Forthcoming events in this series
Data assimilation is a particular form of state estimation. That's partly the "what". We'll also look at the how's, the why's, some who's and some where's.
In the first JAM seminar of 2013/2014, I will discuss the topic of singular perturbed hyperbolic systems of PDE arising in physical phenomena, particularly the St Venant equations of shallow water theory. Using a mixture of analytical and numerical techniques, I will demonstrate the dangers of approximating the dynamics of a system by the equations obtained upon taking a singular limit $\epsilon\rightarrow 0$ and furthermore how the dynamics of the system change when the parameter $\epsilon$ is taken to be small but finite. Problems of this type are ubiquitous in the physical sciences, and I intend to motivate another example arising in elastoplasticity, the subject of my DPhil study.
\\
\\
Note: This seminar is not intended for faculty members, and is available only to current undergraduate and graduate students.
We detect communities on time-dependent correlation networks to study the geographical spread of disease. Using data on country-wide dengue fever, rubella, and H1N1 influenza occurrences spanning several years, we create multilayer similarity networks, with the provinces of a country as nodes and the correlations between the time series of case numbers giving weights to the edges.
We perform community detection on these temporal networks of disease outbreaks, looking for groups of provinces in which disease patterns change in similar ways. Optimizing multilayer modularity with a Newman-Girvan null model over a wide parameter range, we observe several partitions that corresponding roughly to relevant historical time points, such as large epidemics and introduction of new disease strains, as well as many strongly spatial partitions.
We develop a novel null model for community detection that takes into account spatial information, thereby allows to uncover additional structure that might otherwise be obscured by spatial proximity. The null model is based on a radiation model that was proposed recently for modelling human mobility, and we believe that it might be better at capturing disease spread than existing spatial null models based on gravity models for interaction between nodes.
The radiation null model performs better than the Newman-Girvan null model and similarly to the gravity model on benchmark spatial networks with distance-dependent links and a known community structure (both static and multislice networks), and it strongly outperforms both on flux-based benchmarks. When applied to the disease networks, the radiation null model uncovers novel, clear temporal partitions, that might shed light on disease patterns, the introduction of new strains, and provide epidemic warning signals.
Multi-layered cylinders, or 'multitubes', are ubiquitous throughout the biological world, from microscopic axons to plant stems. Whilst these structures share an underlying common geometry, each one fulfils a different key role in its relevant environment. For example plant stems provide a transport network for nutrients within the organism, whilst the tongue of a chameleon is used for prey capture. This talk will be concerned with the mechanical stability of multitubes. How do the material properties, applied tractions and geometry of elastic rods and tubes influence their critical buckling pressure and mode of buckling? We will discuss the phenomenon of differential growth, an important factor in the mechanical behaviour of such systems and introduce a mathematical framework, which can be used to model differential growth in soft tissues and predict the onset of buckling. We will also present a small number of applications for this research.
I will present the basics of mathematical finance, and what probabilists do there. More specifically, I will present the basic concepts of replication of a derivative contract by trading, market completeness, arbitrage, and the link with Backward Stochastic Differential Equations (BSDEs).
High-pressure freezing processes are a novel emerging technology in food processing,
offering significant improvements to the quality of frozen foods. To be able to simulate
plateau times and thermal history under different conditions, a generalized enthalpy
model of the high-pressure shift freezing process is presented. The model includes
the effects of pressure on conservation of enthalpy and incorporates the freezing point
depression of non-dilute food samples. In addition, the significant heat-transfer effects of
convection in the pressurizing medium are accounted for by solving the two-dimensional
Navier–Stokes equations.
The next question is: is high-pressure shift freezing good also in the long run?
A growth and coarsening model for ice crystals in a very simple food system will be discussed.
When ice is raised to a temperature above its usual melting temperature
of 273 K, small cylindrical discs of water form within the bulk of the
ice. Subsequent internal melting of the ice causes these liquid discs to
grow radially outwards. However, many experimentalists have observed
that the circular interface of these discs is unstable and eventually
the liquid discs turn into beautiful shapes that resemble flowers or
snowflakes. As a result of their shape, these liquid figures are often
called liquid snowflakes. In this talk I'll discuss a simple
mathematical model of liquid snowflake formation and I'll show how a
combination of analytical and numerical methods can yield much insight
into the dynamics which govern their growth.
Nuclear fusion offers the prospect of abundant clean energy production, but the physical and engineering challenges are very great. In nuclear fusion reactors, the fuel is in the form of a plasma (charged gas) which is confined at high temperature and density using a toroidal magnetic field. This configuration is susceptible to turbulence, which transports heat out of the plasma and prevents fusion. It is believed that rotating the plasma suppresses turbulence, but experiments are expensive and even modest numerical simulation requires hundreds of thousands of CPU hours. We present a numerical technique for one of the five phase-space dimensions that both improves the accuracy of the calculation and greatly reduces the resolution required.
