Past

ALE formulations are useful when approximating solutions of problems in deformable domains, such as fluid-structure interactions. For realistic simulations involving fluids in 3d, it is important that the ALE method is at least of second order of accuracy. Second order ALE methods in time, without any constraint on the time step, do not exist in the literature and the role of the so-called geometric conservation law (GCL) for stability and accuracy is not clear. We propose discontinuous Galerkin (dG) methods of any order in time for a time dependent advection-diffusion model problem in moving domains. We prove that our proposed schemes are unconditionally stable and that the conservative and non conservative formulations are equivalent. The same results remain true when appropriate quadrature is used for the approximation of the involved integrals in time. The analysis hinges on the validity of a discrete Reynolds' identity and generalises the GCL to higher order methods. We also prove that the computationally less intensive Runge-Kutta-Radau (RKR) methods of any order are stable, subject to a mild ALE constraint. A priori and a posteriori error analysis is provided. The final estimates are of optimal order of accuracy. Numerical experiments confirm and complement our theoretical results.

This is joint work with Andrea Bonito and Ricardo H. Nochetto.

Market impact, leverage, systemic risk, and the perils of mark-to-market accounting

Market impact is the price change associated with new buy or sell orders entering the market. It provides a useful alternative to thinking in terms of supply and demand for several reasons, the most important being that there is theoretical and empirical evidence that it follows a universal law. Understanding market impact is essential for adjusting investment size, for optimizing execution tactics, and provides a useful tool for understanding market ecology and systemic risk. I will present a new method for impact-adjusted accounting, and show how it can avoid the serious problems of marking-to-market when leverage is used. Then I will discuss how market impact can be combined with network theory to understand the problem of overlapping portfolios and market crowding. Since I am a new faculty member, at the beginning of the talk I will say a bit about my interests and current projects.

Recent advances in engineered muscle tissue attached to a synthetic substrate motivates the development of appropriate constitutive and numerical models. Applications of active materials can be expanded by using robust, non-mammalian muscle cells, such as those of Manduca sexta. In this talk we present a   continuum model that accounts for the stimulation of muscle fibers by introducing multiple stress-free reference configurations and for the hysteretic response by specifying a pseudo-elastic energy function. A simple example representing uniaxial loading-unloading is used to validate and verify the characteristics of the model. Then, based on experimental data of muscular thin films, a more complex case shows the qualitative potential of Manduca muscle tissue in active biohybrid constructs.

 We present a new, more conceptual proof of our result that, when a finite group acts on a polynomial ring, the regularity of the ring of invariants is at most zero, and hence one can write down bounds on the degrees of the generators and relations. This new proof considers the action of the group on the Cech complex and looks at when it splits over the group algebra. It also applies to a more general class of rings than just polynomial ones.

How many nodal degree d plane curves are tangent to a given line? The celebrated Caporaso-Harris recursion formula gives a complete answer for any number of nodes, degrees, and all possible tangency conditions. In this talk, I will report my recent work on the generalization of the above problem to count singular curves with given tangency condition to a fixed smooth divisor on general surfaces. I will relate the enumeration to tautological integrals on Hilbert schemes of points and show the numbers of curves in question are given by universal polynomials. As a result, we can obtain infinitely many new formulas for nodal curves and understand the asymptotic behavior for all singular curves with any tangency conditions.

We will discuss the origin of the conjectured colour-kinematics

duality in perturbative gauge theory, according to which there is a

symmetry between the colour dependence and the kinematic dependence of the

S-matrix. Based on this duality, there is a prescription to obtain gravity

amplitudes as the "double copy" of gauge theory amplitudes. We will first

consider tree-level amplitudes, where a diffeomorphism algebra underlies

the structure of MHV amplitudes, mirroring the colour algebra. We will

then draw on the progress at tree-level to consider one-loop amplitudes.

