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Abstracts of Talks
A pdf file of all the abstracts, suitable for printing, is available
here.
A Parallel Direct Solver for the Simulation of Large-scale Power/Ground NetworksVenkataramanan Balakrishnan, Purdue UniversityAbstract: We present an algorithm for the fast and accurate simulation of power/ground mesh structures. Our method is a direct (non-iterative) approach for simulation based upon a parallel matrix inversion algorithm. Through the use of additional computational resources, this distributed computing technique facilitates the simulation of large-scale power/ground networks. In addition, the new dimension of flexibility provided by our algorithm allows for a more accurate analysis of power/ground mesh structures using RLC interconnect models. Specifically, we offer a method that employs a sparse approximate inverse technique to consider more reluctance coupling terms for increased accuracy of simulation. The inclusion of additional coupling terms, however, does not lead to an increase in either time or memory requirements associated with the primary computational task in transient simulation, thus making the simulation procedure scalable. The parallel matrix inversion algorithm shows substantial computational improvement over the best known direct and iterative numerical techniques that are applicable to these large-scale simulation problems.On Positivity of Multivariate PolynomialsB. Ross Barmish, University of Wisconsin
Abstract:
In this talk, I will provide an overview of my recent
collaborative work on the well known problem of polynomial
positivity over a given domain. Motivated by NP-Hardness
considerations, we introduce the so-called dilation integral in
the context of a ``softening'' this problem. That is, rather than
insisting that the polynomial is positive over the entire domain,
we allow for a ``small'' volume of violation.
Arbitrary order Hessenberg-quasiseparable matrices and polynomialsTom Bella, University of Rhode Island
Abstract:
The classification of tridiagonal matrices in terms of polynomials
orthogonal on a real interval, as well as the classification of unitary
Hessenberg matrices in terms of Szegö polynomials (orthogonal on the
unit circle) are well-known results, and form the basis for many fast
algorithms involving these classes. In this talk, we give complete
classifications of matrices having Hessenberg structure as well as
quasiseparable structure of arbitrary order in terms of the polynomials
related in the same way as the above examples. Several subclasses are
also classified, including Hessenberg-semiseparable matrices, and the
motivating special cases of tridiagonal and unitary Hessenberg matrices.
Graphs and MatricesAvi Berman, Technion - Israel Institute of Technology
Abstract:
In the talk I will discuss a personal choice of examples of the
fascinating
interrelation between Matrix Theory and Graph Theory.
Multiple Proofs and Motivating Examples in Teaching Linear AlgebraAvi Berman, Technion - Israel Institute of Technology
Abstract:
In this talk I will describe two approaches to teaching linear algebra
and some thoughts on how to combine them.
Robust Control via Sign Definite DecompositionS.P. Bhattacharyya, Texas A&M UniversityJoint work with L.H. Keel
Abstract:
We present some new results on multivariable fixed order control using
sign definite decomposition. The main result is a Kharitonov type
stability test that can be used in a recursive and modular fashion to
construct stabilizing and performance attaining sets. The results are
illustrated by examples.
Eigenvalues of Digraphs, with emphasis on the spectral radius: A SurveyRichard A. Brualdi, University of Wisconsin - Madison (USA)Abstract: Spectral Graph Theory (SGT) is a rich and well-developed subject which continues to be heavily researched. Since the adjacency matrix (or Laplacian matrix) of a graph G is a real symmetric matrix, the spectrum (or Laplacian spectrum) of a graph is real. SGT relies heavily on the characterization of the eigenvalues of a real symmetric matrix by Rayleigh quotients. Spectral Digraph Theory (SDT) is less well-developed. The adjacency matrix of a digraph D is a nonnegative matrix, and in general, the spectrum of D contains complex eigenvalues. But, by the Perron-Frobenius theory of nonnegative matrices, D has a nonnegative eigenvalue that is greater than or equal to the absolute value of all the other eigenvalues of D. This eigenvalue is called its Perron eigenvalue, and it equals the spectral radius of D. Much, but not all, of the research in SDT is focused on the Perron eigenvalue: lower and upper bounds, or the maximum and the minimum of the Perron eigenvalue over well-defined classes of digraphs of interest. Other research includes determination of cospectral digraphs, identification of regions in the complex plane containing the entire spectrum, special properties of the spectrum of certain kinds of digraphs, etc.
In this talk we shall survey certain parts of SDT.