Higher-order transformations are ubiquitous within data management. In relational databases, higher-order queries appear in numerous aspects including query rewriting and query specification. In XML databases, higher-order functions are natural due to the close connection of XML query languages with functional programming. We investigate higher-order query languages that combine higher- order transformations with ordinary database query languages. We define higher-order query languages based on Relational Algebra and XQuery. We also study basic problems for these query languages including evaluation, containment, and type inference. We show that even though evaluating these higher-order query languages is non-elementary, there are subclasses that are polynomially reducible to evaluation for ordinary query languages.
The use of tissue engineered implants could facilitate unions in situations where there is loss of bone or non-union, thereby increasing healing time, reducing the risk of infections and hence reducing morbidity. Currently engineered bone tissue is not of sufficient quality to be used in widespread clinical practice. In order to improve experimental design, and thereby the quality of the tissue-constructs, the underlying biological processes involved need to be better understood. In conjunction with experimentalists, we consider the effect hydrodynamic pressure has on the development and regulation of bone, in a bioreactor designed specifically for this purpose. To answer the experimentalists’ specific questions, we have developed two separate models; in this talk I will present one of these, a multiphase partial differential equation model to describe the evolution of the cells, extracellular matrix that they deposit, the culture medium and the scaffold. The model is then solved using the finite element method using the deal.II library.
With the advent of powerful computers and the internet, our ability to collect and store large amounts of data has improved tremendously over the past decades. As a result, methods for extracting useful information from these large datasets have gained in importance. In many cases the data can be conveniently represented as a network, where the nodes are entities of interest and the edges encode the relationships between them. Community detection aims to identify sets of nodes that are more densely connected internally than to the rest of the network. Many popular methods for partitioning a network into communities rely on heuristically optimising a quality function. This approach can run into problems for large networks, as the quality function often becomes near degenerate with many near optimal partitions that can potentially be quite different from each other. In this talk I will show that this near degeneracy, rather than being a severe problem, can potentially allow us to extract additional information
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).
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.
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.
Quantile forecasting of wind power using variability indices
Abstract: Wind power forecasting techniques have received substantial attention recently due to the increasing penetration of wind energy in national power systems. While the initial focus has been on point forecasts, the need to quantify forecast uncertainty and communicate the risk of extreme ramp events has led to an interest in producing probabilistic forecasts. Using four years of wind power data from three wind farms in Denmark, we develop quantile regression models to generate short-term probabilistic forecasts from 15 minutes up to six hours ahead. More specifically, we investigate the potential of using various variability indices as explanatory variables in order to include the influence of changing weather regimes. These indices are extracted from the same wind power series and optimized specifically for each quantile. The forecasting performance of this approach is compared with that of some benchmark models. Our results demonstrate that variability indices can increase the overall skill of the forecasts and that the level of improvement depends on the specific quantile.
Turbidity currents are fast-moving streams of sediment in the ocean
which have the power to erode the sea floor and damage man-made
infrastructure anchored to the bed. They can travel for hundreds of
kilometres from the continental shelf to the deep ocean, but they are
unpredictable and can occur randomly without much warning making them
hard to observe and measure. Our main aim is to determine the distance
downstream at which the current will become extinct. We consider the
fluid model of Parker et al. [1986] and derive a simple shallow-water
description of the current which we examine numerically and analytically
to identify supercritical and subcritical flow regimes. We then focus on
the solution of the complete model and provide a new description of the
turbulent kinetic energy. This extension of the model involves switching
from a turbulent to laminar flow regime and provides an improved
description of the extinction process.
A common way to replace body tissue is via donors, but as the world population is ageing at an unprecedented rate there will be an even smaller supply to demand ratio for replacement parts than currently exists. Tissue engineering is a process in which damaged body tissue is repaired or replaced via the engineering of artificial tissues. We consider one type of this; a two-phase flow through a rotating high-aspect ratio vessel (HARV) bioreactor that contains a porous tissue construct. We extend the work of Cummings and Waters [2007], who considered a solid tissue construct, by considering flow through the porous construct described by a rotating form of Darcy's equations. By simplifying the equations and changing to bipolar variables, we can produce analytic results for the fluid flow through the system for a given construct trajectory. It is possible to calculate the trajectory numerically and couple this with the fluid flow to produce a full description of the flow behaviour. Finally, coupling with the numerical result for the tissue trajectory, we can also analytically calculate the particle paths for the flow which will lead to being able to calculate the spatial and temporal nutrient density.
Cell motility is a crucial part of many biological processes including wound healing, immunity and embryonic development. The interplay between mechanical forces and biochemical control mechanisms make understanding cell motility a rich and exciting challenge for mathematical modelling. We consider the two-phase, poroviscous, reactive flow framework used in the literature to describe crawling cells and present a stripped down version. Linear stability analysis and numerical simulations provide insight into the onset of polarization of a stationary cell and reveal qualitatively distinct families of travelling wave solutions. The numerical solutions also capture the experimentally observed behaviour that cells crawl fastest when the surface they crawl over is neither too sticky nor too slippy.
