Thu, 10 Mar 2011

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

Optimal Iterative Solvers for Saddle Point Problems

Prof David Silvester
(University of Manchester)
Abstract

In this talk we discuss the design of efficient numerical methods for solving symmetric indefinite linear systems arising from mixed approximation of elliptic PDE problems with associated constraints. Examples include linear elasticity (Navier-Lame equations), steady fluid flow (Stokes' equations) and electromagnetism (Maxwell's equations).

The novel feature of our iterative solution approach is the incorporation of error control in the natural "energy" norm in combination with an a posteriori estimator for the PDE approximation error. This leads to a robust and optimally efficient stopping criterion: the iteration is terminated as soon as the algebraic error is insignificant compared to the approximation error. We describe a "proof of concept" MATLAB implementation of this algorithm, which we call EST_MINRES, and we illustrate its effectiveness when integrated into our Incompressible Flow Iterative Solution Software (IFISS) package (http://www.manchester.ac.uk/ifiss/).

Thu, 27 Jan 2011

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

Backward Perturbation Analysis of Linear Least Squares Problems

Dr David Titley-Peloquin
(University of Oxford)
Abstract

We consider the iterative solution of large sparse linear least squares (LS) problems. Specifically, we focus on the design and implementation of reliable stopping criteria for the widely-used algorithm LSQR of Paige and Saunders. First we perform a backward perturbation analysis of the LS problem. We show why certain projections of the residual vector are good measures of convergence, and we propose stopping criteria that use these quantities. These projections are too expensive to compute to be used directly in practice. We show how to estimate them efficiently at every iteration of the algorithm LSQR. Our proposed stopping criteria can therefore be used in practice.

This talk is based on joint work with Xiao-Wen Chang, Chris Paige, Pavel Jiranek, and Serge Gratton.

Thu, 02 Dec 2010

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

A high performance dual revised simplex solver

Dr Julian Hall
(University of Edinburgh)
Abstract

Implementations of the revised simplex method for solving large scale sparse linear programming (LP) problems are highly efficient for single-core architectures. This talk will discuss the limitations of the underlying techniques in the context of modern multi-core architectures, in particular with respect to memory access. Novel techniques for implementing the dual revised simplex method will be introduced, and their use in developing a dual revised simplex solver for multi-core architectures will be described.

Thu, 25 Nov 2010

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

Primal-dual active set methods for solving Non-local Allen-Cahn Systems

Dr. Vanessa Styles
(University of Sussex)
Abstract

We propose and analyze a primal-dual active set method for local and non-local vector-valued Allen-Cahn variational inequalities.

We show existence and uniqueness of a solution for the non-local vector-valued Allen-Cahn variational inequality in a formulation involving Lagrange multipliers for local and non-local constraints. Furthermore, convergence of the algorithm is shown by interpreting the approach as a semi-smooth Newton method and numerical simulations are presented.

Thu, 20 May 2010

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

Numerical Methods for Monge-Kantorovich Transportation Problems

Dr Jan Van lent
(UWE Bristol)
Abstract

In the eighteenth century Gaspard Monge considered the problem of finding the best way of moving a pile of material from one site to another. This optimal transport problem has many applications such as mesh generation, moving mesh methods, image registration, image morphing, optical design, cartograms, probability theory, etc. The solution to an optimal transport problem can be found by solving the Monge-Amp\`{e}re equation, a highly nonlinear second order elliptic partial differential equation. Leonid Kantorovich, however, showed that it is possible to analyse optimal transport problems in a framework that naturally leads to a linear programming formulation. In recent years several efficient methods have been proposed for solving the Monge-Amp\`{e}re equation. For the linear programming problem, standard methods do not exploit the special properties of the solution and require a number of operations that is quadratic or even cubic in the number of points in the discretisation. In this talk I will discuss techniques that can be used to obtain more efficient methods.

Joint work with Chris Budd (University of Bath).

Thu, 29 Apr 2010

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

A Primal-Dual Regularized Interior-Point Method for Convex Quadratic Programs

Prof Dominique Orban
(Canada)
Abstract

Interior-point methods for linear and convex quadratic programming

require the solution of a sequence of symmetric indefinite linear

systems which are used to derive search directions. Safeguards are

typically required in order to handle free variables or rank-deficient

Jacobians. We propose a consistent framework and accompanying

theoretical justification for regularizing these linear systems. Our

approach is akin to the proximal method of multipliers and can be

interpreted as a simultaneous proximal-point regularization of the

primal and dual problems. The regularization is termed "exact" to

emphasize that, although the problems are regularized, the algorithm

recovers a solution of the original problem. Numerical results will be

presented. If time permits we will illustrate current research on a

matrix-free implementation.

This is joint work with Michael Friedlander, University of British Columbia, Canada

Thu, 11 Feb 2010

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

Resolution of sharp fronts in the presence of model error in variational data assimilation

Dr. Melina Freitag
(University of Bath)
Abstract

We show that data assimilation using four-dimensional variation

(4DVar) can be interpreted as a form of Tikhonov regularisation, a

familiar method for solving ill-posed inverse problems. It is known from

image restoration problems that $L_1$-norm penalty regularisation recovers

sharp edges in the image better than the $L_2$-norm penalty

regularisation. We apply this idea to 4DVar for problems where shocks are

present and give some examples where the $L_1$-norm penalty approach

performs much better than the standard $L_2$-norm regularisation in 4DVar.

Thu, 21 Jan 2010

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

An excursion through the world of complex networks guided by matrix theory

Prof. Ernesto Estrada
(University of Strathclyde)
Abstract

A brief introduction to the field of complex networks is carried out by means of some examples. Then, we focus on the topics of defining and applying centrality measures to characterise the nodes of complex networks. We combine this approach with methods for detecting communities as well as to identify good expansion properties on graphs. All these concepts are formally defined in the presentation. We introduce the subgraph centrality from a combinatorial point of view and then connect it with the theory of graph spectra. Continuing with this line we introduce some modifications to this measure by considering some known matrix functions, e.g., psi matrix functions, as well as new ones introduced here. Finally, we illustrate some examples of applications in particular the identification of essential proteins in proteomic maps.

Thu, 26 Nov 2009

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

Invariant pairs of matrix polynomials

Dr. Timo Betcke
(University of Reading)
Abstract

Invariant subspaces are a well-established tool in the theory of linear eigenvalue problems. They are also computationally more stable objects than single eigenvectors if one is interested in a group of closely clustered eigenvalues. A generalization of invariant subspaces to matrix polynomials can be given by using invariant pairs.

We investigate some basic properties of invariant pairs and give perturbation results, which show that invariant pairs have similarly favorable properties for matrix polynomials than do invariant subspaces have for linear eigenvalue problems. In the second part of the talk we discuss computational aspects, namely how to extract invariant pairs from linearizations of matrix polynomials and how to do efficient iterative refinement on them. Numerical examples are shown using the NLEVP collection of nonlinear eigenvalue test problems.

This talk is joint work with Daniel Kressner from ETH Zuerich.

Thu, 12 Nov 2009

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

CFD in the Gas Turbine Industry

Dr. Leigh Lapworth (t.b.c.)
(Rolls Royce)
Abstract

CFD is an indispensible part of the design process for all major gas turbine components. The growth in the use of CFD from single-block structured mesh steady state solvers to highly resolved unstructured mesh unsteady solvers will be described, with examples of the design improvements that have been achieved. The European Commission has set stringent targets for the reduction of noise, emissions and fuel consumption to be achieved by 2020. The application of CFD to produce innovative designs to meet these targets will be described. The future direction of CFD towards whole engine simulations will also be discussed.

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