Black holes are one of the few available laboratories for testing theoretical ideas in fundamental physics. Since Hawking's result that they radiate a thermal spectrum, black holes have been regarded as thermodynamic objects with associated temperature, entropy, etc. While this is an extremely beautiful picture it has also lead to numerous puzzles. In this talk I will describe the two-loop correction to scalar correlation functions due to \phi^{^4} interactions and explain why this might have implications for our current view of semi-classical black holes.
 

For linear dynamical systems, model reduction has achieved great success. In the case of linear dynamics,  we know how to construct, at a modest cost, (locally) optimal, input-independent reduced models; that is, reduced models that are uniformly good over all inputs having bounded energy. In addition, in some cases we can achieve this goal using only input/output data without a priori knowledge of internal  dynamics.  Even though model reduction has been successfully and effectively applied to nonlinear dynamical systems as well, in this setting,  bot the reduction process and the reduced models are input dependent and the high fidelity of the resulting approximation is generically restricted to the training input/data. In this talk, we will offer remedies to this situation.

In many applications we need to find or estimate the $p \ge 1$ largest elements of a matrix, along with their locations. This is required for recommender systems used by Amazon and Netflix, link prediction in graphs, and in finding the most important links in a complex network, for example. 

Our algorithm uses only matrix vector products and is based upon a power method for mixed subordinate norms. We have obtained theoretical results on the convergence of this algorithm via a comparison with rook pivoting for the LU  decomposition. We have also improved the practicality of the algorithm by producing a blocked version iterating on $n \times t$ matrices, as opposed to vectors, where $t$ is a tunable parameter. For $p > 1$ we show how deflation can be used to improve the convergence of the algorithm. 

Finally, numerical experiments on both randomly generated matrices and real-life datasets (the latter for $A^TA$ and $e^A$) show how our algorithms can reliably estimate the largest elements of a matrix whilst obtaining considerable speedups when compared to forming the matrix explicitly: over 1000x in some cases.