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Applied Mathematics Seminars

Organisers: Clarice Poon and Ellen Luckins

The Applied Maths Seminars are held on Fridays 12:00-13.00. This year the seminar will be hybrid (at least for Term 1): you can choose to attend in person in room B3.02 or on MS Teams. The team for the seminar is the same as last year, but if you are not a member, you can send a membership request via MS Teams or email the organisers.

Please contact Clarice Poon or Ellen Luckins if you have any speaker suggestions for future terms.

Seminar Etiquette: Here is a set of basic rules for the seminar.

  • Please keep your microphone muted throughout the talk. If you want to ask a question, please raise your hand and the seminar organiser will (a) ask you to unmute if you are attending remotely or (b) get the speaker's attention and invite you to ask your question if you are in the room.
  • If you are in the room with us, the room microphones capture anything you say very easily, and this is worth keeping in mind ☺️.
  • You can choose to keep your camera on or not. Colleagues in the room will be able to see the online audience.
  • Please let us know if you would like to meet and/or have lunch with any of the speakers who are coming to visit us so that I can make sure you have a place in the room.

Term 3

Term 2

Term 1

Abstracts

Term 2

Week 1.
Julien Landel (Lyon) -- Modelling transport phenomena for the decontamination of porous and adsorbent surfaces

In this presentation I will discuss problems associated with the decontamination of surfaces. Typical scenarios are found in the decontamination of harmful chemicals spilled onto a solid surface after an accident or a terrorist attack, or in military context. The basic scenario considers the interaction between a cleansing liquid shear flow applied onto the surface to remove an unwanted miscible liquid substance. The substance is deposited onto the surface in the form of a drop. After reviewing briefly the case of impermeable surfaces, I will focus on the more challenging cases or porous and absorbent surfaces. As the cleansing liquid flows over the surface, a convective mass transfer enables transport of the substance away from the original contamination spot. However, in the case of porous and absorbent surfaces, the transport processes are limited by the permeability of the material, as the substance generally absorbs in the bulk of the material. In addition, the washing flow can potentially increase the contaminated area through bulk spreading or redistribution via the washing flow. I will present some models of the transport processes for low and high permeability porous material, as well as for non-porous but absorbent media such as swelling hydrogel layers. To validate these models, I will show our latest progress in developing laboratory techniques to probe transport processes in situ and in real time in the bulk of porous or absorbent material.

Week 2.
Jared Tanner (Oxford) -- Deep neural network initialisation: Nonlinear activations impact on the Gaussian process


Abstract: Randomly initialised deep neural networks are known to generate a Gaussian process for their pre-activation intermediate layers. We will review this line of research with extensions to deep networks having structured random entries such as block-sparse or low-rank weight matrices. We will then discuss how the choice of nonlinear activations impacts the evolution of the Gaussian process. Specifically we will discuss why sparsifying nonlinear activations such as soft thresholding are unstable, we will show conditions to overcome such issues, and we will show how non-sparsifying activations can be improved to be more stable when acting on a data manifold.

This work is joint with Michael Murray (UCLA), Vinayak Abrol (IIIT Delhi), Ilan Price (DeepMind), and from Oxford: Alireza Naderi, Thiziri Nait Saada, Nicholas Daultry Ball, Adam C. Jones, and Samuel C.H. Lam.

Week 3.
Andrew Duncan (Imperial) -- Learning complicated probability densities using energy discrepancies.


Abstract: The problem of fitting un-normalised densities to data is a common challenge across many different fields of science and engineering. Solutions to this either involve score-matching or its variants, which require computation of score functions and its derivatives; or alternatively require expensive Markov Chain Monte Carlo Simulations. I present a very simple alternative approach called Energy Discrepancy (ED), which does not require either. I show that, as a divergence, ED interpolates between score matching and KL divergence. As a result of this, minimum ED estimation overcomes the problem of “near-sightedness” encountered in score-based estimation methods, while also enjoying theoretical guarantees. I also show how this can be adapted beyond the continuous variable setting, using heat kernels on discrete spaces.