Topological field theories give a connection between

topology and algebra. This connection can be exploited in both

directions: using algebra to construct topological invariants, or

using topology to prove algebraic theorems. In this talk, I will

explain an interesting example of the latter phenomena. Radford's

theorem, as generalized by Etingof-Nikshych-Ostrik, says that in a

finite tensor category the quadruple dual functor is easy to

understand. It's somewhat mysterious that the double dual is hard to

understand but the quadruple dual is easy. Using topological field

theory, we show that Radford's theorem is exactly the consequence of

the Dirac belt trick in topology. That is, the double dual

corresponds to the generator of $\pi_1(\mathrm{SO}(3))$ and so the

quadruple dual is trivial in an appropriate sense exactly because

$\pi_1(\mathrm{SO}(3)) \cong \mathbb{Z}/2$. This is part of a large

project, joint with Chris Douglas and Chris Schommer-Pries, to

understand local field theories with values in the 3-category of

tensor categories via the cobordism hypothesis.

Given a flat torus, we consider certain discrete graph approximations of

it and determine the asymptotics of the number of spanning trees

("complexity") of these graphs as the mesh gets finer. The constants in the

asymptotics involve various notions of determinants such as the

determinant of the Laplacian ("height") of the torus. The analogy between

the complexity of graphs and the height of manifolds was previously

commented on by Sarnak and Kenyon. In dimension two, similar asymptotics

were established earlier by Barber and Duplantier-David in the context of

statistical physics.

Our proofs rely on heat kernel analysis involving Bessel functions, which

in the torus case leads into modular forms and Epstein zeta functions. In

view of a folklore conjecture it also suggests that tori corresponding to

densest regular sphere packings should have approximating graphs with the

largest number of spanning trees, a desirable property in network theory.

Joint work with G. Chinta and J. Jorgenson.

We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value satisfies a specific constraint. This construction allows us to show the existence of Glosten-Milgrom equilibrium and its associated optimal trading strategy for the insider. In the equilibrium the insider employs a mixed strategy to randomly submit two types of orders: one type trades in the same direction as noise trades while the other cancels some of the noise trades by submitting opposite orders when noise trades arrive. The construction also allows us to prove that Glosten-Milgrom equilibria converge weakly to Kyle-Back equilibrium, without the additional assumptions imposed in \textit{K. Back and S. Baruch, Econometrica, 72 (2004), pp. 433-465}, when the common intensity of the Poisson processes tends to infinity. This is a joint work with Umut Cetin.

Ice-dammed lakes form next to, on the surface of, and beneath glaciers

and ice sheets. Some lakes are known to drain catastrophically,

creating hazards, wasting water resources and modulating the flow of

the adjacent ice. My work aims to increase our understanding of such

drainage. Here I will focus on lakes that form next to glaciers and

drain subglacially (between ice and bedrock) through a channel. I will

describe how such a system can be modelled and present results from

model simulations of a lake that fills due to an input of meltwater

and drains through a channel that receives a supply of meltwater along

its length. Simulations yield repeating cycles of lake filling and

drainage and reveal how increasing meltwater input to the system

affects these cycles: enlarging or attenuating them depending on how

the meltwater is apportioned between the lake and the channel. When

inputs are varied with time, simulating seasonal meteorological

cycles, the model simulates either regularly repeating cycles or

irregular cycles that never repeat. Irregular cycles demonstrate

sensitivity to initial conditions, a high density of periodic orbits

and topological mixing. I will discuss how these results enhance our

understanding of the mechanisms behind observed variability in these

systems.

This is the session for our industrial sponsors to propose project ideas. Academic staff are requested to attend to help shape the problem statements and to suggest suitable internal supervisors for the projects. 

