L3

We study the clustering behavior of weakly interacting diffusions under the influence of sufficiently localized attractive interaction potentials on the one-dimensional torus. We describe how this clustering behavior is closely related to the presence of discontinuous phase transitions in the mean-field PDE. For local attractive interactions, we employ a new variant of the strict Riesz rearrangement inequality to prove that all global minimizers of the free energy are either uniform or single-cluster states, in the sense that they are symmetrically decreasing. We analyze different timescales for the particle system and the mean-field (McKean-Vlasov) PDE, arguing that while the particle system can exhibit coarsening by both coalescence and diffusive mass exchange between clusters, the clusters in the mean-field PDE are unable to move and coarsening occurs via the mass exchange of clusters. By introducing a new model for this mass exchange, we argue that the PDE exhibits dynamical metastability. We conclude by presenting careful numerical experiments that demonstrate the validity of our model.

We propose a novel Black-Scholes model under which the stock price processes are modeled by stochastic differential equations driven  by sub-diffusions. The new framework can capture the less financial activity phenomenon during the bear markets while having the classical Black-Scholes model as its special case. The sub-diffusive spot market is arbitrage-free but is in general incomplete. We investigate the pricing for European-style contingent claims under this new model. For this, we study the Girsanov transform for sub-diffusions and use it to find risk-neutral probability measures for the new Black-Scholes model. Finally, we derive the explicit formula for the price of European call options and show that it can be determined by a partial differential equation (PDE) involving a fractional derivative in time, which we coin a time-fractional Black-Scholes PDE.

TBA

This is a joint OxPDE and Numerical Analysis seminar. 

For more than a hundred years, scientists have carefully analysed the apparently random fluctuations in Brownian trajectories to learn about soft systems. In a more general sense, however, the information hidden within experimental fluctuations is typically underexploited, due to challenges in unambiguously linking fluctuation signatures to underlying physical mechanisms. In this talk, I will discuss our recent work developing new approaches to interpreting fluctuations in experimental data from a variety of soft systems, and thereby turn ‘noise’ into signal. In particular, I will share some recent results taking a fresh look at fluctuations in equilibrium colloidal monolayers. Here, we have combined experiment, simulation and theory to explore how simply counting colloids can reveal details of self and collective dynamics in interacting systems [1,2,3]. I will then discuss ongoing work to extend this understanding to confined driven systems [4], with the long-term goal of elucidating characteristic fluctuations in our synthetic nanopore experiments [5].

[1] E. K. R. Mackay, B. Sprinkle, S. Marbach, A. L. Thorneywork, Phys. Rev X. (2024)

[2] A. Carter, ALT et al., Soft Matter, 21, 3991, (2025)

[3] E. K. R. Mackay, ALT et al., arXiv:2512.17476, (2025)

[4] S. F. Knowles, E. K. R. Mackay, A. L. Thorneywork, J. Chem. Phys., (2024)

[5] S. F. Knowles, A. L. Thorneywork et al., Phys. Rev. Lett, 127, 137801, (2021)

The integration of AI into computational fluid dynamics (CFD) represents a transformative frontier for engineering, yet realizing this potential requires navigating the complexities inherent to fluid mechanics. Bridging the methodological gap between deep learning and traditional CFD simulation, this talk presents work (outlined in the recent preprint: Fluids Intelligence: A forward look on AI foundation models in computational fluid dynamics) to produce a novel scaling law tailored specifically for a fluids foundation model. We explore the theoretical and practical opportunities, analyzing the critical inflection points where model training compute begins to eclipse the high costs of traditional data generation. We conclude by discussing the technical challenges and opportunities the fluids and machine learning communities must collaboratively address to operationalize autonomous computational engineering.

A central challenge in applied mathematics is to extract predictive structure from data generated by complex dynamical systems. Koopman operator methods provide a principled framework for this task by embedding nonlinear dynamics into a linear operator acting on observables, reducing analysis and forecasting to questions about spectral approximation.

In this talk, I will present recent results on the analysis of data-driven Koopman methods, with an emphasis on when spectral quantities can be reliably approximated from finite data. I will describe a general framework that connects operator-theoretic properties of the Koopman operator with the behaviour of practical algorithms, clarifying phenomena such as spectral pollution and the role of continuous spectra. I will also discuss fundamental limitations: there exist classes of dynamical systems for which finite data cannot recover meaningful spectral information, placing intrinsic constraints on what Koopman-based approaches can achieve. Building on this, I will show how spectral approximation errors translate into quantitative bounds for forecasting, capturing how approximation and statistical errors propagate over time and ultimately limit long-term prediction. These results have implications for applications including fluid dynamics, molecular systems, and geophysical flows. I will conclude by highlighting open problems at the intersection of operator theory, numerical analysis, and scientific machine learning.