After a general introduction to integrable systems, we will explain an approach to their solution theory, which is based on Banach space theory. The main point is first to shift attention to noncommutative integrable systems and then to extract information about the original setting via projection techniques. The resulting solution formulas turn out to be particularly well-suited to the qualitative study of certain solution classes. We will show how one can obtain a complete asymptotic description of the so called multiple pole solutions, a problem that was only treated for special cases before.

Ever since Sophus Lie around 1880, continuous groups of invariance transformations have been used to reduce variables and to construct special solutions of PDEs. I will outline the general ideas, then show some variations on the usual reduction algorithm that I have used to solve some practical nonlinear boundary value problems. Applications include soil-water flow, metal surface evolution and population genetics.

Through using ten examples, the talk focuses on the recent development on nonlinear time series econometrics and financial econometrics. Such examples cover the following models: 1. Nonlinear time series trend model; 2. Partially linear autoregressive model; 3. Nonlinear capital asset pricing model; 4. Additive capital asset pricing model; 5. Varying-coefficient capital asset pricing model; 6. Semiparametric error-term model; 7. Nonlinear and nonstationary model; 8. Partially linear ARCH model; 9. Continuous-time financial model; and 10. Stochastic volatility model.

The sequence first, second, third,... can be continued with infinite ordinal numbers. I will explain what these infinite numbers are and how they can be used -- and sometimes must be used! -- to prove facts about ordinary, finite numbers.

The n-sphere considered as a conformal manifold can be viewed as the projectivisation of the light cone in n+2 Minkowski space. A construction that generalises this picture to arbitrary conformal classes is the ambient metric introduced by C. Fefferman and R. Graham. In the talk, I will explain the Fefferman-Graham ambient metric construction and how it detects the existence of certain metrics in the conformal class. Then I will present conformal classes of signature (3,2) for which the 7-dimensional ambient metric has the noncompact exceptional Lie group G_2 as its holonomy. This is joint work with P. Nurowski, Warsaw University.

Jeffery–Hamel flows describe the steady two-dimensional flow of an incompressible viscous fluid between plane walls separated by an angle $\alpha$. They are often used to approximate the flow in domains of finite radial extent. However, whilst the base Jeffery–Hamel solution is characterised by a subcritical pitchfork bifurcation, studies in expanding channels of finite length typically find symmetry breaking via a supercritical bifurcation.

We use the finite element method to calculate solutions for flow in a two-dimensional wedge of finite length bounded by arcs of constant radii, $R_1$ and $R_2$. We present a comprehensive picture of the bifurcation structure and nonlinear states for a net radial outflow of fluid. We find a series of nested neutral curves in the Reynolds number-$\alpha$ plane corresponding to pitchfork bifurcations that break the midplane symmetry of the flow. We show that these finite domain bifurcations remain distinct from the similarity solution bifurcation even in the limit $R_2/R_1 \rightarrow \infty$.

We also discuss a class of stable steady solutions apparently related to a steady, spatially periodic, wave first observed by Tutty (1996). These solutions remain disconnected in our domain in the sense that they do not arise via a local bifurcation of the Stokes flow solution as the Reynolds number is increased.

This paper considers a model for asset pricing in a world where the randomness is modeled by a Markov chain rather than Brownian motion. In this paper we develop a theory of optimal stopping and related variational inequalities for American options in this model. A version of Saigal's Lemma is established and numerical algorithms developed. This is a joint work with John van der Hoek.

A brief overview will be given of the development of a so called Human Skin Equivalent Construct. This laboratory grown construct can be used for studying growth, response and the repair of human skin subjected to wounding and/or treatment under strictly regulated conditions. Details will also be provided of a series of mathematical models we have developed that describe the dynamics of the Human Skin Equivalent Construct, which can be used to assist in the development of the experimental protocol, and to provide insight into the fundamental processes at play in the growth and development of the epidermis in both healthy and diseased states.