Mathematical models incorporating random forcing, and the resulting stochastic differential equations (SDEs), are becoming increasingly important. However general principles and techniques for their robust and efficient numerical approximation are a very long way behind the corresponding ODE theory. In both cases the idea of adaptivity, that is using varying timesteps to improve convergence, is a key element. In this talk I will describe an approach based upon (low-order) Milstein-type methods using multiple error-controls. The idea is to monitor various terms in the truncation error, both deterministic and stochastic, and then to construct an algorithm that is robust enough to work efficiently in the presence of deterministic/diffusion-dominated regimes and differing accuracy requirements. Such an approach also has other benefits, such as improved numerical stability properties. No knowledge of stochastic calculus will be assumed.

The speaker will talk about several projects that are taking place in an interdisciplinary endeavor between the researchers in the Mathematics Department at the University of Houston, the Texas Heart Institute, Baylor College of Medicine, the Mathematics Department at the University of Zagreb, and the Mathematics Department of the University of Lyon 1. The projects are related to non-surgical treatment of aortic abdominal aneurysm and coronary artery disease using endovascular prostheses called stents and stent-grafts. Through a collaboration between mathematicians, cardiovascular specialists and engineers we have developed a novel mathematical model to study blood flow in compliant (viscoelastic) arteries treated with stents and stent-grafts. The mathematical tools used in the derivation of the effective, reduced equations utilize asymptotic analysis and homogenization methods for porous media flows. The existence of a unique solution to the resulting fluid-structure interaction model is obtained by using novel techniques to study systems of mixed, hyperbolic-parabolic type. A numerical method, based on the finite element approach, was developed, and numerical solutions were compared with the experimental measurements. Experimental measurements based on ultrasound and Doppler methods were performed at the Cardiovascular Research Laboratory located at the Texas Heart Institute. Excellent agreement between the experiment and the numerical solution was obtained. This year marks a giant step forward in the development of medical devices and in the development of the partnership between mathematics and medicine: the FDA (the United States Food and Drug Administration) is getting ready to, for the first time, require mathematical modeling and numerical simulations to be used in the development of peripheral vascular devices. The speaker acknowledges research support from the NSF, NIH, and Texas Higher Education Board, and donations from Medtronic Inc. and Kent Elastomer Inc.

An effort at UNC is involved in understanding key mechanisms in the lung related to defense against pathogens. In diseases ranging from Cystic Fibrosis to asthma, these mechanisms are highly compromised, requiring therapeutic strategies that one would like to be able to quantify or even predict in some way. The Virtual Lung Project has focused on one principal component of lung defense: "the mucus escalator" as it is called in physiology texts. My goal in this lecture, with apologies to Tina Turner, is to give a longwinded answer to "what's math got to do with it?", and at the same time to convey how this collaboration is influencing the applied mathematics experience at UNC.

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.

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.

Blood vessel systems and leaf venations are typical biological transport networks. The energy consumption for such a system to perform its biological functions is determined by the network structure. In the first part of this talk, I will discuss the optimized structure of vessel networks, and show how the blood vessel system adapts itself to an optimized structure. Mathematical models are used to predict pruning vessels in the experiments of zebra fish. In the second part, I will discuss our recent modeling work on the initiation process of transport networks. Simulation results are used to illustrate how a tree-like structure is obtained from a continuum adaptation equation system, and how loops can exist in our model. Possible further application of this model will also be discussed.

CANCELLED

The study of various questions about networks have increased dramatically in recent years across a number of areas of application, including communications, sociology, and phylogenetic biology. Important questions about communities and groupings in networks have led to a number of competing techniques for identifying communities, structures and hierarchies. We discuss results about the networks of (1) NCAA Division I-A college football matchups and (2) committee assignments in the U.S. House of Representatives. In college football, the underlying structure of the network strongly influences the computer rankings that contribute to the Bowl Championship Series standings. In Congress, the changes of the hierarchical structure from one Congress to the next can be used to investigate major political events, such as the "Republican Revolution" of 1994 and the introduction of the Select Committee on Homeland Security following September 11th. While many structural elements in each case are seemingly robust, we include attention to variations across identification algorithms as we investigate the roles of such structures.

Blood is a concentrated suspension of red cells, white cells, and platelets, each having a unique constitution and serving a different function. Red cells are highly deformable liquid capsules enclosed by a thin incompressible membrane whose resting shape is a biconcave disk. White cells are viscoelastic spherical particles enclosed by a cortical shell. In the unactivated state, platelets are oblate spheroids with an average aspect ratio approximately equal to 0.25. Like red cells, platelets lack a nucleus; like white cells, platelets exhibit a low degree of flow-induced deformation. In this talk, the biomechanics and biofluid-dynamics of these three types of cells will be discussed, recent progress in modeling and simulation methods will be reviewed, and open problems will be outlined.

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.

