Bath Numerical Analysis seminar

Numerical Analysis Research Group, Department of Mathematical Sciences, University of Bath

Location: 1W3.6

Time: Friday, 12:15-13:15

Everyone is welcome at these talks. Feel free to join us for lunch after the seminar.

If you would like to be added to the list of people who receive email announcements, send a request to the above email address.

Overview

Overview
Details
2007-02-02 William McLean, Numerical solution of a fractional diffusion equation,
2007-02-09 Bruce Boutelje, A nonsmooth error bound for multistep approximations of semilinear parabolic equations,
2007-02-16 Jan Van lent, Multigrid methods for convection-dominated elliptic equations,
2007-02-23 Melina Freitag, Inexact inverse iteration for the generalised nonsymmetric eigenproblem - Convergence, preconditioning and comparison to Jacobi-Davidson,
2007-03-02 Sabine Le Borne, Discrete divergence-free basis through H-QR factorization,
2007-03-09 Sean Buckeridge, An introduction to multigrid,
2007-03-16 Stefano Giani, Convergence of adaptive methods for elliptic eigenvalue problems,
2007-03-23 unplanned, last day of teaching
2007-03-30 no seminar, Easter Vacation
2007-04-06 no seminar, Easter vacation
2007-04-13 no seminar, Easter Vacation
2007-04-20 Adrian Hill, Stability results for discrete time-varying systems,
2007-04-25(Wed,13:15-14:15) Sven Hammarling, Recent Advances in LAPACK and ScaLAPACK, [Wednesday, 13:15-14:15, same location as usual (BICS room 1W3.6)]
2007-04-27(13:15-14:15) Sean Rigby, Experimental and modelling studies of percolation and coupled diffusion/reaction processes in porous catalysts, [Unusual time! 13:15-14:15]
2007-05-04 Richard Norton, title to be confirmed
2007-05-11 Jennifer A. Scott, An introduction to HSL and the solution of sparse linear systems,
2007-05-18 unplanned, exam time
2007-05-25 Raphael Hauser, Relative Robust Optimisation and the Portfolio Problem,
2007-06-01 Laura Hewitt, DIMSIMs and Reducible GLMs,
2007-06-08 Sebastien Guenneau, Finite element models for electromagnetic waves in twisted fibres and other cylindrical media undergoing geometric transforms,
Previous Seminars

Details

2007-02-02 William McLean, Numerical solution of a fractional diffusion equation,

William McLean (University of New South Wales, Sydney)

http://web.maths.unsw.edu.au/~mclean

Title : Numerical solution of a fractional diffusion equation

2007-02-09 Bruce Boutelje, A nonsmooth error bound for multistep approximations of semilinear parabolic equations,

Bruce Boutelje (University of Bath)

http://www.maths.bath.ac.uk/~ma9brb/

Title : A nonsmooth error bound for multistep approximations of semilinear parabolic equations

2007-02-16 Jan Van lent, Multigrid methods for convection-dominated elliptic equations,

Jan Van lent (University of Bath)

http://www.maths.bath.ac.uk/~jvl20

Title : Multigrid methods for convection-dominated elliptic equations

Abstract :

I will discuss the paper Ordering Techniques for two- and three-dimensional convection-dominated elliptic boundary value problems by Sabine Le Borne.

2007-02-23 Melina Freitag, Inexact inverse iteration for the generalised nonsymmetric eigenproblem - Convergence, preconditioning and comparison to Jacobi-Davidson,

Melina Freitag (University of Bath)

http://www.maths.bath.ac.uk/~mamamf

Title : Inexact inverse iteration for the generalised nonsymmetric eigenproblem - Convergence, preconditioning and comparison to Jacobi-Davidson

2007-03-02 Sabine Le Borne, Discrete divergence-free basis through H-QR factorization,

Sabine Le Borne (Tennessee Technological University)

http://www.math.tntech.edu/sleborne/

Title : Discrete divergence-free basis through H-QR factorization

2007-03-09 Sean Buckeridge, An introduction to multigrid,

Sean Buckeridge (University of Bath)

