## Seminar: "A Bayesian approach for material identification and 3D scene reconstruction with multispectral light RADAR data"

### Yoann Altmann, Heriot-Watt University

**Wednesday 19th April at 2.15pm in CM S.01**

Attendees are encouraged to continue discussions in a more informal environment over coffee and biscuits in the common room after the seminar.

*Abstract*

This talk presents a new Bayesian approach to remotely identify the materials present in a scene by using multispectral light RADAR (LIDAR) data. This is achieved by adopting a statistical source separation strategy coupled with a reversible jump MCMC algorithm that exploits the unique reflectivity properties of each material to reconstruct a 3D map of the observed scene, with detailed information about the materials composing each location of the map.

To a first approximation, each LIDAR waveform consists of a main peak, whose position depends on the target distance and whose amplitude depends on the wavelength of the laser source considered and on the target reflectivity. When considering multiple wavelengths, it becomes possible to use spectral information inorder to identify and quantify the main materials in the scene, in addition to estimation of the LIDAR-based range profiles. Due to its anomaly detection capability, the proposed hierarchical Bayesian model, coupled with an efficient Markov chain Monte Carlo algorithm, allows robust estimation of depth images together with abundance and outlier maps associated with the observed 3D scene. The results demonstrate the possibility to "unmixing" spectral responses constructed from extremely sparse photon counts (1 per pixel and band), to provide confidence limits and are extremely encouraging for long-range and fast hyperspectral imaging.

## Seminar: Situated Intelligent Interactive Systems

### Zhou Yu, Carnegie Mellon University, USA

**Tuesday 25th April at 2.15pm (room TBC)**

*Abstract*

Communication is an intricate dance, an ensemble of coordinated individual actions. Imagine a future where machines interact with us like humans, waking us up in the morning, navigating us to work, or discussing our daily schedules in a coordinated and natural manner.

Current interactive systems being developed by Apple, Google, Microsoft, and Amazon attempt to reach this goal by combining a large set of single-task systems. But products like Siri, Google Now, Cortana and Echo still follow pre-specified agendas that cannot transition between tasks smoothly and track and adapt to different users naturally. My research draws on recent developments in speech and natural language processing, human-computer interaction, and machine learning to work towards the goal of developing situated intelligent interactive systems.

These systems can coordinate with users to achieve effective and natural interactions. I have successfully applied the proposed concepts to various tasks, such as social conversation, job interview training and movie promotion. My team's proposal on engaging social conversation systems was selected to receive $100,000 from Amazon Inc. to compete in the Amazon Alexa Prize Challenge (https://developer.amazon.com/alexaprize).

*Bio*

I am a graduating PhD student at the Language Technology Institute under School of Computer Science, Carnegie Mellon University, working with Professor Alan W Black and Professor Alexander I. Rudnicky. I interned with Professor David Suendermann-Oeft in ETS San Francisco Office on cloud based multimodal dialog systems in 2015 summer and 2016 summer. I interned with Dan Bohus and Eric Horvitz in Microsoft Research on human-robot interaction in 2014 Fall.

Prior to CMU, I received a B.S. in Computer Science and a B.A. in Linguistics from Zhejiang University in 2011. I worked with Professor Xiaofei He and Professor Deng Cai on Machine Learning and Computer Vision, and Professor Yunhua Qu on Machine Translation.

## Quantum groups and quantum integrability

### Rafael Nepomechie, University of Miami

**Wednesday 12th April at 3.15pm in CM T.01**

*Abstract*

Quantum spin chains are quantum many-body systems that have important applications to condensed-matter theory, quantum information theory, quantum field theory, and string theory. The simplest anisotropic spin chains are arguably those that are integrable and have quantum group symmetry. We begin by reviewing the construction of a large class of such models. We then focus on models associated with the twisted affine Lie algebra A^{(2)}_{2n}. We argue that the Hamiltonians corresponding to two choices of integrable boundary conditions have the symmetries U_q(B_n) and U_q(C_n), respectively. The deformation of C_n is novel, with a nonstandard coproduct. We argue that the degeneracies and multiplicities implied by the quantum group symmetries are completely described by the Bethe ansatz.

## Course: ‘Random Graphs and Their Applications’

**10th to 13th April 2017 at ICMS, Edinburgh**

This course is funded by MIGSAA and is designed for PhD students, however anyone interested in the subject is welcome to attend.

Speakers include:

Remco van der Hofstad, Eindhoven University of Technology

Justin Salez, Universite Paris Diderot

Registration and further details are available on the ICMS website

## Analysis seminar: "Uniformly rotating smooth solutions for active scalars"

### Dr Javier Gomez-Serrano (Princeton)

**Friday 7th April 2017 2.15pm in CM S.01**

Javier is well-known for his work on well-posedness, interesting solutions and singularity formation in fluid equations. In particular, he was part of the team that proved the existence of splash singularities for water waves, the first time singularities were rigorously shown to exist in physically reasonable, incompressible fluid equations. In his talk he discusses the construction of a first nontrivial family of global smooth solutions for the surface quasi-geostrophic equations.

*Abstract*

Motivated by our previous results of global existence for active scalars in the patch setting, we are able to construct the first nontrivial family of global smooth solutions for the surface quasi-geostrophic (SQG) equations. These solutions rotate with uniform angular velocity both in time and space. We will outline the basic ingredients of the proof: bifurcation theory and computer-assisted estimates. Moreover, we will also discuss the case of uniformly rotating smooth solutions to the 2D incompressible Euler equations. Joint work with Angel Castro and Diego Cordoba.

## Seminar: "Bayesian inference by convex optimisation: theory, methods, and algorithms"

### Marcelo Pereyra, Heriot-Watt University

**Wednesday 5th April 2017 at 2.15pm in CM S.01**

Following the seminar you are invited to continue the discussion over coffee and biscuits in the common room.

*Abstract*

Convex optimisation has become the main Bayesian computation methodology in many areas of data science such as mathematical imaging and machine learning, where high dimensionality is often addressed by using models that are log-concave and where maximum-a-posteriori (MAP) estimation can be performed efficiently by optimisation. The first part of this talk presents a new decision-theoretic derivation of MAP estimation and shows that, contrary to common belief, under log-concavity MAP estimators are proper Bayesian estimators. A main novelty is that the derivation is based on differential geometry. Following on from this, we establish universal theoretical guarantees for the estimation error involved and show estimation stability in high dimensions. Moreover, the second part of the talk describes a new general methodology for approximating Bayesian high-posterior-density regions in log-concave models. The approximations are derived by using recent concentration of measure results related to information theory, and can be computed very efficiently, even in large-scale problems, by using convex optimisation techniques. The approximations also have favourable theoretical properties, namely they outer-bound the true high-posterior-density credibility regions, and they are stable with respect to model dimension. The proposed methodology is finally illustrated on two high-dimensional imaging inverse problems related to tomographic reconstruction and sparse deconvolution, where they are used to explore the uncertainty about the solutions, and where convex-optimisation-empowered proximal Markov chain Monte Carlo algorithms are used as benchmark to compute exact credible regions and measure the approximation error.