Stabilized completions of general differential algebraic equationsSteve Campbell, North Carolina State UniversityJoint work with Peter Kunkel and Irfan Okay
Abstract:
Differential algebraic equations (DAEs) are a natural way to
model a wide variety of physical phenomena. All numerical methods for
DAEs must, in some manner, construct a differential equation (ODE) that
can be integrated. Sometimes this is done by determining an ODE on a
submanifold and sometimes this is done by building an ODE, called a
completion of the DAE, which includes the DAE solutions. A number of
useful results have been developed which exploit the structure of
specific problems. But the increasing use of composite models drawn from
different disciplines means this structure may not be there. Also a
number of control problems do not have a predetermined structure.
Recently there has been a renewed effort to construct stabilized
completions of general DAEs strictly in terms of the original equations.
This talk will introduce this problem, discuss some of the recent
results and ongoing investigations, and time permitting some potential
applications in control and simulation.
Banishing Runge, Avoiding GibbsS. Chandrasekaran, M. Gu, H. Mhaskar, J. Moffitt, K. Raghuram, N. Somasunderam
Abstract:
It is well-known that approximating functions (even C∞
ones) by interpolation using polynomials can be divergent. This is the
famous Runge phenomenon. In this talk we show a very simple scheme to
construct arbitrarily high-order interpolating polynomials at arbitrary
interpolation points that is point-wise convergent. The method can be
coded in a few lines of Matlab and easily extends to higher-dimensions.
A linear time algorithm via HSS methods is available. There is a deep
proof that the method works. We will discuss extensions of the method to
noisy data when interpolation is not advisable and to handling jump
discontinuities so as to avoid Gibbs phenomenon.
Computational and Optimization Methods for Quadratic Inverse Eigenvalue Problems In Active Vibration Control and Finite Element Model UpdatingBiswa Nath Datta, Northern Illinois UniversityAbstract: This talk deals with two quadratic inverse eigenvalue problems that arise in mechanical vibration and structural dynamics. The first one, Quadratic Partial Eigenvalue Assignment Problem(QPEVAP), arises in controlling dangerous vibrations in mechanical structures, such as buildings, bridges, highways, automobiles, air and space crafts, and others. QPEVAP concerns with finding two feedback matrices such that a small amount of the eigenvalues of the associated quadratic eigenvalue problem are reassigned to suitably chosen ones while keeping the remaining large number of eigenvalues and eigenvectors unchanged. For robust and economic control design, these feedback matrices must be found in such a way that they have the norms as small as possible and the condition number of the modified quadratic inverse problem is minimized. These considerations give rise to two nonlinear unconstrained optimization problems, known respectively, as the Robust Quadratic Partial Eigenvalue Assignment Problem (RQPEVAP) and Minimum Norm Quadratic Partial Eigenvalue Assignment Problem (MNQPEVAP). The other one, Finite Element Model Updating Problem (FEMUP) arising in the design and analysis of structural dynamics, refers to updating an analytical finite element model so that a set of measured eigenvalues and eigenvectors from a real-life structure are reproduced and the physical and structural properties of the original model are preserved. A properly updated model can be used in confidence for future designs and constructions. Another major application of FEMUP is the damage detections in structures. Solutions of FEMUP also give rise to several constrained nonlinear constrained optimization problems.
We will give an overview of the recent developments on
computational methods for these difficult nonlinear optimization
problems and discuss directions of future research. The talk is
interdisciplinary in nature and will be of interests to mathematicians,
computational and applied mathematicians, and control and vibration
engineers.
Linear Algebra with "Ghosts and Shadows"Alan Edelman, MITAbstract: The standard numerical algorithms all have real and complex versions. Less known and less used are quaternion versions. We show how "random" matrices have a much richer possibility than the three famous division rings. We call these quantities "ghosts" and "shadows". Open problems include a theory to solidify what is happening and algorithmic techniques for computation. While the quaternions are hardly used we have reason to believe that in the decades to come, these generalizations will find wide applicability.
This represents joint work with Plamen Koev.
