We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the classical Davis-Kahan sin-theta theorem by a factor that can be arbitrarily large, and can give nontrivial information even when the sin-theta theorem suggests that a Ritz vector might have no accuracy at all. We also present extensions in three directions, deriving error bounds for invariant subspaces, singular vectors and subspaces computed by a (Petrov-Galerkin) projection SVD method, and eigenvectors of self-adjoint operators on a Hilbert space.

Many time-dependent PDEs -- KdV, Burgers, Gray-Scott, Allen-Cahn, Navier-Stokes and many others -- combine a higher-order linear term with a lower-order nonlinear term.  This talk will review the method of exponential integrators for solving such problems with better than 2nd-order accuracy in time.

Partial differential equations (PDEs) are among the most universal tools used in modelling problems in nature and man-made complex systems. For example, stochastic PDEs are a fundamental ingredient in models for nonlinear filtering problems in chemical engineering and weather forecasting, deterministic Schroedinger PDEs describe the wave function in a quantum physical system, deterministic Hamiltonian-Jacobi-Bellman PDEs are employed in operations research to describe optimal control problems where companys aim to minimise their costs, and deterministic Black-Scholes-type PDEs are highly employed in portfolio optimization models as well as in state-of-the-art pricing and hedging models for financial derivatives. The PDEs appearing in such models are often high-dimensional as the number of dimensions, roughly speaking, corresponds to the number of all involved interacting substances, particles, resources, agents, or assets in the model. For instance, in the case of the above mentioned financial engineering models the dimensionality of the PDE often corresponds to the number of financial assets in the involved hedging portfolio. Such PDEs can typically not be solved explicitly and it is one of the most challenging tasks in applied mathematics to develop approximation algorithms which are able to approximatively compute solutions of high-dimensional PDEs. Nearly all approximation algorithms for PDEs in the literature suffer from the so-called "curse of dimensionality" in the sense that the number of required computational operations of the approximation algorithm to achieve a given approximation accuracy grows exponentially in the dimension of the considered PDE. With such algorithms it is impossible to approximatively compute solutions of high-dimensional PDEs even when the fastest currently available computers are used. In the case of linear parabolic PDEs and approximations at a fixed space-time point, the curse of dimensionality can be overcome by means of Monte Carlo approximation algorithms and the Feynman-Kac formula. In this talk we introduce new nonlinear Monte Carlo algorithms for high-dimensional nonlinear PDEs. We prove that such algorithms do indeed overcome the curse of dimensionality in the case of a general class of semilinear parabolic PDEs and we thereby prove, for the first time, that a general semilinear parabolic PDE with a nonlinearity depending on the PDE solution can be solved approximatively without the curse of dimensionality.

The Landau-DeGennes Q-model of uniaxial nematic liquid crystals seeks a rank-one

traceless tensor Q that minimizes a Frank-type energy plus a double well potential

that confines the eigenvalues of Q to lie between -1/2 and 1. We propose a finite

element method (FEM) which preserves this basic structure and satisfies a discrete

form of the fundamental energy estimates. We prove that the discrete problem Gamma

converges to the continuous one as the meshsize tends to zero, and propose a discrete

gradient flow to compute discrete minimizers. Numerical experiments confirm the ability

of the scheme to approximate configurations with half-integer defects, and to deal with

colloidal and electric field effects. This work, joint with J.P. Borthagaray and S.

Walker, builds on our previous work for the Ericksen's model which we review briefly.