Thu, 09 May 2013

14:00 - 15:00
Gibson Grd floor SR

Superconvergence for Discontinuous Galerkin solutions: Making it Useful

Dr Jennifer Ryan
(University of East Anglia)
Abstract

The discontinuous Galerkin (DG) method has recently become one of the most widely researched and utilized discretization methodologies for solving problems in science and engineering. It is fundamentally based upon the mathematical framework of variational methods, and provides hope that computationally fast, efficient and robust methods can be constructed for solving real-world problems. By not requiring that the solution to be continuous across element boundaries, DG provides a flexibility that can be exploited both for geometric and solution adaptivity and for parallelization. This freedom comes at a cost. Lack of smoothness across elements can hamper simulation post-processing like feature extraction and visualization. However, these limitations can be overcome by taking advantage of an additional property of DG - that of superconvergence. Superconvergence can aid in addressing the lack of continuity through the development of Smoothness-Increasing Accuracy-Conserving (SIAC) filters. These filters respect the mathematical properties of the data while providing levels of smoothness so that commonly used visualization tools can be used appropriately, accurately, and efficiently. In this talk, the importance of superconvergence in applications such as visualization will be discussed as well as overcoming the mathematical barriers in making superconvergence useful for applications.

Thu, 02 May 2013

14:00 - 15:00
Gibson Grd floor SR

Barycentric Interpolation

Dr Kai Hormann
(University of Lugano)
Abstract

In this talk I will focus on the method of barycentric interpolation, which ties up to the ideas that August Ferdinand Möbius published in his seminal work "Der barycentrische Calcül" in 1827. For univariate data, this gives a special kind of rational interpolant which is guaranteed to have no poles and favourable approximation properties.

I further discuss how to extend this idea to bivariate data, where it leads to the concept of generalized barycentric coordinates and to an efficient method for interpolating data given at the vertices of an arbitrary polygon.

Thu, 18 Apr 2013

14:00 - 15:00
Gibson Grd floor SR

The exponentially convergent trapezoid rule

Professor Nick Trefethen
(University of Oxford)
Abstract

It is well known that the trapezoid rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with powerful algorithms all across scientific computing, including double exponential and Gauss quadrature, computation of inverse Laplace transforms, special functions, computational complex analysis, the computation of functions of matrices and operators, rational approximation, and the solution of partial differential equations.

This talk represents joint work with Andre Weideman of the University of Stellenbosch.

Wed, 06 Feb 2013

14:00 - 15:00
Gibson Grd floor SR

Regularity theory of degenerate elliptic equations in nondivergence form with applications to homogenization

Scott Armstrong
(Université Paris Dauphine)
Abstract

We will present a regularity result for degenerate elliptic equations in nondivergence form.

In joint work with Charlie Smart, we extend the regularity theory of Caffarelli to equations with possibly unbounded ellipticity-- provided that the ellipticity satisfies an averaging condition. As an application we obtain a stochastic homogenization result for such equations (and a new estimate for the effective coefficients) as well as an invariance principle for random diffusions in random environments. The degenerate equations homogenize to uniformly elliptic equations, and we give an estimate of the ellipticity.

Mon, 18 Feb 2013

17:00 - 18:00
Gibson Grd floor SR

A Lagrangian approach for nonhomogeneous incompressible fluids

Raphaël Danchin
(Université Paris Est)
Abstract

In this talk we focus on the incompressible Navier–Stokes equations with variable

density. The aim is to prove existence and uniqueness results in the case of a discontinuous

initial density (typically we are interested in discontinuity along an interface).

In the first part of the talk, by making use of Fourier analysis techniques, we establish the existence of global-in-time unique solutions in a critical

functional framework, under some smallness condition over the initial data,

In the second part, we use another approach to avoid the smallness condition over the nonhomogeneity : as a matter of fact, one may consider any density bounded

and bounded away from zero and still get a unique solution. The velocity is required to have subcritical regularity, though.

In all the talk, the Lagrangian formulation for describing the flow plays a key role in the analysis.

Thu, 28 Feb 2013

14:00 - 15:00
Gibson Grd floor SR

Introduction to tensor numerical methods in higher dimensions

Dr Boris Khoromskij
(MPI Leipzig)
Abstract

Tensor numerical methods provide the efficient separable representation of multivariate functions and operators discretized on large $n^{\otimes d}$-grids, providing a base for the solution of $d$-dimensional PDEs with linear complexity scaling in the dimension, $O(d n)$. Modern methods of separable approximation combine the canonical, Tucker, matrix product states (MPS) and tensor train (TT) low-parametric data formats.

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The recent quantized-TT (QTT) approximation method is proven to provide the logarithmic data-compression on a wide class of functions and operators. Furthermore, QTT-approximation makes it possible to represent multi-dimensional steady-state and dynamical equations in quantized tensor spaces with the log-volume complexity scaling in the full-grid size, $O(d \log n)$, instead of $O(n^d)$.

