L3

In this talk I will discuss how phenotypic heterogeneity affects emergent pattern formation in living active matter with chemical communication between cells. In doing so, I will explore how the emergent dynamics of multicellular communities are qualitatively different in comparison to the dynamics of isolated or non-interacting cells. I will focus on two specific projects. First, I will show how genetic regulation of chemical communication affects motility-induced phase separation in cell populations. Second, I will demonstrate how chemotaxis along self-generated signal gradients affects cell populations undergoing 3D morphogenesis.

The role of tissue stiffness in controlling cell behaviours ranging from proliferation to signalling and activation is by now well accepted. A key focus of experimental studies into mechanotransduction are focal adhesions, localised patches of strong adhesion, where cell signalling has been established to occur. However, these adhesion sites themselves alter the mechanical equilibrium of the system determining the force balance and work done. To explore this I have developed an active matter continuum description of cellular contractility and will discuss recent results on the specific role of spatial positioning of adhesions in mechanotransduction. I show using energy arguments why the experimentally observed arrangements of focal adhesions develop and the implications this has for stiffness sensing and cellular contractility control. I will also show how adhesions play distinct roles in single cells and tissue layers respectively drawing on recent experimental work with Dr JR Davis (Manchester University) and Dr Nic Tapon (Crick Institute) with applications to epithelial layers and organoids.

Optimal transport (OT) proves to be a powerful tool for non-parametric calibration: it allows us to take a favourite (non-calibrated) model and project it onto the space of all calibrated (martingale) models. The dual side of the problem leads to an HJB equation and a numerical algorithm to solve the projection. However, in general, this process is costly and leads to spiky vol surfaces. We are interested in special cases where the projection can be obtained semi-analytically. This leads us to the martingale equivalent of the seminal fluid-dynamics interpretation of the optimal transport (OT) problem developed by Benamou and Brenier. Specifically, given marginals, we look for the martingale which is the closest to a given archetypical model. If our archetype is the arithmetic Brownian motion, this gives the stretched Brownian motion (or the Bass martingale), studied previously by Backhoff-Veraguas, Beiglbock, Huesmann and Kallblad (and many others). Here we consider the financially more pertinent case of Black-Scholes (geometric BM) reference and show it can also be solved explicitly. In both cases, fast numerical algorithms are available.

Based on joint works with Julio Backhoff, Benjamin Joseph and Gregoire Leoper.  

This talk reports a work in progress. It will be done on a board.

Predicting real-world phenomena often requires an understanding of their causal relations, not just their statistical associations. I will begin this talk with a brief introduction to the field of causal inference in the classical case of structural causal models over directed acyclic graphs, and causal discovery for static variables. Introducing the temporal dimension results in several interesting complications which are not well handled by the classical framework. The main component of a constraint-based causal discovery procedure is a statistical hypothesis test of conditional independence (CI). We develop such a test for stochastic processes, by leveraging recent advances in signature kernels. Then, we develop constraint-based causal discovery algorithms for acyclic stochastic dynamical systems (allowing for loops) that leverage temporal information to recover the entire directed graph. Assuming faithfulness and a CI oracle, our algorithm is sound and complete. We demonstrate strictly superior performance of our proposed CI test compared to existing approaches on path-space when tested on synthetic data generated from SDEs, and discuss preliminary applications to finance. This talk is based on joint work with Georg Manten, Cecilia Casolo, Søren Wengel Mogensen, Cristopher Salvi and Niki Kilbertus: https://arxiv.org/abs/2402.18477 .

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Dispersive nonlinear partial differential equations can be used to describe a range of physical systems, from water waves to spin states in ferromagnetism. The numerical approximation of solutions with limited differentiability (low-regularity) is crucial for simulating fascinating phenomena arising in these systems including emerging structures in random wave fields and dynamics of domain wall states, but it poses a significant challenge to classical algorithms. Recent years have seen the development of tailored low-regularity integrators to address this challenge. Inherited from their description of physicals systems many such dispersive nonlinear equations possess a rich geometric structure, such as a Hamiltonian formulation and conservation laws. To ensure that numerical schemes lead to meaningful results, it is vital to preserve this structure in numerical approximations. This, however, results in an interesting dichotomy: the rich theory of existent structure-preserving algorithms is typically limited to classical integrators that cannot reliably treat low-regularity phenomena, while most prior designs of low-regularity integrators break geometric structure in the equation. In this talk, we will outline recent advances incorporating structure-preserving properties into low-regularity integrators. Starting from simple discussions on the nonlinear Schrödinger and the Korteweg–de Vries equation we will discuss the construction of such schemes for a general class of dispersive equations before demonstrating an application to the simulation of low-regularity vortex filaments. This is joint work with Yvonne Alama Bronsard, Valeria Banica, Yvain Bruned and Katharina Schratz.

The interplay between stochastic processes and optimal control has been extensively explored in the literature. With the recent surge in the use of diffusion models, stochastic processes have increasingly been applied to sample generation. This talk builds on the log transform, known as the Cole-Hopf transform in Brownian motion contexts, and extends it within a more abstract framework that includes a linear operator. Within this framework, we found that the well-known relationship between the Cole-Hopf transform and optimal transport is a particular instance where the linear operator acts as the infinitesimal generator of a stochastic process. We also introduce a novel scenario where the linear operator is the adjoint of the generator, linking to Bayesian inference under specific initial and terminal conditions. Leveraging this theoretical foundation, we develop a new algorithm, named the HJ-sampler, for Bayesian inference for the inverse problem of a stochastic differential equation with given terminal observations. The HJ-sampler involves two stages: solving viscous Hamilton-Jacobi (HJ) partial differential equations (PDEs) and sampling from the associated stochastic optimal control problem. Our proposed algorithm naturally allows for flexibility in selecting the numerical solver for viscous HJ PDEs. We introduce two variants of the solver: the Riccati-HJ-sampler, based on the Riccati method, and the SGM-HJ-sampler, which utilizes diffusion models. Numerical examples demonstrate the effectiveness of our proposed methods. This is an ongoing joint work with Zongren Zou, Jerome Darbon, and George Em Karniadakis.