Recent years have seen increasing attention to the subtle effects on

intracellular transport caused when multiple molecular motors bind to

a common cargo. We develop and examine a coarse-grained model which

resolves the spatial configuration as well as the thermal fluctuations

of the molecular motors and the cargo. This intermediate model can

accept as inputs either common experimental quantities or the

effective single-motor transport characterizations obtained through

systematic analysis of detailed molecular motor models. Through

stochastic asymptotic reductions, we derive the effective transport

properties of the multiple-motor-cargo complex, and provide analytical

explanations for why a cargo bound to two molecular motors moves more

slowly at low applied forces but more rapidly at high applied forces

than a cargo bound to a single molecular motor. We also discuss how

our theoretical framework can help connect in vitro data with in vivo

behavior.

The Discontinuous Galerkin (DG) method has been used to solve a wide range of partial differential equations. Especially for advection dominated problems it has proven very reliable and accurate. But even for elliptic problems it has advantages over continuous finite element methods, especially when parallelization and local adaptivity are considered.

In this talk we will first present a variation of the compact DG method for elliptic problems with varying coefficients. For this method we can prove stability on general grids providing a computable bound for all free parameters. We developed this method to solve the compressible Navier-Stokes equations and demonstrated its efficiency in the case of meteorological problems using our implementation within the DUNE software framework, comparing it to the operational code COSMO used by the German weather service.

After introducing the notation and analysis for DG methods in Euclidean spaces, we will present a-priori error estimates for the DG method on surfaces. The surface finite-element method with continuous ansatz functions was analysed a few years ago by Dzuik/Elliot; we extend their results to the interior penalty DG method where the non-smooth approximation of the surface introduces some additional challenges.

In 1977, Cline Parshall, Scott and van der Kallen wrote a seminal paper `Rational and generic cohomology' which exhibited a connection between the cohomology for algebraic groups and the cohomology for finite groups of Lie type, showing that in many cases one can conclude that there is an isomorphism of cohomology through restriction from the algebraic to the finite group.

One unfortunate problem with their result is that there remain infinitely many modules for which their theory---for good reason---tells us nothing. The main result of this talk (recent work with Parshall and Scott) is to show that almost all the time, one can manipulate the simple modules for finite groups of Lie type in such a way as to recover an isomorphism of its cohomology with that of the algebraic group.

H. Johnston and J.G. Liu proposed in 2004 a numerical scheme for approximating numerically solutions of the incompressible Navier-Stokes system. The scheme worked very well in practice but its analytic properties remained elusive.\newline

In order to understand these analytical aspects they considered together with R. Pego a continuous version of it that appears as an extension of the incompressible Navier-Stokes to vector-fields that are not necessarily divergence-free. For divergence-free initial data one has precisely the incompressible Navier-Stokes, while for non-divergence free initial data, the divergence is damped exponentially.\newline

We present analytical results concerning this extended system and discuss numerical implications. This is joint work with R. Pego, G. Iyer (Carnegie Mellon) and J. Kelliher, M. Ignatova (UC Riverside).

Saturated fusion systems are a next generation approach to the theory of finite groups- one major motivation being the opportunity to borrow techniques from homotopy theory. Extending work of Broto, Levi and Oliver, we introduce a new object - a 'tree of fusion systems' and give conditions (in terms of the orbit graph) for the completion to be saturated. We also demonstrate that these conditions are 'best possible' by producing appropriate counterexamples. Finally, we explain why these constructions provide a powerful way of building infinite families of fusion systems which are exotic (i.e. not realisable as the fusion system of a finite group) and give some concrete examples.

Although the importance of hydrologic uncertainty is widely recognized it is rarely considered in control problems, especially real-time control. One of the reasons is that stochastic control is computationally expensive, especially when control decisions are derived from spatially distributed models. This talk reviews relevant control concepts and describes how reduced order models can make stochastic control feasible for computationally demanding applications. The ideas are illustrated with a classic problem -- hydraulic control of a moving contaminant plume.

