Heriot-Watt University

Many classes of finitely generated groups have been studied using formal language theory techniques. One historical example is the study of geodesics, which gives rise to the strict growth series of a group. Properties of languages associated to groups can provide insight into the nature of the growth series.

In this talk we will introduce languages associated to conjugacy classes, rather than elements of the group. This will lead us to define an analogous series, namely the conjugacy growth series of a group, which has become a popular topic in recent years. After discussing the necessary group theoretic and language tools needed, we will focus on how these conjugacy languages behave in graph products. We will finish with some new results which look at when these properties can extend to virtual graph products.

Elements of a finitely generated group have a natural notion of length: namely the length of a shortest word over the generators that represents the element. This allows us to study the growth of such groups by considering the size of spheres with increasing radii. One current area of interest is the rationality or otherwise of the formal power series whose coefficients are the sphere sizes. I will describe a combinatorial way to study this series for the class of virtually abelian groups, introduced by Benson in the 1980s, and then outline its applications to other types of growth series.

In everyday language, this talk studies the question about the optimal shape and location of a thermometer of a given volume to reconstruct the temperature distribution in an entire room. For random initial conditions, this problem was considered by Privat, Trelat and Zuazua (ARMA, 2015), and for short times we remove both the randomness and geometric assumptions in their article. Analytically, we obtain quantitative estimates for the well-posedness of an inverse problem, in which one determines the solution in the whole domain from its restriction to a subset of given volume. Using a new decomposition of $L^2(\Rd)$ into heat packets from microlocal analysis, we conclude that there exists a unique optimal such subset, that it is semi-analytic and can be approximated numerically by solving a sequence of finite-dimensional optimization problems. (joint with Alden Waters)
 

We will discuss the numerical simulation of acoustic wave propagation with localized inhomogeneities. To do this we will apply a standard finite element method (FEM) in space and explicit time-stepping in time on a finite spatial domain containing the inhomogeneities. The equations in the exterior computational domain will be dealt with a time-domain boundary integral formulation discretized by the Galerkin boundary element method (BEM) in space and convolution quadrature in time.

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We will give the analysis of the proposed method, starting with the proof of a positivity preservation property of convolution quadrature as a consequence of a variant of the Herglotz theorem. Combining this result with standard energy analysis of leap-frog discretization of the interior equations will give us both stability and convergence of the method. Numerical results will also be given.

A method of defining non-equilibrium entropy for a chaotic dynamical system is proposed which, unlike the usual method based on Boltzmann's principle $S = k\log W$, does not involve the concept of a macroscopic state. The idea is illustrated using an example based on Arnold's `cat' map. The example also demonstrates that it is possible to have irreversible behaviour, involving a large increase of entropy, in a chaotic system with only two degrees of freedom.

In the Heston stochastic volatility model, the variance process is given by a mean-reverting square-root process. It is known that its transition probability density can be represented by a non-central chi-square density. There are fundamental differences in the behaviour of the variance process depending on the number of degrees of freedom: if the number of degrees of freedom is larger or equal to 2, the zero boundary is unattainable; if it is smaller than 2, the zero boundary is attracting and attainable.

We focus on the attainable zero boundary case and in particular the case when the number of degrees of freedom is smaller than 1, typical in foreign exchange markets. We prove a new representation for the density based on powers of generalized Gaussian random variables. Further we prove that Marsaglia's polar method extends to the generalized Gaussian distribution, providing an exact and efficient method for generalized Gaussian sampling. Thus, we establish a new exact and efficient method for simulating the Cox-Ingersoll-Ross process for an attracting and attainable zero boundary, and thus establish a new simple method for simulating the Heston model.

We demonstrate our method in the computation of option prices for parameter cases that are described in the literature as challenging and practically relevant.

In various fields of application, one must solve very large scale boundary value problems using parallel solvers and supercomputers. The domain decomposition approach partitions the large computational domain into smaller computational subdomains. In order to speed up the convergence, we have several ``optimized'' algorithm that use Robin transmission conditions across the artificial interfaces (FETI-2LM). It is known that this approach alone is not sufficient: as the number of subdomains increases, the number of iterations required for convergence also increases and hence the parallel speedup is lost. A known solution for classical Schwarz methods as well as FETI algorithms is to incorporate a ``coarse grid correction'', which is able to transmit low-frequency information more quickly across the whole domain. Such algorithms are known to ``scale weakly'' to large supercomputers. A coarse grid correction is also necessary for FETI-2LM methods. In this talk, we will introduce and analyze coarse grid correction algorithms for FETI-2LM domain decomposition methods.

We present numerical schemes for nonlinear stochastic differential equations whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action and subsequently to the corresponding Lie algebra.

We construct an approximation to the stochastic flow in the Lie algebra via closed operations and then push back to the manifold, thus ensuring our approximation lies in the manifold. We call such schemes stochastic Munthe-Kaas methods after their deterministic counterparts. We also present stochastic Lie group integration schemes based on Castell--Gaines methods. They become stochastic Lie group integrator schemes if we use Munthe-Kaas methods as the underlying ordinary differential integrator. Lastly, we demonstrate our methods by presenting some numerical examples