Distribution tails of condition numbers for the polyhedral conic feasibility problem
Abstract
(Joint work with Felipe Cucker and Dennis Cheung, City University of Hong Kong.)
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Condition numbers are important complexity-theoretic tools to capture
a "distillation" of the input aspects of a computational problem that
determine the running time of algorithms for its solution and the
sensitivity of the computed output. The motivation for our work is the
desire to understand the average case behaviour of linear programming
algorithms for a large class of randomly generated input data in the
computational model of a machine that computes with real numbers. In
this model it is not known whether linear programming is polynomial
time solvable, or so-called "strongly polynomial". Closely related to
linear programming is the problem of either proving non-existence of
or finding an explicit example of a point in a polyhedral cone defined
in terms of certain input data. A natural condition number for this
computational problem was developed by Cheung and Cucker, and we analyse
its distributions under a rather general family of input distributions.
We distinguish random sampling of primal and dual constraints
respectively, two cases that necessitate completely different techniques
of analysis. We derive the exact exponents of the decay rates of the
distribution tails and prove various limit theorems of complexity
theoretic importance. An interesting result is that the existence of
the k-th moment of Cheung-Cucker's condition number depends only very
mildly on the distribution of the input data. Our results also form
the basis for a second paper in which we analyse the distributions of
Renegar's condition number for the randomly generated linear programming
problem.
Eigenvalues of Locally Perturbed Toeplitz Matrices
Abstract
Toeplitz matrices enjoy the dual virtues of ubiquity and beauty. We begin this talk by surveying some of the interesting spectral properties of such matrices, emphasizing the distinctions between infinite-dimensional Toeplitz matrices and the large-dimensional limit of the corresponding finite matrices. These basic results utilize the algebraic Toeplitz structure, but in many applications, one is forced to spoil this structure with some perturbations (e.g., by imposing boundary conditions upon a finite difference discretization of an initial-boundary value problem). How do such
perturbations affect the eigenvalues? This talk will address this question for "localized" perturbations, by which we mean perturbations that are restricted to a single entry, or a block of entries whose size remains fixed as the matrix dimension grows. One finds, for a broad class of matrices, that sufficiently small perturbations fail to alter the spectrum, though the spectrum is exponentially sensitive to other perturbations. For larger real single-entry
perturbations, one observes the perturbed eigenvalues trace out curves in the complex plane. We'll show a number of illustrations of this phenomenon for tridiagonal Toeplitz matrices.
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This talk describes collaborative work with Albrecht Boettcher, Marko Lindner, and Viatcheslav Sokolov of TU Chemnitz.
Asymptotic rates of convergence - for quadrature, ODEs and PDEs
Abstract
The asymptotic rate of convergence of the trapezium rule is
defined, for smooth functions, by the Euler-Maclaurin expansion.
The extension to other methods, such as Gauss rules, is straightforward;
this talk begins with some special cases, such as Periodic functions, and
functions with various singularities.
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Convergence rates for ODEs (Initial and Boundary value problems)
and for PDEs are available, but not so well known. Extension to singular
problems seems to require methods specific to each situation. Some of
the results are unexpected - to me, anyway.
Sobolev index estimation for hp-adaptive finite element methods
Abstract
We develop an algorithm for estimating the local Sobolev regularity index
of a given function by monitoring the decay rate of its Legendre expansion
coefficients. On the basis of these local regularities, we design and
implement an hp--adaptive finite element method based on employing
discontinuous piecewise polynomials, for the approximation of nonlinear
systems of hyperbolic conservation laws. The performance of the proposed
adaptive strategy is demonstrated numerically.
Eigenmodes of polygonal drums
Abstract
Many questions of interest to both mathematicians and physicists relate
to the behavior of eigenvalues and eigenmodes of the Laplace operator
on a polygon. Algorithmic improvements have revived the old "method
of fundamental solutions" associated with Fox, Henrici and Moler; is it
going to end up competitive with the state-of-the-art method of Descloux,
Tolley and Driscoll? This talk will outline the numerical issues but
give equal attention to applications including "can you hear the shape
of a drum?", localization of eigenmodes, eigenvalue avoidance, and the
design of drums that play chords.
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This is very much work in progress -- with graduate student Timo Betcke.
Convergence analysis of linear and adjoint approximations with shocks
Recent developments in numerical simulation of failure in metals subjected to impact loading
Abstract
The seminar will address issues related to numerical simulation
of non-linear behaviour of solid materials to impact loading.
The kinematic and constitutive aspects of the transition from
continuum to discontinuum will be presented as utilised
within an explicit finite element development framework.
Material softening, mesh sensitivity and regularisation of
solutions will be discussed.