Past Computational Mathematics and Applications Seminar

Dr Steven Benbow
Abstract
The talk will focus on solution methods for augmented linear systems of the form \\ \\ $[ A B ][x] = [b] [ B' 0 ][y] [0]$. \\ \\ Augmented linear systems of this type arise in several areas of numerical applied mathematics including mixed finite element / finite difference discretisations of flow equations (Darcy flow and Stokes flow), electrical network simulation and optimisation. The general properties of such systems are that they are large, sparse and symmetric, and efficient solution techniques should make use of the block structure inherent in the system as well as of these properties. \\ \\ Iterative linear solution methods will be described that attempt to take advantage of the structure of the system, and observations on augmented systems, in particular the distribution of their eigenvalues, will be presented which lead to further iterative methods and also to preconditioners for existing solution methods. For the particular case of Darcy flow, comments on properties of domain decomposition methods of additive Schwarz type and similarities to incomplete factorisation preconditioners will be made.
  • Computational Mathematics and Applications Seminar
25 May 2000
14:00
Dr Raphael Hauser
Abstract
I am going to show that all self-scaled barriers for the cone of symmetric positive semidefinite matrices are of the form $X\mapsto -c_1\ln\det X +c_0$ for some constants $c_1$ > $0,c_0 \in$ \RN. Equivalently one could state say that all such functions may be obtained via a homothetic transformation of the universal barrier functional for this cone. The result shows that there is a certain degree of redundancy in the axiomatic theory of self-scaled barriers, and hence that certain aspects of this theory can be simplified. All relevant concepts will be defined. In particular I am going to give a short introduction to the notion of self-concordance and the intuitive ideas that motivate its definition.
  • Computational Mathematics and Applications Seminar
11 May 2000
14:00
Abstract
Interval arithmetic is a way to produce guaranteed enclosures of the results of numerical calculations. Suppose $f(x)$ is a real expression in real variables $x= (x_1, \ldots, x_n)$, built up from the 4 basic arithmetic operations and other 'standard functions'. Let $X_1, \ldots, X_n$ be (compact) real intervals. The process of {\em interval evaluation} of $f(X_1, ..., X_n)$ replaces each real operation by the corresponding interval operation wherever it occurs in $f$, e.g. $A \times B$ is the smallest interval containing $\{a \times b \mid a \in A, b \in B\}$. \\ \\ As is well known, it yields a guaranteed enclosure for the true range $\{f(x_1, \ldots, x_n) \mid x_1 \in X_1, \ldots, x_n \in X_n\}$, provided no exceptions such as division by (an interval containing) zero occur during evaluation. \\ \\ Interval arithmetic takes set inputs and produces set outputs. Noting this, we show there is a consistent way to extend arithmetic to $R^* = R \cup \{-\infty, +\infty\}$, such that interval evaluation continues to give enclosures, and there are {\em no exceptions}. The basic ideas are: the usual set-theory meaning of evaluating a relation at a set; and taking topological closure of the graph of a function in a suitable $(R^{*})^n$. It gives rigorous meaning to intuitively sensible statements like $1/0 = \{-\infty, +\infty\}$, $0/0 = R^*$ (but $(x/x)_{|x=0} = 1$), $\sin(+\infty) = [-1,1]$, etc. \\ \\ A practical consequence is that an exception-free floating-point interval arithmetic system is possible. Such a system is implemented at hardware level in the new Sun Fortran compiler, currently on beta-release.
  • Computational Mathematics and Applications Seminar
Prof Nick Higham
Abstract
The Cholesky factorization approach to solving the symmetric definite generalized eigenvalue problem $Ax = \lambda Bx$, where $A$ is symmetric and $B$ is symmetric positive definite, computes a Cholesky factorization $B = LL^T$ and solves the equivalent standard symmetric eigenvalue problem $C y = \l y$ where $C = L^{-1} A L^{-T}$. Provided that a stable eigensolver is used, standard error analysis says that the computed eigenvalues are exact for $A+\dA$ and $B+\dB$ with $\max( \normt{\dA}/\normt{A}, \normt{\dB}/\normt{B} )$ bounded by a multiple of $\kappa_2(B)u$, where $u$ is the unit roundoff. We take the Jacobi method as the eigensolver and explain how backward error bounds potentially much smaller than $\kappa_2(B)u$ can be obtained. To show the practical utility of our bounds we describe a vibration problem from structural engineering in which $B$ is ill conditioned yet the error bounds are small. We show how, in cases of instability, iterative refinement based on Newton's method can be used to produce eigenpairs with small backward errors. Our analysis and experiments also give insight into the popular Cholesky--QR method used in LAPACK, in which the QR method is used as the eigensolver.
  • Computational Mathematics and Applications Seminar
15 March 2000
14:00
Prof Albrecht Böttcher
Abstract
In contrast to spectra, pseudospectra of large Toeplitz matrices behave as nicely as one could ever expect. We demonstrate some basic phenomena of the asymptotic distribution of the spectra and pseudospectra of Toeplitz matrices and show how by employing a few simple $C^*$-algebra arguments one can prove rigorous convergence results for the pseudospectra. The talk is a survey of the development since a 1992 paper by Reichel and Trefethen and is not addressed to specialists, but rather to a general mathematically interested audience.
  • Computational Mathematics and Applications Seminar
9 March 2000
14:00
Dr Bijan Mohammadi
Abstract
This lecture is about the extension of our CAD-Free platform to the simulation and sensitivity analysis for design and control of multi-model configurations. We present the different ingredients of the platform using simple models for the physic of the problem. This presentation enables for an easy evaluation of coupling, design and control strategies. \\ \\ Sensitivity analysis has been performed using automatic differentiation in direct or reverse modes and finite difference or complex variable methods. This former approach is interesting for cases where only one control parameter is involved as we can evaluate the state and sensitivity in real time with only one evaluation. \\ \\ We show that for some class of applications, incomplete sensitivities can be evaluated dropping the state dependency which leads to a drastic cost reduction. \\ \\ The design concerns the structural characteristic of the model and our control approach is based in perturbating the inflow incidence by a time dependent flap position described by a dynamic system encapsulating a gradient based minimization algorithm expressed as dynamic system. This approach enables for the definition of various control laws for different minimization algorithm. \\ \\ We present dynamic minimization algorithms based on the coupling of several heavy ball method. This approach enables for global minimization at a cost proportional to the number of balls times the cost of one steepest descent minimization. \\ \\ Two and three dimension flutter problem simulation and control are presented and the sensitivity of the different parameters in the model is discussed.
  • Computational Mathematics and Applications Seminar

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