FYI
-------- Messaggio Inoltrato --------
Oggetto: Fwd: Modern Techniques of Very Large Scale Optimization, Edinburgh, 19th - 20th May 2022
Data: Thu, 12 May 2022 17:14:04 +0100
Mittente: Stefano Cipolla <scipolla(a)ed.ac.uk>
A: fabio.durastante(a)unipi.it
========================
Dear Colleagues,
we are delighted to inform you that the workshop
"Modern Techniques of Very Large Scale Optimization"
will be held in Edinburgh, 19th - 20th May 2022; please see
https://www.maths.ed.ac.uk/~gondzio/admm2020/home.html
for more information.
Although the capacity of in-person attendance is already reached we are
happy for online participants to follow the talks.
If you are interested and would like to attend the workshop online, then
please register (free of charge) at your earliest convenience but not
later than Friday 13th May.
We will send you a Zoom link.
Very Best regards,
Jacek, Stefano, Filippo
========================
--
Stefano Cipolla
Postdoctoral Research Associate
School of Mathematics
University of Edinburgh
James Clerk Maxwell Building
Peter Guthrie Tait Road
Edinburgh, EH9 3FD
email: scipolla(a)ed.ac.uk
The University of Edinburgh is a charitable body, registered in Scotland, with registration number SC005336. Is e buidheann carthannais a th’ ann an Oilthigh Dhùn Èideann, clàraichte an Alba, àireamh clàraidh SC005336.
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CENTRO DI RICERCA MATEMATICA "ENNIO DE GIORGI"
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COLLOQUIO DE GIORGI Centro De Giorgi, Pisa, 24 May 2022
Aula Dini: 3.00 pm
The event will take place in person.
Andrew Wathen
University of Oxford
Title:“Numerical solutions methods for problems of PDE-constrained optimisation”
Abstract:Since the advent of computers there has been interest in numerical methods for solving partial differential equations (PDE) problems---both methods of approximation and numerical linear algebra for the resulting sets of equations which are usually of very large dimension. Sometimes it is the solutions themselves that are of interest, but there is a significant class of problems where there is a design optimization criterion with physical constraints that are expressed in terms of PDEs; it is always the motion of fluids described by flow equations which provide the principal constraints when an engineer designs an aerodynamic structure with minimal drag and acceptable lift for example. In this talk I will consider numerical methods for such optimization problems with PDE constraints, in particular methods of iterative numerical linear algebra that render feasible the solution of such problems on advanced computers.
Web site:http://www.crm.sns.it/course/6307/ <http://www.crm.sns.it/course/6307/>
Please note that for organizational purposes, registration <http://www.crm.sns.it/event/493/registration.html>is mandatory.
CRM Secretariat
STG Puteano
Centro di Ricerca Matematica "Ennio De Giorgi"
Scuola Normale Superiore
Piazza dei Cavalieri, 3
56126 Pisa, Italy
Cari tutti/e,
Il seminario di oggi sarà disponibile, oltre che in presenza, anche in streaming al solito link https://meetings.dm.unipi.it/b/leo-xik-xu4.
A dopo,
-- Leonardo Robol
Title: Improved parallel-in-time integration via low-rank updates and interpolation,
Speaker(s): Stefano Massei, Università di Pisa,
Date and time: 5 May 2022, 11:00 (Europe/Rome),
Lecture series: Seminar on Numerical Analysis,
Venue: Dipartimento di Matematica (Aula Magna).
You can access the full event here: https://events.dm.unipi.it/e/89
Abstract
--------
This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of parallel-in-time integration leading to a class of algorithms called ParaDiag. We develop and analyze two novel approaches for the numerical solution of such equations. Our first approach is based on the observation that the modification of these equations performed by ParaDiag in order to solve them in parallel has low rank. Building upon previous work on low-rank updates of matrix equations, this allows us to make use of tensorized Krylov subspace methods to account for the modification. Our second approach is based on interpolating the solution of the matrix equation from the solutions of several modifications. Both approaches avoid the use of iterative refinement needed by ParaDiag and related space-time approaches in order to attain good accuracy. In turn, our new approaches have the potential to outperform, sometimes significantly, existing approaches. This potential is demonstrated for several different types of PDEs.
--
Indico :: Email Notifier
https://events.dm.unipi.it/e/89
Title: Improved parallel-in-time integration via low-rank updates and interpolation,
Speaker(s): Stefano Massei, Università di Pisa,
Date and time: 5 May 2022, 11:00 (Europe/Rome),
Lecture series: Seminar on Numerical Analysis,
Venue: Dipartimento di Matematica (Aula Magna).
