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DIPARTIMENTO DI MATEMATICA

Seminari MAT/08 Team

Ciclo di seminari di Analisi Numerica
Organizzato da: MAT/08 Team

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We introduce a novel procedure for computing an SVD-type approximation of a tall matrix A. Specifically, we propose a randomization-based algorithm that improves the standard Randomized Singular Value Decomposition (RSVD). Most significantly, our approach, the Row-aware RSVD (R-RSVD), explicitly constructs information from the row space of A. This leads to better approximations to Range(A) while maintaining the same computational cost. The efficacy of the R-RSVD is supported by both robust theoretical results and extensive numerical experiments. Furthermore, we present an alternative algorithm inspired by the R-RSVD, capable of achieving comparable accuracy despite utilizing only a subsample of the rows of A, resulting in a significantly reduced computational cost. This method, that we name the Subsample Row-aware RSVD (Rsub-RSVD), is supported by a weaker error bound compared to the ones we derived for the R-RSVD, but still meaningful as it ensures that the error remains under control. Additionally, numerous experiments demonstrate that the Rsub-RSVD trend is akin to the one attained by the R-RSVD when the subsampling parameter is on the order of n, for a m×n A, with m >> n. Finally, we consider the application of our schemes in two very diverse settings which share the need for the computation of singular vectors as an intermediate step: the computation of CUR decompositions by the discrete empirical interpolation method (DEIM) and the construction of reduced-order models in the Loewner framework, a data-driven technique for model reduction of dynamical systems.
Sunlight constitutes an abundant and endless natural fuel, available worldwide. In a society where a substantial part of the global energy yield is being directly expended at the city scale, urban areas appear as serious candidates for the production of solar energy. Their intrinsic complexity yet makes it challenging. The morphological heterogeneity between urban geometries and intricacy of their materials optical properties especially contribute together to causing important spatiotemporal variations in the distribution of incident solar radiations. The field of irradiance received by a specific urban region (e.g. façade, building, district) may thus rapidely become the result of complex miscellaneous interactions between many degrees of freedom. Besides, Principal Component Analysis (PCA) has been widely validated as an efficient algorithm to identify the principal behavioural features, or modes of variability, of a high-dimensional phenomenon. An approach is proposed here for analysing the variations in space and time of the solar resource within an urban context by means of PCA. A parametric investigation is conducted on a set of theoretical 100×100 m² urban districts, defined as arrangements of cuboid-like buildings, with various typological indicators (Total Site Coverage, Average Building Height) and surface materials (Lambertian, highly-specular) at three different latitudes. For each configuration, the distribution of irradiance incident on the facets of the central building is modelled via backwards Monte-Carlo ray tracing over a full year and under clear sky conditions, with a 15 min timestep and 1 m spatial resolution. PCA is subsequently applied to the simulated radiative fields to extract dominant modes of variation. First results validate energy-based orthogonal decompositions like PCA as efficient tools for characterising the variability distribution of multivariate phenomena in this context, allowing for the identification of district areas subjected to important spatial and temporal variations of the solar resource. Characteristic time scales are clearly represented across successive orders of decomposition. Information about the district morphology is also obtained, with the contribution of surrounding geometries being portrayed by specific spatial modes. Similar prevalent variables are further repetitively encountered across multiple evaluated surfaces, but at different modal ranks.
Emanuele Mingione
TOC4Deep
nell'ambito della serie: SEMINARI MAT/08 TEAM
analisi numerica
fisica matematica
Emanuele Mingione
TOC4Deep
nell'ambito della serie: SEMINARI MAT/08 TEAM
analisi numerica
fisica matematica
Optimization problems subject to PDE constraints form a mathematical tool that can be applied to a wide range of scientific processes, including fluid flow control, medical imaging, biological and chemical processes, and many others. These problems involve minimizing some function arising from a physical objective, while obeying a system of PDEs which describe the process. It is necessary to obtain accurate solutions to such problems within a reasonable CPU time, in particular for time-dependent problems, for which the “all-at-once” solution can lead to extremely large linear systems. In this talk we consider Krylov subspace methods to solve such systems, accelerated by fast and robust preconditioning strategies. A key consideration is which time-stepping scheme to apply — much work to date has focused on the backward Euler scheme, as this method is stable and the resulting systems are amenable to existing preconditioners, however this leads to linear systems of even larger dimension than those obtained when using other (higher-order) methods. We will summarise some recent advances in addressing this challenge, including a new preconditioner for the more difficult linear systems obtained from a Crank-Nicolson discretization, and a Newton-Krylov method for nonlinear PDE-constrained optimization. At the end of the talk we plan to discuss some recent developments in the preconditioning of multiple saddle-point systems, specifically positive definite preconditioners which may be applied within MINRES, which may find considerable utility for solving optimization problems as well as other applications. This talk is based on work with Stefan Güttel (University of Manchester), Santolo Leveque (University of Edinburgh), and Andreas Potschka (TU Clausthal).