The Dagstuhl Seminar 20031 on Scalability in Multiobjective Optimization that took place at Schloss Dagstuhl from January 12 -17, 2020, carried on a series of six previous Dagstuhl Seminars that were focused on Multiobjective Optimization. The continuing goal of this series is to strengthen the links between the Evolutionary Multiobjective Optimization (EMO) and the Multiple Criteria Decision Making (MCDM) communities, two of the largest communities concerned with multiobjective optimization today.

The focus of this edition of the seminar series was on three main aspects of scalability in multiobjective optimization (MO) and their interplay, namely (1) MO with many objective functions, (2) MO with many decision makers, and (3) MO with many variables and large amounts of data. The seminar attracted 42 participants from 13 different countries. Financial and organizational support by Schloss Dagstuhl and by the Leibniz-Zentrum für Informatik is gratefully acknowledged.

Organizers: Carlos M. Fonseca (University of Coimbra), Kathrin Klamroth (University of Wuppertal), Günter Rudolph (TU Dortmund) and Margaret M. Wiecek (Clemson University)

For further information, see the seminar website at https://www.dagstuhl.de/en/program/calendar/semhp/?semnr=20031

Elektronische Bauteile verbessern - das war das Ziel des EU-Projekts nanoCOPS („Nanoelectronic Coupled Problems Solutions“), das von Dr. Jan ter Maten vom Lehrstuhl für Angewandte Mathematik und Numerische Analysis der Bergischen Universität Wuppertal koordiniert wurde. Nun sind die Forschungsergebnisse im Buch „Nanoelectronic Coupled Problems Solutions“ erschienen.

Pressemitteilung

The quadratic numerical range W₂(A) is a subset of the standard numerical range of a linear operator which still contains its spectrum. It arises naturally in operators which have a 2×2 block structure, and it consists of at most two connected components, none of which necessarily convex. The quadratic numerical range can thus reveal spectral gaps, and it can in particular indicate that the spectrum of an operator is bounded away from 0. We exploit this property in the finite-dimensional setting to derive Krylov subspace type methods to solve the system Ax=b, in which the iterates arise as solutions of low-dimensional models of the operator whose quadratic numerical ranges is contained in W₂(A). This implies that the iterates are always well-defined and that, as opposed to standard FOM, large variations in the approximation quality of consecutive iterates are avoided, although 0 lies within the convex hull of the spectrum. We also consider GMRES variants which are obtained in a similar spirit. We derive theoretical results on basic properties of these methods, review methods on how to compute the required bases in a stable manner and present results of several numerical experiments illustrating improvements over standard FOM and GMRES.

arXiv

19 Mathematik-Studierende, Doktorand*innen und Professor*innen nehmen an einem neuen Projekt zur numerischen Finanzmathematik zwischen der Bergischen Universität Wuppertal und der Comenius-Universität Bratislava teil. Leiter des Projekts mit dem Titel „MATTHIAS - Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution“ ist Prof. Dr. Matthias Ehrhardt, Lehr- und Forschungsgebiet Angewandte Mathematik.

Pressemitteilung

Waves and oscillations are commonly observed in the dynamics of systems self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of homogeneous solutions, leading to the spontaneous formation of waves related as stop-and-go waves or phantom jam in the literature. In this article, we demonstrate that even a minimal additive stochastic noise in stable first-order dynamics can describe stop-and-go phenomena. The noise is not a classic white one, but a colored noise described by a gaussian Ornstein-Uhlenbeck process. It turns out that the joint dynamics of particles and noises forms again a (gaussian) Ornstein-Uhlenbeck process whose characteristics can be explicitly expressed in terms of parameters of the model. We analyze its stability and characterize the presence of waves by calculating the correlation and autocorrelation functions of the distance spacing between the particles. The autocorrelation of the noise induces collective oscillation in the system and spontaneous emergence of waves. While the correlation and autocorrelation functions are complex-valued and difficult to analyze and interpret, we show that these functions become real-valued in the continuum limit when the system size is infinite. Finally, we propose consistent statistical estimations of the model parameters and compare experimental trajectories of single-file pedestrian motions to simulation results of the calibrated stochastic model

arXiv

3.000 Terabyte Speicher, 5.000 Rechenkerne – damit erreicht das wissenschaftliche Rechnen an der Bergischen Universität Wuppertal schon im nächsten Jahr eine völlig neue Ebene. Die Deutsche Forschungsgemeinschaft (DFG) und das Land Nordrhein-Westfalen stellen insgesamt 2,4 Millionen Euro für ein neues Forschungsgroßgerät an der Bergischen Universität zur Verfügung. Für den Antrag auf einen neuen Großrechner hatten sich Wissenschaftler*innen aus den Bereichen Physik, Maschinenbau, Elektrotechnik, Mathematik, Informatik und der Sicherheitstechnik zusammengetan; dieser Antrag wurde jetzt bewilligt. Der Rechner wird innerhalb des nächsten Jahres installiert und das bestehende wissenschaftliche Rechenzentrum Pleiades der Bergischen Uni teilweise ersetzen, aber auch ergänzen.

Pressemitteilung

October – December, 2019 with financial support from the DAAD

In this winter school we train together selected Tunisian and German students working in pure and applied mathematics (financial and/or mathematical physics). We show how stochastic modeling is applied in concrete applications in finance and mathematical physics and train the students to explain and present mathematical results in a simple way to
non-mathematicians. This school will start from October 20 – 28, 2019 at Tunis El-Manar University where mini-courses and talks on the ergodicity of Markov processes, Kinetic theory of gases and their applications in mathematical Physics and Finance will be presented. Afterward, all participants attend the International Conference on Control, Games and Stochastic Analysis, Hammamet from October 28 – 31, 2019. Finally, we meet again from December 02 – 08, 2019 at the University of Wuppertal where additional mini-courses and talks on the topics Entropy, Feynmann lectures and Large Deviations will be held. This school is part of a series of Exchange programs ”German-Tunisian Winter School- DAAD Arabique Transformations” which started in year 2012.

Organisers Prof. Dr. Barbara Rüdiger (University of Wuppertal), Prof. Dr. Habib Ouerdiane (Tunis El-Manar University).
Contact: Prof. Dr. Barbara Rüdiger

The application of state-of-the-art iterative methods from numerical linear algebra, including Krylov subspace methods, has enabled the fast and efficient solution of a range of problems from crucial real-world applications. The underlying linear system generally arises discretization of a continuous problem. Recently, some authors approached Krylov subspace methods directly from a continuum perspective. They reconsidered what the role and interpretation of the preconditioner is and its relationship to the scalar product, with respect to the underlying continuum problem and physics. The aim of this workshop was to bring together scientists working on this and related subjects. The workshop was held at Trinity College Dublin from June 3rd to 7th and co-organized by Matthias Bolten together with Stefan Güttel (U Manchester), Roland Herzog (TU Chemnitz), John Pearson (U Edinburgh), Jennifer Pestana (U Strathclyde), and Kirk M. Soodhalter (Trinity College Dublin).