Upcoming Events
- Tuesday, 27.01.2026, 15:00 (WIAS-405-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Oleg Butkovsky, WIAS Berlin:
Pathwise uniqueness for SDEs in Hilbert spaces
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Further Informations
Dieser Vortrag findet auch via Zoom statt: https://wias-berlin-de.zoom-x.de/j/69982487566
Host
WIAS Berlin
- Wednesday, 28.01.2026, 10:00 (WIAS-405-406)
- Forschungsseminar Mathematische Statistik
Prof. Jakob Runge, Universität Potsdam:
Causal inference (on time series data)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
This talk is intended as a broad overview of graphical causal inference, including causal discovery, where the task is to learn a causal graph, and causal e?ect estimation, where a causal graph is already assumed and the task is to quantify causal e?ects. In both cases a focus will be on statistically robust estimation strategies, including a theoretical optimality result for adjustment-based causal eect estimation. I will also illustrate practical work?ows in my software package Tigramite.
Further Informations
Via Zoom: https://hu-berlin.zoom-x.de/j/68089797717?pwd=ek1XRmZuYUJIL2tObTlCSzRBUXNiQT09 Meeting-ID: 680 8979 7717 Passwort: 016303
Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Wednesday, 28.01.2026, 14:15 (WIAS-Library)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Anastasija Pešić, WIAS Berlin:
Curvature-driven pattern formation in biomembranes: A gradient flow approach
more ... Location
Weierstraß-Institut, Hausvogteiplatz 5-7, 10117 Berlin, R411
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- Wednesday, 28.01.2026, 16:15 (WIAS-ESH)
- Berliner Kolloquium Wahrscheinlichkeitstheorie
Andrew Allen:
Rough SDEs and Robust Filtering for Jump-Diffusions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstract
Rough path theory provides a framework for the study of nonlinear systems driven by highly oscillatory (deterministic) signals. The corresponding analysis is inherently distinct from that of classical stochastic calculus, and neither theory alone is able to satisfactorily handle hybrid systems driven by both rough and stochastic noise. The introduction of the stochastic sewing lemma has paved the way for a unified theory which can efficiently handle such hybrid systems. In this talk, we will discuss how this can be done in a general setting which allows for jump discontinuities in both sources of noise. As an application, we will then investigate the existence of a robust representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions
Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
International Research Training Group 2544
- Wednesday, 28.01.2026, 17:15 (WIAS-ESH)
- Berliner Kolloquium Wahrscheinlichkeitstheorie
Rüdiger Frey, WU Vienna:
A Mean-Field Game Analysis of Systemic Risk under Capital Constraints
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstract
We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean-field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs. Capital regulation requires equity to exceed a fixed multiple of the position in the tradable asset; breaches trigger forced liquidation. The asset drift depends on changes in average asset holdings across banks, so aggregate deleveraging creates contagion effects, leading to an MFG. We discuss the coupled forward-backward PDE system characterizing equilib- ria of the MFG, and we solve the constrained MFG numerically. Experiments demonstrate that capital constraints accelerate deleveraging and limit risk-bearing capacity. In some regimes, simultaneous breaches trigger liquidation cascades. The last part of the presentation is devoted to the mathematical analysis of a related model with time-smoothed contagion as in, e.g., Hambly, Ledger and Sojmark (2019) or Campi and Burzoni (2024). We characterize optimal strategies for a given evolution of the system, establish the existence of an MFG equilibrium and discuss limit results for a finite but large homogeneous banking system
Host
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
International Research Training Group 2544
- Thursday, 29.01.2026, 14:00 (WIAS-ESH)
- Seminar Numerische Mathematik
Dr. Jose Rodrigo Rojo Garcia, WIAS Berlin:
Inverse problems through the Bayesian paradigm
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
WIAS Berlin
- Wednesday, 04.02.2026, 10:00 (WIAS-HVP-3.13)
- Forschungsseminar Mathematische Statistik
Prof. Dr. Frank Konietschke, Charité Universitätsmedizin Berlin:
Advancing decision-efficiency in (pre)-clinical research via novel sequential frameworks
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13
Abstract
The escalating costs and ethical imperatives of drug development necessitate statistical frameworks that prioritize both efficiency and rigorous evidence generation. Conventional fixed-sample designs often lack the flexibility to adapt to emerging data, leading to potentially redundant animal testing or delayed decision-making. This talk introduces a suite of novel sequential testing procedures designed to optimize the transition from pre-clinical discovery to clinical validation. We explore three primary pillars of application: Pre-clinical Statistics: We demonstrate how sequential probability ratio tests (SPRT) and group sequential designs can be adapted for small-sample laboratory studies, ensuring ethical ßtop-for-efficacy" or ßtop-for-futility" boundaries are met without compromising the Type I error rate. Generalized Pairwise Comparisons (GPC): We extend the sequential framework to GPC, a versatile method for analyzing multiple prioritized endpoints. This allows researchers to assess the net clinical benefit of a treatment sequentially, integrating diverse outcomes (e.g., survival, toxicity, and biomarkers) into a single, unified decision metric. Digital Biomarkers: Addressing the high-frequency, longitudinal nature of data from wearable devices, we propose sequential monitoring techniques that detect treatment signals in real-time. These methods account for the inherent "noise" and autocorrelation in digital health data, facilitating faster "go/no-go" decisions in early-phase trials. By bridging these methodologies, this talk provides a roadmap for implementing adaptive evidence synthesis that reduces sample size requirements and accelerates the identification of promising therapeutic candidates.