Title : An introduction to multigrid

2007-03-16 Stefano Giani, Convergence of adaptive methods for elliptic eigenvalue problems,

Stefano Giani (University of Bath)

Title : Convergence of adaptive methods for elliptic eigenvalue problems

2007-03-23 unplanned, last day of teaching

2007-03-30 no seminar, Easter Vacation

2007-04-06 no seminar, Easter vacation

2007-04-13 no seminar, Easter Vacation

2007-04-20 Adrian Hill, Stability results for discrete time-varying systems,

Adrian Hill (University of Bath)

http://people.bath.ac.uk/masath

Title : Stability results for discrete time-varying systems

2007-04-25(Wed,13:15-14:15) Sven Hammarling, Recent Advances in LAPACK and ScaLAPACK, [Wednesday, 13:15-14:15, same location as usual (BICS room 1W3.6)]

Sven Hammarling (NAG)

http://www.nag.co.uk/about/shammarling.asp http://www.maths.manchester.ac.uk/~sven/

Title : Recent Advances in LAPACK and ScaLAPACK

2007-04-27(13:15-14:15) Sean Rigby, Experimental and modelling studies of percolation and coupled diffusion/reaction processes in porous catalysts, [Unusual time! 13:15-14:15]

Sean Rigby (University of Bath, Department of Chemical Engineering)

http://www.bath.ac.uk/chem-eng/staff/profiles/sean-rigby.shtml

Title : Experimental and modelling studies of percolation and coupled diffusion/reaction processes in porous catalysts

2007-05-04 Richard Norton, title to be confirmed

Richard Norton (University of Bath)

2007-05-11 Jennifer A. Scott, An introduction to HSL and the solution of sparse linear systems,

Jennifer A. Scott (Rutherford Appleton Laboratory)

http://www.numerical.rl.ac.uk/people/jscott/jscott.html

Title : An introduction to HSL and the solution of sparse linear systems

Abstract :

HSL is a collection of portable, fully documented and tested Fortran packages for large scale scientific computation. HSL is primarily written and developed by the Numerical Analysis Group at the Rutherford Appleton Laboratory. It offers users a high standard of reliability and has an international reputation as a source of robust and efficient numerical software. HSL is widely used by both academics and commerical organisations in the UK and worldwide. This talk will provide a brief introduction to HSL and, in particular, will introduce the sparse linear solvers for which HSL is renowned.

2007-05-18 unplanned, exam time

2007-05-25 Raphael Hauser, Relative Robust Optimisation and the Portfolio Problem,

Raphael Hauser

http://web.comlab.ox.ac.uk/oucl/people/raphael.hauser.html

Title : Relative Robust Optimisation and the Portfolio Problem

Abstract :

Consider the framework in which a utility function depends on a vector of uncertain parameters which are only known to lie in a given uncertainty set.

Relative robust optimisation is a framework in which the objective function is defined as the loss of utility relative to a benchmark that would choose the optimising values for the decision variables if the uncertain parameters were known.

Given this so-called regret function, one seeks to minimise (over the decision variables) the pessimised (over the parameter variables) regret. The resulting problem is a tri-level optimisation problem which can be approximated by a tractable conic programming problem.

We investigate this approximability and identify cases in which the tractable approximation solves the original problem. The resulting technique can be applied in portfolio optimisation.

2007-06-01 Laura Hewitt, DIMSIMs and Reducible GLMs,

Laura Hewitt (University of Bath)

http://www.maths.bath.ac.uk/~ma0llh

Title : DIMSIMs and Reducible GLMs

Abstract :

DIMSIMs are a class of general linear methods with diagonally implicit stage equations. I will present some approaches to finding algebraically stable DIMSIMs. This talk will also include some ideas on the reducibility of general linear methods, which is joint work with John Butcher.

2007-06-08 Sebastien Guenneau, Finite element models for electromagnetic waves in twisted fibres and other cylindrical media undergoing geometric transforms,

Sebastien Guenneau (University of Liverpool)

http://www.maths.liv.ac.uk/~guenneau/

Title : Finite element models for electromagnetic waves in twisted fibres and other cylindrical media undergoing geometric transforms

Updated: