Mathematical Institute (University of Oxford)

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A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Smectic A liquid crystals are of great interest in physics for their striking defect structures, including curvature walls and focal conics. However, the mathematical modeling of smectic liquid crystals has not been extensively studied. This work takes a step forward in understanding these fascinating topological defects from both mathematical and numerical viewpoints. In this talk, we propose a new (two- and three-dimensional) mathematical continuum model for the transition between the smectic A and nematic phases, based on a real-valued smectic order parameter for the density perturbation and a tensor-valued nematic order parameter for the orientation. Our work expands on an idea mentioned by Ball & Bedford (2015). By doing so, physical head-to-tail symmetry in half charge defects is respected, which is not possible with vector-valued nematic order parameter.

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Motivated by the advent of machine learning, the last few years saw the return of hardware-supported low-precision computing. Computations with fewer digits are faster and more memory and energy efficient, but can be extremely susceptible to rounding errors. An application that can largely benefit from the advantages of low-precision computing is the numerical solution of partial differential equations (PDEs), but a careful implementation and rounding error analysis are required to ensure that sensible results can still be obtained. In this talk we study the accumulation of rounding errors in the solution of the heat equation, a proxy for parabolic PDEs, via Runge-Kutta finite difference methods using round-to-nearest (RtN) and stochastic rounding (SR). We demonstrate how to implement the numerical scheme to reduce rounding errors and we present \emph{a priori} estimates for local and global rounding errors. Let $u$ be the roundoff unit. While the worst-case local errors are $O(u)$ with respect to the discretization parameters, the RtN and SR error behaviour is substantially different. We show that the RtN solution is discretization, initial condition and precision dependent, and always stagnates for small enough $\Delta t$. Until stagnation, the global error grows like $O(u\Delta t^{-1})$. In contrast, the leading order errors introduced by SR are zero-mean, independent in space and mean-independent in time, making SR resilient to stagnation and rounding error accumulation. In fact, we prove that for SR the global rounding errors are only $O(u\Delta t^{-1/4})$ in 1D and are essentially bounded (up to logarithmic factors) in higher dimensions.

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We model the trading strategy of an investor who spoofs the limit order book (LOB) to increase the revenue obtained from selling a position in a security. The strategy employs, in addition to sell limit orders (LOs) and sell market orders (MOs), a large number of spoof buy LOs to manipulate the volume imbalance of the LOB. Spoofing is illegal, so the strategy trades off the gains that originate from spoofing against the expected financial losses due to a fine imposed by the financial authorities. As the expected value of the fine increases, the investor relies less on spoofing, and if the expected fine is large enough, it is optimal for the investor not too spoof the LOB because the fine outweighs the benefits from spoofing. The arrival rate of buy MOs increases because other traders believe that the spoofed buy-heavy LOB shows the true supply of liquidity and interpret this imbalance as an upward pressure in prices. When the fine is low, our results show that spoofing considerably increases the revenues from liquidating a position. The profit of the spoof strategy is higher than that of a no-spoof strategy for two reasons. First, the investor employs fewer MOs to draw the inventory to zero and benefits from roundtrip trades, which stem from spoof buy LOs that are ‘inadvertently’ filled and subsequently unwound with sell LOs. Second, the midprice trends upward when the book is buy-heavy, therefore, as time evolves, the spoofer sells the asset at better prices (on average).

Heterogeneity in Space and Time: Novel Dispersion Relations in Morphogenesis

Dr. Andrew Krause

Motivated by recent work with biologists, I will showcase some results on Turing instabilities in complex domains. This is scientifically related to understanding developmental tuning in the whiskers of mice, and in synthetic quorum-sensing patterning of bacteria. Such phenomena are typically modelled using reaction-diffusion systems of morphogens, and one is often interested in emergent spatial and spatiotemporal patterns resulting from instabilities of a homogeneous equilibrium. In comparison to the well-known effects of how advection or manifold structure impacts the modes which may become unstable in such systems, I will present results on instabilities in heterogeneous systems, reaction-diffusion systems on evolving manifolds, as well as layered reaction-diffusion systems. These contexts require novel formulations of classical dispersion relations, and may have applications beyond developmental biology, such as in understanding niche formation for populations of animals in heterogeneous environments. These approaches also help close the vast gap between the simplistic theory of instability-driven pattern formation, and the messy reality of biological development, though there is still much work to be done in concretely demonstrating such a theory's applicability in real biological systems.
 

Cavity flow characteristics and applications to kidney stone removal

Dr. Jessica Williams

Ureteroscopy is a minimally invasive surgical procedure for the removal of kidney stones. A ureteroscope, containing a hollow, cylindrical working channel, is inserted into the patient's kidney. The renal space proximal to the scope tip is irrigated, to clear stone particles and debris, with a saline solution that flows in through the working channel. We consider the fluid dynamics of irrigation fluid within the renal pelvis, resulting from the emerging jet through the working channel and return flow through an access sheath . Representing the renal pelvis as a two-dimensional rectangular cavity, we investigate the effects of flow rate and cavity size on flow structure and subsequent clearance time of debris. Fluid flow is modelled with the steady incompressible Navier-Stokes equations, with an imposed Poiseuille profile at the inlet boundary to model the jet of saline, and zero-stress conditions on the outlets. The resulting flow patterns in the cavity contain multiple vortical structures. We demonstrate the existence of multiple solutions dependent on the Reynolds number of the flow and the aspect ratio of the cavity using complementary numerical simulations and PIV experiments. The clearance of an initial debris cloud is simulated via solutions to an advection-diffusion equation and we characterise the effects of the initial position of the debris cloud within the vortical flow and the Péclet number on clearance time. With only weak diffusion, debris that initiates within closed streamlines can become trapped. We discuss a flow manipulation strategy to extract debris from vortices and decrease washout time.