Past Industrial and Applied Mathematics Seminar

After an MISG there is time to reflect. I will report briefly on the follow up to two problems that we have worked on.

Crack Repair:

It has been found that thin elastically weak spray on liners stabilise walls and reduce rock blast in mining tunnels. Why? The explanation seems to be that the stress field singularity at a crack tip is strongly altered by a weak elastic filler, so cracks in the walls are less likely to extend.

Boundary Tracing:

Using known exact solutions to partial differential equations new domains can be constructed along which prescribed boundary conditions are satisfied. Most notably this technique has been used to extract a large class of new exact solutions to the non-linear Laplace Young equation (of importance in capillarity) including domains with corners and rough boundaries. The technique has also been used on Poisson's, Helmholtz, and constant curvature equation examples. The technique is one that may be useful for handling modelling problems with awkward/interesting geometry.

The problem of hydrodynamic turbulence is reformulated as a heat flow problem along a chain of mechanical systems which describe units of fluid of smaller and smaller spatial extent. These units are macroscopic but have few degrees of freedom, and can be studied by the methods of (microscopic) non-equilibrium statistical mechanics. The fluctuations predicted by statistical mechanics correspond to the intermittency observed in turbulent flows. Specically, we obtain the formula

$$ \zeta_p = \frac{p}{3} - \frac{1}{\ln \kappa} \ln \Gamma \left( \frac{p}{3} +1 \right) $$

for the exponents of the structure functions ($\left\langle \Delta_{r}v \rangle \sim r^{\zeta_p}$). The meaning of the adjustable parameter is that when an eddy of size $r$ has decayed to eddies of size $r/\kappa$ their energies have a thermal distribution. The above formula, with $(ln \kappa)^{-1} = .32 \pm .01$ is in good agreement with experimental data. This lends support to our physical picture of turbulence, a picture which can thus also be used in related problems.

The ocean is populated by an intense geostrophic eddy field with a dominant energy-containing scale on the order of 100 km at midlatitudes. Ocean climate models are unlikely routinely to resolve geostrophic eddies for the foreseeable future and thus development and validation of improved parameterisations is a vital task. Moreover, development and validation of improved eddy parameterizations is an excellent strategy for testing and advancing our understanding of how geostrophic ocean eddies impact the large-scale circulation.

A new mathematical framework for parameterising ocean eddy fluxes is developed that is consistent with conservation of energy and momentum while retaining the symmetries of the original eddy fluxes. The framework involves rewriting the residual-mean eddy force, or equivalently the eddy potential vorticity flux, as the divergence of an eddy stress tensor. A norm of this tensor is bounded by the eddy energy, allowing the components of the stress tensor to be rewritten in terms of the eddy energy and non-dimensional parameters describing the mean "shape" of the eddies. If a prognostic equation is solved for the eddy energy, the remaining unknowns are non-dimensional and bounded in magnitude by unity. Moreover, these non-dimensional geometric parameters have strong connections with classical stability theory. For example, it is shown that the new framework preserves the functional form of the Eady growth rate for linear instability, as well as an analogue of Arnold's first stability theorem. Future work to develop a full parameterisation of ocean eddies will be discussed.

We discuss a simple variational principle for coherent material vortices

in two-dimensional turbulence. Vortex boundaries are sought as closed

stationary curves of the averaged Lagrangian strain. We find that

solutions to this problem are mathematically equivalent to photon spheres

around black holes in cosmology. The fluidic photon spheres satisfy

explicit differential equations whose outermost limit cycles are optimal

Lagrangian vortex boundaries. As an application, we uncover super-coherent

material eddies in the South Atlantic, which yield specific Lagrangian

transport estimates for Agulhas rings. We also describe briefly coherent

Lagrangian vortex detection to three-dimensional flows.

We consider a random geometric graph model relevant to wireless mesh networks. Nodes are placed uniformly in a domain, and pairwise connections

are made independently with probability a specified function of the distance between the pair of nodes, and in a more general anisotropic model, their orientations. The probability that the network is (k-)connected is estimated as a function of density using a cluster expansion approach. This leads to an understanding of the crucial roles of

local boundary effects and of the tail of the pairwise connection function, in contrast to lower density percolation phenomena.

