Fakultätskolloquium im Sommersemester 2017

Termin: Das Kolloquium findet in loser Folge mittwochs statt, mit jeweils zwei Vorträgen von 14:30 – 15:30 Uhr und von 16:00 – 17:00 Uhr im Hörsaal 3 (MI 00.06.011).
In der Pause ist für Getränke und Brez'n in der Magistrale gesorgt.

Ansprechpartner: Felix Krahmer, Robert König.

Vorträge im vergangenen Semester: Wintersemester 2016/17.

Vorträge im Sommersemester 2017

10.5.2017 um 14:30 Martin Stoll
(MPI Magdeburg)
Low-rank methods in optimization with PDEs
14.6.2017 ab 15:00 Festkolloquium zu Ehren von Jürgen Scheurle
im TUM Institute for Advanced Study
28.6.2017 um 14:30 Valentin Blomer
(Universität Göttingen)
28.6.2017 um 16:00 Frithjof Lutscher
(University of Ottawa)
12.7.2017 um 14:30 Annette Vogt
(MPI Berlin)
12.7.2017 um 16:00 Michael Griebel
(Universität Bonn)

Martin Stoll — Low-rank methods in optimization with PDEs


Optimization subject to PDE constraints is crucial in many application ranging from image processing to the life sciences. Numerical analysis has contributed a great deal to allow for the efficient solution of these problems and our focus in this talk will be on the solution of the large scale linear systems that represent the first order optimality conditions or found are at the heart of a nonlinear optimization method.

We illustrate that these systems, while being of very large scale, usually contain a lot of mathematical structure. In particular, we focus on a low-rank methods that utilize the Kronecker product structure of the system matrices. These methods allow the solution of a time-dependent problem with the storage requirements of a small multiple of the steady problem. We then illustrate that this low-rank technique extends to problems in uncertainty quantification and allows the solution of otherwise intractable problems.


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