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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.
William McLean (University of New South Wales, Sydney)
http://web.maths.unsw.edu.au/~mclean
Title : Numerical solution of a fractional diffusion equation
Bruce Boutelje (University of Bath)
http://www.maths.bath.ac.uk/~ma9brb/
Title : A nonsmooth error bound for multistep approximations of semilinear parabolic 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.
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
Sabine Le Borne (Tennessee Technological University)
http://www.math.tntech.edu/sleborne/
Title : Discrete divergence-free basis through H-QR factorization
Sean Buckeridge (University of Bath)
Title : An introduction to multigrid
Stefano Giani (University of Bath)
Title : Convergence of adaptive methods for elliptic eigenvalue problems
Adrian Hill (University of Bath)
http://people.bath.ac.uk/masath
Title : Stability results for discrete time-varying systems
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
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
Richard Norton (University of Bath)
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.
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.
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.
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