Speaker: Cecilia Pagliantini
Affiliation: TU Eindhoven
Venue: Sala Seminari, Dipartimento di Matematica
Time: Monday, 25/10/2021, 15:00
Title: Structure-preserving dynamical model order reduction of
parametric Hamiltonian systems
In real-time and many-query simulations of parametric differential
equations, computational methods need to face high computational costs
to provide sufficiently accurate and stable numerical solutions. To
address this issue, model order reduction techniques aim at
constructing low-complexity high-fidelity surrogate models that allow
rapid and accurate solutions under parameter variation. In this talk,
we will consider reduced basis methods (RBM) for the model order
reduction of parametric Hamiltonian dynamical systems describing
nondissipative phenomena. The development of RBM for Hamiltonian
systems is challenged by two main factors: (i) failing to preserve the
geometric structure encoding the physical properties of the dynamics,
such as invariants of motion or symmetries, might lead to instabilities
and unphysical behaviors of the resulting approximate solutions; (ii)
the \emph{local} low-rank nature of transport-dominated and
nondissipative phenomena demands large reduced spaces to achieve
sufficiently accurate approximations. We will discuss how to address
these aspects via a structure-preserving nonlinear reduced basis
approach based on dynamical low-rank approximation. The gist of the
proposed method is to evolve low-dimensional surrogate models on a
phase space that adapts in time while being endowed with the geometric
structure of the full model.
Meeting link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4
Cari tutti,
a breve ricominceremo con i tradizionali seminari NumPi, questa volta
in forma "ibrida".
Per tutti quelli che vorranno ci sarà la possibilità di seguire in
presenza in Aula Magna del Dipartimento di Matematica (compilando
questa form: https://forms.gle/AaMgajhKhroXdHqY6).
Per gli altri, organizzeremo lo streaming tramite il solito link (
https://hausdorff.dm.unipi.it/b/leo-xik-xu4).
Qui sotto trovate l'annuncio del primo seminario; a breve vi farò avere
un Doodle per provare a scegliere un giorno che torni il più comodo
possibile a tutti, da utilizzare per quelli successivi.
Trovate tutte le informazioni sulla pagina dei seminari del sito NumPi
(https://numpi.dm.unipi.it/seminars).
A presto, -- Leonardo.
Speaker: Igor Simunec
Affiliation: Scuola Normale Superiore, Pisa
Time: Friday, 15/10/2021, 16:30
Title: Computation of generalized matrix functions with rational Krylov
methods
Generalized matrix functions [3] are an extension of the notion of
standard matrix functions to rectangular matrices, defined using the
singular value decomposition instead of an eigenvalue decomposition. In
this talk, we consider the computation of the action of a generalized
matrix function on a vector and we present a class of algorithms based
on rational Krylov methods [2]. These algorithms incorporate as a
special case previous methods based on the Golub-Kahan
bidiagonalization [1]. By exploiting the quasiseparable structure of
the projected matrices, we show that the basis vectors can be updated
using a short recurrence, which can be seen as a generalization to the
rational case of the Golub-Kahan bidiagonalization. We also prove error
bounds that relate the error of these methods to uniform rational
approximation on an interval containing the singular values of the
matrix. The effectiveness of the algorithms and the accuracy of the
bounds is illustrated with numerical experiments.
This is joint work with Angelo A. Casulli (Scuola Normale Superiore).
[1] F. Arrigo, M. Benzi, and C. Fenu, Computation of generalized matrix
functions, SIAM J. Matrix Anal. Appl. 37 (2016), no. 3, 836–860.
[2] A. A. Casulli, I. Simunec, Computation of generalized matrix
functions with rational Krylov methods, arXiv:2107.12074 (2021).
[3] J. B. Hawkins and A. Ben-Israel, On generalized matrix functions,
Linear and Multilinear Algebra 1 (1973), no. 2, 163–171.
Meeting link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4
Cari tutti,
a partire dal prossimo seminario (dopo quello di Igor venerdì)
cercheremo di scegliere un orario compatibile con gli impegni di tutti,
e mantere una cadenza indicativamente bisettimanale.
Ho creato un Doodle [1] per la settimana 25/10 - 29/10, dove chiederei
(a chi è interessato a seguire i seminari in presenza e/o online) di
indicare le preferenze di orario.
Sebbene il Doodle sia per quella settimana specifica, è da intendersi
come le preferenze in base ai vostri impegni settimanali.
Vi chiederei di farci avere una risposta entro venerdì, così che
possiamo organizzare il seminario seguente basandoci sulle risposte.
Grazie!
A presto, -- Leonardo (e Fabio).
[1] https://doodle.com/poll/dtvyu6uakv3exdp8
Cari tutti,
inoltro un messaggio da Stefano Pozza, su una borsa di dottorato
disponibile alla Charles University, Praga. Trovate i dettagli in fondo
alla mail.
Buone vacanze, -- Leonardo.
-----------------------------------------------------------------------
Ph.D. Position, Dep Num Math, Charles Univ, Czech Rep
A Ph.D. position is available within the framework of the Primus
Research Programme: "A Lanczos-like Method for the Time-Ordered
Exponential" at the Faculty of Mathematics and Physics, Charles
University, Prague.
