The next seminar “Modelling of materials – theory, model reduction and efficient numerical methods” will take place on Wednesday from 9:00 till 10:00 in the room K3. The talk will be given by Vítězslav Štembera. Please see the details below.
Speaker: Vítězslav Štembera
Title: Numerically Exact Derivative Calculations Using Hyper-Dual Number Arithmetic & Global Optimization with Deterministic Guarantee
Abstract: In this talk two different topics are being presented:
1. First and second order derivative calculations are often of practical interest. Hyper-dual number arithmetic, introduced by J.A.Ficke in 2008, allows the derivative calculations to be free from both truncation and subtractive cancellation errors.
2. In global (non-convex) optimization problems a discovery of the global minimum is often of importance. Deterministic global optimization methods allow a discovery of the global minimum with a deterministic guarantee in a finite time.