Past Computational Mathematics and Applications Seminar

8 March 2018
14:00
Gabriel Barrenechea
Abstract

In this talk I will review recent results on the analysis of shock-capturing-type methods applied to convection-dominated problems. The method of choice is a variant of the Algebraic Flux-Correction (AFC) scheme. This scheme has received some attention over the last two decades due to its very satisfactory numerical performance. Despite this attention, until very recently there was no stability and convergence analysis for it. Thus, the purpose of the works reviewed in this talk was to bridge that gap. The first step towards the full analysis of the method is a rewriting of it as a nonlinear edge-based diffusion method. This writing makes it possible to present a unified analysis of the different variants of it. So, minimal assumptions on the components of the method are stated in such a way that the resulting scheme satisfies the Discrete Maximum Principle (DMP) and is convergence. One property that will be discussed in detail is the linearity preservation. This property has been linked to the good performance of methods of this kind. We will discuss in detail its role and the impact of it in the overall convergence of the method. Time permitting, some results on a posteriori error estimation will also be presented. 
This talk will gather contributions with A. Allendes (UTFSM, Chile), E. Burman (UCL, UK), V. John (WIAS, Berlin), F. Karakatsani (Chester, UK), P. Knobloch (Prague, Czech Republic), and 
R. Rankin (U. of Nottingham, China).

  • Computational Mathematics and Applications Seminar
1 March 2018
14:00
Prof Jan Hesthaven
Abstract

The development of reduced order models for complex applications, offering the promise for rapid and accurate evaluation of the output of complex models under parameterized variation, remains a very active research area. Applications are found in problems which require many evaluations, sampled over a potentially large parameter space, such as in optimization, control, uncertainty quantification and applications where near real-time response is needed.

However, many challenges remain to secure the flexibility, robustness, and efficiency needed for general large-scale applications, in particular for nonlinear and/or time-dependent problems.

After giving a brief general introduction to reduced order models, we discuss developments in two different directions. In the first part, we discuss recent developments of reduced methods that conserve chosen invariants for nonlinear time-dependent problems. We pay particular attention to the development of reduced models for Hamiltonian problems and propose a greedy approach to build the basis. As we shall demonstrate, attention to the construction of the basis must be paid not only to ensure accuracy but also to ensure stability of the reduced model. Time permitting, we shall also briefly discuss how to extend the approach to include more general dissipative problems through the notion of port-Hamiltonians, resulting in reduced models that remain stable even in the limit of vanishing viscosity and also touch on extensions to Euler and Navier-Stokes equations.

The second part of the talk discusses the combination of reduced order modeling for nonlinear problems with the use of neural networks to overcome known problems of on-line efficiency for general nonlinear problems. We discuss the general idea in which training of the neural network becomes part of the offline part and demonstrate its potential through a number of examples, including for the incompressible Navier-Stokes equations with geometric variations.

This work has been done with in collaboration with B.F. Afkram (EPFL, CH), N. Ripamonti EPFL, CH) and S. Ubbiali (USI, CH).

  • Computational Mathematics and Applications Seminar
22 February 2018
14:00
Daniel Ruprecht
Abstract

The rapidly increasing number of cores in high-performance computing systems causes a multitude of challenges for developers of numerical methods. New parallel algorithms are required to unlock future growth in computing power for applications and energy efficiency and algorithm-based fault tolerance are becoming increasingly important. So far, most approaches to parallelise the numerical solution of partial differential equations focussed on spatial solvers, leaving time as a bottleneck. Recently, however, time stepping methods that offer some degree of concurrency, so-called parallel-in-time integration methods, have started to receive more attention.

I will introduce two different numerical algorithms, Parareal (by Lions et al., 2001) and PFASST (by Emmett and Minion, 2012), that allow to exploit concurrency along the time dimension in parallel computer simulations solving partial differential equations. Performance results for both methods on different architectures and for different equations will be presented. The PFASST algorithm is based on merging ideas from Parareal, spectral deferred corrections (SDC, an iterative approach to derive high-order time stepping methods by Dutt et al. 2000) and nonlinear multi-grid. Performance results for PFASST on close to half a million cores will illustrate the potential of the approach. Algorithmic modifications like IPFASST will be introduced that can further reduce solution times. Also, recent results showing how parallel-in-time integration can provide algorithm-based tolerance against hardware faults will be shown.

  • Computational Mathematics and Applications Seminar
15 February 2018
14:00
Anna-Karin Tornberg
Abstract

In micro-fluidics, at small scales where inertial effects become negligible, surface to volume ratios are large and the interfacial processes are extremely important for the overall dynamics. Integral
equation based methods are attractive for the simulations of e.g. droplet-based microfluidics, with tiny water drops dispersed in oil, stabilized by surfactants. In boundary integral formulations for
Stokes flow, jumps in pressure and velocity gradients are naturally taken care of, viscosity ratios enter only in coefficients of the equations, and only the drop surfaces must be discretized and not the volume inside nor in between.

We present numerical methods for drops with insoluble surfactants, both in two and three dimensions. We discretize the integral equations using Nyström methods, and special care is taken in the evaluation of singular and also nearly singular integrals that is needed in the case of close drop interactions. A spectral method is used to solve the advection-diffusion equation on each drop surface that describes the evolution of surfactant concentration. The drop velocity and surfactant concentration couple together through an equation of state for the surface tension coefficient. An adaptive time-stepping strategy is developed for the coupled problem, with the constraint to minimize the number of Stokes solves, since this is the computationally most expensive part.

