Forthcoming events in this series

Tue, 24 Feb 2015

11:00 - 12:30

Embedology for Control and Random Dynamical Systems in Reproducing Kernel Hilbert Spaces

Visiting Professor Boumediene Hamzi
(Koç University Istanbul)

Abstract: We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control and random dynamical systems. Our approach hinges on the observation that much of the existing linear theory may be readily extended to nonlinear systems -with a reasonable expectation of success - once the nonlinear system has been mapped into a high or infinite dimensional Reproducing Kernel Hilbert Space. In particular, we develop computable, non-parametric estimators approximating controllability and observability energy/Lyapunov functions for nonlinear systems, and study the ellipsoids they induce. It is then shown that the controllability energy estimator provides a key means for approximating the invariant measure of an ergodic, stochastically forced nonlinear system. We also apply this approach to the problem of model reduction of nonlinear control systems.

In all cases the relevant quantities are estimated from simulated or observed data. These results collectively argue that there is a reasonable passage from linear dynamical systems theory to a data-based nonlinear dynamical systems theory through reproducing kernel Hilbert spaces. This is a joint work with J. Bouvrie (MIT).

Tue, 03 Jun 2014

Can rounding errors be beneficial for weather and climate models?

Dr Peter Dueben
(AOPP (Oxford University))

Inexact hardware trades reduced numerical precision against a reduction

in computational cost. A reduction of computational cost would allow

weather and climate simulations at higher resolution. In the first part

of this talk, I will introduce the concept of inexact hardware and

provide results that show the great potential for the use of inexact

hardware in weather and climate simulations. In the second part of this

talk, I will discuss how rounding errors can be assessed if the forecast

uncertainty and the chaotic behaviour of the atmosphere is acknowledged.

In the last part, I will argue that rounding errors do not necessarily

degrade numerical models, they can actually be beneficial. This

conclusion will be based on simulations with a model of the

one-dimensional Burgers' equation.

Tue, 30 Oct 2012
DH 3rd floor SR

Hysteresis operators: history, applications and an open inverse problem

Dr Hugh McNamara (OCCAM)

The Preisach model of hysteresis has a long history, a convenient algorithmic form and "nice" mathematical properties (for a given value of nice) that make it suitable for use in differential equations and other dynamical systems. The difficulty lies in the fact that the "parameter" for the Preisach model is infinite dimensional—in full generality it is a measure on the half-plane. Applications of the Preisach model (two interesting examples are magnetostrictive materials and vadose zone hydrology) require methods to specify a measure based on experimental or observed data. Current approaches largely rely on direct measurements of experimental samples, however in some cases these might not be sufficient or direct measurements may not be practical. I will present the Preisach model in all its glory, along with some history and applications, and introduce an open inverse problem of fiendish difficulty.

Tue, 31 Jan 2012
DH 3rd floor SR

Application of the cubature on Wiener space to turbulence filtering

Dr Wonjung Lee

In this talk we aim to filter the Majda-McLaughlin-Tabak(MMT) model, which is a one-dimensional prototypical turbulence system. Due to its inherent high dimensionality, we first try to find a low dimensional dynamical system whose statistical property is similar to the original complexity system. This dimensional reduction, called stochastic parametrization, is clearly well-known method but the value of current work lies in the derivation of an analytic closure for the parameters. We then discuss the necessity of the accurate filtering algorithm for this effective dynamics, and introduce the particle filter using the cubature on Wiener space and the recombination skill.