Junior Applied Mathematics Seminar
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Tue, 24/01/2012 13:30 |
Georgios Anastasiades (OCIAM) |
Junior Applied Mathematics Seminar |
DH 1st floor SR |
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Quantile forecasting of wind power using variability indices |
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Tue, 07/02/2012 13:30 |
Mark Curtis (OCCAM) |
Junior Applied Mathematics Seminar |
DH 1st floor SR |
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When modelling the motion of a sperm cell in the female reproductive tract, the Reynolds number is found to be very small, thus allowing the nonlinear Navier-Stokes equations to simplify to the linear Stokes equations stating that pressure, viscous and body forces balance each other at any instant in time. A wide range of analytical techniques can be applied to investigate the Stokes flow past a moving body. In this talk, we introduce various Stokes flow singularities and illustrate how they can provide a handy starting point (ansatz) when trying to determine the form of the flow field around certain bodies, from simple translating spheres to beating sperm tails. |
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Tue, 21/02/2012 13:30 |
Martin Gould (OCIAM) |
Junior Applied Mathematics Seminar |
DH 1st floor SR |
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Determining the price at which to conduct a trade is an age-old problem. The first (albeit primitive) pricing mechanism dates back to the Neolithic era, when people met in physical proximity in order to agree upon mutually beneficial exchanges of goods and services, and over time increasingly complex mechanisms have played a role in determining prices. In the highly competitive and relentlessly fast-paced markets of today’s financial world, it is the limit order book that matches buyers and sellers to trade at an agreed price in more than half of the world’s markets. In this talk I will describe the limit order book trade-matching mechanism, and explain how the extra flexibility it provides has vastly impacted the problem of how a market participant should optimally behave in a given set of circumstances. |
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Tue, 06/03/2012 13:30 |
Emma Warneford (OCIAM) |
Junior Applied Mathematics Seminar |
DH 1st floor SR |
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Large-scale zonal jets are observed in a wide range of geophysical and astrophysical flows; most strikingly in the atmospheres of the Jovian gas giant planets. Jupiter's upper atmosphere is highly turbulent, with many small vortices, and strong westerly winds at the equator. We consider the thermal shallow water equations as a model for Jupiter's upper atmosphere. Originally proposed for the terrestrial atmosphere and tropical oceans, this model extends the conventional shallow water equations by allowing horizontal temperature variations with a modified Newtonian cooling for the temperature field. We perform numerical simulations that reproduce many of the key features of Jupiter’s upper atmosphere. However, the simulations take a long time to run because their time step is severely constrained by the inertia-gravity wave speed. We filter out the inertia-gravity waves by forming the quasigeostrophic limit, which describes the rapidly rotating (small Rossby number) regime. We also show that the quasigeostrophic energy equation is the quasigeostrophic limit of the thermal shallow water pseudo-energy equation, analogous to the derivation of the acoustic energy equation from gas dynamics. We perform numerical simulations of the quasigeostrophic equations, which again reproduce many of the key features of Jupiter’s upper atmosphere. We gain substantial performance increases by running these simulations on graphical processing units (GPUs). |
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