For high quality discretization of the drops throughout the simulations, a hybrid method is used in two dimensions, offering an arc-length parameterization of the interface. In three dimensions, a
reparameterization procedure is developed to optimize the spherical harmonics representation of the drop, while conserving the drop volume and amount of surfactant.

We present results from some validation tests and illustrate the ability of the numerical methods in different challenging problems.

  • Computational Mathematics and Applications Seminar
1 February 2018
14:00
Ruth Misener
Abstract


Decision trees usefully represent the sparse, high dimensional and noisy nature of chemical data from experiments. Having learned a function from this data, we may want to thereafter optimise the function, e.g. for picking the best catalyst for a chemical process. This work studies a mixed-integer non-linear optimisation problem involving: (i) gradient boosted trees modelling catalyst behaviour, (ii) penalty functions mitigating risk, and (iii) penalties enforcing chemical composition constraints. We develop several heuristic methods to find feasible solutions, and an exact, branch and bound algorithm that leverages structural properties of the gradient boost trees and penalty functions. We computationally test our methods on an industrial instance from BASF.
This work was completed in collaboration with Mr Miten Mistry and Dr Dimitris Letsios at Imperial College London and Dr Robert Lee and Dr Gerhard Krennrich from BASF.
 

  • Computational Mathematics and Applications Seminar
25 January 2018
14:00
Bart Vandereycken
Abstract

We present discrete methods for computing low-rank approximations of time-dependent tensors that are the solution of a differential equation. The approximation format can be Tucker, tensor trains, MPS or hierarchical tensors. We will consider two types of discrete integrators: projection methods based on quasi-optimal metric projection, and splitting methods based on inexact solutions of substeps. For both approaches we show numerically and theoretically that their behaviour is superior compared to standard methods applied to the so-called gauged equations. In particular, the error bounds are robust in the presence of small singular values of the tensor’s matricisations. Based on joint work with Emil Kieri, Christian Lubich, and Hanna Walach.

  • Computational Mathematics and Applications Seminar
18 January 2018
14:00
Victorita Dolean
Abstract

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as hybrid discontinuous Galerkin appears as an appropriate strategy: on the one hand they provide the best compromise in terms of the number of degrees of freedom in between standard continuous and discontinuous Galerkin methods, and on the other hand the degrees of freedom used in the non standard interface conditions are naturally defined at the boundary between elements. In this work we introduce the coupling between a well chosen discretisation method (hybrid discontinuous Galerkin) and a novel and efficient domain decomposition method to solve the Stokes system. We present the detailed analysis of the hybrid discontinuous Galerkin method for the Stokes problem with non standard boundary conditions. This analysis is supported by numerical evidence. In addition, the advantage of the new preconditioners over more classical choices is also supported by numerical experiments.

This work was done in collaboration with G. Barrenechea, M. Bosy (Univ. Strathclyde) and F. Nataf, P-H Tournier (Univ of Paris VI)

  • Computational Mathematics and Applications Seminar
Professor James Nagy
Abstract


In this talk we describe an approach to approximate the truncated singular value decomposition of a large matrix by first decomposing the matrix into a sum of Kronecker products. Our approach can be used to more efficiently approximate a large number of singular values and vectors than other well known schemes, such as iterative algorithms based on the Golub-Kahan bidiagonalization or randomized matrix algorithms. We provide theoretical results and numerical experiments to demonstrate accuracy of our approximation, and show how the approximation can be used to solve large scale ill-posed inverse problems, either as an approximate filtering method, or as a preconditioner to accelerate iterative algorithms.
 

  • Computational Mathematics and Applications Seminar
30 November 2017
14:00
Dr Vanessa Styles
Abstract

We analyze a fully discrete numerical scheme for solving a parabolic PDE on a moving surface. The method is based on a diffuse interface approach that involves a level set description of the moving surface. Under suitable conditions on the spatial grid size, the time step and the interface width we obtain stability and error bounds with respect to natural norms. Test calculations are presented that confirm our analysis.

  • Computational Mathematics and Applications Seminar
23 November 2017
14:00
Professor Benedikt Wirth
Abstract

Spline curves represent a simple and efficient tool for data interpolation in Euclidean space. During the past decades, however, more and more applications have emerged that require interpolation in (often high-dimensional) nonlinear spaces such as Riemannian manifolds. An example is the generation of motion sequences in computer graphics, where the animated figure represents a curve in a Riemannian space of shapes. Two particularly useful spline interpolation methods derive from a variational principle: linear splines minimize the average squared velocity and cubic splines minimize the average squared acceleration among all interpolating curves. Those variational principles and their discrete analogues can be used to define continuous and discretized spline curves on (possibly infinite-dimensional) Riemannian manifolds. However, it turns out that well-posedness of cubic splines is much more intricate on nonlinear and high-dimensional spaces and requires quite strong conditions on the underlying manifold. We will analyse and discuss linear and cubic splines as well as their discrete counterparts on Riemannian manifolds and show a few applications.

  • Computational Mathematics and Applications Seminar

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