Neural field models describe the coarse-grained activity of populations of

interacting neurons. Because of the laminar structure of real cortical

tissue they are often studied in two spatial dimensions, where they are well

known to generate rich patterns of spatiotemporal activity. Such patterns

have been interpreted in a variety of contexts ranging from the

understanding of visual hallucinations to the generation of

electroencephalographic signals. Typical patterns include localised

solutions in the form of travelling spots, as well as intricate labyrinthine

structures. These patterns are naturally defined by the interface between

low and high states of neural activity. Here we derive the equations of

motion for such interfaces and show, for a Heaviside firing rate, that the

normal velocity of an interface is given in terms of a non-local Biot-Savart

type interaction over the boundaries of the high activity regions. This

exact, but dimensionally reduced, system of equations is solved numerically

and shown to be in excellent agreement with the full nonlinear integral

equation defining the neural field. We develop a linear stability analysis

for the interface dynamics that allows us to understand the mechanisms of

pattern formation that arise from instabilities of spots, rings, stripes and

fronts. We further show how to analyse neural field models with

linear adaptation currents, and determine the conditions for the dynamic

instability of spots that can give rise to breathers and travelling waves.

We end with a discussion of amplitude equations for analysing behaviour in

the vicinity of a bifurcation point (for smooth firing rates). The condition

for a drift instability is derived and a center manifold reduction is used

to describe a slowly moving spot in the vicinity of this bifurcation. This

analysis is extended to cover the case of two slowly moving spots, and

establishes that these will reflect from each other in a head-on collision.

The study of human mobility patterns can provide important information for city planning or predicting epidemic spreading, has recently been achieved with various methods available nowadays such as tracking banknotes, airline transportation, official migration data from governments, etc. However, the dearth of data makes it much more difficult to study human mobility patterns from the past. In the present study, we show that Korean family books (called "jokbo") can be used to estimate migration patterns for the past 500 years. We

apply two generative models of human mobility, which are conventional gravity-like models and radiation models, to quantify how relevant the geographical information is to human marriage records in the data. Based on the different migration distances of family names, we show the almost dichotomous distinction between "ergodic" (spread in the almost entire country) and (localized) "non-ergodic" family names, which is a characteristic of Korean family names in contrast to Czech family names. Moreover, the majority of family names are ergodic throughout the long history of Korea, suggesting that they are stable not only in terms of relative fractions but also geographically.

We investigate the effect of mass transfer on the evolution of a thin two-dimensional partially wetting drop. While the effects of viscous dissipation, capillarity, slip and uniform mass transfer are taken into account, the effects of inter alia gravity, surface tension gradients, vapour transport and heat transport are neglected in favour of mathematical tractability. Our matched asymptotic analysis reveals that the leading-order outer formulation and contact-line law that is selected in the small-slip limit depends delicately on both the sign and size of the mass transfer flux. We analyse the resulting evolution of the drop and report good agreement with numerical simulations.

Focused ion beam milling allows small scale single crystal cantilevers to be produced with cross-sectional dimensions on the order of microns which are then tested using a nanoindenter allowing both elastic and plastic materials properties to be measured. EBSD allows these cantilevers to be milled from any desired crystal orientation. Micro-cantilever bending experiments suggest that sufficiently smaller cantilevers are stronger, and the observation is believed to be related to the effect of the neutral axis on the evolution of the dislocation structure. A planar model of discrete dislocation plasticity was used to simulate end-loaded cantilevers to interpret the behaviour observed in the experiments. The model allowed correlation of the simulated dislocation structure to the experimental load displacement curve and GND density obtained from EBSD. The planar model is sufficient for identifying the roles of the neutral axis and source spacing in the observed size effect, and is particularly appropriate for comparisons to experiments conducted on crystals orientated for plane strain deformation. The effect of sample dimensions and dislocation source density are investigated and compared to small scale mechanical tests conducted on Titanium and Zirconium.

We develop a physical understanding of how stress waves propagate in uniform, heterogeneous, ordered and disordered media composed of discrete granular particles. We exploit this understanding to create experimentally novel materials and devices at different scales, (for example, for application in energy absorption, acoustic imaging and energy harvesting). We control the constitutive behavior of the new materials selecting the particles’ geometry, their arrangement and materials properties. One-dimensional chains of particles exhibit a highly nonlinear dynamic response, allowing a completely new type of wave propagation that has opened the door to exciting fundamental physical observations (i.e., compact solitary waves, energy trapping phenomena, and acoustic rectification). This talk will focus on energy localization and redirection in one-, two- and three-dimensional systems. (For an extended abstract please contact Ruth @email).