It is well-known that the asymptotic complexity of matrix-matrix product and matrix inversion is given by the rank of a 3-tensor, recently shown to be at most O(n^2.3728639) by Le Gall. This approach is attractive as a rank decomposition of that 3-tensor gives an explicit algorithm that is guaranteed to be fastest possible and its tensor nuclear norm quantifies the optimal numerical stability. There is also an alternative approach due to Cohn and Umans that relies on embedding matrices into group algebras. We will see that the tensor decomposition and group algebra approaches, when combined, allow one to systematically discover fast(est) algorithms. We will determine the exact (as opposed to asymptotic) tensor ranks, and correspondingly the fastest algorithms, for products of Circulant, Toeplitz, Hankel, and other structured matrices. This is joint work with Ke Ye (Chicago).

The motion of primary nodal cilia present in embryonic development resembles that of a precessing rod. Implementing regularized singularities to model this fluid flow numerically simulates a situation for which colleagues have exact mathematical solutions and experimentalists have corresponding laboratory studies on both the micro- and macro-scales. Stokeslets are fundamental solutions to the Stokes equations, which act as external point forces when placed in a fluid. By strategically distributing regularized Stokeslets in a fluid domain to mimic an immersed boundary (e.g., cilium), one can compute the velocity and trajectory of the fluid at any point of interest. The simulation can be adapted to a variety of situations including passive tracers, rigid bodies and numerous rod structures in a fluid flow generated by a rod, either rotating around its center or its tip, near a plane. The exact solution allows for careful error analysis and the experimental studies provide new applications for the numerical model. Spectral deferred correction methods are used to alleviate time stepping restrictions in trajectory calculations. Quantitative and qualitative comparisons to theory and experiment have shown that a numerical simulation of this nature can generate insight into fluid systems that are too complicated to fully understand via experiment or exact numerical solution independently.

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).

(joint with Mboyo Esole) String theory considerations lead to a non-trivial identity relating the Euler characteristics of an elliptically fibered Calabi-Yau fourfold and of certain related surfaces. After giving a very sketchy idea of the physics arguments leading to this identity, I will present a Chern class identity which confirms it, generalizing it to arbitrary dimension and to varieties that are not necessarily Calabi-Yaus. The relevant loci are singular, and this plays a key role in the identity.

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.

I will present several extremely fast algorithms for recovering a compressible signal from a few linear measurements. These examples span a variety of orthonormal bases, including one large redundant dictionary. As part of the presentation of these algorithms, I will give an explanation of the crucial role of group testing in each algorithm.

In radio signal encoding and decoding, frequency modulation (FM) has several advantages over amplitude modulation (AM) - we all enjoy the high fidelity and nearly static free reception of FM radio. Sensing and imaging can also be approached with AM or FM modalities. All imaging methods practiced today are AM implementations, and FM for imaging has never been explored or its advantages exploited. In this talk I'll introduce the FM approach to sensing and imaging in its infant form. I'll show that the FM approach is closely related to design of Gaussian quadratures for bandlimited functions. I'll demonstrate the superiorities of the FM approach over AM by proposing three FM methods to deal with Gibbs phenomenon encountered in imaging.

For a more detailed abstract, see http://www.math.duke.edu/~jonm/yuChen.html

I will discuss variational problems arising in machine learning and their limits as the number of data points goes to infinity. Consider point clouds obtained as random samples of an underlying "ground-truth" measure. Graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points. Many machine learning tasks, such as clustering and classification, can be posed as minimizing functionals on such graphs. We consider functionals involving graph cuts and graph laplacians and their limits as the number of data points goes to infinity. In particular we establish for what graph constructions the minimizers of discrete problems converge to a minimizer of a functional defined in the continuum setting. The talk is primarily based on joint work with Nicolas Garcia Trillos, as well as on works with Xavier Bresson, Moritz Gerlach, Matthias Hein, Thomas Laurent, James von Brecht and Matt Thorpe.

We consider the inverse problem of reconstructing the optical parameters for stationary radiative transfer equation (RTE) from velocity-averaged measurement. The RTE often contains multiple scales char- acterized by the magnitude of a dimensionless parameter—the Knudsen number (Kn). In the diffusive scaling (Kn ≪ 1), the stationary RTE is well approximated by an elliptic equation in the forward setting. However, the inverse problem for the elliptic equation is acknowledged to be severely ill-posed as compared to the well- posedness of inverse transport equation, which raises the question of how uniqueness being lost as Kn → 0. We tackle this problem by examining the stability of inverse problem with varying Kn. We show that, the discrepancy in two measurements is amplified in the reconstructed parameters at the order of Knp (p = 1 or 2), and as a result lead to ill-posedness in the zero limit of Kn. Our results apply to both continuous and discrete settings. Some numerical tests are performed in the end to validate these theoretical findings.

