Past Junior Applied Mathematics Seminar

The electrochemical processes in electrolytic cells are the basis for modern energy technology such as batteries. Electrolytic cells consist of an electrolyte (an salt dissolved in solution), two electrodes, and a battery. The Poisson–Nernst–Planck equations are the simplest mathematical model of steady state ionic transport in an electrolytic cell. We find the matched asymptotic solutions for the ionic concentrations and electric potential inside the electrolytic cell with mass conservation and known flux boundary conditions. The mass conservation condition necessitates solving for a higher order solution in the outer region. Our results provide insight into the behaviour of an electrochemical system with a known voltage and current, which are both experimentally measurable quantities.

Agents in social networks with threshold-based dynamics change opinions when influenced by sufficiently many peers. Existing literature typically assumes that the network structure and dynamics are fully known, which is often unrealistic. In this work, we ask how to learn a network structure from samples of the agents' synchronous opinion updates. Firstly, if the opinion dynamics follow a threshold rule where a fixed number of influencers prevent opinion change (e.g., unanimity and quasi-unanimity), we give an efficient PAC learning algorithm provided that the number of influencers per agent is bounded. Secondly, under standard computational complexity assumptions, we prove that if the opinion of agents follows the majority of their influencers, then there is no efficient PAC learning algorithm. We propose a polynomial-time heuristic that successfully learns consistent networks in over 97% of our simulations on random graphs, with no failures for some specified conditions on the numbers of agents and opinion diffusion examples.

Hydrocephalus is a serious medical condition which causes an excess of cerebrospinal fluid (CSF) to build up within the brain. A common treatment for congenital hydrocephalus is to implant a permanent drainage shunt, removing excess CSF to the stomach where it can be safely cleared. However, this treatment carries the risk of vascular brain tissues such as the Choroid Plexus (CP) being dragged into the shunt during drainage, causing it to block, and also preventing the shunt from being easily replaced. In this talk I present results from our fluid-structure interaction model which simulates the deflection of the CP during the operation of the hydrocephalus shunt. We seek to improve the shunt component by optimising the geometry with respect to CP deflection.

We describe a network model for the progression of Alzheimer's disease based on the underlying relationship to toxic proteins. From human patient data we construct a network of a typical brain, and simulate the concentration and build-up of toxic proteins, as well as the clearance, using reaction--diffusion equations. Our results suggest clearance plays an important role in delaying the onset of Alzheimer's disease, and provide a theoretical framework for the growing body of clinical results.

PDEs frequently exhibit certain physical structures that guide their behaviour, e.g. energy/helicity dissipation, Hamiltonians, and material conservation. Preserving these structures during numerical discretisation is essential.

Although the finite-element method has proven powerful in constructing such models, incorporating inhomogeneous(/non-zero) boundary conditions has been a significant challenge. We propose a technique that addresses this issue, deriving structure-preserving models for diverse inhomogeneous problems.

Moreover, this technique enables the derivation of novel structure-preserving timesteppers for time-dependent problems. Analogies can be drawn with the other workhorse of modern structure-preserving methods: symplectic integrators.

Holography, which reveals a specific correspondence between gravitational and quantum theories, is an ongoing area of research that has known a lot of interest these past decades. The duality of holography has many applications: it provides an interpretation for black hole entropy in terms of microstates, it helps our understanding of solid state properties such as superconductivity and strongly coupled quantum systems, and it even offers insight into the mysterious realm of quantum gravity. 

In this talk, I will first introduce the concept of holography and some of its applications. I will then discuss some notions of string theory and geometry that are commonly used in holography. Finally, if time permits, I will present some of our latest results, where we match the energy of membranes in supergravity to properties of the dual quantum models.

