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Research Group Computational Methods in Systems and Control Theory

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Research Group Computational Methods in Systems and Control Theory
(Prof. Dr. Peter Benner)


Preprint: A numerical comparison of solvers for large-scale, continuous-time algebraic Riccati equations

November 6th, 2018
In this survey article, Peter Benner, Zvonimir Bujanović (Uni Zagreb), Patrick Kürschner and Jens Saak present a extensive comparison of low-rank solvers for large-scale algebraic Riccati equations.
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Events: Peter Benner besucht ICES

October 25th, 2018
Peter Benner is visiting the Institute for Computational Engineering and Sciences (ICES) at the University of Texas in Austin as J. T. Oden Faculty Fellow from October 19 to November 2, 2018. He is hosted by the new ICES director, Prof. Karen Willcox. on October 25, he will discuss "Low-rank tensor methods for PDE-constrained optimization under uncertainty" within the ICES seminar series.

Events: IPAM Workshop "HPC and Data Science for Scientific Discovery"

October 15th, 2018
The workshop "HPC and Data Science for Scientific Discovery", Oct. 15-19, 2018, is part of the Long Program "Science at Extreme Scales: Where Big Data Meets Large-Scale Computing" at the Institute for Pure and Applied Mathematics (IPAM), University of California, Los Angeles (UCLA). Peter Benner presents an invited lecture "Low-rank tensor methods for simulation, optimization and uncertainty quantification of parametric PDEs", and Pawan Goyal contributes a poster.

Paper: Hierarchical Approximate Proper Orthogonal Decomposition

October 4th, 2018
Stephan Rave (WWU Münster), Tobias Leibner (WWU Münster) and Christian Himpe developed an error-driven proper orthogonal decomposition algorithm for big data sets. The hierarchical approximate proper orthogonal decomposition (HAPOD) enables low-rank approximations on super computers with minimal communication as well as on single board computers with limited memory.
History of Lyapunov residuals and inner tolerances of (in)exact LR-ADI

Preprint: Inexact methods for the low rank solution to large scale Lyapunov equations

September 18th, 2018
Melina Freitag (Uni Bath) and Patrick Kürschner investigate the effect of inexact linear solves in rational Krylov subspace and low-rank ADI methods for large matrix equations. Dynamic stopping criteria are developed that decrease the amount of work spent in solving the sequences of linear systems.

Upcoming seminar talks

Date Speaker(s) Title
13.11.18 Hussam Al Daas Parallel Iterative Linear Solvers
14.11.18 Wednesday 13:00 Carmen Gräßle Adaptivity in Model Order Reduction with Proper Orthogonal Decomposition

Date Speaker(s) Title
05.12.18 Christian Himpe An Introduction to Posit Arithmetics

Jens Saak, saak@mpi-magdeburg.mpg.de