Our colloquium takes place on the first Tuesday of each month from 15:30 to 16:30, usually in room A709.
A renowned expert (being an excellent speaker as well) visits us for an afternoon and gives a panorama of one of her research areas. The talk is meant to be accessible to all members of the lab, including PhD students in analysis, game theory, probability and statistics. Ideally, it should start gently with an historical background on the problem and an overview of the main questions and applications, keeping a non technical style during at least the first half of the talk. Of course it is also nice to have a part with more mathematical details: the most appreciated colloquia were those in which the speaker succeeded to develop a nice technical idea or an elegant argument that everyone should know.
Food and drinks are served after the event, usually in Espace 7!
Date: Tuesday, January 6th 2025 (15:30-16:30, room A709)
Speaker: (Université de Genève)
Title: Landmarks in the History of Iterative Methods for Linear Systems
Abstract: Iterative methods for linear systems were invented for the same reasons as they are used today, namely to reduce computational cost. Gauss states in a letter to his friend Gerling in 1823: "you will in the future hardly eliminate directly, at least not when you have more than two unknowns". After a historical introduction to such classical stationary iterative methods, I will explain how the idea of extrapolation leads to Krylov methods, which are in fact not solvers but convergence accelerators. I will then introduce modern iterative methods for solving partial differential equations, which come in two main classes: domain decomposition methods and multigrid methods. These methods develop their full potential when used together with Krylov methods, namely as preconditioners.
Reference: Landmarks in the History of Iterative Methods, Martin J. Gander, Philippe Henry and Gerhard Wanner, SIAM Review, 2025