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.

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).

In this talk, I will discuss three ingredients of optimization theory in the context of MCMC: Non-convexity, Acceleration, and Stochasticity.

I will focus on a class of non-convex objective functions arising from mixture models. For that class of objective functions, I will demonstrate that the computational complexity of a simple MCMC algorithm scales linearly with the model dimension, while optimization problems are NP-hard.

I will then study MCMC algorithms as optimization over the KL-divergence in the space of measures. By incorporating a momentum variable, I will discuss an algorithm which performs "accelerated gradient descent" over the KL-divergence. Using optimization-like ideas, a suitable Lyapunov function is constructed to prove that an accelerated convergence rate is obtained.

Finally, I will present a general recipe for constructing stochastic gradient MCMC algorithms that translates the task of finding a valid sampler into one of choosing two matrices. I will then describe how stochastic gradient MCMC algorithms can be applied to applications involving temporally dependent data, where the challenge arises from the need to break the dependencies when considering minibatches of observations.

Matroids are combinatorial objects that model various types of independence. They appear several fields mathematics, including graph theory, combinatorial optimization, and algebraic geometry. In this talk, I will introduce the theory of matroids along with the closely related class of polynomials called strongly log-concave polynomials. Strong log-concavity is a functional property of a real multivariate polynomial that translates to useful conditions on its coefficients. Discrete probability distributions defined by these coefficients inherit several of these nice properties. I will discuss the beautiful real and combinatorial geometry underlying these polynomials and describe applications to random walks on the faces of simplicial complexes. Consequences include proofs of Mason's conjecture that the sequence of numbers of independent sets of a matroid is ultra log-concave and the Mihail-Vazirani conjecture that the basis exchange graph of a matroid has expansion at least one. This is based on joint work with Nima Anari, Kuikui Liu, and Shayan Oveis Gharan.

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.

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.

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.

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.

The kernel-free boundary integral method is a Cartesian grid based method for solving elliptic partial differential equations (PDEs). It solves elliptic PDEs in the framework of boundary integral equations (BIEs). The method evaluates boundary and volume integrals by solving equivalent simple interface problems on Cartesian grids. It takes advantages of the well-conditioning properties of the BIE formulation, the convenience of grid generation with Cartesian grids and the availability of fast and efficient elliptic solvers for the simple interface problems. In this talk, I will present recent developments of the method for the reaction-diffusion equations in computational cardiology, the nonlinear Poisson-Boltzmann equation in biophysics, the Stokes equation in fluid dynamics as well as some free boundary and moving interface problems.

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.

Certain diffusive PDEs can be viewed as infinite-dimensional gradient flows. This fact has led to the development of new tools in various areas of mathematics ranging from PDE theory to data science. In this talk, we focus on two different directions: model-driven approaches and data-driven approaches. In the first part of the talk we use gradient flows for analyzing non-linear and non-local aggregation-diffusion equations when the corresponding energy functionals are not necessarily convex. Moreover, the gradient flow structure enables us to make connections to well-known functional inequalities, revealing possible links between the optimizers of these inequalities and the equilibria of certain aggregation-diffusion PDEs. We present recent results on properties of these equilibria and long-time asymptotics of solutions in the setting where attractive and repulsive forces are in competition. In the second part, we use and develop gradient flow theory to design novel tools for data analysis. We draw a connection between gradient flows and Ensemble Kalman methods for parameter estimation. We introduce the Ensemble Kalman Sampler - a derivative-free methodology for model calibration and uncertainty quantification in expensive black-box models. The interacting particle dynamics underlying our algorithm can be approximated by a novel gradient flow structure in a modified Wasserstein metric which reflects particle correlations. The geometry of this modified Wasserstein metric is of independent theoretical interest.

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.

