Multiscale methods based on coupled partial differential equations defined on bulk and embedded manifolds are still poorly explored from the theoretical standpoint, although they are successfully used in applications, such as microcirculation and flow in perforated subsurface reservoirs. This work aims at shedding light on some theoretical aspects of a multiscale method consisting of coupled partial differential equations defined on one-dimensional domains embedded into three-dimensional ones. Mathematical issues arise because the dimensionality gap between the bulk and the inclusions is larger than one, named as the high dimensionality gap case. First, we show that such model derives from a system of full three-dimensional equations, by the application of a topological model reduction approach. Secondly, we rigorously analyze the problem, showing that the averaging operators applied for the model reduction introduce a regularization effect that resolves the issues due to the singularity of solutions and to the ill-posedness of restriction operators. Then, we discretize the problem by means of the finite element method and we analyze the approximation error. Finally, we exploit the structure of the model reduction technique to analyze the modeling error. This study confirms that for infinitesimally small inclusions, the modeling error vanishes.

This is a joint work with Federica Laurino, Department of Mathematics, Politecnico di Milano.

# Past Computational Mathematics and Applications Seminar

Driven by its numerous applications in computational science, the approximation of smooth, high-dimensional functions via sparse polynomial expansions has received significant attention in the last five to ten years. In the first part of this talk, I will give a brief survey of recent progress in this area. In particular, I will demonstrate how the proper use of compressed sensing tools leads to new techniques for high-dimensional approximation which can mitigate the curse of dimensionality to a substantial extent. The rest of the talk is devoted to approximating functions defined on irregular domains. The vast majority of works on high-dimensional approximation assume the function in question is defined over a tensor-product domain. Yet this assumption is often unrealistic. I will introduce a method, known as polynomial frame approximation, suitable for broad classes of irregular domains and present theoretical guarantees for its approximation error, stability, and sample complexity. These results show the suitability of this approach for high-dimensional approximation through the independence (or weak dependence) of the various guarantees on the ambient dimension d. Time permitting, I will also discuss several extensions.

When the linear system in Newton’s method is approximately solved using an iterative method we have an inexact or truncated Newton method. The outer method is Newton’s method and the inner iterations will be the iterative method. The Inexact Newton framework is now close to 30 years old and is widely used and given names like Newton-Arnoldi, Newton-CG depending on the inner iterative method. In this talk we will explore convergence properties when the outer iterative method is Gauss-Newton, the Halley method or an interior point method for linear programming problems.

We discuss the key role that bespoke linear algebra plays in modelling PDEs with random coefficients using stochastic Galerkin approximation methods. As a specific example, we consider nearly incompressible linear elasticity problems with an uncertain spatially varying Young's modulus. The uncertainty is modelled with a finite set of parameters with prescribed probability distribution. We introduce a novel three-field mixed variational formulation of the PDE model and and assess the stability with respect to a weighted norm. The main focus will be the efficient solution of the associated high-dimensional indefinite linear system of equations. Eigenvalue bounds for the preconditioned system can be established and shown to be independent of the discretisation parameters and the Poisson ratio. We also discuss an associated a posteriori error estimation strategy and assess proxies for the error reduction associated with selected enrichments of the approximation spaces. We will show by example that these proxies enable the design of efficient adaptive solution algorithms that terminate when the estimated error falls below a user-prescribed tolerance.

This is joint work with Arbaz Khan and Catherine Powell

Just like optimization needs derivatives, shape optimization needs shape derivatives. Their definition and computation is a classical subject, at least concerning first order shape derivatives. Second derivatives have been studied as well, but some aspects of their theory still remains a bit mysterious for practitioners. As a result, most algorithms for shape optimization are first order methods.

To understand this situation better and in a general way, we consider first and second order shape sensitivities of integrals on smooth submanifolds using a variant of shape differentiation. Instead of computing the second derivative as the derivative of the first derivative, we choose a one-parameter family of perturbations and compute first and second derivatives with respect to that parameter. The result is a quadratic form in terms of a perturbation vector field that yields a second order quadratic model of the perturbed functional, which can be used as the basis of a second order shape optimization algorithm. We discuss the structure of this derivative, derive domain expressions and Hadamard forms in a general geometric framework, and give a detailed geometric interpretation of the arising terms.

