Thu, 15 Jun 2017

14:00 - 15:00
Rutherford Appleton Laboratory, nr Didcot

Discrete adjoints on many cores - algorithmic differentiation and verification for accelerated PDE solvers

Dr Jan Hückelheim
((Imperial College, London))
Abstract


Adjoint derivatives reveal the sensitivity of a computer program's output to changes in its inputs. These derivatives are useful as a building block for optimisation, uncertainty quantification, noise estimation, inverse design, etc., in many industrial and scientific applications that use PDE solvers or other codes.
Algorithmic differentiation (AD) is an established method to transform a given computation into its corresponding adjoint computation. One of the key challenges in this process is the efficiency of the resulting adjoint computation. This becomes especially pressing with the increasing use of shared-memory parallelism on multi- and many-core architectures, for which AD support is currently insufficient.
In this talk, I will present an overview of challenges and solutions for the differentiation of shared-memory-parallel code, using two examples: an unstructured-mesh CFD solver, and a structured-mesh stencil kernel, both parallelised with OpenMP. I will show how AD can be used to generate adjoint solvers that scale as well as their underlying original solvers on CPUs and a KNC XeonPhi. The talk will conclude with some recent efforts in using AD and formal verification tools to check the correctness of manually optimised adjoint solvers.
 

Thu, 26 May 2016
17:30
L6

Topological dynamics of automorphism groups and the Hrushovski constructions

David Evans
((Imperial College, London))
Abstract

I will consider automorphism groups of countable structures acting continuously on compact spaces: the viewpoint of topological dynamics. A beautiful paper of Kechris, Pestov and Todorcevic makes a connection between this and the ‘structural Ramsey theory’ of Nesetril, Rodl and others in finite combinatorics. I will describe some results and questions in the area and say how the Hrushovski predimension constructions provide answers to some of these questions (but then raise more questions). This is joint work with Hubicka and Nesetril.

 
Tue, 07 Jun 2016

12:30 - 13:30
Oxford-Man Institute

Complete-market stochastic volatility models (Joint seminar with OMI)

Mark Davis
((Imperial College, London))
Abstract
It is an old idea that incomplete markets should be completed by adding traded options as non-redundant
securities. While this is easy to show in a finite-state setting, getting a satisfactory theory in
continuous time has proved highly problematic. The goal is however worth pursuing since it would
provide arbitrage-free dynamic models for the whole volatility surface. In this talk we describe an
approach in which all prices in the market are functions of some underlying Markov factor process.
In this setting general conditions for market completeness were given in earlier work with J.Obloj,
but checking them in specific instances is not easy. We argue that Wishart processes are good
candidates for modelling the factor process, combining efficient computational methods with an
adequate correlation structure.
Tue, 05 Nov 2013

15:45 - 16:45
L4

Delooping and reciprocity

Michael Groechenig
((Imperial College, London))
Abstract

The Contou-Carrère symbol has been introduced in the 90's in the study of local analogues of autoduality of Jacobians of smooth projective curves. It is closely related to the tame symbol, the residue pairing, and the canonical central extension of loop groups. In this talk we will a discuss a K-theoretic interpretation of the Contou-Carrère symbol, which allows us to generalize this one-dimensional picture to higher dimensions. This will be achieved by studying the K-theory of Tate objects, giving rise to natural central extensions of higher loop groups by spectra. Using the K-theoretic viewpoint, we then go on to prove a reciprocity law for higher-dimensional Contou-Carrère symbols. This is joint work with O. Braunling and J. Wolfson.

Wed, 25 Jan 2012

10:10 - 11:10
OCCAM Common Room (RI2.28)

Undulatory locomotion in structured media

Eric Keaveny
((Imperial College, London))
Abstract

Many swimming microorganisms inhabit heterogeneous environments consisting of solid particles immersed in viscous fluid. Such environments require the organisms attempting to move through them to negotiate both hydrodynamic forces and geometric constraints. Here, we study this kind of locomotion by first observing the kinematics of the small nematode and model organism Caenorhabditis elegans in fluid-filled, micro-pillar arrays. We then compare its dynamics with those given by numerical simulations of a purely mechanical worm model that accounts only for the hydrodynamic and contact interactions with the obstacles. We demonstrate that these interactions allow simple undulators to achieve speeds as much as an order of magnitude greater than their free-swimming values. More generally, what appears as behavior and sensing can sometimes be explained through simple mechanics.

Thu, 18 Nov 2010

13:00 - 14:00
SR1

Algebraic approximations to special Kahler metrics

Stuart J Hall
((Imperial College, London))
Abstract

I will begin by defining the space of algebraic metrics in a particular Kahler class and recalling the Tian-Ruan-Zelditch result saying that they are dense in the space of all Kahler metrics in this class.  I will then discuss the relationship between some special algebraic metrics called 'balanced metrics' and distinguished Kahler metrics (Extremal metrics, cscK, Kahler-Ricci solitons...). Finally I will talk about some numerical algorithms due to Simon Donaldson for finding explicit examples of these balanced metrics (possibly with some pictures).

Thu, 21 Oct 2010

16:00 - 17:30
DH 1st floor SR

The shape of water, metamorphosis and infinite-dimensional geometric mechanics

Darryl D Holm
((Imperial College, London))
Abstract

Whenever we say the words "fluid flows" or "shape changes" we enter the realm of infinite-dimensional geometric mechanics. Water, for example, flows. In fact, Euler's equations tell us that water flows a particular way. Namely, it flows to get out of its own way as adroitly as possible. The shape of water changes by smooth invertible maps called diffeos (short for diffeomorphisms). The flow responsible for this optimal change of shape follows the path of shortest length, the geodesic, defined by the metric of kinetic energy. Not just the flow of water, but the optimal morphing of any shape into another follows one of these optimal paths.

The lecture will be about the commonalities between fluid dynamics and shape changes and will be discussed in the language most suited to fundamental understanding -- the language of geometric mechanics. A common theme will be the use of momentum maps and geometric control for steering along the optimal paths using emergent singular solutions of the initial value problem for a nonlinear partial differential equation called EPDiff, that governs metamorphosis along the geodesic flow of the diffeos. The main application will be in the registration and comparison of Magnetic Resonance Images for clinical diagnosis and medical procedures.

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