Past Industrial and Applied Mathematics Seminar

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.

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).

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.

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.

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.

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.

References

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).

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.

Our everyday usage of the Internet generates huge amounts of data on how humans collect and exchange information worldwide. In this talk, I will outline recent work in which we investigate whether data from sources such as Google, Wikipedia and Flickr can be used to gain new insight into real world human behaviour. I will provide case studies from a range of domains, including disease detection, crowd size estimation, and evaluating whether the beauty of the environment we live in might affect our health.

Dave Hewett: Canonical solutions in wave scattering

By a "canonical solution" I have in mind a closed-form exact solution of the scalar wave equation in a simple geometry, for example the exterior of a circular cylinder, or the exterior of an infinite wedge. In this talk I hope to convince you that the study of such problems is (a) interesting; (b) important; and (c) a rich source of (difficult) open problems involving eigenfunction expansions, special functions, the asymptotic evaluation of integrals, and matched asymptotic expansions.

Surfactants are chemicals that adsorb onto the air-liquid interface and lower the surface tension there. Non-uniformities in surfactant concentration result in surface tension gradients leading to a surface shear stress, known as a Marangoni stress. This stress, if sufficiently large, can influence the flow at the interface.

Surfactants are ubiquitous in many aspects of technology and industry to control the wetting properties of liquids due to  their ability to modify surface tension. They are used in detergents, crop spraying, coating processes and oil recovery. Surfactants also occur naturally, for example in the mammalian lung. They reduce the surface tension within the liquid lining the airways, which assists in preventing the collapse of the smaller airways. In the lungs of premature infants, the quantity of surfactant produced is insufficient as the lungs are under- developed. This leads to a respiratory distress syndrome which is treated by Surfactant Replacement Therapy.

Motivated by this medical application, we theoretically investigate a model problem involving the spreading of a drop laden with an insoluble surfactant down an inclined and pre-wetted substrate.  Our focus is in understanding the mechanisms behind a “fingering” instability observed experimentally during the spreading process. High-resolution numerics reveal a multi-region asymptotic wave-like structure of the spreading droplet. Approximate solutions for each region is then derived using asymptotic analysis. In particular, a quasi-steady similarity solution is obtained for the leading edge of the droplet. A linear stability analysis of this region shows that the base state is linearly unstable to long-wavelength perturbations. The Marangoni effect is shown to be the dominant driving mechanism behind this instability at small wavenumbers. A small wavenumber stability criterion is derived and it's implication on the onset of the fingering instability will be discussed.

A Simple Generative Model of Collective Online Behavior (Mason Porter)

Human activities increasingly take place in online environments, providing novel opportunities for relating individual behaviors to population-level outcomes. In this paper, we introduce a simple generative model for the collective behavior of millions of social networking site users who are deciding between different software applications. Our model incorporates two distinct mechanisms: one is associated with recent decisions of users, and the other reflects the cumulative popularity of each application. Importantly, although various combinations of the two mechanisms yield long-time behav- ior that is consistent with data, the only models that reproduce the observed temporal dynamics are those that strongly emphasize the recent popularity of applications over their cumulative popularity.

This demonstrates --- even when using purely observational data with- out experimental design --- that temporal data-driven modeling can effectively distinguish between competing microscopic mechanisms, allowing us to uncover previously unidentified aspects of collective online behavior.

