OCCAM Group Meeting
Abstract
- Yujia Chen - Solving Surface Poisson's Equation via the Closest Point Method
- Alex Lewis - Modelling liquid crystal devices
- Georgina Lang - Modelling of Brain Tissue Swelling
Chief Organiser: Shari Levine. Main speakers: Alexander Arhangel'skii, Alan Dow, Aisling McCluskey, Jan van Mill, Frank Tall, Vladimir Tkachuk
Contact for further information: @email
Respiration is a redox reaction in which oxidation of a substrate (often organic) is coupled to the reduction of a terminal electron acceptor (TEA) such as oxygen. Iron oxides in various mineral forms are abundant in sediments and sedimentary rocks, and many subsurface microbes have the ability to respire using Fe(III) as the TEA in anoxic conditions. This process is environmentally important in the degradation of organic substrates and in the redox-cycling of iron. But low mineral solubility limits the bioavailability of Fe(III), which microbes access primarily through reductive dissolution. For aqueous nutrients, expressions for microbial growth and nutrient uptake rates are standardly based on Monod kinetics. We address the question of what equivalent description is appropriate when solid phase Fe(III) is the electron acceptor.
Given a diffusion in R^n, we prove a small-noise expansion for its density. Our proof relies on the Laplace method on Wiener space and stochastic Taylor expansions in the spirit of Benarous-Bismut. Our result applies (i) to small-time asymptotics and (ii) to the tails of the distribution and (iii) to small volatility of volatility.
We shall study applications of this result to stochastic volatility models, recovering the Berestycki- Busca-Florent formula (using (i)), the Gulisashvili-Stein expansion (from (ii)) and Lewis' expansions (using (iii)).
This is a joint work with J.D. Deuschel (TU Berlin), P. Friz (TU Berlin) and S. Violante (Imperial College London).
A pseudofinite field is a perfect pseudo-algebraically closed (PAC) field which
has $\hat{\mathbb{Z}}$ as absolute Galois group. Pseudofinite fields exists and they can
be realised as ultraproducts of finite fields. A group $G$ is geometrically
represented in a theory $T$ if there are modles $M_0\prec M$ of $T$,
substructures $A,B$ of $M$, $B\subset acl(A)$, such that $M_0\le A\le B\le M$
and $Aut(B/A)$ is isomorphic to $G$. Let $T$ be a complete theory of
pseudofinite fields. We show that, geometric representation of a group whose order
is divisibly by $p$ in $T$ heavily depends on the presence of $p^n$'th roots of unity
in models of $T$. As a consequence of this, we show that, for almost all
completions of the theory of pseudofinite fields, over a substructure $A$, algebraic
closure agrees with definable closure, if $A$ contains the relative algebraic closure
of the prime field. This is joint work with Ehud Hrushovski.
The computational analysis of a mathematical model describing a complex system is often based on the following roadmap: first, an experiment is conceived, in which the measured data are (either directly or indirectly) related to the input data of the model equations; second, such equations are computationally solved to provide iconographic reconstructions of the unknown physical or physiological parameters of the system; third, the reconstructed images are utilized to validate the model or to inspire appropriate improvements. This talk will adopt such framework to investigate three applied problems, respectively in solar physics, neuroscience and physiology. The solar physics problem is concerned with the exploitation of hard X-ray data for the comprehension of energy transport mechanisms in solar flares. The neuroscientific problem is the one to model visual recognition in humans with the help of a magnetocencephalography experiment. Finally, the physiological problem investigates the kinetics of the kidney-bladder system by means of nuclear data.
While a general framework of approximating the solution to Hamilton-Jacobi-Bellman (HJB) equations by difference methods is well established, and efficient numerical algorithms are available for one-dimensional problems, much less is known in the multi-dimensional case. One difficulty is the monotone approximation of cross-derivatives, which guarantees convergence to the viscosity solution. We propose a scheme combining piecewise freezing of the policies in time with a suitable spatial discretisation to establish convergence for a wide class of equations, and give numerical illustrations for a diffusion equation with uncertain parameters. These equations arise, for instance, in the valuation of financial derivatives under model uncertainty.
This is joint work with Peter Forsyth.
