PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

Inferring the shape of data: a probabilistic framework for analysing experiments in the natural sciences
Ray KK, Verma AR, Gonzalez RL and Kinz-Thompson CD
A critical step in data analysis for many different types of experiments is the identification of features with theoretically defined shapes in -dimensional datasets; examples of this process include finding peaks in multi-dimensional molecular spectra or emitters in fluorescence microscopy images. Identifying such features involves determining if the overall shape of the data is consistent with an expected shape; however, it is generally unclear how to quantitatively make this determination. In practice, many analysis methods employ subjective, heuristic approaches, which complicates the validation of any ensuing results-especially as the amount and dimensionality of the data increase. Here, we present a probabilistic solution to this problem by using Bayes' rule to calculate the probability that the data have any one of several potential shapes. This probabilistic approach may be used to objectively compare how well different theories describe a dataset, identify changes between datasets and detect features within data using a corollary method called Bayesian Inference-based Template Search; several proof-of-principle examples are provided. Altogether, this mathematical framework serves as an automated 'engine' capable of computationally executing analysis decisions currently made by visual inspection across the sciences.
Soft wetting with (a)symmetric Shuttleworth effect
Henkel C, Essink MH, Hoang T, van Zwieten GJ, van Brummelen EH, Thiele U and Snoeijer JH
The wetting of soft polymer substrates brings in multiple complexities when compared with the wetting on rigid substrates. The contact angle of the liquid is no longer governed by Young's Law, but is affected by the substrate's bulk and surface deformations. On top of that, elastic interfaces exhibit a surface energy that depends on how much they are stretched-a feature known as the Shuttleworth effect (or as surface-elasticity). Here, we present two models through which we explore the wetting of drops in the presence of a strong Shuttleworth effect. The first model is macroscopic in character and consistently accounts for large deformations via a neo-Hookean elasticity. The second model is based on a mesoscopic description of wetting, using a reduced description of the substrate's elasticity. While the second model is more empirical in terms of the elasticity, it enables a gradient dynamics formulation for soft wetting dynamics. We provide a detailed comparison between the equilibrium states predicted by the two models, from which we deduce robust features of soft wetting in the presence of a strong Shuttleworth effect. Specifically, we show that the (a)symmetry of the Shuttleworth effect between the 'dry' and 'wet' states governs horizontal deformations in the substrate. Our results are discussed in the light of recent experiments on the wettability of stretched substrates.
The Elbert range of magnetostrophic convection. I. Linear theory
Horn S and Aurnou JM
In magnetostrophic rotating magnetoconvection, a fluid layer heated from below and cooled from above is equidominantly influenced by the Lorentz and the Coriolis forces. Strong rotation and magnetism each act separately to suppress thermal convective instability. However, when they act in concert and are near in strength, convective onset occurs at less extreme Rayleigh numbers ( , thermal forcing) in the form of a stationary, large-scale, inertia-less, inviscid magnetostrophic mode. Estimates suggest that planetary interiors are in magnetostrophic balance, fostering the idea that magnetostrophic flow optimizes dynamo generation. However, it is unclear if such a mono-modal theory is realistic in turbulent geophysical settings. Donna Elbert first discovered that there is a range of Ekman ( , rotation) and Chandrasekhar ( , magnetism) numbers, in which stationary large-scale magnetostrophic and small-scale geostrophic modes coexist. We extend her work by differentiating five regimes of linear stationary rotating magnetoconvection and by deriving asymptotic solutions for the critical wavenumbers and Rayleigh numbers. Coexistence is permitted if and . The most geophysically relevant regime, , is bounded by the Elsasser numbers . Laboratory and Earth's core predictions both exhibit stationary, oscillatory, and wall-attached multi-modality within the Elbert range.