Let $X$ be a variety and $Z$ be a sub-variety. Can one glue vector bundles on $X-Z$ with vector bundles on some small neighborhood of $Z$? We survey two recent results on the process of gluing a vector bundle on the complement of a sub-variety with a vector bundle on some 'small' neighborhood of the sub-variety. This is joint work. The first with M. Temkin and is about gluing categories of coherent sheaves over the category of coherent sheaves on a Berkovich analytic space. The second with J. Block and is about gluing dg enhancements of the derived category of coherent sheaves.

In an Erdős--R\'enyi random graph above the phase transition, i.e.,

where there is a giant component, the size of (number of vertices in)

this giant component is asymptotically normally distributed, in that

its centred and scaled size converges to a normal distribution. This

statement does not tell us much about the probability of the giant

component having exactly a certain size. In joint work with B\'ela

Bollob\'as we prove a `local limit theorem' answering this question

for hypergraphs; the graph case was settled by Luczak and Łuczak.

The proof is based on a `smoothing' technique, deducing the local

limit result from the (much easier) `global' central limit theorem.

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.

Topological quantum error correcting codes, such as the Toric code, are
ideal candidates for protecting a logical quantum bit against local noise.
How are we to get the best performance from these codes when an unknown
local perturbation is applied? This talk will discuss how knowledge, or lack
thereof, about the error affects the error correcting threshold, and how
thresholds can be improved by introducing randomness to the system. These
studies are directed at trying to understand how quantum information can be
encoded and passively protected in order to maximise the span of time between successive rounds of error correction, and what properties are
required of a topological system to induce a survival time that grows
sufficiently rapidly with system size. The talk is based on the following
papers: arXiv:1208.4924 and Phys. Rev. Lett. 107, 270502 (2011).

The Preisach model of hysteresis has a long history, a convenient algorithmic form and "nice" mathematical properties (for a given value of nice) that make it suitable for use in differential equations and other dynamical systems. The difficulty lies in the fact that the "parameter" for the Preisach model is infinite dimensional—in full generality it is a measure on the half-plane. Applications of the Preisach model (two interesting examples are magnetostrictive materials and vadose zone hydrology) require methods to specify a measure based on experimental or observed data. Current approaches largely rely on direct measurements of experimental samples, however in some cases these might not be sufficient or direct measurements may not be practical. I will present the Preisach model in all its glory, along with some history and applications, and introduce an open inverse problem of fiendish difficulty.

This presentation concerns five topics in computational partial differential equations with the overall goals of reliable error control and efficient simulation.

The presentation is also an advertisement for nonstandard discretisations in linear and nonlinear Computational PDEs with surprising advantages over conforming

finite element schemes and the combination

of the two. The equivalence of various first-order methods is explained for the linear Poisson model problem with conforming

(CFEM), nonconforming (NC-FEM), and mixed finite element methods (MFEM) and others discontinuous Galerkin finite element (dGFEM). The Stokes

equations illustrate the NCFEM and the pseudo-stress MFEM and optimal convergence of adaptive mesh-refining as well as for guaranteed error bounds.

An optimal adaptive CFEM computation of elliptic eigenvalue

problems and the computation of guaranteed upper and lower eigenvalue bounds based on NCFEM. The obstacle problem and its guaranteed error

control follows another look due to D. Braess with guaranteed error bounds and their effectivity indices between 1 and 3. Some remarks on computational

microstructures with degenerate convex minimisation

problems conclude the presentation.

I will discuss recent joint work with S. Galatius, in which we

generalise the Madsen--Weiss theorem from the case of surfaces to the

case of manifolds of higher even dimension (except 4). In the simplest

case, we study the topological group $\mathcal{D}_g$ of

diffeomorphisms of the manifold $\#^g S^n \times S^n$ which fix a

disc. We have two main results: firstly, a homology stability

theorem---analogous to Harer's stability theorem for the homology of

mapping class groups---which says that the homology groups

$H_i(B\mathcal{D}_g)$ are independent of $g$ for $2i \leq g-4$.

