Tue, 21 May 2024

14:00 - 14:30
L1

Goal-oriented adaptivity for stochastic collocation finite element methods

Thomas Round
(Birmingham University)
Abstract
Finite element methods are often used to compute approximations to solutions of problems involving partial differential equations (PDEs). More recently, various techniques involving finite element methods have been utilised to solve PDE problems with parametric or uncertain inputs. One such technique is the stochastic collocation finite element method, a sampling based approach which yields approximations that are represented by a finite series expansion in terms of a parameter-dependent polynomial basis.
 
In this talk we address the topic of goal-oriented strategies in the context of the stochastic collocation finite element method. These strategies are used to approximate quantities of interest associated with solutions to PDEs with parameter dependent inputs. We use existing ideas to estimate approximation errors for the corresponding primal and dual problems and utilise products of these estimates in an adaptive algorithm for approximating quantities of interest. We further demonstrate the utility of the proposed algorithm using numerical examples. These examples include problems involving affine and non-affine diffusion coefficients, as well as linear and non-linear quantities of interest.
Thu, 30 Nov 2023
14:00
Lecture Room 3

Multilevel adaptivity for stochastic finite element methods

Alex Bespalov
(Birmingham University)
Abstract

This talk concerns the design and analysis of adaptive FEM-based solution strategies for partial differential equations (PDEs) with uncertain or parameter-dependent inputs. We present two conceptually different strategies: one is projection-based (stochastic Galerkin FEM) and the other is sampling-based (stochastic collocation FEM). These strategies have emerged and become popular as effective alternatives to Monte-Carlo sampling in the context of (forward) uncertainty quantification. Both stochastic Galerkin and stochastic collocation approximations are typically represented as finite (sparse) expansions in terms of a parametric polynomial basis with spatial coefficients residing in finite element spaces. The focus of the talk is on multilevel approaches where different spatial coefficients may reside in different finite element spaces and, therefore, the underlying spatial approximations are allowed to be refined independently from each other.

 

We start with a more familiar setting of projection-based methods, where exploiting the Galerkin orthogonality property and polynomial approximations in terms of an orthonormal basis facilitates the design and analysis of adaptive algorithms. We discuss a posteriori error estimation as well as the convergence and rate optimality properties of the generated adaptive multilevel Galerkin approximations for PDE problems with affine-parametric coefficients. We then show how these ideas of error estimation and multilevel adaptivity can be applied in a non-Galerkin setting of stochastic collocation FEM, in particular, for PDE problems with non-affine parameterization of random inputs and for problems with parameter-dependent local spatial features.

 

The talk is based on a series of joint papers with Dirk Praetorius (TU Vienna), Leonardo Rocchi (Birmingham), Michele Ruggeri (University of Strathclyde, Glasgow), David Silvester (Manchester), and Feng Xu (Manchester).

Tue, 30 May 2023

14:00 - 15:00
L6

The Jacobson-Morozov Theorem in positive characteristic

Rachel Pengelly
(Birmingham University)
Abstract

Let K be an algebraically closed field. Given three elements a Lie algebra over K, we say that these elements form an sl_2-triple if they generate a subalgebra which is a homomorphic image of sl_2(K). In characteristic 0, the Jacobson-Morozov theorem provides a bijection between the orbits of nilpotent elements of the Lie algebra and the orbits of sl_2-triples. In this talk I will discuss the progress made in extending this result to fields of characteristic p, and discuss results for both the classical and exceptional Lie algebras. 

Mon, 13 Jun 2022

16:30 - 17:30
L5

Tomographic Strichartz inequalities for the Schrodinger equation

Susana Gutierrez
(Birmingham University)
Abstract

The aim of this talk is to present some novel inequalities for the k-plane transform acting on the modulus square of solutions of the linear time-dependent Schrodinger equation. Our motivation for studying these tomographic expressions comes for virial identities in the context of Schrodinger equations, where tomographic Strichartz estimates of the type we will discuss here appear naturally.

Mon, 24 Feb 2020

15:45 - 16:45
L3

Parabolic and hyperbolic Liouville equations

YUZHAO WANG
(Birmingham University)
Abstract

We will talk about some stochastic parabolic and hyperbolic partial differential equations (SPDEs), which arise naturally in the context of Liouville quantum gravity. These dynamics are proposed to preserve the Liouville measure, which has been constructed recently in the series of works by David-Kupiainen-Rhodes-Vargas. We construct global solutions to these equations under some conditions and then show the invariance of the Liouville measure under the resulting dynamics. As a by-product, we also answer an open problem proposed by Sun-Tzvetkov recently.
 

Mon, 04 Mar 2019

15:45 - 16:45
L3

Numerical approximation of BSDEs with polynomial growth driver

ARNAUD LIONNET
(Birmingham University)
Abstract

Backward Stochastic Differential Equations (BSDEs) provide a systematic way to obtain Feynman-Kac formulas for linear as well as nonlinear partial differential equations (PDEs) of parabolic and elliptic type, and the numerical approximation of their solutions thus provide Monte-Carlo methods for PDEs. BSDEs are also used to describe the solution of path-dependent stochastic control problems, and they further arise in many areas of mathematical finance. 

In this talk, I will discuss the numerical approximation of BSDEs when the nonlinear driver is not Lipschitz, but instead has polynomial growth and satisfies a monotonicity condition. The time-discretization is a crucial step, as it determines whether the full numerical scheme is stable or not. Unlike for Lipschitz driver, while the implicit Bouchard-Touzi-Zhang scheme is stable, the explicit one is not and explodes in general. I will then present a number of remedies that allow to recover a stable scheme, while benefiting from the reduced computational cost of an explicit scheme. I will also discuss the issue of numerical stability and the qualitative correctness which is enjoyed by both the implicit scheme and the modified explicit schemes. Finally, I will discuss the approximation of the expectations involved in the full numerical scheme, and their analysis when using a quasi-Monte Carlo method.

Tue, 15 May 2018
14:30
L6

The Erdos Matching Conjecture and related questions

Andrey Kupavskii
(Birmingham University)
Abstract

Consider a family of k-element subsets of an n-element set, and assume that the family does not contain s pairwise disjoint sets. The well-known Erdos Matching Conjecture suggests the maximum size of such a family. Finding the maximum is trivial for n<(s+1)k and is relatively easy for n large in comparison to s,k. There was a splash of activity around the conjecture in the recent years, and, as far as the original question is concerned, the best result is due to Peter Frankl, who verified the conjecture for all n>2sk. In this work, we improve the bound of Frankl for any k and large enough s. We also discuss the connection of the problem to an old question on deviations of sums of random variables going back to the work of Hoeffding and Shrikhande.
 

Tue, 17 Oct 2017
14:30
L6

Intersecting Families of Permutations

Michelle Delcourt
(Birmingham University)
Abstract

Enumerating families of combinatorial objects with given properties and describing the typical structure of these objects are fundamental problems in extremal combinatorics. In this talk, we will investigate intersecting families of discrete structures in various settings, determining their typical structure as the size of the underlying ground set tends to infinity. Our new approach outlines a general framework for a number of similar problems; in particular, we prove analogous results for hypergraphs, permutations, and vector spaces using the same technique. This is joint work with József Balogh, Shagnik Das, Hong Liu, and Maryam Sharifzadeh.

Tue, 07 Mar 2017
14:30
L6

The Complexity of Perfect Matchings and Packings in Dense Hypergraphs

Andrew Treglown
(Birmingham University)
Abstract

Given two $k$-graphs $H$ and $F$, a perfect $F$-packing in $H$ is a collection of vertex-disjoint copies of $F$ in $H$ which together cover all the vertices in $H$. In the case when $F$ is a single edge, a perfect $F$-packing is simply a perfect matching. For a given fixed $F$, it is generally the case that the decision problem whether an $n$-vertex $k$-graph $H$ contains a perfect $F$-packing is NP-complete.

In this talk we describe a general tool which can be used to determine classes of (hyper)graphs for which the corresponding decision problem for perfect $F$-packings is polynomial time solvable. We then give applications of this tool. For example, we give a minimum $\ell$-degree condition for which it is polynomial time solvable to determine whether a $k$-graph satisfying this condition has a perfect matching (partially resolving a conjecture of Keevash, Knox and Mycroft). We also answer a question of Yuster concerning perfect $F$-packings in graphs.

This is joint work with Jie Han (Sao Paulo).
 

Tue, 07 Feb 2017
14:30
L6

Designs Beyond Quasirandomness

Stefan Glock
(Birmingham University)
Abstract

In a recent breakthrough, Peter Keevash proved the Existence conjecture for combinatorial designs, which has its roots in the 19th century. In joint work with Daniela Kühn, Allan Lo and Deryk Osthus, we gave a new proof of this result, based on the method of iterative absorption. In fact, `regularity boosting’ allows us to extend our main decomposition result beyond the quasirandom setting and thus to generalise the results of Keevash. In particular, we obtain a resilience version and a minimum degree version. In this talk, we will present our new results within a brief outline of the history of the Existence conjecture and provide an overview of the proof.

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