Applied Mathematics Colloquium with Fabio Nobile, EPFL

Tuesday, February 9, 2021
2:45 PM - 3:45 PM
Online Event
Room/Area: Online
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Speaker: Fabio Nobile, Ecole Polytechique Federale de Lausanne, Switzerland

Title: Dynamical Low Rank approximation of random time dependent PDEs

Abstract: In this talk we consider time dependent PDEs with random parameters and seek for an approximate solution in separable form that can be written at each time instant as a linear combination of a fixed number of linearly independent spatial functions multiplied by linearly independent random variables (low rank approximation). Since the optimal deterministic and stochastic modes can significantly change over time, we consider a dynamical approach where those modes are computed on the fly as solutions of suitable evolution equations. We discuss the construction of the method, present an existence result for the low rank approximate solution of a random semi-linear evolutionary equation of diffusion type, and introduce an operator splitting numerical discretization of the low rank equations for which we can prove (conditional) stability. This is joint work with Yoshihito Kazashi, Eleonora Musharbash, Eva Vidlicková.

Biosketch: Fabio Nobile is associate professor in Mathematics at the Ecole Polytechique Federale de Lausanne, Switzerland, since 2011. Previously he has been assistant professor in numerical analysis at Politecnico di Milano. He graduated in electronic engineering at Politecnico di Milano in 1998; PhD in Applied Mathematics at EPFL in 2001; 2 year post-doc (ICES fellowship), University of Texas at Austin. Invited speaker to several international conferences and workshops, including the 7th European Congress of Mathematics. He is author of more than 80 publications on international journals. He is member of the editorial board of 5 international journals. His main research activity is in numerical approximation of random PDEs, sparse approximation techniques, multilevel monte carlo methods, numerical solution of fluid-structure interaction problems, simulation of the cardiovascular system.

To receive the Zoom link, please send an email to [email protected].

Host: Prof. Amir Sagiv

Event Contact Information:
APAM Department
212-854-1586
[email protected]
LOCATION:
  • Online
TYPE:
  • Lecture
CATEGORY:
  • Engineering
EVENTS OPEN TO:
  • Public
  • Alumni
  • Faculty
  • Family-friendly
  • Graduate Students
  • Postdocs
  • Prospective Students
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