Finally, I will demonstrate how this approach can be effectively used to solve some challenging PDE-based Bayesian inverse problems and associated experimental design problems.

Week 4.
Giovanni Montana (Warwick WMG) -- Developments in Offline Reinforcement Learning


Abstract: Reinforcement learning (RL) has emerged as a powerful framework for learning sequential decision policies through interaction and experimentation. However, in critical domains such as healthcare and autonomous driving, direct real-world interactions can be prohibitively costly, unsafe, or ethically problematic. Offline (or batch) RL addresses these limitations by learning policies from historical data, even when collected under suboptimal conditions. This talk will begin with an accessible overview of Markov decision processes and traditional RL fundamentals. I will then explore the distinct challenges and opportunities in offline RL, presenting two recent advances: First, our "learning from one mode" approach, which employs exponentially weighted behaviour cloning to extract optimal policies from multimodal data. Second, we introduce a novel extension to Q-learning that leverages state reachability analysis to relax constraints on observed state-action pairs. Both methods achieve state-of-the-art performance on continuous control benchmarks. This research represents joint work with Mianchu Wang, Yue Jin, and Charlie Hepburn.

Week 5.
Lois Baker (Edinburgh) -- Lagrangian filtering for wave-mean flow decomposition

In geophysical and astrophysical flows, we are often interested in understanding the impact of internal waves on the non-wavelike flow. For example, oceanic internal waves generated at the surface and the seafloor transfer energy from the large scale flow to dissipative scales, thereby influencing the global ocean state. A primary challenge in the study of wave-flow interactions is how to separate these processes – since waves and non-wavelike flows can vary on similar spatial and temporal scales in the Eulerian frame. However, in a Lagrangian flow-following frame, temporal filtering offers a convenient way to isolate waves. In this talk I’ll present and discuss some recently developed methods for evolving Lagrangian mean fields alongside the governing equations in a numerical simulation, allowing effective filtering of waves from non-wavelike processes.

Week 6.
a. Kawa Manmi (Warwick) -- Simplified Models for Understanding Battery SEI Layer Growth

The solid electrolyte interphase (SEI) is a crucial protective layer that forms primarily on the negative electrode of lithium-ion batteries during early cycling, particularly in the manufacturing formation and aging process. This layer continues to grow slowly throughout the battery's life as a major degradation mechanism. The properties of the SEI fundamentally impact battery performance, including irreversible capacity loss, rate capability, cycling stability, and safety. Due to the layer's inherent complexity - with its heterogeneous composition, spatiotemporal evolution, and multiple length scales - both experimental investigation and mathematical modelling of SEI formation and growth remain challenging. Zero-dimensional models have emerged as a computationally efficient approach to capture the essential physics while reducing this complexity. This talk will first compare common zero-dimensional SEI growth models in the context of both formation and normal cycling conditions. The second part will introduce our ongoing work with collaborators at WIAS Berlin on developing new mathematical frameworks based on non-equilibrium thermodynamics to better describe SEI evolution. This work aims to bridge the gap between simplified zero-dimensional models and the underlying physical processes governing SEI formation and growth.

b. Oscar Holroyd (Warwick) -- Feedback control of thin liquid films falling down inclined planes

We outline methods to control a thin liquid film falling down an inclined plane towards an unstable flat solution by injecting or removing fluid from the base. The two-phase Navier-Stokes equations that govern the dynamics of a falling liquid film pose a challenging control problem: it is an infinite-dimensional, nonlinear system with complex boundary conditions, and we are limited to a finite-dimensional boundary control. By using a hierarchy of successively simplifying assumptions, we show that a linear quadratic regulator (LQR) control can be used to stabilize the otherwise unstable flat (or Nusselt) solution. We demonstrate that applying the LQR controls to the Navier-Stokes problem is successful well outside the parameter regime that the simplified models are designed for, and also in cases where observations of the system are restricted.

