Workshop on iterative methods, Dublin, June 2019

The Hamilton Mathematics Institute (HMI) at Trinity College Dublin will be hosting a workshop next summer titled “Beyond the discrete: iterative methods from the continuum perspective“. Its purpose is to advance a more full view of iterative methods, which connects the measure of convergence in finite dimensions to the underlying continuum problem and the discretization that induced the finite dimensional linear system in question.  We seek to introduce these ideas to younger researchers in the early stages of their careers while bringing together current leaders in the field to have fruitful discussions and share their latest research.

The workshop will combine introductory lectures on interrelated subtopics and hosting and encouraging interesting discussions.  There will also be a poster session wherein younger researchers can present their work. Confirmed invited speakers are:

  • Victorita Dolean (University of Strathclyde/Nice)
  • Maya Neytcheva (Uppsala University)
  • Catherine Powell (University of Manchester)
  • Zdenek Strakoš (Charles University Prague)
  • Walter Zulehner (Johannes Kepler University, Austria).

The Workshop will take place from the morning of June 3 to lunchtime of June 7, 2019 in the Hamilton Building of Trinity College Dublin in Ireland. More detailed information, including how to register, can be found at

We encourage interested colleagues to register and book hotel reservations as soon as possible, as the demand for hotel rooms is exceedingly high during the summer months, particularly in June.

Important Deadlines:

  • March 20, 2019: Registration with talk/poster abstract submission (for early career people)
  • March 20, 2019: Registration with request for possible limited financial support (for early career people)
  • May 20, 2019: General registration deadline

Report on our 2018 Annual Meeting

The 2018 Annual Meeting of the SIAM UKIE Section took place on Thursday, 11th of January 2018 at the National Oceanography Centre in Southampton. The meeting featured five invited speakers which covered a broad range of industrial and applied mathematics. With more than 70 participants, the meeting was one of the best attended SIAM UKIE Annual Meetings ever.

A key factor for the good attendance was the generous travel support of PhD students and postdocs provided by SIAM. Travel awards were given based on the submitted poster abstracts and thirteen students from all over the UK and Ireland benefited from this support. The poster session was started off with a one-hour poster blitz, where each of the 37 presenters was given 50 seconds to draw attention to their poster. The poster blitz was well received and is likely to become a fixed component of future meetings.

The following students and postdocs received prizes for their poster presentations: Joe Wallwork (Imperial College), Nikoleta E Glynatsi (Cardiff), Yuji Nakatsukasa (Oxford), Georgia Kouyialis (Imperial College), Danny Groves (Cardiff)

Click here for photos of the prize winners (courtesy of Nick Higham)

The meeting concluded with a guided tour of the National Oceanography Centre, which is the UK’s primary centre for oceanographic science. The underwater vehicles and robots were particularly interesting, and “Boaty McBoatface” got most of the attention. In the evening some participants joined for an all-you-can-eat buffet in the COSMO Restaurant.

We would like to thank the local organiser Dr Alain Zemkoho and his helpers for all the work that has gone into organising such an enjoyable meeting. We are grateful to the National Oceanographic Centre for their hospitality and the guided tour. Finally, we thank both SIAM and the IMA for their sponsorship of this meeting.

Ivan Graham, Stefan Güttel, and John Mackenzie



Below are reports on the talks of the five invited speakers. These reports have been contributed by Silvia Gazzola, James Hook, Alastair Spence, Alain Zemkoho, and Ivan Graham.

Frederic Dias: Recent progress in the evaluation of impact pressures

DTQLTW2XkAAJjBRThis talk presented a range of practical and theoretical problems related to impact pressures arising in fluid dymanics applications. Some of the material covered is included in the speaker’s recent joint paper with Ghidaglia, which appeared in the Annual Review of Fluid Mechanics (2017). Applications of note included “fluid slamming” (the violent impact of fluid on solid structures) and “sloshing” (e.g. fluid behaviour in tanks of liquified gas). Three classical idealised problems (Rankine-Hugoninot 1887, Wagner 1932 and Bagnold-Mitsuyasu, 1937) were presented and discussed. Then a variety of mathematical models were given, and the problem of identifying scaling laws was discussed. A survey of numerical methods, including interface tracking, potential flow and smoothed particle hydrodynamics, and the corresponding need for numerical benchmarks was discussed. In the final part of the talk experiments on wave impact on a structure and on wave energy converters were presented, some of which was joint work with Queen’s University Belfast. An exciting new project on wave impact on cliffs, with pictures from the Aran Islands (Galway) was outlined. Future prospects for work on elasticity, phase transition, scaling laws, extreme phenomena and statistical methods were discussed.

