Solving large-scale Bayesian inverse problems governed by complex models suffers from the twin difficulties of the high dimensionality of the uncertain parameters and computationally expensive forward models. In this talk, we focus on 1. reducing the computational cost when solving these problems (via joint parameter and state dimension reduction) and 2. accounting for the error due to using a reduced order forward model (via Bayesian Approximation Error (BAE)).  To reduce the parameter dimension, we exploit the underlying problem structure (e.g., local sensitivity of the data to parameters, the smoothing properties of the forward model, the fact that the data contain limited information about the (infinite-dimensional) parameter field, and the covariance structure of the prior) and identify a likelihood-informed parameter subspace that shows where the change from prior to posterior is most significant. For the state dimension reduction, we employ a proper orthogonal decomposition (POD) combined with the discrete empirical interpolation method (DEIM) to approximate the nonlinear term in the forward model. We illustrate our approach with a model ice sheet inverse problem governed by the nonlinear Stokes equation for which the basal sliding coefficient field (a parameter that appears in a Robin boundary condition at the base of the geometry) is inferred from the surface ice flow velocity. The results show the potential to make the exploration of the full posterior distribution of the parameter or subsequent predictions more tractable.

This is joint work with Ki-Tae Kim (UC Merced), Benjamin Peherstorfer (NYU) and Tiangang Cui (Monash University).

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.

Function approximation, as a goal in itself or as an ingredient in scientific computing, typically relies on having a basis. However, in many cases of interest an obvious basis is not known or is not easily found. Even if it is, alternative representations may exist with much fewer degrees of freedom, perhaps by mimicking certain features of the solution into the “basis functions" such as known singularities or phases of oscillation. Unfortunately, such expert knowledge typically doesn’t match well with the mathematical properties of a basis: it leads instead to representations which are either incomplete or overcomplete. In turn, this makes a problem potentially unsolvable or ill-conditioned. We intend to show that overcomplete representations, in spite of inherent ill-conditioning, often work wonderfully well in numerical practice. We explore a theoretical foundation for this phenomenon, use it to devise ground rules for practitioners, and illustrate how the theory and its ramifications manifest themselves in a number of applications.

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Courserequirements: Basicmathematicalanalysis.

Examination and grading: The exam will consist in the presentation of some previously as- signed article or book chapter (of course the student must show a good knowledge of those issues taught during the course which are connected with the presentation.).

SSD: MAT/05 Mathematical Analysis
Aim: to make students aware of smooth and non-smooth controllability results and of some

applications in various fields of Mathematics and of technology as well.

Course contents:

Vector fields are basic ingredients in many classical issues of Mathematical Analysis and its applications, including Dynamical Systems, Control Theory, and PDE’s. Loosely speaking, controllability is the study of the points that can be reached from a given initial point through concatenations of trajectories of vector fields belonging to a given family. Classical results will be stated and proved, using coordinates but also underlying possible chart-independent interpretation. We will also discuss the non smooth case, including some issues which involve Lie brackets of nonsmooth vector vector fields, a subject of relatively recent interest.

Bibliography: Lecture notes written by the teacher.

Aimed: An introduction to the nonlinear theory of hyperbolic PDEs, as well as its close connections with the other areas of mathematics and wide range of applications in the sciences.

Aimed: An introduction to the nonlinear theory of hyperbolic PDEs, as well as its close connections with the other areas of mathematics and wide range of applications in the sciences.

Aimed: An introduction to the nonlinear theory of hyperbolic PDEs, as well as its close connections with the other areas of mathematics and wide range of applications in the sciences.

Aimed: An introduction to the nonlinear theory of hyperbolic PDEs, as well as its close connections with the other areas of mathematics and wide range of applications in the sciences.