Week 7.
Matthias Sachs (Birmingham) -- From Machine Learning Interatomic Potentials to Dynamics-preserving Coarse-graining Strategies

Recent progress in the development of equivariant neural network architectures predominantly used for machine learning interatomic potentials (MLIPs) has opened new possibilities in the development of data-driven coarse-graining strategies. In this talk, I will first present our work on the development of learning potential energy surfaces and other physical quantities, namely the Hyperactive Learning framework[1], a Bayesian active learning strategy for automatic efficient assembly of training data in MLIP and ACEfriction [2], a framework for equivariant model construction based on the Atomic Cluster Expansion (ACE) for learning of configuration-dependent friction tensors in the dynamic equations of molecule surface interactions and Dissipative Particle Dynamics (DPD). In the second part of my talk, I will provide an overview of our work on the simulation and analysis of Generalized Langevin Equations [3,4] as obtained from systematic coarse-graining of Hamiltonian Systems via a Mori-Zwanzig projection and present an outlook on our ongoing work on developing data-driven approaches for the construction of dynamics-preserving coarse-grained representations.

 References:

[1] van der Oord, C., Sachs, M., Kovács, D.P., Ortner, C. and Csányi, G., 2023. Hyperactive learning for data-driven interatomic potentials. npj Computational Materials

[2] Sachs, M., Stark, W.G., Maurer, R.J. and Ortner, C., 2024. Equivariant Representation of Configuration-Dependent Friction Tensors in Langevin Heatbaths. to appear in Machine Learning: Science & Technology

[3] Leimkuhler, B. and Sachs, M., 2022. Efficient numerical algorithms for the generalized Langevin equation. SIAM Journal on Scientific Computing

[4] Leimkuhler, B. and Sachs, M., 2019. Ergodic properties of quasi-Markovian generalized Langevin equations with configuration-dependent noise and non-conservative force. In Stochastic Dynamics Out of Equilibrium: Institut Henri Poincaré, 2017 

Week 8.
Alexandra Tzella (Birmingham) -- Diffusion in arrays of obstacles: beyond homogenisation

We examine the diffusion of a chemical or heat released in a homogeneous medium interrupted by an infinite number of impermeable obstacles arranged in a periodic lattice. We extend classical results due to Maxwell, Rayleigh and Keller by applying ideas of large-deviation theory to describe the concentration or temperature distribution at large distances from the point of release. We use matched asymptotics to obtain explicit results in the case of nearly touching obstacles, when the transport is strongly inhibited. The technique developed can be applied to complex systems including porous media and composite materials. This is based on joint work with Y. Farah, D. Loghin and J. Vanneste.

Week 9.
Nikhil Desai (Cambridge) -- Self-propulsion of chemically active drops along a rigid surface

Active drops are synthetic, micron-sized ''swimmers'' that convert chemical energy from their surroundings into mechanical motion. These drops are physico-chemically isotropic and emit a chemical solute whose concentration gradients cause interfacial flows which drive the solute's own transport via advection. This (nonlinear) coupling between fluid flow and solute transport around the drop causes a spontaneous symmetry-breaking, leading to self-propulsion of the inertialess drop, if the ratio of convective-to-diffusive solute transport, or Péclet number (Pe), is large enough.

As a result of their net buoyancy, active drops evolve at small finite distances from boundaries. Yet, most theoretical studies on drop propulsion focus on unbounded domains, where problems are more tractable due to a simpler geometry. We use numerical simulations to address this gap in understanding and provide physical insight on the propulsion of active drops along a rigid wall. We first model the drop as a rigid sphere that isotropically emits a solute and develops a 'slip velocity' over its surface in response to solute concentration gradients. We describe how this drop hovers stationarily over a rigid wall due to a balance between its weight (which causes the drop to settle normally toward the wall) and a slip-velocity-induced hydrodynamic force (which causes the drop to move away from the wall). We then analyze the linear stability of this hovering state to show that a reduction in the drop-to-wall separation promotes the self-propulsion of the drop, due to an efficient rearrangement of the solute distribution around the drop. This is further confirmed by nonlinear simulations of the drop's steady-state motion.

