Thu, 12 Oct 2023

14:00 - 15:00
Lecture Room 3

Hermitian preconditioning for a class of non-Hermitian linear systems

Nicole Spillane
(Ecole Polytechnique (CMAP))
Abstract

This work considers weighted and preconditioned GMRES. The objective is to provide a way of choosing the preconditioner and the inner product, also called weight, that ensure fast convergence. The main focus of the article is on Hermitian preconditioning (even for non-Hermitian problems).

It is indeed proposed to choose a Hermitian preconditioner H, and to apply GMRES in the inner product induced by H. If moreover, the problem matrix A is positive definite, then a new convergence bound is proved that depends only on how well H preconditions the Hermitian part of A, and on a measure of how non-Hermitian A is. In particular, if a scalable preconditioner is known for the Hermitian part of A, then the proposed method is also scalable. I will also illustrate this result numerically.

Launched in 2021, Science Together is an exciting public engagement programme that connects Oxford’s community groups with researchers from the University of Oxford and Oxford Brookes University to respond to issues and questions impacting the lives of local people.

Strengthening Rödl's theorem
Chudnovsky, M Scott, A Seymour, P Spirkl, S Journal of Combinatorial Theory: Series B volume 163 256-271 (31 Aug 2023)

The date: 1970s

The location: Rainey Endowed School, Magherafelt, Northern Ireland

The action: a maths lesson

The talent: a young Philip Maini

The story so far: a long explanation of an oscillating pendulum...

Thu, 21 Sep 2023

11:00 - 12:00
L4

Efficient prediction, estimation and identifiability analysis with mechanistic mathematical models

Professor Matthew Simpson
(QUT)
Abstract

Interpreting data using mechanistic mathematical models provides a foundation for discovery and decision-making in all areas of science and engineering. Key steps in using mechanistic mathematical models to interpret data include: (i) identifiability analysis; (ii) parameter estimation; and (iii) model prediction. Here we present a systematic, computationally efficient likelihood-based workflow that addresses all three steps in a unified way. Recently developed methods for constructing profile-wise prediction intervals enable this workflow and provide the central linkage between different workflow components. These methods propagate profile-likelihood-based confidence sets for model parameters to predictions in a way that isolates how different parameter combinations affect model predictions. We show how to extend these profile-wise prediction intervals to two-dimensional interest parameters, and then combine profile-wise prediction confidence sets to give an overall prediction confidence set that approximates the full likelihood-based prediction confidence set well.  We apply our methods to a range of synthetic data and real-world ecological data describing re-growth of coral reefs on the Great Barrier Reef after some external disturbance, such as a tropical cyclone or coral bleaching event.
 

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