L4

We present a novel approach to the solution of time-dependent PDEs via the so-called monolithic or all-at-once formulation.

This approach will be explained for simple parabolic problems and its utility in the context of PDE constrained optimization problems will be elucidated.

The underlying linear algebra includes circulant matrix approximations of Toeplitz-structured matrices and allows for effective parallel implementation. Simple computational results will be shown for the heat equation and the wave equation which indicate the potential as a parallel-in-time method.

This is joint work with Elle McDonald (CSIRO, Australia), Jennifer Pestana (Strathclyde University, UK) and Anthony Goddard (Durham University, UK)

In joint work with Peter Topping we introduce pyramid Ricci flows, defined throughout uniform regions of spacetime that are not simply parabolic cylinders, and enjoying curvature estimates that are not required to remain spatially constant throughout the domain of definition. This weakened notion of Ricci flow may be run in situations ill-suited to the classical theory. As an application of pyramid Ricci flows, we obtain global regularity results for three-dimensional Ricci limit spaces (extending results of Miles Simon and Peter Topping) and for higher dimensional PIC1 limit spaces (extending not only the results of Richard Bamler, Esther Cabezas-Rivas and Burkhard Wilking, but also the subsequent refinements by Yi Lai).
 

Let $p$ be an odd prime and $n$ a natural number. We determine the irreducible constituents of the permutation module induced by the action of the symmetric group $S_n$ on the cosets of a Sylow $p$-subgroup $P_n$. In the course of this work, we also prove a symmetric group analogue of a well-known result of Navarro for $p$-solvable groups on a conjugacy action of $N_G(P)$. Before describing some consequences of these results, we will give an overview of the background and recent related results in the area.

We will discuss the similarity and difference between deterministic and stochastic NLS. Different notions (or possible formulations) of local solutions will also be discussed. We will also present a global well posedness result for stochastic mass critical NLS. Joint work with Weijun Xu (Oxford)

We present some regularity results for the gradient of solutions to very degenerate equations, which exhibit a great lack of ellipticity.
In particular we show that local weak solutions of the orthotropic p−harmonic equation are locally Lipschitz, for every $p\geq 2$ and in every dimension.
The results presented in this talk have been obtained in collaboration with Pierre Bousquet (Toulouse), Lorenzo Brasco (Ferrara) and Anna Verde (Napoli).
 

It is nowadays well understood that the multidimensional isentropic Euler system is desperately ill–posed. Even certain smooth initial data give rise to infinitely many solutions and all available selection criteria fail to ensure both global existence and uniqueness. We propose a different approach to well–posedness of this system based on ideas from the theory of Markov semigroups: we show the existence of a Borel measurable solution semiflow. To this end, we introduce a notion of dissipative solution which is understood as time dependent trajectories of the basic state variables - the mass density, the linear momentum, and the energy - in a suitable phase space. The underlying system of PDEs is satisfied in a generalized sense. The solution semiflow enjoys the standard semigroup property and the solutions coincide with the strong solutions as long as the latter exist. Moreover, they minimize the energy (maximize the energy dissipation) among all dissipative solutions.

The finite element exterior calculus is a powerful approach to study many problems under the same lens. The canonical finite element spaces (see Arnold, Falk and Winther) are tied together with an exact sequence and have the required smoothness to define the exterior derivatives weakly. However, some applications require spaces that are more smooth (e.g. plate bending problems, incompressible flows). In this talk we will discuss some recent results in developing finite element spaceson simplicial triangulations with more smoothness, that also fit in an exact sequence. This is joint work with Guosheng Fu, Anna Lischke and Michael Neilan.

The classical wave equation is derived from the system of three equations: The equation of motion of a (one-dimensional) deformable body, the Hook law as a constitutive equation, and the  strain measure, and describes wave propagation in elastic media. 
Fractional wave equations describe wave phenomena when viscoelasticity of a material or non-local effects of a material comes into an account. For waves in viscoelastic media, instead of Hook's law, a constitutive equation for viscoelastic body,  for example, Fractional Zener model or distributed order model of viscoelastic body, is used. To consider non-local effects of a media, one may replace classical strain measure by non-local strain measure. There are other constitutive equations and other ways to describe non-local effects which will be discussed within the talk.  
The system of three equations subject to initial conditions, initial displacement and initial velocity, is equivalent to one single equation, called fractional wave equation. Using different models for constitutive equations, and non-local measures, different fractional wave equations are obtained. After derivation of such equations, existence and uniqueness of their solution in the spaces of distributions is proved by the use of Laplace and Fourier transforms as main tool. Plots of solutions are presented. For some of derived equations microlocal analysis of the solution is conducted. 

Theerawat Bhudisaksang
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Adaptive robust control with statistical learning

We extend the adaptive robust methodology introduced in Bielecki et al. and propose a continuous-time version of their approach. Bielecki et al. consider a model in which the distribution of the underlying (observable) process depends on unknown parameters and the agent uses observations of the process to estimate the parameter values. The model is made robust to misspecification because the agent employs a set of ambiguity measures that contains measures where the parameter are inside a confidence region of their estimator. In our extension, we construct the set of ambiguity measures such that each probability measure in the set has a semimartingale characterisation lies in a restricted set. Finally, we prove the dynamic programming principle of the adaptive robust control in continuous time problem using measurable selection theorems, and we show that the value function can be characterised as the solution of a non-linear partial differential equation.

Yufei Zhang
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A neural network based policy iteration algorithm with global convergence of values and controls for stochastic games on domains

In this talk, we propose a class of neural network based numerical schemes for solving semi-linear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We exploit a policy iteration to reduce the semilinear problem into a sequence of linear Dirichlet problems, which are subsequently approximated by a multilayer feedforward neural network ansatz. We establish that the numerical solutions converge globally in the H^2-norm, and further demonstrate that this convergence is superlinear, by interpreting the algorithm as an inexact Newton iteration for the HJBI equation. Moreover, we construct the optimal feedback controls from the numerical value functions and deduce convergence. The numerical schemes and convergence results are then extended to HJBI boundary value problems corresponding to controlled diffusion processes with oblique boundary reflection. Numerical experiments on the stochastic Zermelo navigation problem are presented to illustrate the theoretical results and to demonstrate the effectiveness of the method.