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Marina Chugunova, Claremont Graduate University, Motion of Liquid Films in the Gas Channels

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Catalysts are usually made of a dense but porous material such as activated carbon, zeolites, etc. that provide a large surface area. Liquids that are produced as a by-product of a gas reaction at the catalyst site transport to the surface of the porous material, slowing down transport of the gaseous reactants to the catalyst…

Oliver Hinder, University of Pittsburgh, Practical Primal-Dual Hybrid Gradient for Large-Scale Linear Programming using Restarts and Other Enhancements

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Traditionally, linear programming (LP) is solved using Simplex or Interior Point Method whose core computational operation is factorization. Recently, there has been a push in the optimization community towards developing methods whose core computational operation is instead matrix-vector multiplications. Compared with factorization, matrix-vector multiplications are less likely to run out of memory on large-scale problems…

Nan Chen, University of Wisconsin-Madison, Conditional Gaussian Nonlinear System: a Fast Preconditioner and a Cheap Surrogate Model For Complex Nonlinear Systems

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Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian nonlinear system (CGNS), as both a cheap surrogate model and a fast preconditioner for facilitating many computationally challenging tasks. The CGNS…

Romit Maulik, Argonne National Laboratory, Emulating complex systems from data using scientific machine learning

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In this talk, I will present recent research that builds fast and accurate data-driven surrogate models (or emulators) for various complex and high-dimensional systems. Furthermore we will use scientific machine learning techniques in lieu of black-box data-driven methods. In other words, not only will our models be informed by data, but they will also be…

Di Qi, Purdue University, Statistical reduced-order models and machine learning-based closure strategies for turbulent dynamical systems

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The capability of using imperfect statistical reduced-order models to capture crucial statistics in complex turbulent systems is investigated. Much simpler and more tractable block-diagonal models are proposed to approximate the complex and high-dimensional turbulent dynamical equations using both parameterization and machine learning strategies. A systematic framework of correcting model errors with empirical information theory is…

Daniel Sanz-Alonso, University of Chicago, Department of Statistics and CCAM, Finite Element and Graphical Representations of Gaussian Processes

SAS 4201

Gaussian processes (GPs) are popular models for random functions in computational and applied mathematics, statistics, machine learning and data science. However, GP methodology scales poorly to large data-sets due to the need to factorize a dense covariance matrix. In spatial statistics, a standard approach to surmount this challenge is to represent Matérn GPs using finite…

Alexey Miroshnikov, Discover Financial Services, Wasserstein-based fairness interpretability framework for machine learning models

SAS 4201

The objective of this talk is to introduce a fairness interpretability framework for measuring and explaining the bias in classification and regression models at the level of a regressor distribution. In our work, we measure the model bias across sub-population distributions in the model output using the Wasserstein metric. To properly quantify the contributions of…

Numerical Analysis Seminar: Brendan Keith, Brown University, Adaptive sampling for constrained optimization under uncertainty

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Stochastic optimization problems with deterministic constraints commonly appear in machine learning, finance, and engineering applications. This talk presents a new adaptive solution strategy for this important class of problems. The aim is to decrease the computational cost while maintaining an optimal convergence rate. The guiding principle is to adjust the batch size (or sample size)…

Numerical Analysis Seminar: Jamie Haddock, Harvey Mudd College, Connections between Iterative Methods for Linear Systems and Consensus Dynamics on Networks

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There is a well-established linear algebraic lens for studying consensus dynamics on networks, which has yielded significant theoretical results in areas like distributed computing, modeling of opinion dynamics, and ranking methods.  Recently, strong connections have been made between problems of consensus dynamics on networks and classical iterative methods in numerical linear algebra.  This talk will…

Numerical Analysis Seminar: Themis Sapsis, MIT, Likelihood-weighted active learning with application to Bayesian optimization, uncertainty quantification, and decision making in high dimensions

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Analysis of physical and engineering systems is characterized by unique computational challenges associated with high dimensionality of parameter spaces, large cost of simulations or experiments, as well as existence of uncertainty. For a wide range of these problems the goal is to either quantify uncertainty and compute risk for critical events, optimize parameters or control…

