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There and Back Again - The Applied Math Journey Patrick Bardsley March 23, 2013 Patrick Bardsley There and Back Again - The Applied Math Journey

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Page 1: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

There and Back Again - The Applied MathJourney

Patrick Bardsley

March 23, 2013

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 2: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

What is applied math?

Applied math can be thought of as understanding engineering andphysical problems at a very basic (although complex!) level.Understanding a mathematical model gives us great insight intoour reality.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 3: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

How does one ‘apply’ math?

(there) First the physical problem, such as understanding howan object behaves when it is dropped from a certain height, orput in an electromagnetic field, must be ‘mathematized’- thatis described mathematically.

Physical laws, such as Newton’s Second Law or Maxwell’sEquations help describe or model forces and relationshipsbetween things like electricity and magnetism.

Newton’s Second Law Maxwell’s Equations

F = ma

∇ · E = ρε0

∇ · B = 0

∇× E = −∂B∂t

∇× B = µ0J + µ0ε0∂E∂t

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 4: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

What does the math say about our world?

Next mathematicians use relationships between objects to tryand understand a system as a whole.

Symmetry is widely used throughout mathematics to simplifyunderstanding of things

(and back again) Now we study the mathematical problemand apply the insight gained there to our reality.

Combining intuition (what should happen) and mathematicalrigor (what does happen mathematically) we study theunderlying problem.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 5: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Undergraduate Studies

At an undergraduate level, mathematicians all study very similarsubjects which build up a core intuition for further research.

Calculus - this is where math gets interesting!

Linear Algebra - general understanding of mathematicalrelationships

Differential Equations - computational understanding of someengineering-type problems

Analysis - deeper understanding of mathematical relationships

Numerics - the art of staring at a computer for way too long,more fun than it sounds

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 6: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Undergraduate Studies

Studying these subjects can draw all sorts of cool pictures in yourmind!

Figure: Images from Differential Equations and Calculus III courses.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 7: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Graduate Studies

As a beginning graduate student, we choose between pure andapplied mathematics. We begin to develop our skills towardstudying physical problems or models derived directly from reality.Applied mathematicians spend the first few years studying thesesubjects in much greater depth and detail.

Differential Equations - understanding of mathematicalobjects and operators (derivatives, integrals, etc.)

Numerical Analysis - computational/scientific code and thetheory

Analysis - deep theoretical knowledge of mathematical lawsand objects

Physical or Biological application classes - depending onspecialization

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 8: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Graduate Studies

Numerical Solution to the PDE

∆u(x , y) = f (x , y) in Ω

u(x , y) = g(x , y) on ∂Ω

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 9: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Specialization

Now that we have spent some time developing skills andmathematical intuition, it is time to specialize. We generally try topick areas of current research which interest us most, and spendsome time getting caught up in that particular field.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 10: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Numerical Analysis

Specialization in Numerical Analysis may have you looking atnumerical algorithms or code such as Newton’s Method.

f = @(2x2 − 4)

fp = @(4x)

x0 = 0

for k = 0 to max

xk+1 = xk − f (xk)/fp(xk)

end

A numerical analyst studies the convergence and properties ofroutines much more complicated than this. These routines haveapplications throughout the realm of applied mathematics,including modeling and differential equations.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 11: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Functional Analysis/PDE Theory

Specialization may include imaging techniques involved withinverse problems, such as the Radon and X-Ray Transform.

20 40 60 80 100 120 140 160 180 200

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Figure: Radon Transform of a relatively simple image

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 12: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Functional Analysis/PDE Theory

Recovering even a simple image such as this is not a very easyproblem!

Phantom

100 200 300 400 500

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Reconstruction

20 40 60 80 100 120

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Scale

Figure: Unknown image and perfect data (unrealistic) reconstruction

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 13: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Math Biology

Specializing generally involves modeling and interpreting physicaland biological processes. Cancer research is a huge topic studiedby math biologists, as well as growth of other living organisms.

(a) Phase plane analysis forgrowth of fungi

(b) Image of angiogenesis

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 14: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Modeling

This branch of mathematics focuses on modeling physical or realworld phenomena. Many climate models have been createdmodeling wind currents, ocean currents, etc.

(c) Model of sunlight reflection andabsorbtion

(d) Conservation Law andMethod of Characteristics

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 15: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

My Areas of Research

Throughout my graduate career, I have studied

Modeling - Snowbird traffic flow

Modeling/Numerics - Polycrystaline grain growth

PDE Theory and Inverse Problems - Inverse Born series andinternal measurements

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 16: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Modeling

Modeling the Red Snake with Andy Thaler

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 17: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Modeling

Using basic Partial Differential Equation theory, we observed atraffic model which described the flow of traffic from Snowbird, Uton a busy winter afternoon.

ut + (2mu + vmax)ux = 0 in R× (0,∞)

u = g(x) on R× 0

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 18: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Modeling

The solution or density profile of cars at Snowbird over time

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 19: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Grain Growth

Polycrystaline Grain Growth with Yekaterina Epshteyn

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 20: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Grain Growth

Given an initial system of grains which grow and shrink accordingto certain laws, can we predict an overall ‘macroscopic’ behavior?

vi︷ ︸︸ ︷→ ←| ︸ ︷︷ ︸ | ︸ ︷︷ ︸ | ︸ ︷︷ ︸

αi−1 αi αi+1

φ(α) = 1 +1

2sin(2α)2

where the velocity of growth of the grain i is given by

vi = φ(αi−1)− 2φ(αi ) + φ(αi+1)

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 21: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Grain Growth

This lead us to model the system in a probabalistic sense.Specifically we obtained a probability density kinetic law given by

∂ρ(α, αl , αr , t)

∂t= ρ(α, αl , αr , t)v(α, αl , αr ) + Flux(α, αl , αr , t)

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 22: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Grain Growth

Ultimately we achieved a model which accurately describes thebehavior of such a large scale system.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 23: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Inverse Problems and Imaging

Sparse Internal Measurements and the Inverse Born Series withFernando Guevara-Vasquez

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 24: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Inverse Problems and Imaging

The Schrodinger Equation given below can be used to model wavepropagation through a medium. This equation and others haveapplications in geothermal imaging (oil reservoirs), as well asmedical imaging (Ultrasound Modulated Electrical ImpedenceTomography).

∆ui + qui = φi in Ω

ui = 0 on ∂Ω

Using a series of internal measurements (physically they correspondto average pressure readings - hydraulic, acoustic, etc) of the form

〈φj , ui − u0,i 〉L2(Ω) =

∫Ωφj(ui − u0,i )dx

we try to invert the above equation. That is we try to recover thecoefficent q. This can be thought of as

“q =φi −∆ui

ui“

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 25: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Inverse Problems and Imaging

Using what is known as the inverse Born series, we arrive at whatis known as a nonlinear inversion technique to recover q. As seenin the images below, there is much to be studied with such aninverse problem!

True Schrodinger Potential

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0.06Standard Inversion

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Patrick Bardsley There and Back Again - The Applied Math Journey

Page 26: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

A Day in the Life

Begin the day with a pot of coffee and remind yourself whatyou were doing the day before.Stare at the wall and hope that you break through the barrieryou have been hitting mentally (not the wall).Test the idea with a quick piece of code (typically Maple orMatlab).Make another pot of coffee.Try to prove a result based on the idea you had earlier(convergence, stability, existence, etc.)Attend classes or meet with advisors and continue working onresults which you believe (intuition) should be attainable.Attend seminars and colloquia.

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 27: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

Conclusion

Applied mathematics is a very fun area of research! We have theprivledge to study unsolved physical problems, create new andbeautiful ideas, and try to apply abstract mathematical theory tothe world we all live in. Plus it gives us an excuse to drink coffee...

Patrick Bardsley There and Back Again - The Applied Math Journey

Page 28: There and Back Again - The Applied Math Journeybardsley/teaching/talks/whatisappliedmath.pdf · Understanding a mathematical model gives us great insight into our reality. Patrick

References and Collaborators

Fernando Guevara-Vasquez

Yekaterina Epshteyn

Andy Thaler

RTG IPDE 2012 Summer Workshop - Code courtesy ofLeonid Kunyansky

Angiogenesis image courtesy of Jackson Cancer ModelingGroup - University of Michigan

Sunlight radiation image courtesy of Penn State University -Department of Meteorology

Patrick Bardsley There and Back Again - The Applied Math Journey