At the end of the seminar there will be coffee and biscuits in the common room for us to continue the discussion in a more informal environment.

## Maxwell Institute mini-symposia in Partial Differential Equations

**Wednesday 15th March 2017 from 2pm at ICMS, Edinburgh**

This mini-symposia is part of a series of higher-profile events in partial differential equations between the University of Edinburgh and Heriot-Watt. It is supported by the Maxwell Institute and the Edinburgh Mathematical Society. We are delighted to welcome the following confirmed speakers:

**Nicolai Krylov (Minnesota)**: The existence of W^2_p solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions

**Zdzislaw Brzezniak (York):** Magnetisation reversal for a ferromagnetic wire

**Nicolas Burq (Paris):** Stabilisation of wave equations with rough damping Full details can be found on the website.

## Women in Robotics

**Wednesday 8th March 2017 from 10am on the Bridge Link**

In celebration of International Women's Day some our female Computer Science students, along with their colleagues from Edinburgh Centre for Robotics, will demonstrate the work going on in Robotics at Heriot-Watt University. This event is also part of the Heriot-Watt University Year of Robotics.

All welcome.

## Seminar: "Modelling High Explosive Violent Reaction"

### Dr John Curtis, AWE and UCL

**Tuesday 7th March 2017 at 3.15pm in CM T.01**

This is an industrially-minded analysis seminar where Dr John Curtis will talk about finite-time singularity formation and its modelling. As part of its outreach programme, AWE is funding a number of PhD students in our applied analysis group.

*Abstract*

Explosives enable the storing and release of huge amounts of energy when used as intended by deliberate detonation. They are employed over a wide range of applications, including e.g. oil well perforators and explosive welding as well as the obvious military uses. There is an ongoing need to store and handle them safely, as the unintended release of this stored energy can have disastrous consequences, examples of which will be shown. This can happen as a result of accidental impacts on the explosive or as a result of accidental thermal loading as occurs in fires. It is often not possible for cost or other reasons to test experimentally what the consequences of an unintended ignition (commencement of reaction) will be for the exact system of which the explosive forms part. Prediction of these consequences is the prime driver for having validated models of explosive reaction. The modelling of detonics addressing the explosive behaviour in its intended manner is long established and mature. However, the modelling of initially less severe reactions resulting from accidents is far less well established but vital to assess the safety of explosive systems, as such reactions can grow e.g under circumstances where there is strong confinement. A suite of tests is available to assess the response of an explosive to low speed impacts and thermal loadings, examples of which will be presented. These both give an immediate indicator of the likely sensitivity of a particular explosive, and also serve to provide validation data for the models under development, which will be described. It will be shown that even with relatively simple experimental geometry the modelled response of the explosive can be highly complex. In particular these simulations have revealed the key roles of friction and shear. While there is still a great deal of work to do there has been encouraging progress in capturing observed effects of the explosive response in several cases.

## Maxwell Institute Colloquium: 'A non commutative Galois theory for differential equations'

### Pierre Cartier (Institut des Hautes Études Scientifiques)

**Monday 20th February 2017 at 3.30pm at ICMS**

The Picard-Vessiot theory is a well-known extension of Galois theory to differential equations; there exists also a similar theory for difference equations. Following Hiroshi Umemura, we develop a similar theory for systems of difference-differential equations. The interesting new feature is that the corresponding Galois group is a quantum group. In order to achieve this, we have to reformulate everything in terms of Hopf algebras: a quantum group corresponds to a Galois-Hopf algebra, which is neither commutative, nor cocommutative, a completely new feature.

The colloquium will be followed by a wine reception at 5pm.

## Seminar: 'Attractors of piecewise smooth maps'

### Professor Paul Glendinning, Manchester and the new director of ICMS

**Friday 17th February 2017 at 1.15pm in CM T.01**

*Abstract*

I will review some of the methods and results available to describe attractors of piecewise smooth maps. The structure of non-wandering sets, the existence of invariant measures, and the dimension of bifurcating attractors will be addressed with varying levels of generality. I believe that the methods available to prove these results are just as important as the results themselves, and these techniques (and hopes for extensions of these techniques) will be the main driver of the talk.

## Seminar: 'Process Mining - Turning data into value'

### Fabian Veit, Head of Operations at Celonis SE

**Wednesday 15th February 2017 from 1.15pm in EM 1.82**

This talk will be delivered live via teleconference from Germany.

*Abstract*

The lecture will be an introduction to Process Mining, a technology which generates visualizations of as-is processes (so-called Process Discovery) out of digital footprints by using the data that companies store in their IT systems, such as ERP, CRM, ITSM. In addition, the lecture will provide an overview on more involved techniques in the area of Process Mining, such as process conformance checking and automated process improvement.

## MIGSAA Open Day

**Friday 10th February 2017 from 12 noon at ICMS**

The first MIGSAA open day will give staff the opportunity to meet and get to know current applicants.

12.00 - 13.00 Registration and Lunch

13.00 - 13.30 Welcome and Introduction - Dugald Duncan, Co Director

13.30 - 14.15 A Tour of MIGSAA's Research Themes - Tadahiro Oh and Lehel Banjai

14.15 - 15.00 More on MIGSAA:

- First Year Structure - Jim Wright, Training Director
- MIGSAA Activities - Dugald Duncan, Co Director
- Being a MIGSAA Student - Aleks Plochocka and Paul Dobson

15.00 - 15.15 Tea with some current MIGSAA students and the student representatives

15.15 - 16.45 Individual interview sessions

16.45 - 17.00 Open question session and round-up

## Seminar: 'When computers say no: ethical and legal transparency duties for data scientists'

### Burkhard Schafer, School of Law, University of Edinburgh

**Wednesday 8th February 2017 at 1.15pm in EM 1.82**

*Abstract*

Data science recently made the news, but often for all the wrong reasons. From the racist sentencing support algorithm in the US to the cara.data fiasco, it is becoming increasingly clear that data-driven solutions to social problems will fail if ethical and legal considerations are not much more prominently incorporated into the design and development process. The talk will look at two very different ways to regulate the use of data science applications, the upcoming GDPR as an example of hard law, and the data ethics framework of the Cabinet Office's ethics framework as an example of soft law, to discuss the implications these have for programers and developers of data-driven applications.

## Seminar: 'Greedy server on Z^1 (revisited)'

### James Cruise, Heriot-Watt University

**Wednesday 8th February 2017 at 2.15pm in CM S.01**

*Abstract*

In this talk we will consider the problem of the behaviour of a greedy server on Z^1 initially considered by Kurkova and Menshikov. We will consider the following model where we have a queue of customers at each point, N \in Z^1, fed by a Poisson process of rate \lambda. There is a single server which serves the queue associated with the point of it’s current location, service times are exponentially distributed mean 1/\mu, until that queue is empty. The server then compares the queue length of the two neighbouring queues and moves at speed 1 towards the point with the longest queue length. We are then interested in the behaviour of the location of the server and whether the server’s location is recurrent or transient. Initially we will review the previously obtain results for \mu<\lambda and \mu>\lambda and known results for the related continuous model. Then we will examine progress which has been made on understanding the open case of lambda=mu as well as a propose a number of possible further extensions to probe the transitions between the different behaviours. This is ongoing work with Andrew Wade.

