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(January 27) Prof. Ricardo Duran: Numerical approximation of parabolic problems with blowing up solutions - For many differential equations involving non linear reaction terms the solutions can become unbounded in finite time. This phenomenon is known as blow up and has been extensively studied from a theoretical point of view.

Our objective is to analyze numerical aproximations of these problems. First we consider standard semi-discretizations in space and analyze whether the system of ordinary differential equations obtained reproduces the behavior of the original problem. We show that this is not always true: for example, there are cases in which the solutions of the original problem blow up while the corresponding semi-discrete approximations do not.

For some model problems we show that, under appropriate conditions, the system of ode's blows up at some time which approximates the blow up time of the original problem when the mesh size goes to zero.

We also analyze the blow up rate of the semi-discretization and compare it with that of the original equation for different model problems.

Finally we consider the discretization in time. We introduce an adaptive time step procedure and prove that it allows us to approximate the blow up time. We also analyze the localization of blow up for the discrete problem and its relation with that of the continuous one.

(February 3) Prof. Peter Wolfe: Stability of stationary and translating cables - We study the stability of equilibrium configurations of cables which are stationary as well as translating (as in a ski-lift). Much of the theoretical basis for the work is due to S. Antman but there is also a large body of work on this in the engineering literature. One of the leaders in this field is C.D. Mote, who has, among other things done some experimental work in the field. Our work is not yet complete but we intend to compare our numerical results with the results of President Mote's experiments.

(February 10) Prof. Dianne O'Leary: Computing and Displaying Confidence Intervals for Images - We consider the problem of deblurring an image in the case when a small part of the image is of special interest. For example, the subregion may correspond to a particular star cluster in an astronomical image, or a potential tumor in a diagnostic image. Our contribution is two fold. First, we show how sophisticated but expensive techniques involving linear algebra and optimization can be applied to subimages, even when the cost is too great to be used on the complete image. Second, we demonstrate the usefulness of confidence intervals for the pixel values. We show how to compute such intervals and how to display them in a novel way that gives the scientist valuable information.

(February 17) Prof. Christoph Schwab: hp-Discontinuous Galerkin time stepping for parabolic problems - The Discontinuous Galerkin Finite Element Method (DGFEM) for the time stepping in parabolic problems is analyzed in the context of the hp-version of the Galerkin method. Error bounds which are explicit in the time step as well as in the approximation order are derived and it is shown that the hp-DGFEM gives spectral convergence in problems with smooth time dependence.

In conjunction with geometric time partitions it is proved that the hp-DGFEM results in exponential rates of convergence (in terms of the number of spatial problems to be solved) even in the presence of analytic, but possibly incompatible initial data or piecewise analytic forcing terms. The analysis also shows that for fixed order r>= 0, algebraically graded time partitions are determined that give the optimal algebraic convergence rates, again for incompatible initial data. A fully discrete scheme is discussed. Here, the use of certain mesh-design principles for the spatial discretizations yields exponential rates of convergence in time and space. Numerical examples confirm the theoretical results.

(February 24) Dr. Hans Johnston: A Novel Finite Difference Method for the Incompressible Navier-Stokes Equations in the Velocity-Pressure Formulation - We present a second order numerical method for the time dependent incompressible Navier-Stokes in the velocity-pressure formulation implemented on non-staggered grids. The key to the method lies in a consistent and accurate approximation of the Neumann boundary condition for the pressure Poisson equation. With this numerical boundary condition we are able to treat the pressure as a dynamic variable in the time evolution of the flow, thus recovering the true physical pressure at each time step. When coupled with a high order explicit time stepping scheme, the overall method is simple to implement and highly efficient. Numerical examples will be presented for both constant and variable density flows to demonstate the scheme's clean accuracy and convergence properties. Extension of the overall scheme to 3D flows will also be discussed.

(March 2) Prof. Irad Yavneh: Multigrid Methods for Incompressible Flows - Multigrid computational methods were introduced in the 1970's as efficient iterative solvers for elliptic boundary-value problems. Since then, the range of problems treated successfully by multigrid (more generally, multi-level) techniques has been expanded appreciably. In particular, these methods have been applied to discretized equations of incompressible flow by many researchers and practitioners since the late 1970's. While excellent performance was observed for flows at low Reynolds numbers, convergence rates were found to deteriorate severely for high Reynolds numbers (as well as other related singular-perturbation problems.) The main difficulties associated with multigrid solution of incompressible flows at high Reynolds numbers were recognized nearly two decades ago. Methods for dealing with these problems were proposed by several researchers, mainly in recent years. Some of these approaches will be described, along with an assessment of their efficiency and robustness, both theoretical and practical.

