Subspace Techniques for Nonlinear Optimization

Speaker: 

Ya-xiang Yuan

Institution: 

Institute of Computational Mathematics and Scientific/Eng. Computing, Chinese Academy of Sciences

Time: 

Tuesday, October 13, 2009 - 11:00am

Location: 

RH 440 R

We review various subspace techniques that are used in constructing of numerical methods for nonlinear optimization. The subspace techniques are getting more and more important as the optimization problems we have to solve are getting larger and larger in scale. The applications of subspace techniques have the advantage of reducing both computation cost and memory size. Actually in many standard optimization methods (such as conjugate gradient method, limited memory quasi-Newton method, projected gradient method, and null space method) there are ideas or techniques that can be viewed as subspace techniques. For constrained optimization, by using subspace approach, we can have a better understanding of some numerical methods, such as the null space method.

The essential part of a subspace method is how to choose the subspace in which the trial step or the trust region should belong. Model subspace algorithms for unconstrained optimization and constrained optimization will be discussed respectively. We will also consider subspace techniques for solving nonlinear equations and nonlinear least squares.

Acoustic Wave Driven Microfluidic Biochips

Speaker: 

Ronald Hoppe

Institution: 

University of Houston, University of Augsburg

Time: 

Monday, October 26, 2009 - 4:00pm

Location: 

RH 306

Biochips are physically and/or electronically controllable miniaturized labs. They are used for combinatorial chemical and biological analysis in environmental and medical studies, e.g., for high throughput screening, hybridization and sequencing in genomics, protein profiling in proteomics, and cytometry in cell analysis. The precise positioning of the samples (e.g., DNA or proteins) on the surface of the chip in picoliter to nanoliter volumes can be done either by means of external forces (active devices) or by specific geometric patterns (passive devices). The active devices which will be considered here are microfluidic biochips where the core of the technology are nanopumps featuring surface acoustic waves generated by electric pulses of high frequency. These waves propagate like a miniaturized earthquake (nanoscale earthquake), enter the fluid filled channels on top of the chip and cause an acoustic streaming in the fluid which provides the transport of the samples. The mathematical model represents a multiphysics problem consisting of the piezoelectric equations coupled with multiscale compressible Navier-Stokes equations that have to be treated by an appropriate homogenization. We discuss the modeling approach, present algorithmic tools for the numerical simulation and address optimal design issues as well. In particular, the optimal design of specific parts of the biochips leads to large-scale optimization problems. In order to reduce the computational complexity, we present a combination of domain decomposition and balanced truncation model reduction which allows explicit error bounds for the error between the reduced order and the fine-scale optimization problem. It is shown that this approach gives rise to a significant reduction of the problem size while maintaining the accuracy of the approximation. The results are based on joint work with Harbir Antil, Roland Glowinski, Matthias Heinkenschloss, Daniel Koster, Christopher Linsenmann, Kunibert Siebert, Danny Sorensen, Tsorng-Whay Pan, and Achim Wixforth.

Continuity of spectral averaging

Speaker: 

Christoph Marx

Institution: 

UCI

Time: 

Thursday, September 10, 2009 - 2:00pm

Location: 

RH 306

We consider averages $\kappa$ of spectral measures of rank one
perturbations with respect to a sigma-finite measure $\nu$. It is shownhow various degrees of continuity of $\nu$ with respect to Hausdorff measures are inherited by $\kappa$. This extends Kotani's trick where $\nu$ is simply the Lebesgue measure.

Weighted norm inequalities, Gaussian bounds and sharp spectral multipliers

Speaker: 

Professor Xuan Duong

Institution: 

Macquarie University, Australia

Time: 

Tuesday, December 1, 2009 - 3:00pm

Location: 

RH 306

In this talk,
we study weighted $L^p$-norm inequalities for general spectral multipliers
for self-adjoint positive definite operators on $L^2(X)$, where $X$ is
a space of homogeneous type. We show that the sharp weighted H\"ormander-type
spectral multiplier theorems follow from the appropriate estimates of the $L^2$
norm of the kernel of spectral multipliers and the Gaussian bounds for the corresponding
heat kernels. These results are applicable to spectral multipliers for group
invariant Laplace operators acting on Lie groups of polynomial growth and elliptic
operators on compact manifolds.

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