We model a tokamak fusion reaction, combining Maxwell's equations with the Navier-Stokes equations, the heat equation and the Seebeck effect giving a model of thermoelectric magnetohydrodynamics (TEMHD). At leading order, we showed that the free surface must be flat, that the pressure is constant, and that the temperature decouples from the governing equations relating the fluid velocity and magnetic field. We also find that the fluid flow is driven entirely by the temperature gradient normal to the free surface. Using singular perturbation methods we obtained velocity profiles which exhibit so-called Hartmann layers and thicker side layers. The role of the aspect ratio has been seldom considered in classical MHD duct flow literature as a varying parameter. Here, we show it's importance and derive a relationship between the aspect ratio and Hartmann number that maximises flow rate of fluid down the duct.

Shortwave radiation penetrating beneath an ice-sheet surface can cause internal melting and the formation of a near-surface porous layer known as the weathering crust, a dynamic hydrological system that provides home to impurities and microbial life. We develop a mathematical model, incorporating thermodynamics and population dynamics, for the evolution of such layers. The model accounts for conservation of mass and energy, for internal and surface-absorbed radiation, and for logistic growth of a microbial species mediated by nutrients that are sourced from the melting ice. I will discuss one-dimensional steadily melting solutions of the model, which suggest a range of changes in behaviour of the weathering crust and its microbial community in response to climate change. In addition, time-dependent solutions of the model give insight into the formation and removal of the weathering crust in frequently changing weather conditions.

Data sets of self-reported online resumes are a valuable tool to understand workers' career trajectories and how workers may adapt to the changing demands of employers. However, the sample of workers that choose to upload their resumes online may not be representative of a nation's workforce. To understand the advantages and limitations of these datasets, we analyze a data set of more than 1 Million online resumes and compare the findings with a administrative data from the Current Population Survey (CPS).
 

In this talk I will discuss Onsager's conjecture for energy conservation. Moreover, in 1949 Onsager conjectured that weak solutions to the incompressible Euler equations, that were Hölder continuous with Hölder exponent greater than 1/3, conserved kinetic energy. Onsager also conjectured that there were weak solutions that were Hölder continuous with Hölder exponent less than 1/3 that didn't conserve kinetic energy. I will discuss the results regarding the former, focusing mainly on the case where the spacial domain is bounded with C^2 boundary, as proved by Bardos and Titi.

Baseline T cell infiltration and the spatial distribution of T cells within a tumour has been found to be a significant indicator of patient outcomes. This observation, coupled with the increasing availability of spatially-resolved imaging data of individual cells within the tumour tissue, motivates the development of mathematical models which capture the spatial dynamics of T cells. Agent-based models allow the simulation of complex biological systems with detailed spatial resolution, and generate rich spatio-temporal datasets. In order to fully leverage the information contained within these simulated datasets, spatial statistics provide methods of analysis and insight into the biological system modelled, by quantifying inherent spatial heterogeneity within the system. We present a cellular automaton model of interactions between tumour cells and cytotoxic T cells, and an analysis of the model dynamics, considering both the temporal and spatial evolution of the system. We use the model to investigate some of the standard assumptions made in these models, to assess the suitability of the models to accurately describe tumour-immune dynamics.

A Hele-Shaw Newton's cradle: Circular bubbles in a Hele-Shaw channel. (Daniel Booth)

We present a model for the motion of approximately circular bubbles in a Hele-Shaw cell. The bubble velocity is determined by a balance between the hydrodynamic pressures from the external flow and the drag due to the thin films above and below the bubble. We find that the qualitative behaviour depends on a dimensionless parameter and is found to agree well with experimental observations.  Furthermore, we show how the effects of interaction with cell boundaries and/or other bubbles also depend on the value of this dimensionless parameter For example, in a train of three identical bubbles travelling along the centre line, the middle bubble either catches up with the one in front or is caught by the one behind, forming what we term a Hele-Shaw Newton's cradle.
 

Reciprocity in Fluids (Matthew Cotton)

Reciprocity is a useful, and often underused, way to calculate integrated quantities when a to solution to a related problem is known. In the remaining time, I will overview these ideas and give some example use cases

Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation (SDE) or neither of these. Furthermore, we are able to formally prove the linear convergence of gradient descent to a global optimum for the training of deep residual networks with constant layer width and smooth activation function. We further prove that if the trained weights, as a function of the layer index, admit a scaling limit as the depth increases, then the limit has finite 2-variation.

