Uncertainty Quantification: Does it need efficient linear algebra?

Sep 22, 2014

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The University of Manchester, Manchester, United Kingdom Joint work with Alex Bespalov and Catherine Powell This short talk reviews recent developments in the design of robust solution methods for the Navier-Stokes equations modelling incompressible fluid flow. There are two building blocks in our solution strategy. First, an implicit time integrator that uses a stabilized trapezoid rule with an explicit Adams-Bashforth method for error control, and second, a robust Krylov subspace solver for the spatially discretized system. Numerical experiments are presented that illustrate the effectiveness of our generic approach. It is further shown that the basic solution strategy can be readily extended to more complicated models, including steady flow problems that are stochastic in the sense that they have uncertain input data.

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MOdelling REvisited + MOdel REduction Modeling, analysis and computing in nonlinear PDEs. September 21-26, 2014, Chateau Liblice, Czech Republic. Recently developed implicit constitutive theory allows one to describe nonlinear response of complex materials in complicated processes and to model phenomena in both fluid and solid mechanics that have hitherto remained unexplained. The theory also provides a thermodynamically consistent framework for technologically important but so far only ad hoc engineering models without sound footing. The overall goal of the project is to develop accurate, efficient and robust numerical methods that allow one to perform large-scale simulations for the models arising from the new theoretical framework. A natural part of the goal is rigorous mathematical analysis of the models. The nonstandard structure of constitutive relations arising from the new framework requires the reconsideration of many existing approaches in the mathematical theory of partial differential equations and the development of new ones. In particular, basic notions such as the concept of the solution and its well-posedness need to be reconsidered. Further, the complexity of the constitutive relations calls for rigorous investigation on model reduction - the identification of simplified models that capture the chosen (practically relevant) information about the behaviour of the system and disregard irrelevant information. Reliable numerical simulations require the derivation of sharp a posteriori error estimates to control all possible sources of errors, including rarely studied but important algebraic errors. We believe that in solving difficult problems in mathematical modelling the individual aspects discussed above - physics, mathematical analysis and numerical analysis - are so closely interrelated that no breakthrough can be achieved without emphasising the holistic approach as the main principle. Our vision is to follow this principle: the entire process of modelling of complex materials will be revisited in an innovative manner.

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