Aretha Teckentrup: Surrogate models in large-scale Bayesian inverse problems

DTQWxEbW0AInJHNThis talk focused on novel Bayesian approaches for the solution of inverse problems involving the estimation of unknown model parameters from observed data. Problems like these are of core importance in a variety of applications (such as inverse seismology and non-destructive testing) and they are challenging to solve for two main reasons: firstly, they are ill-posed (in the Hadamard sense); secondly, they may be computationally quite demanding (e.g., they may require the repeated numerical solution of large-scale ODEs or PDEs). In this setting, given a prior distribution on the unknown model parameters, the Bayesian approach to inverse problems consists in computing their so-called posterior distribution, i.e., the probability distribution for the unknown model parameters conditioned on the observed data. In order to reduce the computational cost associated to the solution of Bayesian inverse problems, a variety of deterministic or stochastic approximation strategies can be devised. This talk considered the use of surrogate models (i.e., simplified mathematical models) to approximate the posterior distribution. After introducing a generic framework based on bounds of the Hellinger distance for the analysis of the approximation errors associated to the use of surrogate models, the properties of specific surrogate models, such as randomized misfit models and Gaussian process emulators, were discussed.

Gunnar Martinsson: Randomized methods for accelerating matrix factorization algorithms

DTRBuukXkAAdNxcThis talk concerned a topic of huge current interest with a host of interesting applications in, for example, data mining, principal component analysis and model reduction. Much of this interest was generated by the article in SIAM Rev, vol 53 (2011), entitled “Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions” by Halko, Martinsson and Tropp. A key idea is that much of the important information about a very large dimensional matrix (e.g. rank or singular values) is contained in a much smaller matrix constructed by projection into a low-rank random subspace. The talk was wide-ranging, starting with randomised SVD and ending with very recent work on accelerated full factorisation of matrices using a randomised column pivoted QR algorithm.

Ruth Misener: Optimisation for gradient boosted trees with risk control

DTRJUuNX4AAoYHVGradient boosted trees are part of a machine learning technique which is commonly used to learn highly non-linear functions from noisy data. Although these trees can perform very well in regression and classification tasks they can be difficult to work with in any subsequent computation. In particular it is very difficult to find a value that minimizes the output of a gradient boosted tree. In her talk, Ruth Misener presented a study of large-scale, industrially-relevant mixed-integer quadratic optimization techniques to solve the problem. The approach involves: (i) gradient-boosted pre-trained regression trees modeling catalyst behavior, (ii) penalty functions mitigating risk, and (iii) penalties enforcing composition constraints. Other developments of the work discussed during the talk include heuristic methods and an exact, branch-and-bound algorithm leveraging structural properties of gradient-boosted trees and penalty functions.

Jacek Gondzio: Continuation in optimization: From interior point methods to big data

DTRbTeFW0AEx0QqThis talk surveyed a variety of second-order optimization methods suitable for linear and quadratic convex programming appearing in large-scale applications. The main focus was on matrix-free inexact interior point methods (IPM) and on a preconditioned Newton conjugate gradient for sparse approximation: these algorithms are applied to minimization problems involving a 1-norm penalty term, and arising in binary classification and in compressive sensing. Well-established ways of overcoming the non-differentiability of the 1-norm penalization term were presented, which leverage splitting or “huberization” together with continuation techniques. In particular, for problems arising in compressive sensing and associated to measurement operators that enjoy the restricted isometry property (RIP), the devised IPM and corresponding linear solvers make a smart use of the RIP to incorporate efficient and effective preconditioning techniques. The theory underlying these interior point optimization methods is supported by extensive testing: their performance is excellent when compared to other popular first-order methods on problems collected in the SPARCO toolbox, but they are also extremely effective when used to solve 1-norm-regularized least squares problems with different conditioning and sparsity, and of increasing dimensions (up to one trillion).

Postdoctoral Data Science Associate, Manchester

We are looking to recruit a graduate with a PhD in Mathematics, Computer Science, Physics, or another related subject involving numerical mathematics, machine learning, and programming, to undertake a 36-month Knowledge Transfer Project between the University of Manchester and the Manchester-based company Process Integration Limited (PIL).

The position offers

  • an exciting project which combines innovative multidisciplinary research and new techniques from data science with an impactful industrial application
  • an invaluable experience of independently managing a high-profile project
  • access to a budget of £6,000 for professional development and training
  • mentoring and support from academic staff and industry professionals
  • a competitive salary of  £31,604 to £38,833 per annum.

