Past Forthcoming Seminars

15 June 2017
16:00
Ferran Brosa Planella, Ben Sloman
Abstract

Understanding the evolution of a solidification front is important in the study of solidification processes. Mathematically, self-similar solutions exist to the Stefan problem when the liquid domain is assumed semi-infinite, and such solutions have been extensively studied in the literature. However, in the case where the liquid region is finite and sufficiently small, such of solutions no longer hold, as in this case two solidification fronts will move toward each other and interact. We present an asymptotic analysis for the two-front Stefan problem with a small amount of constitutional supercooling and compare the asymptotic results with numerical simulations. We finally discuss ongoing work on the same problem near the time when the two fronts are close to colliding.
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Silicon is produced from quartz rock in electrode-heated furnaces by using carbon as a reduction agent. We present a model of the heat and mass transfer in an experimental pilot furnace and perform an asymptotic analysis of this model. First, by prescribing a steady state temperature profile in the furnace we explore the leading order reactions in different spatial regions. We next utilise the dominant behaviour when temperature is prescribed to reduce the full model to two coupled partial differential equations for the time-variable temperature profile within the furnace and the concentration of solid quartz. These equations account for diffusion, an endothermic reaction, and the external heating input to the system. A moving boundary is found and the behaviour on either side of this boundary explored in the asymptotic limit of small diffusion. We note how the simplifications derived may be useful for industrial furnace operation.

  • Industrial and Applied Mathematics Seminar
15 June 2017
16:00
to
17:30
Claudio Fontana
Abstract

We consider the problem of modelling the term structure of defaultable bonds, under minimal assumptions on the default time. In particular, we do not assume the existence of a default intensity and we therefore allow for the possibility of default at predictable times. It turns out that this requires the introduction of an additional term in the forward rate approach by Heath, Jarrow and Morton (1992). This term is driven by a random measure encoding information about those times where default can happen with positive probability.  In this framework, we  derive necessary and sufficient conditions for a reference probability measure to be a local martingale measure for the large financial market of credit risky bonds, also considering general recovery schemes. This is based on joint work with Thorsten Schmidt.

  • Mathematical and Computational Finance Seminar
Dr Jan Hückelheim
Abstract


Adjoint derivatives reveal the sensitivity of a computer program's output to changes in its inputs. These derivatives are useful as a building block for optimisation, uncertainty quantification, noise estimation, inverse design, etc., in many industrial and scientific applications that use PDE solvers or other codes.
Algorithmic differentiation (AD) is an established method to transform a given computation into its corresponding adjoint computation. One of the key challenges in this process is the efficiency of the resulting adjoint computation. This becomes especially pressing with the increasing use of shared-memory parallelism on multi- and many-core architectures, for which AD support is currently insufficient.
In this talk, I will present an overview of challenges and solutions for the differentiation of shared-memory-parallel code, using two examples: an unstructured-mesh CFD solver, and a structured-mesh stencil kernel, both parallelised with OpenMP. I will show how AD can be used to generate adjoint solvers that scale as well as their underlying original solvers on CPUs and a KNC XeonPhi. The talk will conclude with some recent efforts in using AD and formal verification tools to check the correctness of manually optimised adjoint solvers.
 

  • Computational Mathematics and Applications Seminar
15 June 2017
12:00
Ewelina Zatorska
Abstract

I will talk about the fluid equations used to model pedestrian motion and traffic. I will present the compressible-incompressible Navier-Stokes two phase system describing the flow in the free and in the congested regimes, respectively. I will also show how to approximate such system by the compressible Navier-Stokes equations with singular pressure for the fixed barrier densities and also some recent developments for the barrier densities varying in the space and time.
This is a talk based on several papers in collaboration with: D. Bresch, C. Perrin, P. Degond, P. Minakowski, and L. Navoret.
 

  • PDE CDT Lunchtime Seminar
14 June 2017
11:30
Claudio Llosa Isenrich
Abstract

In my talk I will give a basic introduction to the finiteness properties of groups and their relation to subgroups of direct products of groups. I will explain the relation between such subgroups and fibre products of groups, and then proceed with a discussion of the n-(n+1)-(n+2)-Conjecture and the Virtual Surjections Conjecture. While both conjectures are still open in general, they are known to hold in special cases. I will explain how these results can be applied to prove that there are groups with arbitrary (non-)finiteness properties.

13 June 2017
14:30
Jaehoon Kim
Abstract

Komlós conjectured in 1981 that among all graphs with minimum degree at least $d$, the complete graph $K_{d+1}$ minimises the number of Hamiltonian subsets, where a subset of vertices is Hamiltonian if it contains a spanning cycle. We prove this conjecture when $d$ is sufficiently large.  In fact we prove a stronger result: for large $d$, any graph $G$ with average degree at least $d$ contains almost twice as many Hamiltonian subsets as $K_{d+1}$, unless $G$ is isomorphic to $K_{d+1}$ or a certain other graph which we specify. This is joint work with Hong Liu, Maryam Sharifzadeh and Katherine Staden.

  • Combinatorial Theory Seminar

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