Molecules can be broken apart with a high-powered laser or an electron beam. The position of charged fragments can then be detected on a screen. From the mass to charge ratio, the identity of the fragments can be determined. The covariance of two fragments then gives us the projection of a distribution related to the initial scattering distribution. We formulate the mathematical transformation from the scattering distribution to the covariance distribution obtained from experiments. We expand the scattering distribution in terms of basis functions to obtain a linear system for the coefficients, which we use to solve the inverse problem. Finally, we show the result of our method on three examples of test data, and also with experimental data.

When you ask someone what maths is, their answer will massively depend on how they’ve been exposed to maths up until that point. From a 10-year-old who will tell you it’s adding up numbers, to a Fields medalist who may say to you about the idea of abstraction of logical ideas, there is no clear consensus as to the “right” answer to this question. Our individual journeys as mathematicians give us a clear idea about what it means to us, and this affects how we then communicate our ideas to an audience of other mathematicians and the general public. However, a pitfall that we easily fall into as a result is forgetting that others can understand maths in a different way to ourselves, and by only offering our preferred perspective, we are missing out on the chance to effectively communicate our ideas.

In this talk, I will explore how our individual understanding of what mathematics is can shape our methods of communication. I will review which methods of communication mathematicians utilise, and show examples where each method does well, and not so well.  Examples of communication methods include writing equations, plotting graphs, creating diagrams and storytelling. Given this, I will cover how by using a collection of these different methods, you can increase the impact of your research by engaging with the various different mindsets your audience may have on what mathematics is.

The Onsager framework for linear irreversible thermodynamics provides a thermodynamically consistent model of mass transport in a phase consisting of multiple species, via the Stefan–Maxwell equations, but a complete description of the overall transport problem necessitates also solving the momentum equations for the flow velocity of the medium. We derive a novel nonlinear variational formulation of this coupling, called the (Navier–)Stokes–Onsager–Stefan–Maxwell system, which governs molecular diffusion and convection within a non-ideal, single-phase fluid composed of multiple species, in the regime of low Reynolds number in the steady state. We propose an appropriate Picard linearisation posed in a novel Sobolev space relating to the diffusional driving forces, and prove convergence of a structure-preserving finite element discretisation. The broad applicability of our theory is illustrated with simulations of the centrifugal separation of noble gases and the microfluidic mixing of hydrocarbons.

In 2020, cirrhosis and other liver diseases were among the top five causes of death for
individuals aged 35-65 in Scotland, England and Wales. At present, the only curative
treatment for end-stage liver disease is through transplant which is unsustainable.
Stem cell therapies could provide an alternative. By encapsulating the stem cells we
can modulate the shear stress imposed on each cell to promote integrin expression
and improve the probability of engraftment. We model an individual, hydrogel-coated
stem cell moving along a fluid-filled channel due to a Stokes flow. The stem cell is
treated as a Newtonian fluid and the coating is treated as a poroelastic material with
finite thickness. In the limit of a stiff coating, a semi-analytical approach is developed
which exploits a decoupling of the fluids and solid problems. This enables the tractions
and pore pressures within the coating to be obtained, which then feed directly into a
purely solid mechanics problem for the coating deformation. We conduct a parametric
study to elucidate how the properties of the coating can be tuned to alter the stress
experienced by the cell.

Understanding the impact of societal and economic change on the labour market is important for many causes, such as automation or the post-carbon transition. Occupational mobility plays a role in how these changes impact the labour market because of indirect effects, brought on by the different levels of direct impact felt by individual occupations. We develop an agent-based model which uses a network representation of the labour market to understand these impacts. This network connects occupations that workers have transitioned between in the past, and captures the complex structure of relationships between occupations within the labour market. We develop these networks in both space and time using rich survey data to compare occupational mobility across the United States and through economic upturns and downturns to start understanding the factors that influence differences in occupational mobility.