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Bubbles, Turing machines, and possible routes to Navier-Stokes blow-up (Robert van Gorder)

Navier-Stokes existence and regularity in three spatial dimensions for an incompressible fluid... is hard. Indeed, while the original equations date back to the 1840's, existence and regularity remains an open problem and is one of the six remaining Millennium Prize Problems in mathematics that were stated by the Clay Mathematics Institute in 2000. Despite the difficulty, a resolution to this problem may say little about real-world fluids, as many real fluid problems do not seem to blow-up, anyway.
In this talk, we shall briefly outline the mathematical problem, although our focus shall be on the negative direction; in particular, we focus on the possibility of blow-up solutions. We show that many existing blow-up solutions require infinite energy initially, which is unreasonable. Therefore, obtaining a blow-up solution that starts out with nice properties such as bounded energy on three dimensional Euclidean space is rather challenging. However, if we modify the problem, there are some results. We survey recent results on averaged Navier-Stokes equations and compressible Navier-Stokes equations, and this will take us anywhere from bubbles to fluid Turing machines. We discuss how such results might give insight into the loss of regularity in the incompressible case (or, insight into how hard it might be to loose regularity of solutions when starting with finite energy in the incompressible case), before philosophizing about whether mathematical blow-up solutions could ever be physically relevant.

Permanent deformations of crystalline materials are known to be carried out by a large
number of atomistic line defects, i.e. dislocations. For specimens on micron scales or above, it
is more computationally tractable to investigate macroscopic material properties based on the
evolution of underlying dislocation densities. However, classical models of dislocation
continua struggle to resolve short-range elastic interactions of dislocations, which are believed
responsible for the formation of various heterogeneous dislocation substructures in crystals. In
this talk, we start with discussion on formulating the collective behaviour of a row of
dislocation dipoles, which would be considered equivalent to a dislocation-free state in
classical continuum models. It is shown that the underlying discrete dislocation dynamics can
be asymptotically captured by a set of evolution equations for dislocation densities along with
a set of equilibrium equations for variables characterising the self-sustained dislocation
substructures residing on a shorter length scale, and the strength of the dislocation
substructures is associated with the solvability conditions of their governing equilibrium
equations. Under the same strategy, a (continuum) flow stress formula for multi-slip systems
is also derived, and the formula resolves more details from the underlying dynamics than the
ubiquitously adopted Taylor-type formulae.

My main purpose in this talk is try and convey a sense of my enthusiasm for mathematical modelling generally and how I've come to use it in a range of transport applications. For concreteness, I am going to talk in particular about work I have been doing on EPSRC grant EP/K000438/1 (PI: Jillian Anable, Aberdeen) where we are using the UK government's Department for Transport MOT data to estimate mileage totals and study how they are broken down across the population in various different ways. Embedded inside this practical problem is a whole set of miniature mathematical puzzles and challenges which are quite particular to the problem area itself, and one wider question which is rather deeper and more general: whether it is possible (and how) to convert usage data that is low-resolution in time but high-resolution in individuals to knowledge that is high-resolution in time but only expressed at a population level.

Surface plasmons are collective electron-density oscillations at a metal-dielectric interface. In particular, highly localised surface-plasmon modes of nanometallic structures with narrow nonmetallic gaps, which enable a tuneable resonance frequency and a giant near-field enhancement, are at the heart of numerous nanophotonics applications. In this work, we elucidate the singular near-contact asymptotics of the plasmonic eigenvalue problem governing the resonant frequencies and modes of such structures. In the classical regime, valid for gap widths > 1nm, we find a generic scaling describing the redshift of the resonance frequency as the gap width is reduced, and in several prototypical dimer configurations derive explicit expressions for the plasmonic eigenvalues and eigenmodes using matched asymptotic expansions; we also derive expressions describing the resonant excitation of such modes by light based on a weak-dissipation limit. In the subnanometric ``nonlocal’’ regime, we show intuitively and by systematic analysis of the hydrodynamic Drude model that nonlocality manifests itself as a potential discontinuity, and in the near-contact limit equivalently as a widening of the gap. We thereby find the near-contact asymptotics as a renormalisation of the local asymptotics, and in particular a lower bound on plasmon frequency, scaling with the 1/4 power of the Fermi wavelength. Joint work with Vincenzo Giannini, Richard V. Craster and Stefan A. Maier. 

