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.

Nonlocal models are experiencing a firm upswing recently as more realistic alternatives to the conventional local models for studying various phenomena from physics and biology to materials and social sciences. In this talk, I will describe our recent effort in taming the computational challenges for nonlocal models. I will first highlight a family of numerical schemes -- the asymptotically compatible schemes -- for nonlocal models that are robust with the modeling parameter approaching an asymptotic limit. Second, fast algorithms will be presented to reduce the high computational cost from the numerical implementation of the nonlocal operators. Although new nonlocal models have been gaining popularity in various applications, they often appear as phenomenological models, such as the peridynamics model in fracture mechanics. Here we will try to provide better perspectives of the origin of nonlocality from multiscale modeling and homogenization, which in turn may help the development of more effective numerical methods for homogenization.

The optimal transport (Monge-Kantorovich) problem is a variational problem involving transportation of mass subject to minimizing some kind of energy, and it arises in connection with many parts of math, both pure and applied. In this talk, I will discuss a numerical algorithm to approximate solutions in the semi-discrete case. We propose a damped Newton algorithm which exploits the structure of the associated dual problem, and using geometric implications of the regularity theory of Monge-Amp{\`e}re equations, we are able to rigorously prove global linear convergence and local superlinear convergence of the algorithm. This talk is based on joint work with Quentin M{\’e}rigot and Boris Thibert.

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).

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.

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.

A pressure difference across a liquid layer will accelerate it. For incompressible and inviscid motion, it is possible to describe the motion of the surfaces through boundary integral techniques. In particular, dipole distributions can be used together with an external flow that specifies the acceleration. The classical Rayleigh-Taylor instability and the creation of bubbles at an orifice are two important applications. A new method for the numerical approximation of the boundary integrals removes the difficulties associate with surfaces in close proximity.

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.

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.

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.

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.

The Explicit Jump Immersed Interface Method (EJIIM) is a finite difference method for elliptic partial differential equations that, like all Immersed Interface Methods, works on a regular grid in spite of non-grid aligned discontinuities in equation parameters and solution. The specific idea is to introduce jumps in function and its derivatives explicitely as additional variables. We present a finite difference based EJIIM for the stationary Stokes flow in saddle point formulation. Challenges related to staggered grid, fast Stokes solver and non-simply connected domains will be discussed.

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.

Coarsening is the phenomenon where many objects (water drops, molecular islands, particles in a freezing liquid) becoming smaller in number but larger in size in an orderly way. This talk will examine modeling one such system, nanoscopic liquid drops, through three models: a PDE for the fluid, a coarsening dynamical system for the drops, and an LSW-type ensemble model for the distribution of drops. We will find self-similar solutions for the drop population valid for intermediate times and discuss transient effects that can delay the self-similar scaling.

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.

In this talk, we will introduce a dynamic mathematical model that describes the interaction of the immune system with the human immunodeficiency virus (HIV). Using optimal control theory, we will illustrate that optimal dynamic multidrug therapies can produce a drug dosing strategy that exhibits structured treatment interruption, a regimen in which patients are cycled on and off therapy. In addition, sensitivity analysis of the model including both classical sensitivity functions and generalized sensitivity functions will be presented. Finally, we will describe how stochastic estimation can be used to filter and estimate states and parameters from noisy data. In the course of this analysis it will be shown that automatic differentiation can be a powerful tool for this type of study.

There are two proofs of Vinogradov's Mean Value Theorem (VMVT), the harmonic analysis decoupling proof by Bourgain, Demeter, and Guth from 2015 and the number theoretic efficient congruencing proof by Wooley from 2017. While there has been some work illustrating the relation between these two methods, VMVT has been around since 1935. It is then natural to ask: What does previous partial progress on VMVT look like in harmonic analysis language? How similar or different does it look from current decoupling proofs? We talk about a classical argument due to Karatsuba that shows VMVT "asymptotically" and interpret this in decoupling language. This is joint work with Brian Cook, Kevin Hughes, Olivier Robert, Akshat Mudgal, and Po-Lam Yung.

In 1953, the physicist P.E. Rouse proposed to model polymers in dilute solution by taking the polymer to be a series of beads connected by Gaussian springs. Neglecting inertia, the dynamics are set by a balance between the thermal fluctuations in the fluid and the elastic restoring force of the springs. One year later, B. Zimm noted that a polymer will interact with itself through the fluid in a qualitatively meaningful way. In this talk, we consider a more recent Langevin equation approach to dealing with hydrodynamic self-interaction. This involves coupling the continuum scaling limit of the Rouse model with stochastically forced time-dependent Stokes equations. The resulting pair of parabolic SPDE, with non-linear coupled forcing, presents a number of mathematical challenges. On the way to providing an existence and uniqueness result, we shall take time to develop relevant stochastic tools, and consider the modeling implications of certain technical results.

