Forthcoming events in this series

Thu, 09 Mar 2023

14:00 - 15:00
Lecture Room 3

### Supersmoothness of multivariate splines

Michael Floater
Abstract

Polynomial splines over simplicial meshes in R^n (triangulations in 2D, tetrahedral meshes in 3D, and so on) sometimes have extra orders of smoothness at a vertex. This property is known as supersmoothness, and plays a role both in the construction of macroelements and in the finite element method.
Supersmoothness depends both on the number of simplices that meet at the vertex and their geometric configuration.

In this talk we review what is known about supersmoothness of polynomial splines and then discuss the more general setting of splines whose individual pieces are any infinitely smooth functions.

This is joint work with Kaibo Hu.

Thu, 02 Mar 2023

14:00 - 15:00
Lecture Room 3

### Finite element computations for modelling skeletal joints

Jonathan Whiteley
(Oxford University)
Abstract

Skeletal joints are often modelled as two adjacent layers of poroviscoelastic cartilage that are permitted to slide past each other.  The talk will begin by outlining a mathematical model that may be used, focusing on two unusual features of the model: (i) the solid component of the poroviscoelastic body has a charged surface that ionises the fluid within the pores, generating a swelling pressure; and (ii) appropriate conditions are required at the interface between the two adjacent layers of cartilage.  The remainder of the talk will then address various theoretical and practical issues in computing a finite element solution of the governing equations.

Thu, 23 Feb 2023

14:00 - 15:00
Lecture Room 3

### The Bernstein-Gelfand-Gelfand machinery and applications

Kaibo Hu
Abstract

In this talk, we first review the de Rham complex and the finite element exterior calculus, a cohomological framework for structure-preserving discretisation of PDEs. From de Rham complexes, we derive other complexes with applications in elasticity, geometry and general relativity. The derivation, inspired by the Bernstein-Gelfand-Gelfand (BGG) construction, also provides a general machinery to establish results for tensor-valued problems (e.g., elasticity) from de Rham complexes (e.g., electromagnetism and fluid mechanics). We discuss some applications and progress in this direction, including mechanics models and the construction of bounded homotopy operators (Poincaré integrals) and finite elements.

Thu, 16 Feb 2023

14:00 - 15:00
Lecture Room 3

### Accuracy controlled schemes for the eigenvalue problem of the neutron transport equation

Olga Mula
(TU Eindhoven)
Abstract

The neutron transport equation is a linear Boltzmann-type PDE that models radiative transfer processes, and fission nuclear reactions. The computation of the largest eigenvalue of this Boltzmann operator is crucial in nuclear safety studies but it has classically been formulated only at a discretized level, so the predictive capabilities of such computations are fairly limited. In this talk, I will give an overview of the modeling for this equation, as well as recent analysis that leads to an infinite dimensional formulation of the eigenvalue problem. We leverage this point of view to build a numerical scheme that comes with a rigorous, a posteriori estimation of the error between the exact, infinite-dimensional solution, and the computed one.

Thu, 09 Feb 2023

14:00 - 15:00
Lecture Room 3

### Toward nonlinear multigrid for nonlinear variational inequalities

Ed Bueler
Abstract

I will start with two very brief surveys.  First is a class of problems, namely variational inequalities (VIs), which generalize PDE problems, and second is a class of solver algorithms, namely full approximation storage (FAS) nonlinear multigrid for PDEs.  Motivation for applying FAS to VIs is demonstrated in the standard mathematical model for glacier surface evolution, a very general VI problem relevant to climate modeling.  (Residuals for this nonlinear and non-local VI problem are computed by solving a Stokes model.)  Some existing nonlinear multilevel VI schemes, based on global (Newton) linearization would seem to be less suited to such general VI problems.  From this context I will sketch some work-in-progress toward the scalable solutions of nonlinear and nonlocal VIs by an FAS-type multilevel method.

Thu, 02 Feb 2023
14:00
Rutherford Appleton Laboratory, nr Didcot

### Reducing CO2 emissions for aircraft flights through complex wind fields using three different optimal control approaches

Cathie Wells
Abstract

Whilst we all enjoy travelling to exciting and far-off locations, the current climate crisis is making flights less and less attractive. But is there anything we can do about this? By plotting courses that make best use of atmospheric data to minimise aircraft fuel burn, airlines can not only save money on fuel, but also reduce emissions, whilst not significantly increasing flight times. In each case the route between London Heathrow Airport and John F Kennedy Airport in New York is considered.  Atmospheric data is taken from a re-analysis dataset based on daily averages from 1st December, 2019 to 29th February, 2020.

Initially Pontryagin’s minimum principle is used to find time minimal routes between the airports and these are compared with flight times along the organised track structure routes prepared by the air navigation service providers NATS and NAV CANADA for each day.  Efficiency of tracks is measured using air distance, revealing that potential savings of between 0.7% and 16.4% can be made depending on the track flown. This amounts to a reduction of 6.7 million kg of CO2 across the whole winter period considered.

In a second formulation, fixed time flights are considered, thus reducing landing delays.  Here a direct method involving a reduced gradient approach is applied to find fuel minimal flight routes either by controlling just heading angle or both heading angle and airspeed. By comparing fuel burn for each of these scenarios, the importance of airspeed in the control formulation is established.

Finally dynamic programming is applied to the problem to minimise fuel use and the resulting flight routes are compared with those actually flown by 9 different models of aircraft during the winter of 2019 to 2020. Results show that savings of 4.6% can be made flying east and 3.9% flying west, amounting to 16.6 million kg of CO2 savings in total.

Thus large reductions in fuel consumption and emissions are possible immediately, by planning time or fuel minimal trajectories, without waiting decades for incremental improvements in fuel-efficiency through technological advances.

Thu, 26 Jan 2023
14:00
L3

### Learning State-Space Models of Dynamical Systems from Data

Peter Benner
(MPI Magdeburg)
Abstract

Learning dynamical models from data plays a vital role in engineering design, optimization, and predictions. Building models describing the dynamics of complex processes (e.g., weather dynamics, reactive flows, brain/neural activity, etc.) using empirical knowledge or first principles is frequently onerous or infeasible. Therefore, system identification has evolved as a scientific discipline for this task since the 1960ies. Due to the obvious similarity of approximating unknown functions by artificial neural networks, system identification was an early adopter of machine learning methods. In the first part of the talk, we will review the development in this area until now.

For complex systems, identifying the full dynamics using system identification may still lead to high-dimensional models. For engineering tasks like optimization and control synthesis as well as in the context of digital twins, such learned models might still be computationally too challenging in the aforementioned multi-query scenarios. Therefore, it is desirable to identify compact approximate models from the available data. In the second part of this talk, we will therefore exploit that the dynamics of high-fidelity models often evolve in lowdimensional manifolds. We will discuss approaches learning representations of these lowdimensional manifolds using several ideas, including the lifting principle and autoencoders. In particular, we will focus on learning state-space representations that can be used in classical tools for computational engineering. Several numerical examples will illustrate the performance and limitations of the suggested approaches.

Thu, 19 Jan 2023

14:00 - 15:00
L3

### Bridging the divide: from matrix to tensor algebra for optimal approximation and compression

Misha Kilmer
(Tufts University)
Abstract

Tensors, also known as multiway arrays, have become ubiquitous as representations for operators or as convenient schemes for storing data. Yet, when it comes to compressing these objects or analyzing the data stored in them, the tendency is to flatten” or matricize” the data and employ traditional linear algebraic tools, ignoring higher dimensional correlations/structure that could have been exploited. Impediments to the development of equivalent tensor-based approaches stem from the fact that familiar concepts, such as rank and orthogonal decomposition, have no straightforward analogues and/or lead to intractable computational problems for tensors of order three and higher.

