University of Oxford

In this talk we describe a new approach that enables the use of elliptic PDEs with white noise forcing to sample Matérn fields within the multilevel Monte Carlo (MLMC) framework.

When MLMC is used to quantify the uncertainty in the solution of PDEs with random coefficients, two key ingredients are needed: 1) a sampling technique for the coefficients that satisfies the MLMC telescopic sum and 2) a numerical solver for the forward PDE problem.

When the dimensionality of the uncertainty in the problem is infinite (i.e. coefficients are random fields), the sampling techniques commonly used in the literature are Karhunen–Loève expansions or circulant embeddings. In the specific case in which the coefficients are Gaussian fields of Mat ́ern covariance structure another sampling technique available relies on the solution of a linear elliptic PDE with white noise forcing.

When the finite element method (FEM) is used for the forward problem, the latter option can become advantageous as elliptic PDEs can be quickly and efficiently solved with the FEM, the sampling can be performed in parallel and the same FEM software can be used without the need for external packages. However, it is unclear how to enforce a good stochastic coupling of white noise between MLMC levels so as to respect the MLMC telescopic sum. In this talk we show how this coupling can be enforced in theory and in practice.

The existence of planetary and stellar magnetic fields is attributed to the dynamo instability, the mechanism by which a background turbulent flow spontaneously generates a magnetic field by the constructive refolding of magnetic field lines. Many efforts have been made by several experimental groups to reproduce the dynamo instability in the laboratory using liquid metals. However, so far, unconstrained dynamos driven by turbulent flows have not been achieved in the intrinsically low magnetic Prandtl number $P_m$ (i.e. $Pm = Rm/Re << 1$) laboratory experiments. In this seminar I will demonstrate that the critical magnetic Reynolds number $Rm_c$ for turbulent non-helical dynamos in the low $P_m$ limit can be significantly reduced if the flow is submitted to global rotation. Even for moderate rotation rates the required energy injection rate can be reduced by a factor more than 1000. Our finding thus points into a new paradigm for the design of new liquid metal dynamo experiments.

In mirror symmetry, the prepotential on the Kahler side has an expansion, the constant term of which is a rational multiple of zeta(3)/(2 pi i)^3 after an integral symplectic transformation. In this talk I will explain the connection between this constant term and the period of a mixed Hodge-Tate structure constructed from the limit MHS at large complex structure limit on the complex side. From Ayoub’s works on nearby cycle functor, there exists an object of Voevodsky’s category of mixed motives such that the mixed Hodge-Tate structure is expected to be a direct summand of the third cohomology of its Hodge realisation. I will present the connections between this constant term and conjecture about how mixed Tate motives sit inside Voevodsky’s category, which will also provide a motivic interpretation to the occurrence of zeta(3) in prepotential. 

Oxford Mathematics Public Lectures - Andrew Wiles, 28th November, 6.30pm, Science Museum, London SW7 2DD

Oxford Mathematics in partnership with the Science Museum is delighted to announce its first Public Lecture in London. World-renowned mathematician Andrew Wiles will be our speaker. Andrew will be talking about his current work and will also be 'in conversation' with mathematician and broadcaster Hannah Fry after the lecture.

This lecture is now sold out, but it will be streamed live and recorded. https://livestream.com/oxuni/wiles
 

In this talk we consider a system of interacting Brownian particles. When diffusing particles interact with each other their motions are correlated, and the configuration space is of very high dimension. Often an equation for the one-particle density function (the concentration) is sought by integrating out the positions of all the others. This leads to the classic problem of closure, since the equation for the concentration so derived depends on the two-particle correlation function. We discuss two  common closures, the mean-field (MFA) and the Kirkwood-superposition approximations, as well as an alternative approach, which is entirely systematic, using matched asymptotic expansions (MAE). We compare the resulting (nonlinear) diffusion models with Monte Carlo simulations of the stochastic particle system, and discuss for which types of interactions (short- or long-range) each model works best. 

Many species of insects adhere to vertical and inverted surfaces using footpads that secrete thin films of a mediating fluid. The fluid bridges the gap between the foot and the target surface. The precise role of this liquid is still subject to debate, but it is thought that the contribution of surface tension to the adhesive force may be significant. It is also known that the footpad is soft, suggesting that capillary forces might deform its surface. Inspired by these physical ingredients, we study a model problem in which a thin, deformable membrane under tension is adhered to a flat, rigid surface by a liquid droplet. We find that there can be multiple possible equilibrium states, with the number depending on the applied tension and aspect ratio of the system. The presence of elastic deformation  ignificantly enhances the adhesion force compared to a rigid footpad. A mathematical model shows that the equilibria of the system can be controlled via two key parameters depending on the imposed separation of the foot and target surface, and the tension applied to the membrane. We confirm this finding experimentally and show that the system may transition rapidly between two states as the two parameters are varied. This suggests that different strategies may be used to adhere strongly and then detach quickly.

We propose and analyze a multilevel weighted least squares polynomial approximation method. Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that using an optimal distribution of sample locations, the number of samples required to achieve quasi-optimal approximation in a given polynomial subspace scales, up to a logarithmic factor, linearly in the dimension of this space. However, in many applications, the computation of samples includes a numerical discretization error. Thus, obtaining polynomial approximations with a single level method can become prohibitively expensive, as it requires a sufficiently large number of samples, each computed with a sufficiently small discretization error. As a solution to this problem, we propose a multilevel method, which employs samples with different accuracies and is able to match the accuracy of single level approximations at reduced computational work. We prove complexity bounds under certain assumptions on polynomial approximability and sample work. Furthermore, we propose an adaptive
algorithm for situations where such assumptions cannot be verified a priori. Numerical experiments underline the practical applicability of our method.

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

We consider L^2-approximations of white noise within the framework of regularity structures. Possible applications include support theorems for SPDEs driven by degenerate noises and numerics. Joint work with Ilya Chevyrev, Peter Friz and Tom Klose.