The four years of Ph.D. studies will take place in the Department of
Numerical Mathematics under the supervision of Dr. Stefano Pozza (PI of
the project). The department offers an international environment at one
of the top universities in the Czech Republic, and the oldest
university in Central Europe. The student will also have the
opportunity to work with external collaborators from France, Italy, and
the UK.
The applicants must hold a Master's degree by the start date of Spring
2022 (to be announced) and have a strong interest in numerical linear
algebra and numerical analysis. Knowledge of Matlab or other
programming languages is necessary. Applicants will have to prove their
English language level by passing an exam (it is possible to waive the
examination under some conditions).
Application deadline: September 30, 2021.
More information and application instructions:
https://www.starlanczos.cz/open-positions
Cari tutti,
come gli anni scorsi (ed in particolare quelli non-pandemici), vorremmo
provare ad organizzare una cena di "fine seminari"; più che altro
sarebbe una scusa per vedersi, a maggior ragione quest'anno dove non ci
siamo (quasi) mai incontrati di persona.
Ho predisposto un Doodle dove potete segnare la vostra disponibilità,
se intendete partecipare:
https://doodle.com/poll/z2xw2k6u5zzfybn3
Siete tutti benvenuti (dagli ordinari ai dottorandi, ma anche
simpatizzanti, ecc.). Vi chiederei solo di segnare la vostra presenza
quanto prima così che riusciamo ad organizzarci per bene.
Il luogo non è stato ancora scelto, ma proposte sono sempre bene
accette; probabilmente dovremo scegliere anche in funzione del numero
di partecipanti.
A presto! -- Leonardo Robol.
Speaker: Stefano Cipolla
Affiliation: University of Edinburgh
Time: Friday, 18/06/2021, 16:00
Title: Random multi-block ADMM: an ALM based view for the QP case
Because of its wide versatility and applicability in multiple fields,
the n-block alternating direction method of multipliers (ADMM) for
solving nonseparable convex minimization problems, has recently
attracted the attention of many researchers [1, 2, 4]. When the n-block
ADMM is used for the minimization of quadratic functions, it consists
in a cyclic update of the primal variables xi for i = 1,...,n in the
Gauss-Seidel fashion and a dual ascent type update of the dual variable
μ. Despite the fact the connections between ADMM and Gauss-Seidel are
quite well known, to the best of our knowledge, an analysis from the
purely numerical linear algebra point of view is lacking in literature.
Aim of this talk is to present a series of very recent results obtained
on this topic which shed further light on basic issues as convergence
and efficiency [3].
[1] Chen, C., Li, M., Liu, X., Ye, Y. (2019). Extended ADMM and BCD for
nonseparable convex minimization models with quadratic coupling terms:
convergence analysis and insights. Mathematical Programming, 173(1-2),
37-77.
[2] Chen, C., He, B., Ye, Y., Yuan, X. (2016). The direct extension of
ADMM for multi-block convex minimization problems is not necessarily
convergent. Mathematical Programming, 155(1-2), 57-79.
[3] Cipolla, S., Gondzio, J (2020). ADMM and inexact ALM: the QP case.
arXiv 2012.09230.
[4] Sun, R., Luo, Z. Q., Ye, Y. (2020). On the efficiency of random
permutation for ADMM and coordinate descent. Mathematics of Operations
Research, 45(1), 233-271.
https://www.dm.unipi.it/webnew/it/seminari/random-multi-block-admm-alm-base… <https://www.dm.unipi.it/webnew/it/seminari/random-multi-block-admm-alm-base…>
Meeting link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4 <https://hausdorff.dm.unipi.it/b/leo-xik-xu4>
Dear all,
An online colloquium of the Department of Mathematics at UniPi is
planned on June 16 at 17:00. You are all welcome!
The speaker is Volker Mehrmann (TU Berlin).
Title:
Energy based modeling, simulation, and control. Mathematical theory and
algorithms for the solution of real world problems.
Abstract:
Energy based modeling via port-Hamiltonian systems is a relatively new
paradigm in all areas of science and engineering. These systems have
wonderful mathematical properties, concerning their analytic, geometric
and algebraic properties, but also with respect to their use in numerical
algorithms for space-time discretization, model reduction and control.
We will introduce the model class and their mathematical properties and we
illustrate their usefulness with several real world applications.
Google Meet link: https://meet.google.com/qii-tcks-rrr
Speaker: Stefano Cipolla
Affiliation: University of Edinburgh
Time: Friday, 18/06/2021, 16:00
Title: Random multi-block ADMM: an ALM based view for the QP case
Because of its wide versatility and applicability in multiple fields,
the n-block alternating direction method of multipliers (ADMM) for
solving nonseparable convex minimization problems, has recently
attracted the attention of many researchers [1, 2, 4]. When the n-block
ADMM is used for the minimization of quadratic functions, it consists
in a cyclic update of the primal variables xi for i = 1,...,n in the
Gauss-Seidel fashion and a dual ascent type update of the dual variable
μ. Despite the fact the connections between ADMM and Gauss-Seidel are
quite well known, to the best of our knowledge, an analysis from the
purely numerical linear algebra point of view is lacking in literature.
