University of Oxford

In this talk we will explore the convergence of Krylov methods when used to solve $Lu = f$ where $L$ is an unbounded linear operator.  We will show that for certain problems, methods like Conjugate Gradients and GMRES still converge even though the spectrum of $L$ is unbounded. A theoretical justification for this behavior is given in terms of polynomial approximation on unbounded domains.    

We review a class of systems of non-linear PDEs, derived from the Cahn--Hilliard and Ohta--Kawasaki functionals, that describe the energy evolution of diblock copolymers. These are long chain molecules that can self assemble into repeating patterns as they cool. We are particularly interested in finite element numerical methods that approximate these PDEs in the two-phase (in which we model the polymer only) and three-phase (in which we imagine the polymer surrounded by, and interacting with, a void) cases.

We present a brief derivation of the underlying models, review a class of numerical methods to approximate them, and showcase some early results from our codes.

The talk will present ongoing work on medical image reconstruction from x-ray scanners. A suitable method for reconstruction of these undersampled systems is compressed sensing. The presentation will show respective reconstruction methods and their analysis. Furthermore, work in progress about extensions of the standard approach will be shown.

When the Computing Laboratory discarded its hardcopy journals around 2008, I kept the first ten years or so of each of six classic numerical analysis journals, starting from volume 1, number 1.  This will not be a seminar in the usual sense but a mutual exploration.  Come prepared to look through a few of these old volumes yourself and perhaps to tell the group of something interesting you find.  Bring a pen and paper.  All are welcome.

Mathematics of Computation, from 1943
SIAM Journal, from 1953
Numerische Mathematik, from 1959
BIT, from 1961
SIAM Journal on Numerical Analysis, from 1964
Journal of the IMA, from 1965

We develop a spectral method for solving univariate singular integral equations over unions of intervals and circles, by utilizing Chebyshev, ultraspherical and Laurent polynomials to reformulate the equations as banded infinite-dimensional systems. Low rank approximations are used to obtain compressed representations of the bivariate kernels. The resulting system can be solved in linear time using an adaptive QR factorization, determining an optimal number of unknowns needed to resolve the solution to any pre-determined accuracy. Applications considered include fracture mechanics, the Faraday cage, and acoustic scattering. The Julia software package https://github.com/ApproxFun/SIE.jl implements our method with a convenient, user-friendly interface.

The talk will discuss the mean value theorem and Wooley's breakthrough with his "efficent congruencing" method.

Many numerical solvers of ordinary differential equations require problems to be posed as a system of first order differential equations. This means that if one wishes to solve higher order problems, the system have to be rewritten, which is a cumbersome and error-prone process. This talk presents a technique for automatically doing such reformulations.

Choreographies are periodic solutions of the n-body problem in which all of the bodies have unit masses, share a common orbit and are uniformly spread along it. In this talk, I will present an algorithm for numerical computation and stability analysis of choreographies.  It is based on approximations by trigonometric polynomials, minimization of the action functional using a closed-form expression of the gradient, quasi-Newton methods, automatic differentiation and Floquet stability analysis.

A year ago I gave a talk raising questions about Faraday shielding which stimulated discussion with John Ockendon and others and led to a collaboration with Jon Chapman and Dave Hewett.  The problem is one of harmonic functions subject to constant-potential boundary conditions.  A year later, we are happy with the solution we have found, and the paper will appear in SIAM Review.  Though many assume as we originally did that Faraday shielding must be exponentially effective, and Feynman even argues this explicitly in his Lectures, we have found that in fact, the shielding is only linear.  Along the way to explaining this we make use of Mikhlin's numerical method of series expansion, homogenization by multiple scales analysis, conformal mapping, a phase transition, Brownian motion, some ideas recollected from high school about electrostatic induction, and a constrained quadratic optimization problem solvable via a block 2x2 KKT matrix.