Secondly, an identification of the stable homology

$H_*(B\mathcal{D}_\infty)$ with the homology of a certain explicitly

described infinite loop space---analogous to the Madsen--Weiss

theorem. Together, these give an explicit calculation of the ring

$H^*(B\mathcal{D}_g;\mathbb{Q})$ in the stable range, as a polynomial

algebra on certain explicitly described generators.

In the absence of background fluxes and sources, the compactification of string theories on Calabi-Yau threefolds leads to supersymmetric solutions.Turning on fluxes, e.g. to lift the moduli of the compactification, generically forces the geometry to break the Calabi-Yau conditions, and to satisfy, instead, the weaker condition of reduced structure. In this talk I will discuss manifolds with SU(3) structure, and their relevance for heterotic string compacitications. I will focus on domain wall solutions and how explicit example geometries can be constructed.

We consider a class of stochastic control problems with fuel constraint that are closely connected to the problem of finding adaptive mean-variance-optimal portfolio liquidation strategies in the Almgren-Chriss framework. We give a closed-form solution to these control problems in terms of the log-Laplace transforms of certain J-functionals of Dawson-Watanabe superprocesses. This solution can be related heuristically to the superprocess solution of certain quasilinear parabolic PDEs with singular terminal condition as given by Dynkin (1992). It requires us to study in some detail the blow-up behavior of the log-Laplace functionals when approaching the singularity.

In this talk, I will show that Brauer classes of a locally solvable degree 4 del Pezzo surface X are vertical, that is, that every Brauer class is obtained by pullback from an element of Br k(P^1) for some rational map f : X ----> P^1. As a consequence, we see that a Brauer class does not obstruct the existence of a rational point if and only if there exists a fiber of f that is locally solvable. The proof is constructive and gives a simple and practical algorithm, distinct from that in [Bright,Bruin,Flynn,Logan (2007)], for computing all nonconstant classes in the Brauer group of X. This is joint work with Anthony V\'arilly-Alvarado.

We study a thin liquid film on a vertical fibre. Without gravity, there

is a Rayleigh-Plateau instability in which surface tension reduces the

surface area of the initially cylindrical film. Spherical drops cannot

form because of the fibre, and instead, the film forms bulges of

roughly twice the initial thickness. Large bulges then grow very slowly

through a ripening mechanism. A small non-dimensional gravity moves the

bulges. They leave behind a thinner film than that in front of them, and

so grow. As they grow into large drops, they move faster and grow

faster. When gravity is stronger, the bulges grow only to finite

amplitude solitary waves, with equal film thickness behind and in front.

We study these solitary waves, and the effect of shear-thinning and

shear-thickening of the fluid. In particular, we will be interested in

solitary waves of large amplitudes, which occur near the boundary

between large and small gravity. Frustratingly, the speed is only

determined at the third term in an asymptotic expansion. The case of

Newtonian fluids requires four terms.

I will give an introduction to how SU(3)-structures appear in heterotic string theory and string compactifications. I will start by considering the zeroth order SU(3)-holonomy Calabi-Yau scenario, and then see how this generalizes when higher order effects are considered. If time, I will discuss some of my own work.

A triangulated category admits a strong generator if, roughly speaking,

every object can be built in a globally bounded number of steps starting

from a single object and taking iterated cones. The importance of

strong generators was demonstrated by Bondal and van den Bergh, who

proved that the existence of such objects often gives you a

representability theorem for cohomological functors. The importance was

further emphasised by Rouquier, who introduced the dimension of

triangulated categories, and tied this numerical invariant to the

representation dimension. In this talk I will discuss the generation

time for strong generators (the least number of cones required to build

every object in the category) and a refinement of the dimension which is

due to Orlov: the set of all integers that occur as a generation time.

After introducing the necessary terminology, I will focus on categories

occurring in representation theory and explain how to compute this

invariant for the bounded derived category of the path algebras of type

A and D, as well as the corresponding cluster categories.