In this talk, we will review some of the common tensor decompositions and discuss their theoretical and practical limitations. We then discuss a family of tensor algebras based on a new definition of tensor-tensor products. Unlike other tensor approaches, the framework we derive based around this tensor-tensor product allows us to generalize in a very elegant way all classical algorithms from linear algebra. Furthermore, under our framework, tensors can be decomposed in a natural (e.g. ‘matrix-mimetic’) way with provable approximation properties and with provable benefits over traditional matrix approximation. In addition to several examples from recent literature illustrating the advantages of our tensor-tensor product framework in practice, we highlight interesting open questions and directions for future research.

Thu, 01 Dec 2022

14:00 - 15:00
L3

### Attractive-repulsive equilibrium problems and fractional differential equations via orthogonal polynomials

Sheehan Olver
(Imperial College London)
Abstract

TBA

Thu, 24 Nov 2022

14:00 - 15:00
L3

### Nonlinear and dispersive waves in a basin: theory and numerical analysis

Dimitrios Mitsotakis
(Victoria University of Wellington)
Abstract

Surface water waves of significant interest, such as tsunamis and solitary waves, are nonlinear and dispersive waves. Unluckily, the equations derived from first principles that describe the propagation of surface water waves, known as Euler's equations, are immensely hard to study. For this reason, several approximate systems have been proposed as mathematical alternatives. We show that among the numerous simplified systems of PDEs of water wave theory there is only one that is provably well-posed (in Hadamard’s sense) in bounded domains with slip-wall boundary conditions. We also show that the particular well-posed system obeys most of the physical laws that acceptable water wave equations must obey, and it is consistent with the Euler equations. For the numerical solution of our system we rely on a Galerkin/finite element method based on Nitsche's method for which we have proved its convergence. Validation with laboratory data is also presented.

Thu, 17 Nov 2022

14:00 - 15:00
L3

### Ten years of Direct Multisearch

Ana Custodio
(NOVA School of Science and Technology)
Abstract

Direct Multisearch (DMS) is a well-known multiobjective derivative-free optimization class of methods, with competitive computational implementations that are often successfully used for benchmark of new algorithms and in practical applications. As a directional direct search method, its structure is organized in a search step and a poll step, being the latter responsible for its convergence. A first implementation of DMS was released in 2010. Since then, the algorithmic class has continued to be analyzed from the theoretical point of view and new improvements have been proposed for the numerical implementation. Worst-case-complexity bounds have been derived, a search step based on polynomial models has been defined, and parallelization strategies have successfully improved the numerical performance of the code, which has also shown to be competitive for multiobjective derivative-based problems. In this talk we will survey the algorithmic structure of this class of optimization methods, the main theoretical properties associated to it and report numerical experiments that validate its numerical competitiveness.

Thu, 10 Nov 2022

14:00 - 15:00
L3

### Primal dual methods for Wasserstein gradient flows

José Carrillo
(University of Oxford)
Abstract

Combining the classical theory of optimal transport with modern operator splitting techniques, I will present a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media,materials science, and biological swarming. Using the JKO scheme, along with the Benamou-Brenier dynamical characterization of the Wasserstein distance, we reduce computing the solution of these evolutionary PDEs to solving a sequence of fully discrete minimization problems, with strictly convex objective function and linear constraint. We compute the minimizer of these fully discrete problems by applying a recent, provably convergent primal dual splitting scheme for three operators. By leveraging the PDE’s underlying variational structure, ourmethod overcomes traditional stability issues arising from the strong nonlinearity and degeneracy, and it is also naturally positivity preserving and entropy decreasing. Furthermore, by transforming the traditional linear equality constraint, as has appeared in previous work, into a linear inequality constraint, our method converges in fewer iterations without sacrificing any accuracy. We prove that minimizers of the fully discrete problem converge to minimizers of the continuum JKO problem as the discretization is refined, and in the process, we recover convergence results for existing numerical methods for computing Wasserstein geodesics. Simulations of nonlinear PDEs and Wasserstein geodesics in one and two dimensions that illustrate the key properties of our numerical method will be shown.

Thu, 03 Nov 2022

14:00 - 15:00
L3

### Algebraic Spectral Multilevel Domain Decomposition Preconditioners

Hussam Al Daas
(STFC Rutherford Appleton Laboratory)
Abstract

Solving sparse linear systems is omnipresent in scientific computing. Direct approaches based on matrix factorization are very robust, and since they can be used as a black-box, it is easy for other software to use them. However, the memory requirement of direct approaches scales poorly with the problem size, and the algorithms underpinning sparse direct solvers software are poorly suited to parallel computation. Multilevel Domain decomposition (MDD) methods are among the most efficient iterative methods for solving sparse linear systems. One of the main technical difficulties in using efficient MDD methods (and most other efficient preconditioners) is that they require information from the underlying problem which prohibits them from being used as a black-box. This was the motivation to develop the widely used algebraic multigrid for example. I will present a series of recently developed robust and fully algebraic MDD methods, i.e., that can be constructed given only the coefficient matrix and guarantee a priori prescribed convergence rate. The series consists of preconditioners for sparse least-squares problems, sparse SPD matrices, general sparse matrices, and saddle-point systems. Numerical experiments illustrate the effectiveness, wide applicability, scalability of the proposed preconditioners. A comparison of each one against state-of-the-art preconditioners is also presented.

Thu, 27 Oct 2022

14:00 - 15:00
Zoom

### Domain decomposition training strategies for physics-informed neural networks [talk hosted by Rutherford Appleton Lab]

Victorita Dolean
(University of Strathclyde)
Abstract

Physics-informed neural networks (PINNs) [2] are a solution method for solving boundary value problems based on differential equations (PDEs). The key idea of PINNs is to incorporate the residual of the PDE as well as boundary conditions into the loss function of the neural network. This provides a simple and mesh-free approach for solving problems relating to PDEs. However, a key limitation of PINNs is their lack of accuracy and efficiency when solving problems with larger domains and more complex, multi-scale solutions.

In a more recent approach, Finite Basis Physics-Informed Neural Networks (FBPINNs) [1], the authors use ideas from domain decomposition to accelerate the learning process of PINNs and improve their accuracy in this setting. In this talk, we show how Schwarz-like additive, multiplicative, and hybrid iteration methods for training FBPINNs can be developed. Furthermore, we will present numerical experiments on the influence on convergence and accuracy of these different variants.

This is joint work with Alexander Heinlein (Delft) and Benjamin Moseley (Oxford).

References
1.    [1]  B. Moseley, A. Markham, and T. Nissen-Meyer. Finite basis physics- informed neural networks (FBPINNs): a scalable domain decomposition approach for solving differential equations. arXiv:2107.07871, 2021.
2.    [2]  M. Raissi, P. Perdikaris, and G. E. Karniadakis. Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations. Journal of Computational Physics, 378:686–707, 2019.

Thu, 20 Oct 2022

14:00 - 15:00
L3

### Twenty examples of AAA approximation

Nick Trefethen
(University of Oxford)
Abstract

For the first time, a method has become available for fast computation of near-best rational approximations on arbitrary sets in the real line or complex plane: the AAA algorithm (Nakatsukasa-Sète-T. 2018).  After a brief presentation of the algorithm this talk will focus on twenty demonstrations of the kinds of things we can do, all across applied mathematics, with a black-box rational approximation tool.

Thu, 13 Oct 2022

14:00 - 15:00
L3

### Introduction to the Discrete De Rham complex

Jerome Droniou
(Monash University)
Abstract

Hilbert complexes are chains of spaces linked by operators, with properties that are crucial to establishing the well-posedness of certain systems of partial differential equations. Designing stable numerical schemes for such systems, without resorting to nonphysical stabilisation processes, requires reproducing the complex properties at the discrete level. Finite-element complexes have been extensively developed since the late 2000's, in particular by Arnold, Falk, Winther and collaborators. These are however limited to certain types of meshes (mostly, tetrahedral and hexahedral meshes), which limits options for, e.g., local mesh refinement.

In this talk we will introduce the Discrete De Rham complex, a discrete version of one of the most popular complexes of differential operators (involving the gradient, curl and divergence), that can be applied on meshes consisting of generic polytopes. We will use a simple magnetostatic model to motivate the need for (continuous and discrete) complexes, then give a presentation of the lowest-order version of the complex and sketch its links with the CW cochain complex on the mesh. We will then briefly explain how this lowest-order version is naturally extended to an arbitrary-order version, and briefly present the associated properties (Poincaré inequalities, primal and adjoint consistency, commutation properties, etc.) that enable the analysis of schemes based on this complex.

Thu, 16 Jun 2022

14:00 - 15:00
L5

### Recent results on finite element methods for incompressible flow at high Reynolds number

Erik Burman
(University College London)
Abstract

The design and analysis of finite element methods for high Reynolds flow remains a challenging task, not least because of the difficulties associated with turbulence. In this talk we will first revisit some theoretical results on interior penalty methods using equal order interpolation for smooth solutions of the Navier-Stokes’ equations at high Reynolds number and show some recent computational results for turbulent flows.

Then we will focus on so called pressure robust methods, i.e. methods where the smoothness of the pressure does not affect the upper bound of error estimates for the velocity of the Stokes’ system. We will discuss how convection can be stabilized for such methods in the high Reynolds regime and, for the lowest order case, show an interesting connection to turbulence modelling.

Thu, 09 Jun 2022

14:00 - 15:00
Virtual

### Maximizing the Spread of Symmetric Non-Negative Matrices

John Urschel
Abstract

The spread of a matrix is defined as the diameter of its spectrum. In this talk, we consider the problem of maximizing the spread of a symmetric non-negative matrix with bounded entries and discuss a number of recent results. This optimization problem is closely related to a pair of conjectures in spectral graph theory made by Gregory, Kirkland, and Hershkowitz in 2001, which were recently resolved by Breen, Riasanovsky, Tait, and Urschel. This talk will give a light overview of the approach used in this work, with a strong focus on ideas, many of which can be abstracted to more general matrix optimization problems.

Thu, 02 Jun 2022

14:00 - 15:00
Virtual

### Balanced truncation for Bayesian inference

Elizabeth Qian
(Caltech)
Abstract

We consider the Bayesian inverse problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large dimension of the dynamical system state poses a computational obstacle to computing the exact posterior distribution. Balanced truncation is a system-theoretic method for model reduction which obtains an efficient reduced-dimension dynamical system by projecting the system operators onto state directions which simultaneously maximize energies defined by reachability and observability Gramians. We show that in our inference setting, the prior covariance and Fisher information matrices can be naturally interpreted as reachability and observability Gramians, respectively. We use these connections to propose a balancing approach to model reduction for the inference setting. The resulting reduced model then inherits stability properties and error bounds from system theory, and yields an optimal posterior covariance approximation.

Thu, 26 May 2022

14:00 - 15:00
L3

### Propagation and stability of stress-affected transformation fronts in solids

Mikhail Poluektov
(University of Warwick)
Abstract

There is a wide range of problems in continuum mechanics that involve transformation fronts, which are non-stationary interfaces between two different phases in a phase-transforming or a chemically-transforming material. From the mathematical point of view, the considered problems are represented by systems of non-linear PDEs with discontinuities across non-stationary interfaces, kinetics of which depend on the solution of the PDEs. Such problems have a significant industrial relevance – an example of a transformation front is the localised stress-affected chemical reaction in Li-ion batteries with Si-based anodes. Since the kinetics of the transformation fronts depends on the continuum fields, the transformation front propagation can be decelerated and even blocked by the mechanical stresses. This talk will focus on three topics: (1) the stability of the transformation fronts in the vicinity of the equilibrium position for the chemo-mechanical problem, (2) a fictitious-domain finite-element method (CutFEM) for solving non-linear PDEs with transformation fronts and (3) an applied problem of Si lithiation.