In partially molten regions of Earth, rock and magma coexist as a two-phase aggregate in which the solid grains of rock form a viscously deformable matrix. Liquid magma resides within the permeable network of pores between grains. Deviatoric stress causes the distribution of contact area between solid grains to become anisotropic; this causes anisotropy of the matrix viscosity. The anisotropic viscosity tensor couples shear and volumetric components of stress/strain rate. This coupling, acting over a gradient in shear stress, causes segregation of liquid and solid. Liquid typically migrates toward higher shear stress, but under specific conditions, the opposite can occur. Furthermore, in a two-phase aggregate with a porosity-weakening viscosity, matrix shear causes porosity perturbations to grow into a banded structure. We show that viscous anisotropy reduces the angle between these emergent high-porosity features and the shear plane. This is consistent with lab experiments.

In this talk we will discuss the mathematical modelling of the performance of Lithium-ion batteries. A mathematical model based on a macro-homogeneous approach developed by John Neuman will be presented. The uniqueness and existence of solution of the corresponding problem will be also discussed.

We formulate a new theory for equilibria of 2-braids, i.e., structures

formed by two elastic rods winding around each other in continuous contact

and subject to a local interstrand interaction. Unlike in previous work no

assumption is made on the shape of the contact curve. The theory is developed

in terms of a moving frame of directors attached to one of the strands with

one of the directors pointing to the position of the other strand. The

constant-distance constraint is automatically satisfied by the introduction

of what we call braid strains. The price we pay is that the potential energy

involves arclength derivatives of these strains, thus giving rise to a

second-order variational problem. The Euler-Lagrange equations for this

problem (in Euler-Poincare form) give balance equations for the overall

braid force and moment referred to the moving frame as well as differential

equations that can be interpreted as effective constitutive relations

encoding the effect that the second strand has on the first as the braid

deforms under the action of end loads. Hard contact models are used to obtain

the normal contact pressure between strands that has to be non-negative for

a physically realisable solution without the need for external devices such

as clamps or glue to keep the strands together. The theory is first

illustrated by a few simple examples and then applied to several problems

that require the numerical solution of boundary-value problems. Both open

braids and closed braids (links and knots) are considered and current

applications to DNA supercoiling are discussed.

Abstract available upon request - Ruth Preston @email

Self-renewal and pluripotency of mouse embryonic stem (ES) cells are controlled by a complex transcriptional regulatory network (TRN) which is rich in positive feedback loops. A number of key components of this TRN, including Nanog, show strong temporal expression fluctuations at the single cell level, although the precise molecular basis for this variability remains unknown. In this talk I will discuss recent work which uses a genetic complementation strategy to investigate genome-wide mRNA expression changes during transient periods of Nanog down-regulation. Nanog removal triggers widespread changes in gene expression in ES cells. However, we found that significant early changes in gene expression were reversible upon re-induction of Nanog, indicating that ES cells initially adopt a flexible “primed” state. Nevertheless, these changes rapidly become consolidated irreversible fate decisions in the continued absence of Nanog. Using high-throughput single cell transcriptional profiling we observed that the early molecular changes are both stochastic and reversible at the single cell level. Since positive feedback commonly gives rise to phenotypic variability, we also sought to determine the role of feedback in regulating ES cell heterogeneity and commitment. Analysis of the structure of the ES cell TRN revealed that Nanog acts as a feedback “linchpin”: in its presence positive feedback loops are active and the extended TRN is self-sustaining; while in its absence feedback loops are weakened, the extended TRN is no longer self-sustaining and pluripotency is gradually lost until a critical “point-of-no-return” is reached. Consequently, fluctuations in Nanog expression levels transiently activate different sub-networks in the ES cell TRN, driving transitions between a (Nanog expressing) feedback-rich, robust, self-perpetuating pluripotent state and a (Nanog-diminished), feedback-depleted, differentiation-sensitive state. Taken together, our results indicate that Nanog- dependent feedback loops play a central role in controlling both early fate decisions at the single cell level and cell-cell variability in ES cell populations.