A method of defining non-equilibrium entropy for a chaotic dynamical system is proposed which, unlike the usual method based on Boltzmann's principle $S = k\log W$, does not involve the concept of a macroscopic state. The idea is illustrated using an example based on Arnold's `cat' map. The example also demonstrates that it is possible to have irreversible behaviour, involving a large increase of entropy, in a chaotic system with only two degrees of freedom.
This is intended as an introductory talk about one of the most
important (and most geometric) aspects of Geometric Group Theory. No
prior knowledge of any maths will be assumed.
We present some recent results concerning domain wall motion in one-dimensional nanowires, including the existence, velocity and stability of travelling-wave and precessing solutions. We consider the case of unixial anisotropy, characteristic of wires with symmetrical (e.g., circular) cross-section, as opposed to strongly anisotropic geometries (films and strips) that have received greater attention. This is joint work with Arseni Goussev and Valeriy Slastikov.
Organisers: Hilary Priestley, Drew Moshier and Leo Cabrer.
This will be dedicated principally to extensions of duality theory beyond zero-dimensional structures and to its application in novel settings. Topics that are likely to feature include duality for bilattice-based structures and associated semantics; extensions to compact Hausdorff spaces, bitopological duality, and duality for continuous data; applications to coalgebraic logic. We shall be seeking two-way interaction between those focused on a particular application and those who are seeking to extend the theory. Keynote speakers will be Mike Mislove and Drew Moshier. Samson Abramsky will be away from Oxford fromJune 12, but we are grateful for his offer to give a talk on June 11. We are also pleased to announce that, through the good offices of Georg Gottlob (Oxford Department of Computer Science), we are able to include within W1 a tutorial lecture on the applications of bilattice semantics to computer science; this will be given by Ofer Arieli.
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.
This is joint work with Dani Wise and builds on his earlier
work. Let M be a compact oriented irreducible 3-manifold which is neither a
graph manifold nor a hyperbolic manifold. We prove that the fundamental
group of M is virtually special. This means that it virtually embeds in a
right angled Artin group, and is in particular linear over Z.
The Schramm-Loewner evolution (SLE(\kappa)) is a family of random fractal curves that arise in a natural way as scaling limits of interfaces in critical models in statistical physics. The SLE curves are constructed by solving the Loewner differential equation driven by a scaled Brownian motion. We will give an overview of some of the almost sure properties of SLE curves, concentrating in particular on properties that can be derived by studying the the geometry of growing curve locally at the tip. We will discuss a multifractual spectrum of harmonic measure at the tip, regularity in the capacity parameterization, and continuity of the curves as the \kappa-parameter is varied while the driving Brownian motion sample is kept fixed.
This is based on joint work with Greg Lawler, and with Steffen Rohde and Carto Wong.
An intriguing, and largely open, question in mathematical fluid dynamics is whether solutions of the Navier-Stokes equations converge in some sense to a solution of the Euler equations in the zero viscosity limit. In fact this convergence could conceivably fail due to oscillations and concentrations occuring in the sequence.
In the late 1980s, R. DiPerna and A. Majda extended the classical concept of Young measure to obtain a notion of measure-valued solution of the Euler equations, which records precisely these oscillation and concentration effects. In this talk I will present a result recently obtained in joint work with L. Székelyhidi, which states that any such measure-valued solution is generated by a sequence of distributional solutions of the Euler equations.
The result is interesting from two different viewpoints: On the one hand, it emphasizes the huge flexibility of the concept of weak solution for Euler; on the other hand, it provides an example of a characterization theorem for Young measures in the tradition of D. Kinderlehrer and P. Pedregal where the differential constraint on the generating sequence does not satisfy the constant rank condition.
There are two main statistical mechanical models of ferromagnetism: the simpler and better-understood Ising model, and the more realistic and more challenging classical Heisenberg model, where the spins are in the 2-sphere instead of in {-1,+1}. In dimensions one and two, the classical Heisenberg model with nearest-neighbor interactions has no phase transition, but in three dimensions it has been intractable.
To shed some light on the qualitative behavior of the 3D Heisenberg model, we use the versatile tools of mean-field theory and Stein's method in recent work with Elizabeth Meckes, studying the Heisenberg model on a complete graph with the number of vertices going to infinity. Our results include detailed descriptions of the magnetization, the empirical spin distribution, the free energy, and a second-order phase transition.
