December 1st 2025, 2:00 p.m. Room 035 S.Marta, John Pearson (Professor at University of Edinburgh)
Title: Recent Developments in Numerical Methods for PDE-Constrained Optimization
Abstract: 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, option pricing, biological and chemical processes, and electromagnetic inverse problems, to name a few. These problems involve minimizing some function arising from a particular physical objective, while at the same time obeying a system of PDEs that describe the process. It is necessary to obtain accurate solutions to such problems within a reasonable computation 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 iterative methods, in particular Krylov subspace methods, to solve such systems, accelerated by fast and robust preconditioning strategies. In particular, we will survey several new developments, including block preconditioners and parallel-in-time solvers for fluid flow control problems, and multiple saddle-point preconditioners for block tridiagonal linear systems arising in optimization. We will illustrate the benefit of using these new approaches through a range of numerical experiments.
This talk is based on work with Santolo Leveque (University of Houston), Bernhard Heinzelreiter (University of Edinburgh), and Andreas Potschka (TU Clausthal).
December 1st 2025, 3:00 p.m. Room 035 S.Marta, Tizian Wenzel (Post-Doc at LMU Munich)
Title: TBD
Abstract: TBD