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We derive quantitative estimates proving the propagation of chaos for large stochastic systems of interacting particles. We obtain explicit bounds on the relative entropy between the joint law of the particles and the tensorized law at the limit. Technically, the heart of the argument are new laws of large numbers at the exponential scale, proved through an explicit combinatorics approach. Our result only requires weak regularity on the interaction kernel in negative Sobolev spaces, thus including the Biot-Savart law and the point vortices dynamics for the 2d incompressible Navier-Stokes. For dissipative gradient flows, we may allow any singularity lower than the Poisson kernel. This talk corresponds to a joint work with Z. Wang and an upcoming work with D. Bresch and Z. Wang.

Many partial differential equation models arising in applications generate complex patterns evolving with time which are hard to quantify due to the lack of any underlying regular structure. Such models often include some element of stochasticity which leads to variations in the detail structure of the patterns and forces one to concentrate on rougher common geometric features. From a mathematical point of view, algebraic topology suggests itself as a natural quantification tool. In this talk I will present some recent results for both the deterministic and the stochastic Cahn-Hilliard equation, both of which describe phase separation in alloys. In this situation one is interested in the geometry of time-varying sub-level sets of a function. I will present theoretical results on the pattern formation and dynamics, show how computational homology can be used to quantify the geometry of the patterns, and will assess the accuracy of the homology computations using probabilistic methods.

Some reaction-advection-diffusion equations admit traveling wave solutions; these are simple models of a combustion reaction spreading with constant speed. Even in a random medium, solutions to the initial value problem may develop fronts propagating with a well-defined asymptotic speed. First, I will describe this behavior when the nonlinearity is the Kolmogorov-Petrovsky-Piskunov (KPP) type nonlinearity and the randomness comes from a prescribed random drift (a simple model of turbulent combustion). Next, I will describe propagation of fronts when the nonlinearity is a random ignition-type nonlinearity. In the latter case, there exist special solutions that generalize the notion of a traveling wave in the random setting.

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.

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 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.

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.

Fluid velocities and Brownian effects at nanoscales in the near-wall r egion of microchannels can be experimentally measured in an image plane parallel to the wall, using for example, an evanescent wave illumination technique combi ned with particle image velocimetry [R. Sadr et al., J. Fluid Mech. 506, 357-367 (2004)]. Tracers particles are not only carried by the flow, but they undergo r andom fluctuations, the details of which are affected by the proximity of the wa ll. We study such a system under a particle based stochastic approach (Langevin) . We present the modeling assumptions and pay attention to the details of the si mulation of a coupled system of stochastic differential equations through a Mils tein scheme of strong order of convergence 1. Then we demonstrate that a maximum likelihood algorithm can reconstruct the out-of-plane velocity profile, as spec ified velocities at multiple points, given known mobility dependence and perfect mean measurements. We compare this new method with existing cross-correlation t echniques and illustrate its application for noisy data. Physical parameters are chosen to be as close as possible to the experimental parameters.

The upper respiratory tract is the portal of entry for inhaled air and anything we breath in with it. For most of us, the nasal passages do most of the work cleansing, humidifying, and warming inhaled air using a lining of highly vascularized tissue coated with mucus. This tissue is susceptible to damage from inhaled material, can adversely affect life quality if deformed or diseased, and is a potential route of systemic exposure via circulating blood. To understand nasal physiology and the effects of inhalants on nasal tissue, information on airflow, gas uptake and particle deposition patterns is needed for both laboratory animals and humans. This information is often difficult to obtain in vivo but may be estimated with three-dimensional computational fluid dynamics (CFD) models. At CIIT Centers for Health Research (CIIT-CHR), CFD models of nasal airflow and inhaled gas and particle transport have been used to test hypotheses about mechanisms of toxicity, help extrapolate laboratory animal data to people, and make predictions for human health risk assessments, as well as study surgical interventions and nasal drug delivery. In this talk an overview of CIIT-CHR's nasal airflow modeling program will be given with the goal of illustrating how CFD modeling can help researchers clarify, organize, and understand the complex structure, function, physiology, pathobiology, and utility of the nasal airways.

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 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.

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.

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.