You can access the full event here: https://events.dm.unipi.it/e/89
Abstract
--------
This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of parallel-in-time integration leading to a class of algorithms called ParaDiag. We develop and analyze two novel approaches for the numerical solution of such equations. Our first approach is based on the observation that the modification of these equations performed by ParaDiag in order to solve them in parallel has low rank. Building upon previous work on low-rank updates of matrix equations, this allows us to make use of tensorized Krylov subspace methods to account for the modification. Our second approach is based on interpolating the solution of the matrix equation from the solutions of several modifications. Both approaches avoid the use of iterative refinement needed by ParaDiag and related space-time approaches in order to attain good accuracy. In turn, our new approaches have the potential to outperform, sometimes significantly, existing approaches. This potential is demonstrated for several different types of PDEs.
--
Indico :: Email Notifier
https://events.dm.unipi.it/e/89
Dear all,
Monday 2 May we begin with the Ph.D. course "An introduction to fractional calculus: fundamental ideas and numerics" from 2.00 pm to 4.00 pm in the Aula Seminari. Find the latest information at: https://fdurastante.github.io/courses/introfracalculus.html#about
The plan is to schedule the other lessons with those present that day. If there are people that wish to attend, but have difficulties being in person, please let me know at fabio.durastante(a)unipi.it and I'll try activating a streaming of the lecture. For any other question, feel free to write an E-mail.
Best,
Fabio Durastante
Title: Construction of a sequence of orthogonal rational functions,
Speaker(s): Raf Vandebril, Department of Computer Science, KU Leuven,
Date and time: 13 Apr 2022, 11:00 (Europe/Rome),
Lecture series: Seminar on Numerical Analysis,
Venue: Dipartimento di Matematica (Aula Magna).
You can access the full event here: https://events.dm.unipi.it/e/86
Abstract
--------
Orthogonal polynomials are an important tool to approximate functions. Orthogonal rational functions provide a powerful alternative if the function of interest is not well approximated by polynomials.
Polynomials orthogonal with respect to certain discrete inner products can be constructed by applying the Lanczos or Arnoldi iteration to appropriately chosen diagonal matrix and vector. This can be viewed as a matrix version of the Stieltjes procedure. The generated nested orthonormal basis can be interpreted as a sequence of orthogonal polynomials. The corresponding Hessenberg matrix, containing the recurrence coefficients, also represents the sequence of orthogonal polynomials.
Alternatively, this Hessenberg matrix can be generated by an updating procedure. The goal of this procedure is to enforce Hessenberg structure onto a matrix which shares its eigenvalues with the given diagonal matrix and the first entries of its eigenvectors must correspond to the elements of the given vector. Plane rotations are used to introduce the elements of the given vector one by one and to enforce Hessenberg structure.
The updating procedure is stable thanks to the use of unitary similarity transformations. In this talk rational generalizations of the Lanczos and Arnoldi iterations are discussed. These iterations generate nested orthonormal bases which can be interpreted as a sequence of orthogonal rational functions with prescribed poles. A matrix pencil of Hessenberg structure underlies these iterations.
We show that this Hessenberg pencil can also be used to represent the orthogonal rational function sequence and we propose an updating procedure for this case. The proposed procedure applies unitary similarity transformations and its numerical stability is illustrated.
--
Indico :: Email Notifier
https://events.dm.unipi.it/e/86
Title: Construction of a sequence of orthogonal rational functions,
Speaker(s): Raf Vandebril, Department of Computer Science, KU Leuven,
Date and time: 13 Apr 2022, 11:00 (Europe/Rome),
Lecture series: Seminar on Numerical Analysis,
Venue: Dipartimento di Matematica (Aula Magna).
You can access the full event here: https://events.dm.unipi.it/e/86
Abstract
--------
Orthogonal polynomials are an important tool to approximate functions. Orthogonal rational functions provide a powerful alternative if the function of interest is not well approximated by polynomials.
Polynomials orthogonal with respect to certain discrete inner products can be constructed by applying the Lanczos or Arnoldi iteration to appropriately chosen diagonal matrix and vector. This can be viewed as a matrix version of the Stieltjes procedure. The generated nested orthonormal basis can be interpreted as a sequence of orthogonal polynomials. The corresponding Hessenberg matrix, containing the recurrence coefficients, also represents the sequence of orthogonal polynomials.