Life is different because it is inherited. All life comes from a blueprint (genes) that can only make proteins. Proteins are studied by more than one hundred thousand scientists and physicians every day because they are so important in health and disease. The function of proteins is on the macroscopic scale, but atomic details control that function, as is shown in a multitude of experiments. The structure of proteins is so important that governments spend billions studying them. Structures are known in exquisite detail determined by crystallographic measurement of more than 10⁵ different proteins. But the forces that govern the movement and function of proteins are not visible in the structure. Mathematics is needed to compute both function and forces so comparison with experiment can be made. Experiments report numbers, typically sets of numbers in the form of graphs. Verbal models, however beautifully written in the biological tradition, do not provide numerical outputs, and so it is difficult to tell which verbal model better fits data.

The mathematics of molecular biology must be multiscale because atomic details control macroscopic function. The device approach of the engineering and English physiological tradition provides the dimensional reduction needed to solve the multiscale problem. Mathematical analysis of hundreds of experiments (reported in some fifty papers) has been successful in showing how some properties of an important class of proteins—ion channels— work. Ion channels are natural nanovalves as important to animals as Field Effect Transistors (FETs) are to computers. I will present the Fermi Poisson approach started by Jinn Liang Liu. The Fermi distribution is used to describe the saturation of space produced by crowded spherical ions. The Poisson equation (and continuity of current) is used to describe long range electrodynamics. Short range correlations are approximated by the Santangelo equation. A fully consistent mathematical description reproduces macroscopic properties of bulk solutions of sodium and calcium chloride solutions. It also describes several different channels (with quite different atomic detailed structures) quite well in a wide range of conditions using a handful of parameters never changed. It is not clear why the model works as well it does, nor is it clear how well the model will work on other channels, transporters or proteins.

Fluids and solids leave our bodies everyday.  How do animals do it, from mice to elephants?  In this talk, I will show how the shape of urinary and digestive organs enable them to function, regardless of the size of the animal.  Such ideas may teach us how to more efficiently transport materials.  I will show how the pee-pee pipe enables animals to urinate in constant time, how slippery mucus is critical for defecation, and how the motion of the gut is related to the density of its contents, and in turn to the gut’s natural frequency. 

More info is in the BBC news here: http://www.bbc.com/news/science-environment-34278595

The aim of this talk is to describe effective media for wave propagation through periodic, or nearly periodic, composites. Homogenisation methods are well-known and developed for quasi-static and low frequency regimes. The aim here is to move to situations of more practical interest where the frequencies are high, in some sense, and to compare the results of the theory with large scale simulations.

Honey poured from a sufficient height onto toast undergoes the well-known `liquid rope coiling’ instability.

We have studied this instability using a combination of laboratory experiments, theory, and numerics, with the aim of determining phase diagrams and scaling laws for the different coiling modes. Finite-amplitude coiling has four distinct modes - viscous, gravitational, inertio-gravitational, and inertial - depending on how the viscous forces that resist deformation of the rope are balanced. The inertio-gravitational mode is particularly interesting as it involves resonance between the coiling portion of the rope and its long trailing `tail’. Further experiments using less viscous fluids reveal that the rope can exhibit five different morphologies, of which steady coiling is only one. We determine the detailed phase diagram of these morphologies, which includes a novel `liquid supercoiling’

state in which the coiled cylinder formed by the primary coiling instability undergoes in turn its own complex buckling instability.  We show that the onset of these different patterns is determined by a non-penetrability condition which takes different forms in the viscous, gravitational and inertial limits. To close, we will briefly evoke two additional related phenomena: spiral waves of bubbles generated by coiling, and the `fluid mechanical sewing machine’ in which the fluid falls onto a moving belt.

