Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

Math 412 - Topology with Applications

Highlights of Data Expedition: • Students explored daily observations of local climate data spanning the past 35 years. • Topological Data Analysis, or TDA for short, provides cutting-edge tools for studying the geometry of data in arbitrarily high dimensions. • Using TDA tools, students discovered intrinsic dynamical features of the data and learned how to quantify periodic phenomenon in a time-series. • Since nature invariably produces noisy data which rarely has exact periodicity, students also considered the theoretical basis of almost-periodicity and even invented and tested new mathematical definitions of almost-periodic functions. Summary The dataset we used for this data expedition comes from the Global Historical Climatology Network. “GHCN (Global Historical Climatology Network)-Daily is an integrated database of daily climate summaries from land surface stations across the globe.” Source: https://www.ncdc.noaa.gov/oa/climate/ghcn-daily/ We focused on the daily maximum and minimum temperatures from January 1, 1980 to April 1, 2015 collected from RDU International Airport. Through a guided series of exercises designed to be performed in Matlab, students explore these time-series, initially by direct visualization and basic statistical techniques. Then students are guided through a special sliding-window construction which transforms a time-series into a high-dimensional geometric curve. These high-dimensional curves can be visualized by projecting down to lower dimensions as in the figure below (Figure 1), however, our focus here was to use persistent homology to directly study the high-dimensional embedding. The shape of these curves has meaningful information but how one describes the “shape” of data depends on which scale the data is being considered. However, choosing the appropriate scale is rarely an obvious choice. Persistent homology overcomes this obstacle by allowing us to quantitatively study geometric features of the data across multiple-scales. Through this data expedition, students are introduced to numerically computing persistent homology using the rips collapse algorithm and interpreting the results. In the specific context of sliding-window constructions, 1-dimensional persistent homology can reveal the nature of periodic structure in the original data. I created a special technique to study how these high-dimensional sliding-window curves form loops in order to quantify the periodicity. Students are guided through this construction and learn how to visualize and interpret this information. Climate data is extremely complex (as anyone who has suffered from a bad weather prediction can attest) and numerous variables play a role in determining our daily weather and temperatures. This complexity coupled with imperfections of measuring devices results in very noisy data. This causes the annual seasonal periodicity to be far from exact. To this end, I have students explore existing theoretical notions of almost-periodicity and test it on the data. They find that some existing definitions are also inadequate in this context. Hence I challenged them to invent new mathematics by proposing and testing their own definition. These students rose to the challenge and suggested a number of creative definitions. While autocorrelation and spectral methods based on Fourier analysis are often used to explore periodicity, the construction here provides an alternative paradigm to quantify periodic structure in almost-periodic signals using tools from topological data analysis.

A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.