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Award Abstract # 2110731
Theory and Algorithms for Eigenvector-Dependent Nonlinear Eigenvalue Problems

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: UNIVERSITY OF KENTUCKY RESEARCH FOUNDATION, THE
Initial Amendment Date: August 17, 2021
Latest Amendment Date: August 17, 2021
Award Number: 2110731
Award Instrument: Standard Grant
Program Manager: Yuliya Gorb
ygorb@nsf.gov
 (703)292-2113
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: September 1, 2021
End Date: August 31, 2025 (Estimated)
Total Intended Award Amount: $324,815.00
Total Awarded Amount to Date: $324,815.00
Funds Obligated to Date: FY 2021 = $324,815.00
History of Investigator:
  • Ding Lu (Principal Investigator)
    ding.lu@uky.edu
Recipient Sponsored Research Office: University of Kentucky Research Foundation
500 S LIMESTONE
LEXINGTON
KY  US  40526-0001
(859)257-9420
Sponsor Congressional District: 06
Primary Place of Performance: University of Kentucky Research Foundation
500 S Limestone 109 Kinkead Hall
Lexington
KY  US  40526-0001
Primary Place of Performance
Congressional District:
06
Unique Entity Identifier (UEI): H1HYA8Z1NTM5
Parent UEI:
NSF Program(s): COMPUTATIONAL MATHEMATICS
Primary Program Source: 01002122DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 9150, 9263
Program Element Code(s): 127100
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

The mathematical questions in this project arise in electronic structure calculations in computational materials science, signal processing of brain?computer interfaces in neuroscience and biomedical engineering, among other applications. The questions come in a variety of forms and pose intriguing challenges for mathematical analysis and numerical solutions. This project seeks to advance the state-of-the-art of the analysis and computation. The project's outcome will advance understanding of the mathematical problems and provide tools for researchers and practitioners to perform simulations in less time using advanced models that were previously unavailable. This project will integrate research into teaching and education and will engage students at various levels in computational mathematics and interdisciplinary research.

This project will support one graduate per year in each of the three years of the grant. Technically, this project will focus on an important class of Eigenvector-dependent Nonlinear Eigenvalue Problems NEPv, called affine-linear NEPv (al-NEPv). In an al-NEPv, the coefficient matrix of NEPv poses an affine-linear structure. Origins of al-NEPv include trace-related optimizations such as the trace-ratio optimization for dimension reduction and robust Rayleigh-quotient optimization for handling data uncertainties, among others. The PI plans to conduct systematic analysis and algorithmic development for al-NEPv. The main components of the proposed research are threefold: analysis of al-NEPv, such as a novel geometric description and a variational characterization; new geometric interpretation of the self-consistent field (SCF) iteration for solving al-NEPv, and variants of SCF for handling the local optimal issue and for accelerating the convergence of SCF; availability of a public-domain repository for the collection of NEPv from real-life applications.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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Bai, Zhaojun and Li, Ren-Cang and Lu, Ding "Sharp Estimation of Convergence Rate for Self-Consistent Field Iteration to Solve Eigenvector-Dependent Nonlinear Eigenvalue Problems" SIAM Journal on Matrix Analysis and Applications , v.43 , 2022 https://doi.org/10.1137/20M136606X Citation Details
Bai, Zhaojun and Lu, Ding "Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent Field Iteration" SIAM Journal on Matrix Analysis and Applications , v.45 , 2024 https://doi.org/10.1137/22M1525326 Citation Details
Lu, Ding and Li, Ren-Cang "Locally unitarily invariantizable NEPv and convergence analysis of SCF" Mathematics of Computation , v.93 , 2024 https://doi.org/10.1090/mcom/3925 Citation Details

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