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Tuesday, 23.05.2017, 11.00 Uhr (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
R. Gruhlke, WIAS Berlin:
Analysis and Numerics of a Hardy problem featuring an inverse square point potential
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 23.05.2017, 15.00 Uhr (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Gulisashvili, Ohio University, USA:
Extreme-strike asymptotics for general Gaussian stochastic volatility
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 23.05.2017, 15.15 Uhr (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. P. Gurevich, Freie Universität Berlin:
A short introduction to machine learning: Towards (un)certainty quantification
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Machine learning is a rapidly developing field that deals with searching for and generating patterns in data. It is nowadays a very broad field encompassing many tasks and methods. In my talk, I will give a short overview, rapidly narrowing my focus towards a particular topic, namely, neural networks and their ability not only to find patterns but also quantify how certain they are in doing so. If time permits, I will conclude with a discussion of our joint work with Hannes Stuke on certainty quantification.

Host
WIAS Berlin
Freie Universität Berlin
Wednesday, 24.05.2017, 10.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. C. Kirch, Universität Magdeburg:
Frequency domain likelihood approximations for time series bootstrapping and bayesian nonparametrics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A large class of time series methods are based on a Fourier analysis, which can be considered as a whitening of the data, giving rise for example to the famous Whittle likelihood. In particular, frequency domain bootstrap methods have been successfully applied in a large range of situations. In this talk, we will rst review existing frequency domain bootstrap methodology for stationary time series before generalizing them for locally stationary time series. To this end, we rst introduce a moving Fourier transformation that captures the time-varying spectral density in a similar manner as the classical Fourier transform does for stationary time series. We obtain consistent estimators for the local spectral densities and show that the corresponding bootstrap time series correctly mimics the covariance behavior of the original time series. The approach is illustrated by means of some simulations and an application to a wind data set. All time series bootstrap methods are implicitely using a likelihood approximation, which could be used explicitely in a Bayesian nonparametric framework for time series. So far, only the Whittle likelihood has been used in this context to get a nonparametric Bayesian estimation of the spectral density of stationary time series. In a second part of this talk we generalize this approach based on the implicit likelihood from the autoregressive aided periodogram bootstrap introduced by Kreiss and Paparoditis (2003). This likelihood combines a parametric approximation with a nonparametric correction making it particularly attractive for Bayesian applications. Some theoretic results about this likelihood approximation including posterior consistency in the Gaussian case are given. The performance is illustrated in simulations and an application to LIGO gravitational wave data.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 24.05.2017, 13.15 Uhr (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
H. Sun, Renmin University of China, Institute for Mathematical Sciences, China, Volksrepublik:
Weak convergence of proximal ADMM and its relaxations in Hilbert spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
ADMM (Alternating Direction Method of Multipliers) is a popular first order method for mathematical imaging and inverse problems. However, the weak convergence of ADMM in infinite dimensional spaces is not clear yet, which is different from the classical Augmented Lagrangian Method. We will discuss the weak convergence of ADMM and its proximal variants with relaxations in Hilbert spaces.

Further Informations
Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations

Host
WIAS Berlin
Wednesday, 24.05.2017, 15.15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. D. R. M. Renger, WIAS Berlin:
Functions of bounded variation with Banach codomains
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 24.05.2017, 18.15 Uhr (WIAS-ESH)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. Ch. Külske, Ruhr-Universität Bochum:
Continuous spin models on annealed random graphs: Modifying the modified mean-field exponents
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study Gibbs distributions of continuous spins on generalized random graphs. Our main interest lies in the critical behavior of models which show a second order phase transition. We find critical exponents which differ from the mean field exponents when the weight distribution of the generalized random graph becomes too heavy-tailed. For the Ising model this has been proved to occur by Dommers, van der Hofstad, Giardina, and others very recently (CMP 2016). For continuous spins we show in the present analysis that the same modified mean-field exponents known from the Ising model, but also even new universality classes of modified exponents may appear. Joint work with Sander Dommers and Philipp Schriever

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
May 29 – June 2, 2017 (WIAS-ESH)
Workshop/Konferenz: CRC 1114 Spring School: Methods for Particle Systems with Multiple Scales
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
SFB 1114: Scaling Cascades in Complex Systems
Thursday, 01.06.2017, 14.00 Uhr (WIAS-ESH)
Seminar Numerische Mathematik
Dr. S. Ganesan, Indian Institute of Science, Bangalore:
Stabilized three-field formulation of viscoelastic fluid flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Viscoelastic flows can be found in a wide range of industrial and commercial applications such as enhanced oil recovery, pesticide deposition, medicinal/pharmaceutical sprays, drug delivery, injection molding, polymer melts, inkjet printing, additive manufacturing, cosmetics industry and food processing. Computations of viscoelastic fluid flows involve simultaneous solutions of the conformation stress tensor equation together with the momentum and mass balance equations. The constitutive equation is advection dominant at high Weissenberg numbers, which necessitates the use of stabilized numerical schemes to avoid local and global oscillations in the numerical solution. The common stabilization schemes used in the context of finite element computations of viscoelastic fluid flows in the literature are Streamline-upwind/Petrov--Galerkin (SUPG), discontinuous Galerkin (DG), discrete Elastic Viscous Stress Splitting (DEVSS) [1], Galerkin Least Square (GLS) [2] and Variational Multiscale method (VMS) [3].