Further Informations
Via Zoom: https://hu-berlin.zoom-x.de/j/68089797717?pwd=ek1XRmZuYUJIL2tObTlCSzRBUXNiQT09 Meeting-ID: 680 8979 7717 Passwort: 016303
Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Thursday, 05.02.2026, 10:00 (WIAS-HVP-3.04)
- Forschungsseminar Mathematische Modelle der Photonik
Dr. Eduard Kuhn, WIAS Berlin:
Simulation of high power diode lasers with stacked multiple active regions and tunnel junctions
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.04
Abstract
Many applications require diode lasers that are able to generate high output powers, for example in LiDAR (Light Detection and Ranging) systems or in future inertial confinement fusion power plants. In order to achieve high powers while maintaining low injected current densities, it is beneficial to stack multiple active regions and separate them using tunnel junctions. As the tunnel junctions are highly absorbing due to the small band gap and high doping levels, their accurate positioning in the nodes of the vertical mode is crucial. In order to answer important design questions such as the optimal distance between active regions and the tunnel junctions, a simulation tool is required. For our tool we solve the standard drift-diffusion equations augmented with additional models to describe effects such as tunneling and stimulated emission. Since the tunnel junctions are operated under reverse bias, we employ a non-local band-to-band tunneling model. This talk presents the simulation model and demonstrates its application to a multi-junction laser diode.
Further Informations
Forschungsseminar Mathematische Modelle der Photonik
Host
WIAS Berlin
- February 6, 2026 (WIAS-405-406)
- Workshop/Konferenz: Northern-German Network on Networks
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
The aim of the symposium is to create an opportunity for researchers in network dynamical systems working in (Northern) Germany to connect, to regularly meet, and to exchange ideas. The meeting is intended to be the first in a regular series of symposia which will take place at WIAS, University of Hamburg and, potentially, also other places.
Host
WIAS Berlin
Universität Hamburg
- Wednesday, 11.02.2026, 11:30 (WIAS-406)
- Seminar Interacting Random Systems
Elias Zimmermann, Universität Leipzig:
Quantitative mixing properties for Gibbs fields on bounded degree graphs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstract
Mixing properties are an important object of study within the theory of Gibbs measures. In this talk I will focus on two quantitative mixing properties: exponential $phi$-mixing (also called weak mixing) and exponential $psi$-mixing (also called ratio weak mixing). These mixing conditions are well studied for Gibbs fields on square lattices. For instance, the unique Gibbs state of the Ising model above the critical temperature exhibits both types of mixing. In this talk we shall consider random fields on arbitrary graphs with bounded degree. While exponential $phi$-mixing is known to hold whenever Dobrushin's uniqueness condition is satisfied, exponential $psi$-mixing has been studied very little in this general setting. The main result I'm going to present shows that for Markovian random fields $phi$-mixing with sufficiently high exponential decay rate implies $psi$-mixing with slower, but still exponential decay rate. This generalizes a result of Alexander for square lattices and allows to formulate a general criterion for exponential $psi$-mixing of Gibbs measures in terms of the corresponding Dobrushin constant. I will illustrate how this criterion applies to Ising and Potts models on regular trees.
Further Informations
Seminar Interactin Random Systems
Host
WIAS Berlin
- Wednesday, 11.02.2026, 14:15 (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Andrea Poiatti, Universität Wien, Österreich:
A Navier--Stokes/Mullins--Sekerka system with different densities: Weak solutions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstract
In this talk, I would like to introduce a model for the flow of two incompressible, viscous and immiscible fluids in a bounded domain, with different densities and viscosities. This model consists of a coupled system of Navier--Stokes and Mullins--Sekerka type parts, and can be obtained from the asymptotic limit of the diffuse interface model introduced by Abels, Garcke, and Grün in 2012. I will introduce a new notion of weak solutions and prove its global in time existence, together with a consistency result. This new notion of solution allows to include the case of different densities of the fluids, a sharp energy dissipation principle `a la De Giorgi, as well as a weak formulation of the constant contact angle condition at the boundary, which were left open in the previous notion of solution proposed by H. Abels and M. Röger in 2009. This is a joint project with H. Abels.
Further Informations
Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- February 12 – 13, 2026 (WIAS-ESH)
- Workshop/Konferenz: Widening the Scope of Rough and Stochastic Analysis -- Rough Women Reach Out!
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
Technische Universität Berlin
WIAS Berlin
- March 2 – 4, 2026 (IHP)
- Workshop/Konferenz: Leibniz MMS Days 2026
more ... Location
Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
Host
Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
WIAS Berlin
- March 16 – 18, 2026 (WIAS-ESH)
- Workshop/Konferenz: Workshop Optimal Transport and Noise: OT Meets (S)PDEs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
Technische Universität Berlin
WIAS Berlin
- June 1 – 5, 2026 (WIAS-ESH)
- Workshop/Konferenz: ESGI 194 - The Berlin Study Group with Industry
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
WIAS Berlin
- July 6 – 8, 2026 (WIAS-ESH)
- Workshop/Konferenz: Spreading Dynamics in Random Environment
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
WIAS Berlin