Construction of near optimal oscillatory regimes in singularly perturbed control systems via solutions of Hamilton-Jacobi-Bellman inequalities. Problems of optimal control of systems evolving in multiple time scales arise in a great variety of applications (from diet to environmental modelling). This project addresses the challenge of analytically and numerically constructing rapidly oscillating controls that would 'near optimally coordinate' the slow and fast dynamics.
Multiscale modelling of systems with complex microscale detail. In modern science and engineering many complex systems are described by distinctly different microscale physical models within different regions of space. This project is to develop systematic mathematical and computational methods for the compact and accurate macroscale modelling and computation of such systems for application in industrial research and development. Our sparse simulations, justified with mathematical analysis, use ....Multiscale modelling of systems with complex microscale detail. In modern science and engineering many complex systems are described by distinctly different microscale physical models within different regions of space. This project is to develop systematic mathematical and computational methods for the compact and accurate macroscale modelling and computation of such systems for application in industrial research and development. Our sparse simulations, justified with mathematical analysis, use small bursts of particle/agent simulations, PDEs, or difference equations, to efficiently evaluate macroscale system-level behaviour. The objective is to accurately interface between disparate microscale models and establish provable predictions on how the microscale parameter spaces resolve at the macroscale.Read moreRead less
Multiscale modelling of systems with complex microscale detail. This project aims to develop systematic mathematical and computational methods for the compact and accurate macroscale modelling of systems with microscopic irregular details. The methodology, justified with mathematical analysis and computation, uses small bursts of particle/agent simulations, partial differential equation (PDEs), or difference equations, to efficiently predict macroscale behaviour. This project’s mathematical meth ....Multiscale modelling of systems with complex microscale detail. This project aims to develop systematic mathematical and computational methods for the compact and accurate macroscale modelling of systems with microscopic irregular details. The methodology, justified with mathematical analysis and computation, uses small bursts of particle/agent simulations, partial differential equation (PDEs), or difference equations, to efficiently predict macroscale behaviour. This project’s mathematical methodology aims to efficiently and accurately extract and simulate the collective dynamics which emerge on macroscales, leading to improved prediction and understanding of the significant features of these complex systems at the scale relevant to engineers and scientists.Read moreRead less
Integrating rifts and swell in the mathematics of ice shelf disintegration. Antarctic ice-shelf disintegrations have the alarming potential to cause rapid sea level rise, through accelerated discharge of the Antarctic Ice Sheet and initiating runaway Ice Sheet destabilisations. The project aims to develop a mathematical model of swell-induced ice-shelf vibrations in a coupled ocean–shelf 3D framework, focusing on interactions between vibrations and the rift networks that characterise outer shelf ....Integrating rifts and swell in the mathematics of ice shelf disintegration. Antarctic ice-shelf disintegrations have the alarming potential to cause rapid sea level rise, through accelerated discharge of the Antarctic Ice Sheet and initiating runaway Ice Sheet destabilisations. The project aims to develop a mathematical model of swell-induced ice-shelf vibrations in a coupled ocean–shelf 3D framework, focusing on interactions between vibrations and the rift networks that characterise outer shelf margins before disintegration. Accurate, efficient solutions will be developed by fusing powerful approximation theories, and validated by numerical solutions. The model will be combined with state-of-the-art data to predict trends in Antarctica’s remaining ice shelves and indicate potential future disintegrations.Read moreRead less
Modeling, Mathematical Analysis, and Computation of Multiscale Systems. This project develops and implements a systematic approach, both analytic and computational, to extract compact, accurate, system level models of complex physical and engineering systems. Our wide ranging methodology is to construct computationally efficient "wrappers" around fine scale, microscopic, detailed descriptions of dynamical systems (particle or molecular simulation, or PDE or lattice equations). Comprehensively a ....Modeling, Mathematical Analysis, and Computation of Multiscale Systems. This project develops and implements a systematic approach, both analytic and computational, to extract compact, accurate, system level models of complex physical and engineering systems. Our wide ranging methodology is to construct computationally efficient "wrappers" around fine scale, microscopic, detailed descriptions of dynamical systems (particle or molecular simulation, or PDE or lattice equations). Comprehensively accounting for multiscale interactions between subgrid processes among macroscale variations ensures stability and accuracy. Based on dynamical systems theory and analysis, our approach will empower systematic analysis and understanding for optimal macroscopic simulation for forthcoming exascale computing. Read moreRead less
Occupational measures, perturbations and complex deterministic systems. When tackling complex problems, scientists and engineers seek methods that judiciously exploit stochasticity and perturbations as antidotes to unpredictability of outputs that the latter can induce if they inadvertently influence their models. The project proposes for this study vaccine-like perspective of stochasticity and singular perturbations.