In this talk, a three-field formulation based on the one-level Local Projection Stabilization (LPS) [4, 5] will be presented for computations of Oldroyd-B viscoelastic fluid flows with high Weissenberg numbers. One-level LPS is based on the enriched approximation space and the discontinuous projection space, where both spaces are defined on the same mesh. It allows us to use equal order interpolation spaces for the velocity and viscoelastic stress, whereas inf-sup stable finite elements are used for the velocity and pressure. Further, the coupled system of equations are solved in a monolithic approach. Since LPS stabilization terms are assembled only once, the proposed numerical scheme is computationally efficient in comparison with residual based methods. Numerical studies that show optimal order of convergence in the respective norms will be presented. Further, the numerical results of two benchmark problems: flow past a cylinder in a wide channel and lid-driven cavity flow will be given. Moreover, the effects of elasticity and inertia on the flow dynamics will be discussed.

References:
[1] R. Guenette, A. Fortin, A new mixed finite element method for computing viscoelastic flows, J. Non-Newtonian Fluid Mech., 60 (1995), 27--52.
[2] O. M. Coronado, D. Arora, M. Behr, M. Pasquali, Four-field Galerkin/least-squares formulation for viscoelastic fluids, J. Non-Newtonian Fluid Mech., 140 (2006), 132--144.
[3] E. Castillo, R. Codina, Variational multi-scale stabilized formulation for the stationary three-field incompressible viscoelastic flow problem, Comput. Methods Appl. Mech. Engrg., 279 (2014), 579--605.
[4] G. Matthies, P. Skrzypacz, L. Tobiska, A unified convergence analysis for local projection stabilisations applied to the oseen problem, M2AN Math. Model. Numer. Anal., 41 (2007), 713--742.
[5] S. Ganesan, G. Matthies, L. Tobiska, Local projection stabilization of equal order interpolation applied to the Stokes problem, Math. Comp., 77 (2008), 2039--2060.

Host
WIAS Berlin
Thursday, 01.06.2017, 16.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
F. Bierbüsse, Humboldt-Universität zu Berlin:
Ultrashort dark solitons in the context of the short pulse equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 07.06.2017, 15.15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Th. Frenzel, WIAS Berlin:
EDP-convergence for a wiggly energy model
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 07.06.2017, 18.15 Uhr (WIAS-ESH)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. S. Adams, University of Warwick, GB:
Large deviations and concentration of scaling limits for weakly pinned integrated random walks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study scaling limits and corresponding large deviation principles of integrated random walks perturbed by an attractive force towards the origin. In particular we analyse the critical situation that the rate function admits more than one minimiser leading to concentration of measure problems. The integrated random walk models are in fact interface models with Laplacian interaction, and such linear chain models with Laplacian interaction appear naturally in the physical literature in the context of semi-flexible polymers. We discuss these connections as well as the ones with the related gradient models. These random fields are a class of model systems arising in the studies of random interfaces, critical phenomena, random geometry, field theory, and elasticity theory. If time permits we outline basic techniques and give an overview about future research projects in this area.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 14.06.2017, 10.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. J.-M. Loubes, Université Toulouse Paul Sabatier, Frankreich:
Kantorovich distance based kernel for Gaussian processes : Estimation and forecast
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Monge-Kantorovich distances, otherwise known as Wasserstein distances, have received a growing attention in statistics and machine learning as a powerful discrepancy measure for probability distributions. Here, we focus on forecasting a Gaussian process indexed by probability distributions. For this, we provide a family of positive definite kernels built using transportation based distances. We provide a probabilistic understanding of these kernels and characterize the corresponding stochastic processes. We prove that the Gaussian processes indexed by distributions corresponding to these kernels can be efficiently forecast, opening new perspectives in Gaussian process modeling

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Thursday, 15.06.2017, 16.00 Uhr (WIAS-HVP-3.13)
Forschungsseminar Mathematische Modelle der Photonik
A. Zheguzi, Ferdinand-Braun-Institut Berlin:
Simulations of broad area high-power lasers with optical feedback
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Host
WIAS Berlin
Wednesday, 21.06.2017, 15.30 Uhr (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
M. Bongini, Barcelona Graduate School of Economics:
Optimal Control Problems in Transport Dynamics
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
In this talk we shall discuss several results concerning the "indirect control of populations", i.e., how to influence a group of individuals by means of external agents with a directly controlled dynamics. By using the general theory of functionals defined on spaces of measures, we give sufficient conditions for the existence of optimal control strategies and then we present a Pontryagin Maximum Principle for such controls in the form of an Hamiltonian flow in the Wasserstein space of probability measure. Finally, we present an application of the above framework to the evacuation problem of a crowd from an unknown environment with the help of undercover stewards.

Host
WIAS Berlin
Thursday, 22.06.2017, 16.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. C. Brée, WIAS:
Feedback-operator for a photonic crystal in the external cavity of a broad area laser diode
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 29.06.2017, 16.00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. A. Pimenov, WIAS Berlin:
Efficient simulation and analysis of multi-mode laser dynamics using time-delay models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin