In this talk we discuss our recently introduced methods for obtaining strictly positive lower bounds on the top Lyapunov exponent of high-dimensional, stochastic differential equations such as the weakly-damped Lorenz-96 (L96) model or Galerkin truncations of the 2d Navier-Stokes equations (joint with Alex Blumenthal and Sam Punshon-Smith). This hallmark of chaos has long been observed in these models, however, no mathematical proof had previously been made for any type of deterministic or stochastic forcing. The method we proposed combines (A) a new identity connecting the Lyapunov exponents to a Fisher information of the stationary measure of the Markov process tracking tangent directions (the so-called "projective process"); and (B) an L1-based hypoelliptic regularity estimate to show that this (degenerate) Fisher information is an upper bound on some fractional regularity. For L96 and GNSE, we then further reduce the lower bound of the top Lyapunov exponent to proving that the projective process satisfies Hörmander's condition. I will also discuss the recent work of Sam Punshon-Smith and I on verifying this condition for the 2d Galerkin-Navier-Stokes equations in a rectangular, periodic box of any aspect ratio using some special structure of matrix Lie algebras and ideas from computational algebraic geometry.

Perspectives from computational algebra and numerical optimization are brought to bear on a scientific application and a data science application. In the first part of the talk, I will discuss cryo-electron microscopy (cryo-EM), an imaging technique to determine the 3-D shape of macromolecules from many noisy 2-D projections, recognized by the 2017 Chemistry Nobel Prize. Mathematically, cryo-EM presents a particularly rich inverse problem, with unknown orientations, extreme noise, big data and conformational heterogeneity. In particular, this motivates a general framework for statistical estimation under compact group actions, connecting information theory and group invariant theory. In the second part of the talk, I will discuss tensor rank decomposition, a higher-order variant of PCA broadly applicable in data science. A fast algorithm is introduced and analyzed, combining ideas of Sylvester and the power method.

We first discuss a general method to derive macroscopic laws from certain microscopic interactions that can be applied to a large class of particle systems. In particular we consider a broad class of systems that are linear in a special algebra, so-called tropical algebra. Some natural connections among the scaling limits of these random systems, the solutions to specific partial differential equations (Hamilton-Jacobi type) and combinatorial optimization problems have been noticed. If time allows, we further discuss a useful application of the variational formula (microscopic version of Hopf-Lax formula) to a well-known interacting particle system, totally asymmetric simple exclusion process.

Mean field games (MFGs) study strategic decision-making in large populations where individual players interact via specific mean-field quantities. They have recently gained enormous popularity as powerful research tools with vast applications. For example, the Nash equilibrium of MFGs forms a pair of PDEs, which connects and extends variational optimal transport problems. This talk will present recent progress in this direction, focusing on computational MFG and engineering applications in robotics path planning, pandemics control, and Bayesian/AI sampling algorithms. This is based on joint work with the MURI team led by Stanley Osher (UCLA).

Given two probability measures and a transportation cost, the optimal transport problem asks to find the most cost efficient way to transport one measure to the other. Since its introduction in 1781 by Gaspard Monge, the optimal transport problem has found applications in logistics, economics, physics, PDEs, and more recently data science. However, despite sustained attention from the numerics community, solving optimal transport problems has been a notoriously difficult task. In this talk I will introduce the back-and-forth method, a new algorithm to efficiently solve the optimal transportation problem for a general class of strictly convex transportation costs. Given two probability measures supported on a discrete grid with n points, the method computes the optimal map in O(n log(n)) operations using O(n) storage space. As a result, the method can compute highly accurate solutions to optimal transportation problems on spatial grids as large as 4096 x 4096 and 384 x 384 x 384 in a matter of minutes. If time permits, I will demonstrate an extension of the algorithm to the simulation of a class of gradient flows. This talk is joint work with Flavien Leger.

In this talk I will discuss the application of techniques initially developed to study singularities of Yang Mill's fields and harmonic maps to obtain Betti number bounds, especially for negatively curved manifolds.