We present models of a vapour bubble produced during ureteroscopy and laser lithotripsy treatment of kidney stones. This common treatment for kidney stones involves passing a flexible ureteroscope containing a laser fibre via the ureter and bladder into the kidney, where the fibre is placed in contact with the stone. Laser pulses are fired to fragment the stone into pieces small enough to pass through an outflow channel. Laser energy is also transferred to the surrounding fluid, resulting in vapourisation and the production of a cavitation bubble.

While in some cases, bubbles have undesirable effects – for example, causing retropulsion of the kidney stone – it is possible to exploit bubbles to make stone fragmentation more efficient. One laser manufacturer employs a method of firing laser pulses in quick succession; the latter pulses pass through the bubble created by the first pulse, which, due to the low absorption rate of vapour in comparison to liquid, increases the laser energy reaching the stone.

As is common in bubble dynamics, we couple the Rayleigh-Plesset equation to an energy conservation equation at the vapour-liquid boundary, and an advection-diffusion equation for the surrounding liquid temperature.1 However, this present work is novel in considering the laser, not only as the cause of nucleation, but as a spatiotemporal source of heat energy during the expansion and collapse of a vapour bubble.
 

Numerical and analytical methods are employed alongside experimental work to understand the effect of laser power, pulse duration and pulse pattern. Mathematically predicting the size, shape and duration of a bubble reduces the necessary experimental work and widens the possible parameter space to inform the design and usage of lasers clinically.

Optimal execution of large positions over a given trading period is a fundamental decision-making problem for financial services. In this talk we explore reinforcement learning methods, in particular policy gradient methods, for finding the optimal policy in the optimal liquidation problem. We show results for the case where we assume a linear quadratic regulator (LQR) model for the underlying dynamics and where we apply the method to the data directly. The empirical evidence suggests that the policy gradient method can learn the global optimal solution for a larger class of stochastic systems containing the LQR framework, and that it is more robust with respect to model misspecification when compared to a model-based approach.

Michael Negus

Modelling high-speed droplet impact onto an elastic membrane

The impact of a high-speed droplet onto an elastic membrane is a highly nonlinear process and poses a formidable modelling challenge due to both the multi-scale nature of the flow and the fluid-structure interaction between the droplet and the membrane. We present two modelling approaches for droplet impact onto elastic membranes: matched asymptotics and direct numerical simulations (DNS). Inviscid Wagner theory is used in the former to derive analytical expressions which approximate the behaviour of the droplet during the early stages of impact, while the DNS builds on the open-source volume-of-fluid code Basilisk. We demonstrate the strong influence that the thickness, tension and stiffness of the membrane have on the dynamics of the droplet and the membrane. We also quantitatively show that the speed the droplet spreads across the substrate is notably decreased when the membrane is more compliant, which is consistent with experimental findings that splashing can be inhibited by impacting onto a soft substrate. We conclude by showing how these methods are complementary, as a combination of both can lead to a thorough understanding of the droplet impact across timescales.

Helen Saville

Lubrication model of a valve-controlled, gravity-driven bioreactor

Hospitals sometimes experience shortages of donor blood platelet supplies, motivating research into in vitro production of platelets. We model a novel platelet bioreactor described in Shepherd et al. [1]. The bioreactor consists of an upper channel, a lower channel, and a cell-seeded porous collagen scaffold situated between the two. Flow is driven by gravity, and controlled by valves on the four inlets and outlets. The bioreactor is long relative to its width, a feature which we exploit to derive a lubrication reduction of Navier-Stokes flow coupled to Darcy. Models for two cases are considered: small amplitude valve oscillations, and order one amplitude valve oscillations. The former model is a systematic reduction; the latter incorporates a phenomenological approximation for the cross-sectional flow profile. As the shear stress experienced by cells influences platelet production, we use our model to quantify the effect of valve dynamics on shear stress.