## Seminar: 'Exponential Algebra, and Zero Sets of Complex Exponential Systems'

### Angus Macitntyre (Queen Mary/Edinburgh)

**Wednesday 8th February 2017 at 3.15pm in CM S.01**

*Abstract*

The talk will compare the classical complex exponential and another, also on the complexes, constructed model-theoretically by Zilber early this century. These exponentials have many deep properties in common, and Zilber conjectured that they are isomorphic.The talk will focus on the algebra of exponential polynomials, with iterated exponentiation, with emphasis on ideal theory and on analogues of Hilbert's Nullstellensatz. The model theory connects to work of J.F Ritt from the 1920's, and also to issues in etale cohomology. The logical approach has led to solutions, modulo Schanuel's Conjecture, of venerable problems about common zeros of exponential polynomials (Shapiro's Conjecture from the 1950's).

## Maxwell Institute mini-symposia in Partial Differential Equations

**Friday 3rd February 2017 from 2pm at ICMS, Edinburgh**

This mini-symposia is part of a series of higher-profile events in partial differential equations between the University of Edinburgh and Heriot-Watt. It is supported by the Maxwell Institute and the Edinburgh Mathematical Society. We are delighted to welcome the following confirmed speakers:

**Patrick Gerard (Paris):** The Szegö flow on BMO and spectral properties of Hankel operators

**Daniel Coutand (Heriot-Watt)**: Finite time singularity formation for moving interface Euler equations

**Alessio Figalli (Zürich): **Free boundary regularity in the parabolic fractional obstacle problem.

Full details can be found on the website.

## Seminar: ‘k-path Laplacians, super-diffusion and super-fast random walks on graphs’

### Professor Ernesto Estrada, University of Strathclyde

Friday 20th January at 1.15pm in CM T.01

The talk should be of interest beyond the analysis group, in particular also to AMS and applied colleagues.

**Abstract**

I will start by a short introduction to the problem of diffusion on graphs, defining the graph Laplacian and some applications in areas ranging from autonomous robots to diffusion of innovations. Then, I will motivate the necessity of incorporating long-range interactions to account for certain physical diffusive processes. I will then introduce the k-path Laplacians as operators in l_2 Hilbert space and prove a few of their properties (boundedness, self-adjointnes). At this point I will introduce a generalisation of the diffusion equation on graphs by using Mellin- and Laplace-transformed k-path Laplacians. I will prove the existence of super-diffusive regimes for certain values of the parameter in the Mellin-transformed k-path Laplacian in one-dimension and will indicate our progress in extending the results to the 2D-case. Finally, I will introduce a multi-hopper model, that generalises the random walk model on graphs, by allowing non-nearest neighbours jumps. I will show the differences between this model and the random walk with Levy flights, which is valid only in the continuous space. I will prove that for certain asymptotic value of the parameters in the transforms of the k-path Laplacians, the multi-hopper reaches the minimum hitting and commute times in graphs of any topology. I will illustrate the results in certain classes of graphs and real-world networks.

## Inaugural lecture: 'SPACE: a computational frontier in biomedical research'

### Professor Albert Burger

Wednesday 18th January 2017 from 4.30pm in the Cairn Lecture Theatre, Postgraduate Centre

The Inaugural Lecture Series celebrates our world-class research talent and is an opportunity for newly appointed Professors to share their knowledge with a wider community.

Pinpointing the precise location of biological and physiological processes in an organism is critical for our understanding of them. Increasingly such spatial knowledge is captured in image data obtained, for example, from microscopy and clinical imaging. This is resulting in a “Big Image Data” challenge for biomedical research.

In the latest in the Heriot-Watt Inaugural Lecture series, Professor Burger will explain how bringing together interdisciplinary techniques from Artificial Intelligence and Image Processing, in the form of Biomedical Atlases, helps us to tackle this challenge.

## Seminar: ‘The cost of immediacy for corporate bonds’

### Jens Dick-Nielsen, Copenhagen Business School

Wednesday 18th January 2017 at 2.15pm in CM S 01

**Abstract**

Liquidity provision in the corporate bond market has become significantly more expensive after the 2008 credit crisis. Using index exclusions as a natural experiment during which uninformed index trackers request immediacy, we ﬁnd that the price of immediacy has doubled for short-term investment-grade bonds, and more than tripled for speculative-grade bonds. In addition to this level eﬀect, after the crisis, the supply of immediacy has become more elastic with respect to its price. These results are consistent with Duﬃe (2012)’s prediction that the post-crisis regulatory environment would hinder market making.

## MACS Christmas Conference

Friday 2nd December 2016 from 2.15pm in CM S.01

The annual MACS conference encourages the development of interdepartmental relationships by providing an opportunity for staff and PhD students from Actuarial Maths and Statistics, Computer Science and Maths to get together for an afternoon of talks by members of all three departments. Each department will have two speakers; one staff member and one PhD student, with talks lasting around 25 minutes. The talks will be followed by refreshments.

Please let either Iain Findlay or Amani Benhalem know if you would like to attend (this is not essential but would be much appreciated to help with planning).

## Seminar: ‘Stallings graphs for (free-abelian)-by-free groups’

### Enric Ventura, Universitat Politècnica Catalunya and Southampton University

Wednesday 30th November 2016 at 3.15pm in CM S.01

**Abstract**

I will remind the classical theory of Stallings graphs, very useful to understand and work with subgroups of a free group from an algorithmic point of view (the classical covering theory of a bouquet of circles would be the more topological description). This has lots of nice algorithmic applications, such as the membership problem for free groups, or the computation of intersections.

After that, I'll explain how to generalize this construction to cover a larger family of groups, including semidirect products of free abelian groups by free groups. The same applications will go through here, although the situation is more complicated: these groups are no longer Howson (intersection of finitely generated subgroups can very well be infinitely generated); and close to here there are groups like F_2\times F_2, where the membership problem is unsolvable. (This is joint work with Jordi Delgado).

## Seminar: Maxwell Institute Applied Maths seminar

Wednesday 30th November 2016 from 3pm at ICMS

This is the first of a new series of Applied Maths seminars which will take place on an, at least, 6 monthly basis. Two interdisciplinary talks on the broad topic Multiscale Analysis and Computations will be given:

### 'Complex dynamics in multiscale systems'

Professor Serafim Kalliadasis, Imperial College

### Computing physically relevant solutions in Nonlinear PDEs and models across scales'

Professor Charalambos Makridakis, University of Sussex

The afternoon includes a coffee break and will be followed by a wine reception from 5pm to 6pm.

