University of Warwick

Core-annular flows are often proposed to reduce frictional losses in industrial pipeline transport processes. Traditionally, a low-viscosity lubricating film is placed around a more viscous core to reduce the drag on the core. However, maintaining stable pipelining, where the core and the lubricant remain separated has proved challenging.
In this talk we present an alternative approach using three-layer, horizontal core-annular pipe flow, in which two fluids are separated by a deformable elastic solid. In the experiments, an elastic solid created by an in-situ chemical reaction maintains the separation of the core and annular fluids. Corrugations of the elastic interface are observed and stable pipelining, where the elastic shell created separating the two fluids remains intact, is successfully demonstrated even when the core fluid is buoyant. We also develop a theoretical model combining lubrication theory for the fluids with standard shell theory for the elastic solid, to predict the buckling states resulting from radial compression of the shell.
The self-sculpting of the shell by buckling cannot by itself generate hydrodynamic lift owing to symmetry in the direction of flow. Instead, we demonstrate that hydrodynamic lift can be achieved by other elastohydrodynamic effects, when that symmetry becomes broken during the bending of the shell.

Introduced by Bestvina and Brady in 1997, Bestvina—Brady groups form an important class of examples in geometric group theory and topology, known for exhibiting unusual finiteness properties. In this talk, I will focus on the Dehn functions of finitely presented Bestvina—Brady groups. Very roughly speaking, the Dehn function of a group measures how difficult it is to fill loops by discs in spaces associated to the group, and captures geometric information that is invariant under coarse equivalence. After reviewing known results, I will present a classification of the Dehn functions of Bestvina—Brady groups. This talk is based on joint work with Yu-Chan Chang and Matteo Migliorini.

We study optimal investment and consumption in an incomplete stochastic factor model for a power utility investor on the infinite horizon. When the state space of the stochastic factor is finite, we give a complete characterisation of the well-posedness of the problem and provide an efficient numerical algorithm for computing the value function. When the state space is a (possibly infinite) open interval and the stochastic factor is represented by an Ito diffusion, we develop a general theory of sub- and supersolutions for second-order ordinary differential equations on open domains without boundary values to prove existence of the solution to the Hamilton-Jacobi-Bellman (HJB) equation along with explicit bounds for the solution. By characterising the asymptotic behaviour of the solution, we are also able to provide rigorous verification arguments for various models, including the Heston model. Finally, we link the discrete and continuous setting and show that that the value function in the diffusion setting can be approximated very efficiently through a fast discretisation scheme.

This talk by Tim Austin, at the University of Warwick, will be an introduction to "almost periodic entropy".  This quantity is defined for positive definite functions on a countable group, or more generally for positive functionals on a separable C*-algebra.  It is an analog of Lewis Bowen's "sofic entropy" from ergodic theory.  This analogy extends to many of its properties, but some important differences also emerge.  Tim will not assume any prior knowledge about sofic entropy.

After setting up the basic definition, Tim will focus on the special case of finitely generated free groups, about which the most is known.  For free groups, results include a large deviations principle in a fairly strong topology for uniformly random representations.  This, in turn, offers a new proof of the Collins—Male theorem on strong convergence of independent tuples of random unitary matrices, and a large deviations principle for operator norms to accompany that theorem.

Rare and extreme events are notoriously hard to handle in any complex stochastic system: They are simultaneously too rare to be reliably observable in experiments or numerics, but at the same time often too impactful to be ignored. Large deviation theory provides a classical way of dealing with events of extremely small probability, but generally only yields the exponential tail scaling of rare event probabilities. In this talk, I will discuss theory, and algorithms based upon it, that improve on this limitation, yielding sharp quantitative estimates of rare event probabilities from a single computation and without fitting parameters. Notably, these estimates require the computation of determinants of differential operators, which in relevant cases are not traceclass and require appropriate renormalization. We demonstrate that the Carleman--Fredholm operator determinant is the correct choice. Throughout, I will demonstrate the applicability of these methods to high-dimensional real-world systems, for example coming from atmosphere and ocean dynamics.