In a robust decision, we are pessimistic toward our decision making when the probability measure is unknown. In particular, we optimise our decision under the worst case scenario (e.g. via value at risk or expected shortfall). On the other hand, most theories in reinforcement learning (e.g. UCB or epsilon-greedy algorithm) tell us to be more optimistic in order to encourage learning. These two approaches produce an apparent contradict in decision making. This raises a natural question. How should we make decisions, given they will affect our short-term outcomes, and information available in the future?

In this talk, I will discuss this phenomenon through the classical multi-armed bandit problem which is known to be solved via Gittins' index theory under the setting of risk (i.e. when the probability measure is fixed). By extending this result to an uncertainty setting, we can show that it is possible to take into account both uncertainty and learning for a future benefit at the same time. This can be done by extending a consistent nonlinear expectation (i.e. nonlinear expectation with tower property) through multiple filtrations.

At the end of the talk, I will present numerical results which illustrate how we can control our level of exploration and exploitation in our decision based on some parameters.

# Past Junior Applied Mathematics Seminar

Multiple scales analysis is a powerful asymptotic technique for problems where the solution depends on two scales of widely different sizes. Standard multiple scales involves the introduction of a macroscale and microscale which are assumed to be independent. A common (and usually acceptable) assumption is that when considering behaviour on the microscale, the macroscale variable can be taken as constant, however there are instances where this assumption is not valid. In this talk, I will explain one such situation, that is, when considering conductive-radiative thermal transfer within a solid matrix with spherical perforations and discuss the appropriate measures when converting the radiative boundary condition into multiple-scales form.

The time bottleneck in the manufacturing process of Besi (company involved in ESGI 149 Innsbruck) is the extraction of undamaged dies from a component wafer. The easiest way for them to speed up this process is to reduce the number of 'selections' made by the robotic arm. Each 'selection' made by this robotic arm can be thought of as choosing a 2x2 submatix of a large binary matrix, and editing the 1's in this submatrix to be 0's. The quesiton is: what is the fewest number of 2x2 submatrices required to cover the full matrix, and how can we find this number. This problem can be solved exactly using integer programming methods, although this approach proves to be prohibitively expensive for realistic sizes. In this talk I will describe the approach taken by my team at EGSI 149, as well as directions for further improvement.

I plan to present a brief introduction to optimal control theory (no background knowledge assumed), and discuss a fascinating and oft-forgotten family of problems where the optimal control behaves very strangely; it changes state infinitely often in finite time. This causes havoc in practice, and even more so in the literature.

The development of an effective method of targeting delivery of stem cells to the site of an injury is a key challenge in regenerative medicine. However, production of stem cells is costly and current delivery methods rely on large doses in order to be effective. Improved targeting through use of an external magnetic field to direct delivery of magnetically-tagged stem cells to the injury site would allow for smaller doses to be used.

We present a model for delivery of stem cells implanted with a fixed number of magnetic nanoparticles under the action of an external magnetic field. We examine the effect of magnet geometry and strength on therapy efficacy. The accuracy of the mathematical model is then verified against experimental data provided by our collaborators at the University of Birmingham.

With growing population of humans being clustered in large cities and connected by fast routes more suitable environments for epidemics are being created. Topped by rapid mutation rate of viral and bacterial strains, epidemiological studies stay a relevant topic at all times. From the beginning of 2019, the World Health Organization publishes at least five disease outbreak news including Ebola virus disease, dengue fever and drug resistant gonococcal infection, the latter is registered in the United Kingdom.

To control the outbreaks it is necessary to gain information on mechanisms of appearance and evolution of pathogens. Close to all disease-causing virus and bacteria undergo a specialization towards a human host from the closest livestock or wild fauna of a shared habitat. Every strain (or subtype) of a pathogen has a set of characteristics (e.g. infection rate and burst size) responsible for its success in a new environment, a host cell in case of a virus, and with the right amount of skepticism that set can be framed as fitness of the pathogen. In our model, we consider a population of a mutating strain of a virus. The strain specialized towards a new host usually remains in the environment and does not switch until conditions get volatile. Two subtypes, wild and mutant, of the virus share a host. This talk will illustrate findings on an explicitly independent cycling coexistence of the two subtypes of the parasite population. A rare transcritical bifurcation of limit cycles is discussed. Moreover, we will find conditions when one of the strains can outnumber and eventually eliminate the other strain focusing on an infection rate as fitness of strains.

Unintended low energy thermal or mechanical stimuli can lead to the accidental ignition of explosive materials. During such events, described as ‘insults’ in the literature, ignition of the explosive is caused by localised regions of high temperature known as ‘hot spots’. We develop a model which helps us to understand how highly localised shear deformation, so-called shear banding, acts as a mechanism for hot spot generation. Through a boundary layer analysis, we give a deeper insight into how the additional self heating caused by chemical reactions affects the initiation and development of shear bands, and highlight the key physical properties which control this process.

Coastal vegetation has a well-known effect of attenuating waves; however, quantifiable measures of attenuation for general wave and vegetation scenarios are not well known. On the plant scale, there are extensive studies in predicting the dynamics of a single plant in an oscillatory flow. On the coastal scale however, there are yet to be compact models which capture the dynamics of both the flow and vegetation, when the latter exists in the form of a dense canopy along the bed. In this talk, we will discuss the open questions in the field and the modelling approaches involved. In particular, we investigate how micro-scale effects can be homogenised in space and how periodic motions can be averaged in time.

Wrinkling is a universal instability occurring in a wide variety of engineering and biological materials. It has been studied extensively for many different systems but a full description is still lacking. Here, we provide a systematic analysis of the wrinkling of a thin hyperelastic film over a substrate in plane strain using stream functions. For comparison, we assume that wrinkling is generated either by the isotropic growth of the film or by the lateral compression of the entire system. We perform an exhaustive linear analysis of the wrinkling problem for all stiffness ratios and under a variety of additional boundary and material effects.

In gas-liquid two-phase pipe flows, flow regime transition is associated with changes in the micro-scale geometry of the flow. In particular, the bubbly-slug transition is associated with the coalescence and break-up of bubbles in a turbulent pipe flow. We consider a sequence of models designed to facilitate an understanding of this process. The simplest such model is a classical coalescence model in one spatial dimension. This is formulated as a stochastic process involving nucleation and subsequent growth of ‘seeds’, which coalesce as they grow. We study the evolution of the bubble size distribution both analytically and numerically. We also present some ideas concerning ways in which the model can be extended to more realistic two- and three-dimensional geometries.