A map betweem metric spaces is a bilipschitz homeomorphism if it
is Lipschitz and has a Lipschitz inverse; a map is a bilipschitz embedding
if it is a bilipschitz homeomorphism onto its image. Given metric spaces
X and Y, one may ask if there is a bilipschitz embedding X--->Y, and if
so, one may try to find an embedding with minimal distortion, or at least
estimate the best bilipschitz constant. Such bilipschitz embedding
problems arise in various areas of mathematics, including geometric group
theory, Banach space geometry, and geometric analysis; in the last 10
years they have also attracted a lot of attention in theoretical computer
science.
The lecture will be a survey bilipschitz embedding in Banach spaces from
the viewpoint of geometric analysis.
Abstract: In this talk, I will discuss the proportionality between tree amplitudes and the ultraviolet divergences in their one-loop corrections in Yang-Mills and (N < 4) Super Yang-Mills theories in four-dimensions. From the point of view of local perturbative quantum field theory, i.e. Feynman diagrams, this proportionality is straightforward: ultraviolet divergences at loop-level are absorbed into coefficients of local operators/interaction vertices in the original tree-amplitude. Ultraviolet divergences in loop amplitudes are also calculable through on-shell methods. These methods ensure manifest gauge-invariance, even at loop-level (no ghosts), at the expense of manifest locality. From an on-shell perspective, the proportionality between the ultraviolet divergences the tree amplitudes is thus not guaranteed. I describe systematic structures which ensure proportionality, and their possible connections to other recent developments in the field.
The section conjecture of Grothendieck's anabelian geometry speculates about a description of the set of rational
points of a hyperbolic curve over a number field entirely in terms of profinite groups and Galois theory.
In the talk we will discuss local to global aspects of the conjecture, and what can be achieved when sections with
additional group theoretic properties are considered.
Complex networks have been used to model almost any
real-world complex systems. An especially important
issue regards how to related their structure and dynamics,
which contributes not only for the better understanding of
such systems, but also to the prediction of important
dynamical properties from specific topological features.
In this talk I revise related research developed recently
in my group. Particularly attention is given to the concept
of accessibility, a new measurement integrating topology
and dynamics, and the relationship between frequency of
visits and node degree in directed modular complex
networks. Analytical results are provided that allow accurate
prediction of correlations between structure and dynamics
in systems underlain by directed diffusion. The methodology
is illustrated with respect to the macaque cortical network.
Uncertainty quantification can begin by specifying the initial state of a system as a probability measure. Part of the state (the 'parameters') might not evolve, and might not be directly observable. Many inverse problems are generalisations of uncertainty quantification such that one modifies the probability measure to be consistent with measurements, a forward model and the initial measure. The inverse problem, interpreted as computing the posterior probability measure of the states, including the parameters and the variables, from a sequence of noise-corrupted observations, is reviewed in the talk. Bayesian statistics provides a natural framework for a solution but leads to very challenging computational problems, particularly when the dimension of the state space is very large, as when arising from the discretisation of a partial differential equation theory.
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In this talk we show how the Bayesian framework leads to a new algorithm - the 'Variational Smoothing Filter' - that unifies the leading techniques in use today. In particular the framework provides an interpretation and generalisation of Tikhonov regularisation, a method of forecast verification and a way of quantifying and managing uncertainty. To deal with the problem that a good initial prior may not be Gaussian, as with a general prior intended to describe, for example a geological structure, a Gaussian mixture prior is used. This has many desirable properties, including ease of sampling to make 'numerical rocks' or 'numerical weather' for visualisation purposes and statistical summaries, and in principle can approximate any probability density. Robustness is sought by combining a variational update with this full mixture representation of the conditional posterior density.
