Veranstaltungen

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Dienstag, 22.05.2018, 10:15 Uhr (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
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 22.05.2018, 15:00 Uhr (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
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
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.

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

Abstrakt
(Please find here)

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Mittwoch, 23.05.2018, 13:00 Uhr (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
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
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.

Weitere Informationen
Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 23.05.2018, 15:15 Uhr (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
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin