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Mathematical Study Groups with Industry P. G. Hjorth Department of Applied Mathematics and Computer Science Technical University of Denmark Rostock Nov 30 2016

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Page 1: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Mathematical Study Groups with Industry

P. G. Hjorth Department of Applied Mathematics

and Computer Science Technical University of Denmark

R o s t o c k N o v 3 0 2 0 1 6

Page 2: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

What is a

Mathematical Study Group with Industry ?

Page 3: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

A Mathematical Study Group with Industryis workshop where researchers from industry submit real-world mathematical problems, and then work with academic mathematicians to solve those problems.

Page 4: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

H I S T O R Y

Page 5: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Study Groups began in Oxford, UK

Page 6: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

In 1968, two Oxford applied mathematicians, Alan Taylor and Leslie Fox, organised the first meeting of this kind, inviting industry contacts to challenge university mathematicians withproblems of modelling or computation.

Page 7: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

The meetings became annual events in the 1970’sand the 1980’s.

They began to be conducted at other UK universities.In the 1990’s Study Groups began to be organised at universities outside the UK.

In agreement with ECMI (European Consortium forMathematics in Industry), the meetings were referencedas ESGIs (European Study Groups with Industry), and enumerated.

Page 8: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

The number of Study Groups conducted in variousEuropean contries has grown rapidly; and in spring2014 the 100’th Study Group was conducted, (very appropriatly in Oxford). For upcoming study groups, see, e.g.,

https://ecmiindmath.org/study-groups/

Page 9: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

W H Y S T U D Y G R O U P S

?

Page 10: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

W H Y ?

Page 11: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

consider

a spherical cow

Page 12: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Win/WinCompanies:

Academics:

Get their problems ‘flash fried’ in one week by intensive work by independent experts

Establish contact with academics, as well as students (potential recruits)

Test their skills on real-world problems. Get new ideas for research and teaching.

Establish contact to companies, where students can do projects.

Page 13: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Format of a typical ESGI week:

Sunday Monday Tuesday Wednesday Thursday Friday

Participants arrive

ProblemPresentations

Groupsform

Workbegins

Work

Work

Work Work

WorkWork

Progress Summary Report prep

GroupPresentations

Page 14: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

A typical ESGI week:

Sunday Monday Tuesday Wednesday Thursday Friday

Participants arrive

ProblemPresentations

Groupsform

Workbegins

Work

Work

Work Work

WorkWork

Progress Summary Report prep

GroupPresentations

+ coursework for phd students

“Modern Methods of Industrial Mathematics” DTU course 02940: 5 ECTS

Page 15: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

ESGI 121

EUROPEAN STUDY GROUP with INDUSTRYTECHNICAL UNIVERSITY of DENMARK August 15 - 19 , 2016

phd course “Modern Methods in Industrial Mathematics”

11. + 12. + 13. August:

Page 16: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 17: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

www.ecmiindmath.rod

Page 18: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 19: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

EXPLICIT INTERGRALS, CRUDE APPROXIMATIONS, ELEMENTS FROM PHYSICS

Page 20: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Examples of Problems

• Greenwood Engineering

• LEGO: How to build with LEGO

• NOVO: design of pharmacophores

• DSB S-train planning

• Scroll Compressor & Moineau Pump

• BAE Systems: WLAN frequencies

• Penguin Eggs

Page 21: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Greenwood Engineering: Bearing Capacity of Roads

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

Greenwood Engineering: Bearing Capacity of Roads

K. Dias, J. Gravesen, P. G. Hjorth, P. Larsen, C. Please, N. Radulovic, andL. Wang

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 22 / 31

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

Road authorities are interested in the deflection of a road when a heavyvehicle uses it.

Traditionally the bearing capacity was measured by a so called FallingWeight Deflectometer.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 23 / 31

The condition and durability of an asphalt road can be estimated from the deflection caused by a given load.

Page 22: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

The principle of Greenwood Engineerings Highspeed Deflectometer is tomeasure deflection velocities using doubler lasers (presently only three).

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 24 / 31

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

The velocity is measured at distance 100mm, 200mm, and 300mm in frontof the wheel (the red points in the figure).

In order to predict the deflection bowl, which the authorities want, it isnecessary extrapolate the measurement to larger distances.Greenwood Engineering asked the study group to come up with suitableextrapolation method.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 25 / 31

Greenwood asked for anextrapolation method based on a mechanical model of the road.

Page 23: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

We decided to use a physical model and as we had only threemeasurements the model should contain at most two free parameters.Our model consists of an elastic beam with Youngs modulus E supportedon a base of a material of uniform elasticity characterised by a ‘springconstant’ k. This is known as the Winkler foundation model.

E

k

With a point load at x = 0, the resulting beam equation is

d4d(x)

dx4= �F

E�(x) +

k

Ed(x).

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 26 / 31

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

We decided to use a physical model and as we had only threemeasurements the model should contain at most two free parameters.Our model consists of an elastic beam with Youngs modulus E supportedon a base of a material of uniform elasticity characterised by a ‘springconstant’ k. This is known as the Winkler foundation model.

E

k

With a point load at x = 0, the resulting beam equation is

d4d(x)

dx4= �F

E�(x) +

k

Ed(x).

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 26 / 31

The Study Group suggested a two-parameter model:

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

This results in a two-parameter (A,B > 0) family of solutions for thedisplacement d(x):

d(x) = � A

2Be�Bx(cos(Bx) + sin(Bx))

4

0.5

5

x

6

0.0

−0.5

2

1.0

−1.0

30

y

1

d(x)

d’(x)

The maximal displacement occurring at x = 0 is � A

2B.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 27 / 31

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

This results in a two-parameter (A,B > 0) family of solutions for thedisplacement d(x):

d(x) = � A

2Be�Bx(cos(Bx) + sin(Bx))

4

0.5

5

x

6

0.0

−0.5

2

1.0

−1.0

30

y

1

d(x)

d’(x)

The maximal displacement occurring at x = 0 is � A

2B.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 27 / 31

Page 24: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Greenwood Engineering: Bearing Capacity of Roads, SDU 2005

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Fit of the Winkler model to four set of measurements.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 30 / 31

Page 25: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

LEGO: how to build with Bricks

LEGO asked for algorithms to output optimal buildinginstructions for arbitrary 3D design shapes.

The Study Group provided:

Optimal Building algorithms for simple shapes: boxes, sheets, and beams.

Arguments why the general optimal problem is extremlydifficult (possibly np).

Page 26: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

NOVO: Design of Pharmacophores

Systematic molecular design = find connected lattice graphs having vertices at selected points and no edges through anti-points.

Examples

Page 27: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

NOVO asked for a systematic description based on a diamond lattice of graphs that contain nodes and anti-nodes (possibly weighted), as well as a measure of the ‘goodness’ of the solutions.

The ESGI group employed methods from Topology Optimization. The graphs are generated iterativly by a computer code which takes into account known nodes and anti-nodes, and optimizes simple functionals.

The algorithm was implemented in MATLAB and tested on known examples. It worked.

See J. Chem. Inf. Comput. Sci. 2004, 44, 856-861

Page 28: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

DSB: S-trainsDSB: Roster Planning at DSB S-train, SDU 2001

DSB: Roster Planning at DSB S-train, SDU 2001

Goran Bjorck and Morten Nyhave Nielsen.

The normal duty for a train driver:

Check-In

Walk to train

Change of drivers

Drive

Walk to lounge

Break

Walk to train

Change of drivers

Drive

Walk to lounge

Check-out

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 10 / 31

The situation prior to ESGI:

Work schedule for S-train drivers

Efficency = (time driving the train)/(total time at work) ≈ 60%

Robustness ≈ 2 minutes (if a driver is more than two minutes late for his break, he is not allowed to drive the next train).

Page 29: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

The situation after ESGI:

Efficient increased up to 83 % (without violating union rules).

A driver can stay on the same line with a “standard-plan” which fits 73% of all departures.

This “standard plan” has an efficiency of 80 %.

The “standard plan” has a robustness of 9 minutes.

The rubustness can be increased to 13 minutes with a slightly lower effciancy.

The phd student working on the problem was later hired by S-train company.

Page 30: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Danfoss: Scroll Compressor

Patent by Leon Crux (1905)

Danfoss asked for a mathematical description that would facilitatedesign experimentation.

In particular higher compression was needed for use in refrigirators and freezers

Page 31: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

AnswerDanfoss: Optimisation of a Scroll Compressor, DTU 1998

The solution is to use tangent direction as the parameter.

tangent

t = e(⌅)

f(⌅) x

s

⇤ =1

e(⌅) = (cos ⌅, sin ⌅),

f(⌅) = (� sin ⌅, cos ⌅).

t = e(⌅), n = f(⌅).

The curvature is � =d⌅

ds.

If � > 0 then ⌅ is monotoneand can be used as parameter.

Now the envelope is easy:

x�(⌅(t)) ⇧ e(t) ⇤⌅ ⌅(t) = t + n⇥.

As n and n + 2 di�er by a full rotation, the envelope is

y(t) = x(t)± r f(t).

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 7 / 31

Use tangent direction as function of arc lengthto describe the wall of the moving spiral.

e(�) = (cos(�), sin(�))f(�) = (� sin(�), cos(�))

� is monotone and can be used asparameter.

Radius of curvature as a function ofdetermines the entire geometry of thescroll compressor.

Wall thickness, volume of compression chamber can be shown to be polynomial expressions in , leading to closed analytical expressions.�

Page 32: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Danfoss: Optimisation of a Scroll Compressor, DTU 1998

Danfoss sponsored a Ph.D. project at SDU by Leonid Paramonov withJohn Perram as supervisor (2001-2004).

A very good example for teaching purposes.

On the cover of SIAM Review 43, pp. 113–126, 2001.

Jens Gravesen (DTU) Highlights from the Danish Study Groups MISGSA, 26 January – 2006 9 / 31

A 2004 Danfoss prototype:

See: SIAM Review 43, pp 113-126 (2001)

Page 33: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Grundfos: Moineau Pumps

Patent by J. L. Moineau (1932)

Page 34: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

A series of chambersof constant volume are pushed up (or down) the pump chamber bythe contimous motionof the excentricallymoving pump shaft.

Page 35: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Rolling a circle of radius one on the insideof a circle of radius two will make a point fixed on the inner circle trace out a diameter of the outer circle

Expanding the point to a disk we get the disk moving in an excentric motion in a fixed `canal’ around the diameter.

Page 36: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 37: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Hypo-Cycloid 3:2 construction

If we roll the previous construction inside a circle of radius 3, the point fixed on the smallest circle will trace out a hypocycloid.

‘fattening’ the diameter of the radius 2 circle gives us the pump chambershape

Page 38: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 39: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

But there is a problem. The hypercycloid shape has infinite curvature at the cusps, -- and this problem remains present in the `fat’ pump chamber shape.

Page 40: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Grundfos asked for a mathematical description of the Moineau pump, allowing for design experimentation and a possible avoidance of singularities.

The study group provided a description in terms of the support function h( ).

Page 41: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 42: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

The study group proved that the singular curvature problem is unavoidable for allMoineau constructions.

The support function description also permittedthe design of an optimal construction, now in use by Grundfos.

Page 43: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Office building freequencies (BAE Systems, Inc)

An office building has several companies placed in rooms on various floors.

All these companies have WLAN - wireless networks. Two companies with ajecent walls or floors should have WLAN running on different frequencies.

Every WLAN domain can thus be seen as a node on a graph, whose edges are the company crossing wall-and floor boundaries.

ESGI was asked to provide an estimate of the maximal number of frequencies needed; i.e. the cromatic number of the associated graph.

Page 44: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 45: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Answer:

The chromatic number x(n) has a lower bound which increases with n, the number of companies. There is no upper bound for x(n).

New (mathematical) questions:

In prectice, one finds relativly small values for x(n).

How can one improve the estimate

which is really wide

How can one find a rapid (optimal?) algorithm for coloring ?

Page 46: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Penguins

Spheniscus demersus.

Page 47: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Bristol Zoo asked for an analysisof the gravity-driven internal motionsof a penguin egg.

yolk

white

embryo

We consider a spherical egg.

Page 48: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

time scales

12-15 min ≈ 800-1000 s

Page 49: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Temperature diffusion ?

thermal diffusion time scale

- probably not -

Page 50: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Buoyancy time scale ?

The yolk is lighter than the white

force balance: =

buoyancy force friction force in thin-film motion

- probably not -

Page 51: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Rotational time scale ?

buoyancy torque viscous torque

- bingo ! -

Page 52: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

why rotate the yolk ?

Page 53: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

shear-driven diffusion

zone depleted in nutrients

molecular diffusitivity

diffusion length scale

Page 54: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 55: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 56: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European
Page 57: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European

Result:

Page 58: Mathematical Study Groups with Industry · 2018. 9. 18. · In agreement with ECMI (European Consortium for Mathematics in Industry), the meetings were referenced as ESGIs (European