One of the most fundamental questions in partial differential equations is that of regularity and the possible breakdown of solutions. We will discuss this question for solutions to a canonical example of a geometric wave equation; energy critical wave maps. Break-through works of Krieger-Schlag-Tataru, Rodnianski-Sterbenz and Rapha ̈el-Rodnianski produced examples of wave maps that develop singularities in finite time. These solutions break down by concentrating energy at a point in space (via bubbling a harmonic map) but have a regular limit, away from the singular point, as time approaches the final time of existence. The regular limit is referred to as the radiation. This mechanism of breakdown occurs in many other PDE including energy critical wave equations, Schro ̈dinger maps and Yang-Mills equations. A basic question is the following: • Can we give a precise description of all bubbling singularities for wave maps with the goal of finding the natural unique continuation of such solutions past the singularity? In this talk, we will discuss recent work (joint with J. Jendrej and A. Lawrie) which is the first to directly and explicitly connect the radiative component to the bubbling dynamics by constructing and classifying bubbling solutions with a simple form of prescribed radiation. Our results serve as an important first step in formulating and proving the following Radiative Uniqueness Conjecture for a large class of wave maps: every bubbling solution is uniquely characterized by it’s radiation, and thus, every bubbling solution can be uniquely continued past blow-up time while conserving energy.

Nonlocal continuum models are in general integro-differential equations in place of the conventional partial differential equations. While nonlocal models show their effectiveness in modeling a number of anomalous and singular processes in physics and material sciences, they also come with increased difficulty in numerical analysis with nonlocality involved. In the first part of this talk, I will discuss nonlocal-to-local coupling techniques so as to improve the computational efficiency of using nonlocal models. This also motivates the development of new mathematical results -- for instance, a new trace theorem that extends the classical results. In the second part of this talk, I will describe our recent effort in computing a nonlocal interface problem arising from segregation of two species with high competition. One species moves according to the classical diffusion and the other adopts a nonlocal strategy. A novel iterative scheme will be presented that constructs a sequence of supersolutions shown to be convergent to the viscosity solution of the interface problem.

Obtaining predictive dynamical equations from data lies at the heart of science and engineering modeling, and is the linchpin of our technology. In mathematical modeling one typically progresses from observations of the world (and some serious thinking!) first to selection of variables, then to equations for a model, and finally to the analysis of the model to make predictions. Good mathematical models give good predictions (and inaccurate ones do not) --- but the computational tools for analyzing them are the same: algorithms that are typically operating on closed form equations.
While the skeleton of the process remains the same, today we witness the development of mathematical techniques that operate directly on observations --- data, and appear to circumvent the serious thinking that goes into selecting variables and parameters and deriving accurate equations. The process then may appear to the user a little like making predictions by "looking into a crystal ball". Yet the "serious thinking" is still there and uses the same --- and some new --- mathematics: it goes into building algorithms that "jump directly" from data to the analysis of the model (which is now not available in closed form) so as to make predictions. Our work here presents a couple of efforts that illustrate this "new" path from data to predictions. It really is the same old path, but it is traveled by new means.

Approximate separable representations of Green’s functions for differential operators is a basic and important question in the analysis of differential equations, the development of efficient numerical algorithms and imaging. Being able to approximate a Green’s function as a sum with few separable terms is equivalent to low rank properties of corresponding numerical solution operators. This will allow for matrix compression and fast solution techniques. Green's functions for coercive elliptic differential operators have been shown to be highly separable and the resulting low rank property for discretized system was explored to develop efficient numerical algorithms. However, the case of Helmholtz equation in the high frequency limit is more challenging both mathematically and numerically. We introduce new tools based on the study of relation between two Green’s functions with different source points and a tight dimension estimate for the best linear subspace approximating a set of almost orthogonal vectors to prove new lower bounds for the number of terms in the representation for the Green's function for Helmholtz operator in the high frequency limit. Upper bounds are also derived. We give explicit sharp estimates for cases that are common in practice and present numerical examples. This is a joint work with Bjorn Engquist.

Boundary value and interface problems for the Laplace equation are often solved by boundary integral methods due to the reduction of dimensionality and its flexibility in domain geometry. However, there are two well-known computational issues with the boundary integral method: (a) evaluation of boundary integrals at points close to domain boundaries usually has low order accuracy; (b) the method typically yields dense coefficient matrices in the resulting discrete systems, which makes the matrix vector multiplication very expensive when the size of the system is very large. In this talk, I will describe a fast accurate boundary integral method for the Laplace boundary value and interface problems. The algorithm uses the high order accurate method proposed by (Beale and Lai 2001) for evaluation of the boundary integrals and applies the fast multipole method for the dense matrix vector multiplication. Numerical results demonstrating the efficiency and accuracy of the method will be presented.

An efficient method for simulating the propagation of a localized solution of the Schroedinger equation near the semiclassical limit is presented. The method is based on a time dependent transformation closely related to Gaussian wave packets and yields a Schroedinger type equation that is very ammenable to numerical solution in the semi-classical limit. The wavefunction can be reconstructed from the transformed wavefunction whereas expectation values can easily be evaluated directly from the transformed wavefunction. The number of grid points needed per degree of freedom is small enough that computations in dimensions of up to 4 or 5 are feasible without the use of any basis thinning procedures. This is joint work with Giovanni Russo.

Arnold diffusion is the phenomenon of loss of stability of a completely integrable Hamiltonian system: an arbitrarily small perturbation can cause action to change along some orbit by a finite amount. Arnold produced the first example of diffusion and gave an outline of the proof. After a brief overview of related results I will describe the simplest example of Arnold diffusion which we found recently with Vadim Kaloshin. We consider geodesics on the 3-torus, or equivalently rays in a periodic optical medium in $ {\mathbb R} ^3 $ (or equivalently a point mass in a periodic potential in $ {\mathbb R} ^3 $.) Arnold diffusion has a transparent intuitive explanation and a simple proof. Resonances and the so-called ``whiskered tori" acquire a clear geometrical interpretation as well. I will conclude with a sketch of a different but related manifestation of Arnold diffusion as acceleration of a particle by a pulsating potential. This is joint work with Vadim Kaloshin.

We have witnessed a lot of exciting development of data science in recent years. From the perspective of optimization, many modern data-science problems involve some basic ``non’’-properties that lack systematic treatment by the current approaches for the sake of the computation convenience. These non-properties include the coupling of the non-convexity, non-differentiability and non-determinism. In this talk, we present rigorous computational methods for solving two typical non-problems: the piecewise linear regression and the feed-forward deep neural network. The algorithmic framework is an integration of the first order non-convex majorization-minimization method and the second order non-smooth Newton methods. Numerical experiments demonstrate the effectiveness of our proposed approach. Contrary to existing methods for solving non-problems which provide at best very weak guarantees on the computed solutions obtained in practical implementation, our rigorous mathematical treatment aims to understand properties of these computed solutions with reference to both the empirical and the population risk minimizations. This is based on joint work with Jong-Shi Pang, Bodhisattva Sen and Ziyu He.

The Fermi-Pasta-Ulam (FPU) model of coupled anharmonic oscillators has long been of interest in nonlinear science. It is only recently (Friesecke and Wattis 1994, Frieseck and Pego 1999-2003, and Mizumachi (submitted)) that the existence and stability of solitary waves in FPU has been completely understood. In light of the fact that the Korteweg-deVries (KdV) equation may recovered as a long wave limit of FPU and that the theory of soliton interaction is both beautiful and completely understood in KdV, it is of interest to describe the interaction of two colliding solitary waves in the FPU model. We show that the FPU model contains an open set of solutions which remain close to the linear sum of two long wave low amplitude solitions as time goes to either positive or negative infinity.

Fluid-structure interactions exist in many aspects of our daily lives. Some biomedical engineering examples are blood flowing through a blood vessel and blood pumping in the heart. Fluid interacting with moving or deformable structures poses more numerical challenges for its complexity in dealing with transient and simultaneous interactions between the fluid and solid domains. To obtain stable, effective, and accurate solutions is not trivial. Traditional methods that are available in commercial software often generate numerical instabilities.

In this talk, a novel numerical solution technique, Immersed Finite Element Method (IFEM), is introduced for solving complex fluid-structure interaction problems in various engineering fields. The fluid and solid domains are fully coupled, thus yield accurate and stable solutions. The variables in the two domains are interpolated via a delta function that enables the use of non-uniform grids in the fluid domain, which allows the use of arbitrary geometry shapes and boundary conditions. This method extends the capabilities and flexibilities in solving various biomedical, traditional mechanical, and aerospace engineering problems with detailed and realistic mechanics analysis. Verification problems will be shown to validate the accuracy and effectiveness of this numerical approach. Several biomechanical problems will be presented: 1) blood flow in the left atrium and left atrial appendage which is the main source of blood in patients with atrial fibrillation. The function of the appendage is determined through fluid-structure interaction analysis, 2) examine blood cell and cell interactions under different flow shear rates. The formation of the cell aggregates can be predicted when given a physiologic shear rate.

Coupling between free fluid flow and flow through porous media is important in many industrial applications, such as filtration, underground water flow in hydrology, oil recovery in petroleum engineering, fluid flow through body tissues in biology, to name a few.

Stokes flows appear in many applications where the fluid viscosity is high and/or the velocity and length scales are small. The flow through a porous medium can be described by Darcy's law. A region that contains both requires a careful coupling of these different systems at the interface through appropriate boundary conditions.