Alternatively, this Hessenberg matrix can be generated by an updating procedure. The goal of this procedure is to enforce Hessenberg structure onto a matrix which shares its eigenvalues with the given diagonal matrix and the first entries of its eigenvectors must correspond to the elements of the given vector. Plane rotations are used to introduce the elements of the given vector one by one and to enforce Hessenberg structure.
The updating procedure is stable thanks to the use of unitary similarity transformations. In this talk rational generalizations of the Lanczos and Arnoldi iterations are discussed. These iterations generate nested orthonormal bases which can be interpreted as a sequence of orthogonal rational functions with prescribed poles. A matrix pencil of Hessenberg structure underlies these iterations.
We show that this Hessenberg pencil can also be used to represent the orthogonal rational function sequence and we propose an updating procedure for this case. The proposed procedure applies unitary similarity transformations and its numerical stability is illustrated.
--
Indico :: Email Notifier
https://events.dm.unipi.it/e/86
-------- Forwarded Message --------
Subject: [Dipartimento.di] Seminar in Computational Mathematics - B.
Filipecki
Date: Fri, 18 Mar 2022 13:40:32 +0100
From: Federico Poloni <federico.poloni(a)unipi.it>
To: dipartimento(a)di.unipi.it
Dear all,
within the activities of the Computational Mathematics Lab, we are
pleased to announce the following seminar.
Title: Hierarchical Optimization of the Electrical Power Grid
Speaker: Bartosz Filipecki, Department of Computer Science, University
of Pisa
Date/Time: Wednesday, 23 March 2022 17:00
Place: Aula Seminari Est, Dipartimento di Informatica
Abstract: European electrical power networks operation is becoming more
and more difficult due to increasing load and uncertainty associated
with renewable energy sources. To address this problem, we consider a
hierarchical approach to optimization of power grid operation. First,
microgrid demand is aggregated to provide flexibility to the
distribution system operator (DSO). At this stage, the optimal power
flow problem (OPF) is solved in order to determine the flexibilities
that can be made available to the transmission system operator (TSO).
Afterwards, OPF is solved to determine the operation of the highest
voltage grids, including additional constraints related to security and
stability. The former provide protection against line failure, so that
no blackout occurs. The latter make sure that the system does not
deviate in the dynamic sense from the solution to the static OPF
problem. The TSO level can also include Flexible Alternating-Current
Transmission Systems Devices (FACTS). These provide us with advanced
methods to control the power flow, but at a significant computational
cost. After obtaining the solution, we propagate it back through the DSO
level to the microgrids, which completes the framework.
Everyone is welcome to attend, in person or on MS Teams:
https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZGE3ZDcyOTItOTViMS00…
Mauro Passacantando
Federico Poloni
--
--Federico Poloni
Dipartimento di Informatica, Università di Pisa
https://www.di.unipi.it/~fpoloni/ tel:+39-050-2213143
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Please note that the event "Grassmann extrapolation for Born-Oppenheimer Molecular Dynamics" will start on 18 Mar 2022, 11:00 (Europe/Rome).
It will take place at Dipartimento di Matematica (Aula Magna).
You can access the full event here:
https://indico.cs.dm.unipi.it/e/76
Description
-----------
Born-Oppenheimer Molecular Dynamics (BOMD) is a powerful, yet very demanding technique in computational quantum chemistry. Performing a BOMD simulation require, for each time step, to compute the energy and forces for a quantum mechanical system, which can also be embedded in a classical environment. When Density Functional Theory is used as a quantum mechanical model, the most time-consuming step for each energy/forces evaluation is the solution to the non-linear eigenvalue problem that stems from the discretization of the Kohn-Sham equations.
Limiting the number of iterations required to achieve a satisfactory convergence of the procedure is therefore paramount to reduce the cost - and therefore extend the applicability - of such simulations. The most important factor in reducing the number of iteration is starting from a good guess, usually in the form of a one-body reduced density matrix. In a BOMD simulation it is possible to extrapolate information from previous steps into a new guess, however, this is not straightforward due to the nonlinear constraints that the density matrix must satisfy.
In this contribution, we address this issue by performing the extrapolation on the tangent plane to the Grassmann manifold where the density is defined, by mapping the manifold to its tangent plane with a locally bijective map, which allows us to perform a linear extrapolation and then map the result back to the manifold, ensuring thus that all the
physical properties of the density matrix are correctly enforced.
Preliminary benchmark calculations show that the strategy is general and robust, and that even when using a naive linear extrapolation we obtain a strategy that outperforms the current state-of-the-art methods.
Streaming link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4
--
Indico :: Email Notifier
https://indico.cs.dm.unipi.it/e/76