I will discuss methods for spatio-temporal modelling in cellular and molecular biology. Three classes of models will be considered: (i) microscopic (molecular-based, individual-based) models which are based on the simulation of trajectories of individual molecules and their localized interactions (for example, reactions); (ii) mesoscopic (lattice-based) models which divide the computational
domain into a finite number of compartments and simulate the time evolution of the numbers of molecules in each compartment; and (iii) macroscopic (deterministic) models which are written in terms of reaction-diffusion-advection PDEs for spatially varying concentrations. In the first part of my talk, I will discuss connections between the modelling frameworks (i)-(iii). I will consider chemical reactions both at a surface and in the bulk. In the second part of my talk, I will present hybrid (multiscale) algorithms which use models with a different level of detail in different parts of the computational domain. The main goal of this multiscale methodology is to use a detailed modelling approach in localized regions of particular interest (in which accuracy and microscopic detail is important) and a less detailed model in other regions in which accuracy may be traded for simulation efficiency. I will also discuss hybrid modelling of chemotaxis where an individual-based model of cells is coupled with PDEs for extracellular chemical signals.
We study minimizers of the Ginzburg-Landau (GL) functional \[E_\epsilon(u):=\frac{1}{2}\int_A |\nabla u|^2 + \frac{1}{4\epsilon^2} \int_A(1-|u|^2)^2\] for a complex-valued order parameter $u$ (with no magnetic field). This functional is of fundamental importance in the theory of superconductivity and superuidity; the development of these theories led to three Nobel prizes. For a $2D$ domain $A$ with holes we consider “semistiff” boundary conditions: a Dirichlet condition for the modulus $|u|$, and a homogeneous Neumann condition for the phase $\phi = \mathrm{arg}(u)$. The principal
result of this work (with V. Rybalko) is a proof of the existence of stable local minimizers with vortices (global minimizers do not exist). These vortices are novel in that they approach the boundary and have bounded energy as $\epsilon\to0$.
In contrast, in the well-studied Dirichlet (“stiff”) problem for the GL PDE, the vortices remain distant from the boundary and their energy blows up as
$\epsilon\to 0$. Also, there are no stable minimizers to the homogeneous Neumann (“soft”) problem with vortices.
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Next, we discuss more recent results (with V. Rybalko and O. Misiats) on global minimizers of the full GL functional (with magnetic field) subject to semi-stiff boundary conditions. Here, we show the existence of global minimizers with vortices for both simply and doubly connected domains and describe the location of their vortices.
The aim of this talk is to give an introduction to Geometric Invariant Theory (GIT) for reductive groups over the complex numbers. Roughly speaking, GIT is concerned with constructing quotients of group actions in the category of algebraic varieties. We begin by discussing what properties we should like quotient varieties to possess, highlighting so-called `good' and `geometric' quotients, and then turn to search for these quotients in the case of affine and projective varieties. Here we shall see that the construction runs most smoothly when we assume our group to be reductive (meaning it can be described as the complexification of a maximal compact subgroup). Finally, we hope to say something about the Hilbert-Mumford criterion regarding semi-stability and stability of points, illustrating it by constructing the rough moduli space of elliptic curves.
Joint work with: Sina Greenwood, Brian Raines and Casey Sherman
Abstract: We say a space $X$ with property $\C P$ is \emph{universal} for orbit spectra of homeomorphisms with property $\C P$ provided that if $Y$ is any space with property $\C P$ and the same cardinality as $X$ and $h:Y\to Y$ is any (auto)homeomorphism then there is a homeomorphism$g:X\to X$ such that the orbit equivalence classes for $h$ and $g$ are isomorphic. We construct a compact metric space $X$ that is universal for homeomorphisms of compact metric spaces of cardinality the continuum. There is no universal space for countable compact metric spaces. In the presence of some set theoretic assumptions we also give a separable metric space of size continuum that is universal for homeomorphisms on separable metric spaces.
