-Polanyi (BEP) relations.4 By quantifying the effect of adlayer structure versus coverage effects on the observed kinetics, we rationalise the experimentally observed kinetics. We show that coverage effects lead to the half order kinetics at 320 K, rather than O-island formation as previously thought.5,6

Subsequently, we discuss our ongoing work in the development of approximations that capture such coverage effects but are much more computationally efficient than KMC, making it possible to use such models in reactor design. We focus on a model for NO oxidation incorporating first nearest neighbour lateral interactions and construct a sequence of approximations of progressively higher accuracy, starting from the mean-field treatment and continuing with a sequence of Bethe-Peierls models with increasing cluster sizes. By comparing the turnover frequencies of these models with those obtained from KMC simulation, we show that the mean-field predictions deviate by several orders of magnitude from the KMC results, whereas the Bethe-Peierls models exhibit progressively higher accuracy as the size of the explicitly treated cluster increases. While more computationally intensive than mean-field, these models still enable significant computational savings compared to a KMC simulation, thereby paving the road for employing them in multiscale modelling frameworks.


1    M. Stamatakis and D. G. Vlachos, ACS Catal. 2 (12), 2648 (2012).

2    M. Stamatakis, J Phys-Condens Mat 27 (1), 013001 (2015).

3    I. Nakai, H. Kondoh, T. Shimada, A. Resta, J. N. Andersen, and T. Ohta, J. Chem. Phys. 124 (22), 224712 (2006).

4    J. Nielsen, M. d’Avezac, J. Hetherington, and M. Stamatakis, J. Chem. Phys. 139 (22), 224706 (2013).

5    M. Stamatakis and S. Piccinin, ACS Catal. 6 (3), 2105 (2016).

6    S. Piccinin and M. Stamatakis, ACS Catal. 4, 2143 (2014).

  • Industrial and Applied Mathematics Seminar
13 October 2016
Graham Benham, Nabil Fadai

Graham Benham

The Fluid Mechanics of Low-Head Hydropower Illuminated by Particle Image Velocimetry

We study a new type of hydropower which is cost-effective in rivers and tides where there are small pressure drops. The concept goes as follows: The cost of water turbines scales with the flow rate they deal with.  Therefore, in order to render this hydropower desirable, we make use of the Venturi principle, a natural fluid mechanical gear system which involves splitting the flow into two streams. The turbine deals with a small fraction of the flow at slow speed and high pressure, whilst the majority avoids the turbine, going at high speed and low pressure. Now the turbine feels an amplified pressure drop, thus maintaining its power output, whilst becoming much cheaper. But it turns out that the efficiency of the whole system depends strongly on the way in which these streams mix back together again.

Here we discuss some new experimental results and compare them to a simplified mathematical model for the mixing of these streams. The experimental results were achieved using particle image velocimetry (PIV), which is a type of flow visualisation. Using a laser sheet and a high speed camera, we are able to capture flow velocity fields at high resolution. Pressure measurements were also taken. The mathematical model is derived from the Navier Stokes equations using boundary layer theory alongside a flow-averaging method and reduces the problem to solving a set of ODE’s for the bulk components of the flow.


Nabil Fadai

Asymptotic Analysis of a Multiphase Drying Model Motivated by Coffee Bean Roasting

Recent modelling of coffee bean roasting suggests that in the early stages of roasting, within each coffee bean, there are two emergent regions: a dried outer region and a saturated interior region. The two regions are separated by a transition layer (or drying front). In this talk, we consider the asymptotic analysis of a multiphase model of this roasting process which was recently put forth and studied numerically, in order to gain a better understanding of its salient features. The model consists of a PDE system governing the thermal, moisture, and gas pressure profiles throughout the interior of the bean. Obtaining asymptotic expansions for these quantities in relevant limits of the physical parameters, we are able to determine the qualitative behaviour of the outer and interior regions, as well as the dynamics of the drying front. Although a number of simplifications and scaling are used, we take care not to discard aspects of the model which are fundamental to the roasting process. Indeed, we find that for all of the asymptotic limits considered, our approximate solutions faithfully reproduce the qualitative features evident from numerical simulations of the full model. From these asymptotic results we have a better qualitative understanding of the drying front (which is hard to resolve precisely in numerical simulations), and hence of the various mechanisms at play as heating, evaporation, and pressure changes result in a roasted bean. This qualitative understanding of solutions to the multiphase model is essential if one is to create more involved models that incorporate chemical reactions and solid mechanics effects.

  • Industrial and Applied Mathematics Seminar