Mathematics

These lecture notes are part of a series on "Risk Sharing in Over-the-Counter Markets"

Knowledge of atmospheric carbon dioxide (CO2) concentrations in the past are important to provide an understanding of how the Earth's carbon cycle varies over time. This project combines ice core CO2 concentrations, from Law Dome, Antarctica and a physically based forward model to infer CO2 concentrations on an annual basis. Here the forward model connects concentrations at given time to their depth in the ice core sample and an interesting feature of this analysis is a more complete characterization of the uncertainty in "inverting" this relationship. In particular, Monte Carlo based ensembles are particularly useful for assessing the size of the decrease in CO2 around 1600 AD. This reconstruction problem, also known as an inverse problem, is used to illustrate a general statistical approach where observational information is limited and characterizing the uncertainty in the results is important. These methods, known as Bayesian hierarchical models, have become a mainstay of data analysis for complex problems and have wide application in the geosciences. This work is in collaboration with Eugene Wahl (NOAA), David Anderson (NOAA) and Catherine Truding.

Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This question is closely related to the Clay Millennium Problem on 3D Navier-Stokes Equations. We first review some recent theoretical and computational studies of the 3D Euler equations. Our study suggests that the convection term could have a nonlinear stabilizing effect for certain flow geometry. We then present strong numerical evidence that the 3D Euler equations develop finite time singularities.  To resolve the nearly singular solution, we develop specially designed adaptive (moving) meshes with a maximum effective resolution of order $10^12$ in each direction. A careful local analysis also suggests that the solution develops a highly anisotropic self-similar profile which is not of Leray type. A 1D model is proposed to study the mechanism of the finite time singularity. Very recently we prove rigorously that the 1D model develops finite time singularity.This is a joint work of Prof. Guo Luo.

2010 Fields Medal recipient, Cédric Villani, Director of the Institut Henri Poincaré in Paris, France, will give a Friday evening talk entitled The Mathematics of Bats.