(March 9) Prof. Z.C. Shi: Cascadic Multigrid Methods - Recently a new type of multigrid method, the so-called Cascadic Multigrid has been developed. It performs only iterations on each grid level without any coarse grid correction that may be viewed as a "one-way" multigrid. In this talk we will discuss the convergence property and the computational complexity of the method for elliptic and parabolic equations using different conforming and nonconforming finite approximations. The effect of smoothers is also mentioned.

(March 16) Prof. Zdenek Strakos: Convergence of GMRES - Consider a linear algebraic system Ax = b where A is a given n by n nonsingular matrix and b an n-dimensional vector. Iterative methods aim to contruct approximate solutions x0, x1,..., xk converging to the solution x; convergence may not be monotonic. Many modern methods (such as those based on Krylov subspaces) guarrantee (in exact arithmetic) xk = x for some k <= n. This finite termination property has, however, a little practical effect. In real world applications n may be of order of millions, but we need to achieve convergence to an acceptable accuracy in much fewer steps. Therefore it is important to analyze convergence of iterative methods in dependence on some particular characteristics of the problem. We also need to understand effects of finite precision arithmetic (rounding errors).

We will focus on convergence of the generalized minimal residual method (GMRES). We will briefly recall and discuss some published work and present several recent results.

(March 16) Prof. Vidar Thomée: A Parallel Method for Time-Discretization of Parabolic Problems Based on Laplace Transformation and Quadrature - The solution of an initial boundary value problem for a parabolic equation ut + Au = f with a suitable forcing term f is represented as an integral in the complex left halfplane with an integrand containing the resolvent of the elliptic operator A. The integral is approximated by a quadrautre rule which reduces the calculation to the solution of a number of independent elliptic problems which may be solved in parallel. Using the finite element method for the approximate solution of the elliptic problems yields a fully discrete method for the original problem.

(March 30) Prof. Oliver Ernst: Acceleration Strategies for Restarted Minimal Residual Methods - Restarted minimum residual (MR) methods are a popular solution approach for solving non-Hermitian linear systems, but one that is hampered by the fundamental difficulty that convergence of the restarted method may be considerably slower than compared with the full (unrestarted) method. We provide an overview of existing strategies which compensate for this deterioration in convergence due to restarting for the class of MR Krylov subspace methods. The key theoretical device for comparing different strategies is their abstract formulation as repeated orthogonal projections with respect to general correction spaces. We further evaluate the popular practice of using nearly invariant subspaces to either augment Krylov subspaces or to construct preconditioners which invert on these subspaces. In the case where these spaces are exactly invariant, the augmentation approach is shown to be superior. Moreover, we show how a strategy recently introduced by de Sturler for truncating the approximation space of an MR method can be interpreted as a controlled loosening of the condition for global MR approximation based on the canonical angles between subspaces. This is joint work with Michael Eiermann and Olaf Schneider (TU Freiberg)

(April 6) Dr. Alfred S. Carasso: Direct Blind Deconvolution and Levy Probability Densities - Blind deconvolution seeks to deblur an image without knowing the cause of the blur. Iterative methods are commonly applied to that problem, but the iterative process is slow, uncertain, and often ill-behaved. This talk considers a significant but limited class of blurs that can be expressed as convolutions of 2-D symmetric Levy `stable' probability density functions. This class includes and generalizes Gaussian and Lorentzian distributions. For such blurs, methods are developed that can detect the point spread function from 1-D Fourier analysis of the blurred image. A separate image deblurring technique uses this detected point spread function to deblur the image. Each of these two steps uses direct non-iterative methods, and requires interactive adjustment of parameters. As a result, blind deblurring of 512X512 images can be accomplished in minutes of CPU time on current desktop workstations. Numerous blind experiments on synthetic data show that for a given blurred image, several distinct point spread functions may be detected that lead to useful, yet visually distinct reconstructions. Application to real blurred images will also be demonstrated.

(April 10) Prof. Monique Dauge: A new method for using nodal finite elements in Maxwell computations for domains with non-convex corners - It is now well known that using nodal finite elements in a conformal variational formulation involving the regularized bilinear form rot-rot + div-div with essential boundary conditions leads to definitely wrong results in the presence of non-convex corners. We present a new way of regularizing the rot-rot operator by a temperate divergence term, with the help of a weight. We will provide theoretical arguments and numerical results, based on a joint work with Martin Costabel and on a code developped by Daniel Martin.

(April 13) Dr. Bruce Hendrickson: Devising Effective Parallel Algorithms - The field of parallel computing seems to be in a continual state of flux with rapid evolution in architectures, programming models and languages. The one constant is the overriding importance of good algorithms. Unfortunately, devising effective parallel algorithms for scientific applications remains more of an art than a science. In this talk I will describe new parallel algorithms for two important classes of scientific computations: simulating the motions of molecules, and modeling car crashes. These two, very different, examples will be used as case studies to address broader questions concerning tools, techniques and philosophy underlying the development of effective parallel algorithms and applications.

