L3

Many real-life complex systems arise as a network of simple interconnected individual agents. A central question is to determine how network topology and individual agent dynamics combine to create the global dynamics.

In this talk we focus on the case of continuous-time random walks on networks, with a waiting time of the walker on each node assuming arbitrary probability distributions. Such random walks are useful to model diffusion processes over complex temporal networks representing human interactions, often characterized by non-Poissonian contact patterns.

We find that the mixing time of the random walker, i.e. the relaxation time for the process to reach stationarity, is determined by a combination of three factors: the spectral gap, associated to bottlenecks in the underlying topology, burstiness, related to the second moment of the waiting time distribution, and the characteristic time of its exponential tail, which is an indicator of the tail `fatness'. We show

theoretically that a strong modular structure dampens the importance of burstiness, and empirically that either of the three factors may be dominant in real-life data.

These results are available in arXiv:1309.4155

In this talk, I will discuss the effect of boundary conditions on the solvability of PDEs that have formally an integrable structure, in the

sense of possessing a Lax pair. Many of these PDEs arise in wave propagation phenomena, and boundary value problems for these models are very important in applications. I will discuss the extent to which general approaches that are successful for solving the initial value problem extend to the solution of boundary value problem.

I will survey the solution of specific examples of integrable PDE, linear and nonlinear. The linear theory is joint work with David Smith. For the nonlinear case, I will discuss boundary conditions that yield boundary value problems that are fully integrable, in particular recent joint results with Thanasis Fokas and Jonatan Lenells on the solution of boundary value problems for the elliptic sine-Gordon equation.

The dynamics of networks of interacting systems depend intricately on the interaction topology. Dynamical implications of local topological properties such as the nodes' degrees and global topological properties such as the degree distribution have intensively been studied. Mesoscale properties, by contrast, have only recently come into the sharp focus of network science but have

rapidly developed into one of the hot topics in the field. Current questions are: can considering a mesoscale structure such as a single subgraph already allow conclusions on dynamical properties of the network as a whole? And: Can we extract implications that are independent of the embedding network? In this talk I will show that certain mesoscale subgraphs have precise and distinct

consequences for the system-level dynamics. In particular, they induce characteristic dynamical instabilities that are independent of the structure of the embedding network.

After an MISG there is time to reflect. I will report briefly on the follow up to two problems that we have worked on.

Crack Repair:

It has been found that thin elastically weak spray on liners stabilise walls and reduce rock blast in mining tunnels. Why? The explanation seems to be that the stress field singularity at a crack tip is strongly altered by a weak elastic filler, so cracks in the walls are less likely to extend.

Boundary Tracing:

Using known exact solutions to partial differential equations new domains can be constructed along which prescribed boundary conditions are satisfied. Most notably this technique has been used to extract a large class of new exact solutions to the non-linear Laplace Young equation (of importance in capillarity) including domains with corners and rough boundaries. The technique has also been used on Poisson's, Helmholtz, and constant curvature equation examples. The technique is one that may be useful for handling modelling problems with awkward/interesting geometry.

The problem of hydrodynamic turbulence is reformulated as a heat flow problem along a chain of mechanical systems which describe units of fluid of smaller and smaller spatial extent. These units are macroscopic but have few degrees of freedom, and can be studied by the methods of (microscopic) non-equilibrium statistical mechanics. The fluctuations predicted by statistical mechanics correspond to the intermittency observed in turbulent flows. Specically, we obtain the formula

$$ \zeta_p = \frac{p}{3} - \frac{1}{\ln \kappa} \ln \Gamma \left( \frac{p}{3} +1 \right) $$

for the exponents of the structure functions ($\left\langle \Delta_{r}v \rangle \sim r^{\zeta_p}$). The meaning of the adjustable parameter is that when an eddy of size $r$ has decayed to eddies of size $r/\kappa$ their energies have a thermal distribution. The above formula, with $(ln \kappa)^{-1} = .32 \pm .01$ is in good agreement with experimental data. This lends support to our physical picture of turbulence, a picture which can thus also be used in related problems.

