OCIAM

Many problems that involve the propagation of time-harmonic waves are naturally posed in unbounded domains. For instance, a common problem in the are a of acoustic scattering is the determination of the sound field that is generated when an incoming time-harmonic wave (which is assumed to arrive ``from infinity'') impinges onto a solid body (the scatterer). The boundary
conditions to be applied on the surface of the scatterer (most often of Dirichlet, Neumann or Robin type) tend to be easy to enforce in most numerical solution schemes. Conversely, the imposition of a suitable decay condition (typically a variant of the Sommerfeld radiation condition), which is required to ensure the well-posedness of the solution, is considerably more involved. As a result, many numerical schemes generate spurious reflections from the outer boundary of the finite computational domain.

Perfectly matched layers (PMLs) are in this context a versatile alternative to the usage of classical approaches such as employing absorbing boundary conditions or Dirichlet-to-Neumann mappings, but unfortunately most PML formulations contain adjustable parameters which have to be optimised to give the best possible performance for a particular problem. In this talk I will present a parameter-free PML formulation for the case of the two-dimensional Helmholtz equation. The performance of the proposed method is demonstrated via extensive numerical experiments, involving domains with smooth and polygonal boundaries, different solution types (smooth and singular, planar and non-planar waves), and a wide range of wavenumbers (R. Cimpeanu, A. Martinsson and M.Heil, J. Comp. Phys., 296, 329-347 (2015)). Possible extensions and generalisations will also be touched upon.

A solid object placed at a liquid-gas interface causes the formation of a meniscus around it. In the case of a vertical circular cylinder, the final state of the static meniscus is well understood, from both experimental and theoretical viewpoints. Experimental investigations suggest the presence of two different power laws in the growth of the meniscus. In this talk I will introduce a theoretical model for the dynamics and show that the early-time growth of the meniscus is self-similar, in agreement with one of the experimental predictions. I will also discuss the use of a numerical solution to investigate the validity of the second power law.

The study of human mobility patterns can provide important information for city planning or predicting epidemic spreading, has recently been achieved with various methods available nowadays such as tracking banknotes, airline transportation, official migration data from governments, etc. However, the dearth of data makes it much more difficult to study human mobility patterns from the past. In the present study, we show that Korean family books (called "jokbo") can be used to estimate migration patterns for the past 500 years. We

apply two generative models of human mobility, which are conventional gravity-like models and radiation models, to quantify how relevant the geographical information is to human marriage records in the data. Based on the different migration distances of family names, we show the almost dichotomous distinction between "ergodic" (spread in the almost entire country) and (localized) "non-ergodic" family names, which is a characteristic of Korean family names in contrast to Czech family names. Moreover, the majority of family names are ergodic throughout the long history of Korea, suggesting that they are stable not only in terms of relative fractions but also geographically.

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.

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.

Emma Warneford: "Formation of Zonal Jets and the Quasigeostrophic Theory of the Thermodynamic Shallow Water Equations"

Georgios Anastasiades: "Quantile forecasting of wind power using variability indices"

We investigate the behaviour of free-surface waves on time-varying potential flow in the limit as the Froude number becomes small. These waves are exponentially small in the Froude number, and are therefore inaccessible to ordinary asymptotic methods. As such, we demonstrate how exponential asymptotic techniques may be applied to the complexified free surface in order to extract information about the wave behaviour on the free surface, using a Lagrangian form of the potential flow equations. We consider the specific case of time-varying flow over a step, and demonstrate that the results are consistent with the steady state case.