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Friday, 11.01.2019, 15:00 (WIAS-406)
Seminar Interacting Random Systems
Dr. D. Camargo, The Weizmann Institute of Science, Israel:
The meteor process stationary distribution
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The Potlatch and Smoothing processes have a long story of studies and application, but even today not much is known about their stationary distributions when they exist. In this talk we will present the simplest version of such models and expose recent developments and techniques used to get them, especially the coupling by WIMPs and Matching.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Thursday, 10.01.2019, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. N. Ahmed, Lahore University of Management Sciences, Pakistan:
Numerical comparisons of finite element stabilized methods for a 2D vortex dynamics simulation at high Reynolds number
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk, I will present an up-to-date and classical Finite Element (FE) stabiliz ed methods for time-dependent incompressible flows. All studied methods belong to the Variational MultiScale (VMS) framework. So, different realizations of stabilized FE-VMS methods are compared in a high Reynolds number vortex dynamics simulation. In particular, a fully Residual-Based (RB)-VMS method is compared with the classical Streamline-Upwind Petrov--Galerkin (SUPG) method together with grad-div stabilization, a standard one-level Local Projection Stabilization (LPS) method, and a recently proposed LPS method by interpolation. These procedures do not make use of the statistical theory of equilibrium turbulence, and no ad-hoc eddy viscosity modeling is required for all methods. Applications to the simulation of a high Reynolds numbers flow with vortical structures on relatively coarse grids are showcased, by focusing on a two-dimensional plane mixing-layer flow. Both Inf-Sup Stable (ISS) and Equal Order (EO) (H^1)-conforming FE pairs are explored, using a second-order semi-implicit Backward Differentiation Formula (BDF2) in time. Based on the numerical studies, it is concluded that the SUPG method using EO FE pairs performs best among all methods. Furthermore, there seems to be no reason to extend the SUPG method by the higher order terms of the RB-VMS method.

Host
WIAS Berlin
Wednesday, 09.01.2019, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar) & Seminar Materialmodellierung
Prof. Dr. P. Friz, TU Berlin/ WIAS Berlin:
On differential equations with singular forcing
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
There is much recent progress in our ability to analyze (ordinary and partial) differential equations subjected to singular forcing. This will not be a big survey talk, I will instead focus on some explicit examples.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 09.01.2019, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. F. Werner, Georg-August-Universität Göttingen:
Empirical risk minimization as parameter choice rule for filter-based regularization methods
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider a-posteriori parameter choice rules for filter based linear regularization methods in the statistical inverse problem setting. In particular, we investigate the choice of the regularization parameter by minimizing an unbiased estimate of the predictive risk. This parameter choice rule and its usage are well-known in the literature, but oracle inequalities and optimality results in this general setting are unknown. We prove a (generalized) oracle inequality, which relates the direct risk with the minimal prediction risk. From this oracle inequality, we are then able to conclude that filter based regularization methods with the investigated parameter choice rule achieve convergence rates of optimal order with respect to the mean integrated squared error in mildly ill-posed problems. Finally, we also present numerical simulations, which support the order optimality of the method and the finite sample performance of the parameter choice. In these simulations, we also investigate the behavior of different a posteriori parameter choice methods in exponentially ill-posed problems. This is joint work with Housen Li (University of Göttingen).

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 19.12.2018, 11:30 (WIAS-406)
Seminar Interacting Random Systems
C. Betken, Universität Osnabrück:
Dynamic random graphs: Sedentary random waypoint and preferential attachment models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Wednesday, 19.12.2018, 11:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. O. Huber, Humboldt-Universität zu Berlin:
Using reformulations in nonsmooth mathematical programming: the examples of friction contact problems and optimal value functions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we illustrate how reformulations can be used to deal with nonsmoothness. In particular, we look at two specific structures arising from applications: the first one concerns finite dimensional variational inequalities with a nonsmooth functional. This is motivated by the study of contact problems with Coulomb friction. The second example involves optimization models with Optimal Value Functions (OVF) in the problem data. The OVF concept subsumes regularizers from fitting problems and coherent risk measures from Stochastic Optimization. Each reformulation scheme rely on tools from convex and variational analysis. In both instances, we obtain equivalent problems that are solvable by off-the-shelf solvers. Finally, numerical results are presented and discussed: in the OVF case, the example is a risk-averse equilibrium problem from the electricity market.

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

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 12.12.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
L bounds for the Neumann problem
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, 12.12.2018, 11:30 (WIAS-406)
Seminar Interacting Random Systems
Prof. Dr. K. Doku-Amponsah, University of Ghana School of Physical and Mathematical Sciences, Ghana, Republik:
Joint large deviation result for empirical measures of the random geometric graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We prove joint large deviation principle for the empirical pair measure and empirical locality measure of the near intermediate coloured random geometric graph models on n points picked uniformly in the space [0; 1]d; for d 2 N: From this result we obtain large deviation principles for the number of edges per vertex, the degree distribution and the proportion of isolated vertices for the near intermediate random geometric graph models.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Wednesday, 12.12.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. B. Szabo, Universität Leiden, Niederlande:
On the fundamental understanding of distributed computation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In recent years, the amount of available information has become so vast in certain fields of applications that it is infeasible or undesirable to carry out the computations on a single server. This has motivated the design and study of distributed statistical or learning methods. In distributed methods, the data is split amongst different administrative units and computations are carried out locally in parallel to each other. The outcome of the local computations are then aggregated into a final result on a central machine. In this talk we will consider the limitations and guarantees of distributed methods in general under communication constraints (i.e. only limited amount of bits are allowed to be transmitted between the machines) on the random design regression model. We derive minimax lower bounds, matching upper bounds and provide adaptive estimators reaching these limits. This is an ongoing joint work with Harry van Zanten.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Westfälische Wilhelms-Universität Münster
Tuesday, 11.12.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. M. Staudigl, Universität Maastricht, Niederlande:
On the convergence of gradient-like flows with noisy gradient input
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 11.12.2018, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. W. Dreyer, WIAS Berlin:
Kinetic theory of incompressible non-newtonian fluids
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider a non-newtonian fluid consisting of a newtonian solvent and polymer molecules as solute. The kinetic theory models the polymer molecules as dumbbells and compiles dynamical equations that embody internal dumbbell interactions and interactions of the dumbbell with the surrounding fluid via its velocity gradient. The dynamical equations imply a generalized Fokker-Planck equation for a distribution function of the system of polymer molecules. Then the Fokker--Planck equation is used to derive macroscopic evolution equations for certain mean values. For given velocity gradient of the fluid, three evolution equations are needed to end up with a closed equation system for the polymer molecules. The corresponding three thermodynamic variables are the number density, the mean squared end-to end distance of a polymer molecule and the polymer stress. Finally we prove an H-theorem and solve the subtle problem of thermodynamic consistency.

Host
WIAS Berlin
Tuesday, 11.12.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Machalová, Palacky University Olomouc, Tschechische Republik:
Contact problem solution for nonlinear beam and foundation by CVM
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
December 5 – 7, 2018 (WIAS-ESH)
Workshop/Konferenz: 13th International Workshop on Variational Multiscale and Stabilized Finite Elements
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 05.12.2018, 11:30 (WIAS-HVP-3.13)
Seminar Interacting Random Systems
Prof. Dr. S. Popov, University of Campinas --- UNICAMP, Brasilien:
Two-dimensional random interlacements, conditional SRW, and the cryptocurrencies
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
Serguei Popov will briefly describe his recent research topics mentioned in the title.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Wednesday, 05.12.2018, 10:00 (WIAS-405-406)
Forschungsseminar Mathematische Statistik
M. Löffler, University of Cambridge, GB:
Spectral thresholding for Markov chain transition operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
We consider estimation of the transition operator P of a Markov chain and its transition density p where the eigenvalues of P are assumed to decay exponentially fast. This is for instance the case for periodised multi-dimensional diffusions observed in low frequency. We investigate the performance of a spectral hard thresholded Galerkin-type estimator for P and p, discarding most of the estimated eigenpairs. Our main contribution is that we show its statistical optimality by establishing matching minimax upper and lower bounds in L^2-loss. Particularly, the effect of the dimension d on the nonparametric rate improves from 2d to d.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 04.12.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Y. Sun, Humboldt-Universität zu Berlin:
Complete graph based online change point detection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Friday, 30.11.2018, 13:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
S.-M. Stengl:
Uncertainty Quantification of the Ambrosio--Tortorelli approximation in image segmentation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we want to deal with quantification of uncertainties in image segmentation based on the Mumford--Shah model. The aim is to address the error propagation of noise and other error types in the original image to the segmentation and especially the edges. We analyze therefore the in the literature well-known Ambrosio--Tortorelli approximation and discuss the existence of measurable selections of its solutions as well as sampling-based methods. We end the talk with numerical examples.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 29.11.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J.H.M. ten Thije Boonkkamp, Eindhoven University of Technology, Niederlande:
Flux vector approximation schemes for systems of conservation laws
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Conservation laws in continuum physics are often coupled, for example the continuity equations for a reacting gas mixture or a plasma are coupled through multi-species diffusion and a complicated reaction mechanism. For space discretisation of these equations we employ the finite volume method. The purpose of this talk is to present novel flux vector approximation schemes that incorporate this coupling in the discretisation. More specifically, we consider as model problems linear advection-diffusion systems with a nonlinear source and linear diffusion-reaction systems, also with a nonlinear source. The new flux approximation schemes are inspired by the complete flux scheme for scalar equations, see [1]. An extension to systems of equations is presented in [2]. The basic idea is to compute the numerical flux vector at a cell interface from a local inhomogeneous ODE-system, thus including the nonlinear source. As a consequence, the numerical flux vector is the superposition of a homogeneous flux, corresponding to the homogeneous ODE-system, and an inhomogeneous flux, taking into account the effect of the nonlinear source. The homogeneous ODE-system is either an advection-diffusion system or a diffusion-reaction system. In the first case, the homogeneous flux contains only real-valued exponentials, on the other hand, in the second case, also complex-valued components are possible, generating oscillatory solutions. The inclusion of the inhomogeneous flux makes that all schemes display second order convergence, uniformly in all parameters (Peclet and Damköhler numbers). The performance of the novel schemes is demonstrated for several test cases, moreover, we investigate several limiting cases.
References
[1] J.H.M. ten Thije Boonkkamp and M.J.H. Anthonissen, “The finite volume-complete flux scheme for advection-diffusion-reaction equations”, J. Sci. Comput., 46, 47--70, (2011).
[2] J.H.M. ten Thije Boonkkamp, J. van Dijk, L. Liu and K.S.C. Peerenboom, “Extension of the complete flux scheme to systems of comservation laws”, J. Sci. Comput., 53, 552--568, (2012).

Host
WIAS Berlin
Wednesday, 28.11.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. P.-É. Druet, WIAS:
Analysis of mass transfer, Navier--Stokes equations for multicomponent fluids subject to a volume constraint
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 28.11.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. M. Schienle, Karlsruher Institut für Technologie:
Determination of vector error correction models for different types of high-dimensionality
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We provide a shrinkage type methodology which allows for simultaneous model selection and estimation of vector error correction models (VECM) when the dimension is large and can increase with sample size. Model determination is treated as a joint selection problem of cointegrating rank and autoregressive lags under respective practically valid sparsity assumptions. We show consistency of the selection mechanism by the resulting Lasso-VECM estimator under very general assumptions on dimension, rank and error terms. Moreover, with computational complexity of a linear programming problem only, the procedure remains computationally tractable in high dimensions. For the subcase of finite dimensions, we can modify and tailor the procedure with elementwise selection consistency. For ultra-high dimensions we suggest a completely diferent pre-screening approach. We demonstrate the effectiveness of the proposed techniques in simulations and an empirical application to recent CDS data after the financial crisis.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 27.11.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Y. Klochkov, Humboldt-Universitát zu Berlin:
On uniform Hanson-Wright type inequalities for sub-Gaussian entries
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We investigate concentration of supremum of quadratic forms via entropy inequality. The problem is well understood for Gaussian vectors, and, more generally for K-concentrated vectors. We extend the result to vectors with indpenent sub-Gaussian entries with an extra logarythmic term. This is a joint work with Nikita Zhivotovskiy.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Wednesday, 21.11.2018, 10:45 (WIAS-HVP-3.13)
Seminar Interacting Random Systems
W. Sun, TU Berlin:
On the asymptotic distribution of nucleation times of polymerization processes
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
Experiments have shown that there is a sharp phase transition in polymerization: it takes long time to have small amount of stable polymers and once some amount of stable polymers appear, very quickly all particles are polymerized. Moreover, the lag time usually have a very high variance. We propose a growth-fragmentation model with a critical mass to explain these phenomenon. Particles having a mass less than this critical mass are unstable -- they are fragmented much more quicker than the larger particles. A scaling approach is used, by taking the initial total mass N as a scaling parameter and assuming that the ratio of the unstable fragmentation rates to stable fragmentation rates are of order Phi(N), which is a non-decreasing function of N. We study the time evolution of this infinite dimension process under a certain class of fragmentation distributions. We show that 1) with a proper scaling parameter, the time (T) spent for the stable polymers that generating from small particles is asymptotically exponential distributed; 2) the time for the growth of stable particles has a much smaller order than T. The exponential distribution explains the high variance and the different time scales explain the sharp phase transition. These results are proved via stochastic calculus, estimations for occupation measures on different time scales, some coupling techniques and branching processes. It is a joint work with Philippe Robert.

Further Informations
Forschungsgruppenseminar Interacting Random System

Host
WIAS Berlin
Wednesday, 21.11.2018, 10:00 (WIAS-406)
Forschungsseminar Mathematische Statistik
Prof. M. Bibinger, Universität Marburg:
Statistical analysis of path properties of volatility
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we review recent contributions on statistical theory to infer path properties of volatility. The interest is in the latent volatility of an It^o semimartingale, the latter being discretely observed over a fixed time horizon. We consider tests to discriminate continuous paths from paths with volatility jumps. Both a local test for jumps at speciied times and a global test for jumps over the whole observation interval are discussed. We establish consistency and optimality properties under infill asymptotics, also for observations with additional additive noise. Recently, there is high interest in the smoothness regularity of the volatility process as confl icting models are proposed in the literature. To address this point, we consider inference on the Hurst exponent of fractional stochastic volatility processes. Even though the regularity of the volatility determines optimal spot volatility estimation methods, forecasting techniques and the volatility persistence, identifiability is an unsolved question in high-frequency statistics. We discuss a first approach which can reveal if path properties are stable over time or changing. Eventually, we discuss some recent considerations and conjectures on this open question. The related easier problem of inference on the Hurst exponent from direct discrete observations of a fractional Brownian motion is also visited.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 20.11.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Coghi, WIAS (Berlin):
Pathwise McKean-Vlasov theory
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We take a pathwise approach to classical McKean-Vlasov stochastic differential equations, as found e.g. in Sznitmann. We are much inspired by Cass-Lyons (and more recent works of Bailleul et al.), but avoid all rough path complications due to our focus on additive noise. The resulting “pathwise McKean-Vlasov theory” is both simple and powerful: as applications we discuss propagation of chaos with a priori independence and exchangeability assumption; common noise and reflecting boundaries are also easy to handle in this framework, last not least we can generalise the Dawson-Gärtner large deviation result to non-Brownian noise.

Host
WIAS Berlin
November 19 – 21, 2018 (WIAS-ESH)
Workshop/Konferenz: Dynamics of Coupled Oscillator Systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Friday, 16.11.2018, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Priv.-Doz. Dr Th. Bocklitz, Leibniz-Institut für Photonische Technologien:
Machine learning of molecular sensitive spectral and image data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Molecular sensitive imaging modalities, like multimodal imaging, e.g. the combination of coherent-anti-Stokes Raman scattering (CARS), second-harmonic generation (SHG) and two-photon-excited fluorescence (TPEF), and Raman spectroscopic imaging feature a unique potential for disease diagnostics and treatment monitoring. In proof-of-principle studies the potential of these both imaging modalities for cancer detection and diagnostics of chronic inflammatory bowel diseases could be demonstrated. In order to utilize the huge potential of multimodal imaging and Raman spectroscopic imaging for diagnostic tasks powerful machine learning methods are necessary, which translate the experimental imaging data into medical information. This translation process is composed of image standardization, correction procedures to eliminate corrupting contributions within the acquired images, image enhancement methods and feature extraction procedures in the case of multimodal imaging. For Raman spectroscopic imaging advanced signal processing for correcting and standardizing the spectral data is necessary. After this so-called pre-processing was carried out, models like regression or classification methods can be applied to extract medical relevant information. This contribution shows, how the pre-processing have to be tailored to the measurement modalities and how the feature extraction has to be adapted to the samples and the specific diagnostic task to be solved.

Further Informations
Seminar "`Quantitative Biomedizin"'

Host
WIAS Berlin
Thursday, 15.11.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. G. Slekas, Vilnius Gediminas Technical University, Lithuania:
Solution of Boltzmann transport equation for photo-excited electrons in semiconductor with strong electric field
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Photoconductive terahertz antennas based on a low temperature grown gallium arsenide are one of the most popular and most promising terahertz wave generators developed so far. The operation of such antennas is based on relaxation of photo-excited electrons in high electric field. Electrons excited to the conductivity band of semiconductor are moving towards antennas contacts producing electric current, which induces terahertz pulse. Whereas the electron recombination time is less than picosecond, the dynamics of electrons is highly non-linear. Drift-diffusion model is the simplest non-trivial carrier transport model which is derived as the zeroth order moment of Boltzmann transport equation. For many decades it has been used as a basic tool for simulation of semiconductor devices. However, non-linear effects, such as electron velocity overshoot, are not described by drift-diffusion equations, so higher order transport models are used to include this effect into calculations. On the one hand, higher order models still require a lot of fine-tuning and a detailed understanding of the underlying physical phenomena. On the other hand, they are still not adapted to the case when initial distribution of electrons is far from thermal equilibrium, which is true in the latter case. Monte Carlo simulation is the golden tool for solution of Boltzmann equation. However this method is very computationally expensive, so it is not very reasonable for optimization problems.

Host
WIAS Berlin
Thursday, 15.11.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J. Shewchuk, University of California at Berkeley, USA:
Higher-quality tetrahedral mesh generation for domains with small angles by constrained Delaunay refinement
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Most algorithms for guaranteed-quality tetrahedral mesh generation create Delaunay meshes. Delaunay triangulations have many good properties, but the requirement that all tetrahedra be Delaunay often forces mesh generators to overrefine where boundary polygons meet at small angles---that is, they produce too many tetrahedra, making them too small. Relaxing the Delaunay property makes it possible both to reduce overrefinement and to obtain higher-quality tetrahedra.
We describe a provably good algorithm that generates high-quality meshes that are *constrained* Delaunay triangulations, rather than purely Delaunay. This change has two big advantages: it allows us to generate higher-quality tetrahedra than purely Delaunay algorithms do, and it allows us to cope much more successfully with domains that have small angles. Both theory and an implementation show that our algorithm does not overrefine near small domain angles.

Host
WIAS Berlin
Wednesday, 14.11.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. H. Meinlschmidt, RICAM, Linz, Österreich:
Maximal regularity in optimal control for quasilinear parabolic evolution equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 14.11.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. J. Pilz, Universität Klagenfurt:
The interplay between random field models for Bayesian spatial prediction and the design of computer experiments
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the first part of my talk, I will give an overview of recent work with my colleagues G. Spoeck and H. Kazianka in the area of Bayesian spatial prediction and design [1]-[5]. The Bayesian approach not only offers more flexibility in modeling but also allows us to deal with uncertain distribution parameters, and it leads to more realistic estimates for the predicted variances. Moreover, I will demonstrate how to apply copula methodology to Bayesian spatial modeling and use it to derive predictive distributions. I will also report on recent results for determining objective priors for the crucial nugget and range parameters of the widely used Matern-family of covariance functions. Briefly, I will also consider the problem of choosing an öptimal" spatial design, i.e. finding an optimal spatial configuration of the observation sites minimizing the total mean squared error of prediction over an area of interest. Our results will be illustrated by modeling environmental phenomena and designing a hyrogeological monitoring network in Upper Austria. In the second part of my talk I will report on modifying and transferring spatial random field models to make them accessible to the analysis of complex computer code. Over the last three decades, the design of computer experiments has rapidly developed as a statistical discipline at the intersection of the well established theories of DoE, stochastic processes, stochastic simulation and statistical parameter estimation, with the aim of approximating complex computer models to reproduce the behaviour of engineering, physical, biological, environmental and social science processes. We will focus on the use of Gaussian Processes (GPs) for the approximation of computer models, thereby stepping from simple parametric setups to using GPs as basis functions of additive models. Then we discuss the numerical problems associated with the estimation of the model parameters, in particular, the second-order (variance and correlation) parameters. To overcome these problems I will highlight joint recent work with my colleague N. Vollert [6] using Bayesian regularization, based on objective (reference) priors for the parameters. Finally, we will consider design problems associated with the search for numerical robustness of the estimation procedures. We illustrate our findings by modeling the magnetic field of a magnetic linear position detection system as used in the automotive industry. References: [1] H. Kazianka and J. Pilz: Bayesian spatial modeling and interpolation using copulas. Computers & Geosciences 37(3): 310-319, 2011 [2] H. Kazianka and J. Pilz: Objective Bayesian analysis of spatial data taking account of nugget andrange parameters. The Canadian Journal of Statistics 40(2): 304-327, 2012 [3] J. Pilz, H. Kazianka and G. Spoeck: Some advances in Bayesian spatial prediction and sampling design. Spatial Statistics 1: 65-81, 2012 [4] G. Spoeck and J. Pilz: Spatial sampling design based on spectral approximations of the errorprocess. In: Spatio-temporal design: Advances in Efficient Data Acquisition (W.G. Mueller and J. Mateu, Eds.), Wiley, New York 2013, 72-102 [5] G. Spoeck and J. Pilz: Simplifying objective functions and avoiding stochastic search algorithms in spatial sampling design. Front. Environ. Sci. 3:39: 1-22, 2015 [6] N. Vollert, M. Ortner and J. Pilz: Robust Additive Gaussian Process Models Using ReferencePriors and Cut-Off-Designs. To appear in: Applied Mathematical Modelling (2019), https://doi.org/10.1016/j.apm.2018.07.050

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 13.11.2018, 15:00 (WIAS-HVP-3.13)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
PhD E. J. Hall, Rheinisch-Westfälische Technische Hochschule Aachen:
Causality and Bayesian network PDE for multiscale representations of porous media
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
Hierarchical porous media that feature properties and processes at multiple scales arise in many engineering applications including the design of novel materials for energy storage devices. Microscopic (pore-scale) properties of the media impact their macroscopic (continuum- or Darcy-scale) counterparts and understanding the relationships between processes on these two scales is essential for informing engineering decision tasks. However, microscopic properties typically exhibit complex statistical correlations that present challenges for the estimation of macroscopic quantities of interest (QoIs), e.g., global sensitivity analysis (GSA) of macroscopic QoIs with respect to microscopic material properties that respect structural constraints. We present a systematic framework for building correlations into stochastic multiscale models through Bayesian networks. This allows us to construct the joint probability density function (PDF) of model parameters through causal relationships that emulate engineering processes related to the design of hierarchical nanoporous materials. Such PDFs also serve as input for the forward propagation of parametric uncertainty; our findings indicate that the inclusion of causal relationships impacts predictions of macroscopic QoIs. To assess the impact of correlations and causal relationships between microscopic parameters on macroscopic material properties, we use a moment-independent GSA based on the differential mutual information. Our GSA accounts for the correlated inputs and complex non-Gaussian QoIs. The global sensitivity indices are used to rank the effect of uncertainty in microscopic parameters on macroscopic QoIs, to quantify the impact of causality on the multiscale model's predictions, and to provide physical interpretations of these results for hierarchical nanoporous materials.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Tuesday, 13.11.2018, 14:15 (TUB-MA 415)
Oberseminar Nonlinear Dynamics
Dr. H. Stuke, Freie Universität Berlin:
A dynamical systems approach to outlier robust machine learning
more ... Location
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 415

Abstract
We consider a typical problem of machine learning - the reconstruction of probability distributions of observed data. We introduce the so-called gradient conjugate prior (GCP) update and study the induced dynamical system. We will explain the dynamics of the parameters and show how one can use insights from the dynamical behavior to recover the ground truth distribution in a way that is more robust agains outliers. The developed approach also carries over to neutral networks.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 13.11.2018, 13:30 (WIAS-406)
Seminar Materialmodellierung
A. Ch. Goeßmann, Fritz-Haber-Institut der Max-Planck-Gesellschaft:
Representing crystals for kernel-based learning of their properties
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Accurate modeling of many-body systems like crystals requires to capture their quantum-mechanical nature at the atomic scale. The solution of the associated electronic structure problem is however illusional due to the number of variables, but we obtain certain properties by computational-demanding methods like density-functional theory. In this talk, I will discuss the potential of kernel-based machine learning to circumvent this computational bottleneck and predict crystal properties. A crucial preliminary step is the representation of crystals, which has to satisfy different conditions for the learning to perform optimally.

Host
WIAS Berlin
Monday, 12.11.2018, 13:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Prof. A. Marciniak-Czochra, Universität Heidelberg:
Post-Turing tissue pattern formation: Insights from mathematical modelling
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Cells and tissue are objects of the physical world, and therefore they obey the laws of physics and chemistry, notwithstanding the molecular complexity of biological systems. What are the mathematical principles that are at play in generating such complex entities from simple laws? Understanding the role of mechanical and mechano-chemical interactions in cell processes, tissue development, regeneration and disease has become a rapidly expanding research field in the life sciences.To reveal the patterning potential of mechano-chemical interactions, we have developed two classes of mathematical models coupling dynamics of diffusing molecular signals with a model of tissue deformation. First we derived a model based on energy minimisation that leads to 4-th order partial differential equations of evolution of infinitely thin deforming tissue (pseudo-3D model) coupled with a surface reaction-diffusion equation. The second approach (full-3D model) consists of a continuous model of large tissue deformation coupled with a discrete description of spatial distribution of cells to account for active deformation of single cells. The models account for a range of mechano-chemical feedbacks, such as signalling-dependent strain, stress, or tissue compression. Numerical simulations show ability of the proposed mechanisms to generate development of various spatio-temporal structures. We compare the resulting patterns of tissue invagination and evagination to those encountered in developmental biology. We discuss analytical and numerical challenges of the proposed models and compare them to the classical Turing patterns as well as reaction-diffusion ODE models coupling diffusion-based cell-to-cell communication with intracellular signalling.

Host
WIAS Berlin
Wednesday, 07.11.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Th. Frenzel, WIAS Berlin:
Membrane limit for porous medium equation in weighted Wasserstein space
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We discuss the limit passage of a porous medium equation where a membrane is enclosed by two bulk-parts. The diffusion coefficient on the membrane-part scales like its thickness. By using a gradient structure with a weighted Wasserstein dissipation we perform the analysis by means of evolutionary Gamma-convergence. The major issue is then in deriving the effective dissipation potential. As a byproduct we obtain the transmission condition that couples the equations of the remaining bulk parts on the membrane with zero thickness.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 07.11.2018, 11:30 (WIAS-406)
Seminar Interacting Random Systems
A. Tóbiás, Technische Universität Berlin:
Signal to interference ratio percolation for Cox point processes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We study signal-to-interference plus noise ratio (SINR) percolation for Cox point processes, i.e., Poisson point processes with a random intensity measure. SINR percolation was first studied by O. Dousse et al. in the case of a two-dimensional Poisson point process. It is a version of continuum percolation where the connection between two points depends on the locations of all points of the point process. Continuum percolation for Cox point processes was recently studied by C. Hirsch, B. Jahnel and E. Cali. We study the SINR graph model for a stationary Cox point process in two or higher dimensions. We show that under suitable moment or boundedness conditions on the path-loss function and the intensity measure, this graph has an infinite connected component if the spatial density of points is large enough and the interferences are sufficiently reduced (without vanishing). This holds in all dimensions larger than 1 if the intensity measure is asymptotically essentially connected, and in two dimensions also if the intensity measure is only stabilizing but the connection radius is large. A prominent example of the intensity measure is the two-dimensional Poisson--Voronoi tessellation. We show that its total edge length in a given square has some exponential moments. We conclude that its SINR graph has an infinite cluster if the path-loss function is bounded and has a power-law decay of exponent at least 3.

Further Informations
Forschungsgruppenseminar Interacting Random System

Host
WIAS Berlin
Tuesday, 06.11.2018, 15:15 (FU Berlin)
Oberseminar Nonlinear Dynamics
Prof. em. Dr. L. Schimansky-Geier, Humboldt-University Berlin:
Celestial mechanics of fruit flies or a theory for mushroomers
more ... Location
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Abstract
The topic of global search in complex environments have been often investigated. But a search can also be local in the sense that it is centered at a given home position. In the latter case, the searcher does not only look for a new target but is also required to regularly return to the home position. Such behavior is typical for many insects and achieves technical importance for self-navigating robotic systems. We propose a stochastic nonlinear model for local search which does not distinguish between the two aims. The dynamics bases on an unique pursuit and escape behavior of the heading from the position vector realizing thereby optimal exploration of space and the return to the home. We discuss the mechanics of the searcher and inspect the role of noise. Such randomness is present in the decision making rule of selecting the new heading direction. We consider Levy noises with different degree of discontinuity and report about steady spatial densities for the searchers. Also we report about an optimal noise intensity that a searcher finds a target at nearby places. For this noise value the required time for finding the target becomes minimal which appears to be the consequence of different relaxation processes in the spatial and the angular dynamics. Further extensions of the model are discussed during the lecture.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 06.11.2018, 15:15 (FU Berlin)
Oberseminar Nonlinear Dynamics
I. Ovsyannikov, University of Hamburg:
Birth of discrete Lorenz attractors in global bifurcations
more ... Location
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 06.11.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. R. Tempone, Rheinisch-Westfälische Technische Hochschule Aachen:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, I will talk about our recent work where we address the approximation of functionals depending on a system of parti cles, described by stochastic differential equations (SDEs), in the mean-f ield limit when the number of particles is infinite. This problem is equiv alent to estimating the weak solution of the limiting McKean-Vlasov SDE. To that e nd, our approach uses systems with finite numbers of particles and a time-ste pping scheme. In this setting, there are two discretization parameters: the number of time steps and the number of particles. Based on these two parameters, we consider different variants of the Monte Carlo, Multilevel Monte Carlo (MLMC) and Multi-Index Monte Carlo methods and show that, based on som e assumptions that are verified numerically, we are able to achi eve a near- optimal work complexity in a typical setting.

Host
WIAS Berlin
Tuesday, 06.11.2018, 14:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. J. Meddocks, École Polytechnique Fédérale de Lausanne, Switzerland:
Estimating structured precision matrices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In my group's work on estimating parameter sets in coarse-grain (or multi-scale) sequence-dependent models of DNA we came across the following basic problem: For a given (positive-definite) covariance matrix (in our case estimated in standard ways from Molecular dynamics simulation time series) what is the "best fit" precision, or inverse covariance, matrix under the contraint that the precision matrix must have a prescribed block banded sparsity pattern. I will describe various known, but apparently not well known, results in this and related directions, involving maximum entropy and relative entropy and likelihood principles.

Host
WIAS Berlin
Thursday, 25.10.2018, 11:30 (WIAS-406)
Seminar Interacting Random Systems
A. Agazzi, Duke University, USA:
Large deviations and recurrence for chemical reaction networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The microscopic dynamics of well-stirred networks of chemical reactions are modeled as jump Markov processes. At large volume, one may expect in this framework to have a straightforward application of large deviation theory. This is not at all true, for the jump rates are typically neither globally Lipschitz, nor bounded away from zero, with both blowup and absorption as quite possible scenarios. In joint work with Amir Dembo and Jean-Pierre Eckmann, we utilize Lyapunov stability theory to bypass this challenges and to characterize a large class of network topologies that satisfy the full Wentzell-Freidlin theory of asymptotic rates of exit from domains of attraction. The extension of such results to the estimation of transitions times between metastable states further requires the positive recurrence of such processes. This property depends critically on dynamics at of the jump Process when the concentration of some of the components are small. Precise statements on the connection between this property and the structure of the underlying network are an active area of research.

Further Informations
Seminar Interacting Random Systems

Host
WIAS Berlin
Wednesday, 24.10.2018, 15:00 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. D. Tiba, Romanian Academy, Bucharest:
Implicit parametrizations and applications in optimization and control
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The talk will discuss necessary conditions (with less Lagrange multipliers), perturbations and general algorithms in non-convex optimization problems. Optimal control problems with mixed constraints, governed by ordinary differential equations, will also be studied in this context. The treatment is based on a recent approach to implicit systems, constructing parametrizations of the corresponding manifold, via iterated Hamiltonian equations.

Host
WIAS Berlin
Wednesday, 24.10.2018, 14:00 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. P. Colli, Università di Pavia, Italien:
Shape memory alloys, phase-field models, Cahn--Hilliard systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The title collects some special keywords for research fields in the framework of phase transitions and free boundary problems describing an important research area receiving attention, interest, and a number of significant contributions from Jürgen Sprekels. This talk will offer the speaker the possibility of reviewing some models, problems, and results in the analysis and optimal control of the related systems of partial differential equations. And, more than that, it will be a pleasure for him to recall some thirty years enjoying math by his collaboration with J. Sprekels.

Host
WIAS Berlin
Wednesday, 24.10.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. E. Stepanov, Russian Academy of Sciences, Russische Föderation:
Hybrid control in a model from molecular biology: Between continuous and discrete
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The central argument of the talk will be the rather modern concept in automated control: Hybrid controls through finite state machines in continuous dynamical models. It will be shown that hybrid systems present a highly complicated dynamics. Then a class of largely open problems arizing from molecular biology will be presented and studied, where the hybrid system comes out from a extra- ordinarily simple and completely classical models based on ODEs without any discrete object incorporated.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 23.10.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Naumov, National Research University Higher School of Economics, Russische Föderation:
Gaussian approximations for maxima of large number of quadratic forms of high-dimensional random vectors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Tuesday, 23.10.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. D. Tiba, Romanian Academy, Bucharest:
Optimal control methods in shape optimization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 17.10.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
A. Stephan, WIAS Berlin:
On reaction systems with different time scales
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, 17.10.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
M. Podolskij, Aarhus University, Denmark:
Statistical inference for fractional models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In recent years, fractional and moving average type models have gained popularity in economics and finance. Most popular examples include fractional Brownian/stable motion, rough volatility models and Hawkes processes. In this talk we will review some existing estimation methods and present new theoretical results.

Host
WIAS Berlin
Universität Potsdam
Humboldt-Universität zu Berlin
Tuesday, 16.10.2018, 15:15 (FU Berlin)
Oberseminar Nonlinear Dynamics
J. Sieber, University of Exeter, UK:
A nonsmooth saddle-node in a non-autonomous dynamical system
more ... Location
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 16.10.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Gasnikov, WIAS Berlin:
Unified view on accelerated methods for structural convex optimization problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 16.10.2018, 13:30 (WIAS-406)
Seminar Materialmodellierung
Dr. A. Yochelis, Ben-Gurion University of the Negev, Israel:
From solvent free to dilute electrolytes: A unified continuum approach
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 16.10.2018, 10:15 (WIAS-406)
Seminar Materialmodellierung
Dr. Ch. Kuhn/Dr. A. Schlüter, Technische Universität Kaiserslautern:
Phase field modelling of fracture -- From a mechanics point of view
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Materialmodellierung

Host
WIAS Berlin
October 8 – 10, 2018 (WIAS-ESH)
Workshop/Konferenz: AMaSiS 2018: Applied Mathematics and Simulation for Semiconductors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
University of Massachusetts
Tuesday, 25.09.2018, 15:00 (WIAS-HVP-3.13)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
F. Besold, Humboldt-Universität zu Berlin:
Adaptive clustering using kernel density estimators
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
We investigate statistical properties of a clustering algorithm suggested by Ingo Steinwart, Bharath K. Sriperumbudur and Philipp Thomann that receives level set estimates from a kernel density estimator and then estimates the first split in the density level cluster tree if such a split is present or detects the absence of such a split. Key aspects of the analysis include finite sample guarantees, consistency, rates of convergence, and an adaptive data-driven strategy for choosing the kernel bandwidth. For the rates and the adaptivity we do not need continuity assumptions on the density such as Hölder continuity, but only require intuitive geometric assumptions of non-parametric nature.

Host
WIAS Berlin
September 24 – 28, 2018 (WIAS-ESH)
Workshop/Konferenz: Analysis of Evolutionary and Complex Systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Universität Stuttgart
University of Warwick
Tuesday, 18.09.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. M. Th. Nair, Indian Institute of Technology Madras, Indien:
An inverse problem in parabolic PDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Tuesday, 18.09.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. A. Kruger, Federation University Ballarat, Australia:
Extremal principle revisited
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 13.09.2018, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. M. Akbas, Duzce University, Türkei:
The analogue of grad-div stabilization in DG methods for incompressible flows: limiting behavior and extension to tensor-product meshes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Grad-div stabilization is a classical remedy in conforming mixed finite element methods for incompressible flow problems, for mitigating velocity errors that are sometimes called poor mass conservation. Such errors arise due to the relaxation of the divergence constraint in classical mixed methods and are excited whenever the spacial discretization has to deal with comparably large and complicated pressures. In this contribution, an analogue of grad-div stabilization for Discontinuous Galerkin methods is studied. Here, the key is the penalization of the jumps of the normal velocities over facets of the triangulation, which controls the measure-valued part of the distributional divergence of the discrete velocity solution. Our contribution is twofold: first, we characterize the limit for arbitrarily large penalization parameters, which shows that the stabilized nonconforming Discontinuous Galerkin methods remain robust and accurate in this limit; second, we extend these ideas to the case of non-simplicial meshes; here, broken grad-div stabilization must be used in addition to the normal velocity jump penalization, in order to get the desired pressure robustness effect. Several numerical examples illustrate the theory and show their relevance for the simulation of practical, nontrivial flows.

Host
WIAS Berlin
Thursday, 13.09.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
V. Miloš, Charles University Prague:
Thermodynamics and electrochemical impedance spectroscopy - 1D model of YSZ electrolyte and triple phase boundary interface
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Electrochemical impedance spectroscopy (EIS) together with reliable models provides a powerful tool for analysing processes taking place in solid oxide cells (SOC). The presented model is derived within the framework of non-equilibrium thermodynamics [1, 2]. It is a suitable tool for description of the fundamental processes in charged mixtures [3, 4, 5], especially on interfaces, such as surface adsorption, bulk and surface diffusion, electrochemical reactions and formation of charged double layers. Special attention is dedicated to the thermodynamically consistent derivation of the boundary conditions and to handling of the electrical double layer. The contribution contains a derivation of 1D model for YSZ electrolyte and tripple boundary interface and also includes numerical solution of model partial differential equations. The implementation of finite element method (FEM) is done using open source library FEniCS. In order to explore the parametric space, EIS was simulated for a wide range of kinetic parameters of the model.
References:
1. De Groot, S. R., Mazur, P. Non-equilibrium thermodynamics., 1984.
2. Guhlke, Clemens. “Theorie der elektrochemischen Grenzfläche”, TU Berlin (2015).
3. Dreyer, W., Guhlke, C., Landstorfer, M. Electrochem. Commun. 43 (2014): 75-78.
4. Dreyer, W., Clemens, Guhlke, C., Müller, R. Ph. Chem. Chem. Ph. 17.40 (2015): 27176-27194.
5. Landstorfer, M., Guhlke, C., Dreyer, W. Electrochimica Acta 201 (2016): 187-219.


Host
WIAS Berlin
Tuesday, 11.09.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
F. Besold, Humboldt-Universität zu Berlin:
Adaptive clustering using kernel density estimators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We investigate statistical properties of a clustering algorithm suggested by Ingo Steinwart, Bharath K. Sriperumbudur and Philipp Thomann that receives level set estimates from a kernel density estimator and then estimates the first split in the density level cluster tree if such a split is present or detects the absence of such a split. Key aspects of the analysis include finite sample guarantees, consistency, rates of convergence, and an adaptive data-driven strategy for choosing the kernel bandwidth. For the rates and the adaptivity we do not need continuity assumptions on the density such as Hölder continuity, but only require intuitive geometric assumptions of non-parametric nature.

Host
WIAS Berlin
Monday, 03.09.2018, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Prof. Dr. B. Witzigmann, University of Kassel, Germany:
Carrier Injection Efficiency and Impurity Modeling in III-nitride LEDs (joint work with H. Fülle and F. Römer)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
III-nitride based multiple quantum well structures are the active region of choice for LEDs and lasers from the ultraviolet to the visible spectral regime. For maximum efficiency, the electron and hole carrier densities need to be distributed uniformly in the quantum wells at all relevant operating conditions. We analyze the carrier injection and distribution in polar and semi-polar LEDs using a microscopic carrier transport model. It is based on drift-diffusion currents, and quantum wells are treated as scattering centers, with self-consistent kp-band structure calculation for the quantum well carriers. Tunneling currents at hetero interfaces are included via an effective potential model. Impurities such as Si, Mg and O are activated according to a Schottky-type model. Their distribution is found from experimental SIMS data. The activation mode includes both the impurity density as well as the local electric field (Poole-Frenkel effect). Comparison to experimental data reveals the following findings: the hole injection efficiency depends critically on the proximity of the Mg dopants to the p-side quantum well. At the same time, electron leakage is suppressed by ionized Mg atoms forming an electrostatic barrier, which is reduced with rising current due to saturation of the acceptor levels. Impurities that form shallow donors (e.g. oxygen) also hamper the hole injection efficiency as they reduce the Mg ionization rate. In UV LEDs, special care has to be taken for electron injection into the deep quantum wells. Therefore a high performance LED requires nanoscale control of intentional and unintentional impurity distribution. Finally, it is shown that the ideality factor of the pin-diode contains information on the injection homogeneity of the LED.

Host
WIAS Berlin
Thursday, 23.08.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
M. Kantner, WIAS Berlin:
Hybrid quantum-classical modeling of quantum dot based single-photon sources
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 26.07.2018, 15:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. A. Drewitz, Universität zu Köln:
Phase transitions in some percolation models with long-range correlations on general graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider two fundamental percolation models with long-range correlations on reasonably general and well-behaved transient graphs: The Gaussian free field and (the vacant set) of Random Interlacements. Both models have been the subject of intensive research during the last years and decades, on $Z^d$ as well as on some more general graphs. We consider their percolation phase transition and investigate a couple of interesting properties of their critical parameters, in particular the existence of a phase transition. This talk is based on joint works with A. Prevost (Koeln) and P.-F. Rodriguez (Los Angeles).

Further Informations
FG 5 Seminar

Host
WIAS Berlin
Wednesday, 18.07.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. J. van Waaij, Humboldt Universität zu Berlin:
Adaptive nonparametric Bayesian methods for SDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider continuous time observations (Xt_0le tle T of the SDE dXt = Theta(Xt)dt + dWt: Our goal is estimating the unknown drift function Theta. Due to their numerical advantages, Bayesian methods are often used for this. In this talk I discuss optimal rates of convergence for these methods. I will start with an introduction to Bayesian methods for SDEs and what sufficient con- ditions are for posterior convergence. I show that the sufficient conditions are satisfied for the Gaussian process prior, which leads to optimal convergence rates, provided the smoothness of Theta matches the smootness of the Gaussian process. Adaptivity can be obtained by equipping the hyperparameter(s) of the Gaussian process prior with an additional prior. We discuss several choices for such hyperparameters. A new promising approach to obtain adaptivity is empirical Bayes. Here the optimal hyperparameters for the Gaussian process prior are first esti- mated from the data and then the prior with those hyperparameters plugged- in is used for the inference. This talk is based on van Waaij, 2018 and joint work with Frank van der Meulen (TU Delft), Moritz Schauer (Leiden University) and Harry van Zanten (University of Amsterdam).

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Thursday, 12.07.2018, 10:00 (WIAS-ESH)
Seminar Laserdynamik
Prof. D. Turaev, Imperial College London, GB:
On positive metric entropy conjecture
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 11.07.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Heida, WIAS Berlin:
Dynamic and hysteretic boundary conditions for the Mullins-Sekerka equation
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, 11.07.2018, 11:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. E. Meneses Rioseco, Leibniz-Institut für Angewandte Geophysik, Hannover:
Modeling, simulation and optimization of geothermal reservoir -- THMC (thermo-hydraulical, mechanical, chemical) processes involved
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Geothermal energy constitutes an important renewable energy that can significantly contribute to the energy transition in Germany. The optimization of the geothermal energy extraction in the underground is a multi-variable and multi-scale optimization problem that has not been extensively addressed in the scientific community. Understanding and minimizing the risks, in particular induced seismicity, that the exploitation of deep geothermal energy may pose is of major public and scientific concern.
Robust mathematical models and numerical methods are required to capture the complex interplay of thermal, hydraulic, mechanical and chemical (THMC) processes in heterogeneous and anisotropic medium domains. In addition, the distribution and implementation of material properties in topologically complex 3D modeling domains is an ongoing effort. Considerable effort is required to realistically implement the complex architecture that results from highly heterogeneous and anisotropic geologic media.
This work presents a general overview of the mathematical formulations of the transport phenomena of mass, energy and momentum in porous and fractured geothermal reservoirs and emphasizes the current challenges faced for the simulation of the main risks (e.g. induced seismicity) that result from the complex interaction of THMC processes during the operation of geothermal plants and the need of complex optimization methods.
This presentation aims at encouraging the collaboration between the Leibniz Institute of Applied Geophysics (LIAG) and the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) within the framework of the Leibniz MMS network.

Host
WIAS Berlin
Monday, 09.07.2018, 14:00 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
N. Berglund, Iniversite d'Orleans, Universite de Tours, CNRS, Frankreich:
Metastable dynamics of Allen--Cahn SPDEs on the torus
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Stochastic processes subject to weak noise often show a metastable behaviour, meaning that they converge to equilibrium extremely slowly; typically, the convergence time is exponentially large in the inverse of the variance of the noise (Arrhenius law). In the case of finite-dimensional Ito stochastic differential equations, the large-deviation theory developed in the 1970s by Freidlin and Wentzell allows to prove such Arrhenius laws and compute their exponent. Sharper asymptotics for relaxation times, including the prefactor of the exponential term (Eyring--Kramers laws) are known, for instance, if the stochastic differential equation involves a gradient drift term and homogeneous noise. One approach that has been very successful in proving Eyring--Kramers laws, developed by Bovier, Eckhoff, Gayrard and Klein around 2005, relies on potential theory. I will describe Eyring--Kramers laws for some parabolic stochastic PDEs such as the Allen--Cahn equation on the torus. In dimension 1, an Arrhenius law was obtained in the 1980s by Faris and Jona-Lasinio, using a large-deviation principle. The potential-theoretic approach allows us to compute the prefactor, which turns out to involve a Fredholm determinant. In dimensions 2 and 3, the equation needs to be renormalized, which turns the Fredholm determinant into a Carleman--Fredholm determinant. Based on joint work with Barbara Gentz (Bielefeld), and with Giacomo Di Gesù (Vienna) and Hendrik Weber (Warwick).

Host
Freie Universität Berlin
WIAS Berlin
Thursday, 05.07.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
N. Owschimikow, TU Berlin:
Carrier dynamics in InAs submonolayer quantum dots
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 04.07.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Mankau, Technische Universität Dresden:
A descent step algorithm based on generalized gradients on sets
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 03.07.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Pigato, WIAS Berlin:
Asymptotic analysis of rough volatility models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 29.06.2018, 14:30 (WIAS-ESH)
Halbleiterseminar
Dr. M. Caro, Aalto University, Finnland:
Growth of amorphous carbon simulated with a machine-learning based interatomic potential
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Friday, 29.06.2018, 14:00 (WIAS-ESH)
Halbleiterseminar
Prof. Dr. M. Willatzen, Technical University of Denmark, Dänemark:
Strain and symmetry effects in Bi2Se3 thin films using the k·p method
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Wednesday, 27.06.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. L. Berlyand, Pennsylvania State University, USA:
Free boundary PDE models of active gels
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 27.06.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
S. Nagy, Charles University, Prague:
Statistical depth for functional data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The concept of data depth is an attempt to generalize quantiles to complex data (random vectors, random functions, or distributions on manifolds and graphs). The main idea is, for a general space S, to assign to any points from S its depth D(s; P) with respect to a probability distribution P on S. The depth D(s; P) says how "centrally located" s is with respect to P. The point maximizing D(:; P) over the sample space is a generalized median; loci of points with high depth constitute inner depth-quantile regions of P. We study depth designed for functional data, and its general framework. We show that most known functional depths can be classi ed into few groups, within which they share similar theoretical properties. We focus on uniform sample consistency results, and demonstrate that some well-known approaches to depth assessment are hardly theoretically adequate.

Host
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 26.06.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Suvorikova, WIAS Berlin:
CLT in 2-Wasserstein space
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 26.06.2018, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. T. Iliescu, Virginia Tech, USA:
Physically-constrained data-driven correction for reduced order modeling of fluid flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We propose a data-driven correction reduced order model (DDC-ROM) framework for the numerical simulation of fluid flows, which can be formally written as DDC-ROM = Galerkin-ROM + Correction. The new DDC-ROM is constructed by using ROM spatial filtering and data-driven ROM closure modeling (for the Correction term). Furthermore, we propose a physically-constrained DDC-ROM (CDDC-ROM), which aims at improving the physical accuracy of the DDC-ROM. The new physical constraints require that the CDDC-ROM operators satisfy the same type of physical laws (i.e., the Correction term's linear component should be dissipative and the Correction term's nonlinear component should conserve energy) as those satisfied by the fluid flow equations. To implement these physical constraints, in the data-driven modeling step, we replace the unconstrained least squares problem with a constrained least squares problem. We perform a numerical investigation of the new CDDC-ROM and standard DDC-ROM for a 2D channel flow past a circular cylinder at Reynolds numbers Re=100, Re=500, and Re=1000. To this end, we consider a reproductive regime as well as a predictive (i.e., cross-validation) regime in which we use as little as 50 % of the original training data. The numerical investigation clearly shows that the new CDDC-ROM is significantly more accurate than the DDC-ROM in both regimes.

Host
WIAS Berlin
June 25 – 27, 2018 (TU-H2036)
Workshop/Konferenz: Interplay of Random Media and Stochastic Interface Models (RMSI2018)
more ... Location
Technische Universität, Straße des 17. Juni 135, 10623 Berlin, Main building, Room H 2036

Host
Technische Universität Berlin
Wednesday, 20.06.2018, 14:30 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Prof. Dr. M. C. Ferris, Computer Sciences Department and Wisconsin Institute for Discovery, University of Wisconsin-Madison, USA:
Modelling 100 percent renewable electricity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the past few decades, power grids across the world have become dependent on markets that aim to efficiently match supply with demand at all times via a variety of pricing and auction mechanisms. These markets are based on models that capture interactions between producers, transmission and consumers. Energy producers typically maximize profits by optimally allocating and scheduling resources over time. A dynamic equilibrium aims to determine prices and dispatches that can be transmitted over the electricity grid to satisfy evolving consumer requirements for energy at different locations and times. Computation allows large scale practical implementations of socially optimal models to be solved as part of the market operation, and regulations can be imposed that aim to ensure competitive behaviour of market participants. The recent explosion in the use of renewable supply such as wind, solar and hydro has led to increased volatility in this system. We develop models that aim to ensure enough generation capacity for the long term under various constraints related to environmental concerns, and consider the recovery of costs for this enhanced infrastructure. We demonstrate how risk can impose significant costs on the system that are not modeled in the context of socially optimal power system markets and highlight the use of contracts to reduce or recover these costs. We also outline how battery storage can be used as an effective hedging instrument.

Host
WIAS Berlin
Wednesday, 20.06.2018, 10:00 (WIAS-406)
Forschungsseminar Mathematische Statistik
Prof. Z. Shi, Tsinghua University, Beijing, China:
PDE-based methods for Interpolation on High Dimensional Point Cloud
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Interpolation on high dimensional point cloud provides a fundamental model in many data analysis and machine learning problems. In this talk, we will present some PDE based methods to do interpolation on point cloud. Applications in image processing and data analysis are shown to demonstrate the performance of our methods.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 19.06.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. Z. Shi, Tsinghua University, Beijing, China:
Low dimensional manifold model for image processing
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, I will introduce a novel low dimensional manifold model for image processing problem. This model is based on the observation that for many natural images, the patch manifold usually has low dimension structure. Then, we use the dimension of the patch manifold as a regularization to recover the original image. Using some formula in differential geometry, this problem is reduced to solve Laplace-Beltrami equation on manifold. The Laplace-Beltrami equation is solved by the point integral method. Numerical tests show that this method gives very good results in image inpainting, denoising and super-resolution problem. This is joint work with Stanley Osher and Wei Zhu.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 19.06.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. G. Hu, Beijing Computational Science Research Center, China:
Outgoing radiation conditions for the Helmholtz equation in inhomogeneous periodic media
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 18.06.2018, 15:00 (WIAS-406)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. J. Pfefferer, TU München:
hp-finite elements for fractional diffusion
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we introduce and analyze a numerical scheme based on hp-finite elements to solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a semi-infinite cylinder in one more spatial dimension. After a suitable truncation of this cylinder, the resulting problem is discretized with linear finite elements in the original domain and with hp-finite elements in the extended direction. The proposed approach yields a reduction of the computational complexity in terms of degrees of freedom and even has slightly improved convergence properties compared to the state-of-the-art discretization using linear finite elements for both the original domain and the extended direction. The performance of the method is illustrated by numerical experiments.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
June 18 – 20, 2018 (WIAS-ESH)
Workshop/Konferenz: Nonlinear Dynamics in Semiconductor Lasers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 14.06.2018, 15:00 (WIAS-405-406)
Seminar Numerische Mathematik
Prof. L. Shen, University of the Chinese Academy of Sciences, Beijing:
Implicitizing rational tensor product surfaces using the resultant of three moving planes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Implicitizing rational surfaces is a fundamental computational task in Computer Graphics and Computer Aided Design. Ray tracing, collision detection, and solid modeling all benefit from implicitization procedures for rational surfaces. Recently a popular method is based on analysis of moving planes (syzygies): construct the implicit matrix using moving planes or compute the resultant of μ-basis. The moving planes method relies on the construction of appropriate moving planes. The μ-bases for rational surfaces are difficult to compute. Moreover, μ-bases for a rational surface often have high degrees, so these resultants generally contain many extraneous factors.
Here we develop fast algorithms to implicitize rational tensor product surfaces by computing the resultant of three moving planes corresponding to three syzygies with low degrees. These syzygies are easy to compute, and the resultants of the corresponding moving planes generally contain fewer extraneous factors than the resultants of the moving planes corresponding to μ-bases. We predict and compute all the possible extraneous factors that may appear in these resultants.

Host
WIAS Berlin
Thursday, 14.06.2018, 14:00 (WIAS-405-406)
Seminar Numerische Mathematik
Dr. M. Evans, TU Berlin:
Surfaces and tangling
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
In biological systems, hyperbolic surfaces are readily identifiable as critical to function. This talk will introduce a few interesting systems that motivate thinking in this direction, followed by a more formal mathematical process that aims to probe the realm of complicated three-dimensional structure, in particular highly tangled materials.

Host
WIAS Berlin
June 14 – 16, 2018 (WIAS-ESH)
Workshop/Konferenz: 9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Technische Universität Berlin
University of Oxford
Wednesday, 13.06.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
M. Mittnenzweig, WIAS Berlin:
Hydrodynamic limit and large deviations for reaction--diffusion master equations
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, 13.06.2018, 13:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. K. Welker, Universität Trier:
Constrained shape optimization problems in shape spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Shape optimization problems arise frequently in technological processes which are modelled in the form of partial differential equations (PDEs) or variational inequalities (VIs). In many practical circumstances, the shape under investigation is parametrized by finitely many parameters, which on the one hand allows the application of standard optimization approaches, but on the other hand limits the space of reachable shapes unnecessarily. In this talk, the theory of shape optimization is connected to the differential-geometric structure of shape spaces. In particular, efficient algorithms in terms of shape spaces and the resulting framework from infinite dimensional Riemannian geometry are presented. In this context, the space of H^1/2-shapes is defined. The H^1/2-shapes are a generalization of smooth shapes and arise naturally in shape optimization problems. Moreover, VI constrained shape optimization problems are treated from an analytical and numerical point of view in order to formulate approaches aiming at semi-smooth Newton methods on shape vector bundles. Shape optimization problems constrained by VIs are very challenging because of the necessity to operate in inherently non-linear and non-convex shape spaces. In classical VIs, there is no explicit dependence on the domain, which adds an unavoidable source of non-linearity and non-convexity due to the non-linear and non-convex nature of shape spaces.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 13.06.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. A. Celisse, Universite des Sciences et Technologies de Lille, France:
Early stopping rule and discrepancy principle in reproducing kernel Hilbert spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The main focus of this work is on the nonparametric estimation of a regression function by means of reproducing kernels and several iterative learning algorithms such as gradient descent, spectral cut-off, Tikhonov regularization,... First, we exploit the general framework of filter estimators to provide a unified analysis of these different algorithms. With the Tikhonov regularization, we will discuss the in uence of the parametrization on the interaction between the condition number of the Gram matrix and the number of iterations. More generally, we also discuss existing links between the qualification assumption and the used filter estimators. Second, we introduce an early stopping rule derived from the so-called discrepancy principle. Its behavior is compared with that one of other existing stopping rules and analyzed through the understanding of the dependence of the empirical risk with respect to in uential parameters (Gram matrix eigenvalues, cumulative step size, initialization). An oracle-type inequality is derived to quantify the finite-sample performance of the proposed stopping rule. The practical performance of the procedure is also empirically assessed from several simulation experiments.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 12.06.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Dvurechensky, WIAS Berlin:
Distributed calculation of Wasserstein barycenters
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We study the semi-discrete optimal transport problem of decentralized distributed computation of a discrete approximation for regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. Particularly, we assume that there is a network of agents/machines/computers where each agent holds a private continuous probability measure, and seek to compute the barycenter of all the measures in the network by getting samples from its local measure and exchanging information with its neighbors. Motivated by this problem, we develop a novel accelerated primal-dual stochastic gradient descent method for general stochastic convex optimization problems with linear equality constraints, and modify it for decentralized distributed optimization setting to generate a new algorithm for the distributed semi-discrete regularized Wasserstein barycenter problem. The proposed algorithm can be executed over arbitrary networks that are undirected, connected and static, using the local information only. Moreover, we show explicit non-asymptotic convergence rates in terms of the problem parameters. Finally, we show the effectiveness of our method on the distributed computation of the regularized Wasserstein barycenter of univariate Gaussian and von Mises distributions; as well as some applications to image aggregation.

Host
WIAS Berlin
Tuesday, 12.06.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. M. Peters, Eidgenössische Technische Hochschule Zürich, Schweiz:
Uncertainty quantification for elliptic PDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 11.06.2018, 16:00 (WIAS-406)
Seminar Laserdynamik
I. Bačić, University of Belgrade:
Stochastic dynamics in systems of adaptively coupled active rotators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 11.06.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. D. Knees, Universität Kassel:
Rate-independent processes with time-discontinuous data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Rate-independent processes typically exhibit nonsmooth behavior even if the given data are smooth in time. If the underlying energy functional is nonconvex, then discontinuous solutions appear. Meanwhile, there is a wide variety of solution concepts dealing with such discontinuities. However, in these investigations it is typically assumed that the given data (applied loads in the mechanical context) are in some sense differentiable with respect to time. But this excludes processes, where for instance the loads are switched on or off instantaneously. The aim of this lecture is to discuss for a prototypical rate-independent model with a nonconvex energy functional a solution concept that allows for discontinuous data. The idea is to start from a vanishing viscosity procedure and to identify as precisely as possible the limit process. If time permits the results are put into relation with the results from [1], where the convex case is treated in the framework of Kurzweil-integrals.
The lecture relies on joint work with Chiara Zanini (Politecnico di Torino) and discussions with Pavel Krejci.
[1] P. Krejci, M. Liero, Rate independent Kurzweil processes, Appl. Math., Praha, 54(2):117--145,2009.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 06.06.2018, 16:00 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. S. Ko, Oxford University, GB:
Analysis and approximation of incompressible chemically reacting non-Newtonian fluids
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 06.06.2018, 10:00 (WIAS-HVP-3.13)
Forschungsseminar Mathematische Statistik
I. Cialenco, Illinois Institute of Technology:
Parameter estimation problems for parabolic SPDEs
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
In the rst part of the talk we will discuss the parameter estimation problem using Bayesian approach for the drift coecient of some linear (parabolic) SPDEs driven by a multiplicative noise of special structure. We assume that one path of the rst N Fourier modes of the solution are continuously observed over a nite time interval, and we derive Bayesian type estimators for the drift coefficient. As custom for Bayesian statistics, we prove a Bernstein--Von Mises theorem for the posterior density, and consequently, we derive some asymptotic properties of the proposed estimators, as N goes to in nity. In the second part of the talk we will study parameter estimation problems for discretely sampled SPDEs. We will discuss some general results on derivation of consistent and asymptotically normal estimators based on computation of the p-variations of stochastic processes and their smooth perturbations, that consequently are conveniently applied to SPDEs. Both the drift and the volatility cofficients are estimated using two sampling schemes - observing the solution at a xed time and on a discrete spatial grid, and at a xed space point and at discrete time instances of a nite interval. The theoretical results will be illustrated via numerical examples.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 05.06.2018, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Prof. Dr. J. Starke, Universität Rostock:
Multiscale analysis of collective behaviour in particle systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 05.06.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Priv.-Doz. Dr. P. Mathé, WIAS Berlin:
Nyström subsampling for regression functions of low smoothness
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 05.06.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
D. Walter, Technische Universität München:
Sparse sensor placement for inverse problems: From finite to infinite dimensional parameters
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 30.05.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. J. F. Rodrigues, University of Lisbon, Portugal:
Evolutionary quasi-variational and variational inequalities with constraints on the derivatives
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I shall present a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination of partial derivatives of the solutions, which is a joint work with Lisa Santos and Fernando Miranda. The quasi-linear operators are of monotone type, but are not required to be coercive for the existence of weak solutions, which is obtained by a double penalisation/regularisation for the approximation of the solutions. In the case of time-dependent convex sets that are independent of the solution, we show also the uniqueness and the continuous dependence of the strong solutions of the variational inequalities, extending previous results to a more general framework and including several models that will be surveyed.

Further Informations
Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 30.05.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
F. Schäfer, California Institute of Technology, USA:
Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Many popular methods in machine learning, statistics, and uncertainty quantification rely on priors given by smooth Gaussian processes, like those obtained from the Matern covariance functions. Furthermore, many physical systems are described in terms of elliptic partial differential equations. Therefore, implicitely or explicitely, numerical simulation of these systems requires an ecient numerical representation of the corresponding Green's operator. The resulting kernel matrices are typically dense, leading to (often prohibitive) O (N^2) or O(N^3) computational complexity. In this work, we prove rigorously that the dense N x N kernel matrices obtained from elliptic boundary value problems and measurement points distributed approximately uniformly in a d-dimensional domain can be Cholesky factorised to accuracy  in computational complexity O(N log^2(N) log^2d(N/e)) in time and O (N log(N) log d(N/e)) in space. For the closely related Matern covariances we observe very good results in practise, even for parameters corresponding to non-integer order equations. As a byproduct, we obtain a sparse PCA with near-optimal low-rank approximation property and a fast solver for elliptic PDE. We emphasise that our algorithm requires no analytic expression for the covariance function. Our work is inspired by the probabilistic interpretation of the Cholesky factorisation, the screening effect in spatial statistics, and recent results in numerical homogenisation.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 29.05.2018, 15:15 (FU Berlin)
Oberseminar Nonlinear Dynamics
M. Banaji, Middlesex University London, England:
Inheritance of behaviours in bio/chemical networks
more ... Location
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Abstract
Consider the following imprecise questions about dynamical systems with some network structure: If a small network is embedded in a larger one, then must the larger one "inherit" some behaviours of the smaller one? Can the presence of certain "motifs" be sensibly used to make predictions about dynamical behaviours of a network? Once such questions are phrased precisely, the answers turn out to depend on the class of networks studied, the dynamical behaviour of interest and, crucially, the chosen notion of ßubnetwork". My talk will focus on some recent results on chemical reaction networks (CRNs), where the behaviours in question are multistationarity and oscillation. Network modifications such as adding or deleting reactions, adding or deleting species from reactions, and inserting intermediates into a reaction are considered for their effects on multistationarity and oscillation. For example, it can be shown that both behaviours are inherited in the induced subnetwork partial ordering on fully open CRNs, but the same does not hold for general CRNs. Under certain mild assumptions, growing a CRN by inserting intermediates into reactions preserves the capacity for multistationarity in a CRN. The theorems are proved using essentially local techniques -- the implicit function theorem and regular and singular perturbation theory -- and hold for various kinetics including (but not exclusively) mass action kinetics. The results on multisationarity are joint with Casian Pantea.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 29.05.2018, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. G. Panasenko, University of Lyon, Frankreich & University of Chile:
Asymptotic analysis of wave propagation in a laminated beam with contrasting stiffness of the layers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The wave equation in a thin laminated beam is considered in the case when the ratio of the thickness and the length is a small parameter e, while the ratio of the stiffness coefficients of the layers is a great parameter w. The question of an approximation of such a beam by the one dimensional models is discussed. It is shown that the classical homogenized approximation is valid for the case of sufficiently small value of the product of e square by w. If this product is not small then the classical model should be replaced by a multicomponent homogenization model analogous to [1, 2]. The waves in such multicomponent beam model can have multiple wave velocities. This result generalizes [3] Section 2.6.

[1] Panasenko, G.P. “Averaging of processes in strongly in homogeneous media”, Doklady Akademii Nauk SSSR, 1988, 298, 1, 76--79 (in Russian). English transl. in Soviet Phys. Dokl., 1988, 33.
[2] Panasenko, G.P. “Multicomponent homogenization of processes in strongly non-homogeneous structures” Mathematics USSRSbornik, 1990, 181, 1, 134--142 (in Russian); English transl. in Math. USSR Sbornik, 1991, 69, 1, 143--153.
[3] Panasenko, G.P. “Multi-Scale Modelling for Structures and Composites”, Springer, Dordrecht, 2005, 398 pp.

Host
WIAS Berlin
Monday, 28.05.2018, 14:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. F. J. Romero Hinrichsen, ETH Zurich, Schweiz:
Dynamical super-resolution with applications to ultrafast ultrasound
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Recently there has been a successful development in ultrasound imaging, increasing significantly the sampling rate and therefore enhancing this imaging's capacities. In particular, for vessel imaging, the use of microbubble tracking allows us to super-resolve blood vessels, and by estimating the particles' speeds inside them, it is possible to calculate the vessels' diameters. In this context, we model the microbubble tracking problem, formulating it in terms of a sparse spike recovery problem in the phase space (the position and velocity space), that allows us to obtain simultaneously the speed of the microbubbles and their location. This leads to an L1 minimization algorithm for point source tracking, that promises to be faster than current alternatives.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 23.05.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. P. Colli, Università di Pavia, Italien:
A Cahn--Hilliard system with convection and dynamic boundary conditions: Well-posedness and optimal velocity control
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, 23.05.2018, 13:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. A. Alphonse, WIAS:
Directional differentiability for elliptic QVIs of obstacle type
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Quasi-variational inequalities (QVIs) are generalisations of variational inequalities where the associated constraint set is no longer explicitly given but it depends on the solution itself. In this talk, we present some work on the directional differentiability of the multi-valued mapping that takes the source term of a QVI onto the set of solutions. This result represents a first step in the study of differential sensitivity of QVIs in infinite dimensions. We also discuss an application to thermoforming and show some numerical experiments.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 23.05.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. M. Reiß/R. Altmeyer, Humboldt-Universität zu Berlin:
A nonparametric estimation problem for linear SPDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
(Please find here)

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 22.05.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. T. Kley, Humboldt-Universität zu Berlin:
Sequential detection of structural changes in irregularly observed data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Online surveillance of time series is traditionally done with the aim to identify changes in the marginal distribution under the assumption that the data between change-points is stationary and that new data is observed at constant frequency. In many situations of interest to data analysts, the classical approach is too restrictive to be used unmodified. We propose a unified system for the monitoring of structural changes in streams of data where we use generalised likelihood ratio-type statistics in the sequential testing problem, obtaining the flexibility to account for the various types of changes that are practically relevant (such as, for example, changes in the trend of the mean). The method is applicable to sequences where new observations are allowed to arrive irregularly. Early identification of changes in the trend of financial data can assist to make trading more profitably. In an empirical illustration we apply the procedure to intra-day prices of components of the NASDAQ-100 stock market index. This project is joint work with Piotr Fryzlewicz.

Host
WIAS Berlin
Tuesday, 22.05.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. M. Yamamoto, University of Tokyo, Japan:
Inverse problems of determining moving sources in diffusion equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 17.05.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Prof. U. Leonhardt, Weizmann Institute of Science, Israel:
Light at the horizon
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 17.05.2018, 15:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. N. Petrelis, Université de Nantes, Frankreich:
Scaling limit of the Interacting partially directed self-avoiding walk at criticality
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar FG 5

Host
WIAS Berlin
Thursday, 17.05.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
C. Geiersbach, Universität Wien, Österreich:
A projected stochastic gradient algorithm for optimization with random elliptic PDE constraints
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 16.05.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. A. Mielke, WIAS Berlin:
Finding limiting dissipative potentials via EDP convergence
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A gradient structure for an evolutionary system is a triple, a so-called gradient system, consisting of a state space, a possibly time-dependent energy functional, and a dissipation potential that induces the given evolutionary system. The gradient structure, which is not unique, contains additional thermodynamical information, e.g. on the fluctuations in an associated microscopic model. Considering a family of gradient systems depending on a small parameter, it is natural to ask for the limiting or effective gradient system if the parameter tends to 0. We propose some ideas towards the derivation of the effective gradient structure that are based on De Giorgi's Energy-Dissipation Principle (EDP). We discuss several versions of EDP convergence and show by examples that the theory is flexible enough to allow situations where starting from quadratic dissipation potentials we arrive at effective dissipation potentials that are no longer quadratic.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 16.05.2018, 13:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Ass.-Prof. Dr. L. Banz, Universität Salzburg, Österreich:
A posteriori error estimates for $hp$-dual mixed finite elements by implicit reconstruction
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A posteriori error estimates are derived for dual mixed methods of $hp$-adaptive finite elements for variational equations as well as for variational inequalities. The error control relies on the use of a special, but never computed, $H^1$-reconstruction of the non-smooth discrete potential. Thus, no post-processing reconstruction (and therewith no additional computation) is needed. Moreover, the use of the discrete potential instead of its reconstruction improves significantly the error estimation in terms of the numerical efficiency indices which are nearly constant and close to one in the numerical experiments. Numerical experiments demonstrate the convergence rates and the efficiency indices of these a posteriori error estimates in $h$- and $hp$-adaptivity.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 16.05.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. M. Jirak, TU Braunschweig; M. Wahl, Humboldt-Universität zu Berlin:
Relative perturbation bounds with applications to empirical covariance operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A problem of fundamental importance in quantitative science is to estimate how a perturbation of a covariance operator effects the corresponding eigenvalues and eigenvectors. Due to its importance, this problem has been heavily investigated and discussed in the literature. In this talk, we present general perturbation expansions for a class of symmetric, compact operators. Applied to empirical covariance operators, these expansions allow us to describe how perturbations carry over to eigenvalues and vectors in terms of necessary and sucient conditions, characterising the perturbation transition. We demonstrate the usefulness of these expansions by discussing pca and fpca in various setups, including more exotic cases where the data is assumed to have high persistence in the dependence structure or exhibits (very) heavy tails. This talk is jointly given by Moritz Jirak and Martin Wahl, and divided into two parts

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 15.05.2018, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. A. Linke, WIAS Berlin:
On the role of the Helmholtz--Leray projector for a novel pressure-robust discretization theory for the incompressible Navier--Stokes equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The talk discusses several physical regimes of the incompressible Navier--Stokes equations with respect to the role of the pressure and the role of the Helmholtz--Leray projector in the Navier--Stokes momentum balance. It is emphasized that not the forces in the momentum balance themselves matter for the complexity of the flow field, but their Helmholtz--Leray projector. Since the Helmholtz--Leray projector vanishes for arbitrary gradient fields, a semi norm and a corresponding equivalence class of forces play naturally a major role for the evolution of incompressible flows. Novel pressure-robust mixed finite element methods are designed for an appropriate discrete treatment of this equivalence class of forces. On the contrary, classical, (only) inf-sup stable mixed methods do not care about the existence of such an equivalence class. In order to deliver accurate simulation results, they have to resort to expensive high order ansatz spaces. Finally, the talk will indicate suitable applications for efficient and accurate low-order pressure-robust mixed methods like flows with electrolytes and flows with stagnation points, and it will discuss possible extensions to compressible low-Mach number flows.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 15.05.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Coghi, WIAS Berlin:
Interacting particle systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 09.05.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. A. Jüngel, Technische Universität Wien, Österreich:
Cross-diffusion systems with entropy structure
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 09.05.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. G. Kutyniok, Technische Universität Berlin:
Optimal approximation with sparsely connected deep neural networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Despite the outstanding success of deep neural networks in real-world applications, most of the related research is empirically driven and a mathematical foundation is almost completely missing. One central task of a neural network is to approximate a function, which for instance encodes a classi cation task. In this talk, we will be concerned with the question, how well a function can be approximated by a neural network with sparse connectivity. Using methods from approximation theory and applied harmonic analysis, we will derive a fundamental lower bound on the sparsity of a neural network. By explicitly constructing neural networks based on certain representation systems, so-called -shearlets, we will then demonstrate that this lower bound can in fact be attained. Finally, we present numerical experiments, which surprisingly show that already the standard backpropagation algorithm generates deep neural networks obeying those optimal approximation rates. This is joint work with H. B?olcskei (ETH Zurich), P. Grohs (Uni Vienna), and P. Petersen (TU Berlin).

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 08.05.2018, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Prof. M. Timme, Technische Universität Dresden:
Network dynamics as an inverse problem
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 08.05.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. V. Avanesov, WIAS Berlin:
SDE's, Gaussian processes, clusters, etc.
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 08.05.2018, 13:30 (WIAS-406)
Seminar Materialmodellierung
Dr. S. Praetorius, Technische Universität Dresden:
From individual motion to collective cell migration
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
here

Host
WIAS Berlin
Monday, 07.05.2018, 13:15 (WIAS-406)
Halbleiterseminar
Dr. A. Glitzky, WIAS Berlin:
Thermodynamically consistent models for coupling reaction-diffusion effects in bulk and interfaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Thursday, 03.05.2018, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
L. Feierabend, Universität Duisburg-Essen:
Model development for flowing slurry electrodes in zinc-air batteries
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Slurry or suspension electrodes are gaining a renewed interest for large-scale energy storage technologies due to potentially higher energy densities compared to redox flow batteries [1]. A suspension electrode typically consists of a liquid electrolyte and a solid material, which is chemically active and electrically conducting. For the investigated zinc-air flow batteries employing a suspension electrode, microscopic zinc particles are suspended in an aqueous potassium hydroxide electrolyte [2, 3]. Sedimentation of the metallic zinc is minimized by adding a gelling agent to the electrolyte. The gelling agent and the high particle loading lead to a pseudo-plastic rheological behavior. When the flowable suspension electrode is pumped through the channels of the zinc-air fuel cell setup, the dynamic percolation network within the suspension dictates the active electrode surface area and the maximum discharge power density. Therefore, it is desirable to investigate the influence of the local flow conditions on the particle percolation and consequently the electrochemical performance of the battery cell with adequate simulation methods. In the developed three-dimensional numerical model for the flowing suspension electrode, the complex, non-Newtonian two-phase flow is approximated by a coupling of an Eulerian continuum description for the electrolyte and a discrete, Lagrangian particle description for the motion and interaction of the microscopic particles. The partial differential equations for momentum, species, charge and energy are discretized by the finite volume method and implemented in the OpenFOAM library [4]. The particle motion including multiple simultaneous particle contacts is described with the discrete element method using the LIGGGHTS library [5]. Coupling between the particle and fluid phase is realized with the CFD-DEM method using the CFDEM library [5], where an empirical description accounts for the momentum exchange between the non-Newtonian fluid and the densely distributed particle assemblies. Due to relatively high particle concentrations, the volume displacement by the particles is considered in the electrolyte continuum model. A half-cell model for the anode part of the zinc-air flow battery is implemented, which accounts for the flow characteristics via the described CFD-DEM coupling method. Simultaneously, the charge and species transport is considered according to the classic porous electrode theory by Newman [6] adapted with newer formulations for concentrated electrolytes [7]. In contrast to electrodes with a static porous matrix, the heterogeneous local porosities change temporally depending on the evolving particle distributions. Additionally, the active electrode surface area in each finite volume is dependent on the percolation network from the considered local point to the current collector surface. To estimate the basic parameters for the charge transfer and species transport, a flat-plate electrode with a flowing electrolyte without particles is investigated. In this rather simple reference case, discontinuities of the current density close to the electrode-electrolyte-interface could be observed, which should be inherently excluded due to the model formulations. These inconsistencies will be discussed in detail. Funding by the Federal Ministry for Economic Affairs and Energy (BMWi) of the project â?œZnPLUS -Wiederaufladbare Zink-Luft-Batterien zur Energiespeicherungâ?? and the project â?œZnMobil - Mechanisch und elektrisch wiederaufladbare Zink-Luft-Batterie für automobile Anwendungenâ?? is gratefully acknowledged.

Host
WIAS Berlin
Thursday, 03.05.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. H. Stephan, WIAS Berlin:
One million perrin pseudo primes including a few giants
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Pseudoprimes are integers that are no primes but behave like them in some sense. Suppose we have a theorem like the following: If n is a prime, then statement A(n) holds. In general, the opposite is not true: It may be that A(n) holds, but n is a composite number, a so-called pseudo prime with respect to statement A. Pseudoprimes are interesting if they are very rare, as for instance Perrin's pseudoprimes, the smallest of which is 271441. The talk introduces pseudoprimes which are based on recurrent sequences. In addition, some new numerical results on Perrin's pseudoprimes and a fast algorithm for their calculation are presented.

Host
WIAS Berlin
Wednesday, 25.04.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
N. Baldin, University of Cambridge, GB:
Optimal link prediction with matrix logistic regression
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk, we will consider the problem of link prediction, based on partial observation of a large network, and on side information associated to its vertices. The generative model is formulated as a matrix logistic regression. The performance of the model is analysed in a high-dimensional regime under a structural assumption. The minimax rate for the Frobenius-norm risk is established and a combinatorial estimator based on the penalised maximum likelihood approach is shown to achieve it. Furthermore, it is shown that this rate cannot be attained by any (randomised) algorithm computable in polynomial time under a computational complexity assumption. (joint work with Q. Berthet)

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Monday, 23.04.2018, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Prof. S. Waters, University of Oxford, GB:
Fluid dynamical models for tissue engineering
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Tissue engineers aim to grow tissues in vitro to replace those in the body that have been damaged through age, trauma or disease. A common approach is to seed cells within a scaffold which is then cultured in a bioreactor. The key challenge it to provide the appropriate mechanical and biochemical cellular environment that promotes tissue growth in vitro. Fluid flows have a key role to play in addressing this challenge, as they can provide mechanical cues to cells (e.g. via fluid shear and pressure), and enhance the delivery of nutrients and growth factors (via advection). In this talk, I will explore how mechanistic mathematical models, in combination with state-of-the art experimental studies, can provide quantitative insights into the interplay between the fluid flows and the resulting tissue growth. Quantitative understanding of this interplay offers the exciting potential to manipulate the experimental design (e.g. scaffold porosity, bioreactor operating conditions) to establish defined mechanical cues that enhance the generation of complex 3D tissues in vitro.

Host
WIAS Berlin
Wednesday, 18.04.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
M. Varga, Technische Universität Dresden:
Stochastic unfolding and homogenization
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, 18.04.2018, 15:00 (WIAS-406)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. P. Dvurechensky:
First-order optimization methods with inexact information about the objective function value and its gradient
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk I will discuss first-order methods with inexact oracle for finite-dimensional optimization. Oracle model of optimization methods assumes that, given a point, the oracle returns some information on the objective function at this point. In the case of first-order optimization methods, this information is the function value and its gradient at this point. I will start with convex problems, inexact oracle defined in the work by O. Devolder, F. Glineur, Yu. Nesterov, Math. Prog., 2014, and convergence rates for gradient descent and accelerated gradient descent in this case. I will also describe an extension for non-convex problems. Then I will discuss some ideas on how these methods potentially can be extended and applied for infinite-dimensional problems. If time allows, I will cover other optimization problems and methods, which I work with. Among others, optimal transport problem and an accelerated gradient descent for its solution, randomized optimization methods, such as random coordinate descent and random derivative-free method, variational inequalities, saddle-point problems and first-order methods for their solution.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 18.04.2018, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. P. Deuring, Université du Littoral “Côte d'Opale”, Frankreich:
Stabilitäts- und Fehlerschranken einer FE-FV-Diskretisierung von Konvektions-Diffusionsgleichung: exponentielle Abhängigkeit von Parametern
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Wir betrachten eine FE-FV-Methode zur Bestimmung von Näherungslösungen von Konvektions-Diffusionsgleichungen. Bei dieser Methode wird der Diffusionsterm mittels Crouzeix-Raviart-Elementen diskretisiert, während man den Konvektionsterm durch baryzentrische finite Volumen approximiert. Wir gehen der Frage nach, ob sich Stabilitäts- und Fehlerschranken für diese Methode finden lassen, die von keiner Größe exponentiell abhängen, insbesondere nicht vom Kehrwert des Diffusionskoeffizienten.

Host
WIAS Berlin
Wednesday, 18.04.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. A. Suvorikova, WIAS Berlin:
Gaussian process forecast with multidimensional distributional input
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this work, we focus on forecasting a Gaussian process indexed by probability distributions. We introduce a family of positive definite kernels constructed with the use of optimal transportation distance and provide their probabilistic understanding. The technique allows to forecast efficiently Gaussian processes, which opens new perspective in Gaussian process modelling.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 17.04.2018, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
M. Zaks, Universität Potsdam:
Collective dynamics of globally coupled excitable units
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 17.04.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. P. Friz, WIAS und TU Berlin:
“Algebraic statistics meets rough paths”, joint work with C. Armendola and B. Sturmfels
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is here examined through the lens of algebraic geometry. We introduce varieties of signature tensors for both deterministic and random paths. For the former, we focus on piecewise linear paths, on polynomial paths, and on varieties derived from free nilpotent Lie groups. For the latter, we focus on Brownian motion and its mixtures.

Host
WIAS Berlin
Thursday, 12.04.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. M. J. Neilan, University of Pittsburgh, USA:
Inf-sup stable Stokes pairs on barycentric refinements producing divergence-free approximations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We construct several stable finite element pairs for the Stokes problem on barycentric refinements in arbitrary dimensions and for any polynomial degree. A key feature of the spaces is that the divergence maps the discrete velocity space onto the discrete pressure space; thus, when applied to models of incompressible flows, the pairs yield divergence-free velocity approximations. The key ingredients to prove these results are local inf-sup stability estimates and a modification of Bernardi-Raugel bubble functions. This is joint work with Johnny Guzman.

Host
WIAS Berlin
Tuesday, 10.04.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. O. Öktem, KTH Royal Institute of Technology, Schweden:
Recent advances in using machine learning for image reconstruction
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The talk will outline recent approaches for using (deep) convolutional neural networks to solve a wide range of inverse problems, such as image reconstruction in medical tomography. A key element is to use a neural network architecture for reconstruction that includes physics based models that describe how data is generated as well as its statistical properties. Another is the possibility to integrate complex task related a priori information and elements of decision making into the reconstruction procedure. The resulting approach outperforms current state-of-the-art in terms of 'quality', computational speed and there is no need to manually set parameters as with variational methods. Furthermore, the amount of training data and network size can be kept surprisingly small.

Host
WIAS Berlin
Tuesday, 27.03.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
E. Ivanova, AOK:
Community detection on evolving graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider algorithms for detecting the cluster structure in a continual evolving decentralised graph with large number of vertices. As a model for the graph we use the evolving stochastic block model, where only the set of edges changes over time. Algorithms with low upper error bounds will be presented.

Host
WIAS Berlin
Tuesday, 27.03.2018, 13:30 (WIAS-406)
Seminar Materialmodellierung
Dr. E. Meca, University of Cordoba, Spanien:
Localized instabilities in phase-changing systems: The effect of elasticity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 20.03.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
B. Stemper, WIAS und TU Berlin:
Advances in calibrating rough stochastic volatility models via neural networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the “rough" regime of Hurst parameter H < 1/2. This regime recently attracted a lot of attention both from the statistical and option pricing point of view for its ability to better fit market data than conventional stochastic volatility models like Heston. A drawback of the new regime is that efficient pricing schemes are yet unknown, making calibration - where repetitive evaluation of the pricing functional is required - prohibitively expensive. In our last talk, we envisioned a calibration scheme using deep learning where the expensive pricing functional is learned by an artificial neural network. In this talk, we report on our progress and share some challenges encountered on the way. Work in progress, joint with Christian Bayer.

Host
WIAS Berlin
Thursday, 08.03.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Pickartz:
Optical soliton control by interactions with dispersive waves
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 07.03.2018, 14:00 (WIAS-ESH)
Seminar Materialmodellierung
Dr. M. Liero, WIAS Berlin:
Modeling and simulation of charge transport in organic semiconductors via kinetic and drift-diffusion models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The use of organic materials in electronic applications such as displays, photovoltaics, lighting, or transistors, has seen an substantial increase in the last decade. This is mainly due to the lower production cost, sustainability, and flexibility. Moreover, the toolbox of organic chemistry opens an enormous potential for new device concepts. In contrast to classical semiconductors such as silicon or gallium-arsenide, charge-transport in organic materials happens via temperature activated hopping transport of electrons or holes between adjacent molecules. Here, the crucial feature is the random alignment of the molecule, which leads to a disordered system with Gaussian distributed energy levels. A common approach to simulate the transport of charge carriers in organic materials is based on a master equation description of the hopping transport and kinetic Monte-Carlo methods. However, the computational costs of this approach are typically very high and the treatment of complicated multi-dimensional device structures is very challenging. Moreover, the inclusion of multi-physics effects such as heat flow is out of scope. The latter, in particular, is of high importance as organic devices show a strong interplay between electrical current and heat flow. Here, drift-diffusion models provide an immense advantage. In this talk, we give an overview over the two modeling approaches and give an outlook to future challenges.

Host
WIAS Berlin
Tuesday, 06.03.2018, 15:15 (WIAS-ESH)
Seminar Laserdynamik
Dr. O. D'Huys, Aston University, GB:
Dynamics of delay-coupled networks with time-varying connections
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Thursday, 01.03.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. F. Dassi, Politecnico di Milano, Italien:
Recent advancements of the Virtual Element Method in 3D
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Virtual Element Method is a novel way to discretize a partial differential equation. It avoids the explicit integration of shape functions and introduces an innovative construction of the stiffness matrix so that it acquires very interesting properties and advantages. One among them is the possibility to apply the VEM to general polygonal/polyhedral domain decomposition, also characterized by non-conforming and non-convex elements.
In this talk we focus on the definition/construction of the Virtual Element functional spaces in three dimensions and how apply this new strategy to set a standard Laplacian problem in 3D.
Finally we test the method to show its robustness with respect to element distortion and the polynomial approximation degree $k$. Then, we move to more involved cases: convection-diffusion-reaction problems with variable coefficients and magnetostatic Maxwell equations.

Host
WIAS Berlin
Wednesday, 28.02.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Egert, Université de Paris-Sud, Frankreich:
How half-order time derivatives help us to better understand parabolic equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the study of parabolic problems, the prototypes of which are related to the heat operator ∂ t - Δ, an old but often overlooked approach is to decompose the time-derivative into two fractional derivatives of order 1/2. Depending on ones preferences, this can either be considered 'natural' since it brings back the parabolic homogeneity, for instance when the elliptic part is interpreted in the weak sense via a sesquilinear form, or rather 'peculiar' as it introduces non-local operators in the context of local equations.

In this talk I shall touch on some recent results that used half-order time-derivatives in a crucial way, placing an emphasis on my own contributions obtained with several collaborators. This includes improvements of time-regularity for solutions to parabolic systems with measurable coefficients of second as well as fractional order, non-autonomous maximal regularity for the related initial value problem, a new approach to parabolic boundary value problems, and the solution of the parabolic Kato square root problem.

Host
Humboldt-Universität zu Berlin
WIAS Berlin

Monday, 26.02.2018, 14:00 (WIAS-ESH)
Seminar Laserdynamik
Dr. K. Mora, Universität Paderborn:
Says Newton to Hopf and Hogkin--Huxley: Vibrating! Impacting! Exciting!
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 21.02.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar) & Seminar Materialmodellierung
Dr. M. Morandotti, TU München:
Dimension reduction in the context of structured deformations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The theory of structured deformations shows good potential to deal with mechanical problems where multiple scales and fractures are present. Math- ematically, it amounts to relaxing a given energy functional and to show also the relaxed one has an integral representation. In this seminar, I will focus on a problem for thin objects: the derivation of a 2D relaxed energy via dimension reduction from a 3D energy, incorporat- ing structured deformations in the relaxation procedure. I will discuss the two-step relaxation (first dimension reduction, then structured deformations and vice versa) and I will compare it with another result in which the two relaxation procedures are carried out simultaneously. An explicit example for purely interfacial initial energies will complete the presentation. These results have been obtained in collaboration with G. Carita, J. Matias, and D.R. Owen.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 20.02.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Dvurechensky, WIAS Berlin:
Faster algorithms for (regularized) optimal transport
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We propose an alternative to ubiquitous Sinkhorn algorithm for solving regularized optimal transport problem. Our approach is based on accelerated gradient descent applied to the dual problem and allows to solve not only entropy-regularized optimal transport problem, but also squared-2-norm-regularized OT problem, which produces sparser optimal transport plan approximation. We prove that, our algorithm, allows to solve non-regularized optimal transport problem with support size $p$ up to accuracy $epsilon$ in $Oleft(minleftfracp^9/4epsilon, fracp^2epsilon^2 rightright)$ arithmetic operations, which is better than state-of-the-art result $Oleft(fracp^2epsilon^3right)$.

Host
WIAS Berlin
Thursday, 15.02.2018, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
J.-P. Koester, Ferdinand-Braun-Institut Berlin:
Simulation of pulsed laser diodes driven far above threshold with WIAS--BALaser and comparison with experiment
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 14.02.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. W. Dreyer, WIAS Berlin:
Modeling of non-Newtonian fluids without material frame indifference
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the fifties the modeling of non-Newtonian fluids initiated the search for invariant time derivatives with respect to certain space time transformations. Then Euclidean Transformations were selected to establish the Principle of Material Frame Indifference and Nth Grade Fluids. However, the two concepts lead to serious inconsistencies between thermodynamic consistent models and experimental observations. In 1986 the subject has been resolved in a remarkable paper by I. Müller and K. Wilmanski. We discuss alternative non-Newtonian fluids models of Maxwell-type and of Balance-type within Continuum Thermodynamics as it was laid down by D. Bothe and W. Dreyer.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 13.02.2018, 15:15 (FU-140)
Oberseminar Nonlinear Dynamics
M. Fila, Comenius University Bratislava, Slovakia:
A Gagliardo--Nirenberg-type inequality and its applications to decay estimates for solutions of a degenerate parabolic equation
more ... Location
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Abstract
We discuss a Gagliardo-Nirenberg-type inequality for functions with fast decay. We use this inequality to derive upper bounds for the decay rates of solutions of a degenerate parabolic equation. Moreover, we show that these upper bounds, hence also the Gagliardo-Nirenberg-type inequality, are sharp in an appropriate sense. The talk will consist of two parts - an introduction of one hour and a presentation of proofs of also one hour.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 13.02.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. Redmann, MPI Magdeburg:
Solving parabolic rough partial differential equations using regression
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we discuss the numerical approximation of parabolic partial differential equations (PDEs) driven by a rough path which, e.g., can be the lift of a path of a fractional Brownian motion. By using the Feynman-Kac formula, the solution can be represented as the expected value of a functional of the corresponding hybrid Stratonovich-rough differential equation. A time-discretisation of this equation and a Monte Carlo regression in the spatial variable lead to an approximation of the solution to the rough PDE. We analyse the regression error and provide several numerical experiments to illustrate the performance of our method.

Host
WIAS Berlin
Wednesday, 07.02.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. G. Kutyniok, Technische Universität Berlin:
Optimal approximation with sparsely connected deep neural networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Despite the outstanding success of deep neural networks in real-world applications, most of the related research is empirically driven and a mathematical foundation is almost completely missing. One central task of a neural network is to approximate a function, which for instance encodes a classi cation task. In this talk, we will be concerned with the question, how weural network with sparse connectivity. Using methods from approximation theory and applied harmonic analysis, we will derive a fundamental lower bound on the sparsity of a neural network. By explicitly constructing neural networks based on certain representation systems, so-called -shearlets, we will then demonstrate that this lower bound can in fact be attained. Finally, we present numerical experiments, which surprisingly show that already the standard backpropagation algorithm generates deep neural networks obeying those optimal approximation rates. This is joint work with H. B?olcskei (ETH Zurich), P. Grohs (Uni Vienna), and P. Petersen (TU Berlin).

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 06.02.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Maurelli, WIAS Berlin:
McKean-Vlasov SDEs with irregular drift: large deviations for particle approximation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
McKean-Vlasov SDEs are SDEs where the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side: the McKean-Vlasov SDE can be approximated by a system of weakly coupled SDEs. In this talk we consider McKean-Vlasov SDEs with irregular drift: though well-posedness for this SDE is not known, we show a large deviation principle for the corresponding interacting particle system. This implies, in particular, that any limit point of the particle system solves the McKean-Vlasov SDE. The proof combines rough paths techniques and an extended Varadhan lemma. This is a joint work with Thomas Holding.

Host
WIAS Berlin
Friday, 02.02.2018, 14:30 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Th. Ruf, Universität Augsburg:
On a variational approach to the nonlinear wave equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In a 2012 paper, E. Serra and P. Tilli proved a conjecture by E. de Giorgi stating that global weak solutions of wave equations such as w” - Delta w + wlwl^(p-2) = 0 on R^+ times  R^d can be obtained as limits of minimizers of suitable variational functionals. We generalize this proof to equations of the form w” - Delta w + f_w (t; x; w) = 0 with p-growth conditions on f, also replacing R^d by an arbitrary open set O subset R^d and suitable boundary conditions.

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

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 01.02.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Gasnikov, Moscow Institute of Physics and Technology, Russia:
Recent developments of accelerated gradient descent, part II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 01.02.2018, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
L. Blank, WIAS Berlin:
Towards a simple and robust finite element method for the numerical simulation of porous media flow
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The topic of this talk is the numerical simulation of flow through porous media based on the Brinkman model as a unified framework that allows the transit between Darcy and Stokes problems. Therefore an unconditionally stable low order finite element approach, which is robust with respect to the physical parameters, is proposed. This approach is based on the combination of stabilized equal order finite elements with a non-symmetric (penalty-free) Nitsche method for the weak imposition of essential boundary conditions. Focusing on the two-dimensional case, optimal a priori error estimates in a mesh-dependent norm, which allows to extend the results also to the Stokes and Darcy limits, are obtained.

Host
WIAS Berlin
Thursday, 01.02.2018, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Dr. E. Sinibaldi, Italian Institute of Technology:
Selected modeling approaches for biomedical applications and biorobotics tools
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The effective deployment of theranostic agents (including drugs), smart?materials?based systems and interfaces to target regions (prospectively) in the human body where to perform the sought actions also requires theoretical models and physical tools. Modeling the delivery and the (remote) actuation/stimulation of the aforementioned agents/systems/interfaces, in particular, permits to compensate for experimental conditions hard to characterize and to better interpret the experimental results, thus paving the way for quantitative therapy design and control. This is complemented by model-based design of related experimental devices, flexible tools able to safely navigate anatomical pathways, and miniaturized effectors. In this talk I will firstly present the solution to an inverse problem, namely to determine the velocity profile in a vessel cross-section starting from the flow-rate, which is relevant to pulsatile biological flows (blood and cerebro-spinal fluid flows), with application, e.g., to magnetic particle targeting. Then I will address numerical models for intrathecal drug-delivery (drug infusion in the cerebro-spinal fluid, also accounting for transport to the spinal cord) and simplified analytical models for intra-tissue drug-delivery (particle transport into porous/poroelastic media, with application to intratumoral thermotherapy). Finally, I will overview model-based approaches for: piezoelectric nanoparticle-mediated cell stimulation; real-scale physical models of the blood-brain barrier; flexible biorobotics probes; miniature (bioinspired) actuators and effectors.

Host
WIAS Berlin
Wednesday, 31.01.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. A. Linke, WIAS Berlin:
On the role of the Helmholtz--Leray projector for a novel pressure-robust discretization theory for the incompressible Navier--Stokes equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The talk discusses several physical regimes of the incompressible Navier--Stokes equations with respect to the role of the pressure and the role of the Helmholtz--Leray projector in the Navier--Stokes momentum balance. It is emphasized that not the forces in the momentum balance themselves matter for the complexity of the flow field, but their Helmholtz--Leray projector. Since the Helmholtz--Leray projector vanishes for arbitrary gradient fields, a semi norm and a corresponding equivalence class of forces play naturally a major role for the evolution of incompressible flows. Novel pressure-robust mixed finite element methods are designed for an appropriate discrete treatment of this equivalence class of forces. On the contrary, classical mixed methods do not care about the existence of such an equivalence class. In order to deliver accurate simulation results, they have to resort to expensive high order ansatz spaces. Finally, the talk will indicate suitable applications for efficient and accurate low-order pressure-robust mixed methods like flows with electrolytes, flows with stagnation points and flows with a dominant Coriolis force.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 31.01.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. E. Gassiat, Universite Paris-Sud:
Estimation of the proportion of explained variation in high dimensions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The estimation of the heritability of a phenotypic trait based on genetic data may be set as the estimation of the proportion of explained variation in high dimensional linear models. I will be interested in understanding the impact of: not knowing the sparsity of the regression parameter, not knowing the variance matrix of the covariates on minimax estimation of heritability. In the situation where the variance of the design is known, I will present an estimation procedure that adapts to unknown sparsity. When the variance of the design is unknown and no prior estimator of it is available, I will show that consistent estimation of heritability is impossible. (Joint work with N. Verzelen, and PHD thesis of A. Bonnet).

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 24.01.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. H. Neidhardt, WIAS Berlin:
On the spectral shift function: Recent results
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, 24.01.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
A. Maurer, München:
Concentration for functions of bounded interaction
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Some multivariate functions have the property that their variation in any argument does not change too much when another argument is modi ed. The talk will give some examples and concentrates on the random variable W obtained by applying such a function to a vector of independent variables. Functions with weakly interacting arguments share some important properties with sums: the expectation of W can be estimated by a version of Bernstein's inequality and its variance can be tightly estimated in terms of an iid sample, which has only one datum more than the function has arguments. There is also a version of the central limit theorem.

Host
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 23.01.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Pigato, WIAS Berlin:
The exploding skew of implied volatility
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We show how a simple local volatility model, with volatility function discontinuous at-the-money, is capable of reproducing the explosion of the implied volatility skew, observed on empirical data. We use such local volatility as a leverage function, in a stochastic-local volatility model, obtaining good fits of the whole implied volatility surface on empirical observations.

Host
WIAS Berlin
Tuesday, 23.01.2018, 14:00 (WIAS-406)
Seminar Materialmodellierung
Prof. J. Giesselmann, RWTH Aachen:
Modelling error estimates and model adaptation in compressible flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
tba

Host
WIAS Berlin
Friday, 19.01.2018, 14:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Prof. Dr. S. Bartels, Albert-Ludwigs-Universität Freiburg:
Finite element methods for nonsmooth problems and application to a problem in optimal insulation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Nonsmooth problems arise in the mathematical modeling of contact and obstacle problems, the description of plastic material behavior, and mathematical image processing. The unknown functions are typically characterized as minimizers of nondifferentiable functionals. Numerical schemes approximately solve these problems either via duality methods or classically by making use of appropriate regularizations. In the talk we discuss the discretization and iterative solution of a model problem defined on functions of bounded variation. The numerical analysis of finite element discretizations leads to reduced convergence rates which can be improved using adaptive mesh refinement. Suitable iterative solution procedures are ADMM schemes, for which we propose an automatic step size adjustment strategy, and gradient flows, for which we demonstrate the unconditional stability of a semi-implicit time discretization. The methods are applicable in the numerical determination of optimal insulating films for heat conducting bodies. Below a critical value of available insulation mass an unexpected break of symmetry occurs.

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

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 18.01.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. W. Dreyer, WIAS Berlin:
Modeling of non-Newtonian fluids without material frame indifference
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the fifties the modeling of non-Newtonian fluids initiated the search for invariant time derivatives with respect to certain space time transformations. Then Euclidean Transformations were selected to establish the Principle of Material Frame Indifference and moreover, the introduction of Nth grade fluids. However, the two concepts lead to serious inconsistencies in both thermodynamic modeling and experimental observations. In 1986 the subject has been resolved in a remarkable paper by I. Müller and K. Wilmanski. In this lecture we show how an appropriate model of non-Newtonian fluids may be incorporated in Continuum Thermodynamics as it was laid down by D. Bothe and W. Dreyer.

Host
WIAS Berlin
Wednesday, 17.01.2018, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. J. Sprekels, WIAS Berlin:
Cahn--Hilliard systems with general fractional-order operators
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, 17.01.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. A. Nouy, École Centrale de Nantes, Frankreich:
Learning high-dimensional functions with tree tensor networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Tensor methods are among the most prominent tools for the approximation of high- dimensional functions. Such approximation problems naturally arise in statistical learning, stochastic analysis and uncertainty quanti cation. In many practical situations, the approximation of high- dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we give an introduction to tree-based (hierarchical) tensor formats, which can be interpreted as deep neural networks with particular architectures. Then we present adaptive algorithms for the approximation in these formats using statistical methods.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 16.01.2018, 15:15 (FU-140)
Oberseminar Nonlinear Dynamics
J.-Y. Dai, Freie Universität Berlin:
Existence of local solutions of Gowdy spacetimes
more ... Location
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Abstract
We consider a class of Gowdy spacetimes that reduces the Einstein's field equation to a system of two semilinear wave equations, by assuming a universe without matter, in which the gravitational wave fronts repeat in space and are mutually parallel. To prove the existence of local solutions of the system, we add a linear perturbation and seek periodic-in-space solutions. The idea of the proof is to apply the Lyapunov-Schmidt reduction. We will solve a related small-divisor problem and discuss how to design the correct functional setting that fits to the nonlinearity. This ongoing research is a joint work with Dr. Hannes Stuke.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 16.01.2018, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Gasnikov, Moscow Institute of Physics and Technology, Russia:
Recent developments of accelerated gradient descent, part I
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 16.01.2018, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. I. Bremer, WIAS Berlin:
Introduction to a framework for nonlinear optimization with adaptation to probabilistic constraints
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 11.01.2018, 16:00 (WIAS-ESH)
Seminar Laserdynamik
Prof. A. L. Shilnikov, Neuroscience Institute, Georgia State University, USA:
Torus bifurcations in slow fast systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 11.01.2018, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. A. Rasheed, Lahore University of Management Sciences, Pakistan:
Influence of magnetic field on dendrites during solidification of binary mixtures
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A phase field model has been proposed which incorporates convection and magnetic field in an isothermal environment. A numerical scheme is proposed and numerical analysis of model in two-dimensional geometry is performed. The numerical stability and error analysis of this approximation scheme which is based on mixed finite-element method are performed. An application of a nickel-copper binary alloy is considered. Influence of various magnetic fields on the dendrites during the solidification process has been discussed.

Host
WIAS Berlin
Thursday, 11.01.2018, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. G. Lube, Georg-August-Universität Göttingen:
Why exactly divergence-free H(div)-conforming FEM for transient incompressible flows?
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Recent results show that one can reconstruct classical inf-sup stable H1-conforming FEM for incompressible flow problems to be pressure-robust. Exactly divergence-free FEM are pressure-robust per construction. In particular, exactly divergence-free H(div)-conforming FEM combine excellent stability and conservation properties with minimal stabilization. We show that the numerical analysis of such methods allows to separate the (static) linear Stokes regime and the nonlinear dynamic regime. Semi-robust error estimates w.r.t. the Reynolds number will be given. In a hybridized form, H(div)-conforming FEM are suitable for large scale computation. Applications of the approach to two- and three-dimensional problems of vortex dynamics will be presented for high Reynolds numbers.

Host
WIAS Berlin
Thursday, 11.01.2018, 10:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. T. Kluth, Universität Bremen:
Model-based magnetic particle imaging
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Magnetic particle imaging (MPI) is a tracer-based imaging modality developed to detect the concentration of superparamagnetic iron oxide nanoparticles. It is highly sensitive to the nanoparticle's nonlinear response to a dynamic applied magnetic field. Model-based reconstruction techniques are still not able to reach the quality of data-based approaches in which the linear system function is determined by a time-consuming measurement process. Possible reasons include the relaxation behavior of nanoparticles in fast changing magnetic fields. However, the equilibrium model described by the Langevin function is still used to predict the system behavior. In this context we discuss the ill-posedness of the imaging problem. We further focus on the model-based MPI reconstruction problem incorporating deviations in the forward operator. This is illustrated by initial results from real data using a regularized total least squares approach.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 10.01.2018, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. A. Chambaz, Universität Paris Descartes, Frankreich:
An introduction to targeted learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Coined by Mark van der Laan and Dan Rubin in 2006, targeted learning is a general approach to learning from data that reconciles machine learning and statistical inference. On the one hand, machine learning" refers to the estimation of in nite-dimensional features of the law of the data, P, for instance a regression function. Machine learning algorithms are versatile, and produce (possibly highly) data-adaptive estimators. Driven by the need to make accurate predictions, they do not care so much about the assessment of prediction uncertainty. On the other hand, statistical inference" refers to the estimation of nite-dimensional parameters of P, for instance a measure of association with a causal interpretation. It focuses on the construction of con dence regions or the development of hypotheses tests. Emphasis is placed on robustness (guaranteeing that one goes to the truth even under mild and reasonable assumptions on P), eciency (trying to draw as much information from the data as possible), and controlling the asymptotic levels or type I errors.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Thursday, 21.12.2017, 14:15 (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. G. Dong, Humboldt-Universität zu Berlin:
Regularization methods and nonlinear PDEs for solving inverse and imaging problems
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
In this talk, I will present some recent developments on regularization methods in image sciences. I shall show a tiny background and also mention some of the state of the art in this area. The focus will be then to discuss some non-convex regularization models for specific problems which suffer from displacement errors. The non-convex energy functionals reveal to have tight connections to some nonlinear (geometric) partial differential equations, e.g. mean curvature flows. Finally, I will show some numerical results with some discussions on the algorithms.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
December 18 – 19, 2017 (WIAS-ESH)
Workshop/Konferenz: Dynamics of novel mode-locked and frequency-swept lasers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 14.12.2017, 14:00 (WIAS-ESH)
Seminar Materialmodellierung
B. Matejczyk, University of Warwick, GB:
Macroscopic models for ion transport in nanoscale pores
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
During this talk, we discuss ionic transport through confined geometries. Our problem concerns modelling ionic flow through nanopores and ion channels. We present different methods of engineering the pores together with its characteristics. Next, we comment on the challenges in simulating the flow efficiently. In the second part, we present a derivation of 1D asymptotic reduction of the Poisson-Nernst-Planck model applied to long and narrow pores. We discuss numerical schema and compare the results the solution of the two-dimensional system of equations.

Host
WIAS Berlin
Wednesday, 13.12.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
On maximal parabolic regularity for non-autonomous parabolic operators, Part 2
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, 13.12.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. F. Dunker, University of Canterbury, Christchurch, New Zealand:
Multiscale tests for shape constraints in linear random coefficient models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A popular way to model unobserved heterogeneity is the linear random coecient mo- del Y i = i;1Xi;1 + i;2Xi;2 + ::: + i;dXi;d. We assume that the observations (Xi; Yi); i = 1; :::; n, are i.i.d. where Xi = (Xi;1; :::;Xi;d) is a d-dimensional vector of regressors. The random coecients i = ( i;1; :::; i;d); i = 1; :::; n, are unobserved i.i.d. realizations of an unknown d-dimensional distribu- tion with density f independent of Xi. We propose and analyze a nonparametric multi-scale test for shape constraints of the random coecient density f . In particular we are interested in con dence sets for slopes and modes of the density. The test uses the connection between the model and the d-dimensional Radon transform and is based on Gaussian approximation of empirical processes. This is a joint work with K. Eckle, K. Proksch, and J. Schmidt-Hieber.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 12.12.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
F. Besold, Humboldt-Universität zu Berlin:
Persistence diagrams
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we introduce persistence diagrams. These can be used as a tool to infer topological information from noisy data. To do that, we review simplicial and singular homology. Persistence diagrams have originally be defined for functions on topological spaces, but can be more generally defined using persistence modules. Stability results ensuring that close data sets have close persistence diagrams show that persistence diagrams are well-suited to deal with real-life data. Applications include data smoothing or recovering topological features of manifolds from a sampled point cloud.

Host
WIAS Berlin
Monday, 11.12.2017, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
J. Borchardt/P. Mathé, WIAS:
Der block-orientierte Prozesssimulator BOP: Was er kann und was er tat.
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
BOP dient zur Prozesssimulation, insbesondere zum Lösen großer DAE Systeme (differential-alegebraic systems). Über viele Jahre hinweg wurden mit BOP Simulationen von Gas/Öl-Turbinen vorgenommen, in der Kooperation mit Alstom, Switzerland. Um eine derartige praxisbezogene Zusammenarbeit langfristig zu gestalten, wurden die Fähigkeiten des solvers weiterentwickelt. Peripher wurden verschiedene Verfahren implementiert, insbesondere zur deterministischen und Bayes'schen Optimierung. Die Simulationsergebnisse können vielfältig visualisiert werden. Im Vortrag werden diese Entwicklungen vorgestellt. Weiterhin wird die erfolgreiche Zusammenarbeit mit dem Kooperationspartner im Rückblick skizziert.

Host
WIAS Berlin
Wednesday, 06.12.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
On maximal parabolic regularity for non-autonomous parabolic operators, Part 1
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, 06.12.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. A. Meister, Universität Rostock:
Nonparametric density estimation for intentionally corrupted functional data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider statistical models where, in order to satisfy privacy constraints, functional data are artificially contaminated by independent Wiener processes. We show that the corrupted observations have a Wiener density, which determines the distribution of the original functional random variables uniquely. We construct a nonparametric estimator of the functional density and study its asymptotic properties. We provide an upper bound on its mean integrated squared error which yields polynomial convergence rates, and we establish lower bounds on the minimax convergence rates which are close to the rates attained by our estimator. Our estimator requires the choice of a basis and of two smoothing parameters. We propose data-driven ways of choosing them and prove that the asymptotic quality of our estimator is not significantly affected by the empirical parameter selection. We apply our technique to a classification problem of real data and provide some numerical results. This talk is based on a joint work with A. Delaigle (University of Melbourne).

Host
WIAS Berlin
Tuesday, 05.12.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. Panov, Skolkovo Institute of Science and Technology, Moskow, Russia:
Consistent estimation of mixed memberships with successive projections
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we consider several types of accelerated randomized gradient methods: random directional search, random coordinate descent, randomized zero-order method. Using the concept of inexact oracle, we present a generic theorem on the convergence rate for all the three methods. Despite their random nature, these methods have complexity with the same dependence on the desired accuracy of the solution as deterministic accelerated gradient method. Joint work with A. Gasnikov and A. Tiurin.

Host
WIAS Berlin
Tuesday, 05.12.2017, 10:00 (WIAS-ESH)
Seminar Laserdynamik
Prof. R. Čiegis, Vilnius Gediminas Technichal University, Litauen:
Numerical simulation of nonlocal delayed feedback controller for some new smart bioreactors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The new nonlocal delayed feedback controller is used to control the production of drugs in a simple bioreactor. This bioreactor is based on the enzymatic conversion of substrate into the required product. The dynamics of this device is described by a system of two nonstationary nonlinear diffusion-reaction equations. The control loop defines the changes of the substrate concentration delivered into the bioreactor at the external boundary of the bioreactor depending on the difference of measurements of the produced drug delivered into the body and the flux of the drug prescribed by a doctorin accordance with the therapeutic protocol. The system of PDEs is solved by using the finite difference method, the control loop parameters are defined from the analysis of stationary linearized equations. The stability of the algorithm for the inverse boundary condition is investigated. Results of computational experiments are presented and analyzed.

Host
WIAS Berlin
Thursday, 30.11.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Pickartz, WIAS Berlin:
All-optical control of fiber-solitons
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 30.11.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
PD Dr. M. Pavelka, Charles University, Tschechische Republik:
42=GENERIC - Unified Hamiltonian description of solids and fluids
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
GENERIC (General equation for non-equilibrium reversible-irreversible coupling) provides evolution equations for many physical theories: fluid mechanics, kinetic theory, mechanics of solids, plasticity, non-Newtonian fluid mechanics, electromagnetic field coupled with matter, dynamics of mixtures, etc. The equations consist of a reversible Hamiltonian part, generated by a Poisson bracket and energy, and by an irreversible gradient part, generated by a dissipation potential and entropy. The purpose of this talk is to provide introduction into GENERIC and discuss some specific applications.

Host
WIAS Berlin
Wednesday, 29.11.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. P. Gurevich, Freie Universität Berlin:
Rattling in hysteretic reaction-diffusion systems
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
Tuesday, 28.11.2017, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Ch. Löbbert, RWTH Aachen:
Parallel arithmetic for distributed tensors in the HT-format
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 27.11.2017, 14:00 (WIAS-ESH)
Dr. A. Höner, Forschungsverbund Berlin e.V.:
Funding opportunities for WIAS Researchers within the European Framework Programme Horizon 2020
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Monday, 27.11.2017, 09:30 (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. A. Ceretani, Humboldt-Universität zu Berlin:
Anomalous diffusion with free boundaries
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
Recently, time fractional Stefan-like problems have been used to model anomalous diffusion with free boundaries and long memory retention. Nevertheless, the physical foundations of this usage is still unclear. We present a model for acid water neutralization with anomalous and fast diffusion. Though this problem presents short memory retention, it is a first step in deriving mathematical models for anomalous diffusion under memory effects based on commonly accepted physical laws. The problem consists in the neutralization of an acid solution in which the hydrogen ions are transported according to Cattaneo's diffusion, and we consider the specific case of a marble slab reacting with a sulphuric acid solution in a one-dimensional geometry. The mathematical problem is reduced to a hyperbolic free boundary problem where the consumption of the slab is described by a nonlinear differential equation. We prove global well-posedness and present some numerical simulations.

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

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Friday, 24.11.2017, 14:00 (WIAS-ESH)
Halbleiterseminar
Dr. O. Marquardt, WIAS Berlin:
Anwendungen der kp-Theory
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 22.11.2017, 14:30 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Dr. S. Simonella, Technische Universität München:
Correlations in the mean field dynamics: a random walk expansion
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
November 22, 2017 (WIAS-ESH)
Workshop/Konferenz: Colloquium in Mathematical Statistics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 21.11.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
V. Avanesov, WIAS Berlin:
Dynamics of high-dimensional covariance matrices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider the detection and localization of an abrupt break in the covariance structure of high-dimensional random data. The study proposes two novel approaches for this problem. The approaches are essentially hypothesis testing procedures which requires a proper choice of a critical level. In that regard calibration schemes, which are in turn different non-standard bootstrap procedures, are proposed. One of the approaches relies on techniques of inverse covariance matrix estimation, which is motivated by applications in neuroimaging. A limitation of the approach is a sparsity assumption crucial for precision matrix estimation which the second approach does not rely on. The description of the approaches are followed by a formal theoretical study justifying the proposed calibration schemes under mild assumptions and providing the guaranties for the break detection. Theoretical results for the first approach rely on the guaranties for inference of precision matrix procedures. Therefore, we rigorously justify adaptive inference procedures for precision matrices. All the results are obtained in a truly high- dimensional (dimensionality p _x001d_ n) finite-sample setting. The theoretical results are supported by simulation studies, most of which are inspired by either real- world neuroimaging or financial data.

Host
WIAS Berlin
Tuesday, 21.11.2017, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. E. Charkaluk, Ecole Polytechnique, Frankreich:
Fatigue of metallic additive manufactured structures: What can we learn from other manufacturing processes?
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 20.11.2017, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Prof. J.-F. Gerbeau, Inria de Paris & Sorbonne Universités UPMC Paris 6:
Numerical methods for variability modeling and biomarkers design
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Many phenomena are modeled by deterministic differential equations, whereas the observation of these phenomena, in particular in life science, exhibit an important inter-subject variability. We will address the following question: how the model can be adapted to reflect the variability observed in a population? We will present a non-parametric and non-intrusive procedure based on offline computations of the deterministic model. The algorithm infers the probability density function of uncertain parameters from the matching of the observable statistical moments at different points in the physical domain. This inverse procedure is improved by incorporating a point selection algorithm that both reduces its computational cost and increases its robustness. The method will be illustrated for different models, based on Ordinary or Partial Differential Equations. In particular, applications to experimental data sets in cardiac electrophysiology will be presented.
In biophysics and medicine, the system of interest is often studied by monitoring quantities, called biomarkers, extracted from measurements. These biomarkers convey some information about relevant hidden quantities, which can be seen as parameters of an underlying model. We propose a strategy to automatically design biomarkers to estimate a given parameter. Such biomarkers are chosen as the solution of a sparse optimization problem. We will show applications in electrophysiology where our algorithm provides composite biomarkers which improve the parameter estimation and the classification problems.

Host
WIAS Berlin
Thursday, 16.11.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. C. Brée, WIAS Berlin:
Shaping beams of broad area lasers with photonic crystals
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 16.11.2017, 14:00 (WIAS-HVP)
Seminar Materialmodellierung
Prof. A. Münch, University of Oxford, GB:
Asymptotic analysis of models involving surface diffusion
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Abstract
We study the evolution of solid surfaces and pattern formation by surface diffusion. Phase field models with degenerate mobilities are frequently used to model such phenomena, and are validated by investigating their sharp interface limits. We demonstrate by a careful asymptotic analysis involving the matching of exponential terms that a certain combination of degenerate mobility and a double well potential leads to a combination of surface and nonlinear bulk diffusion to leading order. We also present a stability analysis for the sharp interface model of an evolving non-homogeneous base state and show how to correctly determine the dominant mode, which is not the one predicted by a frozen mode eigenvalue analysis.

Host
WIAS Berlin
Wednesday, 15.11.2017, 15:15 (WIAS-ESH)
Halbleiterseminar
Prof. A. Boitsev, St. Petersburg National University of Information Technologies, Mechanics and Optics, RUSSIA:
Boundary triplets, tensor products and point contacts to reservoirs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Wednesday, 15.11.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. E. Hashorva, University of Lausanne, Switzerland:
From classical to parisian ruin in Gaussian risk models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk is concerned with Gaussian risk models which approximate reasonably the risk process of an insurance company. Such models incorporate various nancial elements related to inflation/deflationion and taxation. Of interest also from the probabilistic point of view, is the approximation of the ruin probability and the ruin time when the initial capital is large. The concept of Parisian ruin is quite new and appealing for mathematical models of insurance risks. However the calculation of Parisian ruin and the Parisian ruin time is a hard problem. Recent research has also focused on the investigation of multi-valued risk models analysing the ruin probability and the ruin time. Currently, due to the lack of appropriate tools, results are available only for the Brownian risk model. In this talk various approxi- mations of ruin probability and ruin times for both classical and Parisian case will be discussed including results for the multi-valued Brownian risk model. Joint work with K. Debicki, University of Wroclaw and L. Ji, University of Lausanne

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 14.11.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Barrasso, École Nationale Supérieure de Techniques Avancées, Paris, France:
BSDEs and decoupled mild solutions of (possibly singular, path dependent or integro-PDEs.)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 10.11.2017, 14:00 (WIAS-ESH)
Halbleiterseminar
Dr. Th. Koprucki, WIAS Berlin:
Einführung in die kp-Theory
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 08.11.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. R. Lasarzik, Technische Universität Berlin:
Generalised solutions to the Ericksen--Leslie model describing liquid crystal flow
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 08.11.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. A. Dalayan, ENSAE ParisTech:
On the exponentially weighted aggregate with the Laplace prior
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk, we will present some results on the statistical behaviour of the Exponentially Weighted Aggregate (EWA) in the problem of high-dimensional regression with xed design. Under the assumption that the underlying regression vector is sparse, it is reasonable to use the Laplace distribution as a prior. The resulting estimator and, speci cally, a particular instance of it referred to as the Bayesian lasso, was already used in the statistical literature because of its computational convenience, even though no thorough mathematical analysis of its statistical properties was carried out. The results of this talk ll this gap by establishing sharp oracle inequalities for the EWA with the Laplace prior. These inequalities show that if the temperature parameter is small, the EWA with the Laplace prior satis es the same type of oracle inequality as the lasso estimator does, as long as the quality of estimation is measured by the prediction loss. Extensions of the proposed methodology to the problem of prediction with low-rank matrices will be discussed as well. (based on a joint work with Edwin Grappin and Quentin Paris)

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 07.11.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
E. Klochkov, Humboldt-Universität zu Berlin:
Invertibility of 1D random kernel matrix
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 07.11.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J. Novo, Universidad Autónoma de Madrid, Spanien:
Quasi-optimal methods to approximate the incompressible Navier--Stokes squations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we will consider different methods to approximate the incompressible Navier--Stokes squations. Our main concern is to get error bounds with constants independent on inverse powers of the viscosity parameter. We will consider inf-sup stable methods with grad-div stabilization, non inf-sup stable methods with local projection stabilization and fully discrete schemes based on projection methods in time plus grad-div stabilization in space. Some numerical experiments will be shown to check the optimality of the theoretical rates of convergence of the methods.

Host
WIAS Berlin
Friday, 03.11.2017, 14:00 (WIAS-ESH)
Halbleiterseminar
Dr. M. Landstorfer, WIAS Berlin:
Modellierung von Elektrolyt-Metall-Grenzflächen
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 01.11.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. T. Roubíček, Czech Academy of Sciences, Tschechische Republik:
Seismic waves and earthquakes in a global monolithic model
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A model of seismic sources during rupturing of lithospheric faults is combined with a model of propagation of the emitted seismic waves in a layered continuum, admitting also a viscoelastic (Boger) fluid and reflecting thus the Earth mantle/core structure. This model is approximated by a monolithic way, handling the damageable solid (with the phase-field crack model) and the Boger fluid in a unified way. Numerical simulations showing rupture on pre-existing fault, wave propagation and S-wave reflection performed by Roman Vodicka is shown, together with another experiment where a new fault and a surface depression are born.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 01.11.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. D. Belomestny, Universität Duisburg-Essen:
Statistical inference for McKean-Vlasov-SDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
McKean-Vlasov-SDEs provide a very rich modelling framework for large complex systems. They naturally appear in modelling and simulation of turbulent flows by fluid-particle method. In biomathematics, a McKean-Vlasov-SDE model for neuronal networks has been proposed. Although potentially very powerful, the lack of efficient statistical procedures prevents further expansion of these results into application areas. When proposing a McKean-Vlasov-SDE model, one of the main challenges is the appropriate choice of the coefficients. In this talk, we study the problem of the nonparametric estimation of the McKean-Vlasov diffusion coefficients from low-frequency observations.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Monday, 30.10.2017, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Prof. Dr. L. Berlyand, Pennsylvania State University, USA:
Hierarchy of PDE Models of Cell Motility
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider mathematical PDE models of motility of eukaryotic cells on a substrate and discuss them in a broader context of active materials. Our goal is to capture mathematically the key biological phenomena such as steady motion with no external stimuli and spontaneous breaking of symmetry. We first describe the hierarchy of PDE models of cell motility and then focus on two specific models: the phase-field model and the free boundary problem model. The phase-field model consists of the Allen-Cahn equation for the scalar phase field function coupled with a vectorial parabolic equation for the orientation of the actin filament network. The key mathematical properties of this system are (i) the presence of gradients in the coupling terms and (ii) the mass (volume) preservation constraints. These properties lead to mathematical challenges that are specific to active (out of equilibrium) systems, e.g., the fact that variational principles do not apply. Therefore, standard techniques based on maximum principle and Gamma-convergence cannot be used, and one has to develop alternative asymptotic techniques. The free boundary problem model consists of an elliptic equation describing the flow of the cytoskeleton gel coupled with a convection-diffusion PDE for the density of myosin motors. This PDE system is of Keller-Segel type but in a free boundary setting with nonlocal condition that involves boundary curvature. Analysis of this system allows for a reduction to a Liouville type equation which arises in various applications ranging from geometry to chemotaxis. This equation contains an additional term that presents an additional challenge in analysis. In the analysis of the above models our focus is on establishing the traveling wave solutions that are the signature of the cell motility. We also study breaking of symmetry by proving existence of non-radial steady states. Bifurcation of traveling waves from steady states is established via the Schauder's fixed point theorem for the phase field model and the Leray-Schauder degree theory for the free boundary problem model. These results are obtained in collaboration with Jan Fuhrmann, M. Potomkin, and V. Rybalko.

Host
WIAS Berlin
Wednesday, 25.10.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
Explicit and uniform resolvent estimates for second order divergence operators on Lp spaces
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, 25.10.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
D. Ghoshdastidar, Universität Tübingen:
Two-sample hypothesis testing for inhomogeneous random graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this work, we consider the problem of testing between two populations of inhomogeneous random graphs de ned on the same set of vertices. We are particularly interested in the high-dimensional setting where the population size is potentially much smaller than the graph size, and may even be constant. It is known that this setting cannot be tackled if the separation between two models is quanti ed in terms of total variation distance. Hence, we study two-sample testing problems where the separation between models is quanti ed by the Frobenius or operator norms of the di erence between the population adjacency matrices. We derive upper and lower bounds for the minimax separation rate for these problems. Interestingly, the proposed near-optimal tests are uniformly consistent in both the large graph, small sample and small graph, large sample regimes. This is a joint work with Maurilio Gutzeit, Alexandra Carpentier and Ulrike von Luxburg.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 24.10.2017, 15:15 (FU-140)
Oberseminar Nonlinear Dynamics
C. Rocha, Instituto Superior Técnico of Lisbon:
Global attractors for non-autonomous systems
more ... Location
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Abstract
We survey the notions of global attractors for non-autonomous systems, and consider small non-autonomous perturbations of dynamical systems to discuss the resulting changes on the global attractors. We review the notion of Morse-Smale dynamical system and extend this notion to the non-autonomous framework, based on a recent joint work with R. Czaja and W. Oliva.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 24.10.2017, 13:45 (WIAS-406)
Seminar Materialmodellierung
A. Zubkova, Karl-Franzens-Universität Graz, Österreich:
Homogenization of the generalized Poisson--Nernst--Planck system with nonlinear interface conditions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider the generalized system of nonlinear Poisson-Nernst-Planck equations, which describes concentrations of multiple charged particles with the overall electrostatic potential. It is modeled in terms of the Fickian multiphase diffusion law coupled with thermodynamic principles. The generalized model is supplied by volume and positivity constraints and quasi-Fermi electrochemical potentials depending on the pressure. The model describes a plenty of electrokinetic phenomena in physical and biological sciences. We examine nonlinear inhomogeneous transmission conditions describing electro-chemical reactions on the interface in a periodic two-phase medium. We aim at a proper variational modeling, well-posedness, and asymptotic analysis as well as homogenization of the model.

Host
WIAS Berlin
Thursday, 19.10.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. L. Rebholz, Clemson University, USA:
On conservation laws of Navier--Stokes Galerkin discretizations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study conservation properties of Galerkin methods for the incompressible Navier-Stokes equations, without the divergence constraint strongly enforced. In typical discretizations such as the mixed finite element method, the conservation of mass is enforced only weakly, and this leads to discrete solutions which may not conserve energy, momentum, angular momentum, helicity, or vorticity, even though the physics of the Navier-Stokes equations dictate that they should. We aim in this work to construct discrete formulations that conserve as many physical laws as possible without utilizing a strong enforcement of the divergence constraint, and doing so leads us to a new formulation that conserves each of energy, momentum, angular momentum, enstrophy in 2D, helicity and vorticity (for reference, the usual convective formulation does not conserve most of these quantities). Several numerical experiments are performed, which verify the theory and test the new formulation.

Host
WIAS Berlin
Wednesday, 18.10.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. Dr. V. Spokoiny, WIAS Berlin:
Big ball probability with applications in statistical inference
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We derive the bounds on the Kolmogorov distance between probabilities of two Gaussian elements to hit a ball in a Hilbert space. The key property of these bounds is that they are dimensional-free and depend on the nuclear (Schatten-one) norm of the difference between the covariance operators of the elements. We are also interested in the anticoncentration bound for a squared norm of a non-centered Gaussian element in a Hilbert space. All bounds are sharp and cannot be improved in general. We provide a list of motivation examples and applications in statistical inference for the derived results as well. (joint with Götze, Naumov and Ulyanov)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 17.10.2017, 15:15 (FU-140)
Oberseminar Nonlinear Dynamics
Dr. J. Sieber, University of Exeter, UK:
Smooth center manifolds for delay-differential equations
more ... Location
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Abstract
Delay-differential equations (DDEs) with state-dependent delays are, as far as is known, at best continuously differentiable once as dynamical systems. That is, the time-t map does not depend on its argument with a higher degree of smoothness than 1. However, as I will show, center manifolds near equilibria are still as smooth as expected from the spectral gap and from the smoothness of coefficients. In particular, I will review what precisely ßmoothness of coefficients" means.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 17.10.2017, 15:00 (WIAS-ESH)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Suvorikova, WIAS Berlin:
Two-sample test based on 2-Wasserstein distance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Monday, 16.10.2017, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. S. Amiranashvili, WIAS:
Negative frequency radiation in optical fibers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 12.10.2017, 10:30 (HU Berlin in Adlershof RUD25 Raum 2.417)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. S. Schmidt, Universität Würzburg:
SQP methods for shape optimization based on weak shape Hessians
more ... Location
Humboldt-Universität zu Berlin, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann-Haus, Raum 2.417

Abstract
Many PDE constrained optimization problems fall into the category of shape optimization, meaning the geometry of the domain is the unknown to be found. Most natural applications are drag minimization in fluid dynamics, but many tomography and image reconstruction problems also fall into this category. The talk introduces shape optimization as a special sub-class of PDE constraint optimization problems. The main focus here will be on generating Newton-like methods for large scale applications. The key for this endeavor is the derivation of the shape Hessian, that is the second directional derivative of a cost functional with respect to geometry changes in a weak form based on material derivatives instead of classical local shape derivatives. To avoid human errors, a computer aided derivation system is also introduced. The methodologies are tested on problem from fluid dynamics and geometric inverse problems.

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

Host
WIAS Berlin
Humboldt-Universität zu Berlin
October 11 – 14, 2017 (WIAS-ESH)
Workshop/Konferenz: SPP 1962 Autumn School 2017 “Nonsmooth Structures in Mathematical Models”
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
There will be an autumn school on "Nonsmooth Structures in Mathematical Models" at the Weierstrass Institute in Berlin as part of the DFG SPP 1962. We will have three lecturer courses: 'Splitting algorithms in nonsmooth convex and nonconvex optimization' by Prof. Dr. Bot, 'Systems with rate independence: models, sensitivity, optimization' by Prof. Dr. Brokate, 'Problems with equilibrium constraints: Theory and numerics' by Prof. Dr. Outrata. More details of the program can be found at http://www.wias-berlin.de/workshops/sppsummerschool2017/program.jsp. The autumn school will start at 4pm on the 11th October and end around 12:30pm on the 14th October. This school is primarily intended for the doctoral and postdoctoral students. Interested parties may apply to register; the number of available places is limited so registration is mandatory for all and the deadline for registration is 30th August. There is no registration fee, however travel costs will not be paid. For full details and registration, please see http://www.wias-berlin.de/workshops/sppsummerschool2017/index.jsp.

Host
WIAS Berlin
DFG Schwerpunktprogramm 1962
October 4 – 6, 2017 (WIAS-ESH)
Workshop/Konferenz: Homogenization Theory and Applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
SFB 1114: Scaling Cascades in Complex Systems
SFB 910 “Control of self-organizing nonlinear systems: Theoretical methods and concepts of application”
Tuesday, 26.09.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Y. Ren, Dalian University of Technology, China:
On tetrahedralisations containing knotted and linked line segments
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk considers a set of twisted line segments in 3d such that they form a knot (a closed curve) or a link of two closed curves. Such line segments appear on the boundary of a family of 3d indecomposable polyhedra (like the Schönhardt polyhedron) whose interior cannot be tetrahedralised without additional vertices added. On the other hand, a 3d (non-convex) polyhedron whose boundary contains such line segments may still be decomposable as long as the twist is not too large. It is therefore interesting to consider the question: when there exists a tetrahedralisation contains a given set of knotted or linked line segments?
In this talk, we studied a simplified question with the assumption that all vertices of the line segments are in convex position. It is straightforward to show that no tetrahedralisation of 6 vertices (the three-line-segments case) can contain a trefoil knot. When the number of twisted line segments is larger than 3, it is necessary to create new interior edges to form a tetrahedralisation. We provided a detailed analysis for the case of a set of 4 twisted line segments. We show that the addition of a pair of new interior edges decomposes the original knot (or link) into two links (or knots) with less crossing numbers. This leads to a crucial condition on the orientation of pairs of new interior edges which determines whether this set is decomposable or not. We then prove a new theorem about the decomposability for a set of n (n ≥ 3) twisted line segments. This theorem implies that the family of polyhedra generalised from the Schönhardt polyhedron by Rambau are all indecomposable.

Host
WIAS Berlin
Thursday, 21.09.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. Ch. Freysoldt, Max-Planck-Institut für Eisenforschung, Düsseldorf:
Vortrag entfällt / Lecture not applicable
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 19.09.2017, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
M. Patriarca, University of Rome “Tor Vergata”, Italy:
Discontinuous finite element discretization for semiclassical particle transport
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In order to understand how semiconductor devices operate, it is very common to solve a Poisson equation coupled with drift-diffusion equations for electrons and holes. We present several discontinuous approaches to solving the Poisson equation: non-symmetric interior penalty, lifting operator and a mixed approach among finite volume method and discontinuous Galërkin finite element method. We discuss the advantages and drawbacks of these approaches in order to extend the best discretization method to the drift-diffusion model. The stationary case is implemented in our software simulator TiberCAD. Simulation results are shown to highlight the problems encountered.

Host
WIAS Berlin
Tuesday, 19.09.2017, 10:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
S. Wolf, Technische Universität Berlin:
Tensor reconstruction
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Monday, 18.09.2017, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Prof. D. Chapelle, Inria Saclay -- Ile de France , Frankreich:
Biomechanical modeling of the heart, and cardiovascular system --- From sarcomeres to organ/system, with experimental assessments and patient-specific clinical validations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Cardiac contraction originates at a subcellular - molecular, indeed - scale, within specific components of the cardiomyocytes (i.e. cardiac cells) called sarcomeres. This contractile behaviour then needs to be integrated at the organ level, namely, with a specific structure and shape. Furthermore, this organ crucially interacts with other physiological systems, the first of which being blood circulation via the cardiac function itself, and also the nervous system that controls the heart via various regulation mechanisms, and these interactions must be adequately represented in order to obtain accurate and predictive model simulations. This presentation will provide an overview of the recent advances on cardiac modeling achieved in the M3DISIM group, with a particular focus on the key multiscale, multi-physics and integrated system modeling aspects that need to be addressed, with many associated challenges pertaining to numerical methods, model validation, and inverse problems, in particular.

Host
WIAS Berlin
Thursday, 14.09.2017, 15:00 (WIAS-405-406)
Seminar Numerische Mathematik
Prof. N. Lei, Dalian University of Technology, China:
Quadrilateral and hexahedral mesh generation based on surface foliation theory
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
For the purpose of isogeometric analysis, one of the most common ways is to construct structured hexahedral meshes, which have regular tensor product structure, and fit them by volumetric T-Splines. This theoretic work proposes a novel surface quadrilateral meshing method, colorable quad-mesh, which leads to the structured hexahedral mesh of the enclosed volume for high genus surfaces. The work proves the equivalence relations among colorable quad-meshes, finite measured foliations and Strebel differentials on surfaces. This trinity theorem lays down the theoretic foundation for quadrilateral/hexahedral mesh generation, and leads to practical, automatic algorithms. The work proposes the following algorithm: the user inputs a set of disjoint, simple loops on a high genus surface, and specifies a height parameter for each loop; a unique Strebel differential is computed with the combinatorial type and the heights prescribed by the user?s input; the Strebel differential assigns a flat metric on the surface and decomposes the surface into cylinders; a colorable quad-mesh is generated by splitting each cylinder into two quadrilaterals, followed by subdivision; the surface cylindrical decomposition is extended inward to produce a solid cylindrical decomposition of the volume; the hexahedral meshing is generated for each volumetric cylinder and then glued together to form a globally consistent hex-mesh.

Host
WIAS Berlin
Thursday, 14.09.2017, 14:00 (WIAS-405-406)
Seminar Numerische Mathematik
Prof. V. Garanzha, Russian Academy of Sciences, Moskau:
Construction of quasi-isometric elastic deformations in mesh generation problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Theory of quasi-isometric (QI) mappings allows to reformulate in unified terms the intuitive idea of quasi-uniform meshes and presents natural multidimensional generalization of equidistribution principle. Suprisingly theory of QI mapping is not very rich. Rigorous results about existence of QI mappings are available only in 2d, see works by Reshetnyak, Bakelman, Bonk and Lang, Burago on parameterization of 2d manifolds of bounded curvature. In 2000 Garanzha suggested stored energy with guaranteed QI minimizer. Multidimensional "existence theorems" (Garanzha, 2005, 2010) essentially follow formulations of existence theorems of finite hyperelasticity due to John Ball: minimum of stored energy is attained on admssible mapping provided that at least one admissible mapping exists. It is not known how to find this initial admissible mapping. Another unsolved problem is lack of discrete convergence: one cannot prove that solution of discretized variational problem converges to exact minimizer. In order to construct QI mappings one has to solve continuation problem which minimizes certain evaluation of quasi-isometry constant. While providing rigorous foundations and best results in terms of distortion, this aproach is too complicated for solving engineering problems. Simple solution to this problem is based on introducing spatial weight distributions which premultiply density of stored energy (distortion measure) and sharply increase in the zones where small distortion is required. Strategies for devising these weight functions are discussed as applied to construction of smooth and orthogonal boundary layer meshes with precise stretching control, to construction of prismatic mesh layer using elastic springback technique, to surface flattening and parameterization and to construction of adaptive meshes.

Host
WIAS Berlin
September 13 – 15, 2017 (WIAS-ESH)
Workshop/Konferenz: Workshop on Mathematics of Deep Learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Technische Universität Berlin
DFG Research Center MATHEON
DFG Research Unit 1735
DFG Research Unit 2402
Thursday, 07.09.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
NUSOD-Highlights:
Nachlese zur NUSOD 2017
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 31.08.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
C. Bartsch, WIAS Berlin:
A mixed stochastic-deterministic approach to particles interacting in a flow
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We present a new approach to the solution of coupled particle population balance systems. Such population balance systems consist of particles transported by a moving fluid. The particles interact with each other and with the surrounding fluid. Population balance systems aim at keeping track of both particle- and fluid quantities. In our approach, particle-particle interactions and particle-fluid interactions are solved with a stochastic simulation algorithm, while a finite element flow solver is used for fluid-fluid interactions. This best-of-two-worlds approach enables the efficient treatment even of such particle-fluid systems, where the particles are described by multiple internal coordinates. A simulation of a flow crystallizer will be presented as a proof of concept.

Host
WIAS Berlin
Tuesday, 29.08.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Zadorozhnyi, Universität Potsdam:
Concentration of weakly dependent Banach-valued sums and applications to kernel learning methods
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We obtain a new Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order to investigate statistical rates of convergence for the broad family of spectral regularization methods for reproducing kernel decision rules, when trained on a sample coming from a stationary $tau-$mixing process.

Host
WIAS Berlin
Wednesday, 09.08.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. D. Chae, Chung-Ang University, Korea:
On the blow-up problem for the incompressible Euler equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 02.08.2017, 16:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. A. Drewitz, Universität zu Köln:
The maximal particle of branching RW in random branching environment
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider branching random walk in spatially random branching environment (BRWRE) in dimension one, as well as related differential equations: the Fisher-KPP equation with random branching and its linearized version the parabolic Anderson model (PAM). When the random environment is bounded, we show that after recentering and scaling, the position of the maximal particle of the BRWRE, the front of the solution of the PAM, as well as the front of the solution of the randomized Fisher-KPP equation fulfill quenched invariance principles. In addition, we prove that at time t the distance between the median of the maximal particle of the BRWRE and the front of the solution of the PAM is in O(ln t). This is joint work with Jiří Černý.

Host
WIAS Berlin
Wednesday, 02.08.2017, 15:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. M. Kraft, University of Cambridge, GB:
Moment projection method for solving population balance equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
A new moment method for solving the population balance equations is presented. The moment projection method (MPM) addresses the challenge of particle shrinkage due to processes such as oxidation, evaporation or dissolution and particle fragmentation. It directly solves the moment transport equation for the moments and tracks the number of the smallest particles using the algorithm by Blumstein and Wheeler. The new method was validated for particle inception, coagulation, condensation, growth, shrinkage and fragmentation. Different types of particle size distributions (PSDs) are supplied as an initial condition. Comparisons are made with the method of moments (MOM), hybrid method of moments, quadrature method of moments and a high-precision stochastic solution calculated using the established direct simulation algorithm (DSA). The results suggest that MPM shows improved performance compared to MOM, HMOM and QMOM in the treatment of shrinkage and fragmentation. The new method predicts mean quantities which are almost as accurate as the stochastic solution.

Host
WIAS Berlin
Wednesday, 02.08.2017, 14:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. O. Muscato, Università degli Studi di Catania, Italien:
The evergreen Wigner transport equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 02.08.2017, 14:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
O. Muscato, Università degli Studi di Catania, Italien:
The evergreen Wigner transport equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 01.08.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Koziuk, WIAS (Berlin):
Smooth representation of the Kolmogorov distance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we consider several types of accelerated randomized gradient methods: random directional search, random coordinate descent, randomized zero-order method. Using the concept of inexact oracle, we present a generic theorem on the convergence rate for all the three methods. Despite their random nature, these methods have complexity with the same dependence on the desired accuracy of the solution as deterministic accelerated gradient method. Joint work with A. Gasnikov

Host
WIAS Berlin
Wednesday, 26.07.2017, 13:15 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Prof. H. Zidani, ENSTA ParisTech, Frankreich:
Multi-objective control problems under state constraints
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 25.07.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
B. Stemper, WIAS Berlin:
Some thoughts on calibration under rough volatility via deep learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
July 24, 2017 (WIAS-ESH)
Workshop/Konferenz: Kolloquium zum Ruhestand von Dr. G. Schmidt
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 20.07.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Pickartz, WIAS Berlin:
Cancellation of Raman self-frequency shift for compression of optical pulses
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 19.07.2017, 18:15 (WIAS-ESH)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. A. Bovier, Rheinische Friedrich-Wilhelms-Universität Bonn:
Adaptive dynamics, diploid models, and the escape from selection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Standard stochastic models of adaptive dynamics are based on haploid reproduction schemes. They are sometimes criticised for the difficulty to create genetic diversity. This can be traced to the fact that unless parameters are fine-tuned, times of fixation and extinctions are of the same order. We show that in diploid models, it fitter alleles are dominant, extinction times are dramatically increased. We show that, under reasonable assumptions, this can lead to the recovery of an initial unfit allele after the appearance of a second mutant allele, leading to the coexistence of two phenotypes without fin-tuning hypothesis. (joint work with Rebecca Neukirch and Loren Coquille)

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 18.07.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
J.-Y. Dai, Freie Universität Berlin:
Spiral waves in circular and spherical geometries. The Ginzburg--Landau paradigm
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We prove the existence of spiral waves for the complex Ginzburg-Landau equation in the circular and spherical geometries. Instead of applying the shooting method from the literature, we establish a functional approach and adopt global bifurcation analysis to solve the spiral wave elliptic equation. Moreover, we prove the existence of two new patterns: frozen spirals in the circular and spherical geometries and spiral-pairs, that is, spirals with two tips, in the spherical geometry.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 18.07.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Maurelli, WIAS Berlin:
2D Stochastic Euler equations: Flow representation and vortex approximation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider two dimensional Euler equations (in vorticity form) for incompressible fluids, with a stochastic term of transport-type. Deterministic Euler equations in 2D can be associated with an ODE with non-local (mean field) way. We extend this interpretation to the stochastic case and we provide well-posedness and suitable particle approximation. This is based on joint works with Michele Coghi, Franco Flandoli and Zdzislaw Brzezniak.

Host
WIAS Berlin
Tuesday, 18.07.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. D. Peschka, WIAS Berlin:
Variational structure of viscous flows with contact line motion
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I will present variational approach to the free boundary problem of fluid motion over solid and liquid substrates, focussing on algorithmic approaches for the treatment of contact line motion.

Host
WIAS Berlin
Thursday, 13.07.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
M. Kantner, WIAS Berlin:
Hybrid quantum-classical modeling of quantum dot devices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 12.07.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar) & Seminar Materialmodellierung
Prof. Dr. R. Toader, University of Udine, Italy:
Existence for dynamic Griffith fracture with a weak maximal dissipation condition
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The study of dynamic fracture is based on the dynamic energy-dissipation balance. This condition is always satisfied by a stationary crack together with a displacement satisfying the system of elastodynamics. Therefore to predict crack growth a further principle is needed. We introduce a weak maximal dissipation condition that, together with elastodynamics and energy balance, provides a model for dynamic fracture, at least within a certain class of possible crack evolutions. In particular, we prove the existence of dynamic fracture evolutions satisfying this condition, subject to smoothness constraints, and exhibit an explicit example to show that maximal dissipation can indeed rule out stationary cracks. These results are obtained in collaboration with G. Dal Maso (SISSA) and C. Larsen (WPI).

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar) & Seminar Materialmodellierung

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 12.07.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. W. Polonik, University of California at Davis, USA:
Statistical topological data analysis: Rescaling the persistence diagram
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A persistence diagram (PD) is one of the basic objects underlying topological data analysis. It is used to analyze topological and geometric features of an underlying space M, assuming availability of a random sample from M. Existing approaches for such analyses will be reviewed brie y, and their bene ts and shortcomings will be discussed. Then we introduce ideas for rescaling PDs, which enables the derivation of novel limit theorems for the total k persistence, and other functionals of PDs. The long-term goal of studying the rescaling of PDs is to develop novel types of statistical analysis of persistence diagrams.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 11.07.2017, 10:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Ch. Ben Hammouda, King Abdullah University of Science and Technology - KAUST, Saudi-Arabien, Königreich:
Multilevel hybrid split-step implicit tau-leap
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been shown to be more relevant than continuous state-space and deterministic ones. In systems characterized by having simultaneously fast and slow timescales, existing discrete space-state stochastic path simulation methods, such as the stochastic simulation algorithm (SSA) and the explicit tau-leap (explicit-TL) method, can be very slow. Implicit approximations have been developed to improve numerical stability and provide efficient simulation algorithms for those systems. Tn this talk, we propose an efficient Multilevel Monte Carlo (MLMC) method in the spirit of the work by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012). This method uses split-step implicit tau-leap (SSI-TL) at levels where the explicit-TL method is not applicable due to numerical stability issues. We present numerical examples that illustrate the performance of the proposed method.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Monday, 10.07.2017, 14:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. F. Baccelli, University of Texas at Austin:
Stochastic Geometry and Queuing in Wireless Networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Stochastic Geometry allows one to statistically represent contention for spectrum in large wireless networks. It is based on the computation of spatial averages over a snapshot of the network state, which are not easy to interconnect with the time averages stemming from queuing dynamics. The aim of this lecture is to survey ongoing research on the mathematical interconnection of Stochastic Geometry and Queuing Theory in this wireless networking context. The survey will cover progress on the analysis of a fundamental model, which is the spatial queuing process where user service rates are determined by the interference field. It will also revisit the classical problem of multi-hop relaying queues in mobile networks, for which a new mean-field analysis will be discussed.

Host
WIAS Berlin
Wednesday, 05.07.2017, 18:15 (TUB-MA 041)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. I. Goldsheid, Queen Mary, University of London, GB:
Invariant Measure for Random Walks on Random Environments
more ... Location
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041

Abstract
It is well known that a random walk in random environment on a strip in the "environment viewed from the particle" setting is a Markov chain on the set of environments. In this context, the fundamental question is that of the existence of the density of the invariant measure of this Markov chain with respect to the measure on the set of environments. In the case of the walk on a strip, it turns out to be possible to describe all positive sub-exponentially growing solutions of the corresponding invariant measure equation in the deterministic setting and then derive the necessary and sufficient conditions for the existence of the density when the environment is stationary and ergodic. This is a joint work with D. Dolgopyat.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 04.07.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
A. Visintin, Università di Trento, Italy:
Compactness and structural stability of nonlinear flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 04.07.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. L. Ruthotto, Emory University, Atlanta, USA:
Stable architectures for deep neural networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 29.06.2017, 16:00 (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
Wednesday, 28.06.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. B. Sturmfels, Max Planck Institute for Mathematics in the Sciences Leipzig, Germany:
Geometry of log-concave density estimation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We present recent work with Elina Robeva and Caroline Uhler that establishes a new link between geometric combinatorics and nonparametric statistics. It concerns shape-constrained densities on d-space that are log-concave, with focus on the maximum likelihood estimator (MLE) for weighted samples. Cule, Samworth, and Stewart showed that the logarithm of the optimal log-concave density is piecewise linear and supported on a regular subdivision of the samples. This defines a map from the space of weights to the set of regular subdivisions of the samples, i.e. the face poset of their secondary polytope. We prove that this map is surjective. In fact, every regular subdivision arises in the MLE for some set of weights with positive probability, but coarser subdivisions appear to be more likely to arise than finer ones. To quantify these results, we introduce a continuous version of the secondary polytope, whose dual we name the Samworth body.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 27.06.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
I. Franovic, University of Belgrade, Serbia:
Bistability, rate oscillations and slow rate fluctuations in networks of noisy neurons with coupling delay
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Spontaneous activity of cortical neurons is typically characterized as a doubly-stochastic process, underlying two distinct forms of variability. While the local spike-train variability is reflected on the fast timescale, the variability associated with much longer timescales involves macroscopic irregular fluctuations of the firing rate. The latter fluctuations apparently emerge by coherent switching of neurons between the ?up? and ?down? states of membrane potential, and are believed to play important functional roles. In order to gain qualitative insight into the mechanisms behind such switching phenomena, we consider a random network of rate-based neurons influenced by external and internal noise, as well as the coupling delay. The network behavior is analyzed by deriving the second-order stochastic mean-field model, which describes the network dynamics in terms of the mean-rate and the associated variance. The mean-field model is used to study the stability and bifurcations in the thermodynamic limit, as well as the fluctuations due to the finite-size effect. For the thermodynamic limit, it is established that (i) the network may exhibit coexistence between two stationary levels in a wide range of parameters, whereby the two types of noise affect the levels in a fundamentally different fashion, and (ii) coupling delay may give rise to oscillations of the mean-rate. The slow rate fluctuations are demonstrated to emerge via two distinct scenarios. In the delay-free case, the leading mechanism can be seen as noise-induced transitions between two metastable states, quite reminiscent to fluctuations of a particle in a double-well potential. In the second scenario, which involves the cooperative action of noise and delay, the fluctuations can be interpreted as stochastic mixing between two different oscillatory regimes.

Further Informations
Oberseminar Nonlinear Dynamics

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 27.06.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
C. Uebel, Humboldt-universtiät zu Berlin:
Variable selection with hamming loss
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 27.06.2017, 10:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
M. Mäck, Universität Stuttgart:
Numerical implementation of Fuzzy arithmetic in uncertainty analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Monday, 26.06.2017, 15:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. M. Hanss, Universität Stuttgart:
Fuzzy arithmetic and probability theory in uncertainty analysis -- Unity in diversity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 22.06.2017, 16:00 (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, 22.06.2017, 10:00 (WIAS-ESH)
Seminar Laserdynamik
S. Eydam, WIAS Berlin:
Phase oscillator mode-locking
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Thursday, 22.06.2017, 09:30 (HU Berlin in Adlershof RUD25 Raum 2.417)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
C. Löbhard, WIAS:
An adaptive space-time discretization for parabolic optimal control problem with state constraints
more ... Location
Humboldt-Universität zu Berlin, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann-Haus, Raum 2.417

Abstract
We present a space-time discretization which is based on a reformulation of the stationarity conditions of a Moreau-Yosida regularized parabolic optimal control problem, which involves only the state variable. The resulting nonlinear partial differential equation is of fourth order in space, and of second order in time. In order to cope with the disbalance of regularity of the respective solutions, we develop a taylored discontinuous Galerkin scheme and derive convergence rates in the mesh size as well as an integrated update strategy for the regularization parameter related to the state constraints. We also propose an adaptive mesh refinement strategy and illustrate the performance of our method in numerical test cases.

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

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 21.06.2017, 15:30 (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
Wednesday, 21.06.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. J. Prüß, Martin-Luther-Universität Halle-Wittenberg:
Critical spaces for quasilinear evolution equations and applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the last decades, considerable effort in pde's has been put into finding the most general spaces of Initial data such that a given nonlinear pde is well-posed. So far, this has been achieved with case studies, each equation has ist own theory. Moreover, the available proofs in the literature are usually arkwardly involved, sometimes going even into the miscroscopic theory of the relevant spaces, in most cases Besov spaces. In my talk, I present an abstract approach in the framework of parabolic evolution equations relying on maximal Lp-regularity in time weighted Lp-spaces. This approach easily recovers many known results in applications, for example for the Navier-Stokes equation, the Keller-Segal equations, quasi-geostrophic equations, and many others, but also leads in a direct, smooth way to new results, e.g. for the vorticity equations.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 21.06.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. D. Chetverikov, University of California, Los Angeles, USA:
On cross-validated lasso
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this paper, we derive a rate of convergence of the Lasso estimator when the penalty parameter $lambda$ for the estimator is chosen using $K$-fold cross-validation; in particular, we show that in the model with the Gaussian noise and under fairly general assumptions on the candidate set of values of $lambda$, the prediction norm of the estimation error of the cross-validated Lasso estimator is with high probability bounded from above up to a constant by $(slog p /n)^1/2cdot log^7/8(p n)$, where $n$ is the sample size of available data, $p$ is the number of covariates, and $s$ is the number of non-zero coefficients in the model. Thus, the cross-validated Lasso estimator achieves the fastest possible rate of convergence up to a small logarithmic factor $log^7/8(p n)$. In addition, we derive a sparsity bound for the cross-validated Lasso estimator; in particular, we show that under the same conditions as above, the number of non-zero coefficients of the estimator is with high probability bounded from above up to a constant by $slog^5(p n)$. Finally, we show that our proof technique generates non-trivial bounds on the prediction norm of the estimation error of the cross-validated Lasso estimator even if the assumption of the Gaussian noise fails; in particular, the prediction norm of the estimation error is with high-probability bounded from above up to a constant by $(slog^2(p n)/n)^1/4$ under mild regularity conditions.(The authors are Denis Chetverikov, Zhipeng Liao, and Victor Chernozhukov.)

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 20.06.2017, 10:45 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
D. Loukrezis, Technische Universität Darmstadt:
Low-rank tensor decompositions for high-dimensional uncertainty quantification in electromagnetic field problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 20.06.2017, 10:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. U. Römer, Technische Universität Darmstadt:
Stochastic collocation with adjoint error control for uncertainty quantification in computational electromagnetics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 15.06.2017, 16:00 (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, 14.06.2017, 10:00 (WIAS-HVP-4.13)
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, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

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
Tuesday, 13.06.2017, 15:00 (WIAS-HVP-4.13)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Suvorikova, WIAS Berlin:
Detection of structural breaks in complex data
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
In this talk we discuss two approaches to detection of structural breaks in complex data. We focus on the online mode, where a structural break in a running stochastic process should be detected as soon as possible under constraint on a given in advance false-alarm rate. We exploit a framework, that is common for the solution of problems of this type, namely the hypothesis testing in a scrolling window. The first approach relies on the quasi likelihood-ratio test. The second part of the present work considers the case, when observed data set comes from a space of probability measures with finite second moments endowed with 2 -Wasserstein distance.

Host
WIAS Berlin
Monday, 12.06.2017, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Professor T. Schäffter, Physikalisch-Technische Bundesanstalt Berlin:
Advances in Cardiac and Quantitative MRI
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Cardiac Magnetic Resonance (CMR) imaging has become a clinically useful tool to assess different physiological parameter in one examination. The widespread use of cardiac MRI, however, is often hampered by the complexity of MRI and the long acquisition time. For this novel, 3D MR-acquisitions have been developed to obtain anatomical, functional and flow information of the whole heart. Fast acquisition can be achieved by advanced motion compensation and new reconstruction approaches. Furthermore, a more quantitative oriented diagnosis can be achieved by pixel-wise measurement of parameters. For instance, mapping of the relaxation times allows the assessment of tissue characteristics and the estimation of contrast agent concentration. In this talk an overview on the different technical developments are given and clinical applications are shown.

Host
WIAS Berlin
Wednesday, 07.06.2017, 18:15 (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, 07.06.2017, 15:15 (WIAS-406)
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, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 06.06.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Eigel, WIAS Berlin:
Sampling-free solution of stochastic forward and inverse problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider two typical problem classes of UQ: PDEs with random data and Bayesian inversion for these random models. Opposite to classical stochastic approaches, spectral (functional) methods allow for a sampling-free explicit evaluation of probability densities. The formulation is amenable to modern model reduction techniques such as hierarchical tensor approximations and allows for an adaptive error control.

Host
WIAS Berlin
Thursday, 01.06.2017, 16:00 (WIAS-406)
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, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 01.06.2017, 14:00 (WIAS-405-406)
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, 4. Etage, Raum: 405/406

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
Wednesday, 31.05.2017, 13:15 (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
J. A. Brueggemann, Humboldt-Universität zu Berlin:
Solution methods for a contact model motivated by the human heart's pericardium
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
Introducing a function space description of the contact within the human heart's pericardium, in this talk, we will study a relaxation of the latter. The quasi-variational inequality (QVI) in the focus of interest is attacked with a fixed-point approach and the hereby arising sequence of variational problems can be efficiently solved with a path-following semi-smooth Newton method.

Host
WIAS Berlin
Wednesday, 31.05.2017, 10:00 (WIAS-406)
Forschungsseminar Mathematische Statistik
Prof. J. C. Escanciano, Indiana University Bloomington, USA:
Quantile-regression inference with adaptive control of size
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asymptotic variance of regression quantiles that leads any resulting Wald-type test or con dence region to behave as well in large samples as its infeasible counterpart in which the true conditional response densities are embedded. We give explicit guidance on implementing the new variance estimator to control adaptively the size of any resulting Wald-type test. Monte Carlo evidence indicates the potential of our approach to deliver con dence intervals for quantile regression parameters with excellent coverage accuracy over di erent quantile levels, data-generating processes and sample sizes. We also include an empirical application. Supplementary material is available online.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 30.05.2017, 15:15 (WIAS-HVP-3.13)
Oberseminar Nonlinear Dynamics
P. Lappicy, Free University Berlin:
Einstein constraints: A dynamical approach
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Abstract
The Einstein constraint equations describe the space of initial data for the evolution equations, dictating how space should curve within spacetime. Under certain assumptions, the constraints reduce to a scalar quasilinear parabolic equation on the sphere, and nonlinearity being the prescribed scalar curvature of space. We focus on self-similar solutions of Schwarzschild type, which describe the space of initial data of certain black holes, for example. The first main result gives a detailed study of the axially symmetric solutions, since the domain is now one dimensional and nodal properties can be used to describe certain asymptotics of the rescaled self-similar solutions. Such asymptotics describe the possible metrics arising at an event horizon of a black hole, depending on the metric inside the horizon. Those are described by Sturm attractors. In particular, we compute an example for a prescribed scalar curvature. The second main result states a symmetrization property of certain metrics in the event horizon, namely, how the symmetry of the spherical domain can influence the symmetry of solutions.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 30.05.2017, 15:00 (WIAS-ESH)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
P. Fischer, Humboldt-Universität zu Berlin:
Overview of the paper "Estimating the cluster tree of a density by analyzing the minimal spanning tree of a sample" by Werner Stuetzle
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 30.05.2017, 14:00 (WIAS-HVP)
Seminar Materialmodellierung
Prof. C. Visone, Università del Sannio - Benevento, Italien:
The applicative challenges of Smart Materials: From Sensing to Harvesting
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Abstract
The talk would provide a view on functional materials observed and employed at the macro-scale. Starting from the most known Multi-Functional materials, a common modeling approach, based on the definition of constitutive relationships, is discussed. Examples on the effectiveness of the constitutive equations in the analysis and design problems in engineering is illustrated, along with the basic challenges arising when these materials are of concern. Further, the statement of consistent constitutive relationships when rate-independent memory processes (hysteresis) are considered is also carried out, through the definition of models for multi-input/multi-output systems that formally satisfy the Duhem inequality. Practical examples and specific applications are also proposed.

Host
WIAS Berlin
Tuesday, 30.05.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. C. Gräser, Freie Universität Berlin:
Solving nonsmooth PDEs in Dune
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The design of efficient numerical software for the solution of PDEs is a challenging task because different applications may have very different requirements. As a consequence a large set of libraries has been developed, each with its own focus but in general not compatible with each other.
The central idea of the Dune (distributed unified numerics environment) framework is to change the perspective and to design interfaces that allow to represent a large range of different implementations. This idea is applied on many scales leading to a broad spectrum of interfaces ranging from low level grid operations to high level simulation and code generation frameworks. Based on these principle Dune has evolved to a modular and flexible framework with constantly growing user base and a developer group spread over many institutions.
The talk consists of two parts: The first part will present the Dune framework while the second part briefly outlines how this is used to solve nonsmooth PDEs originating e.g. from applications in material science and biomechanics with state of the art multigrid methods.

Host
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
Wednesday, 24.05.2017, 18:15 (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
Wednesday, 24.05.2017, 15:15 (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, 13:15 (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, 10:00 (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
Tuesday, 23.05.2017, 15:15 (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
Tuesday, 23.05.2017, 15:00 (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, 11:00 (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
May 23, 2017 (WIAS-HVP-3.13)
Workshop/Konferenz: Leibniz MMS Mini Workshop on Mathematical Aspects in Linguistics
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Host
WIAS Berlin
Monday, 22.05.2017, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Dr. R. Blossey, University of Lille 1 & CNRS, Frankreich:
Beyond Poisson-Boltzmann: Charge correlation effects in DNA adsorption and transport through nanopores
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In soft matter systems electrostatic effects are often of utmost importance. Their mathematical description is commonly based on mean-field type theories, the standard approach being the Poisson-Boltzmann equation. This equation is known to fail if charge correlation effects, e.g., due to the presence of image charges at interfaces, become important. In this talk I will explain how one can go beyond the Poisson-Boltzmann equation in order to treat such mechanisms. As two exemplary applications I will discuss the correlation-induced adsorption of DNA on like-charged surfaces and the conversion of ionic currents in DNA translocation through nanopores.

Host
WIAS Berlin
May 18, 2017 – May 20, 2016 (WIAS-ESH)
Workshop/Konferenz: 7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
European Research Council
May 18 – 20, 2017 (WIAS-ESH)
Workshop/Konferenz: 7th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
European Research Council
WIAS Berlin
Wednesday, 17.05.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar) & Seminar Materialmodellierung
Dr. R. Rossi, Università di Brescia, Italien:
In Between Energetic and Balanced Viscosity solutions of rate-independent systems: The Visco-Energetic concept, with some applications to solid mechanics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk focuses on weak solvability concepts for rate-independent systems. Visco-Energetic solutions have been recently obtained by passing to the time-continuous limit in a time-incremental scheme, akin to that for Energetic solutions, but perturbed by a `viscous' correction term, as in the case of Balanced Viscosity solutions. However, for Visco-Energetic solutions this viscous correction is tuned by a fi xed parameter. The resulting solution notion is characterized by a stability condition and an energy balance analogous to those for Energetic solutions, but, in addition, it provides a fine description of the system behavior at jumps as Balanced Viscosity solutions do. Visco-Energetic evolution can be thus thought as `in-between' Energetic and Balanced Viscosity evolution. We will explore these aspects in a general metric framework. We will then illustrate the application of the Visco-Energetic concept to models for damage and finite-strain plasticity. Joint work with Giuseppe Savaré.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 17.05.2017, 09:30 (WIAS-406)
Halbleiterseminar
Dr. S. Reichelt, WIAS:
Pulses in FitzHugh-Nagumo systems with periodic coefficients
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Tuesday, 16.05.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
H. Stuke, Freie Universität Berlin:
Parabolic blow-up in complex time
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In my talk I will give an overview of my research on parabolic differential equations and blow-up. Blow-up denotes the phenomenon, when solutions diverge to infinity. By considering complex time we try to establish a connection between two opposed worlds: on the one hand bounded solutions, in particular equilibria and heteroclinic orbits and on the other hand blow-up in equations with entire nonlinearities.

Host
WIAS Berlin
Freie Universität Berlin
Thursday, 11.05.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. M. Radziunas, WIAS Berlin:
A multi-mode delay differential equation model for lasers with optical feedback
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 10.05.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Dziwnik, WIAS Berlin:
The role of degenerate mobilities in Cahn-Hilliard models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 10.05.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. M. Cuturi, École Nationale de la Statistique et de l'Administration Économique, Frankreich:
A review of regularized optimal transport and applications to Wasserstein barycenters
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 10.05.2017, 09:30 (WIAS-406)
Halbleiterseminar
Dr. J. Rehberg, WIAS Berlin:
Van Roosbroeck's system is well-posed in case of general recombination terms
Part II: The analysis of the system
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Tuesday, 09.05.2017, 15:30 (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Professor K. Ito, North Carolina State University, USA:
Value function calculus and Applications
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
In this talk the sensitivity analysis is discussed for the parameter-dependent optimization. The sensitivity of the optimal value function with respect to the change in parameters plays a significant role in the optimization theory, including economics, finance, the Hamilton-Jacobi theory, the inf-sup duality and the structural design and the bi-level optimization. We develop the calculus for the value function and present its applications in the variational calculus, the bi-level optimization and the optimal control and optimal design and inverse problems.

Host
WIAS Berlin
Tuesday, 09.05.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Sobolevskiy, Russian Academy of Sciences, IITP, Moscow:
The Hamilton-Jacobi equation: Parallel transport in the 2-Wasserstein space and beyond
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The Hamilton-Jacobi equation with quadratic Hamiltonian describes parallel transport in the 2-Wasserstein space of measures. While geodesics in Wasserstein spaces arise as solutions to two-point boundary value problem, the natural setting for the Hamilton-Jacobi equation is an initial value problem. We will describe the corresponding dynamics for measures, first constructed by Ilya Bogaevski for the quadratic Hamiltonian, and its extension to a general convex Hamiltonian due to Konstantin Khanin and the speaker.

Host
WIAS Berlin
Tuesday, 09.05.2017, 14:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
A. Ali, Universität Hamburg:
Global minima for semilinear optimal control problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 09.05.2017, 14:00 (WIAS-406)
Seminar Materialmodellierung
Dr. M. Schäffner, Technische Universität Dresden:
Stochastic homogenization of discrete energies with degenerate growth
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We present a discrete-to-continuum analysis for lattice systems with random interactions. In particular, we assume that the interaction potentials satisfy polynomial growth conditions which degenerate and are given in terms of certain weight functions. Under suitable moment conditions on the weight functions and stationarity/ergodicity assumptions for the interaction potentials, we prove that the discrete energy Gamma-converges almost surely to a deterministic, homogeneous and non-degenerate integral functional. This is joint work with S. Neukamm (TU Dresden) and A. Schlömerkemper (U Würzburg)

Further Informations
Seminar “Materialmodellierung”

Host
WIAS Berlin
Tuesday, 09.05.2017, 13:00 (WIAS-406)
Seminar Materialmodellierung
Dr. M. Slowik, Technische Universität Berlin:
Random conductance model in a degenerate ergodic environment
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Consider a continuous time random walk on the Euclidean lattice $mathbbZ^d$ in an environment of random conductances taking values in $[0, infty)$. The law of the environment is assumed to be ergodic with respect to space shifts and satisfies some moment conditions. In this talk, I will review old and discuss recent results on quenched invariance principles (an instance of stochastic homogenization in path space), local limit theorems as well as heat kernel estimates for this Markov process. This is joint work with Sebastian Andres (Univ. Cambridge), Jean-Dominique Deuschel (TU Berlin) and Tuan Ahn Nguyen (TU Berlin).

Host
WIAS Berlin
Tuesday, 09.05.2017, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. O. Lass, Technische Universität Darmstadt:
Nonlinear robust optimization and model order reduction with application to electric motor design
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 05.05.2017, 14:15 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Dr. B. Azmi, Universität Graz, Österreich:
On the stabilizability of infinite dimensional systems via receding horizon control
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
One efficient strategy for dealing with optimal control problems on an infinite time horizon is the receding horizon framework. In this approach, an infinite horizon optimal control problem is approximated by a sequence of finite horizon problems in a receding horizon fashion. Stability is not generally ensured due to the use of a finite prediction horizon. Thus, in order to ensure the asymptotic stability of the controlled system, additional terminal cost functions and/or terminal constraints are often needed to add to the finite horizon problems. In this presentation, we are concerned with the stabilization of several classes of infinite-dimensional controlled systems by means of a Receding Horizon Control (RHC) scheme. In this scheme, no terminal costs or terminal constraints are used to ensured the stability. The key assumption is the stabilizability of the underlying system. Based on this condition the suboptimality and stability of RHC are investigated. To justify the applicability of this framework, we consider controlled systems governed by different types of partial differential equations. Numerical examples are presented as well.

Further Informations
Seminar RG 8

Host
WIAS Berlin
Thursday, 04.05.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. D. Peschka, WIAS Berlin:
Gradient structure for optoelectronic models of semiconductors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 04.05.2017, 10:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. E. Rocca, Università degli Studi di Pavia, Italien:
Optimal control in diffuse interface models of tumor growth
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 04.05.2017, 09:30 (HU Berlin in Adlershof RUD25 Raum 2.417)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
A. Kröner, HU Berlin/CMAP, Ecole Polytechnique, Paris-Saclay:
Optimal control of infinite dimensional systems
more ... Location
Humboldt-Universität zu Berlin, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann-Haus, Raum 2.417

Abstract
In this talk we analyze second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function. We derive first and second order optimality conditions, taking advantage of the Goh transform. The general framework allows the application to heat, wave, and Schrödinger equation.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 03.05.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Heida, WIAS Berlin:
Convergence of the square-root approximation scheme to the Fokker--Planck equation
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, 03.05.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. C. Butucea, Université Paris-Est Marne-la-Vallée, Frankreich:
Local asymptotic equivalence for quantum models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Quantum statistics is concerned with inference for physical systems described by quantum mechanics. After an introduction to the main notions of quantum statistics: quantum states, measure- ments, channels, we describe nonparametric quantum models. We prove the local asymptotic equivalence (LAE) of i.i.d. quantum pure states and a quantum Gaussian state, in the sense of Le Cam theory. As an application, we show the optimal rates for the estimation of pure states, for the estimation of some quadratic functionals and for the testing of pure states. Surprisingly, a sharp parametric testing rate is obtained in a nonparametric quantum setup. Joint work with M. Guta and M. Nussbaum.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 03.05.2017, 09:30 (WIAS-HVP-3.13)
Halbleiterseminar
Dr. J. Rehberg, WIAS Berlin:
Van Roosbroeck's system is well-posed in case of general recombination terms
Part I: Functional analytic preliminaries
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13

Host
WIAS Berlin
Tuesday, 02.05.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Kroshnin, MIPT, Russian Academy of Sciences , Russische Föderation:
Fréchet Barycenters in the Monge-Kantorovich spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Let P(X) be a space of probability measures on an arbitrary Polish space X. We will discuss a Mongeâ??Kantorovich distance with an arbitrary cost function, given as a solution of optimal transportation problem between two measures from P(X). A useful property of this distance is that it takes into account the geometry of underlying space X. We will show that for a wide class of cost functions the Mongeâ??Kantorovich distance generates a topology on P(X) and consider the properties of this space. Furthermore, we will introduce the notion of Fréchet barycenter which is a generalization of Wasserstein barycenters. It will be shown that the Fréchet barycenters have some regular properties, e.g. they are continuous, consistent etc.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Thursday, 27.04.2017, 10:00 (WIAS-ESH)
Seminar Laserdynamik
S. W. Haugland, Technische Universität München:
What can we learn about chimera states from minimal cluster dynamics?
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Wednesday, 26.04.2017, 18:15 (WIAS-ESH)
Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar
Prof. Dr. A. Pilipenko, Ukrainian National Academy of Sciences, Ukraine:
On a selection problem for small noise perturbation of ODE in multidimensional case
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The identification problem of the limit of an ODE with non-Lipschitz drift perturbed by a zero-noise is considered in a multidimensional framework. This problem is a classical subject of stochastic analysis, however the multidimensional case was poorly investigated. We consider two cases in particular:
(i) the drift coefficient has a jump discontinuity along an hyperplane and is Lipschitz continuous in the upper and lower half-spaces;
(ii) the drift is equivalent to a(phi) $r^alpha$ as $r$ tends to $0$, where (r,phi) are the polar coordinates, and alpha$<1$.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 26.04.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. D. Peschka, WIAS Berlin:
Motion of thin droplets over surfaces - Numerical and modeling techniques for moving contact lines
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, 26.04.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
J. Weed, Massachusetts Institute of Technology, USA:
Optimal rates of estimation for the multi-reference alignment problem
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
How should one estimate a signal, given only access to noisy versions of the signal corrupted by unknown circular shifts? This simple problem has surprisingly broad applications, in fields from structural biology to aircraft radar imaging. We describe how this model can be viewed as a multivariate Gaussian mixture model whose centers belong to an orbit of a group of orthogonal transformations. This enables us to derive matching lower and upper bounds for the optimal rate of statistical estimation for the underlying signal.. These bounds show a striking dependence on the signal-to-noise ratio of the problem. Joint work with Afonso Bandeira and Philippe Rigollet.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
International Research Training Group 1792
Tuesday, 25.04.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
J. Pimentel, Universidade Federal do ABC:
Permutation characterization for slowly non-dissipative equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study the longtime behavior of slowly non-dissipative scalar reaction-diffusion equations. By extending known results, we are able to obtain a complete decomposition of the non-compact global attractor and still manage to determine the heteroclinic connections based on the Sturm permutation method.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 25.04.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
N. Zhivotovskiy, IITP RAS, SkolTech:
Towards minimax optimal rates in classification and regression
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we consider two approaches that allow (in some cases) to obtain minimax rates of the prediction risk up to absolute constants. Classification problems will be considered under small noise conditions for an arbitrary distribution of objects, as well as cases of certain special distributions. In contrast to several standard results in the learning theory, our bounds are simultaneously optimal for entire families of classes.

Host
WIAS Berlin
Tuesday, 25.04.2017, 14:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. M. Yamamoto, University of Tokyo, Japan:
Inverse problems for an integro-hyperbolic equation for the viscoelasticity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 25.04.2017, 14:00 (WIAS-406)
Seminar Materialmodellierung
I. Thompson, University of Bath, GB:
Modelling device charge dynamics on the microscopic scale
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We attempt to predict the properties of organic semiconductor (OSC) materials using a microscopic ab initio approach. Charge transport through organic semiconductors (OSCs) is qualitatively different from metallic semiconductors, charges hop between molecules discretely. Marcus theory describes the microscopic hopping mechanism, quantum chemistry methods can calculate the parameters and kinetic Monte Carlo methods can be used to model charge motion. We also need to describe realistic configurations of a set of given molecules. To combine all of these approaches into a single multi-scale model is the goal of the EXTMOS project. We present simulations of charge carrier motion in a system of discotic molecules with high levels of shape anisotropy; using explicitly calculated parameters we are able to capture and quantify the effect on charge transport anisotropy. We also consider the use of network models to describe collective behaviour.

Further Informations
Seminar “Materialmodellierung”

Host
WIAS Berlin
Tuesday, 25.04.2017, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Schwientek, Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Kaiserslautern:
Numerical methods for general(ized) semi-infinite optimization -- Applied to gemstone cutting
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The talk is divided into two parts. In the first part I will give a short introduction to general(ized) semi-infinite programming (GSIP) and survey the numerical methods. At that we will look at one method in more detail, the transformation-based discretization method. It cleverly combines transforming a GSIP into a usual SIP problem and solving the latter one via discretization and exploiting the lower level convexity of the underlying GSIP problem.

The second part of my talk will focus on the most shimmering application of general semi-infinite optimization, the volume-maximal utilization of (colored) gemstones. There, the task is the following: Given an irregular raw gem which is provided with surface defects and interspersed with inclusions, produce a set of precious gems such that the profit is as high as possible. I will show how this task can be modeled and solved as a general semi-infinite optimization problem, and how we installed a new fully automatic industrial production process for producing the jewels.

Host
WIAS Berlin
Wednesday, 19.04.2017, 18:15 (WIAS-ESH)

Prof. Dr. F. den Hollander, Leiden University, Niederlande:
Random walks on dynamic random graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The mixing time of a Markov chain is the time it needs to approach its stationary distribution. For random walks on graphs, the characterisation of the mixing time has been the subject of intensive study. One of the motivations is the fact that the mixing time gives information about the geometry of the graph. In the last few years, much attention has been devoted to the analysis of mixing times for random walks on emphrandom graphs, which poses interesting challenges. Many real-world networks are dynamic in nature. It is therefore natural to study random walks on emphdynamic random graphs. In this talk we consider a random walk on the configuration model, i.e., a random graph with prescribed degrees. We investigate what happens when at each unit of time a fraction $alpha_n$ of the edges is randomly relocated, where $n$ is the number of nodes. We identify emphthree regimes for the mixing time in the limit as $n to infty$, depending on the choice of $alpha_n$. These regimes exhibit surprising behaviour. Joint work with Luca Avena (Leiden), Hakan Guldas (Leiden) and Remco van der Hofstad (Eindhoven)

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 19.04.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Ch. Kühn, Technische Universität München:
Regularity structures and fractional diffusion
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
Tuesday, 18.04.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Y. Sun, HU Berlin:
Minimum spanning tree approach for change-point detection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Change-point detection has been demonstrated to be useful in various areas. As the dimension and size of the data increase, the detection of the change-point becomes more challenging. A recent graph-based approach by Chen and Zhang (2015) has claimed to be effective especially in the high dimensional case. In this talk, we will focus on an approach based on minimum spanning tree (MST) graph. The change-point detection problem is characterized as a test of a significant change in the probability distribution. The proposed MST-based dissimilarity measure, the selection of critical level for the test, and the performance of the approach will be presented in this talk.

Host
WIAS Berlin
Tuesday, 11.04.2017, 15:15 (WIAS-ESH)
Seminar Laserdynamik
Prof. D. Turaev, Imperial College London, GB:
Energy equilibration in slow-fast systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider a slow-fast Hamiltonian system where the evolution of some degrees of freedom is slower than the evolution of others. It is well-known that the ergodicity of the fast subsystem prevents the full slow-fast system of achieving the state of statistical equilibrium.. We show that the violation of ergodicity in the fast subsystem drives the full system to equilibrium in an effective way.

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Tuesday, 11.04.2017, 14:00 (WIAS-406)
Seminar Materialmodellierung
Prof. L. Heltai, SISSA mathLab, Triest, Italien:
A numerical framework for optimal locomotion at low Reynolds numbers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Swimming (advancing in a fluid in the absence of external propulsive forces by performing cyclic shape changes) is particularly demanding at low Reynolds numbers. This is the regime of interest for microorganisms and micro- or nano-robots, where hydrodynamics is governed by Stokes equations, and swimming is complicated by the fact that viscosity dominates over all participating forces. We exploit a formulation of the swimming problem in the context of Control Theory, and we present a numerical approximation scheme based on Boundary Element Methods (BEM) and reduced space Successive Quadratic Programming (rSQP) that is capable of computing efficiently optimal strokes for a variety of micro swimmers, both biological and artificial. We apply this framework to the study of the locomotion of euglenids (one of the best-known groups of flagellates). These organisms exhibit an unconventional motility strategy amongst unicellular eukaryotes, consisting of large-amplitude highly concerted deformations of the entire body (euglenoid movement or metaboly). We identify previously unnoticed features of metaboly, and we find that metaboly accomplishes locomotion at hydrodynamic efficiencies comparable to those of ciliates and flagellates. Our results suggest new quantitative experiments, provide insight into the evolutionary history of euglenids, and suggest that the pellicle may serve as a model for engineered active surfaces with applications in microfluidics.

Host
WIAS Berlin
Tuesday, 11.04.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J. Chen, Zheijian University, China:
Automatic and parallel mesh generation: Recent advances
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Mesh generation is recognized as the main performance bottleneck in simulations involving complicated geometric definitions and/or complex physical behaviors. Automatic generation of high-quality meshes remains a challenging issue. Besides, quite a few simulations are now demanding meshes consisting in hundreds of millions of elements or more. It could be very difficult and inefficient to create such big meshes by sequential algorithms due to the bottlenecks of memory usage and computing time.
In this talk, Dr. Chen will present three technologies developed by his research group recently, as part of his efforts to develop a completely automatic and parallel meshing system for real-world simulations. These technologies are: (1) Automatic creation of a feature-aware and gradient-limited sizing function; (2) Automatic generation of high-quality boundary layer elements using vector fields computed by the boundary element method; (3) Distributed and/or multi-threaded parallel mesh generation and mesh quality improvement. Mathematic models behind these technologies will be investigated in this talk, plus important algorithmic details. Meshing examples are selected to show that the developed technologies are applicable to configurations of a complication level experienced in industry.

Host
WIAS Berlin
Thursday, 06.04.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. D. Silvester, University of Manchester, GB:
Accurate time-integration strategies for modelling incompressible flow bifurcations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid dynamics, there are examples where linear stability analysis predicts stability but transient simulations exhibit significant growth of infinitesimal perturbations. In this study, we show that an approach similar to pseudo-spectral analysis can be performed inexpensively using stochastic collocation methods and the results can be used to provide quantitive information about the nature and probability of instability.

Host
WIAS Berlin
Tuesday, 04.04.2017, 15:15 (WIAS-ESH)
Seminar Laserdynamik
Prof. E. Knobloch, University of California, USA:
Geostrophic turbulence and the formation of large scale structure
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Low Rossby number convection is studied using an asymptotically reduced system of equations valid in the limit of strong rotation. The equations describe four regimes as the Rayleigh number $Ra$ increases: a disordered cellular regime near threshold, a regime of weakly interacting convective Taylor columns at larger $Ra$, followed for yet larger $Ra$ by a breakdown of the convective Taylor columns into a disordered plume regime characterized by reduced heat transport efficiency, and finally by geostrophic turbulence. The Nusselt number--Rayleigh number scaling in the ültimate" regime of geostrophic turbulence is predicted and confirmed using direct numerical simulations of the reduced equations. These simulations reveal that geostrophic turbulence is unstable to the formation of large scale barotropic vortices, via a process known as spectral condensation. The details of this process are quantified and its implications explored.

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Thursday, 30.03.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J.H.M. ten Thije Boonkkamp, Eindhoven University of Technology, Netherlands:
Complete flux schemes fOR conservation laws of advection-diffusion-reaction typ
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Complete flux schemes are recently developed numerical flux approximation schemes for conservation laws of advection-diffusion-reaction type; see e.g. [1, 2]. The basic complete flux scheme is derived from a local one-dimensional boundary value problem for the entire equation, including the source term. Consequently, the integral representation of the flux contains a homogeneous and an inhomogeneous part, corresponding to the advection-diffusion operator and the source term, respectively. Suitable quadrature rules give the numerical flux. For time-dependent problems, the time derivative is considered a source term and is included in the inhomogeneous flux, resulting in an implicit semi-discretisation. The implicit system proves to have much smaller dissipation and dispersion errors than the standard semidiscrete system, especially for dominant advection. Just as for scalar equations, for coupled systems of conservation laws, the complete flux approximation is derived from a local system boundary value problem, this way incorporating the coupling between the constituent equations in the discretization. Also in the system case, the numerical flux (vector) is the superpostion of a homogeneous and an inhomogeneous component, corresponding to the advection-diffusion operator and the source term vector, respectively. The scheme is applied to multispecies diffusion and satisfies the mass constraint exactly.
References:
[1] J.H.M. ten Thije Boonkkamp and M.J.H. Anthonissen, “The finite volume-complete flux scheme for advection-diffusion-reaction equations”, J. Sci. Comput., 46, 47--70, (2011).
[2] J.H.M. ten Thije Boonkkamp, J. van Dijk, L. Liu and K.S.C. Peerenboom, “Extension of the complete flux scheme to systems of comservation laws”, J. Sci. Comput., 53, 552?568, (2012).

Host
WIAS Berlin
Wednesday, 29.03.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. M. Demuth, Technische Universität Clausthal:
On eigenvalues of non-selfadjoint operators: A comparison of two approaches
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, 29.03.2017, 13:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Prof. Ch. Clason, Universität Duisburg-Essen:
Convex relaxation of hybrid discrete-continuous control problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 28.03.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. E. Burnaev, Skolkovo Institute of Science and Technology , Russische Föderation:
Minimax approach to variable fidelity data interpolation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this work we obtain minimax interpolation errors for single and variable fidelity scenarios for a multivariate Gaussian process regression. Evaluation of the minimax errors allows us to identify cases when the variable fidelity data provides better interpolation accuracy than the exclusively high fidelity data for the same computational budget. These results allow us to calculate the optimal shares of variable fidelity data samples under the given computational budget constraint. Real and synthetic data experiments suggest that using the obtained optimal shares often outperforms natural heuristics in terms of the regression accuracy.
References:

Gaussian Models for Data Fusion - Minimax Error of Interpolation and Optimal Design of Experiments for Variable Fidelity Data (https://goo.gl/CjgLBE) - Surrogate modeling of multifidelity data for large samples (https://goo.gl/QFkrxf)

Gaussian Process Regression and its Properties - Regression on the Basis of Nonstationary Gaussian Processes with Bayesian Regularization (https://goo.gl/haZsfM) - The Bernstein-von Mises theorem for regression based on Gaussian Processes (https://goo.gl/9whF3z) - Properties of the bayesian parameter estimation of a regression based on gaussian processes (https://goo.gl/dMd4mD)

Efficient Learning of Gaussian Process regression - Computationally Efficient Algorithm for Gaussian Process Regression in Case of Structured Samples (https://goo.gl/uXzDfW) - Adaptive Design of Experiments Based on Gaussian Processes (https://goo.gl/EjE9kt)

Surrogate Modeling for Industrial Design - GTApprox: Surrogate modeling for industrial design (https://goo.gl/mz7QtV)
Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin

Tuesday, 28.03.2017, 14:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. L. Heltai, SISSA, Italien:
Immersed Finite Element Methods for interface and fluid structure interaction problems: An overview and some recent results
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Immersed Finite Element Methods (IFEM) are an evolution of the original Immersed Boundary Element Method (IBM) developed by Peskin in the early seventies for the simulation of complex Fluid Structure Interaction (FSI) problems. In the IBM, the coupled FSI problem is discretised using a single (uniformly discretised) background fluid solver, where the presence of the solid is taken into account by adding appropriate forcing terms in the fluid equation. Approximated Dirac delta distributions are used to interpolate between the Lagrangian and the Eulerian framework in the original formulation by Peskin, while a variational formulation was introduced by Boffi and Gastaldi (2003), and later generalised by Heltai and Costanzo (2012). By carefully exploiting the variational definition of the Dirac distribution, it is possible to reformulate the discrete Finite Element problem using non-matching discretisations without recurring to Dirac delta approximation.
One of the key issues that kept people from adopting IBM or IFEM techniques is related to the loss in accuracy attributed to the non-matching nature of the discretisation between the fluid and the solid domains, leading to solvers that converge only sub-optimally.
In this talk I will present a brief overview of Immersed Finite Element Methods, and will present some recent results that exploit techniques introduced by D?Angelo and Quarteroni (2012), to show that, for the variational finite element formulation, the loss in accuracy is only restricted to a thin layer of elements around the solid-fluid interface, and that optimal error estimates in all norms are recovered if one uses appropriate weighted norms when measuring the error.

Host
WIAS Berlin
Tuesday, 28.03.2017, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
G. Pitton, SISSA, Italien:
Accelerating augmented and deflated Krylov space methods for convection-diffusion problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I will recall some basic notions of augmented and deflated Krylov space methods for the iterative solution of linear systems. Then I will discuss a few strategies to apply these techniques to the solution of linear systems coming from nonlinear convection-diffusion equations . In particular, I will argue that in some cases it may be convenient to exploit some alternative recycling strategies based on the SVD selection of previous solutions. Some numerical tests in scalar nonlinear convection-diffusion problems discretized with Finite Elements and Spectral Elements will be discussed.

Host
WIAS Berlin
March 22 – 24, 2017 (WIAS-ESH)
Workshop/Konferenz: Nonlinear Waves and Turbulences in Optics and Hydrodynamics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 21.03.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Koziuk, WIAS Berlin:
Some ideas on Gaussian comparison and approximation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In the talk I plan to discuss new ideas and bottlenecks in the current state of research on how to upper bound Kolmogorov distance on Euclidean balls. The talk will be largely continuation of the one I gave in December 2016 and will pursue the same questions:
1. What is optimal dimensional dependence (both for comparison and approximation) of the upper-bound
2. Ways to improve Gaussian approximation

Host
WIAS Berlin
Monday, 20.03.2017, 14:00 (WIAS-ESH)
Seminar Quantitative Biomedizin
Th. Niendorf, Charité Max Delbrück Center for Molecular Medicine:
Explorations into ultrahigh field magnetic resonance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The development of ultrahigh field magnetic resonance (UHF-MR) is moving forward at an amazing speed that is breaking through technical barriers almost as fast as they appear. UHF-MR has a staggering number of potential uses in neuroscience, neurology, radiology, cardiology, internal medicine, physiology, oncology, nephrology, ophthalmology and other related clinical fields. With almost 40,000 MR examinations already performed at 7.0 Tesla, the reasons for moving UHF-MR into clinical applications are more compelling than ever.

Host
WIAS Berlin
Thursday, 16.03.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
M. Cicuttin, CERMICS - ENPC, Frankreich:
Implementation of Discontinuous Skeletal methods on arbitrary-dimensional, polytopal meshes using generic programming
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Discontinuous Skeletal methods are devised at the mathematical level in a dimension-independent and cell-shape-independent fashion. Their implementation, at least in principle, should conserve this feature: a single piece of code should be able to work in any space dimension and to deal with any cell shape. It is not common, however, to see software packages taking this approach. In the vast majority of the cases, the codes are capable to run only on few very specific kinds of mesh, or only in 1D or 2D or 3D. On the one hand, this can happen simply because a fully general tool is not always needed. On the other hand, the programming languages commonly used by the scientific computing community (in particular Fortran and Matlab) are not easily amenable to an implementation which is generic and efficient at the same time. The usual (and natural) approach, in conventional languages, is to have different versions of the code, for example one specialized for 1D, one for 2D and one for 3D applications, making the overall maintenance of the codes rather cumbersome. The same considerations generally apply to the handling of mesh cells with various shapes, i.e., codes written in conventional languages generally support only a limited (and set in advance) number of cell shapes.
Generic programming offers a valuable tool to address the above issues: by writing the code generically, it is possible to avoid making any assumption neither on the dimension (1D, 2D, 3D) of the problem, nor on the kind of mesh. In some sense, writing generic code resembles writing pseudocode: the compiler will take care of giving the correct meaning to each basic operation. As a result, with generic programming there will be still differents versions of the code, but they will be generated by the compiler, and not by the programmer. As these considerations suggest, generic programming is a static technique: if correctly realized, the abstractions do not penalize the performance at runtime, because they will leave no trace in the generated code.
In this talk we will discuss how the Hybrid High Order method is implemented atop of DiSk++, a newly developed library for the generic implementation of Discontinuous Skeletal methods.

Host
WIAS Berlin
Tuesday, 14.03.2017, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Linn, Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Kaiserslautern:
Simulation of flexible cables in car assembly
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 03.03.2017, 10:00 (WIAS-ESH)
Seminar Partielle Differentialgleichungen
S. Melchionna, University of Vienna, Österreich:
A variational approach to symmetry, monotonicity and comparison for doubly-nonlinear equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We advance a variational method to prove qualitative properties such as symmetries, monotonicity, upper and lower bounds, sign properties, and comparison principles for a large class of doubly-nonlinear evolutionary problems including gradient flows, some nonlocal problems, and systems of nonlinear parabolic equations. Our method is based on the so-called Weighted-Energy-Dissipation (WED) variational approach. This consists in defining a global parameter-dependent functional over entire trajectories and proving that its minimizers converge to solutions to the target problem as the parameter goes to zero. Qualitative properties and comparison principles can be easily proved for minimizers of the WED functional and, by passing to the limit, for the limiting problem. Several applications of the abstract results to systems of nonlinear PDEs and to fractional/nonlocal problems are presented.

Further Informations
Seminar Partielle Differentialgleichungen

Host
WIAS Berlin
Thursday, 02.03.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. L. O. Müller, Norwegian University of Science and Technology:
A local time stepping solver for one-dimensional blood flow
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We present a finite volume solver for one-dimensional blood flow simulations in networks of elastic and viscoelastic vessels, featuring high-order space-time accuracy and local time stepping (LTS). The solver is built on:
(i) a high-order finite-volume type numerical scheme,
(ii) a high-order treatment of the numerical solution at internal vertexes of the network (junctions);
(iii) an accurate LTS strategy.
Several applications of the method will be presented. First, we apply the LTS scheme to the Anatomically Detailed Arterial Network model (ADAN), comprising 2142 arterial vessels. Second, we show results of a computational study where the ADAN model is coupled to automatically generated microvascular networks in order to elucidate aspects on the pathopysiology of small vessel disease for cerebral arteries.

Host
WIAS Berlin
Thursday, 02.03.2017, 09:00 (WIAS-406)
Halbleiterseminar
Dr. D. H. Doan, WIAS:
A unified Scharfetter Gummel scheme
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 01.03.2017, 15:15 (WIAS-406)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. P. Colli, University of Pavia, Italien:
About a non-smooth regularization of a forward-backward parabolic equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
A variation of the Cahn-Hilliard equation, describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation is discussed. In the concerned system, the general viscous regularization is expressed by a maximal monotone graph acting on the time derivative of the concentration and presenting a strong coerciveness property. The phase variable stands for the concentration of a chemical species and it evolves under the influence of a non-convex free energy density. For the chemical potential a non-homogeneous Dirichlet boundary condition is assumed. Existence and continuous dependence results are shown. The talk reports on a joint work with E. Bonetti and G. Tomassetti.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 23.02.2017, 09:30 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Dr. T. Hulshof, University of Technology, Niederlande:
Higher order corrections for anisotropic bootstrap percolation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Bootstrap percolation is a very simple model for growth from a random initial configuration on finite lattices. The model has many applications, for instance to model the spread of infections and to model magnets at low temperatures, to name two, but it is also interesting from a purely mathematical perspective. The model parameter has a critical value, at which the behaviour changes sharply. One interesting feature of bootstrap percolaton is a phenomenon called the ?bootstrap paradox? which relates to a big discrepancy between numerical and theoretical estimates of the critical value of bootstrap percolation models. I will discuss work in progress in which we give the most accurate theoretical estimate for the critical value of any bootstrap model to date, compare it with new numerical estimates, and show how it (tentatively) resolves the paradox. This talk is based on joint work with Hugo Duminil-Copin and Aernout van Enter, and on work with Robert Fitzner.

Host
WIAS Berlin
Tuesday, 21.02.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Locatelli, Universität Potsdam:
Adaptation to noise parameters in non-parametric active learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, I will present the non-parametric Active Learning classification setting already studied in Minsker (2012a) and show non-trivial strategies that can adapt to the smoothness of the regression function as well as the noise parameter and that require strictly weaker Assumptions than in previous work. We will first study the deterministic setting (i.e. one has access to the true value of the regression function) to build intuition, and then move on to the stochastic setting (noisy binary classification).

Host
WIAS Berlin
Thursday, 16.02.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
E. Arevalo, Pontificia Universidad Católica de Chile:
Solitary waves in the nonlinear Schrödinger equation with complex potentials
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 16.02.2017, 09:00 (WIAS-406)
Halbleiterseminar
Dr. A. Glitzky, WIAS:
Analysis for a p(x)-Laplace thermistor model describing electrothermal effects in organic semiconductor devices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 15.02.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. R. Müller, WIAS:
Numerical analysis of coupled bulk-surface equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Coupled reaction di usion processes in the bulk and on the surface of some domain have recently attracted interest in di erent applications in engineering, chemistry and in biology like e.g. biological signal transduction. In this talk, an overview is given over numerical methods on boundary tted meshes as well as methods on un tted meshes. The corresponding a priori error analysis for suciently smooth solutions and uniformly re ned meshes is brie y discussed. Next, we study a stationary prototype problem and derive a posteriori error control for adaptive FEM. Emphasis is put on the case of only piecewise smooth domain boundaries and solutions of low regularity. A residual error estimator is derived which takes into account the approximation errors due to the nite element discretisation in space as well as the polyhedral approximation of the surface. Finally, a posteriori error estimates for the instationary and nonlinear problems are discussed.

Further Informations
Berliner Oberseminar Nichtlineare partielle Differentialgleichungen (Langenbach-Seminar)

Host
WIAS Berlin
Wednesday, 15.02.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
L. Györfi, Budapest University of Technology and Economics:
The role of machine learning in the nonparametric prediction of time series
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 14.02.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Prof. Dr. A. Torcini, Université de Cergy--Pontoise, France:
Death and rebirth of neural activity in sparse inhibitory networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this presentation, we clarify the mechanisms underlying a general phenomenon present in pulse-coupled heterogeneous inhibitory networks: inhibition can induce not only suppression of the neural activity, as expected, but it can also promote neural reactivation. In particular, for globally coupled systems, the number of firing neurons monotonically reduces upon increasing the strength of inhibition (neurons' death). However, the random pruning of the connections is able to reverse the action of inhibition, i.e. in a sparse network a sufficiently strong synaptic strength can surprisingly promote, rather than depress, the activity of the neurons (neurons' rebirth). Thus the number of firing neurons reveals a minimum at some intermediate synaptic strength. We show that this minimum signals a transition from a regime dominated by the neurons with higher firing activity to a phase where all neurons are effectively sub-threshold and their irregular firing is driven by current fluctuations. We explain the origin of the transition by deriving an analytic mean field formulation of the problem able to provide the fraction of active neurons as well as the first two moments of their firing statistics. The introduction of a synaptic time scale does not modify the main aspects of the reported phenomenon. However, for sufficiently slow synapses the transition becomes dramatic, the system passes from a perfectly regular evolution to an irregular bursting dynamics. In this latter regime the model provides predictions consistent with experimental findings for a specific class of neurons, namely the medium spiny neurons in the striatum.

Further Informations
Oberseminar Nonlinear Dynamics

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 14.02.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. K. Tabelow, WIAS Berlin:
MRI data models at low SNR
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we elaborate the effect of low SNR on estimated parameters in models for neuroimaging data. We will present a new method for the local estimation of the noise parameter in the signal distribution and demonstrate how this can be used for improved estimation of model parameters. (joint work with Joerg Polzehl).

Host
WIAS Berlin
Thursday, 09.02.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
V. Th. Ma, Technische Universität Berlin:
Numerical computation of eigenmodes in open waveguides with hp-adaptive FEM
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 09.02.2017, 15:15 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. G. Lube und Ph. Schröder, Georg-August-Universität Göttingen:
Pressure-robust error estimates of exactly divergence-free FEM for time-dependent incompressible flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The talk focusses on the analysis of a conforming finite element method for the time-dependent incompressible Navier--Stokes model. For divergence-free approximations, in a time-continuous formulation, we prove error estimates for the velocity that hold independently of both pressure and Reynolds number. A key aspect is the use of the discrete Stokes projection for the error splitting. Optionally, edge stabilization can be included in the case of dominant convection. Emphasizing the importance of conservation properties, the theoretical results are complemented with numerical simulations of vortex dynamics and laminar boundary layer flow.

Host
WIAS Berlin
Thursday, 09.02.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. M. Eikerling, Simon Fraser University, Kanada:
Theory and modeling of materials for electrochemical energy systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The ever-escalating need for highly efficient and environmentally benign energy technology drives research on materials for fuel cells, supercapacitors, batteries, electrolysers, and other electrochemical systems. In this realm, physical-mathematical theory, modeling, and simulation provide increasingly powerful tools to unravel how multifunctional electrochemical materials come to life during self-organization, how they live and operate, e.g., by breathing in oxygen and breathing out water vapor or by shuttling ions across electrolytes, and how they age and fail because of normal wear-and-tear or improper use. The introductory part of the presentation will give a sweeping perspective of research forays in theory and modeling. Thereafter, two topics will be presented and discussed in detail: modeling approaches to study the interplay of interfacial charging phenomena, fluid flow, ion transport, and electrochemical reaction in nanoporous electrodes; and statistical physics-based modeling of degradation, aging, and failure in particle-based electrodes and fibrillar membranes.

Host
WIAS Berlin
Wednesday, 08.02.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. J. Sprekels, WIAS Berlin:
A new identification problem: optimizing the fractional order in a nonlocal evolution equation
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, 08.02.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
K. Proksch, Universität Göttingen:
Multiscale scanning in inverse problems - With applications to nanobiophotonics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 07.02.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. S. Amiranashvili, WIAS Berlin:
Scattering of waves at solitons
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 07.02.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
B. Stemper, WIAS Berlin:
Efficient pricing in rough Bergomi
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 07.02.2017, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. S. Merino-Aceituno, Imperial College London, GB:
Kinetic theory to study emergent phenomena in biology: An example on swarming
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Classical methods in kinetic theory are challenged when studying emergent phenomena in the biological and social sciences. New methodologies are needed to study the problems at hand which typically involve many agents that interact locally. The aim of this talk is to introduce the general framework of kinetic theory and some of the new challenges of applying it to biological systems. We illustrate it in the case of the so-called collective motion of self-propelled particles, like swarming of birds. Particularly, based on the Vicsek model, we study systems of agents (birds) that move at a constant speed while trying to align their body orientation with those of their neighbours. Starting from a particle description, we find the macroscopic dynamics.

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Tuesday, 07.02.2017, 10:00 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. V. Guigues, Fundação Getúlio Vargas (FGV), Brasilien:
Hypothesis testing and change point detection on controls of stochastic dynamical systems with independent state and observation noises belonging to spherical families
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 02.02.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. J. Mura, Pontificia Universidad Católica de Chile, Chile:
An automatic method to estimate 3D Pulse Wave Velocity from 4D-flow MRI data
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk will be presented a novel method to automatically construct a continuous Pulse Wave Velocity map using 4D-Flow MRI data, based on the observation that in curved vessels, the propagation of velocity wavefronts do not necessarily follow perpendicular planes to some symmetry axis, but intricate shapes that strongly depends on the arterial morphology. This observation is considered to estimate continuous 1D PWV from velocities acquired with 4D-flow MRI data and projected back to 3D for better visualizations. This technique was assessed with in-silico and in-vitro phantoms, volunteers, and Fontan patients, showing a good agreement with expected values.

Host
WIAS Berlin
Thursday, 02.02.2017, 09:00 (WIAS-406)
Halbleiterseminar
Dr. I. Y. Popov, ITMO University, St. Petersburg, Russia:
Tunneling through periodic arrays of quantum dots and spectral problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Periodic arrays of quantum dots in a constant magnetic field are considered. Two semi-infinite leads are attached to the system. We deal with tunneling through the system. Square and honeycomb lattices, single and double layers were investigated. Zero transmission for some values of the magnetic field is discussed.

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Wednesday, 01.02.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. A. Hänel, Leibniz Universität Hannover:
Spectral asymptotics for mixed problems and for crack problems on infinite cylinders
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
hier

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 01.02.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. F. Compte, Université Paris Descartes:
Laguerre basis for inverse problems related to nonnegative random variables
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
I will present, through two main examples, the speci c properties of the Laguerre basis and show that it is a very convenient tool to solve estimation problems on R+. The rst example is the regression-convolution model: an estimator of the unknown underlying function is built in two steps (deconvolution step, regression step) which are explained and discussed. Then, a risk study is conducted, that shows as usual that a bias-variance tradeo must be performed. A model selection device is shown to solve this question. The second example concerns a simpler multiplicative model, for which a projection estimators of the density of the hidden variables are built and discussed. The speci c properties of the Laguerre basis with respect to these solutions are enhanced. Rates of convergence in relation with Sobolev-Laguerre spaces are presented. To conclude, several other problems solved with the Laguerre bases are listed.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
WIAS Berlin
Tuesday, 31.01.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. M. Wolfrum, WIAS Berlin:
Interfaces in a chain of coupled bistable elements
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 31.01.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. D. Gutzeit, Universität Potsdam:
Separation rates in testing if two random graphs are based on the same model
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider two inhomogenous Erdös- Renyi graphs on the same set of vertices and study the testing problem if the random edges of these graphs have the same underlying stochastic structure. In this framework, such a structure is typically represented by a symmetric n by n matrix with entries in [0,1] and zero diagonal: entry (i,j) is the probability of edge (i,j) to occur and the edges occur independently. Now, identifying the two graphs with such matrices P and Q, respectively, we want to describe the smallest Frobenius and spectral distances between P and Q such that there is a test whose total error probability does not exceed a given level. In particular, we focus on the dependence of this distances on the number n of vertices and the number M of collected samples per graph, i.e. observed adjacency matrices. The talk will exhibit the current state of ongoing joint research with Alexandra Carpentier, Ulrike von Luxburg and Debarghya Ghoshdastidar and it will include nonasymptic results from a minimax point of view as well asymptotic (with respect to n) problem- dependent results.

Host
WIAS Berlin
Tuesday, 31.01.2017, 10:00 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. M. Yamamoto, University of Tokyo, Japan:
Inverse problems and optimal control problems for fractional diffusion equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 26.01.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. F. Dassi, Politecnico di Milano, Italien:
The Virtual Element Method in three dimensions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Virtual Element Method (VEM) is sharing a good degree of success in the recent years and its robustness and flexibility are already numerically provided for the two dimensional case. In three dimensions the results are currently restricted to the lowest order although the theory of this higher dimensional case is already developed in literature, see for instance [1, 2]. This talk is the first step towards a deeper numerical analysis of VEM in 3D [3]. After a first review of the scheme, we show a series of numerical results that validate this new method in three dimensions. To achieve this goal, we consider standard reaction-diffusion equations solved on several polyhedral meshes with different VEM order.
References: [1] L. Beirao da Veiga, F. Brezzi, A. Cangiani, G. Manzini, L. D. Marini, and A. Russo. Basic principles of virtual element methods. Mathematical Models and Methods in Applied Sciences, 23(01):199--214, 2013.
[2] L. Beirao da Veiga, F. Brezzi, L. D. Marini, and A. Russo. The hitchhiker's guide to the virtual element method. Mathematical Models and Methods in Applied Sciences, 24(08):1541--1573, 2014.
[3] L. Beirao da Veiga, F. Dassi, and A. Russo. Numerical investigations for three dimensional virtual elements of arbitrary order. to appear.

Host
WIAS Berlin
Thursday, 26.01.2017, 09:00 (WIAS-406)
Halbleiterseminar
A. M. Badlyan, Techniche Universität Berlin:
On the port-Hamiltonian structure of the Navier-Stokes equations for reactive flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 25.01.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. O. Klein, WIAS Berlin:
Uncertainty quantification for hysteresis operators and for a model for magneto-mechanical components
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 25.01.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. F.-R. Magalie, Université Rennes, Frankreich:
Family-wise separation rates for multiple testing
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This joint work with Matthieu Lerasle (Univ. Paris-Saclay, France) and Patricia Reynaud- Bouret (Univ. Cote d'Azur, France) is devoted to the question of the theoretical evaluation of multiple testing procedures.Where as many rst kind error-related evaluation criteria have been de ned, as generali- zations or relaxations of the historical Family-Wise Error Rate (FWER), very few second kind error-related criteria have been proposed in the multiple testing literature. Starting from a parallel between some tests of multiple hypotheses and some tests of a single hypothesis, based on aggregation approaches known to lead to minimax adaptivity properties, we extend the notion of Separation Rate, at the core of the minimax theory for nonparametric single hypothesis tests, to the multiple testing eld.We thus introduce the notion of weak Family-Wise Separation Rate (wFWSR) and its stronger counterpart, the Family-Wise Separation Rate (FWSR), leading to an emergent minimax theory for multiple tests whose FWER is controlled. We present some illustrations in various classical Gaussian frameworks, that corroborate several expected results under particular conditions on the tested hypotheses, but also give more surprising results.

Host
WIAS Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
Humboldt-Universität zu Berlin
Tuesday, 24.01.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. S. Tikhomirov, Saint-Petersburg State University:
Depinning bifurcation in quasiperiodic media
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 24.01.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
P. Pigato, INRIA, Nancy, Frankreich:
Statistical estimation of the oscillating Brownian motion
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The Oscillating Brownian Motion is a classical, simple example of stochastic differential equation with discontinuous diffusion coefficient. It behaves like a Brownian motion which changes variance parameter each time it crosses a fixed threshold. We consider here the problem of estimating the parameters of such process from discrete observations. We propose two natural consistent estimators, which are variants of the integrated volatility estimator and take the occupation times into account. We show the stable convergence of the renormalized errorsâ?? estimations toward some Gaussian mixture, possibly corrected by a term that depends on the local time. We then consider some applications to financial time series (in particular to volatility modeling), being the Oscillating Brownian Motion a simple way to account of volatility clustering and leverage effect. We compare our empirical results with other regime switching models. (Joint work with Antoine Lejay)

Host
WIAS Berlin
Thursday, 19.01.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
F. Bierbüsse, Humboldt-Universität zu Berlin:
Solitary solutions of the short pulse equation for a defocusing nonlinearity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 19.01.2017, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. M. Heida, WIAS Berlin:
Stochastic two-scale convergence (part III)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 19.01.2017, 09:00 (WIAS-406)
Halbleiterseminar
M. Kantner, WIAS:
Modeling of single-photon sources on a device level
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 18.01.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. H. Hardering, Technische Universität Dresden:
Gradient flows in Riemannian manifolds space discretization by geodesic finite elements
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 18.01.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. A. Naumov, Lomonosov Moscow State University, Russische Föderation:
Bootstrap confidence sets for spectral projectors of sample covariance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Let X_1, ... ,X_n be i.i.d. sample in R^p with zero mean and the covariance matrix S. The problem of recovering the projector onto the eigenspace of S from these observations naturally arises in many applications. Recent technique from [Koltchinskii and Lounici, 2015b] helps to study the asymptotic distribution of the distance in the Frobenius norm between the true projector P_r on the subspace of the r th eigenvalue and its empirical counterpart hatP_r in terms of the effective trace of S. This paper offers a bootstrap procedure for building sharp condence sets for the true projector P_r from the given data. This procedure does not rely on the asymptotic distribution of P_r - hatP_r _2 and its moments, it applies for small or moderate sample size n and large dimension p . The main result states the validity of the proposed procedure for nite samples with an explicit error bound on the error of bootstrap approximation. This bound involves some new sharp results on Gaussian comparison and Gaussian anti-concentration in high dimension. Numeric results confirm a nice performance of the method in realistic examples.

Host
WIAS Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
Humboldt-Universität zu Berlin
Tuesday, 17.01.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Maurelli, WIAS Berlin:
A mean field SDE with Neumann boundary conditions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 17.01.2017, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Prof. Dr. T. Sullivan, FU Berlin:
Well-posedness of Bayesian inverse problems -- Stable priors on quasi-Banach spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years, and particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an infinite-dimensional space, a typical example being a scalar or tensor field coupled to some observed data via an ordinary or partial differential equation. Numerical solution of such infinite-dimensional BIPs must necessarily be performed in an approximate manner on a finite-dimensional subspace, but it is profitable to delay discretisation to the last possible moment and consider the original infinite-dimensional problem as the primary object of study, since infinite-dimensional well-posedness results and algorithms descend to any finite-dimensional subspace in a discretisation-independent way, whereas careless early discretisation may lead to a sequence of well-posed finite-dimensional BIPs or algorithms whose stability properties degenerate as the discretisation dimension increases. This presentation will give an introduction to the framework of well-posed BIPs in infinite-dimensional parameter spaces, as advocated by Stuart (Acta Numer. 19:451-559, 2010) and others. Recently, this framework has been extended to the case of a heavy-tailed prior measure in the family of stable distributions, such as an infinite-dimensional Cauchy distribution, for which polynomial moments are infinite or undefined. It is shown that analogues of the Karhunen-Loeve expansion for square-integrable random variables can be used to sample such measures on quasi-Banach spaces. Furthermore, under weaker regularity assumptions than those used to date, the Bayesian posterior measure is shown to depend Lipschitz continuously in the Hellinger and total variation metrics upon perturbations of the misfit function and observed data.

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Thursday, 12.01.2017, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. A. Gassmann, Leibniz-Institut für Atmosphärenphysik, Kühlungsborn:
Fluid dynamics on icosahedral staggered grids
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the last decade, some weather and climate modeling centers started to develop atmospheric models that reside on tessellations of the icosahedron. The resulting hexagonal or triangular meshes are essential for two reasons: first, the numerical difficulties arising from CFL restrictions near the poles are avoided, and second, the lower boundary (land structure and ocean) is represented by approximately equally sized areas.
C-staggered meshes are common in atmospheric modeling because they allow for good wave propagation properties. However, this staggering, which positions the mass points at the grid box centers and the velocity points at the grid box edges, generates other problems for tessellations of the icosahedron, which will be discussed in the talk.
The first problem is the overspecification of velocity components in comparison to the mass components. This problem can only be solved for hexagonal C-grid meshes by defining discretization procedures which guarantee the linear dependency of velocity components during time stepping. This applies to the Coriolis term and the momentum diffusion term. Such methods are understood by the community since the work of Thuburn (2008).
The second problem is the grid deformation in the vicinity of the 12 pentagon grid boxes. It will be discussed that this deformation is responsible for non-convergence of some measures which are needed for the evaluation of the friction tensor. The formulation of the friction in dependency on vorticity and divergence instead on strain and shear deformations avoids this problem. However, a direct numerical integration by parts which delivers the frictional heating is then no longer possible. Results with different approaches for the friction term will be presented.

Host
WIAS Berlin
Wednesday, 11.01.2017, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
PD Dr. L. Recke, Humboldt-Universität zu Berlin:
Corrector estimates for singularly perturbed boundary value problems with nonsmooth data
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, 11.01.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. M. Peiger, Stanford University, USA:
Estimating latent asset-pricing factors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We develop an estimator for latent factors in a large-dimensional panel of financial data that can explain expected excess returns. Statistical factor analysis based on Principal Component Analysis (PCA) has problems identifying factors with a small variance that are important for asset pricing. Our estimator searches for factors with a high Sharpe-ratio that can explain both the expected return and covariance structure. We derive the statistical properties of the new estimator based on new results from random matrix theory and show that our estimator can find asset-pricing factors, which cannot be detected with PCA, even if a large amount of data is available. Applying the approach to portfolio and stock data we find factors with Sharpe-ratios more than twice as large as those based on conventional PCA. Our factors accommodate a large set of anomalies better than notable four- and five-factor alternative models.

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 10.01.2017, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. Ch. Bick, University of Oxford, UK:
From weak chimeras to switching dynamics of localized frequency synchronization patterns
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We review some recent results on weak chimeras, a mathematically rigorous description for chimera states?solutions with coexisting synchronization and incoherence?in networks of identical oscillators. Moreover, we give some preliminary results on how to construct networks of identical phase oscillators with heteroclinic connections between weak chimeras of saddle type. These networks exhibit dynamic switching of localized synchronization which could for example encode information in neural networks.

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 10.01.2017, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. K. F. Lam, Universität Regensburg:
Diffuse interface models of tumor growth and optimizing cancer treatment times
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
There has been a recent focus in modeling tumor growth with diffuse interface models, due to their ability to capture topological transitions and the nature of the equations allows for further mathematical treatment. In the first part of this talk I will introduce a class of Cahn-Hilliard systems that are used to capture the basic dynamics of tumor growth. Then, we will discuss an optimal control problem for chemotherapy, which is a cancer treatment using drugs to eliminate tumor cells. Treatments are usually conducted in cycles, and long treatment times may cause harm to the patient. Thus, it is important to optimize both the treatment time and drug dosage to minimize patient suffering. In the second part of this talk, we will analyze an optimal control problem with an objective functional depending on a free time variable, which represents the unknown treatment time to be optimized.

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Tuesday, 10.01.2017, 10:00 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. S. Heidenreich, Physikalisch-Technische Bundesanstalt:
Uncertainty quantification for nanometrology
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 20.12.2016, 16:00 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. J. Sieber, University of Exeter, GB:
Convergence of equation-free methods in the case of finite time scale separation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods originally proposed by IG Kevrekidis): first, a lifting operator maps a set of low dimensional coordinates into the high-dimensional space, then the high-dimensional (microscopic) evolution is applied for some time, and finally a restriction operator maps down into a low-dimensional space again. We prove convergence of equation-free methods for sufficiently large healing time (which is a method parameter). More precisely, if the high-dimensional system has an attracting invariant manifold with smaller expansion and attraction rates in the tangential direction than in the transversal direction (normal hyperbolicity), and restriction and lifting satisfy some generic transversality conditions, then the lift-evolve-restrict procedure generates an approximate map that converges to the flow on the invariant manifold for healing time going to infinity. In contrast to all previous results, our result does not require the time scale separation to be large. We demonstrate for an example from Barkley et al (SIAM J. Appl. Dyn. Sys. 5(3) 2006) that the ability to achieve convergence even for finite time scale separation is especially important for applications involving stochastic differential equations, where the evolution occurs at the level of distributions, governed by the Fokker-Planck equation. In these applications the spectral gap is typically small. In the example, the ratio between the decay rates of fast and slow variables is 2.

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 20.12.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. M.-Th. Wolfram, University of Warwick, Mathematics Institute / Johann Radon Institute Linz (RICAM), Austria:
Applied PDE in the socio-economic sciences
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In recent years nonlinear PDE models have been used successfully in various applications in socio-economic sciences. For example to describe opinion for- mation and knowledge growth in a society, or the collective dynamics of large pedestrian crowds.
In this talk we focus on two PDE models for socio-economic problems. First a Boltzmann mean- eld game approach to describe knowledge and economic growth in a society; and second a nonlinear PDE model for interacting pedes- trian ows. We start by discussing the underlying microscopic modelling as- sumptions as well as the corresponding mean- eld equations. Then we focus on the existence and linear stability of solutions in either case. Finally we construct special solutions, which relate to sustained economic growth or segregation of flows, and illustrate the dynamics of both models with numerical simulations.

Host
WIAS Berlin
Monday, 19.12.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. B. Zwicknagl, Universität Bonn, Germany:
Variational analysis of microstructures in low-hysteresis shape memory alloys
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The formation of patterns in solids is often explained as the result of a competition between an elastic bulk energy and a higher order surface energy. As an example we will discuss microstructures in shape memory alloys, which are usually modeled by singularly perturbed non-convex bulk energies. The main focus will be on recent analytical results for shape memory alloys which have been found experimentally to have particularly low hysteresis.

Host
WIAS Berlin
December 19 – 20, 2016 (WIAS-405-406)
Workshop/Konferenz: Free boundary, partial differential equations and related topics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Further Informations
Workshop Web Page

Host
WIAS Berlin
Thursday, 15.12.2016, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. M. Heida, WIAS Berlin:
Stochastic two-scale convergence (part II)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 15.12.2016, 09:00 (WIAS-406)
Halbleiterseminar
Dr. M. Liero, WIAS:
Electro-thermal effects in organic semiconductors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 14.12.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. G. Kitavtsev, University of Bristol, GB:
Liquid crystal defects in the Landau-de Gennes theory in 2D-beyond the one-constant approximation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 13.12.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
C. E. Améndola Cerón, Technische Universität Berlin:
An introduction to algebraic statistics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Algebraic Statistics is a relatively new field that has developed rapidly in recent years, using algebraic-geometric methods to provide new tools to analyze and solve statistical problems. In this talk I will give an overview of the exciting interplay between algebra and statistics, and then briefly discuss it in the context of current research on Gaussian mixtures.

Host
WIAS Berlin
Tuesday, 13.12.2016, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
A. Alphonse, WIAS:
Existence for a fractional porous medium equation on an evolving surface
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk, which is based on joint work with Prof. Charlie Elliott, an existence theory for a porous medium equation with a fractional diffusion on an evolving surface will be presented. The nonlocal nature of the fractional diffusion (which in this case is the square root of the Laplacian) in combination with the nonlinearity and the moving domain makes the problem interesting. After defining the fractional Laplacian and giving a Dirichlet-to-Neumann characterisation of it in a general setting of closed Riemannian manifolds, the author will define what he means by a weak solution and then proceed with the proof of existence. This will involve harmonic extensions on semi-infinite and truncated cylinders, convergence/decay estimates and some technical results in order to deal with the time-evolving surface. The author will finish by discussing some ideas for further work.

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Thursday, 08.12.2016, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. M. Heida, WIAS Berlin:
Stochastic two-scale convergence (part I)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 08.12.2016, 09:00 (WIAS-406)
Halbleiterseminar
Dr. D. Peschka, WIAS:
Gradient structure for optoelectronic models of semiconductor
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 07.12.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. V. Laschos, WIAS Berlin:
From differential equations to gradient flows on metric spaces and back
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, 07.12.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. V. Spokoiny, WIAS Berlin:
Adaptive weights clustering
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The paper discusses a new method of unsupervised learning for high dimensional data based on the idea of adaptive weights from Polzehl and Spokoiny (2000). The procedure recovers the unknown clustering structure without any prior information about the number of clusters, their size, distance between clusters, etc. The approach extends the popular k-mean and density based clustering procedures by using dynamically updated local weights. Theoretical results describe two major features of the method: propagation within a homogeneous region and separation between two different regions. Numerical results show state-of-art performance of the new procedure.

Host
WIAS Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
Humboldt-Universität zu Berlin
Tuesday, 06.12.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Koziuk, WIAS Berlin:
Operator convex functions and matrix Bernstein type inequality
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 06.12.2016, 14:00 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. W. van Ackooij, Electricité de France R&D, Paris, Frankreich:
Eventual convexity of feasible sets for nonlinear probabilistic constraints with elliptically symmetric distributions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we will consider probability constraints acting on nonlinear systems involving an elliptically symmetrically distributed random vector. The nonlinear system is assumed to be convex in the decision vector. Under these assumptions we can provide a series of tools that allow us to establish novel convexity results for upper level sets of the probability function provided a sufficiently large threshold is taken. This latter threshold can be computed analytically.

Host
WIAS Berlin
Tuesday, 06.12.2016, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. L. Calatroni, Ecole Polytechnique Paris-Saclay, Frankreich:
Infimal convolution of data discrepancies for mixed noise removal in images
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In several real-world imaging applications such as microscopy, astronomy and medical imaging, transmission and/or acquisition faults result in a combination of multiple noise statistics in the observed image. Variational data discrepancy models designed to deal with such mixtures linearly combine standard data fidelities used for single-noise removal or make use of either approximated and cheap or exact but computationally expensive log-likelihood functionals. Via a joint MAP estimation, we derive a statistically consistent variational model combining data fidelities associated to single noise distributions in a handy infimal convoution fashion by which individual noise components corrupting the data are modelled appropriately and decomposed from each other. After showing the well-posedness of the model in suitable function spaces, we propose a semismooth Newton-type scheme to compute its numerical solution efficiently.

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Thursday, 01.12.2016, 11:00 (WIAS-ESH)
Analysis-Stochastik-Seminar
M. Mittnenzweig, WIAS Berlin:
Gamma-convergence for periodic homogenization (part II)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 01.12.2016, 09:00 (WIAS-ESH)
Halbleiterseminar
Prof. Dr. A. Mielke, WIAS Berlin:
Coupling of quantum and macroscopic systems (part II)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Halbleiterseminar

Host
WIAS Berlin
Wednesday, 30.11.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. S. Reichelt, WIAS Berlin:
Corrector estimates for coupled reaction-diffusion equations
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, 30.11.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. G. Mabon/Prof. M. Reiß, Humboldt-Universität zu Berlin:
Estimation of linear and nonlinear functionals in nonparametric boundary models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
For nonparametric regression with one-sided errors and a boundary curve model for Pois- son pR oint processes we consider rst the problem of ecient estimation for linear functionals of the form f(x)w(x)dx with unknown f and known w. We propose a simple blockwise estimator and then build up a nonparametric maximum-likelihood approach. Both methods allow for estimation with optimal rate n??( +1=2)=( +1) under -Hlder smoothness or monotonicity constraints (analogue of = 1). Surprisin- gly, the nonparametric MLE approach enjoys additionally non-asymptotic eciency properties (UMVU: uniformly minimum variance among all unbiased estimators). Given uniform observations supported on a convex set, the theory extends to unbiased estimation of the volume of this convex set. In a second step, we consider estimation of nonlinear functionals of the form R (f(x))dx for known weakly di erentiable . In view of Lp -norms a primary example is (x) = jxjp. Even in that case unbiased estimation is feasible and optimal convergence rates can be derived. As an application we discuss Lp-separation rates in nonparametric testing. The proofs rely essentially on martingale stopping arguments for counting processes and the underlying point process geometry. The estimators are easily computable and some simulation results are presen- ted. Surprising di erences with standard models like Gaussian white noise are discussed. Diculties with establishing a Bayesian Bernstein-von Mises result are pointed out. (based on joint work with Leonie Selk, Nikolay Baldin and Martin Wahl)

Host
WIAS Berlin
Tuesday, 29.11.2016, 17:00 (LG)
Wissenstransfer
Prof. Dr. E. Knobloch, TU Berlin / BBAW; PD Dr. R. Thiele, Universität Leipzig; Prof. Dr. Th. Sonar, TU Braunschweig:
Auf Leibniz' Spuren in der Mathematik
more ... Location
Haus der Leibniz-Gemeinschaft, Chausseestr. 111, 10115 Berlin

Abstract
Gottfried Wilhelm Leibniz, der "letzte Universalgelehrte", hat nicht zuletzt auch in der Mathematik großartige wissenschaftliche Leistungen erbracht. Diese stehen im Fokus einer öffentlichen Veranstaltung, in deren Rahmen drei eminente Mathematik-Historiker auf wichtige Bereiche seines Schaffens eingehen. Da gerade bei Leibniz nach wie vor mehrere zehntausend handschriftlich beschriebene Seiten der Auswertung harren, sind überraschende und spannende neue Erkenntnisse nicht auszuschließen.
Eine umfangreiche Sichtung Leibniz'scher Handschriften führt Eberhard Knobloch zu dem Schluss, dass die vielzitierte fehlende mathematische Leibniz'sche Rigorosität ("er teilt ja nur unendlich kleine Größen durcheinander") in das Reich der Mythen gehört.
Rüdiger Thiele beschreibt die Entwicklung des Funktionsbegriffs "f(x)=y", der uns seit der Schule sehr vertraut ist, aber erst durch eine Leibniz'sche Großtat erfunden wurde.
Im Mittelpunkt des Vortrages von Thomas Sonar steht die unangenehme Geschichte des Streits zweier der allergrößten Wissenschaftler (Leibniz und Newton) um eine der größten Erfindungen der Mathematik: Wer hat zuerst die Infinitesimalrechnung ersonnen?

Further Informations
https://www.wias-berlin.de/events/Leibniz16/

Host
WIAS Berlin
Tuesday, 29.11.2016, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Prof. Dr. T. Jäger, Friedrich-Schiller-Universität:
Mode-locking phenomena in low-dimensional dynamics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 29.11.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Priv.-Doz. Dr. J. G. M. Schoenmakers, WIAS Berlin:
Density projection schemes for McKean-Vlasov equations and explicit solutions of OU type equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 29.11.2016, 10:15 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
M. Kanitsar, Universität Graz, Österreich:
Numerical shape optimization for an industrial application
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

Host
WIAS Berlin
Tuesday, 29.11.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Gräfe, Leibniz-Institut für Gemüse- und Zierpflanzenbau e.V. (IGZ), Großbeeren:
Plant leaf optics -- problems and some solutions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Monday, 28.11.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. F. Hildebrand, Robert Bosch GmbH, Germany:
Technological challenges and chances of Li-metal solid state batteries
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Friday, 25.11.2016, 17:00 (WIAS-405-406)
SIAM Chapter
Opening Ceremony
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Host
WIAS Berlin
Technische Universität Berlin
Thursday, 24.11.2016, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
M. Mittnenzweig, WIAS Berlin:
Gamma-convergence for periodic homogenization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 24.11.2016, 09:00 (WIAS-406)
Halbleiterseminar
Prof. Dr. A. Mielke, WIAS Berlin:
Coupling of quantum and macroscopic systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 23.11.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. T. Roubíček, Institute of Thermomechanics, CZ:
Thermodynamics of magneto- and poro-elastic materials at large strains
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 23.11.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
S. Chen, Humboldt Universität zu Berlin, IRTG 1792:
Network dynamics of high-frequency trading data: Evidence from NASDAQ market
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We propose a robust connectedness estimator for limit order books in high dimensional setting, and we argue that limit orders have significant market impacts. The estimator is constructed based on sparse precision matrix using graphical lasso, so that the regularized covariance matrix is related to connectedness measure. The microstructure noise embedded in high frequency data is removed by pre- averaging estimation. Furthermore, we provide a jump-robust estimator for connectedness of NASDAQ firms from different industrial sectors. Based on these insights, our results successfully track the network dynamics.

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 22.11.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. V. Spokoiny, WIAS Berlin:
Bootstrap confidence sets for spectral projectors of sample covariance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Let ( X_1,ldots,X_n ) be i.i.d. sample in ( R^p ) with zero mean and the covariance matrix ( Sigma ). The problem of recovering the projector onto the eigenspace of ( Sigma ) from these observations naturally arises in many applications. Recent technique from citeKoltchLounici2015 helps to study the asymptotic distribution of the distance in the Frobenius norm ( P_r - hatP_r _2 ) between the true projector ( P_r ) on the subspace of the ( r )th eigenvalue and its empirical counterpart ( hatP_r ) in terms of the effective trace of ( Sigma). This paper offers a bootstrap procedure for building sharp confidence sets for the true projector ( P_r ) from the given data. This procedure does not rely on the asymptotic distribution of ( P_r - hatP_r _2 ) and its moments, it applies for small or moderate sample size ( n ) and large dimension ( p ). The main result states the validity of the proposed procedure for finite samples with an explicit error bound on the error of bootstrap approximation. This bound involves some new sharp results on Gaussian comparison and Gaussian anti-concentration in high dimension. Numeric results confirm a nice performance of the method in realistic examples.

