Organizers: Thomas Cass and Dan Crisan

Location: All talks to be held at the EPSRC Centres for Doctoral Training Suite at the South Kensington Campus, Imperial College London

Abstract: This is a one-day workshop that aims to bring together researchers from two sister areas Data Assimilation and Nonlinear Filtering. The morning session will be devoted to will be on applications of filtering and methodology (in particular data assimilation). The afternoon theme will be on nonlinear filtering theoretical results. The workshop will be an opportunity to celebrate Martin Clark’s 80th birthday. Here is a brief appreciation of Martin’s life and work by David Mayne.

See Full programme here: Classical and Modern Results in Nonlinear Filtering and Applications Workshop Programme.

Workshop Schedule: 

9:30am Coffee and registration

9:50am Welcoming remarks

10:00am David Mayne – The life and work of Martin Clark

10:20am Wei Pan: Sequential Monte Carlo for Stochastic Advection by Lie Transport GFD Models

10:50pm Coffee break

11:00am Sebastian Reich: Data Assimilation: Kalman’s legacy and beyond

11:45am Etienne Memin: Stochastic transport to track closed curves through image data

12:30pm Lunch

2:00 pm Terry Lyons: A new Lévy construction for Brownian motion and an application to the CIR model

2:45pm Mark Davis: How can we tell whether probabilistic forecasts are correct?

3:30pm Coffee break

4:00pm  Richard Vinter: Robust Filtering Algorithms for Tracking Problems with Measurement Process Nonlinearities

4:45pm Nigel Newton: Nonlinear Filtering and Information Geometry

Please register for the event here

The workshop is partially funded by the EPSRC grant EP/N023781/1 entitled ”Variational principles for stochastic parameterizations in geophysical fluid dynamics” (PI Darryl Holm) and the EPSRC Centre for Doctoral Training in the Mathematics of Planet Earth (PI Dan Crisan).

The opportunity had initially presented itself in April of the same year and we were told that it would probably replace the more common research collaboration with the Met Office. So, at the time, I thought it was not be for me (and foolishly I had not even bothered looking into it). But then in mid-May, at a trip to Bletchley Park, one of the programme directors approached me personally and encouraged me to consider the placement as one of the projects could be very relevant to my PhD. This was two days before I would return home to Ireland shortly after which I would to embark on a trip to India where I would virtually be unreachable for two weeks. Some very quick meetings were set up with Horatio (who had brought about this collaboration) and my supervisors. And just like that, it was confirmed that I would be one of the students attending. A final mad rush ensured that the accommodation and flights were booked before I went off the grid.

Sure, it was off to a rocky start and I was very nervous; I was going to a place where I didn’t know anyone, whose language I didn’t speak and what if I wouldn’t like the food?! Well, I need not have worried. People in Hong Kong (aka Hong Kongers) are friendly, speak at least some English and have amazing food.

During my first couple of days, I re-read the project brief and the papers Dr Lee, my HKO supervisor, had sent previously. I came up with something resembling a work plan and did some reading on what the climatology of Hong Kong was like (subtropical; hot and humid in the summer, temperate and pleasant at other times). From our first discussion, I was able to pick out three major topics on which I could work. Only one of these projects turned out how I had expected: climate variability which was the project initially proposed. It was my task to try and find if there were changes in the climate variability in Hong Kong and I could approach the question however I wanted. This project took me roughly 4-5 weeks (including the first week I had spent on reading) and so forms the most important output of the collaboration.

The second topic on which I worked was developing a heatwave definition specific to Hong Kong. Sadly, I was not able to give any conclusive results, but we did make some important strides towards the goal. Who knows maybe I will get to revisit it even if the collaboration is officially over!

The third question was to see if extreme value theory (the branch of maths that my PhD utilises) could help figure out where forecasts are poor or improve them in anyway. With only one week left to go, this didn’t come to anything.

It wasn’t always research at the HKO. Mr Choy, a scientific officer in the same department as Dr Lee, took us on three guided tours. The first time he took us around the Centenary Building where most of the staff currently work and the studio where the weather forecast is recorded (naturally, we pretended to be weather presenters and took many pictures!). He also took us to the Central Forecasting office and the 1883 building (now mainly used for administrative purposes) where there is a library/museum of sorts. He showed us cigarette boxes which had measurements inscribed on them by meteorologists during the Japanese occupation of Hong Kong when the HKO was not in operation. He also talked us through some of the instruments at the HKO (where the official temperature measurements representative of Hong Kong are made).

On another day, he took us to King’s Park which is situated about 10 minutes’ drive from the HKO and where rainfall measurements representative of Hong Kong are made. We saw some amazing instruments, from those which measure ionising radiation to those measuring evaporation. One of the duty managers talked us through them on the day.

The final tour was of the central forecasting office. We had specifically requested to observe a forecasting officer at work and also be part of the weather conference. The HKO very kindly and quickly indulged us. The weather conference happens twice each day and although I only saw one, I learnt a lot: it is not a fully automated process and the weather forecast issued to the public has a lot of input and adjustment based on staff expertise, the accuracy of the forecast as well as public perception of the HKO’s ability to forecast accurately. I think this was

the highlight of my work life at the HKO and I wish I had said something earlier and attended more of these; to me it signified what was special and unique about a placement in a meteorological office!

Unlike the fast paced and intense weather conference, the work day at the HKO, surprisingly, was relaxed. It very much resembled our PhD work life (except that there were office hours). The work week in Hong Kong is 44 hours; on Monday to Thursday, the work day for me started at 8.55 and ended at 17.45 and on Friday, the work day started at 9.05 and ended at 17.45 (this preciseness is quite representative of Hong Kong in general). One hour is allocated to lunch everyday but as interns, it was accepted that we would take about an hour and a half. Each day we would join the undergraduate interns for lunch and some 10-20 of us would eat together in a restaurant and indeed on most days we would take the 90 minutes. For the 8 and a half weeks I was there, I did not have to cook once which was delightful. Eating out was affordable and reasonably healthy. As long as you weren’t vegetarian, there were plenty of options. In doing this, we got to try different cuisines and dishes and I discovered my love of sushi!

Of course, it wasn’t all work for 8 weeks. Each weekend my colleague(s) and I would go to visit some part of Hong Kong. Each weekend was so busy and jam-packed with things to do that often the weekdays were less tiring. But to me, it felt like living the good life; you hustle during the week and in your free time, you go out, see new things and get to know people and the culture. From Chinese opera to a day at Disneyland, from the Big Buddha statue to local fishing villages, dragon dances to dragon boat festivals; I had a fantastic time.

We also did some quintessential Hong Kong hikes: the Peak loop, Lion Rock and the Dragon’s back. We climbed Lion Rock with the other interns on what was probably the hottest day during our stay (and there were some very hot and humid days). We timed it so we would reach the summit half an hour before sunset, watch the sun go down and stay to enjoy the night view of Hong Kong (said to be one of the most beautiful in the world). Looking back, this hike was the highlight of my weekend excursions (possibly my whole time).

While there were some hiccups and a bit of inconvenience from having to organise everything last minute, everything was surmountable and overall the experience was overwhelmingly positive. I must deeply thank Horatio who organised all of this and Jennifer for urging me to consider it again and of course MPE CDT for funding this collaboration. It was the opportunity of a life time (though naturally I hope there will be other amazing opportunities in my future).

Reported by Maria Jacob

With large amounts of food and, true to our environmental CDT leanings, recyclable paper plates and cups and reusable containers, the event was a great success and a great opportunity for cross cohort, cross Reading Imperial bonding. We even had a surprise appearance from David Ham’s 9-month old son Patrick, who very much enjoyed the strawberries that we’d brought for the picnic. We hope to make this picnic an annual event, hosting it next year in Reading.

Reported by: Mariana Clare and Jennifer Israelsson

The inaugural lecture will be delivered by  Prof Cecile Penland (NOAA Federal), on Wednesday, 3rd October at Imperial College London. Prof Penland will be speaking on “A Brief, Incomplete, and Biased View of Stochastic Dynamics in Weather and Climate.”

Kick-off Camp combines a challenging academic programme with some exciting and extremely interesting enrichment activities to create a memorable training experience.

The tentative timetable for 2018 is available here.

To register, please click the following link:

https://mpecdtsandpit2018.eventbrite.co.uk

http://www.reading.ac.uk/news-and-events/releases/PR769333.aspx

https://www.lms.ac.uk/prizes/2018-nominations-lms-prizes

This textbook introduces the fundamental topics of MPE to advanced undergraduate and graduate students in mathematics, physics and engineering while explaining their modern usages and operational connections. In particular, it discusses the links between partial differential equations, data assimilation, dynamical systems, mathematical modelling and numerical simulations and applies them to insightful examples.

The text also complements advanced courses in geophysical fluid dynamics (GFD) for meteorology, atmospheric science and oceanography. It links the fundamental scientific topics of GFD with their potential usage in applications of climate change and weather variability. The immediacy of examples provides an excellent introduction for experienced researchers interested in learning the scope and primary concepts of MPE.

By (author): Jochen Bröcker (University of Reading, UK), Ben Calderhead (Imperial College London, UK), Davoud Cheraghi (Imperial College London, UK), Colin Cotter (Imperial College London, UK), Darryl Holm (Imperial College London, UK), Tobias Kuna (University of Reading, UK), Beatrice Pelloni (Heriot-Watt University, UK), Ted Shepherd (University of Reading, UK) and Hilary Weller (University of Reading, UK)
Edited By: Dan Crisan (Imperial College London, UK)

https://www.worldscientific.com/worldscibooks/10.1142/q0111 

Keynote talks were given by Dr Mariano Beguerisse Diaz (Spotify and University of Oxford) on continuous-time temporal networks with tie decay, Dr Elsa Arcaute (UCL) on hierarchical organisation and multifractality of urban systems and Dr Philippe Blondel (University of Bath) on drowning in deep data: monitoring soundscapes with Ocean Observing Systems.

Student talks were given on various topics including graphs and networks, compressed sensing and applications in biology and meteorology. Chosen by the student attendees, the first place prize went to Joseph Field from University of Oxford for his talk on Compressed Sensing Reconstruction of Dynamic X-ray Imaging. Matthew Garrod from Imperial College London was the runner-up.

MPE CDT student Matthew Garrod awarded 2^nd prize for his talk on Are Node Locations Informative in Spatial Graphs?

During the poster session over lunch, students were given the opportunity to present their work in an informal setting. Walton Pereira Coutinho from University of Southampton was awarded first prize for his poster on Glider Routing and Trajectory Optimisation in Disaster Assessment, with Carlo Cafaro from University of Reading coming second place.

MPE CDT student Carlo awarded 2^nd prize for his poster on Quantifying the skill of a dynamical relative to a Bayesian model deriving from large-scale variables of sea breeze.

Prizes were awarded at the close of the conference by Erica Tyson (IMA) and Dr Philippe Blondel. The conference was followed by a reception which provided another opportunity for attendees to discuss their ideas. Many stayed for dinner at the town centre to relax and reflect on the day before heading home.

The organising committee would like to thank all of the speakers, presenters and attendees for making the event a success as well as SIAM, the IMA and the University of Reading who all supported the event.

Reported by Maha Kaouri (Student Chapter President)

Many physicists are active researchers in the field of complex networks, which often makes use of tools from statistical physics and graph theory to study networks which crop up in fields of research such as biology, economics and the social sciences. However, as it turns out, there are a plethora of different applications of graph theory even within physics itself. The aim of the event was to explore these connections and provide an opportunity for those working in physics to be introduced to mathematical ideas from graph theory and vice versa.

The morning mostly focused on applications of graph theory to quantum physics. The first talk from Svenn Gnutzmann of University of Nottingham discussed the applications of graph theory in the study of quantum chaos while UCL’s Professor Simone Severini discussed the application of graphs to quantum information theory. These ideas were explored further later in the day by Loughborough University’s Brian Winn.

The following two talks showcased how the interdisciplinary nature of graph theory make it a rich source for collaboration. Dhruv Saxena and Alexis Arnaudon are both postdoctoral researchers at Imperial College from the departments of physics and mathematics respectively. Dhruv is physicist based in the Complex Nanophotonics group within Imperial who’s work concerns so called “random networks of optical lasers”. Dhruv’s talk introduced the physics of the problem and the experimental setup of photonic lasers. Following this, Alexis introduced his own mathematical of the model of the system created in order to gain some insight into how such systems behave and how they might be controlled.

Many of the talks focused on using graph theory to study physics at small scales. The next talk given by Stav Zalel, a PhD student in theoretical physics at Imperial College provided a contrast to this. Stav spoke about her work in studying “causal sets” which are one candidate approach to quantum gravity. This research is relevant for modelling and understanding the large scale structure of the universe. Following this, David Reutter, a PhD student at the University of Oxford, provided a talk showcasing his work which lies at the intersection of quantum information, compact quantum groups and category theory.

The rest of the Afternoon saw several talks concerning some of the applications of graph theory and network science to fields other than Physics. Oliver Smith spoke about the analysis of flows in complex networks with respect to a metric known as the Price of Anarchy. While the final student speaker of the day, Imperial College’s Ronan Macadam described the analysis of transport of plastic through the “connectivity network” of different regions in the ocean using a Markov-Chain based model.

The final talk of the day was given by Professor Ernesto Estrada, a prominent researcher in the field of network science, who has published numerous papers as well as two text books on the subject. In his talk he introduced the idea of communicability on networks. Researchers commonly use the average shortest path between nodes in a graph to measure how well connected the system is. Communicability provides an alternative measure which is motivated by how information or messages are actually known to pass through a graph, which is not necessarily by using the shortest path or most efficient route. Following the final talk was a drinks reception which provided an opportunity for researchers to network and discuss the topic further.

For more information about the IOP’s Nonlinear and Complex Physics group and their activities see: http://complexity-physics.org/blog/

Reported by: Matt Garrod, the MPE CDT student who was involved in organising this event.