We describe a general Bayesian approach for using computer codes for a complex physical system to assist in forecasting actual system outcomes. Our approach is based on expert judgements and experiments on fast versions of the computer code. These are combined to construct models for the relationships between the code's inputs and outputs, respecting the natural space/time features of the physical system. The resulting beliefs are systematically updated as we make evaluations of the code for varying input sets and calibrate the input space against past data on the system. The updated beliefs are then used to construct forecasts for future system outcomes. While the approach is quite general, it has been developed particularly to handle problems with high-dimensional input and output spaces, for which each run of the computer code is expensive. The methodology will be applied to problems in uncertainty analysis for hydrocarbon reservoirs.

This lecture, which assumes only a basic abstract algebra background, provides an introduction to the Galois theory of linear ordinary differential equations. At present, no algorithm exists for computing the Galois group of an arbitrary equation. We will give a survey of recent work on some special classes of equations, including results to be included in the speaker's PhD dissertation.

One of the classical examples of hydrodynamic instability occurs when two fluids are separated by a free surface across which the tangential velocity has a jump discontinuity. This is called Kelvin-Helmholtz Instability. Kelvin-Helmholtz instability is a fundamental instability of incompressible fluid flow at high Reynolds number. The idealization of a shear layered flow as a vortex sheet separating two regions of potential flow has often been used as a model to study mixing properties, boundary layers and coherent structures of fluids. In a joint work with G. Hu and P. Zhang, we study the singularity of 3-D vortex sheets using a new approach. First, we derive a leading order approximation to the boundary integral equation governing the 3-D vortex sheet. This leading order equation captures the most singular contribution of the integral equation. Moreover, after applying a transformation to the physical variables, we found that this leading order 3-D vortex sheet equation de-generates into a two-dimensional vortex sheet equation in the direction of the tangential velocity jump. This rather surprising result confirms that the tangential velocity jump is the physical driving force of the vortex sheet singularities. It also shows that the singularity type of the three-dimensional problem is similar to that of the two-dimensional problem. Detailed numerical study will be provided to support the analytical results, and to reveal the generic form and the three-dimensional nature of the vortex sheet singularity.

A major problem of Petroleum engineering si the prediction of future oil and water production from a reservoir whose properties are inferred from measurements along well paths, and from observations of pressure, production, and fluid saturations at well locations. If the properties of the porous material were known at all locations, and all boundary conditions were specified, the production rates of fluids would be computed from the numerical solution of a set of partial differential equations governing mass conservation and flow. Rock properties are known to be heterogeneous on many scales, however, and the measurements are always insufficient to determine the properties throughout the reservoir. In the petroleum and groundwater fields, rock properties (permeability and porosity) are modeled as spatial random fields, whose auto-covariance and cross-covariances are known from ovservations of outcrops and cores. Uncertainty in future production is characterized by the empirical distribution from the suite of realizations of rock properties. The problem is assessing uncertainty in reservoir production or groundwater remediation predictions is that while valid prodecures for sampling the posterior pdf are available, the computational cost of generating the necessary number of samples from such procedures is prohibitive. An increase in computer speed is unlikely to solve this problem as the trend has been to build more complex numerical models of the reservoir as computer capability increases. Most recent effort has gone in to approximate methods of sampling. In this talk, I will describe our experience with the use of Markov Chain Monte Carlo methods and with approximate sampling methods.

The PLANET collaboration has monitored nearly 100 microlensing events of which more than 20 have the sensitivity required to detect perturbations due to a planetary companion to the primary lens. No planets have been detected. These null results indicate that Jupiter mass planets with separations from 1-5 AU are not common -- the first such limits for extrasolar planets at these separations by any technique. While interpretation of null results is not trivial, interpretation of future detections will be substantially more difficult, due to degeneracies among the planetary fit parameters and degeneracies with perturbations due to other, non-planetary phenomena. The analysis is further complicated by the unusual situation that observational strategies are altered real-time when perturbations are detected. I discuss these difficulties and present methods to cope with them. Finally, I discuss future prospects for microlensing planet searches.

We discuss a new class of cubic interpolating and approximating "L₁ splines" that preserve the shape both of smooth data and of data with abrupt changes in magnitude or spacing. The coefficients of these splines are calculated by minimizing the L₁ norm of the second derivatives. These splines do not require constraints, penalties, a posteriori filtering or interaction with the user. Univariate and multivariate cases are treated in one and the same framework. L₁ splines are implemented using efficient interior-point methods for linear programs.

We investigate the behavior of the interface between two fluids. We are interested in the singularities which develop when the bridge connecting two pieces of fluid goes to zero thickness. One physical situation is Hele-Shaw flow: two fluids are trapped between parallel glass plates and feel frictional forces. Another situation is a cylindrically symmetrical stream, for example, in a dripping faucet. In a third case, a fluid in an electric or magnetic field which pulls off a piece of fluid ending in a sharp point. The last case has an interface between a light and a heavier fluid being sucked up as in a drinking straw. At a critical value of the sucking, a very thin bridge of the heavy fluid is formed. Analytical, numerical, and experimental methods are used to describe what happens right around the pinchoff of these bridges. Much of the resulting behavior can be understood via scaling arguments.