## Seminar: "Soft tissue mechanics and fluid-structure interaction in the heart"

### Professor Xiaoyu Luo from University of Glasgow

Wednesday 30th November 2016 from 12.30pm

**Abstract**

This talk will start with an overview of the invariant-based continuum mechanics approach for anisotropic soft tissues that undergo nonlinear large deformation. I will then report how we model the left ventricle and the mitral valve using the invariant-based constitutive laws. Fluid-structure interaction will be modelled using a hybrid version of immersed boundary and finite element methods. All the models are derived from in vivo clinical magnetic resonance images, with material parameters determined using an inverse approach so that the model results agree with in vivo observations. We model the cardiac function both in diastole and in systole, and some preliminary results of an integrated model of a mitral valve coupled with a left ventricle will also be reported. Finally, I will briefly introduce the newly funded EPSRC Maths for Healthcare Centre and the ongoing research themes in the Centre.

## Seminar: ‘Sense is what we Make’

### Professor Graham H Turner, Director of Centre for Translation & Interpreting Studies in Scotland

Thursday 24th November 2016 from 2.30 to 3.30pm in EM 1.70

In order to foster collaboration and cross-fertilisation of ideas across the university MACS will be running a series of seminars in which we invite colleagues from other parts of the university and its affiliates to present their work. The aim is to spark discussion and potential future collaboration. The format will be a 30 minute talk followed by 15 minutes for discussion.

## Seminar: ‘A unifying approach to Korn-type inequalities’

### Franz Gmeineder, University of Oxford

Friday 18th November 2016 at 2.15pm in CMS.01

Korn-type inequalities are the analogues of the basic Poincaré and Friedrichs inequalities for elliptic systems of differential operators. As such they are fundamental for the study of non-scalar PDE, for example in fluid dynamics or mechanics.

**Abstract**

As an important tool in various applications, so for instance in mathematical fluid mechanics, Korn-type inequalities allow to bound the p-norms of the full gradients against the p-norms of specific combinations of derivatives. In this talk we give a survey of known results and applications, finally ending up with a complete characterisation of differential operators allowing for Korn-type inequalities.

## Industry talk: Vulkan

### Kenneth Benzie, Software Engineer at CodePlay

Wednesday 16th November 2016 at 11.15am in EM 3.06

If you would like to know more about the newest graphics and compute API then please come along and listen to Kenneth talk about Vulkan. You may also find out why video games will look much better and run faster in the future!

Kenneth also works in SPIR-V (heterogeneous and parallel systems) and is open to relevant questions on, for example, OpenCL (e.g. deep learning and image processing using GPUs).

This talk is open to 4th year MACS students or above plus MACS staff.

## Workshop in Honour of François Baccelli (University of Texas at Austin)

Wednesday 16th November 2016 from 1.15pm in CM S.01

François Baccelli is Simons Math+X Chair in Mathematics and ECE at UT Austin. His research directions are at the interface between Applied Mathematics (probability theory, stochastic geometry, dynamical systems) and Communications (network science, information theory, wireless networks). He is co-author of research monographs on point processes and queues (with P. Brémaud); max plus algebras and network dynamics (with G. Cohen, G. Olsder and J.P. Quadrat); stationary queuing networks (with P. Brémaud); stochastic geometry and wireless networks (with B. Blaszczyszyn). Before joining UT Austin, he held positions at INRIA, Ecole Normale Supérieure and Ecole Polytechnique. A full bio is available on the workshop website.

Speakers on the day include:

- François Baccelli (University of Texas at Austin)
- Sergey Foss (Heriot-Watt University)
- Frank Kelly (University of Cambridge)
- Takis Konstantopoulos (Uppsala University)
- Hermann Thorisson (University of Iceland)

For full programme details please visit the event webpage.

## Seminar: ‘Coordinatization of Countable MV algebras’

### Philip Scott, University of Ottawa

Wednesday 16th November 2016 at 3.15pm in CM S.01

**Abstract**

The algebras of many-valued Lukasiewicz logics (MV algebras) as well as the algebras of quantum measurement (Effect algebras) have undergone major development since the 1980s and 1990s; they have connections with a wide range of areas, from logic to operator algebras to mathematical physics.

I will give a brief introduction to MV algebras, as well as the more general world of effect algebras. Time permitting I hope to illustrate these notions by sketching recent results (with Mark Lawson) on coordinatization of countable MV-algebras using inverse semigroup theory. The structures involved, Boolean inverse monoids, have recently arisen in areas related to non-commutative Stone duality, aperiodic tilings, etc. We prove that every countable MV algebra is isomorphic to the lattice of principal ideals of certain Boolean inverse monoids. The specific class involved in the proof, AF inverse monoids, corresponds to AF C*-algebras and arises from Bratteli diagrams of countable dimension groups. If there's time, further new directions by F. Wehrung, D. Mundici, et. al. will be discussed.

## Seminar: ‘Stochastic homogenisation for degenerate Hamilton-Jacobi equations’

### Dr Federica Dragoni (Cardiff)

Friday 11th November 2016 at 2.15pm in CM S.01

Federica is an expert on sub-elliptic problems and the calculus of variations.

**Abstract**

In the talk I investigate the limit behaviour for a family of Cauchy problems for Hamilton-Jacobi equations describing a stochastic microscopic model. The Hamiltonian considered is not coercive in the total gradient. The Hamiltonian depends on a lower dimensional gradient variable which is associated to a Carnot group structure. The rescaling is adapted to the Carnot group structure, therefore it is anisotropic. Under suitable stationary-ergodic assumptions on the Hamiltonian, the solutions of the stochastic microscopic models will converge to a function independent of the random variable: the limit function can be characterised as the unique viscosity solution of a deterministic PDE. The key step will be to introduce suitable lower-dimensional constrained variational problems. In collaboration with Nicolas Dirr, Claudio Marchi and Paola Mannucci.

## Seminar: ‘Complex behaviour of interfacial flows: Dynamics of fattening/thinning sessile droplets and falling liquid films’

### Mark Pradas, Open University

Wednesday 9th November 2016 at 2.15pm in CM T.01

**Abstract**

Interfacial flows are found in a vast spectrum of natural and engineered systems and they are often characterised by the presence of a wide range of different scales which are nonlinearly interacting with each other. As a result, these systems may exhibit complex behaviour and generic features, such as collective motion and self-organisation processes; or hysteresis and stick-slip dynamics. In this talk I will show two different problems exhibiting these types of behaviour: droplets with a time-dependent volume spreading on chemically disordered substrates, and falling liquid films, which is an example of what is known as interfacial turbulence. We have developed a number of novel methodologies for the study of these systems which I will outline in the talk.

## Seminar: ‘Sequential Monte Carlo Samplers for Allocation Problems in Risk Management and Insurance’

### Gareth Peters from UCL

Monday 7th November 2016 from 3.15 to 4.15pm in CM T.01

**Abstract**

In this presentation we will discuss development of Sequential Monte Carlo strategies to perform numerical solutions to allocation problems that arise in risk management and insurance under the assumption of coherent risk allocation principles. Illustrations will be made for the application of these methodologies develop based on important practical problems in Operational Risk and in insurance reserving under Solvency II - Swiss Solvency Test.

## Mathematics Masterclass: 'The Game of Life'

Professor Des Johnston

Saturday 5th November 2016

Our Royal Institution Mathematics Masterclasses series provides an interactive and hands-on super-curricular class designed to stimulate and encourage young people in the art and practice of mathematics.