Based at PIL offices in Altrincham, Manchester, the Data Science Associate will work directly with supervisors from both the University and PIL, and will use the facilities and resources of both organisations.

As an equal opportunities employer we welcome applicants from all sections of the community regardless of gender, ethnicity, disability, sexual orientation and transgender status.  All appointments are made on merit.

For enquiries about the vacancy, shortlisting and interviews please contact Dr Stefan Güttel (

Please click here for further particulars and the application form.


Scientific Software Engineer at Roxar, Oxford

Roxar, part of the Emerson group of companies, produces software for the oil and gas exploration and production industry. Our software is used worldwide to calculate flows of fluid underground and along the wells, and to assess the uncertainty when developing an oil or gas field.

The growing use of Roxar’s Tempest MORE reservoir simulator means we are expanding the development team in Oxford. We are looking for a skilled scientific software engineer to research and develop numerical schemes to simulate underground fluid flow, build and test the code, and support end users in running the final commercial program.

The successful candidate will work as part of the development team on a range of projects. Possible projects might be to simulate advanced wells, improve the performance of the core solvers, or modelling more advanced physical processes such as carbon dioxide injection.  In all cases an efficient, parallel implementation of the ensuing algorithms is critical to take advantage of parallel architectures, as is the ability to write clear and maintainable code.

Person Specification

The successful candidate will have:

  • Strong physics, maths or engineering skills, preferably at PhD (and possibly post-doctoral) level, or equivalent industry experience
  • Excellent programming skills in a high-level language such as C++
  • Aptitude for software engineering as part of a development team
  • Interest in helping real-world engineers

In addition, experience in the following areas would be advantageous:

  • Modelling fluid flow in porous media
  • Experience in scientific computing
  • Working on large or commercial numerical codes
  • Parallel architectures and libraries (e.g. MPI, multi-threading, CUDA)
  • Software development lifecycle and testing

For more information please contact Kari Hansen

For more details on Roxar visit


SIAM UKIE Annual Meeting 2018

The 22nd Annual Meeting of the SIAM UKIE Section will be hosted by the University of Southampton, on Thursday, 11th of January 2018. 

The meeting features five invited speakers and a poster session. We are also planning to have a “poster blitz” session. Travel support will be available for PhD students and postdocs with an accepted poster presentation, and a Best Poster prizes will be awarded.

Registration is open until December 12th, 2017 and free of charge.



Student Chapter Certificates of Recognition

In 2017, SIAM Student Chapter certificates of recognition have been awarded to 97 students who have made outstanding contributions to their SIAM Student Chapters. See here for the complete list. We congratulate all recipients and in particular the following UK/IE based students:

Scott Morgan, Cardiff University, Wales, UK

Christine Marshall, National University of Ireland, Galway, Ireland

Benjamin Robinson, University of Bath, England, UK

Gabriele De Canio, University of Cambridge, England, UK

Mante Zemaityte, University of Manchester, England, UK

James Jackaman, University of Reading, UK

Michał Bosy, University of Strathclyde, Scotland, UK

Neil Chada, University of Warwick, England, UK


Postdoc in Numerical Linear Algebra on Extreme-scale Computers at RAL

We are inviting applications for a postdoctoral position in the Computational Mathematics Group at STFC-RAL in Oxfordshire, UK.

The successful candidate will join the Numerical Linear Algebra for Future and Emerging Technologies (NLAFET) project funded by the European Commission involving Inria, Umea University, University of Manchester and STFC-RAL. The position will focus on the design, implementation, and evaluation of parallel algorithms for numerical linear algebra with regards to extreme-scale challenges. The research at RAL will principally be on sparse direct solvers that are highly scalable and thus suitable for future and emerging large scale computers. The algorithms developed will be validated on several applications targeted by NLAFET, such as power systems, computational fluid dynamics, and astrophysics. The research will be done in close collaboration with established researchers in the Computational Mathematics Group as well as with other partners in NLAFET.

Candidates should have a PhD in applied mathematics or computer science and expertise in numerical linear algebra and high performance computing. The candidate must have a visa to work in the UK which automatically includes any UK or EU citizen.

This post offers a full-time research appointment until the end of the project on 31 October 2018.

Informal enquiries may be made to: Iain Duff <>.

To apply or to find out more details about the position, please go to the STFC recruitment portal at:

The deadline for applications is 24th September 2017 but I encourage people to
apply well before that date. The appointment can begin at any time after
the job offer and ideally the post should start on or before 1st November 2017.

[Posted on behalf of Iain Duff.]