Our objective is to develop a method based on the boundary integral formulation for computing the fluid/porous medium problem with higher accuracy using fundamental solutions of Stokes and Darcy's equations. We regularize the kernels to remove the singularity for stability of numerical calculations and eliminate the largest error for higher accuracy.

We begin with an introduction to time-dependent quantum mechanics and the role of Planck's constant. We then describe some mathematical results about solutions to the Schr\"odinger equation for small values of the Planck constant. Finally, we discuss two new numerical techniques for semiclassical quantum dynamics, including one that is a work in progress.

In computational physics, molecular dynamics refers to the computer simulation of a material at the atomic level. I will consider classical deterministic molecular dynamics in which large Hamiltonian systems of ordinary differential equations are used, though many of the same issues arise with other models. Given its scientific importance there is very little rigorous justification of molecular dynamics. From the viewpoint of numerical analysis it is surprising that it works at all. The problem is that individual trajectories computed by molecular dynamics are accurate for only small time intervals, whereas researchers trust the results over very long time intervals. It has been conjectured that molecular dynamics trajectories are accurate over long time intervals in some weak statistical sense. Another conjecture is that numerical trajectories satisfy the shadowing property: that they are close over long time intervals to exact trajectories with different initial conditions. I will explain how these two views are actually equivalent to each other, after we suitably modify the concept of shadowing.

We will discuss several results concerning quantitative rectifiability in metric spaces, which generalize Euclidean results. We will spend some time explaining both the metric space results as well as their Euclidean counterparts. An example of such a result is a structure theorem, which characterizes subsets of rectifiable curves (the Analyst's Traveling Salesman theorem). This theory is presented in terms of multi-scale analysis and multi-scale constructions, and uses a language which is analogous to that of wavelets. Some of the results we will present will be dimension free.

A new numerical method being developed with Charles Peskin is described which simulates interacting fluid, membrane, and particle systems in which thermal fluctuations play an important role. This method builds on the "Immersed Boundary Method" of Peskin and McQueen, which simplifies the coupling between the fluid and the immersed particles and membranes in such a way as to avoid complex boundary problems. Thermal fluctuations are introduced in the fluid through the theory of statistical hydrodynamics. We discuss some approximate analytical calculations which indicate that the immersed particles should exhibit some physically correct properties of Brownian motion. Our intended use of this numerical method is to simulate microphysiological processes; one advantage this method would have over Langevin particle dynamics approaches is its explicit tracking of the role of the fluid dynamics.

In the event of a vascular injury, a blood clot will form to prevent bleeding. This response involves two intertwined processes: platelet aggregation and coagulation. Activated platelets are critical to coagulation in that they provide localized reactive surfaces on which many of the coagulation reactions occur. The final product from the coagulation cascade directly couples the coagulation system to platelet aggregation by acting as a strong activator of platelets and cleaving blood-borne fibrinogen into fibrin which then forms a mesh to help stabilize platelet aggregates. Together, the fibrin mesh and the platelet aggregates comprise a blood clot, which in some cases, can grow to occlusive diameters. Transport of coagulation proteins to and from the vicinity of the injury is controlled largely by the dynamics of the blood flow. It is crucial to learn how blood flow affects the growth of clots, and how the growing masses, in turn, feed back and affect the fluid motion. We have developed the first spatial-temporal model of platelet deposition and blood coagulation under flow that includes detailed descriptions of the coagulation biochemistry, chemical activation and deposition of blood platelets, as well as the two-way interaction between the fluid dynamics and the growing platelet mass.

The simplest example of a boundary value problem is the Dirichlet Poisson problem: we seek to recover a function, defined on a smooth domain, its values at the boundary of the domain and the divergence of its gradient for all points inside the domain. This problem has been studied for more than 200 years, and has many applications in science and engineering. Analytic solutions are available only for a limited number of cases. Therefore one has to use a numerical method. The basic goals in designing a numerical method is guaranteed quality of the solution, in reasonable time, in a black-box fashion. Surprisingly, a robust, black-box, algorithmically scalable method for the Poisson problem does not exist. The main difficulties are related to robust mesh generation in complex geometries in three dimensions. I will review different approaches in solving the Poisson problem and present a new method based on classical Fredholm integral equation formulation. The main components of the new method are a kernel-independent fast summation method, manifold surface representations, and superalgebraically accurate quadrature methods. The method directly extends to problems with non-oscillatory known Green's functions. In addition to the Poisson problem I will present results for the Navier, modified Poisson, and Stokes operators.