Des describes what he'll cover in this session: *"The Game of Life was invented by a British mathematician, John Horton Conway, in 1970. It is played on a square grid like a chess board on which cells live, die or are born according to simple rules. In many ways these cells behave like living things, in spite of the simplicity of the rules that govern their fate, and this led to the name of "Life" for the game. The masterclass session first introduces the Game of Life and explains the rules. We will then play Life on a computer, exploring different starting patterns and even the effect of changing the rules, and also explore the game on paper."*

#### Further information including future sessions can be found on the Mathematics Masterclasses webpage.

## Networking Event: Welcome to the Maxwell Institute

Friday 4th November 2016 from 5.30pm at ICMS

Following the symposium this informal event will give colleagues the chance to welcome to our community new PhD students and members of staff. The Maxwell Institute is a tremendous asset for the mathematical community in Edinburgh, giving us access to a wide pool of researchers and potential collaborators. We now have many activities that are integrated across the two Universities (e.g. our seminars in several areas) and we share a graduate programme (in Analysis and Its Applications); the event will provide and opportunity to discuss joint activities in the future.

The event is open to all PG students, all academic and all support staff, both in our Mathematics and AMS Departments as well as the School of Mathematics at University of Edinburgh.

## Symposium: London Mathematical Society (LMS) harmonic analysis network meeting

Friday 4th November 2016 from 10.30am at ICMS

This mini-symposium is a one day event in various areas of analysis. Speakers include:

- Luis Vega (University of the Basque Country)
- Guy David (Université Paris-Sud)
- Veronique Fischer (University of Bath)
- John Mackay (University of Bristol)

The workshop will be followed by a wine reception then dinner. The full programme and further information can be found on the website.

The event is sponsored by the LMS Harmonic Analysis and PDEs research network, MIGSAA (the Maxwell Institute Graduate School in Analysis and its Applications) as well as the University of Edinburgh's Analysis and its Application Research Theme. It is free to attend and registration is required.

## Seminar: ‘Engineering Taught by Nature: Biologically Inspired Electronic Systems’

### Dr Martin Trefzer, Department of Electronics, University of York

Thursday 3rd November from 3.15 to 4.14pm in JN 3.01

**Abstract**

The increasing versatility, performance, compactness and power efficiency of today's electronic systems is achieved by pushing technology to its physical limits: systems are increasing in size and complexity comprising thousands of subsystems made of billions of devices, requiring sophisticated programming and control; the devices themselves become smaller and smaller and have reached the atomic scale, which leads to stochastic variations when fabricating them. This makes components more noisy and unreliable and designing reliable systems extremely challenging. In this respect, technological systems are far behind biological organisms which have long since accomplished the feat of not only operating reliably with highly variable components, but also maintaining and tuning themselves in changing environments, when faults occur or they are otherwise perturbed. Biological mechanisms enabling this have co-evolved with the organisms, hence, are perfectly adapted to the requirements of their embodiment. In this context, evolutionary hardware is about hardware that offers the capability to change its structure and behaviour in order to automatically optimise its operation for a specific task or environment, taking inspiration from biological organisms with natural evolution as Nature's guiding optimisation principle. The talk will give examples of hardware systems, biological systems, and how the former can learn from the latter.

## Industry talk: ‘Complex Organisational Issues and how knowledge and IT may help solve such problems’

### Steve Brewis, Chief Scientist, BT

Wednesday 2nd November 2016 at 2.15pm in EM G.44

In this talk aimed at Computer Science MSc students and staff Mr Brewis will discuss possible MSc Industrial Projects around how to improve business alignment: the context problem:

- How do I unfold a monolith (VSM)
- How to improve organisational coherence: Integrated information theory
- How to embed engineering rules and business rules into the operation (Stigmergy)
- How to improve people alignment: the Semantic clustering & alignment problem
- Assign 100 people to a 100 jobs
- How to improve PDH offload: e.g. the Kerplunk problem
- In which order do I subtract 500,000 circuits from 120,000 nodes
- How to improve PSTN compaction: e.g. the Waterfall problem
- Complexity hence WIP & the need for Intelligence (Consciousness)

**Bio**

Stephen is a Chartered Engineer and a Chief Research Scientist in the ‘Future Organisation’ research practice where he is currently leading on the closure plans for BT’s TDM Network.

He has authored many publications and reviewed several books within his field of Management Cybernetics. He is a Research Fellow at the Manchester Business School and a member of the Computer Science Industry Steering Board at Heriot Watt University. Stephen is also a conference organiser and regularly gets asked to speak at conferences as well as giving many talks on his subject at top universities including the Judge Business School at Cambridge University and the Sloane Business School at MIT. He provides thought leadership on Management Problems supporting senior operations managers within BT. His current research interest is the organisational move from human capital to social equity using ideas from brain science and biological Stigmergy.

## Seminar: Monoids, groups and grupoids

### Mark Lawson, Heriot-Watt University

Wednesday 2nd November at 3.15pm in CM T.01

**Abstract**

The goal of this talk is to show that `interesting' groups arise naturally as groups of units of a class of monoids that can be regarded as non-commutative generalizations of Boolean algebras. Evidence for the groups being `interesting' is that they can naturally be viewed as infinite analogues of finite symmetric groups and count the Thompson groups as examples. The monoids themselves have a secret identity in that they are in duality with a class of étale topological groupoids. The whole theory is an extension of the classical connection that exists between the (unique by a theorem of Tarski) countable atomless Boolean algebra and the Cantor space.

## Careers Fair: Computer Science & Information Systems Networking Event

Wednesday 2nd November 2016 from 2.30pm in the Cedar Suite, Hugh Nisbet Building **Description** This event has been specifically organised for Computer Science and Information Systems students to raise the level of awareness about the opportunities available within the industry and give an insight into different career areas. It also provides the opportunity to network with potential employers and / or placement providers, as we will put attendees into small groups to take part in "speed networking" with the providers. Come prepared to ask questions! Companies attending include: Zonal, Exterity, XDesign, Skycanner, Avaloq, FDM, RBS, Scott Logic, CGI, First Derivitives, KAL, Codeplay Application.

## Seminar: ‘Atomistic and Multi-Scale Materials Modelling’

### Christoph Ortner, University of Warwick

Wednesday 2nd November 2016 at 2:15pm in CM.T01

**Abstract**

In this talk, I describe some ideas related to multi-scale materials simulation at the atomistic scale, taking into account both chemistry (electronic structure) and mechanics (lattice elasticity), from an analysis and numerical analysis perspective. The accepted “correct” model for most use cases is Kohn-Sham density functional theory (DFT). Due to its cubic scaling cost, it cannot be employed to describe complex material behaviour such as dislocation dynamics or crack propagation. Instead, users employ interatomic potentials (computational cheap but low accuracy), or more recently multi-scale methods that try to combine the two models to better balance the cost/accuracy ratio. Such multi-scale techniques are playing an increasing role in a wide range of sciences and engineering disciplines; see in particular Nobel Prize in Chemistry 2013. The implicit premise of molecular simulation and of virtually all multi-scale methods is locality and seperability of the potential energy. A classical and well-understood example of locality is locality of the density matrix in insulators. But for multi-scale modelling mechanical response we need even stronger results. In this talk, I will show in detail how the required locality of forces and potential energy arises in some simple electronic structure models. I will then exploit these results in the construction of new interatomic potentials and QM/MM multi-scale algorithms with rigorous rates of convergence in terms of the QM region size.