Finally, we relax the ''isotropic active particle'' assumption and consider a general propulsion mechanism: concentration gradients of the solute emitted by the drop result in diffusiophoretic interfacial flows as well as Marangoni stresses. We show that if their weights are kept the same, then a less viscous drop swims closer to the wall than a more viscous drop. This leads to stronger concentration gradients driving the drop's motion and hence faster swimming. We also investigate the influence of the relative strengths of diffusiophoretic and Marangoni flows--called the mobility ratio--and show that, for moderate values of Pe, the swimming speed of the drop depends very weakly on its mobility ratio.

Week 10.
Alice Vanel (Institut Fresnel) -- Modal approximations for plasmonic resonators in the time domain and application to super-localisation

We present recent results on the spectral analysis of the singular integral operator associated with Maxwell's equation. The operator is neither compact nor self-adjoint in the general case. However, in the electrostatic case (zero frequency), it is possible to obtain a modal decomposition for the singular integral operator. We use Kato's perturbative spectral theory and recent results on the analysis of the Neumann-Poincaré operator to show that the decomposition remains valid outside the electrostatic case and how to treat the essential spectrum. We also show how these theoretical results can be applied to solve practical problems arising in nanophotonic imaging experiments.

Term 1

Week 1.
(a) Daniel Booth (Warwick) -- A Hele-Shaw Newton's Cradle

In this talk, I study the motion of bubbles in a Hele-Shaw cell under a uniform background flow. I focus on a distinguished limit in which the bubble is approximately circular in plan view. Each bubble’s velocity is determined by a net force balance incorporating the Hele-Shaw viscous pressure and drag due to the thin films separating the bubble from the cell walls. The qualitative behaviour of the system is found to depend on a dimensionless parameter δCa1/3R/h, where Ca is the capillary number, R is the bubble radius and h is the cell height. First, it is found that an isolated bubble travels faster than the external fluid if δ>1 or slower if δ<1, and the theoretical dependence of the bubble velocity on δ is found to agree well with experimental observations. Then, in a system of two bubbles of different radii on different streamlines of the background flow, it is found that the larger bubble can overtake the smaller one, and they avoid contact by rotating around each other while passing. Finally, in a train of three identical bubbles travelling along the centre line, the middle bubble either catches up with the one in front (if δ>1) or is caught by the one behind (if δ<1), forming what we term a Hele-Shaw Newton's cradle.

(b) Ellen Jolley (Warwick) -- Modelling fluid-particle interactions for aircraft icing applications

As an aircraft flies through cloud at temperatures below freezing, it encounters ice particles and supercooled droplets, which results in the accretion of ice onto its surfaces and hence deformation of its aerodynamic shape. This can, in worst cases, cause series accidents. Mathematical modelling can inform new predictive codes and improved safety tests. In this talk I will introduce a model for the motion of individual ice particles near a surface in a high Reynolds number flow, revealing an array of different possible motions including collision with the wall, departing far from the wall and some others in between. I will also discuss a model for a particle interacting with a surface coated in water, as is common in icing conditions, enabling the particle to ‘skim’ along the water surface.

Week 2. Tim LaRock (Oxford) -- Encapsulation Structure and Dynamics in Empirical Hypergraphs

Hypergraphs are a powerful modelling framework to represent complex systems where interactions may involve an arbitrary number of nodes, rather than pairs of nodes as in traditional network representations. In this talk we will explore the extent to which smaller hyperedges are subsets of larger hyperedges in real-world and synthetic hypergraphs, a property that we call encapsulation. Building on the concept of line graphs, we develop measures to quantify the relations existing between hyperedges of different sizes and, as a byproduct, the compatibility of the data with a simplicial complex representation–whose encapsulation would be maximum. We then turn to the impact of the observed structural patterns on diffusive dynamics, focusing on a variant of threshold models that we call encapsulation dynamics, and demonstrate that non-random patterns can accelerate the spreading in the system.