While there have been recent advances for analyzing the complex deterministic
behavior of systems with discontinuous dynamics, there are many open questions about
understanding and predicting noise-driven and noise-sensitive phenomena in the
non-smooth context.  Stochastic effects can often change the picture dramatically,
particularly if multiple time scales are present.  We demonstrate novel approaches
for exploring and explaining surprising phenomena driven by the interplay of
nonlinearities, delays, randomness, in specific applications with piecewise smooth
dynamics - nonlinear models of balance,  relay control, and impacting dynamics.
Effective techniques typically depend on the combination of mathematical techniques,
multiple scales techniques, and phenomenological intuition from seemingly unrelated
canonical models of biophysics, mechanics, and chemical dynamics.  The appropriate
strategy is not always immediately obvious from the area of application or model
type. This gap may follow from the limited attention that stochastic models with
discontinuous dynamics have received in the past, or it may be the reason for this
limited attention.  Combining the geometrical perspective with asymptotic approaches
in physical and phase space appears to be a critical part of developing effective
approaches.

Barbara Mahler: 15+5 min

Thomas Woolley: 15+5 min

Julian A. Garcia Grajales: 15+5 min
 

Respiratory illnesses, such as asthma and chronic obstructive pulmonary disease, account for one in five deaths worldwide and cost the UK over £6 billion a year. The main form of treatment is via inhaled drug delivery. Typically, however, a low fraction of the inhaled dose reaches the target areas in the lung. Predictive numerical capabilities have the potential for significant impact in the optimisation of pulmonary drug delivery. However, accurate and efficient prediction is challenging due to the complexity of the airway geometries and of the flow in the airways. In addition, geometric variation of the airways across subjects has a pronounced effect on the aerosol deposition. Therefore, an accurate model of respiratory deposition remains a challenge.

High-fidelity simulations of the flow field and prediction of the deposition patterns motivate the use of direct numerical simulations (DNS) in order to resolve the flow. Due to the high grid resolution requirements, it is desirable to adopt an efficient computational strategy. We employ a robust immersed boundary method developed for curvilinear coordinates, which allows the use of structured grids to model the complex patient-specific airways, and can accommodate the inter-subject geometric variations on the same grid. The proposed approach reduces the errors at the boundary and retains the stability guarantees of the original flow solver.

A Lagrangian particle tracking scheme is adopted to model the transport of aerosol particles. In order to characterise deposition, we propose the use of an instantaneous Stokes number based on the local properties of the flow field. The effective Stokes number is then defined as the time-average of the instantaneous value. This effective Stokes number thus encapsulates the flow history and geometric variability. Our results demonstrate that the effective Stokes number can deviate significantly from the reference value based solely on a characteristic flow velocity and length scale. In addition, the effective Stokes number shows a clear correlation with deposition efficiency.

Tmoslav Plesa: Chemical Reaction Systems with a Homoclinic Bifurcation: An Inverse Problem, 25+5 min;

John Ockendon: Wave Homogenisation, 10 min + questions; 

Hilary Ockendon: Sloshing, 10 min + questions
 

We study the motion of a eukaryotic cell on a substrate and investigate the dependence of this motion on key physical parameters such as strength of protrusion by actin filaments and adhesion. This motion is modeled by a system of two PDEs consisting of the Allen-Cahn equation for the scalar phase field function coupled with a vectorial parabolic equation for the orientation of the actin filament network. The two key properties of this system are (i) presence of gradients in the coupling terms and (ii) mass (volume) preservation constraints. We pass to the sharp interface limit to derive the equation of the motion of the cell boundary, which is mean curvature motion perturbed by a novel nonlinear term. We establish the existence of two distinct regimes of the physical parameters. In the subcritical regime, the well-posedness of the problem is proved (M. Mizuhara et al., 2015). Our main focus is the supercritical regime where we established surprising features of the motion of the interface such as discontinuities of velocities and hysteresis in the 1D model, and instability of the circular shape and rise of asymmetry in the 2D model. Because of properties (i)-(ii), classical comparison principle techniques do not apply to this system. Furthermore, the system can not be written in a form of gradient flow, which is why Γ-convergence techniques also can not be used. This is joint work with V. Rybalko and M. Potomkin.