Graduate Courses 2015/2016

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Block Triangular Preconditioning for Stochastic Galerkin Method

Speaker: 

Bin Zheng

Institution: 

Pacific Northwest National Laboratory

Time: 

Monday, June 8, 2015 - 4:00pm to 5:00pm

Host: 

Location: 

RH 306

In this talk, we discuss fast iterative solvers for the large sparse linear systems resulting from the stochastic Galerkin discretization of stochastic partial differential equations. A block triangular preconditioner is introduced and applied to the Krylov subspace methods, including the generalized minimum residual method and the generalized preconditioned conjugate gradient method. This preconditioner utilizes the special structures of the stochastic Galerkin matrices to achieve high efficiency. Spectral bounds for the preconditioned matrix are provided for convergence analysis. The preconditioner system can be solved approximately by optimal multigrid solver. Numerical results demonstrate the efficiency and robustness of the proposed block preconditioner, especially for stochastic problems with large variance.

Algorithmic randomness for non-uniform probability measures

Speaker: 

Christopher Porter

Institution: 

University of Florida

Time: 

Monday, May 11, 2015 - 4:00pm to 5:30pm

Host: 

Location: 

RH 440R

The primary goal of this talk is to introduce two equivalent definitions of algorithmically random sequences, one given in terms of a specific collection of effective statistical tests (known as Martin-Löf tests) and another given in terms of initial segment complexity (i.e., Kolmogorov complexity). I will explain how these definitions can be generalized to hold for various computable probability measures on Cantor space, and if time permits, I will discuss recent work with Rupert Hölzl and Wolfgang Merkle in which we study the interplay between (i) the growth rate of the initial segment complexity of sequences random with respect to some computable probability measure and (ii) certain properties of this underlying measure (such as continuity vs. discontinuity).  No background in algorithmic randomness will be assumed.

 

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