Over the last couple of years, it has become evident that matrix-valued semicircular elements establish strong links between free probability theory and noncommutative algebra. Another surprising connection of this kind was found in a recently finished project with Roland Speicher. We have shown that the Fuglede-Kadison determinant of an arbitrary matrix-valued semicircular element is essentially given by the capacity of its associated covariance map. In addition, we have improved a lower bound by Garg, Gurvits, Oliveira, and Widgerson on this capacity, by making it dimension-independent. Besides analytic tools from operator-valued free probability, these are the crucial ingredients in some novel algorithmic solution to the noncommutative Edmonds' problem which we described in collaboration with Johannes Hoffmann. In my talk, I will present our work and provide the background on free probability and noncommutative algebra required for this purpose.[-]

Ingrid Daubechies' construction of orthonormal wavelet bases with compact support published in 1988 started a general interest to employ these functions also for the numerical solution of partial differential equations (PDEs). Concentrating on linear elliptic and parabolic PDEs, I will start from theoretical topics such as the well-posedness of the problem in appropriate function spaces and regularity of solutions and will then address quality and optimality of approximations and related concepts from approximation the- ory. We will see that wavelet bases can serve as a basic ingredient, both for the theory as well as for algorithmic realizations. Particularly for situations where solutions exhibit singularities, wavelet concepts enable adaptive appproximations for which convergence and optimal algorithmic complexity can be established. I will describe corresponding implementations based on biorthogonal spline-wavelets.
Moreover, wavelet-related concepts have triggered new developments for efficiently solving complex systems of PDEs, as they arise from optimization problems with PDEs.[-]

The unitary extension principle (UEP) by Ron & Shen yields a convenient way of constructing tight wavelet frames in L2(R). Since its publication in 1997 several generalizations and reformulations have been obtained, and it has been proved that the UEP has important applications within image processing. In the talk we will present a recent extension of the UEP to the setting of generalized shift-invariant systems on R (or more generally, on any locally compact abelian group). For example, this generalization immediately leads to a discrete version of the UEP.
(The results are joint work with Say Song Goh).[-]

In this talk I will discuss recent joint work with Mike McCourt (SigOpt, San Francisco) that has led to progress on the numerically stable computation of certain quantities of interest when working with positive definite kernels to solve scattered data interpolation (or kriging) problems.
In particular, I will draw upon insights from both numerical analysis and modeling with Gaussian processes which will allow us to connect quantities such as, e.g., (deterministic) error estimates in terms of the power function with the kriging variance. This provides new kernel parametrization criteria as well as new ways to compute known criteria such as MLE. Some numerical examples will illustrate the effectiveness of this approach.[-]

Multigrid is an iterative method for solving large linear systems of equations whose Toeplitz system matrix is positive definite. One of the crucial steps of any Multigrid method is based on multivariate subdivision. We derive sufficient conditions for convergence and optimality of Multigrid in terms of trigonometric polynomials associated with the corresponding subdivision schemes.
(This is a joint work with Marco Donatelli, Lucia Romani and Valentina Turati).[-]

The Bézier representation of homogenous polynomials has little and not the usual geometric meaning if we consider the graph of these polynomials over the sphere. However the graph can be seen as a rational surface and has an ordinary rational Bézier representation. As I will show, both Bézier representations are closely related. Further I consider rational spline constructions for spherical surfaces and other closed manifolds with a projective or hyperbolic structure.[-]

The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral geometry. The most well known example is Smale's 17th problem, which asks to find a solution of a given system of n complex homogeneous polynomial equations in $n$ + 1 unknowns. This problem can be solved in average (and even smoothed) polynomial time.
In the course we will explain the concepts necessary to state and solve Smale's 17th problem. We also show how these ideas lead to new numerical algorithms for computing eigenpairs of matrices that provably run in average polynomial time. Making these algorithms more efficient or adapting them to structured settings are challenging and rewarding research problems. We intend to address some of these issues at the end of the course.[-]

The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral geometry. The most well known example is Smale's 17th problem, which asks to find a solution of a given system of n complex homogeneous polynomial equations in $n$ + 1 unknowns. This problem can be solved in average (and even smoothed) polynomial time.
In the course we will explain the concepts necessary to state and solve Smale's 17th problem. We also show how these ideas lead to new numerical algorithms for computing eigenpairs of matrices that provably run in average polynomial time. Making these algorithms more efficient or adapting them to structured settings are challenging and rewarding research problems. We intend to address some of these issues at the end of the course.[-]

Consider a problem of Markovian trajectories of particles for which you are trying to estimate the probability of a event.
Under the assumption that you can represent this event as the last event of a nested sequence of events, it is possible to design a splitting algorithm to estimate the probability of the last event in an efficient way. Moreover you can obtain a sequence of trajectories which realize this particular event, giving access to statistical representation of quantities conditionally to realize the event.
In this talk I will present the "Adaptive Multilevel Splitting" algorithm and its application to various toy models. I will explain why it creates an unbiased estimator of a probability, and I will give results obtained from numerical simulations.[-]

In this talk, I will present ColDICE[1, 2], a publicly available parallel numerical solver designed to solve the Vlasov-Poisson equations in the cold case limit. The method is based on the representation of the phase-space sheet as a conforming, self-adaptive simplicial tessellation whose vertices follow the Lagrangian equations of motion. In this presentation, I will mainly focus on describing the underlying algorithm and its practical implementation, as well as showing a few practical examples demonstrating its capabilities.[-]