## Seminar: “Learning to Act: Qualitative Learning of Deterministic Action Models”

### Thomas Bolander, Technical University of Denmark (DTU)

Tuesday 1 November 2016 at 3.15pm in EM G.44

**Bio**

Thomas Bolander is an associate professor at the Technical University of Denmark (DTU) in Copenhagen. His research interests are include logic, artificial intelligence, social intelligence, multi-agent systems and automated planning. Of special interest is the modelling of social phenomena and social intelligence with the aim of creating computer systems that can interact intelligently with humans and other computer systems. His recent research focus has been on epistemic planning: enriching the theories of automated planning with the powerful and expressive concepts and structures from dynamic epistemic logic.

**Abstract**

In this talk we address the problem of learnability of action models in the context of dynamic epistemic logic. Dynamic epistemic logic is a very expressive formalism for reasoning about (higher-order) knowledge of agents, and for reasoning about the dynamics of such knowledge under the execution of actions. Dynamic epistemic logic provides a very expressive formalism for epistemic planning: planning in which the agents are enriched with the ability to do (higher-order) reasoning about their own knowledge and ignorance, and the knowledge and ignorance of other agents. The ultimate goal of the current work is to integrate learning of actions via observations into epistemic planning. We consider two basic learnability criteria in our setting: finite identifiability (conclusively inferring the appropriate action model in finite time) and identifiability in the limit (inconclusive convergence to the right action model). We show that deterministic actions are finitely identifiable, while arbitrary (non-deterministic) actions require more learning power---they are identifiable in the limit. We then move on to a particular learning method, i.e., learning via update, which proceeds via restriction of a space of events within a learning-specific action model. We show how this method can be adapted to learn conditional and non-conditional action models.

This is joint work with Nina Gierasimczuk.

## Seminar: ‘Certainty and Assumptions’

### Alistair B Forbes (National Physical Laboratory)

Monday 31st October 2016 at 2pm in CM T.01

**Bio**

Alistair Forbes joined the National Physical Laboratory in 1985 after studying mathematics at the universities of Aberdeen, Newcastle upon Tyne and Pennsylvania. He is a Fellow in the Mathematics and Modelling Group and Science Area Leader for Data Science and Uncertainty Quantification. He is a Chartered Mathematician, a fellow of the Royal Statistical Society and Visiting Professor at the University of Huddersfield.

**Abstract**

In this talk, I will discuss some of the issues associated with distributional assumptions and how we can use hierarchical models to arrive at more comprehensive uncertainty statements that are based on a more realistic assessment of what we know, what we don’t know or even what we don’t know we don’t know.

## 50 years of Heriot-Watt: Mathematical Sciences

### Friday 28th October 2016 from 2.30pm

James Watt Centre (Riccarton campus)

Join us for an afternoon of presentations in celebration of 50 years of Heriot-Watt University within the Departments of Mathematics and Actuarial Mathematics & Statistics. The talks will look back at significant achievements and past activity within the departments, and look forward to the future.

**Speakers include**

- Professor Andrew Cairns: Director of the Actuarial Research Centre for the Institute & Faculty of Actuaries, renowned internationally for his research in financial risk management
- Professor John Hibbert: Co-founder of Barrie & Hibbert with over 30 years of experience in investment banking, asset management and insurance
- Professor Sir John Ball: Professor of Applied Analysis at Heriot-Watt University from 1982-1996, and now Director of the University of Oxford Centre for Non-linear Partial Differential Equations
- Professor Andrew White: Member of the Mathematical Biology Research Group, with research in evolution in ecological systems
- Professor Bernd Schroers and Dr Anke Wiese: Heads of Department of Mathematics and Actuarial Mathematics & Statistics respectively
- Professor Robin Knops: Professor of Mathematics at Heriot-Watt University from 1971-1999

Dinner will follow the presentations.

Registration now closed.

#### For further information please contact Dominic Breit or Gavin Reid.

## Seminar: “Epistemic Planning with Implicit Coordination”

### Thomas Bolander, Technical University of Denmark (DTU)

Friday 28 October 2016, 1pm

This seminar will take place at University of Edinburgh, Informatics Forum (IF 4.31/4.33)

**Bio**

Thomas Bolander is an associate professor at the Technical University of Denmark (DTU) in Copenhagen. His research interests are include logic, artificial intelligence, social intelligence, multi-agent systems and automated planning. Of special interest is the modelling of social phenomena and social intelligence with the aim of creating computer systems that can interact intelligently with humans and other computer systems. His recent research focus has been on epistemic planning: enriching the theories of automated planning with the powerful and expressive concepts and structures from dynamic epistemic logic.

**Abstract**

Planning is about computing action sequences leading to desired goals. Epistemic planning considers the case where the planning agents can reason about their own and other agents' knowledge as part of the planning process. The currently most expressive formalism for epistemic planning is based on dynamic epistemic logic (DEL). In the talk, I will present a version of DEL-based epistemic planning in which a group of agents are individually planning towards a joint goal, and where coordination is only achieved implicitly. Implicit coordination means that the agents are not negotiating or announcing their respective plans, but coordination is achieved exclusively by observing the actions of others (including announcement actions). Such implicit coordination is often observed among humans collaborating to achieve a joint goal. We investigate the conditions under which the goal can be guaranteed to be reached by implicitly coordinating agents. Among the main technical ingredients of our studies are perspective shifts and agent types, which are both new to epistemic planning.

This is joint work with Thorsten Engesser, Robert Mattmüller and Bernhard Nebel.

## Seminar: 'Estimation of sparse precision matrices in paired gene expression data'

### Natalia Bochkina, University of Edinburgh

Wednesday 26th October 2016 at 2.15pm in CM T.01

**Abstract**

We consider the problem of joint estimation of two similar sparse precision matrices and the corresponding conditional dependence graphs for high dimensional data where observations of these matrices are dependent. We propose a new method to estimate simultaneously these precision matrices, a weighted fused graphical lasso estimator which encourages both sparsity and similarity in the estimated precision matrices. The tuning parameters controlling sparsity of the matrices are automatically selected by controlling the estimated expected number of false positive edges, and the penalty term controlling similarity of the matrices is weighted for every pair of variables to account for linear dependence between datasets. We observe overestimation of triangular motifs in the corresponding conditional dependence graphs, that are common to other fused graphical lasso methods, so we incorporate an additional step to remove such edges. We conduct a simulation study to show that the proposed methodology recovers the true conditional dependence graphs well for different types of networks and different combinations of sample size and dimension. We apply the suggested approaches to high-dimensional case studies of gene expression data with samples in two medical conditions, non-lesional and psoriasis lesional tissues (first dataset) as well as healthy and lung cancer tissues (second dataset), to estimate common networks of genes and also the differentially connected genes that interact differently in the two types of tissues. In both cases the data is paired, as both types of tissues are taken from the same individuals. Our findings indicate denser graph structures for lesional (and tumor) samples than for healthy samples, with subgroups of genes interacting together.