(April 18) Dr. Francesca Fierro: An adaptive approach to the minimization of functionals with regularized total variation - We address the minimization of a functional F defined on the space BV(Omega;{-1,1}) of the characteristic functions of sets with finite perimeter in a given bounded domain Omega in R2. The functional includes the total variation \int_\Omega |\nabla \chi|. Such minimization problems arise in the time discretization of the mean curvature flow as suggested in [1,3]. In order to solve this minimization problem we follow the approach proposed in [2]. This approach is based on the minimization in BV(Omega ; [-1,1]) of convex, regularized approximations Fepsilon to the original functional F. We present a posteriori error estimates for regular minimum points of Fepsilon, which turn out to be an essential tool for the implementation of an adaptive minimization algorithm. These estimates are robust in the sense that their constants do not depend on the regularization parameter epsilon. Finally, we present some numerical simulations.

[1] F.Almgren J.E.Taylor and L.Wang ``Curvature driven flows: a variational approach" SIAM J. Control Opt., 31 (1993), pp 387-437

[2] G. Bellettini M.Paolini C.Verdi `` Convex approximation of functionals with curvature" Atti Accad. Naz.Lincei Cl.Sci.Fis.Mat. Natur. Rend. Lincei (9) Mat.Appl., 1 (1991), pp 297-306

[3] S.Luckhaus T. Sturzenheker ``Implicit time discretization for the mean curvature flow equation'' (1994), Preprint n.334 SFB 256 Bonn

(April 27) Dr. Andreas Veeser: Efficient and Reliable A Posteriori Error Estimatos for Elliptic Obstacle Problems - A posteriori error estimators are derived for linear finite element approximations to elliptic obstacle problems. These estimators yield global upper and local lower bounds everywhere for the discretization error. Here, discretization error means the sum of two contributions: the distance between continuous and discrete solution in the energy-norm and some quantity that is related to the distance of continuous and discrete contact set in some weak sense. Another important property of these estimators is that, in the interior of the discrete coincidence set, they reduce to expressions that measure only data resolution.

(May 1) Prof. Carsten Carstensen: Finite Element Methods for Nonconvex Minimisation Problems and an Application in Material Science - The rapidly developing field of the mathematical modeling of microstructure has important applications in material science (advanced materials), micromagnetism, homogenization and optimization. Typically, the continuous problem (P) lacks classical solutions. There exist minimizing sequences in (P) that have a weak limit, but non-(quasi-)convexity implies, in general, that the weak limit u is {\em not} a solution of the problem (P). In experiments, we observe oscillations of strains which form a macroscopic or averaged quantity u. The efficient numerical simulation on the macroscopic level aims to compute the weak limit u as a solution of a related {\em Relaxed Problem} (RP) while the microscopic mechanism can be detected by a direct finite element minimization of (P) or, more sophisticated, by a generalised formulation (GP). The presentation will focus on adaptive strategies for relaxed problems such as the double-well problem in one-dimension (Young's example), in higher dimensions, or in linearised elasticity and on related topics in micromagnetism and homogenization problems.

(May 4) Dr. John Mackenzie: On the Solution of Phase Change Problems using Adaptive Moving Meshes - Adaptive moving mesh methods are developed for the numerical solution of an enthalpy formulation of one and two-dimensional heat conduction problems with a phase change. The grids are obtained from a global mapping of the physical to the computational domain which is designed to cluster mesh points around the interface between the two phases of the material. The enthalpy equation is discretised using a semi-implicit Galerkin finite element method using linear basis functions. The moving finite element method is applied to problems where the phase front is cusp shaped and where the interface changes topology.

(May 8) Prof. Walter Gander: Adaptive Quadrature - Art or Science? - First, the basic principles of adaptive quadrature are reviewed. Adaptive quadrature programs being recursive by nature, the choice of a good termination criterion is given particular attention. Two Matlab quadrature programs are presented. The first is an implementation of the well-known adaptive recursive Simpson's rule; the second is new and is based on a four-point Gauss-Lobatto formula and two successive Kronrod extensions. Comparative test results are described and attention is drawn to serious deficiencies in the adaptive routines quad and quad8 provided by Matlab.

(May 18) Prof. Charalampos Makridakis: A class of finite element methods for hyperbolic conservation laws - A class of finite element methods for hyperbolic conservation laws is considered. Their regularization mechanism on shocks is a combination of appropriate mesh refinement and regularization by wave operators. An adaptive algorithm motivated by a posteriori estimates on model cases is proposed. These finite element methods are stable (compactness in H-1) and high-order accurate (high-order convergence rates before shocks).