Experiments on knotted DNA molecules suggest that certain physical properties of DNA knots can be predicted from a corresponding ideal shape. Intuitively, when a given knot in a piece of string is pulled tight, it always achieves roughly the same geometrical configuration, with a minimum length of string within the knot. Such a configuration is called an ideal shape for the knot, and approximations of ideal shapes in this sense have been found via a series of computer experiments. These shapes have intriguing physical features and have been shown to capture average properties of knotted polymers. But when does a shape satisfy the intuitive geometrical definition for ideality? In this talk I show that ideal shapes can be understood using only elementary (but new!) mathematics. In particular, I show that global curvature, a very natural and simple generalization of the classic concept of local curvature, leads to a simple characterization of an ideal shape and to a necessary condition for ideality. Another application of global curvature can be found in characterizing the equilibria of knotted curves or rods, which may exhibit self-contact after sufficient twisting. Here global curvature provides a simple way to formulate the constraint that prevents a rod from passing through itself.

After the sun, the oceans are the most significant contributor to our climate. Oceanic surface gravity waves are thought to have no influence on the global circulation of the oceans. However, oceanic surface gravity waves have a mean Lagrangian motion, the Stokes drift. This talk will present preliminary results that suggest that the dynamics of basin-scale oceanic currents are modified by the presence of the Stokes drift. In places where the Stokes drift is significant, it is possible that the ocean circulation, and hence climate, is not entirely well captured by present day models of the general circulation.

Special day: Thursday, 4pm, Room 120 Physics

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.

The connection between large N gauge theories and string theories is typically made perturbatively. Namely, the Taylor expansion in 1/N corresponds to the genus expansion in string theory. Instanton effects in the gauge theory, however, go like exp(-N) and correspond to non-perturbative effects in the string theory. I will argue, in the context of the N=4 super Yang-Mills theory, how very non-trivial large N non-renormalization theorems in this instanton sector follow simply from the dual string description. The argument assumes little other than the existence of a derivative expansion in string theory. As a particular example, one can explain the striking agreement found by Dorey et al between certain weak coupling instanton calculations and the strong coupling predictions of supergravity.

A plethora of biological and chemical pattern formation problems are modeled using coupled reaction-diffusion equations of activator-inhibitor type. In 1993, the new phenomenon of self- -replicating spots and pulses was discovered in the Gray-Scott model and in a ferrocyanide reaction it models, by John Pearson and Harry Swinney and collaborators. In this talk, we present an analysis of pulse splitting. Furthermore, it turns out that the perturbation theory developed for the Gray-Scott analysis can be extended in a natural way to analyze a general class of coupled activator-inhibitor systems, including the Gierer-Meinhart and Schnakenberg models, in order to determine whether pulses attract or repel each other, and if they repel, whether they also the undergo self-replication. The work may be classified as a treatment of the moderately strong and strong pulse interaction problem. This work is part of a larger collaborative project with Arjen Doelman, Wiktor Eckhaus, Rob Gardner and my student Dave Morgan. We will conclude with some open questions.

One of the pressing problems in the analysis of reaction-diffusion equations is obtaining accurate and reliable estimates of the error of numerical solutions. Recently, we made significant progress using a new approach that at the heart is computational rather than analytical. I will describe a framework for deriving and analyzing a posteriori error estimates, discuss practical details of the implementation of the theory, and illustrate the error estimation using a variety of well-known models. I will also briefly describe an application of the theory to the class of problems that admit invariant rectangles and discuss the preservation of invariant rectangles under discretization.

We study the physics of D6 branes wrapped on supersymmetric three-cycles in type IIA string theory. In particular, we argue that although the superpotential in the resulting field theories vanishes to all orders in \alpha', nonperturbative contributions (from disk instantons) should generically be present. We discuss how mirror symmetry can relate these to tree-level sigma model computations in some circumstances. We also present an illustration of the role that background closed string moduli play in the brane worldvolume theory.

The p-power torsion of a family of elliptic curves in characteristic p defines a local system on the base space. Igusa shows that the associated monodromy representation is maximal, in the sense that the image of the fundamental group is the full automorphism group of a fiber. I will discuss variants of this situation which can make the group in question bigger (higher-dimensional abelian varieties), smaller (with large endomorphism rings), or simply different (and no physical p-torsion). I hope to interpret these results as statements about certain differential equations.

