Neural SDEs as Infinite-Dimensional GANs
Kidger, P Foster, J Li, X Oberhauser, H Lyons, T Proceedings of Machine Learning Research volume 139 5453-5463 (01 Jan 2021)
Tue, 09 Nov 2021
14:30
L3

TBA

Fede Danieli
(University of Oxford)
Abstract

TBA

Tue, 09 Nov 2021
14:00
L3

TBA

Guiseppe Ughi
(University of Oxford)
Abstract

TBA

Tue, 23 Nov 2021
14:30
L3

A scalable and robust vertex-star relaxation for high-order FEM

Pablo Brubeck
(University of Oxford)
Abstract

The additive Schwarz method with vertex-centered patches and a low-order coarse space gives a p-robust solver for FEM discretizations of symmetric and coercive problems. However, for very high polynomial degree it is not feasible to assemble or factorize the matrices for each patch. In this work we introduce a direct solver for separable patch problems that scales to very high polynomial degree on tensor product cells. The solver constructs a tensor product basis that diagonalizes the blocks in the stiffness matrix for the internal degrees of freedom of each individual cell. As a result, the non-zero structure of the cell matrices is that of the graph connecting internal degrees of freedom to their projection onto the facets. In the new basis, the patch problem is as sparse as a low-order finite difference discretization, while having a sparser Cholesky factorization. We can thus afford to assemble and factorize the matrices for the vertex-patch problems, even for very high polynomial degree. In the non-separable case, the method can be applied as a preconditioner by approximating the problem with a separable surrogate. We apply this approach as a relaxation for the displacement block of mixed formulations of incompressible linear elasticity.

Tue, 23 Nov 2021
14:00
L3

Numerical approximation of viscous contact problems in glaciology

Gonzalo Gonzalez
(University of Oxford)
Abstract

Viscous contact problems describe the time evolution of fluid flows in contact with a surface from which they can detach. These type of problems arise in glaciology when, for example, modelling the evolution of the grounding line of a marine ice sheet or the formation of a subglacial cavity. Such problems are generally modelled as a time dependent viscous Stokes flow with a free boundary and contact boundary conditions. Although these applications are of great importance in glaciology, a systematic study of the numerical approximation of viscous contact problems has not been carried out yet. In this talk, I will present some of the challenges that arise when approximating these problems and some of the ideas we have come up with for overcoming them.

Tue, 12 Oct 2021
14:30
L3

A proposal for the convergence analysis of parallel-in-time algorithms on nonlinear problems

Gian Antonucci
(University of Oxford)
Abstract

Over the last few decades, scientists have conducted extensive research on parallelisation in time, which appears to be a promising way to provide additional parallelism when parallelisation in space saturates before all parallel resources have been used. For the simulations of interest to the Culham Centre of Fusion Energy (CCFE), however, time parallelisation is highly non-trivial, because the exponential divergence of nearby trajectories makes it hard for time-parallel numerical integration to achieve convergence. In this talk we present our results for the convergence analysis of parallel-in-time algorithms on nonlinear problems, focussing on what is widely accepted to be the prototypical parallel-in-time method, the Parareal algorithm. Next, we introduce a new error function to measure convergence based on the maximal Lyapunov exponents, and show how it improves the overall parallel speedup when compared to the traditional check used in the literature. We conclude by mentioning how the above tools can help us design and analyse a novel algorithm for the long-time integration of chaotic systems that uses time-parallel algorithms as a sub-procedure.

Tue, 12 Oct 2021
14:00
L3

Preconditioning for normal equations and least squares

Andy Wathen
(University of Oxford)
Abstract

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for large systems, iterative methods are a primary approach. For many symmetric (or self-adjoint) systems, there are effective solution methods based on the Conjugate Gradient method (for definite problems) or minres (for indefinite problems) in combination with an appropriate preconditioner, which is required in almost all cases. For nonsymmetric systems there are two principal lines of attack: the use of a nonsymmetric iterative method such as gmres, or tranformation into a symmetric problem via the normal equations. In either case, an appropriate preconditioner is generally required. We consider the possibilities here, particularly the idea of preconditioning the normal equations via approximations to the original nonsymmetric matrix. We highlight dangers that readily arise in this approach. Our comments also apply in the context of linear least squares problems as we will explain.

Thu, 04 Nov 2021
14:00
L4

Rational approximation and beyond, or, What I did during the pandemic

Nick Trefethen
(Mathematical Institute (University of Oxford))
Abstract

The past few years have been an exciting time for my work related to rational approximation.  This talk will present four developments:

1. AAA approximation (2016, with Nakatsukasa & Sète)
2. Root-exponential convergence and tapered exponential clustering (2020, with Nakatsukasa & Weideman)
3. Lightning (2017-2020, with Gopal & Brubeck)
4. Log-lightning (2020-21, with Nakatsukasa & Baddoo)

Two other topics will not be discussed:

X. AAA-Lawson approximation (2018, with Nakatsukasa)
Y. AAA-LS approximation (2021, with Costa)

Thu, 11 Nov 2021
14:00
Virtual

A Fast, Stable QR Algorithm for the Diagonalization of Colleague Matrices

Vladimir Rokhlin
(Yale University)
Abstract

 

The roots of a function represented by its Chebyshev expansion are known to be the eigenvalues of the so-called colleague matrix, which is a Hessenberg matrix that is the sum of a symmetric tridiagonal matrix and a rank 1 perturbation. The rootfinding problem is thus reformulated as an eigenproblem, making the computation of the eigenvalues of such matrices a subject of significant practical interest. To obtain the roots with the maximum possible accuracy, the eigensolver used must posess a somewhat subtle form of stability.

In this talk, I will discuss a recently constructed algorithm for the diagonalization of colleague matrices, satisfying the relevant stability requirements.  The scheme has CPU time requirements proportional to n^2, with n the dimensionality of the problem; the storage requirements are proportional to n. Furthermore, the actual CPU times (and storage requirements) of the procedure are quite acceptable, making it an approach of choice even for small-scale problems. I will illustrate the performance of the algorithm with several numerical examples.

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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.

 

Thu, 02 Dec 2021
14:00
Virtual

Variational and phase-field models of brittle fracture: Past successes and current issues

Blaise Bourdin
(McMaster University)
Abstract

Variational phase-field models of fracture have been at the center of a multidisciplinary effort involving a large community of mathematicians, mechanicians, engineers, and computational scientists over the last 25 years or so.

I will start with a modern interpretation of Griffith's classical criterion as a variational principle for a free discontinuity energy and will recall some of the milestones in its analysis. Then, I will introduce the phase-field approximation per se and describe its numerical implementation. I illustrate how phase-field models have led to major breakthroughs in the predictive simulation of fracture in complex situations.

I then will turn my attention to current issues, with a specific emphasis on crack nucleation in nominally brittle materials. I will recall the fundamental incompatibility between Griffith’s theory and nucleation criteria based on a stress yield surface: the strength vs. toughness paradox. I will then present several attempts at addressing this issue within the realm of phase-fracture and discuss their respective strengths and weaknesses. 

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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.

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