Week 3. Karen Meyer (Dundee) -- Persistence in Solar Physics

Persistence, or long memory, is of longstanding interest in solar physics, having first been identified in time series of sunspot numbers in the seminal paper by Mandelbrot and Wallis (1969): “Some long‐run properties of geophysical records”. They used a method called Rescaled Range Analysis (R/S) to determine a Hurst exponent, H=0.93, which is indicative of strong persistence. It has since been suggested that for sunspot numbers, and indeed most times series of solar quantities, R/S is not an appropriate method for estimating persistence due to the non-stationary nature of the time series. Detrended fluctuation analysis (DFA) has been proposed as a more suitable method for estimating persistence, and has since been widely used in the analysis of solar and geo-physical time series. However, DFA is known to introduce uncontrolled bias and is in fact inappropriate for non-stationary processes (Bryce & Sprague, 2012).

Here, we assume an alternative class of long-memory models, more commonly found in statistics and econometrics: fractionally integrated processes. We revisit solar physics time series such as sunspot number and total solar irradiance with more robust estimators, and identify higher persistence than previous studies, as well as persistence over timescales significantly shorter than previously identified.

We also consider persistence in time series of quantities derived from solar physics simulations, demonstrating that these simulations capture the memory structure that is present in the observational input data. Further, we provide an algorithm for the quantitative assessment of simulation burn-in: the time after which a quantity has evolved away from its arbitrary initial condition to a physically more realistic state.

Week 4. David Bourne (Heriot Watt) -- Optimal transport theory and the compressible semi-geostrophic equations

The semi-geostrophic equations are a simplified model of large-scale atmospheric flows and frontogenesis. In this talk I will discuss existence and numerical approximation of weak solutions of the semi-geostrophic equations for a compressible fluid. This is joint work with Charlie Egan (Göttingen), Théo Lavier and Beatrice Pelloni (Heriot-Watt), and Quentin Mérigot (Université Paris-Saclay).

Week 5. Ran Holtzman (Coventry) -- Nonequilibrium flow in disordered media: Memory, hysteresis, and energy dissipation

Fluid-fluid displacements in disordered porous media is ubiquitous in a wide range of applications across scales, from fuel cells to subsurface water and energy resources. Common to many of these systems is their out-of-equilibrium macroscopic behaviour, including the emergence of instabilities, preferential pathways, and path- and rate-dependency, as a result of coupled mechanisms at much finer scales. After introducing my approach to study such systems, I will expand on a fundamental interdisciplinary problem: hysteresis and energy dissipation in disordered media.

I will present an ab-initio model of quasistatic fluid-fluid displacement in an imperfect Hele-Shaw cell, with random gap spacing caused by "defects". In contrast with existing (phenomenological) approaches, all our model parameters have a clear, identifiable physical meaning. We establish a quantitative link between the microscopic capillary physics, spatially-extended collective events (avalanches), and large-scale hysteresis in terms of capillary pressure-saturation (PS) in drainage and imbibition. We show that this dissipation is due to abrupt changes in the interface configuration (Haines jumps), and deduce the relative importance of viscous dissipation from comparison with experiments. We distinguish between “weak” (reversible interface displacement, exhibiting no hysteresis and dissipation) and “strong” (irreversible) defects. Remarkably, we show that cooperative effects mediated by interfacial tension lead to the emergence of irreversible, dissipative jumps among entities (defects), which are by themselves non-dissipative (“weak”). We establish a critical separation distance, analytically and numerically, verified by a proof-of-concept experiment. This nonintuitive finding questions the validity of the widely-used compartment models which rely on the existence of noninteracting hysteretic units.