This is joint work with Adria Caballe (University of Edinburgh) and Claus Mayer (Biomathematics and Statistics Scotland).

## Seminar: 'From Goedel to Lambek: studies in the foundations of logic and computation'

### Philip Scott, University of Ottawa

Wednesday 26th October 2016, 2:15 to 3:15pm in EM G.44

Philip Scott is a professor in the Department of Mathematics and Statistics at the University of Ottawa, Canada. His research interests include mathematical logic, category theory, foundations of mathematics and computing, theoretical computer science, and programming language theory. He describes his upcoming seminar below:

*"In this talk, I want to re-examine some foundations of mathematics and computability theory, based on more recent results in type theory and categorical logic. We shall focus on some themes surrounding computability: What is a computable function? What are "natural" theories of computable functions? What is truth and what are Goedelʼs Incompleteness Theorems? Finally, if time permits, I would like to discuss a candidate for an "ideal" model for a moderate constructivist, allowing us to reconcile various competing foundational philosophies. Many of these issues come from my work with my late colleague Joachim Lambek (McGill)."*

## Social event: PhD welcome drinks

Friday 21st October 2016 from 4pm in CM F.01

This is an informal gathering where our new PhD students get the chance to meet their fellow students and get to know the staff in MACS over cheese and wine. All MACS staff and PhD students are welcome.

## Seminar: 'Morse-Sard type results for Sobolev mappings'

### Professor Jan Kristensen from University of Oxford

Friday 21 October at 2.15pm in CM S.01

**Abstract**

The Morse-Sard theorem, and the generalizations by Dubovitskii and Federer, have numerous applications and belong to the core results of multivariate calculus for smooth mappings. In this talk we discuss extensions of these results to suitable classes of Sobolev mappings. The quest for optimal versions of the results leads one to consider possibly nondifferentiable mappings that in turn warrants new interpretations. A key point of the proofs is to show that the considered Sobolev mappings enjoy Luzin N type properties with respect to lower dimensional Hausdorff contents. The talk is based on joint work with Jean Bourgain, Piotr Hajlasz and Mikhail Korobkov.

## Seminar: ‘Spatial disorder in physiological transport models’

### Oliver Jensen from University of Manchester

Wednesday 19th October 2016 at 2.15pm in CM T.01

**Abstract**

Exchange organs such as the lung and placenta exhibit a high degree of spatial disorder at many different spatial scales, both within and between individuals. This presents considerable modelling challenges, particularly if computational models are to be of clinical utility.

I will describe two simple systems where methods of uncertainty quantification have been applied to physiological transport processes, illustrating how asymptotic techniques can be used to predict the variance of outcomes.

The first problem, loosely motivated by maternal blood flow in the human placenta, concerns the strengths and limitations of homogenization in describing the transport of a solute over a spatially disordered array of sinks; the second problem concerns the interaction between an inhaled aerosol drop and a spatially heterogeneous layer of mucus lining an airway, where the disorder evolves dynamically as the drop spreads.

## Seminar: "Decay of solutions for non-simple elasticity with voids"

### Ramon Quintanilla (Universitat Politecnica de Catalunya)

Friday 14th October at 1.15pm in CM T.01

**Abstract**

In this talk we consider the non-simple theory of elastic material with voids and we investigate how the coupling of these two aspects of the material affects the behaviour of the solutions. We analyse only two kind of different behaviour, slow or exponential decay. We introduce four different dissipation mechanisms in the system and we study, in each case, the effect of this mechanism in the behaviour of the solutions.

## Ada Lovelace day celebration: 'Gender equality: have we fixed it yet?'

### Professor Judy Robertson, University of Edinburgh

Tuesday 11th October 2016 from 6pm in EM 2.44

Join us on Ada Lovelace day to celebrate the achievements of women working in the areas of Science, Technology, Engineering and Mathematics (STEM). Ada is considered to be the first computer programmer, having written instructions for the first computer program in the mid-1800s.

We are delighted to welcome Professor Judy Robertson from the University of Edinburgh. Judy will make practical suggestions of what students, lecturers and employers can do to tackle the problems of gender equality. In her talk ‘Gender equality: have we fixed it yet?’ Judy aims to convince you that

“when it’s better for women, it’s better for everyone”

Professor Judy Robertson

The opportunity to chat with Judy, along with students and staff throughout the University, over wine and nibbles will follow the talk.

This independent event is part of Ada Lovelace Day, a worldwide celebration of women in STEM. You can follow them on Twitter: @findingada

The event is open to all staff and students throughout the University and is free to attend.

#### For further information please contact Tessa Berg or Fiona McNeill

## Mathematics Masterclass: 'What are the chances?'

Gavin Reid

Saturday 8th October 2016

Our Royal Institution Mathematics Masterclasses series provides an interactive and hands-on super-curricular class designed to stimulate and encourage young people in the art and practice of mathematics.

Gavin describes what he'll cover in this session: *"Probability is fundamental to many real-life mathematical problems. We'll look at how we can use it to more scientifically quantify uncertainty and apply these ideas to understand how a clever punter might beat a bookie, the chances of winning the lottery, and how you might use maths to win in a game show!"*

#### Further information including future sessions can be found on the Mathematics Masterclasses webpage.

## Computer Science 50th Anniversary

Thursday 6th and Friday 7th October 2016

This year marks the 50th anniversary of our first cohort of Computer Science students enrolling in October 1966. Indeed, this was the first ever cohort of Computer Science degree students in Scotland. To celebrate our Golden Anniversary the following events will take place:

**Alumni drinks reception**

Thursday 6th October from 5.30pm in the Postgraduate Centre atrium

Alumni are invited along with current and former staff to reminisce about the good old days in Computer Science at Heriot-Watt University over drinks and canapes.

**Open day**

Friday 7th October between 10am and 4pm in the Earl Mountbatten building

Alumni and former staff, along with their friends and families, are invited to come along and chat with our current students and staff and find out how Computer Science at Heriot-Watt has changed over the last 50 years. Activities will include demonstrations, tours of our research facilities and a Q & A session.

**Golden Anniversary dinner**

Friday 7th October from 6.30pm at The Apex Hotel, Grassmarket, Edinburgh

The dinner will provide an opportunity for our alumni, former staff and industry contacts to network with old friends and colleagues as well as meet some of our current Computer Science students, our 50th cohort.

## Seminar: 'Airships for Heavy-Load Transport and Unmanned Environment Monitoring and Surveillance'

### Ely Carneiro de Paiva - University of Campinas, Brazil

Thursday 6th October 2016, 2:15pm - 3:15pm (EM 2.44)

Dr. Ely Paiva is currently the Head of Department and Professor of the Faculty of Mechanical Engineering at the University of Campinas (UNICAMP), in Campinas, Sao Paulo, Brazil. He has a PhD in Electrical Engineering from UNICAMP. He was a Research Leader at the Federal Research Center Renato Archer (CTI), also in Campinas, Sao Paulo, Brazil. He was responsible for coordinating a research group for the modelling, simulation and control of the AURORA airship, which in year 2000 made the first autonomous flight of an unmanned airship of the scientific literature. His research interests include modelling, simulation, control and navigation of autonomous vehicles, with special focus on airships and electrical 4-wheels vehicles.

