Railway traffic management is the combination of monitoring the progress of trains, forecasting of the likely future progression of trains, and evaluating the impact of intervention options in near real time in order to make traffic adjustments that minimise the combined delay of trains when measured against the planned timetable.

In a time of increasing demand for rail travel, the desire to maximise the usage of the available infrastructure capacity competes with the need for contingency space to allow traffic management when disruption occurs. Optimisation algorithms and decision support tools therefore need to be increasingly sophisticated and traffic management has become a crucial function in meeting the growing expectations of rail travellers for punctuality and quality of service.

Resonate is a technology company specialising in rail and connected transport solutions. We have embarked on a drive to maximise capacity and performance through the use of mathematical, statistical, data-driven and machine learning based methods driving decision support and automated traffic management solutions.

In certain business environments, it is essential to the success of the business that workers stick closely to their plans and are not distracted, diverted or stopped. A warehouse is a great example of this for businesses where customers order goods online and the merchants commit to delivery dates.  In a warehouse, somewhere, a team of workers are scheduled to pick the items which will make up those orders and get them shipped on time.  If the workers do not deliver to plan, then orders will not be shipped on time, reputations will be damaged, customer will be lost and companies will go out of business.

StayLinked builds software which measures what these warehouse workers do and measures the factors which cause them to be distracted, diverted or stopped.  We measure whenever they start or end a task or process (e.g. start an order, pick an item in an order, complete an order). Some of the influencing factors we measure include the way the worker interacts with the device (using keyboard, scanner, gesture), navigates through the application (screens 1-3-4-2 instead of 1-2-3-4), the performance of the battery (dead battery stops work), the performance of the network (connected to access point or not, high or low latency), the device types being used, device form factor, physical location (warehouse 1, warehouse 2), profile of worker, etc.

We are seeking to build a configurable real-time mathematical model which will allow us to take all these factors into account and confidently demonstrate a measure of their impact (positive or negative) on the business process and therefore on the worker’s productivity. We also want to alert operational staff as soon as we can identify that important events have happened.  These alerts can then be quickly acted upon and problems resolved at the earliest possible opportunity.

In this project, we would like to collaborate with the maths faculty to understand the appropriate mathematical techniques and tools to use to build this functionality.  This product is being used right now by our customers so it would also be a great opportunity for a student to quickly see the results of their work in action in a real-world environment.

Abstract: In this talk we describe an invariance principle for a class of non-homogeneous martingale random walks in $\RR^d$ that can be recurrent or transient for any dimension $d$. The scaling limit, which we construct, is a martingale diffusions with law determined uniquely by an SDE with discontinuous coefficients at the origin whose pathwise uniqueness may fail. The radial component of the diffusion is a Bessel process of dimension greater than 1. We characterize the law of the diffusion, which must start at the origin, via its excursions built around the Bessel process: each excursion has a generalized skew-product-type structure, in which the angular component spins at infinite speed at the start and finish of each excursion. Defining a Riemannian metric $g$ on the sphere $S^{d−1}$, different from the one induced by the ambient Euclidean space, allows us to give an explicit construction of the angular component (and hence of the entire skew-product decomposition) as a time-changed Browninan motion with drift on the Riemannian manifold $(S^{d−1}, g)$. In particular, this provides a multidimensional generalisation of the Pitman–Yor representation of the excursions of Bessel process with dimension between one and two. Furthermore, the density of the stationary law of the angular component with respect to the volume element of $g$ can be characterised by a linear PDE involving the Laplace–Beltrami operator and the divergence under the metric $g$. This is joint work with Nicholas Georgiou and Andrew Wade.

We propose a new splitting algorithm to solve a class of quasilinear PDEs with convex and quadratic growth gradients. 

By splitting the original equation into a linear parabolic equation and a Hamilton-Jacobi equation, we are able to solve both equations explicitly. 

In particular, we solve the associated Hamilton-Jacobi equation by the Hopf-Lax formula, 

and interpret the splitting algorithm as a stochastic Hopf-Lax approximation of the quasilinear PDE.  

We show that the numerical solution will converge to the viscosity solution of the equation.  

The upper bound of the convergence rate is proved based on Krylov's shaking coefficients technique, 

while the lower bound is proved based on Barles-Jakobsen's optimal switching approximation technique. 

Based on joint work with Shuo Huang and Thaleia Zariphopoulou.

Recurrent major mood episodes and subsyndromal mood instability cause substantial disability in patients with bipolar disorder. Early identification of mood episodes enabling timely mood stabilisation is an important clinical goal. The signature method is derived from stochastic analysis (rough paths theory) and has the ability to capture important properties of complex ordered time series data. To explore whether the onset of episodes of mania and depression can be identified using self-reported mood data.

In this talk, I am going to report on some on-going research at the interface between Rough Paths Theory and Schramm-Loewner evolutions (SLE). In this project, we try to adapt techniques from Rough Differential Equations to the study of the Loewner Differential Equation. The main ideas concern the restart of the backward Loewner differential equation from the singularity in the upper half plane. I am going to describe some general tools that we developed in the last months that lead to a better understanding of the dynamics in the closed upper half plane under the backward Loewner flow.
Joint work with Prof. Dmitry Belyaev and Prof. Terry Lyons

Abstract: Butcher’s B-series is a fundamental tool in analysis of numerical integration of differential equations. In the recent years algebraic and geometric understanding of B-series has developed dramatically. The interplay between geometry, algebra and computations reveals new mathematical landscapes with remarkable properties. 

The shuffle Hopf algebra,  which is fundamental in Lyons’s groundbreaking work on rough paths,  is based on Lie algebras without additional properties.  Pre-Lie algebras and the Connes-Kreimer Hopf algebra are providing algebraic descriptions of the geometry of Euclidean spaces. This is the foundation of B-series and was used elegantly in Gubinelli’s theory of Branched Rough Paths. 
Lie-Butcher theory combines Lie series with B-series in a unified algebraic structure based on post-Lie algebras and the MKW Hopf algebra, which is giving algebraic abstractions capturing the fundamental geometrical properties of Lie groups, homogeneous spaces and Klein geometries. 

In these talks we will give an introduction to these new algebraic structures. Building upon the works of Lyons, Gubinelli and Hairer-Kelly, we will present a new theory for rough paths on homogeneous spaces built upon the MKW Hopf algebra.

Joint work with: Charles Curry and Dominique Manchon