Past Numerical Analysis Group Internal Seminar

Point cloud registration is the task of finding the transformation that aligns two data sets. We make the assumption that the data lies on a low-dimensional algebraic variety.  The task is phrased as an optimization problem over the special orthogonal group of rotations. We solve this problem using Riemannian optimization algorithms and show numerical examples that illustrate the efficiency of this approach for point cloud registration. 

--

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

Topology optimisation finds the optimal material distribution of a fluid or solid in a domain, subject to PDE, volume, and box constraints. The optimisation problem is normally nonconvex and can support multiple local minima. In recent work [1], the authors developed an algorithm for systematically discovering multiple minima of two-dimensional problems through a combination of barrier methods, active-set strategies, and deflation. The bottleneck of the algorithm is solving the Newton systems that arise. In this talk, we will present preconditioning methods for these linear systems as they occur in the topology optimization of Stokes flow. The strategies involve a mix of block preconditioning and specialized multigrid relaxation schemes that reduce the computational work required and allow the application of the algorithm to three-dimensional problems.

[1] “Computing multiple solutions of topology optimization problems”, I. P. A. Papadopoulos, P. E. Farrell, T. M. Surowiec, 2020, https://arxiv.org/abs/2004.11797

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

Identifying discrete patterns in binary data is an important dimensionality reduction tool in machine learning and data mining. In this paper, we consider the problem of low-rank binary matrix factorisation (BMF) under Boolean arithmetic. Due to the NP-hardness of this problem, most previous attempts rely on heuristic techniques. We formulate the problem as a mixed integer linear program and use a large scale optimisation technique of column generation to solve it without the need of heuristic pattern mining. Our approach focuses on accuracy and on the provision of optimality guarantees. Experimental results on real world datasets demonstrate that our proposed method is effective at producing highly accurate factorisations and improves on the previously available best known results for 16 out of 24 problem instances.

--

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

In this talk, we will present an approach to constrained optimisation when the set of constraints is a smooth manifold. This setting is of particular interest in data science applications, as many interesting sets of matrices have a manifold structure. We will show how we may couple classic ideas from differential geometry with modern methods such as autodifferentiation to simplify optimisation problems from spaces with a difficult topology (e.g. problems with orthogonal or fixed-rank constraints) to problems on ℝⁿ where we can use any classical optimisation methods to solve them. We will also show how to use these methods to automatically compute quantities such as the Riemannian gradient and Hessian. We will present the library GeoTorch that allows for putting these kind of constraints within models written in PyTorch by adding just one line to the model. We will also comment on some convergence results if time allows.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Preconditioning techniques are widely used for speeding up the iterative solution of systems of linear equations, often by transforming the system into one with lower condition number. Even though the condition number also serves as the determining constant in simple bounds for the numerical error of the solution, simple experiments and bounds show that such preconditioning on the matrix level is not guaranteed to reduce this error. Transformations on the operator level, on the other hand, improve both accuracy and speed of iterative methods as predicted by the change of the condition number. We propose to investigate such methods under a common framework, which we call full operator preconditioning, and show practical examples.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send an email to @email.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Smectic A liquid crystals are of great interest in physics for their striking defect structures, including curvature walls and focal conics. However, the mathematical modeling of smectic liquid crystals has not been extensively studied. This work takes a step forward in understanding these fascinating topological defects from both mathematical and numerical viewpoints. In this talk, we propose a new (two- and three-dimensional) mathematical continuum model for the transition between the smectic A and nematic phases, based on a real-valued smectic order parameter for the density perturbation and a tensor-valued nematic order parameter for the orientation. Our work expands on an idea mentioned by Ball & Bedford (2015). By doing so, physical head-to-tail symmetry in half charge defects is respected, which is not possible with vector-valued nematic order parameter.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.

Motivated by the advent of machine learning, the last few years saw the return of hardware-supported low-precision computing. Computations with fewer digits are faster and more memory and energy efficient, but can be extremely susceptible to rounding errors. An application that can largely benefit from the advantages of low-precision computing is the numerical solution of partial differential equations (PDEs), but a careful implementation and rounding error analysis are required to ensure that sensible results can still be obtained. In this talk we study the accumulation of rounding errors in the solution of the heat equation, a proxy for parabolic PDEs, via Runge-Kutta finite difference methods using round-to-nearest (RtN) and stochastic rounding (SR). We demonstrate how to implement the numerical scheme to reduce rounding errors and we present \emph{a priori} estimates for local and global rounding errors. Let $u$ be the roundoff unit. While the worst-case local errors are $O(u)$ with respect to the discretization parameters, the RtN and SR error behaviour is substantially different. We show that the RtN solution is discretization, initial condition and precision dependent, and always stagnates for small enough $\Delta t$. Until stagnation, the global error grows like $O(u\Delta t^{-1})$. In contrast, the leading order errors introduced by SR are zero-mean, independent in space and mean-independent in time, making SR resilient to stagnation and rounding error accumulation. In fact, we prove that for SR the global rounding errors are only $O(u\Delta t^{-1/4})$ in 1D and are essentially bounded (up to logarithmic factors) in higher dimensions.

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please send email to @email.