Seminar on

Modern Scientific Computing Trends

Lyngby, February 26th 2015

Seminar on Modern Scientific Computing Trends

We invite all those interesting in modern scientific computing trends to a free 1-hour seminar taking place February 26th, 2015 from 12:00-13:30 in Building 101, Meeting room 2. Due to limited spaces sign up as soon as possible by sending an email to the organizer (See below).

Olivier le Maitre

Proper Generalized Decomposition Method: algorithms and applications to several stochastic PDEs

In this talk, I will present various applications of the Proper Generalized Decompositon (PGD) Method for the approximate solution of Partial Differential Equations involving random (uncertain) parameters, that is SPDEs. The PGD consists in a series of functionals with separated deterministic and stochastic components. The series is sought to minimize the approximation error in a prescribed sense (often the equation resiudal). Starting from the simple case of SPES having energy functionals, e.g. elliptic equations, I will review and compare several algorithms for the approximation of the ideal decomposition. I will subsequently show that these algorithms can be successfully applied to several (moderately) non-linear problems, in particular the incompressible Navier-Stokes equations. Alternative separation formats, needed to further reduce the computational complexity of the PGD algorithms, will also be discussed. Finally, I will present recent PGD results for the uncertain wave equation which requires a multi-resolution framework to effectively deal with the complicated structure of the stochastic functionals.


The seminar is organized by:

Matematiktorvet, DTU Building 303b, DK-2800 Kongens Lyngby