The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group


with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

Optimization in PDE computation

Qin Li, Assistant Professor - UW–Madison

Date and Time: Mar 08, 2017 (12:30 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building



Often in times in practice, the partial differential equations people encounter present multi-scale structure that are numerically hard to capture, or have more dimensions than one could afford to solve. When those happen, the traditional numerical PDE methods, including finite difference, finite element or spectral types of method always fail to behave to its optimal. On the other hand, the advancements took place over the years in optimization and compress sensing provide alternative means to handle data. In this talk, we give three examples on utilizing optimization techniques for PDE computation: 1. low energy + sparsity decomposition for hyperbolic equations; 2. dealing with high dimensional randomness in the media for elliptic equations; 3. coupling radiative transport equation (high dimensional problem) with heat equation (one dimensional problem).