The existence of planetary and stellar magnetic fields is attributed to the dynamo instability, the mechanism by which a background turbulent flow spontaneously generates a magnetic field by the constructive refolding of magnetic field lines. Many efforts have been made by several experimental groups to reproduce the dynamo instability in the laboratory using liquid metals. However, so far, unconstrained dynamos driven by turbulent flows have not been achieved in the intrinsically low magnetic Prandtl number $P_m$ (i.e. $Pm = Rm/Re << 1$) laboratory experiments. In this seminar I will demonstrate that the critical magnetic Reynolds number $Rm_c$ for turbulent non-helical dynamos in the low $P_m$ limit can be significantly reduced if the flow is submitted to global rotation. Even for moderate rotation rates the required energy injection rate can be reduced by a factor more than 1000. Our finding thus points into a new paradigm for the design of new liquid metal dynamo experiments.
- Mathematical Geoscience Seminar
Image use continues to increase in both biomedical sciences and clinical practice. State of the art acquisition techniques allow characterisation from subcellular to whole organ scale, providing quantitative information of structure and function. In the heart, for example, images acquired from a single modality (cardiac MRI) can characterise micro- and macrostructure, describe mechanical function and measure blood flow. In the lungs, new contrast agents can be used to visualise the flow of gas in free breathing subjects. This provides rich new sources of information as well as new challenges to extract data in a way that is useful to clinicians as well as computer modellers.
I will describe efforts in my group to use the latest advances in machine learning to analyse images, and explain how we are applying these to the development of accurate computer models of the heart.
- Mathematical Biology and Ecology Seminar
We discuss pathwise pricing-hedging dualities in continuous time and on a frictionless market consisting of finitely many risky assets with continuous price trajectories.
- Mathematical Finance Internal Seminar
The costs to Vodafone of calls terminating on other networks – especially fixed networks – are largely determined by the termination charges levied by other telecoms operators. We interconnect to several other telecoms operators, who charge differently; within one interconnect operator, costs vary depending on which of their switching centres we deliver calls to, and what the terminating phone number is. So, while these termination costs depend partly on factors that we cannot control (such as the number called, the call duration and the time of day), they are also influenced by some factors that we can control. In particular, we can route calls within our network before handing them over from our network to the other telecoms operator; where this “handover” occurs has an impact on termination cost.
Vodafone would like to develop a repeatable capability to determine call delivery cost efficiency and identify where network routing changes can be made to improve matters, and determine traffic growth forecasts.
- Industrial and Interdisciplinary Workshops
We formulate and solve a class of Backward Stochastic Differential Equations (BSDEs) driven by the compensated random measure associated to a given marked point process on a general state space. We present basic well-posedness results in L 2 and in L 1 . We show that in the setting of point processes it is possible to solve the equation recursively, by replacing the BSDE by an ordinary differential equation in between jumps. Finally we address applications to optimal control of marked point processes, where the solution of a suitable BSDE allows to identify the value function and the optimal control. The talk is based on joint works with Marco Fuhrman and Jean Jacod.
- Mathematical and Computational Finance Seminar
We present a framework for the design, analysis and application of computational multiscale methods for slow-fast high-dimensional stochastic processes. We call these processes "microscopic'', and assume existence of an approximate "macroscopic'' model that captures the slow behaviour of a selected set of macroscopic state variables. The methodology combines short bursts of microscopic simulation with extrapolation at the macroscopic level. The methodology requires the careful study of a few key algorithmic ingredients. First, we need to properly initialise the microscopic system, based on a given macroscopic state and (possibly) a prior microscopic state that contains additional information about the system. Second, we need to control the variance of the noise that originates from the microscopic Monte Carlo simulation. Third, we need to analyse stability of the extrapolation step. We will discuss these aspects on two types of model problems -- scale-separated SDEs and kinetic equations -- and show the efficacity of the resulting methods in diverse applications, ranging from tumor growth to fusion energy.
- Industrial and Applied Mathematics Seminar
In this talk I will discuss the problem of finding Einstein metrics in the homogeneous and cohomogeneity one setting.
In particular, I will describe a recent result concerning existence of solutions to the Dirichlet problem for cohomogeneity one Einstein metrics.
- Junior Geometry and Topology Seminar
Maintenance activities help prevent costly power generator breakdowns but because generators under maintenance are typically unavailable, the impact of maintenance schedules is significant and their cost must be accounted for when planning maintenance. In this paper we address the generator maintenance scheduling problem in hydropower systems. While this problem has been widely studied, specific operating conditions of hydroelectric systems have received less attention. We present a mixed-integer linear programming model that considers the time windows of the maintenance activities, as well as the nonlinearities and disjunctions of the hydroelectric production functions. Because the resulting model is hard to solve, we also propose an extended formulation, a set reduction approach that uses logical conditions for excluding unnecessary set elements from the model, and valid inequalities. Computational experiments using a variety of instances adapted from a real hydropower system in Canada support the conclusion that the extended formulation with set reduction achieves the best results in terms of computational time and optimality gap. This is joint work with Jesus Rodriguez, Pascal Cote and Guy Desaulniers.
- Computational Mathematics and Applications Seminar
Outer Space is an important object in Geometric Group Theory and can be described from two viewpoints: as a space of marked graphs and a space of actions on trees. The latter viewpoint can be used to prove that Outer Space is contractible; and this fact together with some arguments using the first viewpoint enables us to say something about the Outer Automorphism group of a free group - I will sketch both these proofs.