Thu, 19 May 2022

14:00 - 15:00
L3

### Single-Shot X-FEL Imaging, Stochastic Tomography, and Optimization on Measure Spaces

Russell Luke
Abstract

Motivated by the problem of reconstructing the electron density of a molecule from pulsed X-ray diffraction images (about 10e+9 per reconstruction), we develop a framework for analyzing the convergence to invariant measures of random fixed point iterations built from mappings that, while expansive, nevertheless possess attractive fixed points.  Building on techniques that we have established for determining rates of convergence of numerical methods for inconsistent nonconvex
feasibility, we lift the relevant regularities to the setting of probability spaces to arrive at a convergence analysis for noncontractive Markov operators.  This approach has many other applications, for instance the analysis of distributed randomized algorithms.
We illustrate the approach on the problem of solving linear systems with finite precision arithmetic.

Thu, 12 May 2022

14:00 - 15:00
L3

### Direct solvers for elliptic PDEs

Gunnar Martinsson
(Univerity of Texas at Austin)
Abstract

That the linear systems arising upon the discretization of elliptic PDEs can be solved efficiently is well-known, and iterative solvers that often attain linear complexity (multigrid, Krylov methods, etc) have proven very successful. Interestingly, it has recently been demonstrated that it is often possible to directly compute an approximate inverse to the coefficient matrix in linear (or close to linear) time. The talk will argue that such direct solvers have several compelling qualities, including improved stability and robustness, the ability to solve certain problems that have remained intractable to iterative methods, and dramatic improvements in speed in certain environments.

After a general introduction to the field, particular attention will be paid to a set of recently developed randomized algorithms that construct data sparse representations of large dense matrices that arise in scientific computations. These algorithms are entirely black box, and interact with the linear operator to be compressed only via the matrix-vector multiplication.

Thu, 05 May 2022

14:00 - 15:00
L3

### Finite elements for metrics and curvature

Snorre Christiansen
(University of Oslo)
Abstract
In space dimension 2 we present a finite element complex for the deformation operator acting on vectorfields and the linearized curvature operator acting on symmetric 2 by 2 matrices. We also present the tools that were used in the construction, namely the BGG diagram chase and the framework of finite element systems. For this general framework we can prove a de Rham theorem on cohomology groups in the flat case and a Bianchi identity in the case with curvature.
Thu, 28 Apr 2022

14:00 - 15:00
L3

### An SDP approach for tensor product approximation of linear operators on matrix spaces

Andre Uschmajew
(Max Planck Institute Leipzig)
Abstract

Tensor structured linear operators play an important role in matrix equations and low-rank modelling. Motivated by this we consider the problem of approximating a matrix by a sum of Kronecker products. It is known that an optimal approximation in Frobenius norm can be obtained from the singular value decomposition of a rearranged matrix, but when the goal is to approximate the matrix as a linear map, an operator norm would be a more appropriate error measure. We present an alternating optimization approach for the corresponding approximation problem in spectral norm that is based on semidefinite programming, and report on its practical performance for small examples.
This is joint work with Venkat Chandrasekaran and Mareike Dressler.

Thu, 10 Mar 2022

14:00 - 15:00

### Mathematical modelling and partial differential equations in biology and data science

Lisa Maria Kreusser
(University of Bath)
Abstract

The recent, rapid advances in modern biology and data science have opened up a whole range of challenging mathematical problems. In this talk I will discuss a class of interacting particle models with anisotropic repulsive-attractive interaction forces. These models are motivated by the simulation of fingerprint databases, which are required in forensic science and biometric applications. In existing models, the forces are isotropic and particle models lead to non-local aggregation PDEs with radially symmetric potentials. The central novelty in the models I consider is an anisotropy induced by an underlying tensor field. This innovation does not only lead to the ability to describe real-world phenomena more accurately, but also renders their analysis significantly harder compared to their isotropic counterparts. I will discuss the role of anisotropic interaction in these models, present a stability analysis of line patterns, and show numerical results for the simulation of fingerprints. I will also outline how very similar models can be used in data classification, where it is desirable to assign labels to points in a point cloud, given that a certain number of points is already correctly labeled.