1: Shepherd, J.H., Howard, D., Waller, A.K., Foster, H.R., Mueller, A., Moreau, T., Evans, A.L., Arumugam, M., Chalon, G.B., Vriend, E. and Davidenko, N., Biomaterials, 182, pp.135-144. (2018)

Several problems of great importance in the study of glaciers and ice sheets involve processes of attachment and reattachment of the ice from the bedrock. Consider, for example, an ice sheet sliding from the continent into the ocean, where it goes afloat. Another example is that of subglacial cavitation, a fundamental mechanism in glacial sliding where the ice detaches from the bedrock along the downstream area of an obstacle. Such problems are generally modelled as a viscous Stokes flow with a free boundary and contact boundary conditions. In this talk, I will present a framework for solving such problems numerically. I will start by introducing the mathematical formulation of these viscous contact problems and the challenges that arise when trying to approximate them numerically. I will then show how, given a stable scheme for the free boundary equation, one can build a penalty formulation for the viscous contact problem in such a way that the resulting algorithm remains stable and robust.

Organoids are three–dimensional multicellular tissue constructs. When cultured in vitro, they recapitulate the structure, heterogeneity, and function of their in vivo counterparts. As awareness of the multiple uses of organoids has grown, e.g. in drug discovery and personalised medicine, demand has increased for low–cost and efficient methods of producing them in a reproducible manner and at scale. We are working in collaboration with the biotechnology company Cellesce, who develop bioprocessing systems for the expansion of organoids at scale. Part of their technology includes a bioreactor, which utilises flow of culture media to enhance nutrient delivery to the organoids and facilitate the removal of waste metabolites. A key priority is ensuring uniformity in organoid size and reproducibility; qualities that depends on the bioreactor design and operating conditions. A complete understanding of the system requires knowledge of the spatial and temporal information regarding flow and the resulting oxygen and metabolite concentrations throughout the bioreactor. However, it is impractical to obtain this data empirically, due to the highly–controlled environment of the bioreactor posing difficulties for online real–time monitoring of the system. Thus, we exploit a mathematical modelling approach, to provide spatial as well as temporal information.

In the bioreactor, organoids are seeded as single cells in a layer of hydrogel. We present a general model for the nutrient and waste metabolite concentrations in the hydrogel and organoid regions of the bioreactor. Resolving for the millions of organoids within the hydrogel is computationally expensive and infeasible. Hence, we take a mathematical homogenisation approach to understand how the behaviour of the organoids on the microscale influences the macroscale behaviour in the hydrogel layer. We consider the case of growing organoids, with a temporally and spatially dependent radii, and exploit the separation of scales to systematically derive an effective macroscale model for metabolite transport. We explore some canonical problems to understand our homogenised system.

Many problems in engineering can be understood as controlling the bifurcation structure of a given device. For example, one may wish to delay the onset of instability, or bring forward a bifurcation to enable rapid switching between states. In this talk, we will describe a numerical technique for controlling the bifurcation diagram of a nonlinear partial differential equation by varying the shape of the domain. Our aim is to delay or advance a given branch point to a target parameter value. The algorithm consists of solving a shape optimization problem constrained by an augmented system of equations, called the Moore–Spence system, that characterize the location of the branch points. We will demonstrate the effectiveness of this technique on several numerical experiments on the Allen–Cahn, Navier–Stokes, and hyperelasticity equations.

Tendon tissue engineering aims to grow functional tissue in the lab. Tissue is grown inside a bioreactor which controls both the mechanical and biochemical environment. As tendon cells alter their behaviour in response to mechanical stresses, designing suitable bioreactor loading regimes forms a key component in ensuring healthy tissue growth.  

Linking the forces imposed by the bioreactor to the shear stress experienced by individual cell is achieved by homogenisation using multiscale asymptotics. We will present a continuum model capturing fluid-structure interaction between the nutrient media and the fibrous scaffold where cells grow. Solutions reflecting different experimental conditions will be discussed in view of the implications for shear stress distribution experienced by cells across the bioreactor.  

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs). They are considered SOTA for modelling functions on irregular time series, outperforming other ODE benchmarks (ODE-RNN, GRU-ODE-Bayes) in offline prediction tasks. However, current implementations are not suitable to be used in online prediction tasks, severely restricting the domains of applicability of this powerful modeling framework. We identify such limitations with previous implementations and show how said limitations may be addressed, most notably to allow for online predictions. We benchmark our online Neural CDE model on three continuous monitoring tasks from the MIMIC-IV ICU database, demonstrating improved performance on two of the three tasks against state-of-the-art (SOTA) non-ODE benchmarks, and improved performance on all tasks against our ODE benchmark.