Synthetic Boundary Conditions, Coordinate Transformations and Preconditioning for Image Deblurring ProblemsYing Wai (Daniel) Fan and James Nagy, Emory UniversityAbstract: Given a blurred image and the corresponding blurring operator, we try to restore the original unblurred image. Classically, many assumptions are made for fast image deblurring, such as periodic or Neumann boundary conditions and spatially invariant blur. We do not make these assumptions. The boundary conditions we use are directly derived from the blurred images and we name it synthetic boundary conditions. We also do not assume spatial invariance of the blur. The resulting deblurred images are better than those under classical assumptions, but we lose the convenience of some fast well-established algorithms. In this talk, we describe our work to develop effective preconditioners for these very difficult, large scale imaging problems.Results and problems for 3-tensorsShmuel Friedland, University of Illinois at ChicagoAbstract:In this talk I state some results and open problems for 3-tensors: The generic rank of 3-tensor over C and R; best rank one approximations in l2 and lp norm; Perron-Frobenius theorem for irreducible nonnegative tensors; low rank approximations of tensors; scaling of nonnegative tensors to balanced, (doubly stochastic), tensors.
A variant of this talk is available at
http://www2.math.uic.edu/~friedlan/haifa5.09.pdf
Challenges in Combinatorial Scientific ComputingJohn R. Gilbert, University of California at Santa BarbaraAbstract: Computation on large combinatorial structures -- graphs, strings, partial orders, etc. -- has become fundamental in many areas of data analysis and scientific modeling. The field of high-performance combinatorial computing, however, is in its infancy. By way of contrast, in numerical supercomputing we possess standard algorithmic primitives, high-performance software libraries, powerful rapid-prototyping tools, and a deep understanding of effective mappings of problems to high-performance computer architectures.
This talk will describe several challenges for the field of
combinatorial scientific computing in algorithms, tools,
architectures, and mathematics. I will draw examples from several
applications, and I will highlight our group's work on
high-performance implementation of algebraic primitives for
computation on large graphs.
Error analysis for least squares with monotonical dataHongbin Guo, Arizona State University
Abstract:
In kinetics analysis of biomedical engineering, linear methods are widely
used to estimate parameters of biochemical and physiological processes.
While biases are observed for linear least squares solutions of these
linear models people usually account for the bias by color noise. In
contrast, we characterize the linear approximation model error through the
fact of monotonic structures of data, which is the case for dynamic
Positron emission tomography (PET) quantification. We find that the bias
due to linearization may be more significant than that due to noise and
both under- and over-estimation may happen. We derive conditions under
which linear methods either under- or over-estimates the parameters. The
error caused by model error is bounded analytically. The results are
validated through dynamic PET data for brain function measurements.
Direct Trajectory Optimization and Costate Estimation of General Optimal Control Problems Using a Radau Pseudospectral MethodDivya Garg, Michael A. Patterson, Camila Francolin, Christopher L. Darby, Geoffrey T. Huntington, William W. Hager, and Anil V. Rao
Abstract:
A method is presented for direct trajectory optimization and costate
estimation using global collocation at Legendre-Gauss-Radau (LGR) points.
A key feature of the method is that it provides an accurate way to map
the KKT multipliers of the nonlinear programming problem to the costates
of the optimal control problem. More precisely, it is shown that the
dual multipliers for the discrete scheme correspond to a pseudospectral
approximation of the adjoint equation using polynomials one degree smaller
than that used for the state equation. The relationship between the
coefficients of the pseudospectral scheme for the state equation and for
the adjoint equation is established. Also, it is shown that the inverse
of the pseudospectral LGR matrix is precisely the matrix associated with
an implicit LGR integration scheme. Hence, the method presented in this
paper can be thought of as either a global implicit integration method
or a pseudospectral method. Numerical results show that the use of LGR
collocation leads to the ability to determine accurate primal and dual
solutions for both finite and infinite-horizon optimal control problems.