Host
WIAS Berlin
Tuesday, 22.11.2016, 13:00 (WIAS-406)
Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
M. Kraus, Ostbayerische Technische Hochschule Regensburg:
Modeling of porous metal-electrolyte interfaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 22.11.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Bischoff, MPI für Sonnensystemforschung, Göttingen/OSIRES, Ilmenau:
Modal diffraction methods and selected applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 22.11.2016, 10:00 (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Dr. S. Hajian, HU Berlin:
Total variation diminishing RK methods for the optimal control of conservation laws
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Optimal control problems subject to conservation laws are among challenging optimization problems due to difficulties that arise when shocks are present in the solution. Such optimization problems have application, for instance, in gas networks. Beside theoretical difficulties at the continuous level, discretization of such optimal control problems should be done with care in order to guarantee convergence. In this talk, we present stability results of the total variation diminishing (TVD) Runge-Kutta (RK) methods for such optimal control problems. In particular we show that enforcing strong stability preserving (SSP) for both forward and adjoint problem results to a first order time-discretization. However, requiring SSP only for forward problem is sufficient to obtain a stable discrete adjoint. We also present order-conditions for the TVD-RK methods in the optimal control context.

Host
WIAS Berlin
November 18 – 19, 2016 (WIAS-ESH)
Workshop/Konferenz: AG DANK Herbsttagung 2016
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 17.11.2016, 15:15 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. S. Weißer, Universität des Saarlandes:
Convection-adapted BEM-based finite element method on tetrahedral and polyhedral meshes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A new discretization method for homogeneous convection-diffusion-reaction boundary value problems in 3D is presented that is a non-standard finite element method with PDE-harmonic shape functions on polyhedral elements, see [1]. The element stiffness matrices are constructed by means of local boundary element techniques. The method, which is referred to as a BEM-based FEM, can therefore be considered a local Trefftz method with element-wise (locally) PDE-harmonic shape functions. The current research combines the results of [2] with the hierarchical construction of shape functions presented in [3]. The Dirichlet boundary data for these shape functions is chosen according to a convection-adapted procedure which solves projections of the PDE onto the edges and faces of tetrahedral and polyhedral elements, respectively. This improves the stability of the discretization method for convection-dominated problems both when compared to a standard FEM and to previous BEM-based FEM approaches, as we demonstrated in several numerical experiments. Our experiments also show an improved resolution of the exponential layer at the outflow boundary for our proposed method when compared to the SUPG method.

References:
[1] C. Hofreither, U. Langer and S. Weißer. Convection-adapted BEM-based FEM. Z. Angew. Math. Mech. doi:10.1002/zamm.201500042 (2016).
[2] C. Hofreither, U. Langer and C. Pechstein. A non-standard finite element method for convection-diffusion-reaction problems on polyhedral meshes. AIP Conference Proceedings 1404(1):397404 (2011).
[3] S. Rjasanow and S. Weier. FEM with Trefftz trial functions on polyhedral elements. J. Comput. Appl. Math. 263:202217 (2014).

Host
WIAS Berlin
Thursday, 17.11.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. J. Novo, Universidad Autónoma de Madrid, Spain:
Non inf-sup stable mixed finite element approximations to the evolutionary Stokes equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the first part of the talk we will consider the pressure stabilized Petrov Galerkin (PSPG) method in space to approximate the evolutionary Stokes equations with non inf-sup stable mixed finite elements. The analytical results are based on an appropriate approach for computing the initial velocity, which we suggest. We clarify the so called instability of the discrete pressure for small time steps reported in the literature and show that this instability does not occur for our proposed initial condition. In the second part of the talk we study the approximation of the same equations by means of a projection scheme with non inf-sup stable mixed finite elements. The projection scheme we propose has a stability parameter analogous to the stability parameter of the PSPG method. As a consequence of our analysis we prove the pressure stability of the Chorin--Temam method for non inf-sup stable elements. This property was known in the literature but to our knowledge had not yet been proved.

Host
WIAS Berlin
Thursday, 17.11.2016, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. S. Reichelt, WIAS Berlin:
Two-scale convergence and homogenization, Part II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Wednesday, 16.11.2016, 10:00 (WIAS-HVP-4.13)
Forschungsseminar Mathematische Statistik
Prof. Th. Dickhaus, Universität Bremen:
Statistical properties of Bernstein copulae with applications in multiple testing
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
A general way to estimate continuous functions consists of approximations by means of Bernstein polynomials. Sancetta and Satchell (2004) proposed to apply this technique to the problem of approximating copula functions. The resulting so-called Bernstein copulae are nonparametric copula estimates with some desirable mathematical features like smoothness. We extend previous statistical results regarding bivariate Bernstein copulae to the multivariate case and study their impact on multiple tests. In particular, we utilize them to derive asymptotic confidence regions for the family-wise error rate (FWER) of simultaneous test procedures which are empirically calibrated by making use of Bernstein copulae approximations of the dependency structure among the test statistics. This extends a similar approach by Stange, Bodnar and Dickhaus (2015) in the parametric case. A simulation study quantifies the gain in FWER level exhaustion and, consequently, power which can be achieved by exploiting the dependencies, in comparison with common threshold calibrations like the Bonferroni or the Sidak correction. Finally, we demonstrate an application of the proposed methodology to real-life data from insurance. (joint work with André Neumann, Taras Bodnar and Dietmar Pfeifer)

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
WIAS Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
Humboldt-Universität zu Berlin
Wednesday, 16.11.2016, 10:00 (WIAS-406)
Halbleiterseminar
S. Kayser, IKZ Berlin:
Lateral-Photovoltage-Scanning (LPS)- und Scanning-Photolumineszenz (SPL)-Methode
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Widerstandsschwankungen in Si ,Ge oder SixGe1-x-Wafern sind maßgebend für die Qualität des Wafers und definieren seine Züchtungsparameter. Eine Untersuchung der Schwankungen in der Dotierstoffkonzentration in Halbleitern ist mit der LPS-Methode zu erreichen. Die Simulationen zu der dargestellten Messmethode werden mit COMSOL Multiphysics durchgeführt. Hierbei werden Finite-Volumen-Simulationen mit konstanten Ansatzfunktionen mithilfe Semiconductor-Modul kalkuliert. Als Dotierstoffschwankungen entlang der Probe wird ein Sinus vorgegeben. Die Generation von Elektron-Lochpaaren wird durch einen Laser mit konstanter Geschwindigkeit in der Halbleiterprobe verursacht. Die zeitabhängige Lösung dieses Problems wird mithilfe der van Roosbroeck Gleichung in den Variablen, Elektronen-, Lochdichte und elektrisches Potential, erreicht. Ziel der Simulationen ist zu untersuchen, ob eine lokale Bestimmung der Minoritätsladungsträgerlebensdauer mithilfe der Phasenverschiebung zwischen Anregung und resultierender Spannung an den Probenenden möglich ist. Ebenfalls sollen Zusammenhänge mit der SPL-Methode, welche die lokale Lumineszenz aus den Rekombinationen der Elektronen-Loch-Paare bestimmt, analysiert werden.

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Tuesday, 15.11.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Suvorikova, WIAS Berlin:
Non-asymptotic confidence sets in 2-Wasserstein space and their application to change point detection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this work, we consider probabilistic setting where the probability measures are considered to be random objects. We present a procedure of construction of confidence sets for the population barycenter and discuss its application to change point detection.

Host
WIAS Berlin
Tuesday, 15.11.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. K. Sturm, RICAM, Linz, Österreich:
Convergence of Newon's method in shape optimisation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 15.11.2016, 10:00 (WIAS-HVP-4.13)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Prof. Dr. M. Hintermüller:
Bilevel optimization with applications to image processing
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Host
WIAS Berlin
November 14 – 16, 2016 (WIAS-ESH)
Workshop/Konferenz: Probabilistic Methods in Telecommunication
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 10.11.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Prof. R. Čiegis, Vilnius Gediminas Technical University, Litauen:
On stability analysis of some non-classical schemes for the Schrodinger equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we consider the stability and efficiency of numerical algorithms for the solution of the Schrodinger problem and some modifications of this equation. The first problem deals with local approximations of the exact nonlocal transparent boundary conditions. The family of rational functions is investigated and optimal values of coefficients are computed by solving global optimization problems with different objective functions. In the second part, the 1D Schrodinger problem is approximated by Numerov's type finite difference scheme but non-uniform meshes are used. The obtained finite difference scheme is non-conservative and the spectral stability analysis is done in order to show that the non-classical restriction $h_x <= C h_t$ is required to regularize the scheme and to prove $rho$-stability estimates. In the last part, some parallel numerical algorithms are analyzed for efficient computation of fractional powers of elliptic type operators.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 10.11.2016, 11:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. S. Reichelt, WIAS:
Two-scale convergence and homogenization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Wednesday, 09.11.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Prof. Dr. M. Kohlhase, Friedrich-Alexander-Universität Erlangen/Nürnberg, Germany:
FrameIT: From Serious Games to Modeling and Applying Mathematical Models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Mathematical modeling is the key tool that drives modern science, technology engineering, and medicine (STEM). It comprises data about the respective situations & phenomena and models (e.g. differential equations) that allow to draw inferences and make predictions from the data.
STEM data has seen a lot of attention to support its collection, storage, curation, and presentation by computers, and large public and private data repositories have been established. The models themselves have largely remained in the pen-and-paper world of mathematics, and have been transformed into programs on a case-by-case basis. In particular, the question on how to model the models declaratively for computer support is largely unresolved, and as a consequence we do not have collections of models as a resource.
In this talk we will present the knowledge-based FrameIT method, which represents mathematical models and the knowledge backing it in a theory graph whose nodes (theories) are logic-based representations of the mathematical objects, their assumptions, and properties and whose edges (theory morphisms) are meaning-preserving mappings. The critical realization utilized by the FrameIT method is that the application of a mathematical model can be represented as an extension of the model theory graph by special theories representing the situation and phenomena and that the application mapping naturally becomes a theory morphism. This gives an abstract framework for modelling mathematical modelling and makes the models into represented objects that can be collected, curated, presented, and reused.
The FrameIT method has been implemented and tested in the context of serious games for mathematics. We will present that work in the talk and discuss how the very simple models (highschool math) used there can be scaled to realistic models in the STEM fields. We also discuss the OMDoc/MMT infrastructure for collection, storage, curation, and presentation of theory graphs and how this can serve as a basis for a repository of mathematical models.

Host
WIAS Berlin
Wednesday, 09.11.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
J. Schmidt-Hieber, Leiden University, Niederlande:
Asymptotic equivalence between density estimation and the Gaussian white noise model revisited
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Asymptotic equivalence means that two statistical models have the same asymptotic pro- perties with respect to all decision problems with bounded loss. In nonparametric statistics, asymptotic equivalence has been found useful as it allows in some situations to switch to simpler models. One of the most famous results is Nussbaums theorem which states that nonparametric density estimation is asymptotically equivalent to a Gaussian shift model provided that the densities satisfy some smoothness assumptions and are bounded away from zero. In this talk we review the literature and study to which extent one can relax the assumption that the densities must be uniformly bounded away from zero. We derive moreover the optimal rates of the Le Cam de ciencies. A part of the talk will be devoted to explaining the lower and upper bounds in more detail. As application, we mention Poisson intensity estimation with low count data. This is joint work with Kolyan Ray.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
WIAS Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
Humboldt-Universität zu Berlin
Tuesday, 08.11.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Redmann, WIAS Berlin:
Dimension reduction of large scale OU processes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
SPDEs with Lévy noise can be used to model chemical, physical or biological phenomena which contain uncertainties. When discretising these SPDEs in order to solve them numerically the problem might be of large order. The goal is to save computational time by replacing large scale systems by systems of low order capturing the main information of the full model. In this talk, we therefore discuss balancing related MOR techniques. We summarise already existing results and discuss recent achievements.

Host
WIAS Berlin
Monday, 07.11.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. A. Carpentier, Universität Potsdam, Germany:
Sequential sampling and uncertainty quantification
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk will cover two complementary topics : sequential sampling and uncertainty quantification.
The automatisation of sequential decision making in an uncertain environment, also called sequential sampling, is a fundamental goal of modern artificial intelligence and machine learning. A simple example of sequential sampling is the best arm identification bandit setting [1], which is a discrete, unstructured and noisy optimisation problem. Recent own results [5] addressing a conjecture from [1] will be presented. They highlight the importance of uncertainty quantification for sequential sampling, and for risk-aware decision making.
Empirical uncertainty quantification of estimation procedures can be simple in parametric, low dimensional situations. However, it becomes challenging and often problematic in high and infinite dimensional models. Indeed, adaptivity to the unknown model complexity becomes key in this case, and uncertainty quantification becomes akin to model estimation, see [6,4]. Such model-adaptive uncertainty quantification can be formalised through the concept of adaptive and honest confidence sets [2]. Recent own results [3,4] related to this concept will be presented.

References
[1] J.Y. Audibert, S. Bubeck. Best arm identification in multi-armed bandits. Journal of Machine Learning Research W&CP COLT, volume 23, pp. 13-22, 2010.
[2] T. Cai and M. Low. An adaptation theory for nonparametric confidence intervals. The Annals of Statistics, volume 32:5, pp. 1805-1840, 2004.
[3] A. Carpentier, J. Eisert, D. Gross, and R. Nickl. Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems. ArXiv e-prints, April 2015.
[4] A. Carpentier, O. Klopp, M. Löffler, and R. Nickl. Adaptive confidence sets for matrix completion. ArXiv e-prints, August 2016.
[5] A. Carpentier and A. Locatelli. Tight (Lower) Bounds for the Fixed Budget Best Arm Identification Bandit Problem. Journal of Machine Learning Research W&CP COLT, volume 49, pp. 1-15, 2016.
[6] M. Hoffmann and R. Nickl. On adaptive inference and confidence bands. The Annals of Statistics, volume 39:5, pp. 2383-2409, 2011.

Host
WIAS Berlin
Wednesday, 02.11.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
M. Mittnenzweig, WIAS Berlin:
An entropic gradient structure for noncommutative Lindblad equations
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, 02.11.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
O. Klopp, Universtité Paris-Ouest Nanterre:
Network models and sparse graphon estimation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Inhomogeneous random graph models encompass many network models such as stochastic block models and latent position models. We consider the problem of statistical es- timation of the matrix of connection probabilities based on the observations of the adjacency matrix of the network and derive optimal rates of convergence for this problem. Our results cover the important setting of sparse networks. We also establish upper bounds on the mini- max risk for graphon estimation when the probability matrix is sampled according to a graphon model. The problem of estimation of the matrix of connection probabilities of a network can be viewed as a particular case of a general matrix sequence model. In this model, we observe the noisy entries of a matrix and assume that the signal matrix is ßtructured", that is, it can be factorized using sparse factors. This model includes a number of interesting problems such as the mixture of Gaussian, sparse dictionary learning, stochastic block models and mixture membership models. In the second part of the talk, I will consider the problem of statistical estimation of the signal matrix for this model and derive optimal rates of estimation. Keywords. Inhomogeneous random graph; Networks; Oracle inequality; Sparse graphon.

Host
SFB 649: Ökonomisches Risiko
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 01.11.2016, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
B. Brehm, Freie Universität Berlin:
Particle horizons in the Mixmaster Universe
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Mixmaster Universe has been proposed by Misner (1969) as a model for a chaotic big bang cosmological singularity. This cosmological model describes Bianchi IX spatially homogeneous, anisotropic vacuum space-times. In 1970, Belinskii, Khalatnikov, and Lifshitz (BKL) conjectured that particle horizons form towards the big bang. In other words, backwards light-cones remain spatially bounded, and spatially separate regions causally decouple. We prove this BKL conjecture, for almost every solution. More specifically, the answer to this question depends on the convergence speed towards the Mixmaster attractor. Ringström (2001) showed that this convergence occurs at all. We introduce a novel expanding measure in order to prove that the convergence is fast enough to guarantee the formation of particle horizons for Lebesgue almost every solution. The talk is addressed at a nonspecialist audience.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 01.11.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Dvurechensky, WIAS Berlin:
Numerical aspects of Wasserstein distance, Wasserstein barycenters, and Hellinger-Kantorovich distance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we will consider Wasserstein and Hellinger-Kantorovich distances. The definitions of these distances are based on specific optimization problems. The goal of the talk is to present new numerical methods for solution of these optimization problems.

Host
WIAS Berlin
October 27 – 28, 2016 (WIAS-ESH)
Workshop/Konferenz: Kick-off Meeting of the DFG Priority Programme 1962
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
DFG Schwerpunktprogramm 1962
WIAS Berlin
Wednesday, 26.10.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. A. Mielke, WIAS Berlin:
Global entropy entropy-production estimates for energy-reaction-diffusion systems
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
Tuesday, 25.10.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
V. Avanesov, WIAS Berlin:
Bootstrap for high-dimentional online multiscale covariance matrix change-point detection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
During this talk I will present a novel approach (arXiv:1610.03783 [math.ST]) for an important problem of change point detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process -- a problem, which has applications in biostatistics and econometrics. The developed approach is essentially a significance testing procedure requiring a proper choice of a critical level. To that end a non-standard bootstrap scheme is proposed and theoretically justified under mild assumptions. The idea of the proof and the simulation study will be discussed as well.

Host
WIAS Berlin
Tuesday, 25.10.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. W. Iff, Université Jean Monnet, Frankreich:
Rigorous and extremely fast electromagnetic methods for diffraction problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 21.10.2016, 15:00 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Dr. M. Holler, Karl-Franzens-Universität Graz, Österreich:
Higher order regularization and applications to medical image processing and data decompression
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Variational methods are a powerful tool for tackling ill-posed problems in image processing. As such, they rely heavily on appropriate regularization terms which render a stable recovery possible and strongly influence qualitative solution properties. In this talk, we consider regularization concepts for both static and dynamic data that are based on higher order differentiation. Beginning with the static setting, we first discuss analytical properties of Total Generalized Variation (TGV) regularization which allow for well-posedness results for standard inverse problems. We then consider the application of TGV in the context of a variational model for image decompression, being in particular applicable to JPEG or JPEG 2000 compressed images. As second application, we introduce a nuclear-norm-based vectorial TGV functional for joint MR-PET reconstruction that exploits structural similarities between the two modalities. Moving to the dynamic setting, we motivate and introduce a suitable extension of derivative based regularization for spatio-temporal data. After establishing essential analytical properties, we deal with applications to the reconstruction of highly subsampled dynamic MR data and the decompression of MPEG compressed movies.

Host
WIAS Berlin
Wednesday, 19.10.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. K. Disser, WIAS Berlin:
Global existence and uniqueness for some dissipative systems with bulk-interface interaction
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, 19.10.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. I. Dattner, University of Haifa, Israel:
Statistical learning of dynamic systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Dynamic systems are ubiquitous in nature and are used to model many processes in biolo- gy, chemistry, physics, medicine, and engineering. In particular, systems of (deterministic or stochastic) differential equations are commonly used for the mathematical modeling of the rate of change of dynamic processes. These systems describe the interrelationships between the variables involved, and depend in a complicated way on unknown quantities (e.g., initial values, constants or time dependent parameters). Learning dynamic systems involves the ßtandard" statistical problems such as studying the identifiability of a model, estimating model parameters, predicting future states of the system, testing hypotheses, and choosing the "best" model. However, modern dynamic systems are typically very complex: nonlinear, high dimensional and only partly measured. Moreover, data may be sparse and noisy. Thus, statistical learning (inference, prediction) of dynamical systems is not a trivial task in practice. In this talk we will present some recent theoretical results and methodologies concerning identifiability and estimation of dynamic systems. We will also discuss real data examples coming from diverse areas such as infectious diseases and biology.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 18.10.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
K. Efimov, WIAS Berlin:
Adaptive weights clustering AWC
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 18.10.2016, 10:00 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
C. Geldhauser, WIAS Berlin:
Semidiscrete schemes for forward-backward parabolic PDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 12.10.2016, 14:00 (WIAS-HVP)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
C. Geldhauser, WIAS Berlin:
Scaling limits of interacting diffusions
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Abstract
In this talk we consider a system of N coupled stochastic differential equations, which we interpret as a system of N particles evolving according to the dynamics given by the SDEs. Due to the properties of the driving force and the noise, the limit as N goes to infinity does not lead in general to a well-posed equation. We develop conditions on the interaction strength between the particles to ensure existence of solutions to the limiting stochastic PDE. Moreover, we investigate the long-time behaviour of the solution. This is joint work with Anton Bovier.

Host
WIAS Berlin
October 12 – 14, 2016 (WIAS-ESH)
Workshop/Konferenz: Dynamics of Delay Equations, Theory and Applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 11.10.2016, 16:00 (WIAS-ESH)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ch. Bayer, WIAS Berlin:
Smoothing the payoff for efficient computation of basket option
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Smoothing the payoff for efficient computation of basket option

Abstract: We consider the problem of pricing basket options in a multivariate Black-Scholes or Variance-Gamma model. From a numerical point of view, pricing such options corresponds to moderate and high-dimensional numerical integration problems with non-smooth integrands. Due to this lack of regularity, higher order numerical integration techniques may not be directly available, requiring the use of methods like Monte Carlo specifically designed to work for non-regular problems. We propose to use the inherent smoothing property of the density of the underlying in the above models to mollify the payoff function by means of an exact conditional expectation. The resulting conditional expectation is unbiased and yields a smooth integrand, which is amenable to the efficient use of adaptive sparse-grid cubature. Numerical examples indicate that the high-order method may perform orders of magnitude faster than Monte Carlo or Quasi Monte Carlo methods in dimensions up to 25.(Joint work with Markus Siebenmorgen und Raul Tempone)

Host
WIAS Berlin

Tuesday, 11.10.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
J. Gienger, Physikalisch-Technische Bundesanstalt:
Application of inverse light scattering by a single red blood cell
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 27.09.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
J. Sonntag, Technische Universität Berlin:
Feedbackcontrol of the Schlögl model
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 22.09.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. O. Chvartatskyi, Max-Planck Institute for Dynamics and Self-Organisation:
NLS breathers, rogue waves, and solutions of the Lyapunov equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The infinite families of Peregrine, Akhmediev and Kuznetsov-Ma breather solutions of the focusing Nonlinear Schroedinger (NLS) equation are obtained via a matrix version of the Darboux transformation, with a spectral matrix of the form of a Jordan block. We prove regularity of these solutions using properties of the Lyapunov equation.

Host
WIAS Berlin
Thursday, 22.09.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. P. Farrell, WIAS Berlin:
Scharfetter-Gummel schemes for non-Boltzmann statistics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
When modelling semiconductor devices via the van Roosbroeck system one ofen uses statistical functions to describe the correspondence between carrier densities and chemical potentials. For 3D bulk semiconductors the most general choice is given by the Fermi-Dirac integral of order 1/2. However, how to numerically solve the van Roosbrock in this general (non-Boltzmann) case is still an open problem. We will present and compare several methods to generalise the well-known Scharfetter-Gummel scheme. Our main goal is to discretely preserve important properties from the continuous system such as existence and uniqueness of the solution, consistency with the thermodynamical equilibrium and unconditional stability. We also show how these new numerical schemes can be efciently implemented for 2D and 3D applications.

Host
WIAS Berlin
Wednesday, 21.09.2016, 10:00 (WIAS-ESH)
Seminar Partielle Differentialgleichungen
Prof. Dr. L. Heltai, SISSA, Trieste/Italy:
Problem solving at realistic complexities using the deal.II library
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The practical numerical solution of real-world problems has many levels of complexities. A single method, or a single algorithm, is often not sufficient to address realistic problems from applied sciences and engineering. For example, it is common for a finite element code to use fully adaptive, unstructured meshes; nonlinear, globalized solvers; algebraic multigrid; block preconditioners; or non-linear material properties. Real-life programs usually need to run on thousands of processors, often with different architectures, and they generate (or manipulate) gigabytes (often petabytes) of data at each run. Codes at this level of complexity can no longer be written from scratch by a single person, and not even by a consistent group of well prepared PhD students. However, over the past decade, many high quality libraries and tools have been developed that make writing advanced computational software simpler. In this talk I will briefly introduce the deal.II finite element library (http://www.dealii.org), and I will show some examples of its application in real-life problems, with a focus on the lessons learned from developing this massively parallel library for the solution of complex problems.

Further Informations
Partielle Differentialgleichungen

Host
WIAS Berlin
Tuesday, 20.09.2016, 15:15 (WIAS-ESH)
Seminar Laserdynamik
Dr. S. Olmi, WIAS Berlin:
Dynamics of fully coupled rotators with unimodal and bimodal frequency distribution
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We analyze the synchronization transition of a globally coupled net- work of N phase oscillators with inertia (rotators) whose natural frequencies are unimodally or bimodally distributed. In the unimodal case [1], the system exhibits a discontinuous hysteretic transition from an incoherent to a partially synchronized (PS) state. For sufficiently large inertia, the system reveals the coexistence of a PS state and of a standing wave (SW) solution. In the bimodal case [2], the hysteretic synchronization transition involves several states. Namely, the system becomes coherent passing through traveling waves (TWs), SWs and finally arriving to a PS regime. The transition to the PS state from the SW occurs always at the same coupling, independently of the system size, while its value increases linearly with the inertia. On the other hand the critical coupling required to observe TWs and SWs increases with N suggesting that in the thermodynamic limit the transition from incoherence to PS will occur without any intermediate states. Finally a linear stability analysis reveals that the system is hysteretic not only at the level of macroscopic indicators, but also microscopically as verified by measuring the maximal Lyapunov exponent. [1] S. Olmi, A. Navas, S. Boccaletti and A. Torcini, ?Hysteretic transi- tions in the Kuramoto model with inertia?, Physical Review E, 90(4), p.042905. [2] S. Olmi and A. Torcini, ?Dynamics of fully coupled rotators with unimodal and bimodal frequency distribution?, Control of Self-Organizing Nonlinear Systems. Springer International Publishing, 2016. 25-45.

Host
WIAS Berlin
Tuesday, 20.09.2016, 10:15 (WIAS-HVP-4.13)

S. Winkelmann, FU Berlin:
The spatio-temporal chemical master equation
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
Accurate modeling and stochastic simulation of molecular reaction kinetics is a field of broad interest. Depending on the particles? concentration, their mobility and reactivity, different mathematical models are appropriate. We consider reaction-diffusion systems in which the space of motion naturally decomposes into sets of metastability and diffusion can be approximated by jumps between the sets. Within each set, the relevant species are considered as well-mixed such that the reaction dynamics can be described on the level of a chemical master equation. In combination, this leads to the spatio-temporal chemical master equation (ST-CME) in which states have a spatial interpretation and diffusion is modeled by first-order reactions. We analytically derive the ST-CME from particle-based dynamics by means of Galerkin projections and generate stochastic simulations of the underlying jump processes for relevant reaction-diffusion systems.

Host
WIAS Berlin
Thursday, 15.09.2016, 14:00 (WIAS-406)
Seminar Numerische Mathematik
Prof. J. Shewchuk, University of California at Berkeley, USA:
Restricted constrained delaunay triangulations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Surface meshes are used extensively in computer graphics, boundary element methods, and many other applications. Researchers have sought surface triangulations that have formal mathematical properties similar to those enjoyed by Delaunay triangulations in the plane. They succeeded by inventing the "restricted Delaunay triangulation," which is a subcomplex of the three-dimensional Delaunay triangulation. In other words, given a smooth surface embedded in three-dimensional space, we compute a set of points lying on the surface, we compute the 3D Delaunay triangulation of those points, and we select a subset of its triangles to serve as a triangulation of the surface. This subset of triangles, the restricted Delaunay triangulation, has proven itself as a mathematically powerful tool for surface meshing and surface reconstruction.
I address a question of Bruno Levy: can we constrain restricted Delaunay triangulations to include specified edges? That is, can we define a mathematically well-behaved, Delaunay-like, edge-constrained triangulation on a smooth surface? We do so by defining a specialized Voronoi diagram on the surface, then dualizing it to obtain a triangulation. But to force specified edges to appear in this triangulation, we must perform topological surgery on the surface...and that's where things get weird and interesting.
(This work is done jointly with Marc Khoury, Bruno Levy, and Marc van Kreveld.)
Bio:
Jonathan Shewchuk is a Professor in the Department of Electrical Engineering and Computer Sciences at UC Berkeley. He is best known for his software Triangle for high-quality triangular mesh generation, which won the 2003 James Hardy Wilkinson Prize in Numerical Software, and his "Introduction to the Conjugate Gradient Method Without the Agonizing Pain." His book "Delaunay Mesh Generation," written jointly with Siu-Wing Cheng and Tamal Dey, is available from CRC Press.

Host
WIAS Berlin
Wednesday, 14.09.2016, 15:15 (WIAS-405-406)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. J. Feng, University of Kansas, USA:
Hamilton--Jacobi PDEs in the space of probability measures, the metric nature explored
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Hamilton-Jacobi PDE in the space of probability measure is a new class of PDE. We give two examples. The first example concerns a statistical mechanics application where the equation is derived by probabilists studying Gibbs-Non-Gibbs transitions in the Netherlands community. Through a method by the speaker and Tom Kurtz, the equation's uniqueness will rigorously give the large deviation principle. However, this uniqueness problem is still open. This problem has a hidden spatial translation invariance. The second example concerns the variational formulation of a compressible Euler equation in continuum mechanics. The probability measure is just the density profile of infinite particles. The Hamilton-Jacobi equation characterizes the canonical transformations and is expected to give useful information on the large time dynamics of the Euler-Lagrange equation (Aubry-Mather theory for instance). We have now a well-podesness theory for this equation. This example has a hidden particle permutation invariance in the density profile representation In the rigorous part of this talk, I focus on explaining how the well-posedness in the mechanical application is solved. An important observation is that the space of probability measure is best viewed as an infinite dimensional quotient space in this context. The quotient structure comes from particle permutation symmetry. To treat a PDE in such an infinitely folded space, we devise techniques based on the metric space analysis and the Wasserstein spaces. A key step is the use of geometric tangent cone concept in characterizing the velocity variables. Admissible velocity fields are more than function valued, they are relaxed to belong to a subspace of the space of Markov transition kernels. This augmentation of the tangent space is essential to allow us distinguish curves with mass condensation property in the physical space density profile variable with other curves without such feature in the Hamiltonian formulation. The infinitely folded space structure here also has an intrinsic connection with the space of random variables. In studying the mean-field game theory, P.L. Lions setup some Hamilton-Jacobi equation in the space of random variables. A connection between the measure formulation here and the random-variable formulation there are conceptually possible but many questions are still left open.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
September 12 – 16, 2016 (WIAS-ESH)
Workshop/Konferenz: WIAS/GAMM/TUM Summer School on Uncertainty Quantification 2016
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
https://www.wias-berlin.de/workshops/uq-school16/

Host
GAMM (AG UQ)
Technische Universität München
WIAS Berlin
September 8 – 9, 2016 (WIAS-ESH)
Workshop/Konferenz: 1st Leibniz MMS Mini Workshop on CFD & GFD
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 30.08.2016, 15:00 (WIAS-406)
Seminar Partielle Differentialgleichungen
M. Varga, Technische Universität Dresden:
Homogenization via stochastic unfolding
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Two-scale convergence methods have been proven to be convenient tools in homogenization of various equations. Problems with rapidly oscillating periodic coefficients are treated using the notion of two-scale convergence. The development of the periodic unfolding operator facilitated a simpler two-scale analysis of such problems by embedding sequences of oscillating functions into an appropriate two-scale space. The notion of stochastic two-scale convergence in the mean has been used to obtain homogenization results for problems involving oscillating random and stationary coefficients. We adapt this notion to the setting of functions defined on a discrete physical space by introducing an appropriate stochastic unfolding operator. We investigate the properties of this operator which provides a basis for a simple method for convex homogenization.

Further Informations
Seminar Partielle Differentialgleichungen

Host
WIAS Berlin
Tuesday, 23.08.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Goldenschluger, University of Haifa, Israel:
Statistical inference for the M/G/infinity queue
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The subject of this talk is statistical inference on the service time distribution and its functionals in the M/G/infty queue from incomplete data. We consider two observation settings and discuss different approaches to constructing estimators. We develop estimators of the service time distributions and derive exact non--asymptotic bounds on their mean squared errors. The problem of estimating the service time expectation is addressed as well. We present some results on comparison of different estimators of the service time distribution.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Thursday, 18.08.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
A. Chern, TU Berlin:
Fluid simulation using incompressible Schrödinger flow
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Simulation of incompressible fluids has been a challenging numerical task in computer graphics as well as in many areas of science.. We describe a new approach for the purely grid based simulation of incompressible fluids. In it, the fluid state is represented by a wave function evolving under the Schrödinger equation subject to incompressibility constraints. The underlying dynamics satisfies the Euler equation modified with a Landau-Lifshitz term. The latter ensures that dynamics due to thin vortical structures are faithfully reproduced. This enables robust simulation of intricate phenomena such as vortical wakes and interacting vortex filaments, even on modestly sized grids. The numerical algorithms for time evolution are exceedingly simple. In the talk I will also discuss the underlying theory which reveals fascinating connections between classical fluids, quantum mechanics, super fluids, Landau-Lifshitz theory of ferromagnetic material, and the geometry of the 3-hypersphere.

Host
WIAS Berlin
August 15 – 19, 2016 (TU-H1058)
Workshop/Konferenz: Conference in Honor of the 75th Birthday of S.R.S. Varadhan
more ... Location
Technische Universität, Straße des 17. Juni 135, 10623 Berlin, Main building, Room H 1058

Host
Technische Universität Berlin
WIAS Berlin
August 12 – 15, 2016 (WIAS-ESH)
Workshop/Konferenz: 5th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
European Research Council
WIAS Berlin
Thursday, 04.08.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
P. Lederer, TU Wien, Österreich:
An exact divergence-free reconstruction operator for the Taylor--Hood element
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we focus on a well-known issue of discretization techniques for the incompressible (Navier) Stokes equations. The numerical solution is only discrete divergencefree, which may have a major impact on quantitative and qualitative properties of the solution. In recent years Alexander Linke and cooperators developed a methodology to reconstruct exactly divergence-free solutions from discrete divergence-free ones, and use this operator within the Navier Stokes solver. In this work we extend this approach from discontinuous pressure elements to continuous pressure elements including the popular Taylor-Hood element. While for discontinuous pressures the reconstruction operator is given by element-wise local procedures, we have to extend the construction to vertex or element patches. The reconstruction leads to non conforming methods, where the consistency error is estimated in dual norms. Convergence of optimal order is proven (see [1]). The method is implemented in NGS-Py which is based on the nite element library Netgen/NGSolve. Several examples are presented.
References
[1] P. Lederer. Pressure Robust Discretizations for Navier Stokes Equations: Divergence-free Reconstruction for Taylor-Hood Elements and High Order Hybrid Discontinuous Galerkin Methods. Master's thesis, TU Wien, Austria, 2016.

Host
WIAS Berlin
Thursday, 28.07.2016, 10:00 (WIAS-ESH)
Seminar Laserdynamik
Prof. D. Turaev, Imperial College London, GB:
Adiabatic acceleration in quantum mechanical systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We discuss how the adiabatic evolution of a quantum-mechanical system due to the slow and periodic change of system parameters can lead to an exponential growth of the energy. This contradicts, at first glance, to the quantum adiabatic theorem, however we show that periodic creation and destruction of an additional quantum integral leads to the adiabatic level crossing necessary for the acceleration. As an example, we consider the Schroedinger equation in a periodically divided and reconnected domain.

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
July 25 – 29, 2016 (ZIB-SEM)
Workshop/Konferenz: Patterns of Dynamics
more ... Location
Zuse-Zentrum für Informationstechnik (ZIB), Takustr. 7, 14195 Berlin, Seminarraum

Host
Freie Universität Berlin
Technische Universität Berlin
WIAS Berlin
SFB 910 “Control of self-organizing nonlinear systems: Theoretical methods and concepts of application”
Humboldt-Universität zu Berlin
Thursday, 21.07.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. A. Pimenov, WIAS Berlin:
Temporal localized structures in the DDE model of a ring semiconductor laser under optical injection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 21.07.2016, 15:00 (WIAS-HVP)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
T. Keil, HU Berlin:
Strong stationarity conditions for the optimal control of a Cahn--Hilliard--Navier--Stokes system
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Further Informations
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen

Host
WIAS Berlin
Thursday, 21.07.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. A. Wahab, Korea Advanced Institute of Science & Technology:
A non-iterative algorithm for elastography using joint sparsity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We present a novel non-iterative algorithm for reconstruction of multiple small elastic inclusions and identi cation of their Lame parameters from discrete boundary measurements of the scattered elastic field. The inclusions with variable parameters are assumed to be compactly embedded in a homogeneous background elastic medium. We first derive a Lippmann--Schwinger type integral representation for the scattered field inside the inclusions. Then, we formulate the detection problem as a joint sparse recovery and present an efficient non-iterative location search algorithm using tools borrowed from compressed sensing literature. Using a slightly modified algorithm, we reconstruct the material parameters of the inclusions once their spatial support is identified. The efficiency and robustness of the algorithm are substantiated through numerical illustrations. This work is motivated by pertinent applications in magnetic resonance elastography and can cater to a broad range of inverse scattering problems in elastic media.

Host
WIAS Berlin
Wednesday, 20.07.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. F. Bach, INRIA, Paris, Frankreich:
Beyond stochastic gradient descent for large-scale machine learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Many machine learning and statistics problems are traditionally cast as convex optimization problems. A common difficulty in solving these problems is the size of the data, where there are many observations ("large n") and each of these is large ("large p"). In this setting, online algorithms such as stochastic gradient descent which pass over the data only once, are usually preferred over batch algorithms, which require multiple passes over the data. Given n observations/iterations, the optimal convergence rates of these algorithms are O(1/sqrtn) for general convex functions and reaches O(1/n) for strongly-convex functions. In this talk, I will show how the smoothness of loss functions may be used to design novel simple algorithms with improved behavior, both in theory and practice: in the ideal infinite-data setting, an efficient novel Newton-basedstochastic approximation algorithm leads to a convergence rate of O(1/n) without strong convexity assumptions. (joint work with Alexandre Defossez, Aymeric Dieuleveut, Nicolas Flammarion, and Eric Moulines)

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 19.07.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
S. Boeckel, Humboldt-Universität zu Berlin:
High-dimensional nonparametric hypothesis testing using Monge-Kantorovich-depth
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
How to talk about quantiles, ranks and signs of a measure in R^d with d>1? Monge-Kantorovich-depth is a proposal for the generalization of these concepts to higher dimensions. It is proposed to evaluate the optimal transport map (wrt. to quadratic risk) of the measure into the uniform distribution of the unit ball. It can be shown, that these notions specialize to their usual counterparts in d=1 and for elliptic families and that it can be empirically evaluated. As an application it is proposed to test nonparametric hypothesis in a high-dimensional setting.

Host
WIAS Berlin
Thursday, 14.07.2016, 16:00 (WIAS-406)
Forschungsseminar Mathematische Modelle der Photonik
M. Hofmann, WIAS Berlin:
Adiabatisches Floquet-Resonanz-Modell für die Licht-Materie-Wechselwirkung in Femtosekundenfilamenten
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 14.07.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. R. I. A. Patterson, WIAS Berlin:
Jump Process Convergence IV
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
July 14 – 15, 2016 (WIAS-ESH)
Workshop/Konferenz: New Methods in Extension Theory applied to Quantum Mechanics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 13.07.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
H. Meinlschmidt, Technische Universität Darmstadt:
The Keller-Segel model is well-posed
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, 13.07.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. V. Ulyanov, Lomonosov Moscow State University, Russische Föderation:
Non-asymptotic analysis - general approach
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
First we give short review on recent approximation results for non-linear forms in independent random elements including asymptotic expansions (see, e.g., [1]). The errors of approximations could be described either in asymptotic way as an order of a remainder term with respect to number n of random elements or in non-asymptotic form as a bound for remainder term with dependence on n, moment characteristics and dimension p of random elements or observations (see, e.g., Chapters 13-16 in [2]). The results are obtained by very dierent techniques such as expanding the characteristic function of the particular statistic or applying the expansions for convolutions. We show that for most of these expansions one could safely ignore the underlying probability model and its ingredients (like, e.g., proof of existence of limiting processes and its properties). Indeed, similar expansions and error bounds can be derived using a general scheme reecting some (hidden) common features. This is the universal collective behavior caused by many independent asymptotically negligible variables inuencing the distribution of a functional. The following scheme of sequences of symmetric functions is studied. Let hn("; :::; "n); n  1; denote a sequence of real functions dened on Rn and suppose that the following conditions hold: hn+1("1; :::; "j ; 0; "j+1; :::; "n) = hn("1; :::; "j ; "j+1; :::; "n); @ @"j hn("1; :::; "j ; :::; "n) "j=0 = 0 for all j = 1; :::; n; hn("(1); :::; "(n)) = hn("1; :::; "n) for all  2 Sn; where Sn denotes the symmetric group. The conditions on hn ensure the existence of a limit function as a rst order approximation of hn together with Edgeworthtype asymptotic expansions and error bounds in terms of j"jd := Pn i=1 j"ijd (see details in [3]). The applications of the results to the corresponding examples, e.g. for high order U-statistics, Kolmogorov-Smirnov statistic and Free Central Limit theorem, will be discussed as well. In the second part of the talk we consider high dimensional approximation problems when the dimension p of random elements or observations is comparable with its number n.

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 12.07.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. P. Friz, WIAS Berlin/TU Berlin:
Asymptotics in rough stochastic volatility models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 12.07.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. M. Heinkenschloss, Rice University, USA:
A parallel-in-time gradient-type method for optimal control problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
A new parallel-in-time gradient type method for the solution of time dependent optimal control problems is introduced. Each iteration of the classical gradient method requires the solution of the forward-in-time state equation followed by the solution of the backward-in-time adjoint equation to compute the gradient. To introduce parallelism, the time steps are split into N groups corresponding to time subintervals. At the time subinterval boundaries state and adjoint information from the previous iteration is used. On each time subinterval the forward-in-time state equation is solved, the backward-in-time adjoint equation is solved, gradient-type information is generated, and the control are updated. These computations can be performed in parallel across time subintervals. State and adjoint information at time subinterval boundaries is then exchanged with neighboring subintervals and the process is repeated. Applied to a finite dimensional convex linear quadratic discrete time optimal control (DTOC) problem, this method can be interpreted as a so-called (2N-1)-part iteration scheme. Convergence of this new method applied to convex linear quadratic DTOC problems is proven for sufficiently small step sizes. Numerical examples on a 3D parabolic advection diffusion control problem and on a well rate optimization problem for a two-phase immiscible reservoir show good speed-up of the new method.

This is joint work with Xiaodi Deng.

Host
WIAS Berlin

Thursday, 07.07.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
M. Kantner, WIAS Berlin:
Modeling and simulation of injection dynamics for quantum dot based single-photon sources
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 07.07.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. R. I. A. Patterson, WIAS Berlin:
Jump Process Convergence III
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Thursday, 07.07.2016, 10:00 (WIAS-ESH)
Seminar Laserdynamik
Dr. S. Bialonski, Max-Planck-Institut für Physik komplexer Systeme:
Predicting and preventing extreme events in a spatially extended excitable system
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Extreme events occur in many spatially extended systems and can threaten human life. Their reliable prediction and prevention is thus highly desirable. We study the prediction and prevention of extreme events in a spatially extended system, a network of FitzHugh-Nagumo units, in which events occur in a spatially and temporally irregular way. Despite being challenged by the rareness of events and without knowing the governing equations of motion, we can predict - with a data-driven method - the beginning, propagation, and termination of extreme events in this system remarkably well. We suppress extreme events via tiny and spatiotemporally localized perturbations which are guided by our predictions. We discuss how symmetries in the system could be exploited for better forecast performance.

Host
WIAS Berlin
Wednesday, 06.07.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. L. Pestov, Immanuel Kant Baltic Federal University, Kaliningrad/Russische Föderation:
On determining an absorption coefficient and a speed of sound in the wave equation by the boundary control method
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider the inverse multidimensional problem for the wave equation with unknown variable speed and absorption. A linear procedure based on the boundary control method for determining both coffcients is proposed.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 06.07.2016, 11:30 (WIAS-405-406)

L. Mazzieri, Università di Trento, Italien:
Monotonicity formulas for electrostatic potentials and static metrics: Part II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Host
WIAS Berlin
Wednesday, 06.07.2016, 10:30 (WIAS-405-406)

V. Agostiniani, Scuola Internazionale Superiore di Studi Avanzati, Italien:
Monotonicity formulas for electrostatic potentials and static metrics: Part I
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Host
WIAS Berlin
Wednesday, 06.07.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. A. Gretton, University College London, UK:
Nonparametric statistical tests using kernels
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
I will describe a kernel approach to hypothesis testing, based on a representation of probability distributions in a reproducing kernel Hilbert space. I will rst derive a metric as the distance between these representations. Next, I will describe both tests of homogeneity (of whether two samples are from the same distribution), and of independence (of whether a joint distribution factorises into a product of marginals). More recent work will follow, including statistical tests for random processes (for instance, to compare marginal distributions of Markov chains), tests for multi-variable interaction, and a test of goodness-of- t based on Stein's method. This last test can be used even if the reference distribution is known only up to a normalising constant, making it suited to benchmarking MCMC and to statistical model criticism.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 05.07.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. J. Serra, WIAS Berlin:
American option pricing with Lévy diffusion: an introduction to nonlocal equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In the last decade, there has been an explosion of papers studying nonlocal equations within the PDE community. Some of the main applied motivations come from mathematical finance. Many outstanding mathematicians have updated the old PDE tools, and developed new ones when necessary, in order to study in depth nonlinear elliptic and parabolic nonlocal equations. In this talk, I would like to present, from a very broad perspective, some recent results in collaboration with L. Caffarelli and X. Ros-Oton on the optimal regularity of the solutions and the regularity of the free boundaries (near regular points) for nonlocal obstacle problems. These problems arise in pricing of American options under non-Gaussian diffusion of the underlying stock price. The talk will be oriented to a broad audience with expertise and interest in modeling and not necessarily in regularity theory.. The previous research results will serve more as a context rather that being the main goal of the talk. I would like to introduce the basics on nonlocal equations, and to briefly explain its theoretical interest ---also discussing with the audience its applied interest. Last, I would like to discuss with the audience, in a very open way, what are the best current models (arising from data analysis) for option pricing. The true goal of the talk will be to raise the following (very ambitious perhaps) question: What is The Equation to be studied, now that we have very flexible methods?

