Robust Reformulation Methods. Many decision problems in engineering, business and economics are modeled as nonlinear continuous optimization problems. Often these are made difficult by the existence of constraints. In this project, we reformulate such problems as constrained nonsmooth equations, rather than optimization problems, and develop generalized Newton and quasi-Newton methods for solving them. The expected outcomes of this project include a systematic theory of reformulation methods, ....Robust Reformulation Methods. Many decision problems in engineering, business and economics are modeled as nonlinear continuous optimization problems. Often these are made difficult by the existence of constraints. In this project, we reformulate such problems as constrained nonsmooth equations, rather than optimization problems, and develop generalized Newton and quasi-Newton methods for solving them. The expected outcomes of this project include a systematic theory of reformulation methods, and robust and efficient algorithms for solving some important nonlinear continuous optimization problems. There is high potential for applications in engineering, business and finance.Read moreRead less
Computer Assisted Research Mathematics and its Applications. The mathematics community will benefit from infusion of new computer-assisted techniques and modalities for research and training post-graduate students, both from my pure research project and through development of an associated research centre. Ultimately, this should also help more school students learn mathematics well and so play a part in addressing Australia's skill shortage. Also, the work on optimization algorithms promises to ....Computer Assisted Research Mathematics and its Applications. The mathematics community will benefit from infusion of new computer-assisted techniques and modalities for research and training post-graduate students, both from my pure research project and through development of an associated research centre. Ultimately, this should also help more school students learn mathematics well and so play a part in addressing Australia's skill shortage. Also, the work on optimization algorithms promises to improve the performance and quality of many practical signal reconstruction methods. These are used by varied Australian industries from telecommunication to mining and by researchers in the digital arts and fields such as astronomy, physics, chemistry, bioscience, geoscience, engineering and medicine.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE130100333
Funder
Australian Research Council
Funding Amount
$315,640.00
Summary
A new class of fast and reliable spectral methods for partial differential equations. The project will develop novel fast and reliable spectral methods for computing solutions to general partial differential equations. These methods will be applied to solve important equations that arise in mathematical physics and other areas where high accuracy is essential.
Discovery Early Career Researcher Award - Grant ID: DE140101960
Funder
Australian Research Council
Funding Amount
$332,820.00
Summary
Computational geophysical and astrophysical fluid dynamics at the petascale. The rise of petascale computing provides great potential for new insight, provided one can harness the resources. This project will develop a state-of-the-art computational framework for solving general partial differential equations relevant to many contemporary applications in astrophysics and the geosciences. This project will design a toolkit for maximum extensibility by a large community of scientists and applied m ....Computational geophysical and astrophysical fluid dynamics at the petascale. The rise of petascale computing provides great potential for new insight, provided one can harness the resources. This project will develop a state-of-the-art computational framework for solving general partial differential equations relevant to many contemporary applications in astrophysics and the geosciences. This project will design a toolkit for maximum extensibility by a large community of scientists and applied mathematicians. Building a highly flexible framework allows the agile design and side-by-side comparison of new mathematical models and computational algorithms. This project will employ the new framework on a number of key science areas such as the dynamics of solar magnetism, and tidal interactions in stars and planetary interiors.Read moreRead less
Quadratic Support Function Technique to Solving Hard Global Nonconvex Optimization Problems. Optimization techniques are becoming increasingly beneficial to modern Australian society in areas such as manufacturing and commerce by improving technical and management decisions. The proposed research is expected to produce enhanced optimization techniques that can be applied to solve a wider range of important problems too complex to be currently solved. The proposed research also represents an inte ....Quadratic Support Function Technique to Solving Hard Global Nonconvex Optimization Problems. Optimization techniques are becoming increasingly beneficial to modern Australian society in areas such as manufacturing and commerce by improving technical and management decisions. The proposed research is expected to produce enhanced optimization techniques that can be applied to solve a wider range of important problems too complex to be currently solved. The proposed research also represents an international collaboration which will improve Australia's ability to participate effectively in international research and innovation and to produce globally competitive mathematical technologiesRead moreRead less