Numerical Analysis Seminar: Wuchen Li, University of South Carolina, Mean-Field Games for Scalable Computation and Diverse Applications

SAS 4201

Mean field games (MFGs) study strategic decision-making in large populations where individual players  interact via specific mean-field quantities. They have recently gained enormous popularity as powerful research tools with vast applications. For example, the Nash equilibrium of MFGs forms a pair of PDEs, which connects and extends variational optimal transport problems. This talk will present…

Numerical Analysis Seminar: Ngoc T. Do, Missouri State University, Full Field Photoacoustic Tomography with Variable Sound Speed

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Photoacoustic tomography (PAT) is a non-invasive imaging modality that requires recovering the initial data of the wave equation from certain measurements of the solution outside the object. In the standard PAT, the measured data consist of time-dependent signals measured on an observation surface. In contrast, the measured data from the recently invented full-field detection technique…

Numerical Analysis Seminar: Nathan Kutz, University of Washington, The future of governing equations

SAS 4201

A major challenge in the study of dynamical systems is that of model discovery: turning data into reduced order models that are not just predictive, but provide insight into the nature of the underlying dynamical system that generated the data. We introduce a number of data-driven strategies for discovering nonlinear multiscale dynamical systems and their…

Numerical Analysis: Weiqi Chu, UCLA, Non-Markovian opinion models inspired by random walks

SAS 4201

For social networks, nodes encode social entities, such as people, twitter accounts, etc., while edges encode relationship or events between entities. Opinion dynamics model opinion evolution as dynamical processes on social networks. Traditional models of opinion dynamics consider how opinions evolve either on time-independent networks or on temporal networks with edges that follow Poisson statistics.…

Numerical Analysis Seminar: Shiying Li, UNC-Chapel Hill, Transport transforms for machine learning applications

SAS 4201

Data or patterns (e.g., signals and images) emanating from physical sensors often exhibit complicated nonlinear structures in high dimensional spaces, which post challenges in constructing effective models and interpretable machine learning algorithms.  When data is generated through deformations of certain templates, transport transforms often linearize data clusters which are non-linear in the original domain. We…

Numerical Analysis Seminar: Boaz Nadler, Weizmann Institute, Completing Large low rank Matrices with only few observed entries: A one-line algorithm with provable guarantees

SAS 4201

Suppose we observe very few entries from a large matrix. Can we predict the missing entries, say assuming the matrix is (approximately) low rank ? We describe a very simple method to solve this matrix completion problem. We show our method is able to recover matrices from very few entries and/or with ill conditioned matrices,…

Numerical Analysis Seminar: Yuehaw Khoo, University of Chicago, New approaches in simulation of transition paths

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Tensor method can be used for compressing high-dimensional functions arising from partial differential equations (PDE). In this talk, we focus on using these methods for the simulation of transition processes between metastable states in chemistry applications, for example in molecular dynamics. To this end, we also propose a novel generative modeling procedure using tensor-network without…

Numerical Analysis Seminar: Deep Ray, The University of Maryland, VarMiON: A variationally mimetic operator network

SAS 4201

Operator networks have emerged as promising deep learning tools for approximating the solution to partial differential equations (PDEs). These networks map input functions that describe material properties, forcing functions and boundary data to the solution of a PDE, i.e., they learn the solution operator of the PDE. In this talk, we consider a new type…

Numerical Analysis Seminar: Deep Ray, University of Maryland, College Park, VarMiON: A variationally mimetic operator network

SAS 4201

Operator networks have emerged as promising deep learning tools for approximating the solution to partial differential equations (PDEs). These networks map input functions that describe material properties, forcing functions and boundary data to the solution of a PDE, i.e., they learn the solution operator of the PDE. In this talk, we consider a new type…

Numerical Analysis Seminar: Li Wang, University of Minnesota, Neural network based solvers for kinetic equations

SAS 4201

Deep learning method has emerged as a competitive mesh-free method for solving partial differential equations (PDEs). The idea is to represent solutions of PDEs by neural networks to take advantage of the rich expressiveness of neural networks representation. In this talk, we will explore the applicability of this powerful framework to the kinetic equation, which…