Aim of this talk is to present a series of very recent results obtained
on this topic which shed further light on basic issues as convergence
and efficiency [3].
[1] Chen, C., Li, M., Liu, X., Ye, Y. (2019). Extended ADMM and BCD for
nonseparable convex minimization models with quadratic coupling terms:
convergence analysis and insights. Mathematical Programming, 173(1-2),
37-77.
[2] Chen, C., He, B., Ye, Y., Yuan, X. (2016). The direct extension of
ADMM for multi-block convex minimization problems is not necessarily
convergent. Mathematical Programming, 155(1-2), 57-79.
[3] Cipolla, S., Gondzio, J (2020). ADMM and inexact ALM: the QP case.
arXiv 2012.09230.
[4] Sun, R., Luo, Z. Q., Ye, Y. (2020). On the efficiency of random
permutation for ADMM and coordinate descent. Mathematics of Operations
Research, 45(1), 233-271.
https://www.dm.unipi.it/webnew/it/seminari/random-multi-block-admm-alm-base…
Meeting link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4
Dear all,
the next GSSI Math Colloquium will be held on *Thursday June 17 at 5pm*
(please note **the time is *5pm* instead of the usual 3pm**).
The speaker is Lars Ruthotto, with a lecture connecting numerical
methods for differential equations and deep learning architectures. More
details below.
Lars Ruthotto is Associate Professor of Mathematics and Computer Science
at Emory University (Atlanta, USA).
To attend the talk please use to the following Zoom link:
https://us02web.zoom.us/j/85179454721?pwd=TjA0V2M3L3lVTk1NNEdVcGpQcXlTdz09
Please feel free to distribute this announcement as you see fit.
Looking forward to seeing you all on Thursday!
Paolo Antonelli, Stefano Marchesani, Francesco Tudisco and Francesco Viola
---------------------
Title:
Numerical Methods for Deep Learning motivated by Partial Differential
Equations
Abstract:
Understanding the world through data and computation has always formed
the core of scientific discovery. Amid many different approaches, two
common paradigms have emerged. On the one hand, primarily data-driven
approaches—such as deep neural networks—have proven extremely successful
in recent years. Their success is based mainly on their ability to
approximate complicated functions with generic models when trained using
vast amounts of data and enormous computational resources. But despite
many recent triumphs, deep neural networks are difficult to analyze and
thus remain mysterious. Most importantly, they lack the robustness,
explainability, interpretability, efficiency, and fairness needed for
high-stakes decision-making. On the other hand, increasingly realistic
model-based approaches—typically derived from first principles and
formulated as partial differential equations (PDEs)—are now available
for various tasks. One can often calibrate these models—which enable
detailed theoretical studies, analysis, and interpretation—with
relatively few measurements, thus facilitating their accurate
predictions of phenomena.
In this talk, I will highlight recent advances and ongoing work to
understand and improve deep learning by using techniques from partial
differential equations. I will demonstrate how PDE techniques can yield
better insight into deep learning algorithms, more robust networks, and
more efficient numerical algorithms. I will also expose some of the
remaining computational and numerical challenges in this area.
—
Francesco Tudisco
Assistant Professor
School of Mathematics
GSSI Gran Sasso Science Institute
Web: https://ftudisco.gitlab.io <https://ftudisco.gitlab.io>
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Speaker: Margherita Porcelli
Affiliation: Università di Bologna
Time: Friday, 04/06/2021, 16:00
Title: Relaxed Interior point methods for low-rank semidefinite
programming problems
In this talk we will discuss a relaxed variant of interior point
methods for semidefinite programming problems (SPDs). We focus on
problems in which the primal variable is expected to be low-rank at
optimality. Such situations are common in relaxations of combinatorial
optimization problems, for example in maximum cut problems as well as
in matrix completion problems. We exploit the structure of the sought
solution and relax the rigid structure of IPMs for SDP. In
anticipation to converging to a low-rank primal solution, a special
nearly low-rank form of all primal iterates is imposed. To accommodate
such a (restrictive) structure, the first order optimality conditions
have to be relaxed and are therefore approximated by solving an
auxiliary least-squares problem. The relaxed interior point framework
opens numerous possibilities how primal and dual approximated Newton
directions can be computed. In particular, it admits the application of
both the first- and the second-order methods in this context. In this
talk we will focus on second-order approaches and discuss the
difficulties arising in the linear algebra phase. A prototype
implementation is shown as well as computational results on matrix
completion problems. In particular, we will consider mildly-ill
conditioned and noisy random problems as well as problems arising in
diverse applications as the matrix to be recovered represents city-to-
city distances, a grayscale image, game parameters in a basketball
tournament.
This is joint work with S. Bellavia (Unifi) and J. Gondzio (Univ.
Edinburgh)
https://www.dm.unipi.it/webnew/it/seminari/relaxed-interior-point-methods-l…
Meeting link: https://hausdorff.dm.unipi.it/b/leo-xik-xu4