Shining the light on geometry of microstructured optical fibres. A fast, powerful computer code using new mathematical models and techniques will be produced and experimentally validated, for use in development of novel microstructured optical fibres for telecommunications and other applications. This code will reduce the time-consuming and expensive experimental iteration needed for development of these fibres.
Mathematics the key to modern glass and polymer fibre technology. This project aims to develop fully coupled flow and energy models to determine the preform structure and fibre-drawing parameters needed to fabricate a desired microstructured optical fibre by stretching of the preform to a fibre. It will focus on polymer to develop a non-Newtonian flow model, which can handle the subset of Newtonian glass fibre drawing. It will develop fast, powerful three-dimensional predictive tools to solve th ....Mathematics the key to modern glass and polymer fibre technology. This project aims to develop fully coupled flow and energy models to determine the preform structure and fibre-drawing parameters needed to fabricate a desired microstructured optical fibre by stretching of the preform to a fibre. It will focus on polymer to develop a non-Newtonian flow model, which can handle the subset of Newtonian glass fibre drawing. It will develop fast, powerful three-dimensional predictive tools to solve the models and experimentally validate solutions. This work will direct future design of microstructured optical fibres to empower next-generation optical-fibre technologies. Expected outcomes are fibre designs for telecommunications, medicine, biotechnology, sensing and imaging.Read moreRead less
The fundamental equations for inversion of operator pencils. This project seeks to deepen understanding of how complex systems may be significantly changed by incremental changes to ambient conditions. Mathematical models of complex systems (climate change processes, optimal driving strategies, efficient distribution policies, effective search routines) often depend on key parameters. If small perturbations to the parameters cause large changes to the solution, then the perturbations are said to ....The fundamental equations for inversion of operator pencils. This project seeks to deepen understanding of how complex systems may be significantly changed by incremental changes to ambient conditions. Mathematical models of complex systems (climate change processes, optimal driving strategies, efficient distribution policies, effective search routines) often depend on key parameters. If small perturbations to the parameters cause large changes to the solution, then the perturbations are said to be singular. This project aims to reveal the underlying mathematical structures and develop new computational algorithms to analyse a general class of perturbed systems both locally near an isolated singularity and globally. It plans to use these algorithms to solve systems of equations, calculate generalised inverse operators, examine perturbed Markov processes, and estimate exit times from meta-stable states in stochastic population dynamics.Read moreRead less
Two-price quantitative finance. This project aims to establish a novel field, namely two-price quantitative finance, and explore its applications. The new field will integrate two major schools for modelling and explain the presence of two prices, the buying and selling prices, widely observed in the real-world markets, and the equilibrium approach from the fundamental law of one price. The outcomes would deepen our understanding of the fundamental relationship among liquidity, prices, risk and ....Two-price quantitative finance. This project aims to establish a novel field, namely two-price quantitative finance, and explore its applications. The new field will integrate two major schools for modelling and explain the presence of two prices, the buying and selling prices, widely observed in the real-world markets, and the equilibrium approach from the fundamental law of one price. The outcomes would deepen our understanding of the fundamental relationship among liquidity, prices, risk and the economy. This project expects to bring about long-term impact on quantitative finance and related applications through providing a deep understanding of, and a new perspective for, the design, risk and fairness of the finance, property and insurance markets.Read moreRead less