Motivated by the study of micro-vascular disease, we have been investigating the relationship between the structure of capillary networks and the resulting blood perfusion through the muscular walls of the heart. In order to derive equations describing effective fluid transport, we employ an averaging technique called homogenisation, based on a separation of length scales. We find that the tissue-scale flow is governed by Darcy's Law, whose coefficients we are able to explicitly calculate by averaging the solution of the microscopic capillary-scale equations. By sampling from available data acquired via high-resolution imaging of the coronary capillaries, we automatically construct physiologically-realistic vessel networks on which we then numerically solve our capillary-scale equations. By validating against the explicit solution of Poiseuille flow in a discrete network of vessels, we show that our homogenisation method is indeed able to efficiently capture the averaged flow properties.
Bacteria are ubiquitous on Earth and perform many vital roles in addition to being responsible for a variety of diseases. Locomotion allows the bacterium to explore the environment to find nutrient-rich locations and is also crucial in the formation of large colonies, known as biofilms, on solid surfaces immersed in the fluid. Many bacteria swim by turning corkscrew-shaped flagella. This can be studied computationally by considering hydrodynamic forces acting on the bacterium as the flagellum rotates. Using a boundary element method to solve the Stokes flow equations, it is found that details of the shape of the cell and flagellum affect both swimming efficiency and attraction of the swimmer towards flat no-slip surfaces. For example, simulations show that relatively small changes in cell elongation or flagellum length could make the difference between an affinity for swimming near surfaces and a repulsion. A new model is introduced for considering elastic behaviour in the bacterial hook that links the flagellum to the motor in the cell body. This model, based on Kirchhoff rod theory, predicts upper and lower bounds on the hook stiffness for effective swimming.
Human T-lymphotropic virus type I (HTLV-I) is a persistent human retrovirus characterised by a high proviral load and risk of developing ATL, an aggressive blood cancer, or HAM/TSP, a progressive neurological and inflammatory disease. Infected individuals typically mount a large, chronically activated HTLV-I-specific CTL response, yet the virus has developed complex mechanisms to evade host immunity and avoid viral clearance. Moreover, identification of determinants to the development of disease has thus far been elusive.
This model is based on a recent experimental hypothesis for the persistence of HTLV-I infection and is a direct extension of the model studied by Li and Lim (2011). A four-dimensional system of ordinary differential equations is constructed that describes the dynamic interactions among viral expression, infected target cell activation, and the human immune response. Focussing on the particular roles of viral expression and host immunity in chronic HTLV-I infection offers important insights to viral persistence and pathogenesis.
How best to use the cellular Potts model? This is a boundary dynamic method for computational cell-based modelling, in which evolution of the domain is achieved through a process of free energy minimisation. Historically its roots lie in statistical mechanics, yet in modern day it has been implemented in the study of metallic grain growth, foam coarsening and most recently, biological cells. I shall present examples of its successful application to the Steinberg cell sorting experiments of the early 1960s, before examining the specific case of the colorectal crypt. This scenario highlights the somewhat problematic nuances of the CPM, and provides useful insights into the process of selecting a cell-based framework that is suited to the complex biological tissue of interest.
Abstract: Flagella and cilia are ubiquitous in biology as a means of motility and critical for male gametes migration in reproduction, to mucociliary clearance in the lung, to the virulence of devastating parasitic pathogens such as the Trypanosomatids, to the filter feeding of the choanoflagellates, which are constitute a critical link in the global food chain. Despite this ubiquity and importance, the details of how the ciliary or flagellar waveform emerges from the underlying mechanics and how the cell, or the environs, may control the beating pattern by regulating the axoneme is far from fully understood. We demonstrate in this talk that mechanics and modelling can be utilised to interpret observations of axonemal dynamics, swimming trajectories and beat patterns for flagellated motility impacts on the science underlying numerous areas of reproductive health, disease and marine ecology. It also highlights that this is a fertile and challenging area of inter-disciplinary research for applied mathematicians and demonstrates the importance of future observational and theoretical studies in understanding the underlying mechanics of these motile cell appendages.
In a healthy human brain, cerebrospinal fluid (CSF), a water-like liquid, fills a system of cavities, known as ventricles, inside the brain and also surrounds the brain and spinal cord. Abnormalities in CSF dynamics, such as hydrocephalus, are not uncommon and can be fatal for the patient. We will consider two types of models for the so-called infusion test, during which additional fluid is injected into the CSF space at a constant rate, while measuring the pressure continuously, to get an insight into the CSF dynamics of that patient.
In compartment type models, all fluids are lumped into compartments, whose pressure and volume interactions can be modelled with compliances and resistances, equivalent to electric circuits. Since these models have no spatial variation, thus cannot give information such as stresses in the brain tissue, we also consider a model based on the theory of poroelasticity, but including strain-dependent permeability and arterial blood as a second fluid interacting with the CSF only through the porous elastic solid.