Connectivity Constrained Reference Basis Model UpdatingYoram. Halevi, Technion -- Israel Institute of TechnologyAbstract: Model updating is a mathematical procedure of correcting an analytical model, almost exclusively based on the Finite Element method (FEM), using experimental data. As in most other methods, the experimental data in the Reference Basis (RB) method is modal, i.e. some natural frequencies and their corresponding modeshapes. In the general framework of standard RB, certain quantities are considered to be completely accurate and those that are free (generally the stiffness and the mass matrices) should satisfy the relationships that must hold in a passive vibrating structure, while their deviation from the analytical model is minimal. They are updated by solving a constrained optimization problem. The RB method possesses some clear advantages. The updated system eigendata coincide with the measured one, an obvious requirement that some other methods fail to achieve. It is based on a reasonable, and well-defined, optimization criterion, and presents a closed form solution of the problem. Moreover, and perhaps most importantly, the dimension that dominates the required computational effort is the number of measured modes, compared to the number of degrees of freedom in other methods. Since the two usually differ by orders of magnitude, the reference basis method is much more efficient and can handle models having a high dimension. The standard reference basis method has also a major disadvantage, which prevents it from becoming a leading and vastly applied method. The updated model has no relationship with physical parameters, nor does it preserve the connectivity of the system. As a result it generally produces stiffness elements (nonzero matrix entries) between degrees of freedom that might be way apart. Another problem with the method is that it cannot incorporate any prior knowledge or engineering consideration into the process. Connectivity Constrained Reference Basis (CCRB) is a method for introducing connectivity constraints into reference basis. It combines the parametric setup of sensitivity methods with the RB algorithm. The tool that enables it is a judicious and adaptive choice of the weighting matrices in the RB procedure. The key step in CCRB is the a posteriori connectivity assignment, which enables maintaining the advantages of RB, e.g. eigendata matching and low computation requirements. This step is repeated recursively until the solution of a generalized RB problem approaches satisfaction of the connectivity constraints in a natural manner. The method uses the notions of connectivity cost and parameterization cost to obtain the best model for a given parameterization and to compare the outcomes of different parameterizations.
The talk will address some theoretical issues
concerning RB and CCRB including the
interpretation of the algorithm as a projection,
the geometrical properties of the projections,
and the apparently immanent interconnection
between connectivity enforcing and sensitivity to measurement noise.
Can Any Reduced Order Model Be Obtained Via Projection?Yoram. Halevi, Technion -- Israel Institute of Technology
Abstract:
The talk will discuss the properties of general reduced order models
obtained by projection of a higher order system. It answers questions
such as, are any two models of different orders related by a
projection? Is it possible to obtain the same reduced order model
using different projections? How to find, if it exists, a projection
that relates the two models?, etc. It is shown that answers to those
questions can be obtained by investigating the properties of a
certain matrix pencil. The key tool is the Kronecker canonical form,
and in some cases of square systems the problem becomes that of
generalized eigenvalues.
The optimal L2 reduced order model was also investigated in this
context. Combining the L2 optimality conditions into that framework
gives a different point of view on the optimal reduced order model.
It is shown that the zeros of the optimal approximation error
transfer function are the mirror image of the reduced model poles
with the same multiplicity in non-square systems, and doubled
multiplicity in square systems. It is also shown that in some cases
the optimal L2 reduced order model resides on the boundary of the set
of models that can be obtained by projection.
Stochastic-Volatility, Jump-Diffusion Optimal Portfolio Problem with Jump-Bankruptcy ConditionFloyd B. Hanson, Universities of Illinois and Chicago
Merton's risk-averse optimal portfolio problem with consumption
in continuous time is given more realism with stochastic jumps and
volatility processes added to the usual diffusion process. This includes
the effects of large and variable fluctuations, excluded by probability
conditions of the diffusion approximation. The stochastic-volatility,
jump-diffusion (SVJD) leads to a stochastic system with a discontinuous
state space and variable volatility as found with bear and bull rallies.
The Hamilton-Jacobi Bellman equation is derived and the no-bankruptcy or
positive wealth argument in the compound jump arguments implies additional
restrictions on the instantaneous stock fraction. These restrictions
are very reasonable, yet wide and finite, when the jump-amplitude
distribution has finite support, but if the distribution has infinite
support, such as commonly used normal or exponential, then reasonable
short-selling and borrowing are restricted to much more narrow range.
Further, computational procedures are treated in the case of the constant
relative risk aversion (CRRA) utility with modifications given beyond
the diffusion model treatment. Computational and theoretical problems
with the popular Heston square root stochastic volatility model are also
discussed and a scaling remedy is given.
The extended Krylov subspace method and orthogonal Laurent polynomialsCarl Jagels, Hanover CollegeAbstract: The need to evaluate expressions of the form f(A)v, where A is a large sparse or structured symmetric matrix, v is a vector, and f is a nonlinear function, arises in many applications. The extended Krylov subspace method can be an attractive scheme for computing approximations of such expressions. This method projects the approximation problem onto an extended Krylov subspace Compressed Sensing and Matrix ProblemsIn-Jae Kim, Minnesota State University - Mankato
Abstract:
This is an introductory talk on compressed sensing.