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We show how the grid-based tensor approximation in quantized tensor spaces applies to super-compressed representation of functions and operators (super-fast convolution and FFT, spectrally close preconditioners) as well to hard problems arising in electronic structure calculations, such as multi-dimensional convolution, and two-electron integrals factorization in the framework of Hartree-Fock calculations. The QTT method also applies to the time-dependent molecular Schr{\"o}dinger, Fokker-Planck and chemical master equations.

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Numerical tests are presented indicating the efficiency of tensor methods in approximation of functions, operators and PDEs in many dimensions.

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http://personal-homepages.mis.mpg.de/bokh

Thu, 21 Feb 2013

14:00 - 15:00
Gibson Grd floor SR

Optimization meets Statistics: Fast global convergence for high-dimensional statistical recovery

Professor Martin Wainwright
(UC Berkeley)
Abstract

Many methods for solving high-dimensional statistical inverse problems are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer.

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Particular examples include $\ell_1$-based methods for sparse vectors and matrices, nuclear norm for low-rank matrices, and various combinations thereof for matrix decomposition and robust PCA. In this talk, we describe an interesting connection between computational and statistical efficiency, in particular showing that the same conditions that guarantee that an estimator has good statistical error can also be used to certify fast convergence of first-order optimization methods up to statistical precision.

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Joint work with Alekh Agarwahl and Sahand Negahban Pre-print (to appear in Annals of Statistics)

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http://www.eecs.berkeley.edu/~wainwrig/Papers/AgaNegWai12b_SparseOptFul…

Thu, 14 Feb 2013

14:00 - 15:00
Gibson Grd floor SR

High frequency acoustic scattering by screens: computation and analysis

Professor Simon Chandler-Wilde
(University of Reading)
Abstract

We address, in the study of acoustic scattering by 2D and 3D planar screens, three inter-related and challenging questions. Each of these questions focuses particularly on the formulation of these problems as boundary integral equations. The first question is, roughly, does it make sense to consider scattering by screens which occupy arbitrary open sets in the plane, and do different screens cause the same scattering if the open sets they occupy have the same closure? This question is intimately related to rather deep properties of fractional Sobolev spaces on general open sets, and the capacity and Haussdorf dimension of their boundary. The second question is, roughly, that, in answering the first question, can we understand explicitly and quantitatively the influence of the frequency of the incident time harmonic wave? It turns out that we can, that the problems have variational formations with sesquilinear forms which are bounded and coercive on fractional Sobolev spaces, and that we can determine explicitly how continuity and coercivity constants depend on the frequency. The third question is: can we design computational methods, adapted to the highly oscillatory solution behaviour at high frequency, which have computational cost essentially independent of the frequency? The answer here is that in 2D we can provably achieve solutions to any desired accuracy using a number of degrees of freedom which provably grows only logarithmically with the frequency, and that it looks promising that some extension to 3D is possible.

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This is joint work with Dave Hewett, Steve Langdon, and Ashley Twigger, all at Reading.

Thu, 07 Feb 2013

14:00 - 15:00
Gibson Grd floor SR

Pointwise convergence of the feasibility violation for Moreau-Yosida regularized optimal control problems

Dr Winnifried Wollner
(University of Hamburg)
Abstract

Subtitle:

And applications to problems involving pointwise constraints on the gradient of the state on non smooth polygonal domains

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In this talk we are concerned with an analysis of Moreau-Yosida regularization of pointwise state constrained optimal control problems. As recent analysis has already revealed the convergence of the primal variables is dominated by the reduction of the feasibility violation in the maximum norm.

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We will use a new method to derive convergence of the feasibility violation in the maximum norm giving improved the known convergence rates.

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Finally we will employ these techniques to analyze optimal control problems governed by elliptic PDEs with pointwise constraints on the gradient of the state on non smooth polygonal domains. For these problems, standard analysis, fails because the control to state mapping does not yield sufficient regularity for the states to be continuously differentiable on the closure of the domain. Nonetheless, these problems are well posed. In particular, the results of the first part will be used to derive convergence rates for the primal variables of the regularized problem.

Thu, 31 Jan 2013

14:00 - 15:00
Gibson Grd floor SR

On the Origins of Domain Decomposition Methods

Professor Martin Gander
(University of Geneva)
Abstract

Domain decomposition methods have been developed in various contexts, and with very different goals in mind. I will start my presentation with the historical inventions of the Schwarz method, the Schur methods and Waveform Relaxation. I will show for a simple model problem how all these domain decomposition methods function, give precise results for the model problem, and also explain the most general convergence results available currently for these methods. I will conclude with the parareal algorithm as a new variant for parallelization of evolution problems in the time direction.

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