In this work, we combine the adaptive mesh refinement (AMR) framework with high order finite difference weighted essentially non-oscillatory (WENO) method in space and TVD Runge-Kutta (RK) method in time (WENO-RK) for hyperbolic conservation laws. Our goal is to realize mesh adaptivity in the AMR framework, while maintaining very high (higher than second) order accuracy of the WENO-RK method in the finite difference setting. To maintain high order accuracy, we use high order prolongation in both space (WENO interpolation) and time (Hermite interpolation) from the coarse to find grid, and at ghost points. The resulting scheme is high order accuracy, robust and efficient, due to the mesh adaptivity and has high order accuracy in both space and time. We have experimented the third and fifth order AMR-finite difference WENO-RK schemes. The accuracy of the scheme is demonstrated by applying the method to several smooth test problems, and the quality and efficiency are demonstrated by applying the method to the shallow water and Euler equations with different challenging initial conditions. From our numerical experiment, we conclude a significant improvement of the fifth order AMR - WENO scheme over the third order one, not only in accuracy for smooth problems, but also in its ability in resolving complicated solution structures, which we think is due to the very low numerical diffusion of high order schemes. This work is in collaboration with Dr. Chaopeng Shen and Professor Jing-Mei Qiu.

This talk will be concerned with nonlinear analogues of the classical methods of analysis for exponential integrals that one uses to study singular limits for linear wave propagation problems solved by Fourier transforms. These analogues apply to nonlinear wave problems that may be treated by a nonlinear analogue of the Fourier transform, the "inverse-scattering transform". We will discuss the use of these techniques to study the semiclassical limit for the focusing nonlinear Schr\"odinger (NLS) equation, and we will also mention some recent work on the modified focusing NLS equation (an equation that tries to make up for shortcomings of the focusing NLS equation arising from modulational instability) and the sine-Gordon equation. The work on sine-Gordon is joint with Robert Buckingham, a recent Duke PhD.

High performance transducers utilizing piezoceramic, electrostrictive, magnetostrictive or shape memory elements offer novel control capabilities in applications ranging from flow control to precision placement for nanoconstruction. To achieve the full potential of these materials, however, models, numerical methods and control designs which accommodate the constitutive nonlinearities and hysteresis inherent to the compounds must be employed. Furthermore, it is advantageous to consider material characterization, model development, numerical approximation, and control design in concert to fully exploit the novel sensor and actuator capabilities of these materials in coupled systems.

In this presentation, the speaker will discuss recent advances in the development of model-based control strategies for high performance smart material systems. The presentation will focus on the development of unified nonlinear hysteresis models, inverse compensators, reduced-order approximation techniques, and nonlinear control strategies for high precision or high drive regimes. The range for which linear models and control methods are applicable will also be outlined. Examples will be drawn from problems arising in structural acoustics, high speed milling, deformable mirror design, artificial muscle development, tendon design to minimize earthquake damage, and atomic force microscopy.

In vertebrates, ovulation is triggered by a surge of luteinizing hormone (LH) from the pituitary. The precise mechanism by which rising estradiol (E2) from the ovaries initiates the LH surge in the human menstrual cycle remains a mystery. The mystery is due in part to the bimodal nature of estradiol feedback action on LH secretion, and in part to disagreement over the site of the feedback action.

We will describe a differential equations model in which the mysterious bimodality of estradiol action arises from the electrical connectivity of a network of folliculo-stellate cells in the pituitary. The mathematical model is based as closely as possible on current experimental data, and is being used to design and conduct new experiments. No biological background will be assumed.

Taylor-Couette flow provides one of the pre-eminent examples of bifurcation in fluid dynamics. This phrase refers to the flow between concentric rotating cylinders. If the rotation speed is sufficiently rapid, the primary rotary flow around the axis becomes unstable, leading to a steady secondary flow in approximately periodic cells. Assuming infinite cylinders and exact periodicity in his theory, Taylor obtained remarkable agreement with experiment for the onset of instability, agreement that remains unsurpassed in fluid mechanics to this day. This talk is concerned with incorporating the effect of finite-length cylinders into the theory, an issue whose importance was emphasized by Benjamin. Numerous experiments and simulations of the Navier Stokes equations all support to the following, seemingly paradoxical, observations: No matter how long the apparatus, finite-length effects greatly perturb many of the bifurcating flows but, provided the cylinders are long, hardly perturb others. We understand this paradox as a result of symmetry breaking. The relevant symmetry, which is only approximate, is a symmetry between two normal-mode flows with large, and nearly equal, numbers of cells.

Topological insulators (TIs) are materials characterized by topological invariants. One of their remarkable features is the asymmetric transport observed at the interface between materials in different topological phases. Such transport is itself described by a topological invariant, and therefore ``protected" against random perturbations. This immunity makes TIs extremely promising for many engineering applications and actively researched.

In this talk, we present a PDE model for such TIs, introduce a topology based on indices of Fredholm operators, and analyze the influence of random perturbations. We confirm that topology is an obstruction to Anderson localization, a hallmark of wave propagation in strongly heterogeneous media in the topologically trivial case and to some extent quantify what is or is not protected topologically. For instance, a quantized amount of transmission is protected while back-scattering, a practical nuisance, is not.

We present several versions of non-overlapping Domain Decomposition Methods (DDM) for the solution of Helmholtz transmission problems for (a) multiple scattering configurations, (b) bounded composite scatterers with piecewise constant material properties, and (c) layered media. We show that DDM solvers give rise to important computational savings over other existing solvers, especially in the challenging high-frequency regime.

The Patlak-Keller-Segel equations (PKS) are widely applied to model the chemotaxis phenomena in biology. It is well-known that if the total mass of the initial cell density is large enough, the PKS equations exhibit finite time blow-up. In this talk, I present some recent results on applying additional fluid flows to suppress chemotactic blow-up in the PKS equations. These are joint works with Jacob Bedrossian and Eitan Tadmor.