The Boltzmann equation governs the dynamics of a dilute gas. In this talk, I will address the L^p-stability problem of the Boltzmann equation near vacuum and a global Maxwellian. In a close-to-vacuum regime, I will explain the nonlinear functional approach motivated by Glimm's theory in hyperbolic conservation laws. This functional approach yields the uniform L^1-stability estimate. In contrast, in a close-to-global maxwellian regime, I will present the L^2-stability theory which establishes the uniform L^2-stability of several classical solutions.

I will start with the deterministic dynamics generated by a vector field that has several unstable critical points connected by heteroclinic orbits. A perturbation of this system by white noise will be considered. I will study the limit of the resulting stochastic system in distribution (under appropriate time rescaling) as the noise intensity vanishes. It is possible to describe the limiting process in detail, and, in particular, interesting non-Markov effects arise. There are situations where this result provides more precise exit asymptotics than the classical Wentzell-Freidlin theory.

An introduction to the topic of multi-dimensional optical solitons ("light bullets"), localized simultaneously in the direction of propagation (as temporal solitons) and in one or two transverse directions (as spatial solitons) will be given, including a review of basic theoretical and experimental results. Also considered will be connection of this topic to the problem of the creation of multidimensional solitons in Bose-Einstein condensates. In both settings (optical and BEC), the main problem is stabilization of the multidimensional solitons against the spatiotemporal collapse. The stabilization may be provided in various ways (in particular, by means of an optical lattice in BEC). The talk will partly based on a review article: B.A. Malomed, D. Mihalache, F. Wise, and L. Torner, "Spatiotemporal optical solitons", J. Optics B: Quant. Semics. Opt. 7, R53-R72 (2005).

Many problems arising from scientific and engineering applications can be naturally formulated as optimization problems, most of which are nonconvex. For nonconvex problems, obtaining a local minimizer is computationally hard in theory, never mind the global minimizer. In practice, however, simple numerical methods often work surprisingly well in finding high-quality solutions for specific problems at hand.

In this talk, I will describe our recent effort in bridging the mysterious theory-practice gap for nonconvex optimization. I will highlight a family of nonconvex problems that can be solved to global optimality using simple numerical methods, independent of initialization. This family has the characteristic global structure that (1) all local minimizers are global, and (2) all saddle points have directional negative curvatures. Problems lying in this family cover various applications across machine learning, signal processing, scientific imaging, and more. I will focus on two examples we worked out: learning sparsifying bases for massive data and recovery of complex signals from phaseless measurements. In both examples, the benign global structure allows us to derive geometric insights and computational results that are inaccessible from previous methods. In contrast, alternative approaches to solving nonconvex problems often entail either expensive convex relaxation (e.g., solving large-scale semidefinite programs) or delicate problem-specific initializations.

Completing and enriching this framework is an active research endeavor that is being undertaken by several research communities. At the end of the talk, I will discuss open problems to be tackled to move forward.

Hirschsprung's Disease is a relatively common human congenital defect where the nervous system supporting our gut (the enteric nervous system) fails to develop properly. During embryonic development, the enteric nervous system forms as a result of neural crest cell invasion. Neural crest cells migrate from the hindbrain to the anal end of the gastrointestinal tract. This is one of the longest known cell migration paths, both spatially and temporally, occurring during vertebrate embryogenesis. Neural crest cell invasion is complicated by the simultaneous expansion of underlying tissues and the influence of several growth factors. This presentation outlines a combined experimental and mathematical approach used to investigate and deduce the mechanisms responsible for successful neural crest cell colonization. This approach enables previously hypothesized mechanisms for neural crest cell colonization of the gut tissues to be refuted and refined. The current experimental and mathematical results are focused on population-scale approaches. Further experimental details of cell-scale properties thought to play an important role will be presented. Preliminary discrete modelling results aiming to realize the cell-scale phenomena will also be discussed and outlined as future work.

In many applications, ranging from computer animation to biology, one wants to quantify how similar two surfaces are to each other. In the last few years, the Gromov-Haussdorff distance has been applied to this problem; this gives good results, but turns out to be very heavy computationally. This talk proposes a different approach, in which (disk-like) 2-dimensional surfaces (typically embedded in 3-dimensional Euclidean space) are first mapped conformally to the unit disk, and the corresponding conformal densities are then compared via optimal mass transportation,. This mass transportation problem differs from the standard case in that we require the solution to be invariant under global Moebius transformations. The metric we construct also defines meaningful intrinsic distances between pairs of "patches" in the two surfaces, which allows automatic alignment of the surfaces. Numerical experiments on "real-life" surfaces to demonstrate possible applications in natural sciences will be shown as well. This is joint work with Yaron Lipman.