Finally, we use our results to construct a second order SQP-algorithm for shape optimization that exhibits indeed local fast convergence.

Standard quadratic programs have numerous applications and play an important role in copositivity detection. We consider reformulating a standard quadratic program as a mixed integer linear programming (MILP) problem. We propose alternative MILP reformulations that exploit the specific structure of standard quadratic programs. We report extensive computational results on various classes of instances. Our experiments reveal that our MILP reformulations significantly outperform other global solution approaches.

This is joint work with Jacek Gondzio.

In this talk I will present two recent findings concerning the preconditioning of elliptic problems. The first result concerns preconditioning of elliptic problems with variable coefficient K by an inverse Laplacian. Here we show that there is a close relationship between the eigenvalues of the preconditioned system and K.

The second results concern the problem on mixed form where K approaches zero. Here, we show a uniform inf-sup condition and corresponding robust preconditioning.

In many applications requiring the solution of a linear system Ax=b, the matrix A has been shown to have a low-rank property: its off-diagonal blocks have low numerical rank, i.e., they can be well approximated by matrices of small rank. Several matrix formats have been proposed to exploit this property depending on how the block partitioning of the matrix is computed.

In this talk, I will discuss the block low-rank (BLR) format, which partitions the matrix with a simple, flat 2D blocking. I will present the main characteristics of BLR matrices, in particular in terms of asymptotic complexity and parallel performance. I will then discuss some recent advances and ongoing research on BLR matrices: their multilevel extension, their use as preconditioners for iterative solvers, the error analysis of their factorization, and finally the use of fast matrix arithmetic to accelerate BLR matrix operations.

A posteriori error estimators are a key tool for the quality assessment of given finite element approximations to an unknown PDE solution as well as for the application of adaptive techniques. Typically, the estimators are equivalent to the error up to an additive term, the so called oscillation. It is a common believe that this is the price for the `computability' of the estimator and that the oscillation is of higher order than the error. Cohen, DeVore, and Nochetto [CoDeNo:2012], however, presented an example, where the error vanishes with the generic optimal rate, but the oscillation does not. Interestingly, in this example, the local $H^{-1}$-norms are assumed to be computed exactly and thus the computability of the estimator cannot be the reason for the asymptotic overestimation. In particular, this proves both believes wrong in general. In this talk, we present a new approach to posteriori error analysis, where the oscillation is dominated by the error. The crucial step is a new splitting of the data into oscillation and oscillation free data. Moreover, the estimator is computable if the discrete linear system can essentially be assembled exactly.

The FEniCS system [1] allows the description of finite element discretisations of partial differential equations using a high-level syntax, and the automated conversion of these representations to working code via automated code generation. In previous work described in [2] the high-level representation is processed automatically to derive discrete tangent-linear and adjoint models. The processing of the model code at a high level eases the technical difficulty associated with management of data in adjoint calculations, allowing the use of optimal data management strategies [3].

This previous methodology is extended to enable the calculation of higher order partial differential equation constrained derivative information. The key additional step is to treat tangent-linear

equations on an equal footing with originating forward equations, and in particular to treat these in a manner which can themselves be further processed to enable the derivation of associated adjoint information, and the derivation of higher order tangent-linear equations, to arbitrary order. This enables the calculation of higher order derivative information -- specifically the contraction of a Kth order derivative against (K - 1) directions -- while still making use of optimal data management strategies. Specific applications making use of Hessian information associated with models written using the FEniCS system are presented.

[1] "Automated solution of differential equations by the finite element method: The FEniCS book", A. Logg, K.-A. Mardal, and G. N. Wells (editors), Springer, 2012

[2] P. E. Farrell, D. A. Ham, S. W. Funke, and M. E. Rognes, "Automated derivation of the adjoint of high-level transient finite element programs", SIAM Journal on Scientific Computing 35(4), C369--C393, 2013

[3] A. Griewank, and A. Walther, "Algorithm 799: Revolve: An implementation of checkpointing for the reverse or adjoint mode of computational differentiation", ACM Transactions on Mathematical Software 26(1), 19--45, 2000