Some background material and matrix problems related to compressed
sensing will
be presented.
Constructing Nonnegative Matrices With Given Nonzero SpectrumThomas J. Laffey, University College Dublin, IrelandAbstract: Let σ =( λ 1, ... , λ n) be a list of complex numbers and let sk:= λ1k+ ... + λnk, k=1,2,3,... The nonnegative inverse eigenvalue problem (NIEP) asks for necessary and sufficient conditions on σ in order that it be the spectrum of an entry-wise nonnegative matrix. If this occurs, we say that σ is realizable, and we call a nonnegative matrix A with spectrum σ a realizing matrix for σ. A necessary condition for realizability coming from the Perron-Frobenius theorem is that there exists j with λ j real and |λ i| ≤ λ j, for all i. Such a λj is called a Perron root of σ. A more obvious necessary condition is that all the sk are nonnegative. In terms of n, a complete solution of the NIEP is only available for n ≤ 4. The solution for n=4, expressed in terms of inequalities for the sk, appears in the PhD thesis of my former student ME Meehan (1998) and a solution in terms of the coefficients of the characteristic polynomial has been published recently by Torre-Mayo et al. (LAA 426 (2007)). However, the same problem in which one may augment the list σ by appending an arbitrary number N of zeros was solved by Boyle and Handelman (Ann.Math 133 (1991)). They proved the remarkable result that if σ has a Perron element and sk ≥ 0 for all positive integers k (and sm=0 for some m implies sh=0 for all positive divisors h of m), then σN:=( λ1, ... , λ n, 0, ... ,0) (N zeros) is realizable. However, their proof is not constructive and does not provide a bound on the minimal number N=N( σ ) required for realizability.
I propose to discuss some recent progress, obtained jointly with Helena
Šmigoc, on
the following problem.
Given σ satisfying the Boyle-Handelman conditions, find
“good” upper
and lower bounds on the minimum number N required for the realizability of
σ N.
I will discuss an approach via power series, related to work of
Kim, Ormes and Roush (JAMS 13(2000)).
Linear Algebra Education Reform: Accomplishments of the Past and Challenges for the FutureSteven J. Leon, University of Massachusetts Dartmouth
Abstract:
The first part of the talk will survey some of the work that has been
done
to reform linear algebra education during the past 20 years. In
particular
we will focus on the work done by the Linear Algebra Curriculum Study
Group
(1990), the work of the Education Committee of the International Linear
Algebra Society (ILAS), and the results of the ATLAST workshops
(1992-1997). Issues discussed will include: linear algebra curriculum,
pedogogy, the use of software and technology, and undergraduate research
projects. While the work of the past 20 years has resulted in many
improvements to linear algebra education, there is much in the way of
reform
that still needs to be accomplished. The second part of the talk will
focus
on the challenges for the future and how we can go about meeting those
challenges.
Compressive sensing matrices and coded aperture imagingRoummel F. Marcia (UC Merced) and Rebecca M. Willett (Duke University)Abstract: Compressed sensing theory states that when a signal of interest is very sparse (i.e., zero-valued at most locations) or compressible, relatively few incoherent observations are necessary to reconstruct the most significant non-zero signal components. However, applying this theory to practical imaging systems is challenging in the face of several measurement system constraints. This talk describes the design of coded aperture masks for high-resolution image reconstruction from a low-resolution, noisy observation image. Based upon recent theoretical work on Toeplitz-structured matrices for compressive sensing, the proposed masks are fast and memory-efficient to compute.Estimating Computational Noise in Simulation-Based Optimization ProblemsJorge Moré, Argonne National LaboratoryJoint work with Stefan Wild Abstract: What is computational noise? What are noisy optimization problems? These questions are of importance in the simulation of complex scientific phenomena with optimization techniques. We outline a theoretical framework for studying computational noise in simulation-based optimization problems of the form
Our approach defines computational noise in terms of a stochastic model,
but we show that this model applies to deterministic complex optimization
problems. We also present an algorithm for determining the computational
noise in a simulation. We show that in most cases we can reliably determine
the computational noise with 7 evaluations of the simulation. We
illustrate our results with several new and interesting simulation-based
optimization problems.
A Receptance Method for Active Pole Placement in Structures: Sensitivity, Partial Pole Placement and Robustness
John E Mottershead and Maryam Ghandchi Tehrani,
University of Liverpool, UK
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