Lifting the curse of dimensionality - bringing together the quasi Monte Carlo and sparse grid methods. This project is expected to lead to improved methods for handling high-dimensional problems (i.e. problems with many variables) that arise in finance, statistics, commerce, physics, and many other fields. In turn this could lead to significant economic benefit, especially to high-value service industries such as the finance industry. By strengthening international collaboration, it will also ....Lifting the curse of dimensionality - bringing together the quasi Monte Carlo and sparse grid methods. This project is expected to lead to improved methods for handling high-dimensional problems (i.e. problems with many variables) that arise in finance, statistics, commerce, physics, and many other fields. In turn this could lead to significant economic benefit, especially to high-value service industries such as the finance industry. By strengthening international collaboration, it will also help to maintain Australia's strong position in international research in the mathematical sciences.Read moreRead less
Continuous Optimization with Linear Matrix Inequality Constraints. The proposed research is expected to lead to new insights and new joint collaborative work for both Autralian and Korean partners. Joining forces of the two teams will ensure that a full range of techniques can be utilized to provide rapid successful research outcomes. The proposed collaboration will give better opportunity to increase the visibility of the work from Korea in Australia, and vice versa. One of the key national be ....Continuous Optimization with Linear Matrix Inequality Constraints. The proposed research is expected to lead to new insights and new joint collaborative work for both Autralian and Korean partners. Joining forces of the two teams will ensure that a full range of techniques can be utilized to provide rapid successful research outcomes. The proposed collaboration will give better opportunity to increase the visibility of the work from Korea in Australia, and vice versa. One of the key national benefits is that the proposed research collaboration will provide extremly fertile ground for training postdoctoral researchers and graduate students in one of the most applicable areas of mathematics.Read moreRead less
Structured barrier and penalty functions in infinite dimensional optimisation and analysis. Very large scale tightly-constrained optimisation problems are ubiquitous and include water management, traffic flow, and imaging at telescopes and hospitals. Massively parallel computers can solve such problems and provide physically realisable solution only if subtle design issues are mastered. Resolving such issues is the goal of this project.
Computational Schemes for Initial-Boundary Value Problems. Many physical phenomena can be modelled as initial-boundary value problems described by partial differential equations. Simulations of such models require efficient and robust computational algorithms. The main aim of this project is to propose numerical algorithms for two dimensional spatial problems and three dimensional time-space models. A major focus of the project is to investigate methods that require about half the computation ....Computational Schemes for Initial-Boundary Value Problems. Many physical phenomena can be modelled as initial-boundary value problems described by partial differential equations. Simulations of such models require efficient and robust computational algorithms. The main aim of this project is to propose numerical algorithms for two dimensional spatial problems and three dimensional time-space models. A major focus of the project is to investigate methods that require about half the computational resources over celebrated schemes for solving boundary value problems.Read moreRead less
High Dimensional Computation and Uncertainty. This project aims to establish powerful computational methods for high-dimensional problems - methods that are rigorous, and carefully tailored to specific applications, from physics, environment, manufacturing and finance, and often driven by uncertainty. The project will generate new knowledge in the area of high-dimensional computation, and develop technological innovations in key areas of science and industry. Expected outcomes include improved c ....High Dimensional Computation and Uncertainty. This project aims to establish powerful computational methods for high-dimensional problems - methods that are rigorous, and carefully tailored to specific applications, from physics, environment, manufacturing and finance, and often driven by uncertainty. The project will generate new knowledge in the area of high-dimensional computation, and develop technological innovations in key areas of science and industry. Expected outcomes include improved control of uncertainty in industry, enhanced international and interdisciplinary collaborations, and significant publications and presentations in international forums. The technological advancements will help boost Australia's position as a world leader in innovation.Read moreRead less