The ocean is populated by an intense geostrophic eddy field with a dominant energy-containing scale on the order of 100 km at midlatitudes. Ocean climate models are unlikely routinely to resolve geostrophic eddies for the foreseeable future and thus development and validation of improved parameterisations is a vital task. Moreover, development and validation of improved eddy parameterizations is an excellent strategy for testing and advancing our understanding of how geostrophic ocean eddies impact the large-scale circulation.

A new mathematical framework for parameterising ocean eddy fluxes is developed that is consistent with conservation of energy and momentum while retaining the symmetries of the original eddy fluxes. The framework involves rewriting the residual-mean eddy force, or equivalently the eddy potential vorticity flux, as the divergence of an eddy stress tensor. A norm of this tensor is bounded by the eddy energy, allowing the components of the stress tensor to be rewritten in terms of the eddy energy and non-dimensional parameters describing the mean "shape" of the eddies. If a prognostic equation is solved for the eddy energy, the remaining unknowns are non-dimensional and bounded in magnitude by unity. Moreover, these non-dimensional geometric parameters have strong connections with classical stability theory. For example, it is shown that the new framework preserves the functional form of the Eady growth rate for linear instability, as well as an analogue of Arnold's first stability theorem. Future work to develop a full parameterisation of ocean eddies will be discussed.

We discuss a simple variational principle for coherent material vortices

in two-dimensional turbulence. Vortex boundaries are sought as closed

stationary curves of the averaged Lagrangian strain. We find that

solutions to this problem are mathematically equivalent to photon spheres

around black holes in cosmology. The fluidic photon spheres satisfy

explicit differential equations whose outermost limit cycles are optimal

Lagrangian vortex boundaries. As an application, we uncover super-coherent

material eddies in the South Atlantic, which yield specific Lagrangian

transport estimates for Agulhas rings. We also describe briefly coherent

Lagrangian vortex detection to three-dimensional flows.

We consider a random geometric graph model relevant to wireless mesh networks. Nodes are placed uniformly in a domain, and pairwise connections

are made independently with probability a specified function of the distance between the pair of nodes, and in a more general anisotropic model, their orientations. The probability that the network is (k-)connected is estimated as a function of density using a cluster expansion approach. This leads to an understanding of the crucial roles of

local boundary effects and of the tail of the pairwise connection function, in contrast to lower density percolation phenomena.

Neural field models describe the coarse-grained activity of populations of

interacting neurons. Because of the laminar structure of real cortical

tissue they are often studied in two spatial dimensions, where they are well

known to generate rich patterns of spatiotemporal activity. Such patterns

have been interpreted in a variety of contexts ranging from the

understanding of visual hallucinations to the generation of

electroencephalographic signals. Typical patterns include localised

solutions in the form of travelling spots, as well as intricate labyrinthine

structures. These patterns are naturally defined by the interface between

low and high states of neural activity. Here we derive the equations of

motion for such interfaces and show, for a Heaviside firing rate, that the

normal velocity of an interface is given in terms of a non-local Biot-Savart

type interaction over the boundaries of the high activity regions. This

exact, but dimensionally reduced, system of equations is solved numerically

and shown to be in excellent agreement with the full nonlinear integral

equation defining the neural field. We develop a linear stability analysis

for the interface dynamics that allows us to understand the mechanisms of

pattern formation that arise from instabilities of spots, rings, stripes and

fronts. We further show how to analyse neural field models with

linear adaptation currents, and determine the conditions for the dynamic

instability of spots that can give rise to breathers and travelling waves.

We end with a discussion of amplitude equations for analysing behaviour in

the vicinity of a bifurcation point (for smooth firing rates). The condition

for a drift instability is derived and a center manifold reduction is used

to describe a slowly moving spot in the vicinity of this bifurcation. This

analysis is extended to cover the case of two slowly moving spots, and

establishes that these will reflect from each other in a head-on collision.

Exact Lagrangian immersions are governed by an h-principle, whilst exact Lagrangian

embeddings are well-known to be constrained by strong rigidity theorems coming from

holomorphic curve theory. We consider exact Lagrangian immersions in Euclidean space with a

prescribed number of double points, and find that the borderline between flexibility and

rigidity is more delicate than had been imagined. The main result obtains constraints on such

immersions with exactly one double point which go beyond the usual setting of Morse or Floer

theory. This is joint work with Tobias Ekholm, and in part with Ekholm, Eliashberg and Murphy.