We study a two-parameter family of solutions of the surface Euler equations in which solutions return to a spatial translation of their initial condition at a later time. Pure standing waves and pure traveling waves emerge as special cases at fixed values of one of the parameters. We find many examples of wave crests that nearly sharpen to a corner, with corner angles close to 120 degrees near the traveling wave of greatest height, and close to 90 degrees for large-amplitude pure standing waves. However, aside from the traveling case, we do not believe any of these solutions approach a limiting extreme wave that forms a perfect corner. We also compute nonlinear wave packets, or breathers, which can take the form of NLS-type solitary waves or counterpropagating wave trains of nearly equal wavelength. In the latter case, an interesting phenomenon occurs in which the pressure develops a large DC component that varies in time but not space, or at least varies slowly in space compared to the wavelength of the surface waves. These large-scale pressure zones can move very rapidly since they travel at the envelope speed, and may be partially responsible for microseisms, the background noise observed in earthquake seismographs.

It is often desirable to derive an effective stochastic model for the physical process from observational and/or numerical data. Various techniques exist for performing estimation of drift and diffusion in stochastic differential equations from discrete datasets. In this talk we discuss the question of sub-sampling of the data when it is desirable to approximate statistical features of a smooth trajectory by a stochastic differential equation. In this case estimation of stochastic differential equations would yield incorrect results if the dataset is too dense in time. Therefore, the dataset has to sub-sampled (i.e. rarefied) to ensure estimators' consistency. Favorable sub-sampling regime is identified from the asymptotic consistency of the estimators. Nevertheless, we show that estimators are biased for any finite sub-sampling time-step and construct new bias-corrected estimators.

This talk introduces a framework that uses ordinary differential equations to model, analyze, and interpret gradient-based optimization methods. In the first part of the talk, we derive a second-order ODE that is the limit of Nesterov’s accelerated gradient method for non-strongly objectives (NAG-C). The continuous-time ODE is shown to allow for a better understanding of NAG-C and, as a byproduct, we obtain a family of accelerated methods with similar convergence rates. In the second part, we begin by recognizing that existing ODEs in the literature are inadequate to distinguish between two fundamentally different methods, Nesterov’s accelerated gradient method for strongly convex functions (NAG-SC) and Polyak’s heavy-ball method. In response, we derive high-resolution ODEs as more accurate surrogates for the three aforementioned methods. These novel ODEs can be integrated into a general framework that allows for a fine-grained analysis of the discrete optimization algorithms through translating properties of the amenable ODEs into those of their discrete counterparts. As the first application of this framework, we identify the effect of a term referred to as ‘gradient correction’ in NAG-SC but not in the heavy-ball method, shedding insight into why the former achieves acceleration while the latter does not. Moreover, in this high-resolution ODE framework, NAG-C is shown to boost the squared gradient norm minimization at the inverse cubic rate, which is the sharpest known rate concerning NAG-C itself. Finally, by modifying the high-resolution ODE of NAG-C, we obtain a family of new optimization methods that are shown to maintain the accelerated convergence rates as NAG-C for smooth convex functions. This is based on joint work with Stephen Boyd, Emmanuel Candes, Simon Du, Michael Jordan, and Bin Shi.

The method of geometric optics for incompressible Euler equations is used to study localized shortwave instabilities in ideal fluids. In linear approximation evolution of the shortwave ansatz can be described by a finite dimensional skew-product flow which determines all the linear instabilities coming from essential spectrum. In this talk we will discuss mathematical description of the method, aspects related to vanishing viscosity limit and application to the problem of inherent instability of ideal fluid flows.

I will show results of molecular dynamics simulations of hard disks with non-classical collision rules. In particular, I will focus on how local interactions at the microscopic level between these particles can lead to large-scale coherent dynamics at the mesoscopic level.

This work is inspired by collective behaviors, in the form of vortices and jets, recently observed in bacterial colonies. I will start with a brief summary of basic experimental facts and review a hydrodynamic model developed in collaboration with Thierry Passot (Observatoire de la Cote d'Azur, Nice, France). I will then motivate the need for a complementary approach that includes microscopic considerations, and describe the principal computational issues that arise in molecular dynamics simulations, as well as the standard ways to address them. Finally, I will discuss how classical collision rules that conserve energy and momentum may be modified to describe ensembles of live particles, and will show results of numerical simulations in which such rules have been implemented. Randomness, included in the form of random reorientation of the direction of motion of the particles, plays an important role in the type of collective behaviors that are observed.

The first reaction-diffusion equation developed and studied is the Fisher-KPP equation. Introduced in 1937, this population-dynamics model accounts for the spatial spreading and growth of a species. Various generalizations of this model have been studied in the eighty years since its introduction, including a model with non-local reaction for the cane toads of Australia introduced by Benichou et. al. I will begin the talk by giving an extended introduction on the Fisher-KPP equation and the typical behavior of its solutions. Afterwards I will describe the new model for the cane toads equations and give new results regarding this model. In particular, I will show how the model may be viewed as a perturbation of a local equation using a new Harnack-type inequality and I will discuss the super-linear in time propagation of the toads. The talk is based on a joint work with Bouin and Ryzhik.