Actin polymerization in vivo is regulated spatially and temporally by a web of signalling proteins. We developed detailed physico-chemical, stochastic models of lamellipodia and filopodia, which are projected by eukaryotic cells during cell migration, and contain dynamically remodelling actin meshes and bundles. In a recent work we studied how molecular motors regulate growth dynamics of elongated organelles of living cells. We determined spatial distributions of motors in such organelles, corresponding to a basic scenario when motors only walk along the substrate, bind, unbind, and diffuse. We developed a mean field model, which quantitatively reproduces elaborate stochastic simulation results as well as provides a physical interpretation of experimentally observed distributions of Myosin IIIa in stereocilia and filopodia. The mean field model showed that the jamming of the walking motors is conspicuous, and therefore damps the active motor flux. However, when the motor distributions are coupled to the delivery of actin monomers towards the tip, even the concentration bump of G-actin that they create before they jam is enough to speed up the diffusion to allow for severalfold longer filopodia. We found that the concentration profile of G-actin along the filopodium is rather non-trivial, containing a narrow minimum near the base followed by a broad maximum. For efficient enough actin transport, this non-monotonous shape is expected to occur under a broad set of conditions. We also find that the stationary motor distribution is universal for the given set of model parameters regardless of the organelle length, which follows from the form of the kinetic equations and the boundary conditions.
I’ll report on my recent work (with co-authors Holt and Ciobanu) on Artin
groups of large type, that is groups with presentations of the form
G = hx1, . . . , xn | xixjxi · · · = xjxixj · · · , 8i 3. (In fact, our results still hold when some, but not all
possible, relations with mij = 2 are allowed.)
Recently, Holt and I characterised the geodesic words in these groups, and
described an effective method to reduce any word to geodesic form. That
proves the groups shortlex automatic and gives an effective (at worst quadratic)
solution to the word problem. Using this characterisation of geodesics, Holt,
Ciobanu and I can derive the rapid decay property for most large type
groups, and hence deduce for most of these that the Baum-Connes conjec-
ture holds; this has various consequence, in particular that the Kadison-
Kaplansky conjecture holds for these groups, i.e. that the group ring CG
contains no non-trivial idempotents.
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This talk will be about various ways in which a variety can be "connected by higher genus curves", mimicking the notion of rational connectedness. At least in characteristic zero, the existence of a curve with a large deformation space of morphisms to a variety implies that the variety is in fact rationally connected. Time permitting I will discuss attempts to show this result in positive characteristic.
Cloaking recently attracts a lot of attention from the scientific community due to the progress of advanced technology. There are several ways to do cloaking. Two of them are based on transformation optics and negative index materials. Cloaking based on transformation optics was suggested by Pendry and Leonhardt using transformations which blow up a point into the cloaked regions. The same transformations had previously used by Greenleaf et al. to establish the non-uniqueness for Calderon's inverse problem. These transformations are singular and hence create a lot of difficulty in analysis and practical applications. The second method of cloaking is based on the peculiar properties of negative index materials. It was proposed by Lai et al. and inspired from the concept of complementary media due to Pendry and Ramakrishna. In this talk, I will discuss approximate cloaking using these two methods. Concerning the first one, I will consider the situation, first proposed in the work of Kohn et al., where one uses transformations which blow up a small ball (instead of a point) into cloaked regions. Many interesting issues such as finite energy and resonance will be mentioned. Concerning the second method, I provide the (first) rigorous analysis for cloaking using negative index materials by investigating the situation where the loss (damping) parameter goes to 0. I will also explain how the arguments can be used not only to establish the rigor for other interesting related phenomena using negative index materials such as superlenses and illusion optics but also to enlighten the mechanism of these phenomena.
This talk will consist of two parts. In the first part we will present a motivating application from oil reservoir simulation, namely finding the location and trajectory of an oil producing well which maximises oil production. We will show how such a problem can be tackled through the use of radial basis function (RBF) approximation (also known as Kriging or Gaussian process regression) and a branch and bound global optimization algorithm.
In the second part of the talk we will show how one can improve the branch and bound algorithm through the use of Lipschitz continuity of the RBF approximation. This leads to an entirely new global optimization algorithm for twice differentiable functions with Lipschitz continuous Hessian. The algorithm makes use of recent cubic regularisation techniques from local optimization to obtain the necessary bounds within the branch and bound algorithm.
In this talk, approximations to utility indifference prices for a contingent claim in the large position size limit are provided. Results are valid for general utility functions and semi-martingale models. It is
shown that as the position size approaches infinity, all utility functions with the same rate of decay for large negative wealths yield the same price. Practically, this means an investor should price like an exponential investor. In a sizeable class of diffusion models, the large position limit is seen to arise naturally in conjunction with the limit of a complete model and hence approximations are most appropriate in this setting.