Host
WIAS Berlin
Tuesday, 05.07.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. A. Mantile, Université de Reims, Frankreich:
Selfadjoint operators with boundary conditions on not closed hypersurfaces and the direct scattering problem
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The abstract theory of self-adjoint extensions of symmetric operators is used to construct self-adjoint realizations of Schrödinger-type operators with linear boundary/interface conditions on (a relatively open part of) a compact hypersurface in nD. Our approach allows to obtain Krein-like resolvent formulae where the reference operator coincides with the free operator corresponding to our model, i.e.: the Schrödinger operator defined on regular functions without interface conditions. This provides an useful tool for the scattering problem from a hypersurface. Schatten-von Neumann estimates for the difference of the powers of resolvents (of the free and the perturbed models) yield the existence and completeness of the wave operators of the associated scattering systems, while a limiting absorption principle for singular perturbations allows us to obtain the generalized eigenfunctions and the scattering matrix; both these objects are written in terms of operator-valued Weyl functions.

This is a joint work with A. Posilicano and M. Sini

Host
WIAS Berlin

Thursday, 30.06.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Pickartz, WIAS Berlin:
Numerical optimisation of all-optical switching
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 30.06.2016, 15:00 (WIAS-HVP)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Dr. A. Alphonse, University of Warwick:
Parabolic PDEs on evolving spaces and some applications
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Host
WIAS Berlin
Thursday, 30.06.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. R. I. A. Patterson, WIAS Berlin:
Jump Process Convergence II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Wednesday, 29.06.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. P.-E. Druet, WIAS Berlin:
Existence of weak solutions for improved Nernst-Planck-Poisson models of compressible reacting electrolytes
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
Tuesday, 28.06.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Sapozhnikov, Max-Planck-Institut für Mathematik in den Naturwissenschaften Leipzig .:
Geometric aspects of random walks on large tori
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we consider the fragmentation of a discrete d-dimensional torus (d>=3) by a simple random walk, a basic mathematical model for the gel degradation by an enzyme. We overview recent results and open problems about geometric properties of the random walk trace and its complement on relevant time scales.

Host
WIAS Berlin
Tuesday, 28.06.2016, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
M. Field, Imperial College London:
Functional asynchronous networks: Factorization of dynamics and function
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We describe the theory of functional asynchronous networks and one of the main results, the Modularization of Dynamics Theorem, which for a large class of functional asynchronous networks gives a description of dynamics and function in terms of properties of constituent subnetworks. For these networks we can give a complete description of the network function in terms of the function of the events comprising the network and thereby answer a question originally raised by Alon in the context of biological networks: ?Ideally, we would like to understand the dynamics of the entire network based on the dynamics of the individual building blocks.? (page 27, An Introduction to Systems Biology, Uri Alon.)

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 28.06.2016, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. W. Huang, University of Kansas, USA:
A new implementation of the MMPDE moving mesh method and applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The MMPDE moving mesh method is a dynamic mesh adaptation method for use in the numerical solution of partial differential equations. It employs a partial differential equation (MMPDE) to move the mesh nodes continuously in time and orderly in space while adapting to evolving features in the solution of the underlying problem. The MMPDE is formulated as the gradient flow equation of a meshing functional that is typically designed based on geometric, physical, and/or accuracy considerations. In this talk, I will describe a new discretization of the MMPDE which gives the mesh velocities explicitly, analytically, and in a compact matrix form. The discretization leads to a simple, efficient, and robust implementation of the MMPDE method. In particular, it is guaranteed to produce nonsingular meshes. Some applications of the method will be discussed, including mesh smoothing (to improve mesh quality), generation of anisotropic polygonal meshes, and the numerical solution of the porous medium equation and the regularized long-wave equation.

Host
WIAS Berlin
Tuesday, 28.06.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
M. Piñeiro, University of Santiago de Compostela, Spanien:
MaxFEM: An open source software for numerical simulations in electromagnetism
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
MaxFEM is an open source software to numerically solve electromagnetic problems in the low-frequency regime by using the finite element method. The package brings together, under a single interface, different modules that can address problems in electrostatics, direct current, magnetostatics, transient magnetics and eddy currents, in two and/or three dimensions and in cartesian and/or cylindrical coordinates. MaxFEM also provides a powerful visualization tool to display the simulation results either in two or three dimensions.

MaxFEM users can perform internal changes to both the interface and the contained calculus programs in order to adapt the software to their needs. Moreover, thanks to the modular structure of the interface, it is possible to incorporate other models and even other types of simulations based on finite element techniques (e.g., thermal coupled electromagnetics). Under the GPL license, anyone can include its own application and redistribute the software.

MaxFEM was developed within the Research Group in Mathematical Engineering, Department of Applied Mathematics, University of Santiago de Compostela, in collaboration with the Supercomputing Center of Galicia (CESGA).

Host
WIAS Berlin

Monday, 27.06.2016, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Prof. Dr. H. G. Matthies, TU Braunschweig, Institut für Wissenschaftliches Rechnen:
Probability, Analysis, and Numerics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract

Probability theory was axiomatically built on the concept of measure by A. Kolmogorov in the early 1930s, giving the probability measure and the related integral as primary objects and random variables, i.e. measurable functions, as secondary. Not long after Kolmogorov´s work, developments in operator algebras connected to quantum theory in the early 1940s lead to similar results in an approach where algebras of random variables and the expectation functional are the primary objects. Historically this picks up the view implicitly contained in the early probabilistic theory of the Bernoullis.

This algebraic approach allows extensions to more complicated concepts like non-commuting random variables and infinite dimensional function spaces, as it occurs e.g. in quantum field theory, random matrices, and tensor-valued random fields. It not only fully recovers the measure-theoretic approach, but can extend it considerably. For much practical and numerical work, which is often primarily concerned with random variables, expections, and conditioning, it offers an independent theoretical underpinning. In short words, it is "probability without measure theory".

This functional analytic setting has also strong connections to the spectral theory of linear operators, where analogies to integration are apparent if they are looked for. These links extend in a twofold way to the concept of weak distribution, which describes probability on infinite dimensional vector spaces. Here the random elements are represented by linear mappings, and factorisations of linear maps are intimately connected with representations and tensor products, as they appear in numerical approximations.

Taking this conceptual basis of vector spaces, algebras, linear functionals, and operators gives a fresh view on the concepts of expectation and conditioning, as it occurs in applications of Bayes´s theorem.

Host
WIAS Berlin
Thursday, 23.06.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. R. I. A. Patterson, WIAS Berlin:
Jump Process Convergence I
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Analysis-Stochastik-Seminar

Host
WIAS Berlin
Wednesday, 22.06.2016, 15:15 (WIAS-406)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. L. Kunyansky, University of Arizona, USA:
Inversion of the spherical means transform by reduction to the classical Radon transform
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 22.06.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. J. Söhl, University of Cambridge, GB:
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_Delta, dots, X_nDelta$. We analyse the nonlinear inverse problem corresponding to the `low frequency sampling' regime where $Delta>0$ is fixed and $n to infty$. A general theorem is proved that gives conditions for prior distributions $Pi$ on the diffusion coefficient $sigma$ and the drift function $b$ that ensure minimax optimal contraction rates of the posterior distribution over Hölder-Sobolev smoothness classes. These conditions are verified for natural examples of nonparametric random wavelet series priors. For the proofs we derive new concentration inequalities for empirical processes arising from discretely observed diffusions that are of independent interest.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 21.06.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. D. Gutzeit, Universität Potsdam:
Minimax separation rates for testing convex hypotheses in R^d
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider composite- composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a convex subset C of R^d . We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that some test can attain a given power. In particular, we focus on the dependence of this distance on the dimension d and the sample size/ variance parameter n giving rise to the minimax separation rate. In this talk we will discuss lower and/ or upper bounds on this rate for different smooth and non- smooth choices for C. (Based on ongoing joint research with Alexandra Carpentier and Gilles Blanchard.)

Host
WIAS Berlin
June 15 – 17, 2016 (WIAS-ESH)
Workshop/Konferenz: Nonlinear Dynamics in Semiconductor Lasers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 14.06.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr F. Dickmann, WIAS Berlin:
Deloitte-WIAS Project: Multi-curve LIBOR model and calibration to caps and swaptions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Since the financial crisis, the LIBOR rates are no longer considered safe. In particular, the longer the LIBOR period, the larger the risk. This has led to the problem of so called multiple curve LIBOR modeling. In this setting, we introduce a multiple curve framework that combines a Libor Market Model and a riskless Overnight Indexed Swap (OIS) rate. The spread between those two, called "basis spread", must be taken into account when pricing financial derivatives. In cooperation with Deloitte and Touche, appropriate models are developed and implemented.Moreover, we develop a calibration procedure that allows for matching real market data to prices of different standard LIBOR derivatives.

Host
WIAS Berlin
Tuesday, 14.06.2016, 14:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. Ch. Wang, Northeastern University, China:
Product design and engineering analysis technologies
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This presentation begins with a brief introduction of manufacturing industries, and a laconic discussion of significance of product design and engineering analysis technologies. Subsequently, a multidisciplinary view is presented, which tends to address product engineering issues in an integrated way. Following up, the presentation outlines some significant product design technologies in the context of specific industrial implementations. Products or engineering systems are usually subject to intensive physical loadings in operational environments. Engineering analysis technologies play an essential role in product development decision-making by computing and emulating multiphysics processes, which occur within or around a product system. In this vein, the speaker finally talks about his pragmatic experiences of developing geometric modeling, meshing, FEM, and computational visualization systems.

Host
WIAS Berlin
Tuesday, 14.06.2016, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. A. Bradji, Université Badji Mokhtar-Annaba, Algerien:
On the convergence order of gradient schemes for time dependent partial differential quations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Gradient schemes are numerical methods, which can be conforming and nonconforming, and references therein to approximate different types of partial differental quation. They are written in a discrete variational formulation and based on the approximation of functions and gradients. The framework of gradient schemes includes for instance the Hybrid Mimetic Mixed (HMM) family. The aim of this lecture is to give some recent results concerning the convergence order of gradient schemes for time dependent partial differential quations. In particular, we quotes some results related to the case of semilinear parabolic and hyperbolic equations. We also try to discuss the case of a time dependent Joule heating system.

Host
WIAS Berlin
Thursday, 09.06.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. G. Printsypar, WIAS Berlin:
Modeling of membranes for forward osmosis at different scales
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we summarize and present results for mathematical modeling of forward osmosis processes using macro-, multi-, and micro-scale approaches. First, we focus on a macro-scale model for a cell element used to perform laboratory experiments for forward osmosis. This model considers the membrane as a homogenized porous medium and uses a Darcy type model for fluid flow in porous media. Second, we propose a multi-scale simulation approach to model forward osmosis processes using membranes with layered homogeneous morphology. This approach accounts for both: forward osmosis macro-scale setup and detailed microstructure of the substrate using the digitally reconstructed morphology. Then, we introduce a micro-scale model for fully or partially resolved microstructure of the membrane with heterogeneous morphology. Here processes occur at the pore scale which yields a detailed and accurate picture of the processes. We introduce mathematical models and present numerical results for all three modeling approaches. The numerical experiment of the multi-scale approach is also validated with laboratory experiments.

Host
WIAS Berlin
Wednesday, 08.06.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. S. Nesenenko, Technische Universität Berlin:
A Fintzpatrick function approach in the homogenization of elasto-viscoplastic models with isotropic hardening effects
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, 08.06.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. P. Bellec, Centre for Research in Economy and Statistics, Malakoff, Frankreich:
Slope meets Lasso: Improved oracle bounds and optimality
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We show that two polynomial time methods, a Lasso estimator with adaptively chosen tuning parameter and a Slope estimator, adaptively achieve the exact minimax prediction and `2 estimation rate (s=n) log(p=s) in high-dimensional linear regression on the class of s-sparse target vectors in Rp. This is done under the Restricted Eigenvalue (RE) condition for the Lasso and under a slightly more constraining assumption on the design for the Slope. The main results have the form of sharp oracle inequalities accounting for the model misspeci cation error. The minimax optimal bounds are also obtained for the `q estimation errors with 1  q  2 when the model is well-speci ed. The results are non-asymptotic, and hold both in probability and in expectation. The assumptions that we impose on the design are satis ed with high probability for a large class of random matrices with independent and possibly anisotropically distributed rows. We give a comparative analysis of conditions, under which oracle bounds for the Lasso and Slope estimators can be obtained. In particular, we show that several known conditions, such as the RE condition and the sparse eigenvalue condition are equivalent if the `2-norms of regressors are uniformly bounded. (Joint work with Guillaume Lecu, Alexandre Tsybakov.)

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 07.06.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Naumov, Lomonosov Moscow State University, Russische Föderation:
Extreme singular values of random matrices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In my talk I will discuss the bounds for the smallest and largest singular values of different random matrix ensembles. These bounds play a crucial role in many limit theorems in Random matrix theory. Some applications to numerical mathematics and data analysis will be given as well. The talk will be partially based on joint results with F. Götze and A. Tikhomirov.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Thursday, 02.06.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
N. Alia, WIAS Berlin:
Introduction to the project about optimal control of ladle stirring
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The doctoral subject Öptimal control of ladle stirring" is part of the MIMESIS project led by D. Hömberg and funded by the EU through its European Industrial Doctorate initiative. In order to produce high performance steel, refinement metallurgical processes are used by steelmakers. One example of these processes are vacuum tank degassers, where the liquid steel is contained in a vacuum ladle and is subject to an inert gas flow in order to evacuate impurities such as gaseous Hydrogen particles. The control of this process is a main issue for steel plants which aim at a competitive production of high performance steel. One possibility to achieve this is to consider the vibration measured on the ladle wall and to link it with the velocity of the flow happening inside the ladle. This needs the mathematical modeling and computation of mainly two phenomena : the turbulent multiphase flow inside the ladle and the fluid/structure interaction. Then, experiments have to be carried out in order to derive an operational index which can predict the steel quality based on vibration measurements and simulations. A general introduction to this doctoral work is presented in this seminar.

Host
WIAS Berlin
Thursday, 02.06.2016, 11:15 (WIAS-ESH)

R. Kraaij, Delft University of Technology:
Path-space moderate deviations for the Curie--Weiss model and Gamma convergence of path-space rate functions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 02.06.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. O. Klein, WIAS Berlin:
Uncertainty quantification for hysteresis operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 01.06.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Heida, WIAS Berlin:
Stochastic homogenization of rate-independent systems
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
Tuesday, 31.05.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Locatelli, Universität Potsdam:
Pure exploration bandit problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we will present the classical multi-armed bandit problem and its pure exploration variant. We will then focus on a new lower bound for the Best Arm Identification problem, and introduce a new pure exploration problem: the thresholding bandit problem, for which we will show a lower bound and a novel algorithm to solve this problem.

Host
WIAS Berlin
Tuesday, 31.05.2016, 10:00 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
L. Adam, HU Berlin:
A multi-material phase field approach for the optimal design of germanium-on-silicon microbridges
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The reduction in microprocessor size lead to a significant increase in computational power. However, there is a physical limit to this increase. Instead of transmitting information via electricity, it has been recently proposed to transmit it via light. This idea is based on generating large strain in a germanium/silicon device to allow it to emit light. Unfortunately, due to heating issues the operational time of such lasers is currently limited to minutes. By maximizing strain in the optical cavity, the lasing threshold should be reduced and the lasing device become more heat resistant. We model the laser and strain maximization as an optimal control problem. By using optimization techniques to solve it we have managed to obtain approximately 30% larger strain than the original configuration.

Host
WIAS Berlin
Thursday, 26.05.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. O. Klein, WIAS Berlin:
Uncertainty Quantification for hysteresis operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 25.05.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Y. Maximov, Russian Academy of Sciences, Russische Föderation:
Structured semi-definite programming with applications to non-Gaussian component analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Semi-definite programming (SDP) is a popular tool for approximation of non-convex quadratic problems arises in multiple statistical and computer science problems. Known to be worst-case optimal SDP is often dominated on well-structured (practical) problems by domain specific methods and heuristics. Yet another problem of SDP is a slow computational time makes it hardly applicable for huge-scale problems. In this talk we try to incorporate problem structure in the semi-definite dual to contribute both decrease computational time and improve approximation guarantees. A major application the proposed structured semi-definite programming is a novel convex projection based method in Non-gaussian component analysis (NGCA) especially efficient for projecting sparse and low-rank high-dimensional data. The talk is based on the joint research results with Yu. Nesterov (CORE/UCL, Belgium) and V. Spokoiny (WIAS, Berlin)

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 24.05.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. O. Klein, WIAS Berlin:
The play-operator, the Preisach-operator and its variants: Identification and evaluation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
An important tool to model hysteresis effects like magnetization or plasticity or memory in markets are the so-called hysteresis operators. In this talk, two important operators will be introduced: the play operator and the Preisach operator. The identification of the weight function in the Preisach operator from the so-called Everett function will be discussed. Also the determination of the Everett function from measured so-called First Order Reversal curves (FORCs) will be considered.

Host
WIAS Berlin
Tuesday, 24.05.2016, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. K. Merdan, Middle East Technical University, Ankara, Turkey:
Numerical analysis of a fully discrete decoupled penalty-projection algorithm for MHD in Elsässer variables
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk considers numerical analysis of MHD flow that is based on Elsässer variable formulation. In the first part of the talk, I will present a fully discrete, efficient time stepping scheme that decouples the MHD system. The algorithm still provides unconditionally stability with respect to the time step and is extended a more efficient class of timestepping algorithm (penalty-projection type). Numerical simulations will be given on some benchmark problems. In the second part of the talk, I will consider the long time stability property of the MHD system. The scheme uses linearly extrapolated BDF2 time stepping scheme, together with a finite element spatial discretization. The stability restriction of the algorithm is tested.

Host
WIAS Berlin
Tuesday, 24.05.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
D. Groh, Humboldt-Universität zu Berlin:
Bilevel optimization method for the blind deconvolution problem with total variation regularization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 19.05.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. O. Klein, WIAS Berlin:
Uncertainty Quantification for hysteresis operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 19.05.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Rauch, TRUMPF Laser GmbH:
Simulation of commercial broad-area laser diodes with WIAS--BALaser tool
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 18.05.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
A. Stephan, Humboldt-Universität zu Berlin:
On operator-norm estimates for approximations of solutions of evolution equations using the Trotter product formula
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, 18.05.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Dr. R. Gribonval, Centre de Recherche INRIA Rennes , Frankreich:
Dictionary learning: Principles, algorithms, guarantees
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Sparse modeling has become highly popular in signal processing and machine learning, where many tasks can be expressed as under-determined linear inverse problems. Together with a growing family of low-dimensional signal models, sparse models expressed with signal dictionaries have given rise to a rich set of algorithmic principles combining provably good performance with bounded complexity. In practice, from denoising to inpainting and super-resolution, applications require choosing a good dictionary. This key step can be empirically addressed through data-driven principles known as dictionary learning. In this talk I will draw a panorama of dictionary learning for low-dimensional modeling. After reviewing the basic empirical principles of dictionary learning and related matrix factorizations such as PCA, K-means and NMF, we will discuss techniques to learn dictionaries with controlled computational eciency, as well as a series of recent theoretical results establishing the statistical signicance of learned dictionaries even in the presence of noise and outliers. (based on joint work with F. Bach, R. Jenatton, L. Le Magoarou, M. Kleinsteuber, and M. Seibert).

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 17.05.2016, 15:15 (FU Berlin)
Oberseminar Nonlinear Dynamics
B. de Rijk, Universiteit Leiden, Niederlande:
Factorization of the Evans function via the Riccati transformation
more ... Location
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Abstract
In the spectral stability analysis of pattern solutions, the presence of a small parameter can reduce the complexity of the linear stability problem. The spectrum of the linearization about certain type of patterns is given by the zero set of an analytic function, the so-called Evans function. Our reduction method yields a factorization of the Evans function in accordance with the scale separation induced by the small parameter. For some specific equations this product structure has yet been established by geometric arguments. Our analytic method formalizes and generalizes the factorization procedure. The main tool for the reduction is the Riccati transformation. We employ our techniques to study the stability of stationary, spatially periodic pulse patterns to a general class of singularly perturbed reaction-diffusion systems. Our Evans-function analysis complemented with a careful analysis of the spectral curve attached to the origin leads to explicit conditions for nonlinear diffusive stability.

Further Informations
Oberseminar Nonlinear Dynamics

Host
WIAS Berlin
Freie Universität Berlin
Thursday, 12.05.2016, 15:15 (WIAS-406)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
K. Papafitsoros:
Analytical aspects of spatially adapted total variation type regularisation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Spatially adapted regularisation in image reconstruction has been used in order to preserve details like texture and other highly oscillating features that are naturally present in the image. The idea is to apply regularisation of different strength in different parts of the image by spatially varying the regularisation parameters. In this talk, we will study analytically the effect of the spatially varying parameters to the structure of solutions of total variation type regularisation.

Host
WIAS Berlin
Thursday, 12.05.2016, 14:00 (WIAS-405-406)
Seminar Numerische Mathematik
Prof. W. Dreyer, WIAS Berlin:
Subtle properties of the barycentric velocity in mixture models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
In a single substance the barycentric velocity is a primitive concept while in a mixture of several constituents it is defined via the velocities of the constituents. In both cases the evolution of the barycentric velocity is determined by the balance equations of mass and momentum. There are many inconsistencies in constitutive models in the field of the barycentric velocity. In this lecture we illustrate these inconsistencies by means of three practical ex- amples. The most prominent example concerns an incompressible material with thermal expansion. A further example is provided by a liquid-vapor phase transition. Finally we study the plating process of two copper electrodes immersed in an electrolyte.

Host
WIAS Berlin
Thursday, 12.05.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. H. Stephan, WIAS Berlin:
Solving the Hamilton--Jacobi equation by the Hopf--Lax method
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 11.05.2016, 14:00 (WIAS-406)
Seminar Laserdynamik
Dr. I. Franovic, Institute of Physics Belgrade, Serbien und Montenegro:
Mean-field approach for analysis of collective dynamics and activation processes in coupled noisy excitable systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The first part of the talk will be concerned with the main approximations behind the mean-field approach and its application to analysis of collective dynamics in systems of delay-coupled excitable units. After introducing the formulation of the two main approximations behind the model, called the Gaussian approximation and the Quasi-independence approximation, it will be shown that the dynamics of the mean-field model can indicate in a self-consistent fashion the parameter domains where the Quasi-independence approximation fails. Using the examples of a network of globally coupled units, and the paradigmatic setup of two interacting assemblies, I shall demonstrate that the mean-field model can be used to qualitatively analyze the stability of the system, as well as the scenarios for the onset and the suppression of the collective mode. The second part of the talk will be dedicated to characterization of the activation process in coupled excitable systems influenced by two independent sources of noise, which may be interpreted as external and intrinsic noise. The mean-field model will be applied to explicitly demonstrate that an assembly of class II excitable units can itself exhibit macroscopic excitable behavior. The statistical features of the assembly activation process, such as the mean time-to-first pulse and the associated coefficient of variation, will be compared to the ones of a single and two coupled excitable units. Using the mean-field model, we will show that the universal behavior in all three cases generically derives from the fact that the considered systems undergo a stochastic bifurcation from the stochastically stable fixed point to continuous oscillations.

Further Informations
Seminar Laserdynamik

Host
WIAS Berlin
Wednesday, 11.05.2016, 10:00 (WIAS-406)
Forschungsseminar Mathematische Statistik
Prof. S. Lee, Seoul National University:
Oracle estimation of a change point in high dimensional quantile regression
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this paper, we consider a high dimensional quantile regression model where the sparsity structure may differ between the two sub-populations. We develop ?1-penalized estimators of both regression coefficients and the threshold parameter. Our penalized estimators not only select covariates but also discriminate between a model with homogeneous sparsity and a model with a change point. As a result, it is not necessary to know or pretest whether the change point is present, or where it occurs. Our estimator of the change point achieves an oracle property in the sense that its asymptotic distribution is the same as if the unknown active sets of regression coefficients were known. Importantly, we establish this oracle property without a perfect covariate selection, thereby avoiding the need for the minimum level condition on the signals of active covariates. Dealing with high dimensional quantile regression with an unknown change point calls for a new proof technique since the quantile loss function is non-smooth and furthermore the corresponding objective function is non-convex with respect to the change point. The technique developed in this paper is applicable to a general M-estimation framework with a change point, which may be of independent interest. The proposed methods are then illustrated via Monte Carlo experiments and an application to tipping in the dynamics of racial segregation.

Host
Humboldt-Universität zu Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
WIAS Berlin
Tuesday, 10.05.2016, 16:00 (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. L. Berlyand, Pennsylvania State University, USA:
Phase field model of cell motility: Sharp interface limit and traveling waves
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Phase field models are very ecient in computational studies of moving deformable in- terfaces. We will present a phase field system that models the motion of a eukaryotic cell on a substrate and investigate the dependence of this motion on key physical parameters. This system consists of two PDEs: the Allen-Cahn equation for the scalar phase eld function coupled with a vectorial parabolic equation for the orientation of the actin lament network. Two key features of this system are (i) the gradients coupling and (ii) volume preservation constraints. We pass to the sharp interface limit (SIL), which reduces the system to a single scalar equation and show that the motion of the cell boundary is the mean curvature motion modied by a novel nonlinear term. Numerical and analytical studies of the SIL equation reveal the existence of two distinct regimes of the physical parameters. The subcritical regime was studied numerically and analytically by my Ph. D. student M. Mizuhara. Our main focus is the supercritical regime. Here we established surprising features of the motion of the interface such as discontinuities of velocities, hysteresis in the 1D model, instability of the circular shape, rise of asymmetry in the 2D model, and existence of non-trivial traveling waves. Because of features (i)-(ii), classical comparison principle techniques do not apply to this system. Furthermore, the system can not be written in a form of gradient ow, which is why ô-convergence techniques also can not be used. Instead, our derivation of SIL is based on a special asymptotic ansatz. This is joint work with V. Rybalko and M. Potomkin.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
May 10 – 12, 2016 (WIAS-ESH)
Workshop/Konferenz: WIAS-PGMO Workshop on Nonsmooth and Stochastic Optimization with Applications to Energy Management
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 04.05.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Serra, WIAS Berlin:
Nonlocal obstacle problems: Regularity of the solutions and the free boundaries
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We will introduce some recent results in collaboration with L. Caffarelli and X. Ros--Oton on the optimal regularity of the solutions and the regularity of the free boundaries (near regular points) for nonlocal obstacle problems. The main novelty is that we obtain results for di erent operators than the fractional Laplacian. Indeed, we can consider in nitesimal generators of non rotationally invariant stable Lévy processes.

Further Informations
Berliner Oberseminar Nichtlineare partielle Differentialgleichungen (Langenbach-Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 04.05.2016, 14:00 (WIAS-ESH)

G. Akagi, Tohoku University, Japan:
Stability and instability of asymptotic profiles for the fast diffusion equation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk is concerned with asymptotic profiles for solutions to the Cauchy-Dirichlet problem for the Fast Diffusion equation (FD) in smooth bounded domains under the so-called Sobolev subcritical condition. It is well-known that every solution of (FD) vanishes in finite time with a power rate; more precisely, it asymptotically approaches to a separable solution (Berryman and Holland '80). Then the asymptotic profile for each vanishing solution can be characterized as a non-trivial solution of the Emden-Fowler equation (EF). The stability of asymptotic profiles has been discussed for the case that (EF) has a unique positive solution; on the other hand, the case that (EF) may have multiple (positive) solutions had not been studied for many years. In this talk, we shall first see how to formulate notions of stability and instability of asymptotic profiles, and then, we shall discuss criteria to distinguish the stability of each asymptotic profile. Moreover, we shall focus on how to treat non-isolated asymptotic profiles; indeed, (EF) may admit a one-parameter family of positive solutions, e.g., for sufficiently thin annular domains. In particular, for thin annular domain cases, each non-radial asymptotic profile belonging to a one-parameter family turns out to be stable and the radial positive profile turns out to be unstable. The method of analysis relies on variational method, uniform extinction estimates for solutions to (FD), the Lojasiewicz-Simon inequality and energy techniques developed for doubly nonlinear evolution equations.

Host
WIAS Berlin
Wednesday, 04.05.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. V. Spokoiny, WIAS Berlin:
Bootstrap tuned model selection
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In the problem of model selection for a given family of linear estimators ?è%G?Ì?%@ m, m?¢ºM, ordered by their variance, we offer a new “smallest accepted” approach motivated by Lepski's device and the multiple testing idea. The procedure selects the smallest model which satisfies the acceptance rule based on comparison with all larger models. The method is completely data-driven and does not use any prior information about the variance structure of the noise: its parameters are adjusted to the underlying possibly heterogeneous noise by the so called “propagation condition” using wild bootstrap method. The validity of the bootstrap calibration is proved for finite samples with an explicit error bound. We provide a comprehensive theoretical study of the method and describe in details the set of possible values of the selected parameter m%G?Ì?%@ . We also establish some precise oracle error bounds for the corresponding estimator ?è%G?Ì?%@ =?è%G?Ì?%@ m%G?Ì?%@ which equally applies to estimation of the whole parameter vectors, its subvector or linear mapping, as well as estimation of a linear functional.

Host
WIAS Berlin
Universität Potsdam
Humboldt-Universität zu Berlin
Tuesday, 03.05.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. M. Liero, WIAS Berlin:
On Entropy-Transport problems and the Hellinger-Kantorovich distance
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk, we discuss a general class of variational problems involving entropy-transport minimization with respect to a couple of given finite measures with possibly different total mass. Problems of this kind are a natural generalization of classical optimal transportation problems. For certain choices of the entropy/cost functionals they provide a family of distances between measures, that lie between the Hellinger and the Kantorovich-Wasserstein ones and have interesting geometric properties. The connection to the original entropy/transport problem relies on convex duality in a surprising way. A suitable dynamic Benamou-Brenier characterization also shows the link of these distances to dynamic processes of gradient-flow type.

Host
WIAS Berlin
Tuesday, 03.05.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
J. Schneck, Konrad-Zuse-Zentrum für Informationstechnik Berlin:
Goal-oriented error estimation applied to topology optimization
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 27.04.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. C. Sinestrari, University of Rome Tor Vergata:
Evolution of convex hypersurfaces by curvature flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
It is well known that a compact convex hypersurface evolving by mean curvature ow shrinks to a point in nite time and converges to a round sphere after rescaling. This result has been generalized to other ows where the speed is given by other functions of the principal curvatures, sometimes under more restrictive conditions on the initial data. In this talk we consider the volume-preserving version of the ow with speed given by a power of the mean curvature. We show that, for general convex initial data, the ow exists for all ti- mes and converges to a sphere. Thus, the ow enjoys better properties than in the standard (non volume-preserving) case, where the analogous property is only known if the cuvatures of the in- itial hypersurface are suciently close to each other. The proof exploits the improvement of the isoperimetric ratio which holds in the volume-preserving case.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 27.04.2016, 14:00 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. B. Mramor, Mathematisches Institut der Albert--Ludwigs--Universität Freiburg:
Minimisers of the Allen-Cahn equation on hyperbolic graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Allen-Cahn equation is a second order semilinear elliptic PDE that arises in mathematical models describing phase transitions between two constant states. The variational structure of this equation allows us to study energy-minimal phase transitions, which correspond to uniformly bounded non-constant globally minimal solutions. The set of such solutions depends heavily on the geometry of the underlying space. In this talk we shall focus on the case where the underlying space is a Gromov-hyperbolic graph. In this case there exists a minimal solution with any ?nice enough? asymptotic behaviour prescribed by the two constant states. The set in the graph where the phase transition for such a solution takes place corresponds to a solution of an asymptotic Plateau problem.

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 27.04.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. G. Blanchard, Universität Potsdam; Prof. M. Reiß, Humboldt-Universität zu Berlin:
Is adaptive early stopping possible in statistical inverse problems?
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider a standard setting of statistical inverse problem, taking the form of the Gaussian sequence model with D observed noisy coecients. Consider the simple family of keep or kill estimators depending on a cuto index k0. For the choice of the cuto index, there exist a number of well-known methods achieving oracle adaptivity (i.e. data-dependent choice of k0 whose performance is comparable to the unknown optimal one), such as penalization and Lepskis method. However, they have in common that the estimators for all values of k0 have to be computed rst and compared to each other in some way. Contrast this to an early stopping approach where we would like to compute iteratively the estimators for k0 = 1; 2; : : : and have to decide to stop at some point without being allowed to compute the following estimators. Is oracle adaptivity possible then? This question is motivated by settings where computing estimators for larger k0 requires more computational cost; furthermore some form of early stopping is most often used in practice. We propose a precise mathematical formulation of this question and provide upper and lower bounds on what is achievable.

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Tuesday, 26.04.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Dvurechenski, WIAS Berlin:
Gradient and gradient-free methods for learning a web-page ranking algorithm
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we consider a web page ranking model based on markov chain.. Transition probabilities in this model depend on unknown parameters which are to be found using experts information about pages relevance to a user query. The learning problem is stated as an optimization problem. We discuss two approaches for solution of this problem: random gradient-free and full gradient. We study rate of convergence and memory amount which is needed for the proposed algorithms. The talk is based on a joint work https://arxiv.org/abs/1603.00717 with L. Bogolubsky, A. Gasnikov, G. Gusev, Y. Nesterov, A. Raigorodskii, A. Tikhonov, M. Zhukovskii

Host
WIAS Berlin
Tuesday, 26.04.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr.-Ing. M. N. Cruz-Bournazou, Technische Universität Berlin:
Online optimal experimental design in liquid handling robots for fast and reliable parameter estimation of nonlinear macro-kinetic models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Bioprocess engineering has a major disadvantage compared to oil, chemical, and similar industries. This is the complexity and highly nonlinear dynamics of the catalytic processes that take place inside the reactor (the microorganisms). While other areas can rely on fairly accurate models and reproducible systems, biotechnology needs to deal with living organisms that are constantly mutating and changing their behaviour. This is the main reason why bioengineering processes cannot fully exploit model based and computer aided methods for design, optimization, and control. To tackle this, methods for adaptive modelling (recursive re-estimation of the parameter estimates) are required. Combined with robotic facilities that can perfom many dynamic experiments in parallel, the efforts and costs of fitting models to data can be drastically reduced. But what is the optimal experiment for this purpose in a problem with approx. 500 input variables per hour? The challenge is to create optimization frameworks that are able to find the optimal setup (combination of input variables as are, initial concentrations, feeding strategies, pulses, etc.) so that the experiment can be re-designed as the model estimates are recursively estimated. This requires a fast and robust solution of: the dynamic model and up to second order mixed derivatives, the typically ill-posed parameter estimation problem, the optimal experimental design problem (optimal control), and the optimal scheduling problem (mixed integer nonlinear problem). Fullfilment of nonlinear path constraints while dealing with the uncertainties of the model predictions is essential to obtain reliable strategies that can be carried out by the robots on time.

Host
WIAS Berlin
Thursday, 21.04.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. Th. Apel, Universität der Bundeswehr München:
Anisotropic mesh refinement in polyhedral domains: error estimates with data in $L^2(Omega)$
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The presentation is concerned with the finite element solution of the Poisson equation with homogeneous Dirichlet boundary condition in a three-dimensional domain. Anisotropic, graded meshes are used for dealing with the singular behaviour of the solution in the vicinity of the non-smooth parts of the boundary, see [1]. The discretization error is analyzed for the piecewise linear approximation in the $H^1(Omega)$- and $L^2(Omega)$-norms by using a new quasi-interpolation operator. This new interpolant is introduced in order to prove the estimates for $L^2(Omega)$-data in the differential equation which is not possible for the standard nodal interpolant. These new estimates allow for the extension of certain error estimates for optimal control problems with elliptic partial differential equation and for a simpler proof of the discrete compactness property for edge elements of any order on this kind of finite element meshes. The results were achieved in collaboration with Ariel Lombardi and Max Winkler, see [2].
[1] Th. Apel, S.Nicaise: The finite element method with anisotropic mesh grading for elliptic problems in domains with corners and edges. Math. Methods Appl. Sci., 21:519--549, 1998.
[2] Th. Apel, A.L. Lombardi, M. Winkler: Anisotropic mesh refinement in polyhedral domains: error estimates with data in $L^2(Omega)$. M2AN 48:1117--1145, 2014.

Host
WIAS Berlin
Wednesday, 20.04.2016, 13:15 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Dr. M. Bachmayr, RWTH Aachen:
Representations of Gaussian random fields and sparse approximation of lognormal diffusion problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 20.04.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
M. Hallin, Université libre de Bruxelles:
Monge-Kantorovich ranks and signs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Unlike the real line, the real space RK, K 2 is not naturallyordered. As a consequence, such fundamentals univariate concepts as quantile and distribution functions, ranks, signs, all order-related, do not straightforwardly extend to the multivariate context. Since no universal pre-existing order exists, each distribution, each data set, has to generate its own the rankings behind sensible concepts of multivariate quantile, ranks, or signs, inherently will be distribution-specic and, in empirical situations, data-driven. Many proposals have been made in the literature for such orderings all extending some aspects of the univariate concepts, but failing to preserve the essential properties that make classical rank-based inference a major inferential tool in the analysis of semiparametric models where the density of some underlying noise remains unspecied: (i) exact distribution-freeness, and (ii) asymptotic semiparametric eciency, see Hallin and Werker (2003). Ranks and signs, and the resulting inference methods, are well understood and well developed, essentially, in two cases: one-dimensional observations, and elliptically symmetric ones. We start by establishing the close connection, in those two cases, between classical ranks and signs and measure transportation results, showing that the rank transformation there actually reduces to an empirical version of the unique gradient of convex function mapping a distribution to the uniform over the unit ball. That fact, along with a result by McCann (1995), itself extending Brenier's celebrated polar factorization Theorem(Brenier 1991), is then exploited to dene fully general concepts of ranks and signs called the Monge-Kantorovich ranks and signs coinciding, in the univariate and elliptical settings, with the traditional concepts, and enjoying under completely unspecied (absolutely continuous) d-dimensional distributions, the essential properties that make traditional rank-based inference an essential part of the semiparametric inference. Reference Chernozhukov V., A. Galichon, M. Hallin, and M. Henry (2015) Monge-Kantorovich depth, quantiles, ranks, and signs, Annals of Statistics, to appear.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 19.04.2016, 16:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. R. Hildebrand, WIAS Berlin:
Regression based duality approach to optimal control with application to hydro electricity storage
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We present ongoing research on optimal control of a cascade of hydro-electricity production facilities coupled with a model of the day-by-day electricity bid market. We consider different aspects of the dual martingale approach used to tackle this problem.

Host
WIAS Berlin
Tuesday, 19.04.2016, 15:00 (WIAS-ESH)
Seminar Numerische Mathematik
M. Wolff, WIAS Berlin:
Finite-Element-Method for the Stokes-Darcy equations in 3D
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The Stokes-Darcy equations are used in the modeling of ground water flow or filters. In these applications the fluid viscosity and the hydraulic permeability are usually small and influence the behaviour of the classical iterative subdomain methods which are presented in this talk. The convergence behaviour will be considered for a simple filter and finally some guidelines for the Robin parameters will be presented.

Host
WIAS Berlin
Tuesday, 19.04.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. T. Lahmer, Bauhaus-Universität Weimar:
Aspects of a model-based design of experiments for inverse problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 14.04.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. K.-M. Weitzel, Philipps-Universität Marburg:
Ionentransport durch feste Materie --- BIIT Experimente und numerische Beschreibung mittels Nernst-Planck-Poisson Theorie
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Der von uns entwickelte Bombardement induzierte Ionentransport (BIIT) basiert auf der quasi-thermischen Anlagerung von positiv geladenen Ionen an eine Probe, die auf der Rückseite mit einer einzelnen Metallelektrode kontaktiert ist. Die Anlagerung der Ionen generiert Gradienten des elektrischen Potentials und der Teilchenzahldichte. Diese bewirken Ionentransport, der als Neutralisationsstrom an der Rückseite gemessen wird.
Das native Ionenbombardement, bei dem Bombarder-Ion und Leitungs-Ion der Probe identisch sind, eröffnet Zugang zu Leitfähigkeiten und Aktivierungsenergien.
Das Fremdionen-Bombardement, bei dem sich Bombarder-Ion und Leitungs-Ion unterscheiden, erzeugt Elektrodiffusionsprofile, die ex situ mittels ToF-SIMS quantitativ vermessen werden. Mittels ToF-SIMS kann auch gezeigt werden, dass sich die ursprüngliche Grenzfläche in eine Zwischenphase verwandelt.
Zentraler Bestandteil der Arbeiten ist die Beschreibung der BIIT Experimente, insbesondere der Diffusionsprofile, mittels der Nernst-Planck-Poisson Theorie. Die Analyse eröffnet unter anderem Zugang zur Konzentrationsabhängigkeit von Diffusionskoeffizienten.
Es werden Beispiele für den Transport verschiedener Alkali-Ionen in verschiedenen Materialien (harte Gläser, weiche Polymerfilme, ultra-dünne Polyelektrolytmembrane) präsentiert.
Falls es die Zeit gestattet werden kurz Studien zum thermischen Elektropoling und deren theoretische Beschreibung mittels eines Monte-Carlo Ansatzes vorgestellt.

Literatur: PCCP, 13, 20112-20122, (2011)
PCCP, 13, 20123-20128, (2011)
PCCP, 15, 1481-1487, (2013)
PCCP, 18, 4345-4351, (2016)
Zeitschrift für Physikalische Chemie, 226, 341-353 (2012)
Electrochimica Acta, 170, 122?130 (2015)
Electrochimica Acta, 191, 616?623 (2016)
Solid State Ionics, 282, 70?75, (2015)

Host
WIAS Berlin
Thursday, 14.04.2016, 10:00 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Prof. Dr. W. Wollner, Technische Universität Darmstadt:
Optimization of partial differential equations subject to pointwise constraints on the gradient of the state
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In many processes modeled by partial differential equations the size of derivatives plays a decicive role. Prototypical examples include problems of damage or plastificity. When optimizing such processes additional constraints on the size of the derivative need to be included. The analysis of such optimization problems is complicated by the mismatch between the natural topology for the derivative constraint and the, weaker, natural topology for solutions of the partial differential equation. The talk will be concernded with the existence of solutions to such problems as well as their approximation by numerical methods.

Host
WIAS Berlin
Wednesday, 13.04.2016, 14:00 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. P. Krejčí, Czech Academy of Sciences:
Contact of elasto-plastic bodies
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
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Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 06.04.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. M. M. Malamud, Institute of Applied Mathematics and Mechanics, Slavyansk, Ukraine:
Scattering matrix and Dirichlet-to-Neumann maps
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A general representation formula for the scattering matrix of a scattering system consisting of two selfadjoint operators in terms of an abstract operator valued Titchmarsh-Weyl M-function is proved. This result is applicable to scattering problems for different selfadjoint realizations of Schrödinger operators on unbounded domains, and Schrödinger operators with singular potentials supported on hypersurfaces. In both applications the scattering matrix is expressed in an explicit form with the help of Dirichlet-to-Neumann maps.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 06.04.2016, 14:30 (WIAS-406)

Dr. G. Conforti, Universität Leipzig:
Fluctuations of bridges, reciprocal characteristics and concentration of measure
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 18.03.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ch. Bayer, WIAS Berlin:
Rough paths and rough partial differential equations (Part II)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We give an introduction to Terry Lyons' theory of rough paths. We study the construction of solutions of rough (ordinary) differential equations in some details. In the end, we also give some hints about the construction of solutions of partial differential equations driven by rough paths.

Host
WIAS Berlin
Thursday, 17.03.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. H. Stephan, WIAS Berlin:
From Lagrange to Hamilton and Hamilton-Jacobi
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 15.03.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ch. Bayer, WIAS Berlin:
Rough paths and rough partial differential equations (Part I)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We give an introduction to Terry Lyons' theory of rough paths. We study the construction of solutions of rough (ordinary) differential equations in some details. In the end, we also give some hints about the construction of solutions of partial differential equations driven by rough paths.

Host
WIAS Berlin
Tuesday, 08.03.2016, 10:15 (WIAS-ESH)
Seminar Nichtlineare Optimierung und Inverse Probleme
Ch. Mollet, Universität zu Köln:
Existence of moments and quasi-optimality of Petrov-Galerkin discretizations of parabolic random PDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 03.03.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
M. Hoffmann, FU Berlin:
Adaptive finite element methods for Stokes--Darcy
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The general form of the finite element method involves choosing a grid for the domain of the considered partial differential equation. However, if the grid is too coarse, one might not resolve the solution sufficiently well. On the other hand, it is usually a priori not known where the grid needs to be finer.
This talk deals with residual based a posteriori error estimators and the goal oriented dual weighted residual method, which make it possible to adaptively refine a given grid. A comparison of these methods applied to Stokes and convection-diffusion equations will be presented. Finally, the coupled Stokes--Darcy system will be considered.

Host
WIAS Berlin
Wednesday, 02.03.2016, 10:00 (WIAS-ESH)
Seminar Nichtglatte Variationsprobleme und Operatorgleichungen
Assist. Prof. H. Antil, George Mason University, USA:
Optimal control of free boundary problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Tuesday, 01.03.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
V. Avanesov, WIAS Berlin:
Consistency results and confidence intervals for adaptive l1-penalized estimators of the high-dimensional sparse precision matrix
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk we present our recent results on l1-penalized estimators for the precision matrix in a finite-sample setting. We present consistency results and construct confidence intervals for the elements of the true precision matrix. The application to the estimation of functional connectivity networks in functional Magnetic Resonance data and the elaboration of the theoretical results in extensive simulation experiments will be presented as well.

Host
WIAS Berlin
Tuesday, 01.03.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. K. Sturm, Universität Duisburg-Essen:
Shape optimisation problems with nonsmooth cost functions: From theory to numerics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 26.02.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. A. Araújo, University of Coimbra, Portugal:
Modelling light scattering in the human retina
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The human retina is a complex structure in the eye that is responsible for the sense of vision. It is part of the central nervous system, composed by several layers, among which the outer nuclear layer that comprises the cells bodies of light sensitive photoreceptor cells (rods and cones). There are a number of eye-related pathologies that can be identified by the detailed analysis of the retinal layers. These pathologies can be diagnosed more conclusively with the help of the increasingly popular noninvasive optical imaging technique optical coherence tomography (OCT). In this talk we report a methodology to assess cell level alterations on the human retina responsible for functional changes observable in the OCT data in healthy ageing and in disease conditions, in the absence of structural alterations.