Motivated by industrial and biological applications, the Waves

Group at Manchester has in recent years been interested in

developing methods for obtaining the effective properties of

complex composite materials. As time allows we shall discuss a

number of issues, such as differences between composites

with periodic and aperiodic distributions of inclusions, and

modelling of nonlinear composites.

I discuss models for the planar spreading of a viscous fluid between an elastic lid and an underlying rigid plane. These have application to the growth of magmatic intrusions, as well as to other industrial and biological processes; simple experiments of an inflated blister will be used for motivation. The height of the fluid layer is described by a sixth order non-linear diffusion equation, analogous to the fourth order equation that describes surface tension driven spreading. The dynamics depend sensitively on the conditions at the contact line, where the sheet is lifted from the substrate and where some form of regularization must be applied to the model. I will explore solutions with a pre-wetted film or a constant-pressure fluid lag, for flat and inclined planes, and compare with the analogous surface tension problems.

When a rubber membrane tube is inflated, a localized bulge will initiate when the internal pressure reaches a certain value known as the initiation pressure. As inflation continues, the bulge will grow in diameter until it reaches a maximum size, after which the bulge will spread in both directions. This simple phenomenon has previously been studied both experimentally, numerically, and analytically, but surprisingly it is only recently that the character of the initiation pressure has been fully understood. In this talk, I shall first show how the entire inflation process can be described analytically, and then apply the ideas to the mathematical modelling of aneurysm initiation in human arteries.

It is generally believed that in order to generate waves, a small object (like an insect) moving at the air-water surface must exceed the minimum wave speed (about 23 centimeters per second). We show that this result is only valid for a rectilinear uniform motion, an assumption often overlooked in the literature. In the case of a steady circular motion (a situation of particular importance for the study of whirligig beetles), we demonstrate that no such velocity threshold exists and that even at small velocities a finite wave drag is experienced by the object. This wave drag originates from the emission of a spiral-like wave pattern. The results presented should be important for a better understanding of the propulsion of water-walking insects. For example, it would be very interesting to know if whirligig beetles can take advantage of such spirals for echolocation purposes.

The essential information contained in most large data sets is

small when compared to the size of the data set. That is, the

data can be well approximated using relatively few terms in a

suitable transformation. Compressed sensing and matrix completion

show that this simplicity in the data can be exploited to reduce the

number of measurements. For instance, if a vector of length $N$

can be represented exactly using $k$ terms of a known basis

then $2k\log(N/k)$ measurements is typically sufficient to recover

the vector exactly. This can result in dramatic time savings when

k

The periodic orbits of a discrete dynamical system can be described as

permutations. We derive the composition law for such permutations. When

the composition law is given in matrix form the composition of

different periodic orbits becomes remarkably simple. Composition of

orbits in bifurcation diagrams and decomposition law of composed orbits

follow directly from that matrix representation.

We propose a model to reproduce qualitatively and quantitatively the experimental behavior obtained by the AFM techniques for the titin. Via an energetic based minimization approach we are able to deduce a simple analytical formulations for the description of the mechanical behavior of multidomain proteins, giving a physically base description of the unfolding mechanism. We also point out that our model can be inscribed in the led of the pseudo-elastic variational damage model with internal variable and fracture energy criteria of the continuum mechanics. The proposed model permits simple analytical calculations and

to reproduce hard-device experimental AFM procedures. The proposed model also permits the continuum limit approximation which maybe useful to the development of a three-dimensional multiscale constitutive model for biological tissues.

Ultracold atomic gases have recently proven to be enormously rich

systems from the perspective of a condensed matter physicist. With

the advent of optical lattices, such systems can now realise idealised

model Hamiltonians used to investigate strongly correlated materials.

Conversely, ultracold atomic gases can exhibit quantum phases and

dynamics with no counterpart in the solid state due to their extra

degrees of freedom and unique environments virtually free of

dissipation. In this talk, I will discuss examples of such behaviour

arising from spinor degrees of freedom on which my recent research has

focused. Examples will include bosons with artificially induced

spin-orbit coupling and the non-equilibrium dynamics of spinor

condensates.