University of Oxford

In this talk, I am reflecting on the last 8 extremely enjoyable years I spent in the department (DPhil, OCIAM, 2008-2012, post-doc, WCMB, 2012-2016). My story is a little unusual: coming from an Engineering undergraduate background, spending 8 years in the Maths department, and now moving to a faculty position at the Medical School. However, I think it highlights well the enormous breadth and applicability of mathematics beyond traditional disciplinary boundaries. I will discuss different projects during my time in Oxford, focusing on time-series, signal processing, and statistical machine learning methods, with diverse applications in real-world problems.

A computational and asymptotic analysis of the solutions of Carrier's problem  is presented. The computations reveal a striking and beautiful bifurcation diagram, with an infinite sequence of alternating pitchfork and fold bifurcations as the bifurcation parameter tends to zero. The method of Kuzmak is then applied to construct asymptotic solutions to the problem. This asymptotic approach explains the bifurcation structure identified numerically, and its predictions of the bifurcation points are in excellent agreement with the numerical results. The analysis yields a novel and complete taxonomy of the solutions to the problem, and demonstrates that a claim of Bender & Orszag is incorrect.

Graham Benham

The Fluid Mechanics of Low-Head Hydropower Illuminated by Particle Image Velocimetry

We study a new type of hydropower which is cost-effective in rivers and tides where there are small pressure drops. The concept goes as follows: The cost of water turbines scales with the flow rate they deal with.  Therefore, in order to render this hydropower desirable, we make use of the Venturi principle, a natural fluid mechanical gear system which involves splitting the flow into two streams. The turbine deals with a small fraction of the flow at slow speed and high pressure, whilst the majority avoids the turbine, going at high speed and low pressure. Now the turbine feels an amplified pressure drop, thus maintaining its power output, whilst becoming much cheaper. But it turns out that the efficiency of the whole system depends strongly on the way in which these streams mix back together again.

Here we discuss some new experimental results and compare them to a simplified mathematical model for the mixing of these streams. The experimental results were achieved using particle image velocimetry (PIV), which is a type of flow visualisation. Using a laser sheet and a high speed camera, we are able to capture flow velocity fields at high resolution. Pressure measurements were also taken. The mathematical model is derived from the Navier Stokes equations using boundary layer theory alongside a flow-averaging method and reduces the problem to solving a set of ODE’s for the bulk components of the flow.

Nabil Fadai

Asymptotic Analysis of a Multiphase Drying Model Motivated by Coffee Bean Roasting

Recent modelling of coffee bean roasting suggests that in the early stages of roasting, within each coffee bean, there are two emergent regions: a dried outer region and a saturated interior region. The two regions are separated by a transition layer (or drying front). In this talk, we consider the asymptotic analysis of a multiphase model of this roasting process which was recently put forth and studied numerically, in order to gain a better understanding of its salient features. The model consists of a PDE system governing the thermal, moisture, and gas pressure profiles throughout the interior of the bean. Obtaining asymptotic expansions for these quantities in relevant limits of the physical parameters, we are able to determine the qualitative behaviour of the outer and interior regions, as well as the dynamics of the drying front. Although a number of simplifications and scaling are used, we take care not to discard aspects of the model which are fundamental to the roasting process. Indeed, we find that for all of the asymptotic limits considered, our approximate solutions faithfully reproduce the qualitative features evident from numerical simulations of the full model. From these asymptotic results we have a better qualitative understanding of the drying front (which is hard to resolve precisely in numerical simulations), and hence of the various mechanisms at play as heating, evaporation, and pressure changes result in a roasted bean. This qualitative understanding of solutions to the multiphase model is essential if one is to create more involved models that incorporate chemical reactions and solid mechanics effects.

We propose several optimal preconditioners for systems defined by some functions $g$ of Toeplitz matrices $T_n$. In this paper we are interested in solving $g(T_n)x=b$ by the preconditioned conjugate method or the preconditioned minimal residual method, namely in the cases when $g(T_n)$ are the analytic functions $e^{T_n}$, $\sin{T_n}$ and $\cos{T_n}$. Numerical results are given to show the effectiveness of the proposed preconditioners.

Kerdock matrices are an attractive choice as deterministic measurement matrices for compressive sensing. I'll explain how Kerdock matrices are constructed, and then show how they can be adapted to one particular  strategy for quantizing measurements, in which measurements exceeding the desired dynamic range are rejected.

Efficient factorization or efficient computation of class 
numbers would both suffice to break RSA.  However the talk lies more in 
computational number theory rather than in cryptography proper. We will 
address two questions: (1) How quickly can one construct a factor table 
for the numbers up to x?, and (2) How quickly can one do the same for the 
class numbers (of imaginary quadratic fields)? Somewhat surprisingly, the 
approach we describe for the second problem is motivated by the classical 
Hardy-Littlewood method.

Operators, functions, and functionals are combined in many problems of computational science in a fashion that has the same logical structure as is familiar for block matrices and vectors.  It is proposed that the explicit consideration of such block structures at the continuous as opposed to discrete level can be a useful tool.  In particular, block operator diagrams provide templates for spectral discretization by the rectangular differentiation, integration, and identity matrices introduced by Driscoll and Hale.  The notion of the rectangular shape of a linear operator can be made rigorous by the theory of Fredholm operators and their indices, and the block operator formulations apply to nonlinear problems too, where the convention is proposed of representing nonlinear blocks as shaded.  At each step of a Newton iteration, the structure is linearized and the blocks become unshaded, representing Fréchet derivative operators, square or rectangular.  The use of block operator diagrams makes it possible to precisely specify discretizations of even rather complicated problems with just a few lines of pseudocode.

[Joint work with Nick Trefethen]

The Faraday cage effect is the phenomenon whereby electrostatic and electromagnetic fields are shielded by a wire mesh "cage". Nick Trefethen, Jon Chapman and I recently carried out a mathematical analysis of the two-dimensional electrostatic problem with thin circular wires, demonstrating that the shielding effect is not as strong as one might infer from the physics literature. In this talk I will present new results generalising the previous analysis to the electromagnetic case, and to wires of arbitrary shape. The main analytical tool is the asymptotic method of multiple scales, which is used to derive continuum models for the shielding, involving homogenized boundary conditions on an effective cage boundary. In the electromagnetic case one observes interesting resonance effects, whereby at frequencies close to the natural frequencies of the equivalent solid shell, the presence of the cage actually amplifies the incident field, rather than shielding it. We discuss applications to radiation containment in microwave ovens and acoustic scattering by perforated shells. This is joint work with Ian Hewitt.