In particular, we will discuss the mathematical model that describes the electromagnetic wave's propagation through the eye's structures in order to create a virtual OCT scan. We use a leap-frog type discontinuous Galerkin method for the discretization of the time-dependent Maxwell's equations and we will focus on deriving stability and convergent estimates of fully discrete schemes. We consider anisotropic permittivity tensors, which arise naturally in our application of interest. An important aspect in computational electromagnetic problems is the implementation of the boundary conditions.

This work is being developed in the Institute for Biomedical Imaging and Life Sciences (IBILI) of the Faculty of Medicine of the University of Coimbra and in the Laboratory for Computational Mathematics of the Centre for Mathematics of the University of Coimbra, in the framework of a research project in the field of Biomedical Engineering. This project gathered a group of experts in mathematics, physics, engineers and medical doctors and was supported by FCT, the Portuguese funding agency for science, research and technology.

Joint work with
Silvia Barbeiro[1], Rui Bernardes[3], Francisco Caramelo[2], Antonio Correia[3], Maria Isabel Marques[2], Miguel Morgado[2,4], Luis Pinto[1], Miriam Santos[3] and Pedro Serranho[2,5]

[1] CMUC, Department of Mathematics, University of Coimbra, Portugal
[2] IBILI, Faculty of Medicine, University of Coimbra, Portugal
[3] AIBILI-Association for Innovation and Biomedical Research on Light and Image, Coimbra, Portugal
[4] Department of Physics, University of Coimbra, Portugal
[5] Mathematics Section, Department of Science and Technology, Universidade Aberta, Lisbon, Portugal

Host
WIAS Berlin

Thursday, 25.02.2016, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. J. Heiland, MPI Magdeburg:
A generalized POD space-time Galerkin scheme for parameter dependent dynamical systems and optimal control
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 23.02.2016, 13:00 (WIAS-406)
Seminar Numerische Mathematik
Dr. C. Bertoglio, Universidad de Chile, Chile:
Noninvasive pressure drop estimation in blood flows
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Pressure gradients across stenotic blood vessels is an important clinical index for diagnosis of the pathological severity of the disease. While the clinical gold standard for its measurement is the invasive catheterization, Phase-Contrast MR-imaging has emerged as a promising tool for enabling a non-invasive quantification of the pressure drop from the measured velocity field. However, current methods for recovering the pressure drop lack of robustness with respect to data perturbations. In this work we present a family of approaches that integrate velocity measures over a control volume in order to recover the stenosis pressure drop. We test the precision and robustness of different variants of the method on several numerical examples using perturbed synthetic data.

Host
WIAS Berlin
February 22 – 26, 2016 (WIAS-ESH)
Workshop/Konferenz: ERC Workshop "Modeling Materials and Fluids using Variational Methods”
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 18.02.2016, 09:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. H. Stephan, WIAS Berlin:
An overview on classical physical methods (Lagrange, Hamilton, Hamilton-Jacobi) - Part II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
February 18, 2016 (WIAS-ESH)
Workshop/Konferenz: XVII. Berliner Mathematica-Tag
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Additive Software GmbH
WIAS Berlin
Thursday, 11.02.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
A. Zeghuzi, Ferdinand-Braun-Institut:
Ableitung eines verbesserten elektro-thermischen Modells für das WIAS-BALaser-Programm
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 11.02.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
C. Bartsch, WIAS Berlin:
An assessment of solvers for saddle point problems emerging from the incompressible Navier-Stokes equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we present an assessment of the performance of different solvers for linear saddle point problems. In fluid dynamics large linear saddle point problems emerge from the linearization and discretization of the Navier?Stokes equations. Preconditioned Krylov subspace methods such as FGMRES are a popular choice to solve these large linear systems. We employ FGMRES with two different types of preconditioners: A geometric multigrid preconditioner with different implementations of Vanka type smoothers is compared with the least squares commutator preconditioner (LSC) of Elman et al.
The LSC preconditioner has been modified recently as to include boundary conditions, and comparisons of the LSC approach with geometric multigrid preconditioners are not available so far. We incorporate the original and the boundary corrected LSC preconditioner into our studies. For comparison of these preconditioned iterative methods we also consider the direct solvers UMFPACK and PARDISO.
The solvers are appplied to several variants of the commmon benchmark example of a flow around a cylinder in two dimensions, for the steady state and the time-dependent Navier--Stokes equations.

Host
WIAS Berlin
Thursday, 11.02.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr. H. Stephan, WIAS Berlin:
An overview on classical physical methods (Lagrange, Hamilton, Hamilton-Jacobi)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 10.02.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
Extrapolation of maximal parabolic regularity for non-autonomous parabolic equations
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
Thursday, 04.02.2016, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Komineas, University of Crete:
Continuous and discontinuous solitons in polariton condensates
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 03.02.2016, 18:15 (WIAS-ESH)

Prof. Dr. A. Bianchi, Università degli Studi di Padova, Italien:
Limiting dynamics of the condensate in the reversible inclusion process on a finite set
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The inclusion process is a stochastic lattice gas where particles perform random walks subjected to mutual attraction, thus providing the natural bosonic counterpart of the well-studied exclusion process. Due to attractive interaction between particles, the inclusion process can exhibit a condensation transition where a finite fraction of all particles concentrates on a single site. In this talk we characterize the dynamics of the condensate for the reversible inclusion process on a finite set S, in the limit of total number of particles going to infinity. By potential theoretic techniques, we determine the time scales associated to the transitions of the condensate from one site to another, and we show that the limiting dynamics of the condensate is a suitable continuous time random walk on $S$.
Joint work with S. Dommers and C. Giardinà.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 03.02.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. E. Cinti, WIAS Berlin:
The isoperimetric problem in Rn with density
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 03.02.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
A. Guntuboyina, University of California, Berkeley, USA:
On Bayes risk lower bounds
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
I will present a general technique for obtaining Bayes risk lower bounds for arbitrary priors in standard decision theoretic problems. The method leads to generalizations of a variety of classical minimax bounds. I will describe an application to admissibility. This is based on http://arxiv.org/abs/1410.0503 which is joint work with Xi Chen and Yuchen Zhang.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 02.02.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
E. Klochkov, Humboldt-Universität zu Berlin:
Sieve maximum likelihood estimation in semi-parametric regression with errors in variables
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We consider error-in-variables regression models with unknown distribution of the errors. We parameterize the problem by sieve approximations and consider semiparametric maximum likelihood estimator. The performance of the estimator is studied under certain conditions on the design. This is a joint work with Denis Belomestny and Vladimir Spokoiny.

Host
WIAS Berlin
Thursday, 28.01.2016, 13:30 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. H. Ammari, ETH Zürich, Schweiz:
Effective admittivity imaging of biological tissues: Challenges and future trends
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
January 27 – 29, 2016 (WIAS-ESH)
Workshop/Konferenz: Leibniz MMS Days 2016
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 27.01.2016, 10:00 (WIAS-HVP-4.13)
Forschungsseminar Mathematische Statistik
F. Krahmer, Technische Universität München:
Empirical chaos processes and their application in blind deconvolution
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
The motivation of this talk is the deconvolution of two unknown vectors w and x, each of which is sparse with respect to a generic (but known) basis. That is, one seeks to recover w and x from their circular convolution y = wx. In this talk, we prove a restricted isometry property for this problem, which then entails convergence guarantees for the non-convex sparse power factorization algorithm via recent work by Lee et al. A key ingredient of our proof are tail bounds for random processes of the form sup X2X XL `=1 jhb`;XC` ij2; where the b`; c` are independent standard Gaussian vectors and X is a set of matrices. Such processes can be interpreted as the empirical process corresponding to a chaos process. We analyze such processes in terms of the Talagrand 2 functional. For the blind deconvolution application, our results yield convergence guarantee whenever the sparsity of the signals is less than cL= log6 L, where L is the dimension and c is an absolute constant. This is joint work with Justin Romberg (Georgia Tech) and Ali Ahmed (MIT).

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 26.01.2016, 15:15 (FUB-025 026)
Oberseminar Nonlinear Dynamics
Prof. Dr. F. Tröltzsch, Technische Universität Berlin:
Optimization of nonlocal distributed feedback controllers with time delay for the Schlögl model
more ... Location
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 025/026

Abstract
A class of Pyragas type nonlocal feedback controllers is investigated for the 1D Schlögl model, a semilinear parabolic equation that is also known as Nagumo equation. The main goal is to find an optimal kernel in the controller such that the solution of the controlled equation is close to a desired spatio-temporal pattern. An optimal kernel is the solution to a nonlinear optimal control problem with the kernel taken as control function. The well-posedness of the problem and necessary optimality conditions are discussed. Special emphasis is laid on time-periodic target functions. A particular issue is the periodic behavior of solutions to the feedback equation. This is joint work with P. Nestler and E. Schöll.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 26.01.2016, 15:00 (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Wagner, Technische Universität Berlin:
Algebraic multiview geometry and two rigid points
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
Multiview geometry is a natural extension of epipolar geometry to more than two cameras. Here 3D points are projected by n cameras A_i in R^3 x4 onto n 2D images. In this talk I give a short introduction to some algebraic ideas in mulitview geometry. There are certain algebraic relations between the 2d images, which define the so called "multiview variety". Knowledge about the multiview variety can be used to reduce noise in the images. We then turn our attention to the case of images of two rigid points. Here we derive additional relations between the images and give a set-theoretical description of this variety. The last part of the talk is based on joint work with Michael Joswig, Joe Kileel and Bernd Sturmfels.

Host
WIAS Berlin
Thursday, 21.01.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. Ch. Merdon, WIAS Berlin:
Pressure-robust finite element methods for Navier-Stokes discretisations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
tandard mixed finite element methods suffer from a pressure-dependence of the a priori velocity error estimates due to a violation of the L2 orthogonality between divergence-free test functions and gradients. This instability is termed pressure-inrobustness and can cause severe velocity errors that scale with the Reynolds number.
The remedy comes in form of a variational crime that employs local reconstruction of the test functions onto Raviart-Thomas or Brezzi-Douglas-Marini functions. The talk focusses on efficient and minimal-invasive designs of these reconstruction operators for the first order Bernardi-Raugel and second order bubble enriched finite element methods and the observation that only the bubble test functions have to be reconstructed. Several numerical examples involving transient and Navier-Stokes flows compare and illustrate the robustness and potentials of the modified method.

Host
WIAS Berlin
Thursday, 21.01.2016, 11:30 (WIAS-ESH)

Prof. U. Bessi, Universität Rom, Italien:
The stochastic value function in metric spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
After a lesson on the Brownian motion, students typically ask: "Is it possible to do the same in metric spaces?" The answer to this question has arrived only recently in the category of measured metric spaces, i. e. metric spaces in which the topology interacts with a Borel measure. In this talk, we want to show that some properties of Fleming's stochastic value function survive in the metric setting.

Further Informations
Gastvortrag

Host
WIAS Berlin
Thursday, 21.01.2016, 10:00 (WIAS-406)
Analysis-Stochastik-Seminar
Dr M. Renger, WIAS Berlin:
Large deviations of stochastic processes, Part II
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 20.01.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Ch. Seis, Hausdorff Center for Mathematics, Bonn:
A quantitative theory for transport equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 20.01.2016, 10:00 (WIAS-405-406)
Seminar Materialmodellierung
Dr. A. Schlichting, Hausdorff Center for Mathematics, Bonn:
Macroscopic limits of the Becker-Döring equation via gradient structures
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
The Becker-Döring equation serves as a basic model of a coagulation-fragmentation process. In certain regimes the evolution shows a nucleation of a new thermodynamic phase in a first order phase transition. In the first mathematical analysis of the Becker-Döring system by Ball, Carr and Penrose in 1986, a Lyapunov function in form of a relative entropy plays a crucial role to investigate the long time behaviour. In the nucleation regime, the relative entropy is minimized as time goes to infinity with a minizer not preserving the total mass. Later, this behaviour was investigated by Niethammer “On the evolution of large clusters in the Becker-Döring model" in 2003. She showed that the excess mass satisfies a non-local transport equation, known as the LSW-equation of coarsening. The main tool of the proof consists in exploiting the a priori estimate obtained from an entropy--entropy-production identity. In the talk, I will show that the Becker-Döring equation posses a gradient-structure wrt. to the relative entropy analogue to the one Mielke discovered for reversible chemical reactions. Moreover, we will investigate the passage to the limit in this gradient structure and therewith obtain a gradient structure of the LSW equation.

Host
WIAS Berlin
Tuesday, 19.01.2016, 15:15 (FUB-025 026)
Oberseminar Nonlinear Dynamics
H.-O. Walther, Justus Liebig University Giessen:
Differential equations, delays, and Frechet manifolds
more ... Location
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 025/026

Abstract
For differential equations with bounded state-dependent delay the initial value problem is well-posed on a submanifold in a Banach space of maps on a compact interval, with all solution operators differentiable, under mild smoothness hypotheses on the functional defining the differential equation. In the general case, with the delay not necessarily bounded, a similar result holds provided the delay is locally bounded. Such results, however, miss solutions whose histories do not belong to the ambient Banach space of maps on the negative halfline. This suggests to study the initial value problem for data in the Frechet space of all continuously differentiable maps on the negative halfline. The lecture presents a result which provides a continuous semiflow on a submanifold of the Frechet space whose solution operators are continuously differentiable in an appropriate sense.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 19.01.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Kozyuk, WIAS Berlin:
Bootstrap log-likelihood ratio test for hypothesis testing in regression problem with instrumental variables
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this work bootstrap analogue of log-likelihood ratio test is constructed and justified to recover real world log-likelihood ratio test statistic under finite sample assumption and possibly misspecified model. This procedure is further used to test hypothesis in two linear equations model with hypothesis formed on associated with instrumental variables (IV) parameters. It is numerically demonstrated that the test's power for both weak and strong IV identification is comparable to existing tests in literature.

Host
WIAS Berlin
Thursday, 14.01.2016, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. J. Fuhrmann, WIAS Berlin:
Generalized Nernst-Planck-Poisson systems: Modeling aspects and numerical approaches
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Recent developments in electrochemical modeling have lead to an increased interest in numerical simulations of electrolytic systems which are able to resolve the polarization boundary layer. Classically, the problem is formulated based on the Nernst-Planck-Poisson system for ion transport in a self-consistent electrical field. Various model improvements are currently discussed in order to take into account the volume constraint for solute concentrations.
The talk reviews a successful finite volume discretization strategy from semiconductor analysis and discusses problem reformulations which allow for its application in the context of electrolyte modeling based on improved Nernst-Planck equations. Special emphasis is made on the proper reflection of qualitative properties of the physical model at the discrete level and on synergies with numerical approaches to semiconductor modeling with generalized carrier statistic functions. Along with calculation results for benchmark examples, the influence of various model improvements is demonstrated.

Host
WIAS Berlin
Wednesday, 13.01.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
H. Meinlschmidt, Technische Universität Darmstadt:
Hölder estimates for non-autonomous parabolic problems with rough data and applications to quasilinear problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider non-autonomous parabolic problems in divergence form, the coefficients being only measurable and bounded in time, with right-hand sides in a negative Sobolev space and complemented by mixed boundary conditions. The underlying domain is supposed to be a Lipschitz-domain, where the conditions on the Dirichlet-part are relaxed to allow the domain to touch itself. In this setting, we derive existence of Hölder-continuous solutions together with Hölder-bounds uniform in the modulus of coercivity and the upper bound of the coefficient function. In their essence, these results go back to the classical work of Ladyshenskaya et al.. We use them further to show global existence and uniqueness of solutions to quasilinear parabolic problems in divergence-form under additional assumptions.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 13.01.2016, 11:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
H. Dehling, Ruhr-Universität Bochum:
Asymptotic distribution of some robust and non-parametric change-point tests for time series
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 13.01.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
R. Fried, TU Dortmund:
Robust and nonparametric detection of shifts using two-sample U-statistics and U-quantiles
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 12.01.2016, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
E. Knobloch, University of California at Berkeley:
Spatially localized structures in dissipative systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Spatially localized structures arise frequently in nature. In this lecture I will describe a number of examples from different physical systems, followed by a discussion of the basic ideas behind the phenomenon of nonlinear self-localization that is responsible for their existence. I will illustrate these ideas using a simple phenomenological model and explain why the qualitative predictions of this model help us understand the properties of much more complicated systems exhibiting spatial localization.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 12.01.2016, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. V. Ulyanov, Lomonosov Moscow State University, Russia:
Generalized Cornish-Fisher expansions: Achievements, problems, applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In statistical inference it is of fundamental importance to obtain the sampling distribution of statistics. However, we often encounter situations where the exact distribution cannot be obtained in closed form, or even if it is obtained, it might be of little use because of its complexity. One practical way of getting around the problem is to provide reasonable approximations of the distribution function and its quantiles, along with extra information on their possible errors. It can be made with help of Edgeworth and Cornish?Fisher expansions (EE and CFE resp.) (see, e.g., Ulyanov V.V., Cornish-Fisher Expansions, International Encyclopedia of Statistical Science (Ed. M.Lovric), Springer-Verlag, Berlin?Heidelberg, 2011, p.312?315). Starting from 90-s the interest for CFE stirred up because of intensive study of risk measures (Value at Risk, Expected Shortfall etc.) In the talk we discuss new approaches to CFE appeared in last years, in particular generalized CFE and rearrangements to monotonize CFE. Generalized CFE (non-normal limit distributions) appear naturally for statistics based on samples of random size. We consider as well the computable error bounds for CFE in the case when there are error bounds for EE of the distributions of statistics. The different applications for risk measurement and construction of the confidence intervals will be also discussed.

Host
WIAS Berlin
Wednesday, 06.01.2016, 18:15 (WIAS-ESH)

Prof. Dr. M. Reitzner, Universität Osnabrück, Deutschland:
Stochastic geometry and stochastic analysis: Poisson U-statistics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 06.01.2016, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. S. Dipierro, Otto-von-Guericke-Universität Magdeburg:
Chaotic orbits for systems of nonlocal equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we consider a system of nonlocal equations driven by a perturbed periodic potential, and we construct multibump solutions which connect one integer point to another one in a prescribed way. In particular, heteroclinic, homoclinic and chaotic trajectories are constructed. This is the first attempt to consider a nonlocal version of this type of dynamical systems in a variational setting and the first result regarding symbolic dynamics in a fractional framework. This is a joint work with Stefania Patrizi and Enrico Valdinoci.

Further Informations
Berliner Oberseminar Nichtlineare partielle Differentialgleichungen (Langenbach-Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 06.01.2016, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
A. Naumov, Lomonosov Moscow State University, Russische Föderation:
Distribution of linear statistics of singular values of the product of random matrices
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In my talk I will consider the products of random matrices. This topic is one of the most active in Random matrix theory in the last ve years. I will be mostly interested in the limiting behavior of eigenvalues and singular values of such matrices. In particular, I will prove the central limit theorem for linear statistics of singular values. Some applications to statistics and theory of telecommunications will be discussed as well. This talk is based on the joint results with F.Goetze and A. Tikhomirov.

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 05.01.2016, 10:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Suvorikova, Humboldt-Universität Berlin:
Wasserstein barycenters: theory and application
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
December 16 – 18, 2015 (WIAS-ESH)
Workshop/Konferenz: Stochastic Limit Analysis for Reacting Particle Systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 09.12.2015, 18:15 (TUB-TC006)

Prof. Dr. A. Lambert, Université Paris 06, Frankreich:
tba
more ... Location
Technische Universität, Straße des 17. Juni 124, 10623 Berlin,TC 006

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 09.12.2015, 15:15 (WIAS-405-406)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. A. F. M. ter Elst, The University of Auckland, Neuseeland:
The Dirichlet-to-Neumann operator on rough domains
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
here

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 09.12.2015, 10:00 (WIAS-406)
Seminar Materialmodellierung
M. Miličević, Albert-Ludwigs-Universität Freiburg:
Iterative methods for TV regularization and application to a damage model
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
WIAS-Materialmodellierungsseminar

Host
WIAS Berlin
Wednesday, 09.12.2015, 10:00 (PDI-007)
Forschungsseminar Mathematische Statistik
K. Lounici, Georgia Institute of Technology, USA:
Concentration bounds and asymptotic distribution for the imperical spectral projectors of sample covariance operators
more ... Location
Paul-Drude-Institut für Festkörperelektronik, Hausvogteiplatz 5 - 7, 10117 Berlin, Erdgeschoss, Raum: 007

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
December 7 – 9, 2015 (WIAS-ESH)
Workshop/Konferenz: 4th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
European Research Council
WIAS Berlin
Thursday, 03.12.2015, 14:00 (WIAS-406)
Seminar Numerische Mathematik
Dr. A. Linke, WIAS Berlin:
Towards pressure-robust mixed methods for the incompressible Navier--Stokes equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Mixed methods for the incompressible Navier-Stokes equations are reviewed with respect to the discretization of the divergence constraint. Though the establishment of inf-sup stable mixed methods represents a milestone in the development of discretization theory for flow problems, many important questions are left open, and classical text books usually convey a wrong impression what are they best qualitatively possible results, which are achievable in the field. Especially, it will be shown that the construction of pressure-robust mixed methods, whose velocity error is pressure-independent, is rather easy, though this was thought to be nearly impossible for many years. Numerical examples will show that classical mixed methods deliver poor results, whenever large irrotational forces appear in the Navier-Stokes momentum balance, while pressure-robust mixed methods perform well.

Host
WIAS Berlin
Wednesday, 02.12.2015, 10:00 (WIAS-HVP-4.13)
Forschungsseminar Mathematische Statistik
M. Wahl, Humboldt-Universität zu Berlin:
Non-asymptotic upper bounds for the reconstruction error of PCA
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
Principal component analysis (PCA) is a standard tool for dimension reduction. Classical objects of interest are the principal subspaces and their empirical counterparts. In this talk, we focus on the reconstruction error of PCA, and prove a non-asymptotic upper bound for the corre- sponding excess risk. This bound uni es and improves several upper bounds which were previously obtained by empirical process theory. Moreover, the bound reveals that the excess risk di ers consi- derably from the usual subspace distance based on canonical angles. Our proof relies on the analysis of empirical spectral projectors and uses recent concentration inequalities for sample covariance operators.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 01.12.2015, 15:15 (WIAS-HVP-4.13)
Oberseminar Nonlinear Dynamics
H. Dietert, University of Cambridge, GB:
Stability and bifurcation for the Kuramoto model
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
The Kuramoto model is a prototype for synchronisation behaviour of heterogeneous oscillators due to a global coupling. In this model the totally unsynchronised state appears to be stable in simulations with a large number of oscillators. In order to understand this stability, I will first recall the mean-field (thermodynamic) limit, which recasts the problem to a PDE on the density of the oscillators. By a careful study of the PDE in Fourier space, we can then understand the apparent stability through the heterogeneity of the oscillators. With this we can show perturbative and global stability results and derive a center manifold reduction to determine the bifurcation behaviour. The mathematical structure is similar to the Vlasov system, where the stability is called Landau damping.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 01.12.2015, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Kozyuk, WIAS Berlin:
Estimation in regression problems with instrumental variables
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
Inverse problems associated with instrumental variables regression are of interest for applied econometricians (cf. Horowitz). We explain important milestones for applied research in such problems, like "weakness" of instrumental variables or model misspecification. We also discuss a method for estimating a target parameter which allows to address such problems. Under a finite sample assumption and accounting for possible model misspecification we achieve a feasible answer coupling finite sample theory [1] with a multiplier bootstrap technique developed earlier [2]. [1] Spokoiny V. Bernstein-von Mises Theorem for growing parameter dimension //arXiv preprint arXiv:1302.3430. [2] Spokoiny V., Zhilova M. Bootstrap confidence sets under a model misspecification //arXiv preprint arXiv:1410.0347.

Host
WIAS Berlin
November 30 – December 4, 2015 (WIAS-ESH)
Workshop/Konferenz: PDE2015
Theory and Applications of Partial Differential Equations

more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Universität Kassel
Thursday, 26.11.2015, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. F. Dassi, WIAS Berlin:
Achievements and challenges in anisotropic mesh generation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Abstract

Host
WIAS Berlin
Wednesday, 25.11.2015, 18:15 (WIAS-ESH)

Prof.Dr. V. Bally, Université de Marne-la-Vallée , Frankreich:
Convergence and regularity of probability laws by using an interpolation method
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Fournier and Printems [Bernoulli, 2010] have recently established a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with Hölder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. By employing some Besov space techniques, Debussche and Romito [Probab. Theory Related Fields, 2014] have substantially improved the result of Fournier and Printems. In our paper we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 25.11.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. X. Cabré, Universitat Politècnica de Catalunya, Spanien:
The influence of fractional diffusion in Allen-Cahn and KPP type equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I will start explaining basic ideas concerning fractional Laplacians as well as the essential tools to treat nonlinear equations involving these operators (such as their Hamiltonian structure). The main part of the course will present results on stationary solutions of fractional equations (mainly of bistable or Allen-Cahn type) and on front propagation with fractional diffusion for Fisher-KPP, combustion, and bistable reactions.

Further Informations
BERLINER OBERSEMINAR Nichtlineare partielle Differentialgleichungen (Langenbach-Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 25.11.2015, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. J. Rosenblatt, Ben Gurion University of the Negev, Israel:
On the optimality of averaging in distributed statistical learning
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
A common approach to statistical learning on big data is to randomly split it among m machines and calculate the parameter of interest by averaging their m individual estimates. Focusing on empirical risk minimization, or equivalently M-estimation, we study the statistical error incurred by this strategy. We consider two asymptotic settings: one where the number of samples per machine n ! inf but the number of parameters p is xed, and a second high-dimensional regime where both p; n ! inf with p=n ! . Most previous works provided only moment bounds on the error incurred by splitting the data in the xed p setting. In contrast, we present for both regimes asymptotically exact distributions for this estimation error. In the xed-p setting, under suitable assumptions, we thus prove that to leading order, averaging is as accurate as the centralized solution. In the high-dimensional setting, we show a qualitatively dierent behavior: data splitting does incur a rst order accuracy loss, which we quantify precisely. In addition, our asymptotic distributions allow the construction of condence intervals and hypothesis testing on the estimated parameters. Our main conclusion is that in both regimes, averaging parallelized estimates is an attractive way to speedup computations and save on memory, while incurring a quantiable and typically moderate excess error.

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 24.11.2015, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. S. Yanchuk, WIAS:
Dynamic jittering and spiking solutions in oscillators with pulsatile delayed feedback
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Oscillatory systems with time-delayed pulsatile feedback appear in various applied and theoretical research areas, and received a growing interest in recent years. For such systems, we report a remarkable scenario of destabilization of a periodic regular spiking regime. At the bifurcation point numerous regimes with nonequal interspike intervals emerge. We show that the number of the emerging, so-called ?jittering? regimes grows exponentially with the delay value. Although this appears as highly degenerate from a dynamical systems viewpoint, the ?multijitter? bifurcation occurs robustly in a large class of systems. We observe it not only in a paradigmatic phase-reduced model, but also in a simulated Hodgkin-Huxley neuron model and in an experiment with an electronic circuit.

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 24.11.2015, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. K. Tabelow, WIAS Berlin:
Data acquisition and challenges in functional connectivity dynamics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this talk I will introduce data acquisition techniques and properties used in the analysis of functional connectivity. Specifically, I will give an introduction to functional MRI and functional connectivity. I will present how this technique can be potentially used to analyze the dynamics of learning processes.

Host
WIAS Berlin
Thursday, 19.11.2015, 10:00 (WIAS-ESH)
Seminar Numerische Mathematik
Prof. Ch. Pflaum, Friedrich-Alexander Universität Erlangen-Nürnberg:
Discretization of elliptic differential equations with variable coefficients on sparse grids
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Sparse grids are discretization grids which can be used to reduce the computational amount for solving partial differential equations. Using the Galerkin discretization, one obtains a linear equation system with O(N (log N)d-1) unknowns. The corresponding discretization error is O(N-1 (log N)d-1) in the H1-norm. A major difficulty in using this sparse grid discretization is the complexity of the related stiffness matrix. As a consequence only PDE?s with constant coefficients can be efficiently be discretized using the standard sparse grid discretization with d>2. To reduce the complexity of the sparse grid discretization matrix, we apply prewavelets. This simplifies the implementation of the corresponding algorithms. Furthermore, we present a new sparse grid discretization for the discretization of elliptic differential equations with variable coefficients. This discretization utilizes a semi-othogonality property. The convergence rate and stability of the discretization is proven for arbitrary dimensions d.

Host
WIAS Berlin
Wednesday, 18.11.2015, 18:15 (WIAS-ESH)

Prof. Dr. P. Mörters, University of Bath, GB:
Robustness of spatialpreferentialattachment networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 18.11.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
U. Sharma, Eindhoven University of Technology, Niederlande:
Quantification of coarse-graining error in overdamped/non-overdamped Langevin dynamics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
hier

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Tuesday, 17.11.2015, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
M. Herrmann, WWU Münster:
Hysteresis in discrete forward-backward diffusion equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We study the dynamics of phase interfaces in discrete diffusion equations with bistable nonlinearity. In the first part we identify a hysteretic free boundary problem for the parabolic scaling limit by combining heuristic arguments with numerical evidence. Afterwards we discuss the rigoros justification for the bilinear and the trilinear case. Joint work with Michael Helmers (University of Bonn).

Host
Freie Universität Berlin
WIAS Berlin
Tuesday, 17.11.2015, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. R. Hildebrand, WIAS Berlin:
On the probability of covering a sphere with spherical caps
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We review known results and provide some new findings on the sphere covering problem. The motivation for this work is an optimal stopping problem in financial mathematics.

Host
WIAS Berlin
Thursday, 12.11.2015, 17:15 (FUB-032)
SFB 1114 Colloquium
Dr. T. Roubíček, Institute of Thermomechanics, Prague/CZ:
Modeling of lithospheric faults - demands, options, concepts
more ... Location
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstract
A state-of-art of models of lithosperic faults in Earth's upper mantel, based on continuum (thermo)mechanics of solids under small strains (and possibly large displacements) involving damage and plasticity will be presented. Various processes or phenomena may include heat transfer and phase transitions, a concept of poro-elastic rocks with water transport and porosity evolution, and wave emission/propagation during earthquakes. Mathematical aspects supporting also efficient numerical strategies are presented, together with some computational simulations launched by Roman Vodicka, Jan Valdman and Cristos Panagiotopoulos.

Further Informations
SFB 1114 Colloquium

Host
Freie Universität Berlin
Wednesday, 11.11.2015, 18:15 (TUB-MA 042)

J. Stoyanov, Newcastle University, GB:
Probability and Other Branches of Mathematics
more ... Location
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 042

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
WIAS Berlin
Universität Potsdam
Technische Universität Berlin
Humboldt-Universität zu Berlin
Wednesday, 11.11.2015, 10:00 (WIAS-HVP-4.13)
Forschungsseminar Mathematische Statistik
Prof. V. Chavez, Université Lausanne, Faculté des Hautes Etudes Commerciales:
Generalized additive modelling for dependence structures
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Wednesday, 11.11.2015, 10:00 (WIAS-406)
Halbleiterseminar
A. Boitsev, ITMO University, St. Petersburg/Russia:
Boundary triplets for sum of tensor products of operators
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Tuesday, 10.11.2015, 15:00 (WIAS-HVP-4.13)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ch. Bayer, WIAS Berlin:
Pricing under rough volatility
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Abstract
From an analysis of the time series of realized variance (RV) using recent high frequency data, Gatheral, Jaisson and Rosenbaum (2014) previously showed that log-RV behaves essentially as a fractional Brownian motion with Hurst exponent H of order 0.1, at any reasonable time scale. The resulting Rough Fractional Stochastic Volatility (RFSV) model is remarkably consistent with financial time series data. We now show how the RFSV model can be used to price claims on both the underlying and integrated variance. We analyze in detail a simple case of this model, the rBergomi model. In particular, we find that the rBergomi model fits the SPX volatility markedly better than conventional Markovian stochastic volatility models, and with fewer parameters. Finally, we show that actual SPX variance swap curves seem to be consistent with model forecasts, with particular dramatic examples from the weekend of the collapse of Lehman Brothers and the Flash Crash.

Host
WIAS Berlin
November 9 – 13, 2015 (WIAS-ESH)
Workshop/Konferenz: Workshop “Direct and Inverse Problems for PDEs with Random Coefficients”
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Friday, 06.11.2015, 14:00 (WIAS-ESH)
Festkolloquium HCK60
Prof. Dr. A. Arnold, Technische Universität Wien, Österreich:
Entropy method for hypocoercive & non-symmetric Fokker-Planck equations with linear drift
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
hier

Further Informations
Im Rahmen des Berliner Oberseminars “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminars)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 05.11.2015, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
S. Pickartz, WIAS Berlin:
Reduced theory of interacting wave packets in nonlinear optical fibers
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Forschungsseminar “Mathematische Modelle der Photonik”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 05.11.2015, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
J. Pellerin, WIAS Berlin:
Simultaneous meshing and simplification of complex 3D geometrical models using Voronoi diagrams
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
All meshing methods aim at dividing a physical model that has a potentially very complex geometry into simple elements. Requirements on the resulting mesh might be contradictory as the elements shall conform to the shape of the physical domain and shall satisfy constraints on their shapes, sizes, number etc. In geological modeling to generate robustly volumetric meshes, it is often necessary to adapt the level of detail of the geological domain when meshing their boundary surfaces. In the first part of the talk, I will focus on geological structural models, their geometrical and geological specificities, and the induced challenges for meshing methods. Then, I will detail the key ideas of a meshing method that tackles these challenges: (1) the use of a well-shaped Voronoi diagram to subdivide the model and (2) the combinatorial considerations to build well-shaped mesh elements from the connected components of the intersections of the Voronoi cells/facets/edges/vertices with the model entities. This approach allows modifications of the input model, a crucial point for geomodeling applications. Finally, I will discuss shortly the implementation of the method.

Host
WIAS Berlin
Tuesday, 03.11.2015, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
I. Ovsyannikov, University of Bremen:
Criteria of birth of Lorenz attractors
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The birth of Lorenz attractors is proved for a system which we call an extended Lorenz model. It appears as a normal form for some class of codimension-three (and codimension-four) bifurcations. Thus, the proof of the birth of the Lorenz attractor in this model will immediately prove the birth of such attractor in these bifurcations. With a transformation of coordinates and parameters the extended Lorenz model can be also transformed to the original Lorenz equations (for some parameter values it may require time-reversal). Thus, the proof of an attractor in the extended model gives immediately a Lorenz attractor or repeller in the Lorenz system. This is a joint work with D. Turaev, http://arxiv.org/abs/1508.07565/.

Host
Freie Universität Berlin
WIAS Berlin
Monday, 02.11.2015, 15:00 (WIAS-ESH)
Seminar Partielle Differentialgleichungen
Dr. M. Fathi, University of California, Berkley/USA:
A gradient flow approach to large deviations for diffusion processes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
here

Host
WIAS Berlin
Wednesday, 28.10.2015, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. M. Wainwright, University of California at Berkeley, USA:
Fast low-rank estimation by projected gradient descent: Statistical and algorithmic guarantees
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the low-rank matrix, and to run projected gradient descent on the nonconvex problem in the lower dimensional factorized space. We provide a general set of conditions under which projected gradient descent, when given a suitable initialization, converges geometrically to a statistically useful solution. Our results are applicable even when the initial solution is outside any region of local convexity, and even when the problem is globally concave. Based on joint work with Yudong Chen, Cornell University

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Tuesday, 27.10.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. E. Rocca, WIAS Berlin:
Existence of weak solutions and asymptotics for some diffuse interface models of tumor growth
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
Tuesday, 27.10.2015, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. Zhilova, WIAS Berlin:
Bootstrap confidence sets under model misspecification
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Thursday, 22.10.2015, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. A. L. Dontchev, University of Michigan, USA:
Newton methods for variational inequalities
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The talk begins with a survey on convergence results for various Newton-type methods including the Kantorovich-Bartle theorem. Extensions to non-smooth equations and variational inequalities will be shown, as well as generalizations of the Dennis-More theorem. Inexact versions of methods will be also discussed. An application to Model Predictive Control will be presented.

Host
WIAS Berlin
October 22 – 23, 2015 (WIAS-ESH)
Workshop/Konferenz: Junior Female Researchers in Probability
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
http://wias-berlin.de/people/cipriani/JFR15/index.html

Further Informations
Am 23.10.15 findet der Workshop an der TU Berlin, Str. des 17. Juni 136, 10623 Berlin, MA 043, statt.

Host
WIAS Berlin
Technische Universität Berlin
Universität Potsdam
Berlin Mathematical School
Humboldt-Universität zu Berlin
Wednesday, 21.10.2015, 10:00 (WIAS-HVP-4.13)
Forschungsseminar Mathematische Statistik
Prof. X. Chen, Yale University, New Haven, USA:
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables regression
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13

Further Informations
Forschungsseminar “Mathematische Statistik”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Universität Potsdam
Monday, 19.10.2015, 14:00 (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. S. Schmitz, Siemens AG:
Probabilistic Design in Gas Turbine Engineering
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Institutskolloquium

Host
WIAS Berlin
Wednesday, 14.10.2015, 18:15 (TUB-MA 041)

N. Perkowski, Humboldt-Universität zu Berlin:
Paracontrolled KPZ equation
more ... Location
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041

Abstract
We study the aging in the trap model proposed by J. P. Bouchaud. In the simplest variant of this model a random walker moves in a landscape (on the lattice) with many randomly distributed traps. The time of stay in the trap is proportional to its depth. We prove the aging for this model on $d$-dimensional square lattice under the condition that the distribution of the trap depths is heavy-tailed. (Joint work with G. Ben Arous and T. Mountford)

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
Wednesday, 14.10.2015, 17:15 (TUB-MA 041)

M. Hofmanová, Technische Universität Berlin:
Stochastic mean curvature flow
more ... Location
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041

Abstract
Motion by mean curvature of embedded hypersurfaces in $mathbbR^N+1$ is an important prototype of a geometric evolution law and has been intensively studied in the past decades. Mean curvature flow is characterized as a steepest descent evolution for the surface area energy and constitutes a fundamental relaxation dynamics for many problems where the interface size contributes to the systems energy. One of the main difficulties of the mean curvature flow is the appearance of topological changes and singularities in finite time. Further issues then arise in the mathematical treatment of the stochastic mean curvature flow, which was introduced as a refined model incorporating the influence of thermal noise. We study a stochastically perturbed mean curvature flow for graphs in $mathbbR^3$ over the two-dimensional unit-cube subject to periodic boundary conditions. In particular, we establish the existence of a weak martingale solution. The proof is based on energy methods and therefore presents an alternative to the stochastic viscosity solution approach. To overcome difficulties induced by the degeneracy of the mean curvature operator and the multiplicative gradient noise present in the model we employ a three step approximation scheme together with refined stochastic compactness and martingale identification methods.

Further Informations
Berliner Kolloquium Wahrscheinlichkeitstheorie/GK “Stochastische Analysis”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Technische Universität Berlin
Universität Potsdam
Wednesday, 14.10.2015, 15:15 (WIAS-405-406)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. M. Eller, Humboldt-Universität zu Berlin:
Unique continuation and Carleman estimates for linear PDE
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
hier

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
October 12 – 14, 2015 (WIAS-ESH)
Workshop/Konferenz: Waves, Solitons and Turbulence in Optical Systems (WASTOS15)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 01.10.2015, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
C. Brée, WIAS Berlin:
Predictability of rogue events in oceanic and optical systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Seminar Mathematische Modelle der Photonik

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Thursday, 24.09.2015, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
R. Čiegis, Gediminas Technical University, Litauen:
On efficient numerical methods for unidirectional models of nonlinear optics
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Thursday, 24.09.2015, 10:00 (WIAS-ESH)
Seminar Numerische Mathematik
Y. Gao, Université Paris-Sud, Frankreich:
Finite volume methods for first order stochastic conservation laws
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We perform Monte-Carlo simulations in the one-dimensional torus for the first order Burgers equation forced by a stochastic source term with zero spatial integral. We suppose that this source term is a white noise in time, and consider various regularities in space. We apply a finite volume scheme combining the Godunov numerical flux with the Euler-Maruyama integrator in time. It turns out that the empirical mean converges to the space-average of the deterministic initial condition as $trightarrowinfty$. The empirical variance also stabilizes for large time, towards a limit which depends on the space regularity and on the intensity of the noise.
We then study a time explicit finite volume method with an upwind scheme for a conservation law driven by a multiplicative source term involving a $Q$-Wiener process. We present some a priori estimates including a weak BV estimate. After performing a time interpolation, we prove two entropy inequalities for the discrete solution and show that it converges up to a subsequence to a stochastic measure-valued entropy solution of the conservation law in the sense of Young measures.
The numerical part is joint work with E. Audusse and S. Boyaval while the convergence proof is joint work with T. Funaki and H. Weber.

Host
WIAS Berlin
Wednesday, 23.09.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. C. Kreisbeck, Universität Regensburg:
Homogenization of layered materials with rigid components in single-slip finite plasticity
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
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Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
September 17 – 18, 2015 (WIAS-ESH)
Workshop/Konferenz: Workshop on Recent Developments in Inverse Problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Wednesday, 16.09.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. E. Spadaro, MPI Leipzig:
Lower semicontinuous functionals defined on spaces of multiple-valued maps
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I will discuss a class of energies defined on spaces of functions taking more than one value. Although the interest in this kind of energies stemmed from geometric analysis, they can be also used to suggest novel multi-scale and multi-field descriptions of material microstructures. After a brief introduction to the motivations and the connections to material science, I will introduce precise definitions and present some results on the semicontinuity of such energies.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Wednesday, 16.09.2015, 14:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. R. Hazra, Indian Statistical Institute, Kolkata:
Stability of point process, regular variation and branching random walk
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Tuesday, 15.09.2015, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. A. L. Diniz, CEPEL, Brasilien:
Dynamic piecewise linear models for nonlinear optimization with application to power generation problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Friday, 11.09.2015, 10:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. T. Benacchio, Met Office, UK:
Towards scalable numerical weather and climate prediction with mixed finite element discretizations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The nature of atmospheric processes presents a unique set of challenges to numerical modelling, as coupled nonlinear phenomena evolve on a wide range of spatial and temporal scales extending across several orders of magnitude.. Timely and reliable forecasts require accurate simulation of transport processes together with robust handling of waves and balanced regimes, with competitive and scalable performance a key requisite on increasingly parallel architectures. Features of the nonhydrostatic compressible dynamical core in operation at the Met Office will be outlined, with particular reference to the scalability bottleneck given by the currently employed latitude-longitude grid structure. The talk will then focus on theoretical and computational aspects and open challenges of the mixed finite element numerical scheme on quasi-uniform spherical grids underpinning the next generation dynamical core.

Host
WIAS Berlin
Thursday, 03.09.2015, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
M. Kantner, WIAS Berlin:
Modeling and numerical simulation of electrically pumped single-photon emitters
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Forschungsseminar “Mathematische Modelle der Photonik”

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Thursday, 03.09.2015, 14:00 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. G. R. Barrenechea, University of Strathclyde, UK:
Stabilising some inf-sup stable pairs on anisotropic quadrilateral meshes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
The finite element solution of the Stokes problem is subject to the well-known inf-sup condition. This condition usually depends on the domain and the degree of the polynomial spaces used in the discretisation. Now, when anisotropic finite elements are used, this inf-sup condition usually degenerates with the aspect ratio. In this talk I will present results identifying the part of the pressure space that is responsible for this degeneration, and present a way to solve that. In the second part of the talk, this technique will be applied to some, non inf-sup stable this time, pairs of spaces for the Stokes and Oseen equations. The work presented in this talk is in collaboration with Mark Ainsworth (Brown) and Andreas Wachtel (Strathclyde).

Host
WIAS Berlin
Wednesday, 02.09.2015, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. J. Behrndt, Technische Universität Graz, Österreich:
Selfadjoint realizations of the Laplacian on bounded Lipschitz domains
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk we give a complete description of the selfadjoint realizations of the Laplacian on bounded Lipschitz domains with the help of Dirichlet and Neumann boundary conditions. One of the key difficulties is to establish the existence and the mapping properties of the Dirichlet and Neumann trace map on the domain of the maximal operator. We pay special attention to Robin type boundary conditions and we also discuss less standard realizations of the Laplacian, as e.g. the Krein-von Neumann extension and its spectral asymptotics. This talk is based on joint work with Fritz Gesztesy and Marius Mitrea.

Further Informations
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Host
WIAS Berlin
Humboldt-Universität zu Berlin
Tuesday, 01.09.2015, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. P. Knobloch, Charles University, Czech Republic:
On linearity preservation and discrete maximum principle for algebraic flux correction schemes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We consider a general algebraic flux correction scheme for linear boundary value problems in any space dimension and prove its solvability. The properties of the scheme depend on the definition of limiters used to limit fluxes that would otherwise cause spurious oscillations. We give an example of limiters that are often used in computations. For these limiters we prove the discrete maximum principle but we also show that they generally do not lead to a linearity preserving method. Therefore, we propose another limiters for which the linearity preservation is satisfied and the discrete maximum principle holds for arbitrary meshes.

Host
WIAS Berlin
Tuesday, 25.08.2015, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. A. Naumov, Lomonosov Moscow State University, Russische Föderation:
Limit theorems for random matrices and their applications
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
The study of random matrices, and in particular the properties of their eigenvalues and eigenvectors, has emerged from applications, first in data analysis and later from statistical models for heavy-nuclei atoms. Recently Random matrix theory has found its numerous application in many other areas, for example, in computational mathematics, communication theory and portfolio theory. In my talk, I will discuss the limiting laws for the eigenvalues and eigenvectors of ensembles of large n-by-n symmetric random matrices, in the asymptotic limit n tending to infinity. Global and local regimes will be considered. I will also present some applications of Random matrix theory.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Tuesday, 11.08.2015, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Prof. D. Turaev, Imperial College London, UK:
On a periodically perturbed Lorenz attractor
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin
Freie Universität Berlin
Tuesday, 11.08.2015, 10:15 (WIAS-406)
Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. A. Wahab, COMSATS Institute of Information Technology, Wah Cantt, Pakistan:
Time reversal algorithms for inverse source problems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 05.08.2015, 15:00 (WIAS-406)
FG Stochastische Systeme mit Wechselwirkung
Prof. Dr. M. Kraft, University of Cambridge, UK:
Industry 4.0, the internet of things and the J-Park simulator
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
We present first steps towards the implementation of Industry 4.0 technologies for designing and optimising an eco-industrial park (EIP) similar to Jurong Island in Singapore. Industry 4.0 translation to an EIP will de