Week 6. Dante Kalise (Imperial) -- Beyond Mean Field: Advanced Control and Optimization for Large-Scale Interacting Particle Systems
This talk is about novel directions on optimization and control of large-scale agent-based models beyond the paradigm of mean field control and games. We will discuss some novel directions such as an optimal control formulation of global optimization problems and the use of consensus-based optimization methods, and the optimal stabilization of McKean-Vlasov PDEs. In each case, we will see that a fundamental building block is the solution of nonlinear transport or Hamilton-Jacobi-Bellman type PDE. We will discuss the construction of numerical schemes based on polynomial approximation, spectral methods and deflation operators.
Week 7. Tatiana Bubba (Ferrara) -- Regularisation of tomographic inverse problems through multiresolution systems
Tomographic imaging allows to reconstruct images of hidden structure in an object by taking thereof projections: it finds applications in healthcare (medical imaging) and industry (production quality control), just to name a few. Like every inverse problem, tomography is ill-posed and very challenging to solve. In general, measurements are scarce and noisy, yielding an unstable problem which calls for accurate modelling and for complementing the insufficient data with some prior information which may be available on the solution. Traditionally this has been answered through regularisation theory, with sparsity promoting regularisation becoming dominant in the last decades.
In this talk, I will focus on some applications of limited data tomography where classical regularisation strategies can be coupled with ideas coming from multi resolution systems (such as wavelet and shearlets) and data-driven techniques. The common denominator will be the interplay between sparse regularization theory, harmonic analysis, microlocal analysis and machine learning: this allows to derive theoretical guarantees for the different case studies. The approaches proposed are tested on both simulated and measured data, showcasing the advantages of this strategy in practice.
Week 8. Kirsty Wan (Exeter) -- Multiciliary coordination across scales
Cilia are hair-like protrusions found on cells that facilitate various physiological flows, whether external (outside the organism) or internal (such as feeding or mucociliary clearance). When multiple cilia are in close proximity, they interact, leading many types of local and global coordination patterns. These interactions, which can occur through fluid or via elastic/cytoskeletal linkages, are often complex and system-dependent. This talk will explore different strategies of ciliary coordination and propulsion across diverse organisms, from single-celled protists to marine invertebrate larvae. We'll discuss how cilia can move in synchrony, maintain specific synchronization patterns, or beat metachronously on topologically interesting structures.
Week 9. Giovanni S. Alberti (Genoa) -- Learning the optimal regularizer for inverse problems
In this talk, we consider the problem of learning the optimal regularizer for linear inverse problems modeled in separable Hilbert spaces. In the context of generalized Tikhonov regularization, we characterize the optimal regularizer and derive generalization estimates, in both supervised and unsupervised settings. In the context of sparsity promoting regularization, we derive generalization estimates for learning the optimal “change of basis” in the 1 penalty term. We also consider the Bayes estimator associated to a suitable prior modeling (group) sparsity, and show that it can be written as a shallow neural network with a specific attention mechanism. The weights of the network can then be learned by leveraging the well-established training algorithms for NN, yielding state-of-the-art performance for dictionary learning tasks.
Week 10. Kostas Zygalakis (Edinburgh) -- Optimization algorithms and differential equations: theory and insights

The ability of calculating the minimum (maximum) of a function lies in the heart of many applied mathematics applications. In this talk, we will connect such optimization problems to the large time behaviour of solutions to differential equations. In addition, using a control theoretical formulation of these equation, we will utilise a set of linear matrix inequalities (applicable in the case of strongly convex potentials) to establish a framework that allow us to deduce their long-time properties as well as deducing the long time properties of their numerical discretisations. using this framework, we give an alternative explanation for the good properties of Nesterov method for strongly convex functions, as well as highlight the reasons behind the failure of the heavy ball method. If there is time I will also discuss recent work that highlights how to extend these ideas in a non-Euclidean setting

References:

[1] P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis Accelerated optimization algorithms and ordinary differential equations: the convex non Euclidean case, arXiv:2410.19380, (2024)

[2] P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights. SIAM J. Optim. (to appear), (2024).

[3] J. M. Sanz Serna, K.C. Zygalakis, The connections between Lyapunov functions for some optimization algorithms and differential equations. SIAM J. Numer. Anal., 59(3), 1542–1565, (2021).

Aerial photograph of Maths Houses

See also:
Mathematics Research Centre
Mathematical Interdisciplinary Research at Warwick (MIR@W)
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