Joint work with Patrick Kidger, Lingyi Yang, and Terry Lyons.

The index of a saddle point of a smooth function is the number of descending directions of the saddle. While the index can usually be retrieved by counting the number of negative eigenvalues of the Hessian at the critical point, we may not have the luxury of having second derivatives in data deriving from practical applications. To address this problem, we develop a computational pipeline for estimating the index of a non-degenerate saddle point without explicitly computing the Hessian. In our framework, we only require a sufficiently dense sample of level sets of the function near the saddle point. Using techniques in Morse theory and Topological Data Analysis, we show how the shape of saddle points can help us infer the index of the saddle. Furthermore, we derive an explicit upper bound on the density of point samples necessary for inferring the index depending on the curvature of level sets. 

Coronary heart disease is characterised by the formation of plaque on artery walls, restricting blood flow. If a plaque deposit ruptures, blood clot formation (thrombosis) rapidly occurs with the potential to fatally occlude the vessel within minutes. Von Willebrand Factor (vWF) is a shear-sensitive protein which has a critical role in blood clot formation in arteries. At the high shear rates typical in arterial constrictions (stenoses), vWF undergoes a conformation change, unfolding and exposing binding sites and facilitating rapid platelet deposition. 

To understand the effect of  stenosis geometry and blood flow conditions on the unfolding of vWF and subsequent platelet binding, we developed a continuum model for the initiation of thrombus formation by vWF in an idealised arterial stenosis. In this talk I will discuss modelling proteins in flow using viscoelastic fluid models, the insight asymptotic reductions can offer into this complex system and some of the challenges of studying fast arterial blood flows. 

Topological data analysis is a growing area of research where topology and geometry meets data analysis. Many data science problems have a geometric flavor, and thus computational tools like persistent homology and Mapper were often found to be useful. Domains of applications include cosmology, material science, diabetes and cancer research. We will discuss some main tools of the field and some prominent applications.

Diffusion processes are widely used to model the evolution of random values over time. In many applications, the diffusion process is constrained to a finite domain. We consider the estimation problem of a diffusion process constrained by a polytope, i.e. intersection of finitely many (hyper-)planes, given a discretely observed time series data. Since the boundary behaviours of a diffusion process are characterised by its drift and diffusion functions, we derive sufficient conditions on the drift and diffusion functions for the nonattainablity of a polytope. We use deep learning to estimate the drift and diffusion, and ensure that their constraints are satisfied throughout the training.

Multivariate point processes are used to model event-type data in a wide range of domains. One interesting application is to model the emission of electric impulses of biological neurons. In this context, the point process model needs to capture the time-dependencies and interactions between neurons, which can be of two kinds: exciting or inhibiting. Estimating these interactions, and in particular the functional connectivity of the neurons are problems that have gained a lot of attention recently. The general nonlinear Hawkes process is a powerful model for events occurring at multiple locations in interaction. Although there is an extensive literature on the analysis of the linear model, the probabilistic and statistical properties of the nonlinear model are still mainly unknown. In this paper, we consider nonlinear Hawkes models and, in a Bayesian nonparametric inference framework, derive concentration rates for the posterior distribution.  We also infer the graph of interactions between the dimensions of the process and prove that the posterior distribution is consistent on the graph adjacency matrix.

What do random spanning trees, graph embeddings, random walks, simplices and graph curvature have in common? As you may have guessed from the title, they are indeed all intimately connected to the effective resistance on graphs! While originally invented as a tool to study electrical circuits, the effective resistance has proven time and again to be a graph characteristic with a variety of interesting and often surprising properties. Starting from a number of equivalent but complementary definitions of the effective resistance, we will take a stroll through some classical theorems (Rayleigh monotonicity, Foster's theorem), a few modern results (Klein's metricity, Fiedler's graph-simplex correspondence) and finally discuss number of recent developments (variance on graphs, discrete curvature and graph embeddings).

Michael Coughlan (with Sam Howison, Ian Hewitt, Andrew Wells)

Arctic sea ice forms a thin but significant layer at the ocean surface, mediating key climate feedbacks. During summer, surface melting produces considerable volumes of water, which collect on the ice surface in ponds. These ponds have long been suggested as a contributing factor to the discrepancy between observed and predicted sea ice extent. When viewed at large scales ponds have a complicated, approximately fractal geometry and vary in area from tens to thousands of square meters. Increases in pond depth and area lead to further increases in heat absorption and overall melting, contributing to the ice-albedo feedback. 

Previous modelling work has focussed either on the physics of individual ponds or on the statistical behaviour of systems of ponds. In this talk I present a physically-based network model for systems of ponds which accounts for both the individual and collective behaviour of ponds. Each pond initially occupies a distinct catchment basin and evolves according to a mass-conserving differential equation representing the melting dynamics for bare and water-covered ice. Ponds can later connect together to form a network with fluxes of water between catchment areas, constrained by the ice topography and pond water levels. 

I use the model to explore how the evolution of pond area and hence melting depends on the governing parameters, and to explore how the connections between ponds develop over the melt season. Comparisons with observations are made to demonstrate the ways in which the model qualitatively replicates properties of pond systems, including fractal dimension of pond areas and two distinct regimes of pond complexity that are observed during their development cycle. 

Different perimeter-area relationships exist for ponds in the two regimes. The model replicates these relationships and exhibits a percolation transition around the transition between these regimes, a facet of pond behaviour suggested by previous studies. The results reinforce the findings of these studies on percolation thresholds in pond systems and further allow us to constrain pond coverage at this threshold - an important quantity in measuring the scale and effects of the ice-albedo feedback.

We propose a subspace Gauss-Newton method for nonlinear least squares problems that builds a sketch of the Jacobian on each iteration. We provide global rates of convergence for regularization and trust-region variants, both in expectation and as a tail bound, for diverse choices of the sketching matrix that are suitable for dense and sparse problems. We also have encouraging computational results on machine learning problems.

In this talk we will discuss a problem that was worked on during MISGSA 2020, a Study Group held in January at The University of Zululand, South Africa.

We look at a communication network with two types of users - Primary users (PU) and Secondary users (SU) - such that we reduce the network to a set of overlapping sub-graphs consisting of SUs indexed by a specific PU. Within any given sub-graph, the PU may be communicating at a certain fixed frequency F. The respective SUs also wish to communicate at the same frequency F, but not at the expense of interfering with the PU signal. Therefore if the PU is active then the SUs will not communicate.

In an attempt to increase information throughput in the network, we instead allow the SUs to communicate at a different frequency G, which may or may not interfere with a different sub-graph PU in the network, leading to a multi-objective optimisation problem.

We will discuss not only the problem formulation and possible approaches for solving it, but also the pitfalls that can be easily fallen into during study groups.

Stress perfusion cardiac magnetic resonance (CMR) imaging has been shown to be highly accurate for the detection of coronary artery disease. However, a major limitation is that the accuracy of the visual assessment of the images is challenging and thus the accuracy of the diagnosis is highly dependent on the training and experience of the reader. Quantitative perfusion CMR, where myocardial blood flow values are inferred directly from the MR images, is an automated and user-independent alternative to the visual assessment.

This talk will focus on addressing the main technical challenges which have hampered the adoption of quantitative myocardial perfusion MRI in clinical practice. The talk will cover the problem of respiratory motion in the images and the use of dimension reduction techniques, such as robust principal component analysis, to mitigate this problem. I will then discuss our deep learning-based image processing pipeline that solves the necessary series of computer vision tasks required for the blood flow modelling and introduce the Bayesian inference framework in which the kinetic parameter values are inferred from the imaging data.

Many manufacturing processes require the use of robots to transport parts around a factory line. Some parts, which are very thin (e.g. car doors)
are prone to elastic deformations as they are moved around by a robot. These should be avoided at all cost. A problem that was recently raised by
F.E.E. (Fleischmann Elektrotech Engineering) at the ESGI 158 study group in Barcelona was to ascertain how to determine the stresses of a piece when
undergoing a prescribed motion by a robot. We present a simple model using Kirschoff-Love theory of flat plates and how this can be adapted. We
outline how the solutions of the model can then be used to determine the stresses. 

Numerous mathematical models have been proposed for modelling cancerous tumour invasion (Gatenby and Gawlinski 1996), angiogenesis (Owen et al 2008), growth kinetics (Wang et al 2009), response to irradiation (Gao et al 2013) and metastasis (Qiam and Akcay 2018). In this study, we attempt to model the qualitative behavior of growth, invasion, angiogenesis and fragmentation of tumours at the tissue level in an explicitly spatial and continuous manner in two dimensions. We simulate the effectiveness of radiation therapy on a growing tumour in comparison with immunotherapy and propose a novel framework based on vector fields for modelling the impact of interstitial flow on tumour morphology. The results of this model demonstrate the effectiveness of employing a system of partial differential equations along with vector fields for simulating tumour fragmentation and that immunotherapy, when applicable, is substantially more effective than radiation therapy.

Topology optimisation finds the optimal material distribution of a fluid or solid in a domain, subject to PDE and volume constraints. There are many formulations and we opt for the density approach which results in a PDE, volume and inequality constrained, non-convex, infinite-dimensional optimisation problem without a priori knowledge of a good initial guess. Such problems can exhibit many local minima or even no minima. In practice, heuristics are used to obtain the global minimum, but these can fail even in the simplest of cases. In this talk, we will present an algorithm that solves such problems and systematically discovers as many of these local minima as possible along the way.

Recent advances in experimental imaging techniques have allowed us to observe the fine details of how droplets behave upon impact onto a substrate. However, these are highly non-linear, multiscale phenomena and are thus a formidable challenge to model. In addition, when the substrate is deformable, such as an elastic sheet, the fluid-structure interaction introduces an extra layer of complexity.

We present two modeling approaches for droplet impact onto deformable substrates: matched asymptotics and direct numerical simulations. In the former, we use Wagner's theory of impact to derive analytical expressions which approximate the behavior during the early time of impact. In the latter, we use the open source volume-of-fluid code Basilisk to conduct simulations designed to give insight into the later times of impact.

We conclude by showing how these methods are complementary, and a combination of both can give a thorough understanding of the droplet impact across timescales. 

We consider the problem of global minimization with bound constraints. The problem is known to be intractable for large dimensions due to the exponential increase in the computational time for a linear increase in the dimension (also known as the “curse of dimensionality”). In this talk, we demonstrate that such challenges can be overcome for functions with low effective dimensionality — functions which are constant along certain linear subspaces. Such functions can often be found in applications, for example, in hyper-parameter optimization for neural networks, heuristic algorithms for combinatorial optimization problems and complex engineering simulations.

Extending the idea of random subspace embeddings in Wang et al. (2013), we introduce a new framework (called REGO) compatible with any global min- imization algorithm. Within REGO, a new low-dimensional problem is for- mulated with bound constraints in the reduced space. We provide probabilistic bounds for the success of REGO; these results indicate that the success is depen- dent upon the dimension of the embedded subspace and the intrinsic dimension of the function, but independent of the ambient dimension. Numerical results show that high success rates can be achieved with only one embedding and that rates are independent of the ambient dimension of the problem.

Introducing cheap function proxies for quickly producing approximate random numbers, we show convergence of modified numerical schemes, and coupling between approximation and discretisation errors. We bound the cumulative roundoff error introduced by floating-point calculations, valid for 16-bit half-precision (FP16). We combine approximate distributions and reduced-precisions into a nested simulation framework (via multilevel Monte Carlo), demonstrating performance improvements achieved without losing accuracy. These simulations predominantly perform most of their calculations in very low precisions. We will highlight the motivations and design choices appropriate for SVE and FP16 capable hardware, and present numerical results on Arm, Intel, and NVIDIA based hardware.