Adaptive methods for solving systems of partial differential equations have become widespread. Robust adaptive software for solving parabolic systems in one and two space dimensions is now widely available. Three spatial adaptive strategies and combinations thereof are frequently employed: mesh refinement (h-refinement); mesh motion (r-refinement); and order variation (p-refinement). These adaptive strategies are driven by a priori and a posteriori error estimates. I will present an adaptive h-refinement finite element code in three dimensions on structured grids. These structured grids contain irregular nodes. Solution values at these nodes are determined by continuity requirements across element boundaries rather than by the differential equations. The differential-algebraic system resulting from the spatial discretization is integrated using Linda Petzold's multistep DAE code DASPK. The large linear systems resulting from Newton's method applied to nonlinear system of differential algebraic equations is solved using preconditioned GMRES. In DASPK the matrix-vector products needed by GMRES are approximated by a ``directional derivative''. Thus, the Jacobian matrix need not be assembled. However, this approach is inefficient. I have modified DASPK to compute the matrix-vector product using stored Jacobian matrix. As in the earlier version of DASPK, DASSL, this matrix is kept for several time steps before being updated. I will discuss appropriate preconditioning strategies, including fast-banded preconditioners. In three dimensions when using multistep methods for time integration it is crucial to use a ``warm restart'', that is, to restart the dae solver at the current time step and order. This requires interpolation of the history information. The interpolation must be done in such a way that mode irregularity is enforced on the new grid. A posteriori error estimates on uniform grids can easily be generalized from two-dimensional results (Babuska and Yu showed that in the case of odd order elements, jumps across elemental boundaries give accurate estimates, and in the case of even order elements, local parabolic systems must be solved to obtain accurate estimates). Babuska's work can even be generalized to meshes with irregular modes but now they no longer converge to the true error (in the case of odd order elements). I have developed a new set of estimates that extend the work of Babuska to irregular meshes and finite difference methods. These estimates provide a posteriori error indicators in the finite element context. Several examples that demonstrate the effectiveness of the code will be given.

Most dangerous cardiac arrhythmia, ventricular fibrillation (VF), is characterized by chaotic electrical behavior of the tissue. At the onset of the first, more organized stage of VF waves of electric activity in the heart become reentrant leading to fast irregular contraction. Better understanding of the mechanisms underlying early VF events will lead to more efficient treatment. Reentry induction has been performed in several experiments. We devise a model of cardiac tissue and use it to obtain a close match to the experimental results. The model combines macroscopic and microscopic properties of cardiac tissue.

We discuss aspects of the renormalization group flow of quiver gauge theories in two dimensions, with little or no supersymmetry, in the spirit of earlier work of Zamolodchikov on non-supersymmetric Landau-Ginzburg theory. By using a variety of techniques including analysis of chiral symmetries, identification of operators, and analysis of perturbative gauge theory diagrams, we show that these theories can (at least) be fine-tuned to flow to orbifold conformal field theory in the infrared. This provides a linear sigma model description of string backgrounds with no spacetime supersymmetry, whose applications and limitations we begin to explore.

In a remarkable paper, Gopakumar and Vafa have used M-theory to assign BPS invariants to families of holomorphic curves which are believed to yield the Gromov-Witten invariants. In this talk, techniques of algebraic geometry are developed for calculating these invariants which agree with mirror symmetry results in examples. The proper mathematical context for complete generalization of these ideas appears to require geometric invariant theory.

A general consumer--resource model assuming discrete consumers and a continuously structured resource is examined. We study two foraging behaviors, which lead to fixed and flexible patch residence times, in conjunction with a simple consumer energetics model linking resource consumption, foraging behavior, and metabolic costs. Results indicate a single evolutionarily stable foraging strategy for fixed and flexible foraging in a nonspatial environment, but flexible foraging in a spatial environment leads to consumer grouping, which affects the resource distribution such that no single foraging strategy can exclude all other strategies. This evolutionarily stable coexistence of multiple foraging strategies may help explain a dichotomous pattern observed in a wide variety of natural systems.

We investigate the effect of finite horizontal boundary properties on the critical Rayleigh and wave numbers for controlled Rayleigh-Benard convection in an infinite horizontal domain. Specifically, we examine boundary thickness, thermal diffusivity and thermal conductivity. Our control method is through perturbation of the lower boundary heat flux. A linear differential-proportional control law uses the local amplitude of a shadowgraph to actively distribute the lower boundary heat flux. Realistic boundary conditions for laboratory experiments are selected. Through linear stability analysis and experiment we examine the important boundary properties and make predictions of the properties necessary for successful control experiments. A surprising finding of this work is that for certain realistic parameter ranges, one may find an isola to time-dependent convection as the primary bifurcation.

Many physical problems involve interfaces. Examples include phase transition problems where the interface separates the solid and liquid regions, bubble simulation, Hele-Shaw flow, composite materials, and many other important physical phenomena. Mathematically, interface problems usually lead to differential equations whose input data and solutions have discontinuities or non-smoothness across interfaces. As a result, many standard numerical schemes do not work or work poorly for interface problems. This is an introductory talk about the interface problems and our immersed interface method. Through some simple examples, I will try to explain the problems of our interest and related background information. Then I will present our method for some typical model problems in two dimensions. Our method can handle both discontinuous coefficients and singular sources. The main idea is to incorporate the known jumps in the solution and its derivatives into the finite difference scheme, obtaining a modified scheme on the uniform grid for quite arbitrary interfaces. The second part of the talk will focus on applications of the methods combined with the the level set method for moving interface problems: including the Stokes flow with different surface tension, the simulation of Hele-Shaw flow, and computation of crystal growth.