Thu, 25 May 2000

14:00 - 15:00
Comlab

Self-scaled barriers for semidefinite programming

Dr Raphael Hauser
(University of Cambridge)
Abstract

I am going to show that all self-scaled barriers for the

cone of symmetric positive semidefinite matrices are of the form

$X\mapsto -c_1\ln\det X +c_0$ for some constants $c_1$ > $0,c_0 \in$ \RN.

Equivalently one could state say that all such functions may be

obtained via a homothetic transformation of the universal barrier

functional for this cone. The result shows that there is a certain

degree of redundancy in the axiomatic theory of self-scaled barriers,

and hence that certain aspects of this theory can be simplified. All

relevant concepts will be defined. In particular I am going to give

a short introduction to the notion of self-concordance and the

intuitive ideas that motivate its definition.

Thu, 11 May 2000

14:00 - 15:00
Comlab

Exception-free arithmetic on the extended reals

Dr John Pryce
(RMCS Shrivenham, Cranfield University)
Abstract

Interval arithmetic is a way to produce guaranteed enclosures of the

results of numerical calculations. Suppose $f(x)$ is a real

expression in real variables $x= (x_1, \ldots, x_n)$, built up from

the 4 basic arithmetic operations and other 'standard functions'. Let

$X_1, \ldots, X_n$ be (compact) real intervals. The process of {\em

interval evaluation} of $f(X_1, ..., X_n)$ replaces each real

operation by the corresponding interval operation wherever it occurs

in $f$, e.g. $A \times B$ is the smallest interval containing $\{a

\times b \mid a \in A, b \in B\}$.

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As is well known, it yields a guaranteed enclosure for the true range

$\{f(x_1, \ldots, x_n) \mid x_1 \in X_1, \ldots, x_n \in X_n\}$,

provided no exceptions such as division by (an interval containing)

zero occur during evaluation.

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Interval arithmetic takes set inputs and produces set outputs. Noting

this, we show there is a consistent way to extend arithmetic to $R^* =

R \cup \{-\infty, +\infty\}$, such that interval evaluation continues

to give enclosures, and there are {\em no exceptions}. The basic

ideas are: the usual set-theory meaning of evaluating a relation at a

set; and taking topological closure of the graph of a function in a

suitable $(R^{*})^n$. It gives rigorous meaning to intuitively

sensible statements like $1/0 = \{-\infty, +\infty\}$, $0/0 = R^*$

(but $(x/x)_{|x=0} = 1$), $\sin(+\infty) = [-1,1]$, etc.

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A practical consequence is that an exception-free floating-point

interval arithmetic system is possible. Such a system is implemented

at hardware level in the new Sun Fortran compiler, currently on

beta-release.

Thu, 09 Nov 2000

14:00 - 15:00
Comlab

Computational problems in Interactive Boundary Layer Theory

Dr Ian Sobey
(University of Oxford)
Abstract

Boundary layers are often studied with no pressure gradient

or with an imposed pressure gradient. Either of these assumptions

can lead to difficulty in obtaining solutions. A major advance in fluid

dynamics last century (1969) was the development of a triple deck

formulation for boundary layers where the pressure is not

specified but emerges through an interaction between

boundary layer and the inviscid outer flow. This has given rise to

new computational problems and computations have in turn

fed ideas back into theoretical developments. In this survey talk

based on my new book, I will look at three problems:

flow past a plate, flow separation and flow in channels

and discuss the interaction between theory and computation

in advancing boundary layer theory.

Thu, 02 Nov 2000

14:00 - 15:00
Comlab

Incompressible flow modelling can be a dodgy business

Dr David Silvester
(UMIST)
Abstract

This talk reviews some theoretical and practical aspects

of incompressible flow modelling using finite element approximations

of the (Navier-) Stokes equations.

The infamous Q1-P0 velocity/pressure mixed finite element approximation

method is discussed. Two practical ramifications of the inherent

instability are focused on, namely; the convergence of the approximation

with and without regularisation, and the behaviour of fast iterative

solvers (of multigrid type) applied to the pressure Poisson system

that arises when solving time-dependent Navier-Stokes equations

using classical projection methods.

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This is joint work with David Griffiths from the University of Dundee.

Thu, 12 Oct 2000

14:00 - 15:00
Comlab

Saddle point preconditioners for the Navier-Stokes equations

Prof Howard Elman
(University of Maryland)
Abstract

We examine the convergence characteristics of iterative methods based

on a new preconditioning operator for solving the linear systems

arising from discretization and linearization of the Navier-Stokes

equations. With a combination of analytic and empirical results, we

study the effects of fundamental parameters on convergence. We

demonstrate that the preconditioned problem has an eigenvalue

distribution consisting of a tightly clustered set together with a

small number of outliers. The structure of these distributions is

independent of the discretization mesh size, but the cardinality of

the set of outliers increases slowly as the viscosity becomes smaller.

These characteristics are directly correlated with the convergence

properties of iterative solvers.

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