**Abstract**

This talk is composed of two parts. In the first one I will briefly review the latest advances worldwide in the development of hybrid airships for cargo. In the second part, I will focus on the use of small robotic airships for monitoring and surveillance, including embedded systems, control & navigation techniques, applications and others. I will also present a brief description of the Project DRONI ("Robotic Airship with Innovative Conception") related to the development of an autonomous airship (10 meters long) with 4 electric engines to be used in environment monitoring in Mamiraua reserve in the Amazon forest in Brazil. I will then explain how the current project SAS-ROGE ("Smart Airships Swarm and Robotic Ground Electrical Vehicles for Environmental Monitoring and Surveillance", FAPESP/HWU) via the partnership with Dr. Patricia A. Vargas and Prof. David Corne is linked with DRONI.

## Talk: ‘Separation of Preferences for Risk and Substitution’

### Mogens Steffensen, Copenhagen University

Wednesday 5th October 2016, 4.15pm - 5.15pm (venue TBC)

**Abstract**

We formalize a global objective under separation of preferences for risk and intertemporal substitution. We discuss its connection with stochastic differential utility (time-continuous recursive utility) which is based on local separation. For a Merton market the optimal decisions with respect to consumption and investment coincide. We consider two more general markets and characterize the solutions for these markets. In one case we study an incomplete market by adding an extra state process. In another case, we study the effects from an uncertain lifetime and access to life insurance. The latter gives new insight in how, possibly, an endogenous demand for hump-shaped consumption can arise even with 'fair' pricing of insurance. This has important implications for product design and product advice in the pension industry. Finally, we discuss briefly how frictions in the insurance and pension market may, or may not, alter the conclusions and how to elicit preferences from policyholders.

## Seminar: ‘Language-integrated Provenance’

### Stefan Fehrenbach, University of Edinburgh, School of Informatics

Monday 3rd October 2016 from 11.15am in CM F.17

Stefan is a second year PhD student at the University of Edinburgh where he works with James Cheney on language support for provenance.

**Abstract**

Provenance, or information about the origin or derivation of data, is important for assessing the trustworthiness of data and identifying and correcting mistakes. Most prior implementations of data provenance have involved heavyweight modifications to database systems and little attention has been paid to how the provenance data can be used outside such a system. We present extensions to the Links programming language that build on its support for language-integrated query to support provenance queries by rewriting and normalizing monadic comprehensions and extending the type system to distinguish provenance metadata from normal data. We show that the two most common forms of provenance can be implemented efficiently and used safely as a programming language feature with no changes to the database system.

## Seminar: ‘Data Integration Support for Offshore Decommissioning Waste Management’

### Abiodun Akinyemi

Monday 26th September from 11.15am in CM F.17

Abiodun Akinyemi is a PhD student at the School of Energy, Geoscience, Infrastructure and Society (EGIS) at Heriot-Watt University. He has an MPhil in Engineering from the University of Cambridge and has worked on Asset Information Management in the oil and gas industry for over 8 years.

**Abstract**

Offshore decommissioning activities represent a significant business opportunity for UK contracting and consulting companies, albeit they constitute liability to the owners of the assets – because of the cost – and UK government – because of tax relief. The silver lining is that waste reuse can bring some reprieve as savings from the sales of decommissioned facility items can reduce the overall removal cost to an asset owner. However, characterizing an asset inventory to determine which decommissioned facility items can be reused is prone to errors because of the difficulty involved in integrating asset data from different sources in a meaningful way. This research investigates a data integration framework, which enables rapid assessment of items to be decommissioned, to inform circular economy principles. It evaluates existing practices in the domain and devises a mechanism for higher productivity using the semantic web and ISO 15926.

## MIGSAA Colloquium

Friday 23rd September 2016 from 2pm at ICMS

The second annual colloquium organised by the students of the Maxwell Institute Graduate School for Analysis and its Applications is primarily aimed at students beginning a postgraduate course in a mathematical subject, but is open for anyone with interest in the content of the talks.

The programme consists of three talks from a range of mathematical research areas with each speaker giving a 45 minute talk on his / her research. The talks will be followed by a wine reception.

Full details of the programme and online registration can be found on the ICMS website.

## Film Screening: 'The Discrete Charm of Geometry', directed by Ekaterina Eremenko

Friday 23rd September 2016 from 6pm at ICMS

ICMS will host a special screening of the award winning film "The Discrete Charm of Geometry", directed by Ekaterina Eremenko. The screening will be followed by a Q&A session with Eremenko.

This is an event for Maxwell Institute staff, students and guests. For further information please contact Dawn Wasley.

## Inaugural talk: 'Boundary value problems and integrability / Analysis of a geophysical fluid dynamics model'

### Professor Beatrice Pelloni

Thursday 22nd September 2016, from 4.15pm in EM 3.07

As Beatrice describes below, she will talk about her recent and current work, which is in two rather different areas:

**Boundary value problems and integrability** : *"I have worked several years now on understanding the “disturbance” introduced by boundary conditions to the integrability of a PDE (say in 2 variables). A PDE is integrable when it is “linearisable” in the sense that it can be written as the compatibility condition of a pair of linear equations (the Lax pair). For these very special models, which include linear constant coefficient PDEs, all sorts of nice properties hold - but what happens when you pose them on a bounded domain, and prescribe boundary conditions? Thinking about this has produced many results in several directions, and I will highlight the most important ones, and illustrate (in pictures only!) some work in progress."*

**Analysis of a specific geophysical fluid dynamics model:** *"The semigeostrophic system is a reduction of the Euler equations that models the dynamics of large-scale atmospheric flows. The interest from a mathematical point of view is that it can be reformulated in such a way that it decouples into an optimal transport problem for a certain measure, coupled with a simple time evolution. I will sketch why this problem is so interesting mathematically, and what are the open questions."*

## Inaugural talk: 'Some nonlinear differential equations in mathematical finance'

### Dr Matthias Fahrenwaldt

Thursday 22nd September 2016, from 4.15pm in EM 3.07

Matthias will present recent examples of nonlinear (partial) differential equations arising in the context of finance and economics, as he describes below:

*“The first example treats the pricing of financial derivatives in illiquid markets where the derivative price can be characterised by a semilinear diffusion equation. The PDE, whose quadratic error term reflects the lack of liquidity in the market, has a weak solution and one can study the asymptotics as the market becomes perfectly liquid.*

*The second example addresses the issue of optimal consumption/investment: consumers-investors maximize a (“global”) forward looking non separable expected utility. This leads to a nonlinear Bellman equation and a corresponding verification theorem.*

*If time permits, I will also present a third example which covers the relatively new topic of “cyber insurance”. We model the spread of a cyber threat (e.g., a computer virus) along a graph and derive mean-field approximations for the moments of the infection probabilities in the form of a system of nonlinear ODEs. This allows the pricing of insurance contracts.”*