Mechanics of tension-induced film wrinkling and restabilization: a review
Wang T, Yang Y and Xu F
Wrinkling of thin films under tension is omnipresent in nature and modern industry, a phenomenon which has aroused considerable attention during the past two decades because of its intricate nonlinear behaviours and intriguing morphology changes. Here, we review recent advancements in the mechanics of tension-induced film wrinkling and restabilization, by identifying three major stages of its progress: small-strain (less than ) wrinkling of stiff sheets, finite-strain (up to ) wrinkling and restabilization (isola-centre bifurcation) of soft films, and the effects of curved configurations and material properties on pattern formation. Growing demand for fundamental understanding, quantitative prediction and precise tracking of secondary bifurcation transitions in morphological evolution of thin films helps to advance finite-strain plate/shell theories and sophisticated modelling methods. This progress not only promotes our insightful understanding of complex instability behaviour but also reveals novel phenomena and sheds light on developing wrinkle-tunable membrane structures and functional surfaces.
Submarine channels formation driven by turbidity currents interacting with an erodible bed
Mahato RK, Dey S and Ali SZ
In this article, we explore the submarine channel formation driven by the interaction of turbidity currents with an erodible bed. The theoretical analysis considers the three-dimensional continuity and momentum equations of the fluid phase, and the advection-diffusion and Exner equations of the solid phase. The governing equations are linearized by imposing periodic perturbations on the base flow. We study the response of both the base flow (profiles of velocity and suspended sediment concentration) and perturbations (growth rate and perturbation fields) to changes in key parameters related to the flow and sediment transport. The growth rate and the critical wavenumber are examined for a given quintet formed by the gravitational parameter, longitudinal bed slope, sediment concentration at the edge of the driving layer, Rouse number and erosion coefficient. The critical wavenumber reduces with an increase in gravitational parameter, longitudinal bed slope, sediment concentration at the edge of the driving layer and erosion coefficient, while it increases with the Rouse number. For the submarine channel formation, we identify the upper threshold values for the gravitational parameter, longitudinal bed slope, sediment concentration at the edge of the driving layer and erosion coefficient and the lower threshold value for the Rouse number.
Integrable nonlinear evolution equations in three spatial dimensions
Fokas AS
There are integrable nonlinear evolution equations in two spatial variables. The solution of the initial value problem of these equations necessitated the introduction of novel mathematical formalisms. Indeed, the classical Riemann-Hilbert problem used for the solution of integrable equations in one spatial variable was replaced by a non-local Riemann-Hilbert problem or, more importantly, by the so-called -bar formalism. The construction of integrable nonlinear evolution equations in three spatial dimensions has remained the key open problem in the area of integrability. For example, the two versions of the Kadomtsev-Petviashvili (KP) equation constitute two-dimensional generalizations of the celebrated Korteweg-de Vries equation. Are there three-dimensional generalizations of the KP equations? Here, we present such equations. Furthermore, we introduce a novel non-local -bar formalism for solving the associated initial value problem.
The quantum theory of time: a calculus for q-numbers
Kuypers S
In quantum theory, physical systems are usually assumed to evolve relative to a c-number time. This c-number time is unphysical and has turned out to be unnecessary for explaining dynamics: in the timeless approach to quantum theory developed by Page & Wootters 1983 , 2885. (doi:10.1103/PhysRevD.27.2885), subsystems of a stationary universe can instead evolve relative to a 'clock', which is a quantum system with a q-number time observable. Page & Wootters formulated their construction in the Schrödinger picture, which left open the possibility that the c-number time still plays an explanatory role in the Heisenberg picture. I formulate their construction in the Heisenberg picture and demonstrate how to eliminate c-number time from that picture, too. When the Page-Wootters construction is formulated in the Heisenberg picture, the descriptors of physical systems are functions of the clock's q-number time, and derivatives with respect to this q-number time can be defined in terms of the clock's algebra of observables, which results in a calculus for q-numbers.
An explicit Wiener-Hopf factorization algorithm for matrix polynomials and its exact realizations within ExactMPF package
Adukov VM, Adukova NV and Mishuris G
We discuss an explicit algorithm for solving the Wiener-Hopf factorization problem for matrix polynomials. By of the problem, we understand the one constructed by a symbolic computation. Since the problem is, generally speaking, unstable, this requirement is crucial to guarantee that the result following from the explicit algorithm is indeed a solution of the original factorization problem. We prove that a matrix polynomial over the field of Gaussian rational numbers admits the exact Wiener-Hopf factorization if and only if its determinant is exactly factorable. Under such a condition, we adapt the explicit algorithm to the exact calculations and develop the ExactMPF package realized within the Maple Software. The package has been extensively tested. Some examples are presented in the paper, while the listing is provided in the electronic supplementary material. If, however, a matrix polynomial does not admit the exact factorization, we clarify a notion of the numerical (or approximate) factorization that can be constructed by following the explicit factorization algorithm. We highlight possible obstacles on the way and discuss a level of confidence in the final result in the case of an unstable set of partial indices. The full listing of the package ExactMPF is given in the electronic supplementary material.
Deeply subwavelength giant monopole elastodynamic metacluster resonators
Cotterill PA, Nigro D and Parnell WJ
The giant monopole resonance is a well-known phenomenon, employed to tune the dynamic response of composite materials comprising voids in an elastic matrix which has a bulk modulus much greater than its shear modulus, e.g. elastomers. This low frequency resonance (e.g. for standard elastomers, where and are the compressional wavelength and void radius, respectively) has motivated acoustic material design over many decades, exploiting the subwavelength regime. Despite this widespread use, the manner by which the resonance arising from voids in close proximity is affected by their interaction is not understood. Here, we illustrate that for planar elastodynamics (circular cylindrical voids), coupling due to near-field shear significantly modifies the monopole (compressional) resonant response. We show that by modifying the number and configuration of voids in a metacluster, the directionality, scattering amplitude and resonant frequency can be tailored and tuned. Perhaps most notably, metaclusters deliver a lower frequency resonance than a single void. For example, two touching voids deliver a reduction in resonant frequency of almost 16% compared with a single void of the same volume. Combined with other resonators, such metaclusters can be used as meta-atoms in the design of elastic materials with exotic dynamic material properties.
Computation of Burgers vectors from elastic strain and lattice rotation data
Cloete J, Tarleton E and Hofmann F
A theoretical framework for computation of Burgers vectors from strain and lattice rotation data in materials with low dislocation density is presented, as well as implementation into a computer program to automate the process. The efficacy of the method is verified using simulated data of dislocations with known results. A three-dimensional dataset retrieved from Bragg coherent diffraction imaging (BCDI) and a two-dimensional dataset from high-resolution transmission Kikuchi diffraction (HR-TKD) are used as inputs to demonstrate the reliable identification of dislocation positions and accurate determination of Burgers vectors from experimental data. For BCDI data, the results found using our approach show very close agreement to those expected from empirical methods. For the HR-TKD data, the predicted dislocation position and the computed Burgers vector showed fair agreement with the expected result, which is promising considering the substantial experimental uncertainties in this dataset. The method reported in this paper provides a general and robust framework for determining dislocation position and associated Burgers vector, and can be readily applied to data from different experimental techniques.
Tailored acoustic metamaterials. Part II. Extremely thick-walled Helmholtz resonator arrays
Smith MJA and Abrahams ID
We present a solution method which combines the technique of matched asymptotic expansions with the method of multipole expansions to determine the band structure of cylindrical Helmholtz resonator arrays in two dimensions. The resonator geometry is considered in the limit as the wall thickness becomes very large compared with the aperture width (the limit). In this regime, the existing treatment in Part I (Smith & Abrahams, 2022 Tailored acoustic metamaterials. Part I. Thin- and thick-walled Helmholtz resonator arrays), with updated parameters, is found to return spurious spectral behaviour. We derive a regularized system which overcomes this issue and also derive compact asymptotic descriptions for the low-frequency dispersion equation in this setting. We find that the matched-asymptotic system is able to recover the first few bands over the entire Brillouin zone with ease, when suitably truncated. A homogenization treatment is outlined for describing the effective bulk modulus and effective density tensor of the resonator array for all wall thicknesses. We demonstrate that resonators are able to achieve exceptionally low Helmholtz resonant frequencies, and present closed-form expressions for determining these explicitly. We anticipate that the analytical expressions and the formulation outlined here may prove useful in designing metamaterials for industrial and other applications.
Evidence for active upper mantle flow in the Atlantic and Indo-Australian realms since the Upper Jurassic from hiatus maps and spreading rate changes
Vilacís B, Hayek JN, Stotz IL, Bunge HP, Friedrich AM, Carena S and Clark S
Histories of large-scale horizontal and vertical lithosphere motion hold important information on mantle convection. Here, we compare continent-scale hiatus maps as a proxy for mantle flow induced dynamic topography and plate motion variations in the Atlantic and Indo-Australian realms since the Upper Jurassic, finding they frequently correlate, except when plate boundary forces may play a significant role. This correlation agrees with descriptions of asthenosphere flow beneath tectonic plates in terms of Poiseuille/Couette flow, as it explicitly relates plate motion changes, induced by evolving basal shear forces, to non-isostatic vertical motion of the lithosphere. Our analysis reveals a timescale, on the order of a geological series, between the occurrence of continent-scale hiatus and plate motion changes. This is consistent with the presence of a weak upper mantle. It also shows a spatial scale for interregional hiatus, on the order of 2000-3000 km in diameter, which can be linked by fluid dynamic analysis to active upper mantle flow regions. Our results suggest future studies should pursue large-scale horizontal and vertical lithosphere motion in combination, to track the expressions of past mantle flow. Such studies would provide powerful constraints for adjoint-based geodynamic inverse models of past mantle convection.
The wave function as a true ensemble
Hance JR and Hossenfelder S
In quantum mechanics, the wave function predicts probabilities of possible measurement outcomes, but not which individual outcome is realized in each run of an experiment. This suggests that it describes an ensemble of states with different values of a hidden variable. Here, we analyse this idea with reference to currently known theorems and experiments. We argue that the ψ-ontic/epistemic distinction fails to properly identify ensemble interpretations and propose a more useful definition. We then show that all local ψ-ensemble interpretations which reproduce quantum mechanics violate statistical independence. Theories with this property are commonly referred to as superdeterministic or retrocausal. Finally, we explain how this interpretation helps make sense of some otherwise puzzling phenomena in quantum mechanics, such as the delayed choice experiment, the Elitzur-Vaidman bomb detector and the extended Wigner's friends scenario.
Ocean mover's distance: using optimal transport for analysing oceanographic data
Hyun S, Mishra A, Follett CL, Jonsson B, Kulk G, Forget G, Racault MF, Jackson T, Dutkiewicz S, Müller CL and Bien J
Remote sensing observations from satellites and global biogeochemical models have combined to revolutionize the study of ocean biogeochemical cycling, but comparing the two data streams to each other and across time remains challenging due to the strong spatial-temporal structuring of the ocean. Here, we show that the Wasserstein distance provides a powerful metric for harnessing these structured datasets for better marine ecosystem and climate predictions. The Wasserstein distance complements commonly used point-wise difference methods such as the root-mean-squared error, by quantifying differences in terms of spatial displacement in addition to magnitude. As a test case, we consider chlorophyll (a key indicator of phytoplankton biomass) in the northeast Pacific Ocean, obtained from model simulations, measurements, and satellite observations. We focus on two main applications: (i) comparing model predictions with satellite observations, and (ii) temporal evolution of chlorophyll both seasonally and over longer time frames. The Wasserstein distance successfully isolates temporal and depth variability and quantifies shifts in biogeochemical province boundaries. It also exposes relevant temporal trends in satellite chlorophyll consistent with climate change predictions. Our study shows that optimal transport vectors underlying the Wasserstein distance provide a novel visualization tool for testing models and better understanding temporal dynamics in the ocean.
Stability selection enables robust learning of differential equations from limited noisy data
Maddu S, Cheeseman BL, Sbalzarini IF and Müller CL
We present a statistical learning framework for robust identification of differential equations from noisy spatio-temporal data. We address two issues that have so far limited the application of such methods, namely their robustness against noise and the need for manual parameter tuning, by proposing stability-based model selection to determine the level of regularization required for reproducible inference. This avoids manual parameter tuning and improves robustness against noise in the data. Our stability selection approach, termed PDE-STRIDE, can be combined with any sparsity-promoting regression method and provides an interpretable criterion for model component importance. We show that the particular combination of stability selection with the iterative hard-thresholding algorithm from compressed sensing provides a fast and robust framework for equation inference that outperforms previous approaches with respect to accuracy, amount of data required, and robustness. We illustrate the performance of PDE-STRIDE on a range of simulated benchmark problems, and we demonstrate the applicability of PDE-STRIDE on real-world data by considering purely data-driven inference of the protein interaction network for embryonic polarization in . Using fluorescence microscopy images of zygotes as input data, PDE-STRIDE is able to learn the molecular interactions of the proteins.
Advection-dominated transport past isolated disordered sinks: stepping beyond homogenization
Price GF, Chernyavsky IL and Jensen OE
We investigate the transport of a solute past isolated sinks in a bounded domain when advection is dominant over diffusion, evaluating the effectiveness of homogenization approximations when sinks are distributed uniformly randomly in space. Corrections to such approximations can be non-local, non-smooth and non-Gaussian, depending on the physical parameters (a Péclet number Pe, assumed large, and a Damköhler number Da) and the compactness of the sinks. In one spatial dimension, solute distributions develop a staircase structure for large , with corrections being better described with credible intervals than with traditional moments. In two and three dimensions, solute distributions are near-singular at each sink (and regularized by sink size), but their moments can be smooth as a result of ensemble averaging over variable sink locations. We approximate corrections to a homogenization approximation using a moment-expansion method, replacing the Green's function by its free-space form, and test predictions against simulation. We show how, in two or three dimensions, the leading-order impact of disorder can be captured in a homogenization approximation for the ensemble mean concentration through a modification to that grows with diminishing sink size.
Discovery of nonlinear dynamical systems using a Runge-Kutta inspired dictionary-based sparse regression approach
Goyal P and Benner P
In this work, we blend machine learning and dictionary-based learning with numerical analysis tools to discover differential equations from noisy and sparsely sampled measurement data of time-dependent processes. We use the fact that given a dictionary containing large candidate nonlinear functions, dynamical models can often be described by a few appropriately chosen basis functions. As a result, we obtain parsimonious models that can be better interpreted by practitioners, and potentially generalize better beyond the sampling regime than black-box modelling. In this work, we integrate a numerical integration framework with dictionary learning that yields differential equations without requiring or approximating derivative information at any stage. Hence, it is utterly effective for corrupted and sparsely sampled data. We discuss its extension to governing equations, containing rational nonlinearities that typically appear in biological networks. Moreover, we generalized the method to governing equations subject to parameter variations and externally controlled inputs. We demonstrate the efficiency of the method to discover a number of diverse differential equations using noisy measurements, including a model describing neural dynamics, chaotic Lorenz model, Michaelis-Menten kinetics and a parameterized Hopf normal form.
Unbiased estimation of the Hessian for partially observed diffusions
Chada NK, Jasra A and Yu F
In this article, we consider the development of unbiased estimators of the Hessian, of the log-likelihood function with respect to parameters, for partially observed diffusion processes. These processes arise in numerous applications, where such diffusions require derivative information, either through the Jacobian or Hessian matrix. As time-discretizations of diffusions induce a bias, we provide an unbiased estimator of the Hessian. This is based on using Girsanov's Theorem and randomization schemes developed through Mcleish (2011 , 301-315 (doi:10.1515/mcma.2011.013)) and Rhee & Glynn (2016 , 1026-1043). We demonstrate our developed estimator of the Hessian is unbiased, and one of finite variance. We numerically test and verify this by comparing the methodology here to that of a newly proposed particle filtering methodology. We test this on a range of diffusion models, which include different Ornstein-Uhlenbeck processes and the Fitzhugh-Nagumo model, arising in neuroscience.
Rheology of particulate suspensions with non-Newtonian fluids in capillaries
Xia B and Krueger PS
Particulate suspensions occur in situations from blood flow to slurries in drilling applications. Existing investigations of these suspensions generally concentrate on the impact of particle volume fraction for suspensions in Newtonian fluids under free-flow conditions. Recently, particulate-polymer composites have been used in additive manufacturing (AM). Here, the polymer becomes a shear-thinning non-Newtonian fluid during extrusion, creating a particulate suspension. Motivated by the challenges in AM of particulate composites, this study investigates the rheology of suspensions of micrometre-sized particles in shear-thinning silicone while extruded through AM-scaled nozzles (millimetre-scale diameters). The suspensions were observed to follow a power-law behaviour and their rheology was investigated through the measured flow consistency ( ) and behaviour ( ) indices. The impact of the particle volume fraction ( ) and the ratio ( ) of the capillary inside diameter to the particle diameter on both indices were measured. was found to be only impacted by the suspension fluid type and . was found to be constant at large , but decreased and then increased to infinity with decreasing. Based on its behaviour, was categorized into two conditions and analysed separately with semi-empirical models. The impact of particle size distribution was also investigated.
Interfacial metric mechanics: stitching patterns of shape change in active sheets
Feng F, Duffy D, Warner M and Biggins JS
A flat sheet programmed with a planar pattern of spontaneous shape change will morph into a curved surface. Such metric mechanics is seen in growing biological sheets, and may be engineered in actuating soft matter sheets such as phase-changing liquid crystal elastomers (LCEs), swelling gels and inflating baromorphs. Here, we show how to combine multiple patterns in a sheet by stitching regions of different shape changes together piecewise along interfaces. This approach allows simple patterns to be used as building blocks, and enables the design of multi-material or active/passive sheets. We give a general condition for an interface to be geometrically compatible, and explore its consequences for LCE/LCE, gel/gel and active/passive interfaces. In contraction/elongation systems such as LCEs, we find an infinite set of compatible interfaces between any pair of patterns along which the metric is discontinuous, and a finite number across which the metric is continuous. As an example, we find all possible interfaces between pairs of LCE logarithmic spiral patterns. By contrast, in isotropic systems such as swelling gels, only a finite number of continuous interfaces are available, greatly limiting the potential of stitching. In both continuous and discontinuous cases, we find the stitched interfaces generically carry singular Gaussian curvature, leading to intrinsically curved folds in the actuated surface. We give a general expression for the distribution of this curvature, and a more specialized form for interfaces in LCE patterns. The interfaces thus also have rich geometric and mechanical properties in their own right.
Analysis of a model for surfactant transport around a foam meniscus
Grassia P
A model developed by Bussonnière & Cantat [1] is considered for film-to-film surfactant transport around a meniscus within a foam, with the transport rate dependent upon film-to-film tension difference. The model is applied to the case of a five-film device, in which motors are used to compress two peripheral films on one side of a central film and to stretch another two peripheral films on the central film's other side. Moreover, it is considered that large amounts of compression or stretch are imposed on peripheral films, and also that compression or stretch might be imposed at high velocities (relative to a characteristic velocity associated with physico-chemical properties of the foam films themselves). The actual strain that results on elements within each film might differ from the imposed strain, with the instantaneous film length coupled to the actual strain determining the amount of surfactant currently on each film (and hence also the amount of surfactant that has transferred either from or onto films). Quite distinct surfactant transport behaviour is predicted for the stretched film compared with the compressed one. In particular, when a film is stretched sufficiently at high enough velocity, surfactant flux onto it is predicted to become extremely 'plastic', increasing significantly.