Veranstaltungen

zum Archiv

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

Abstrakt
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.

Veranstalter
WIAS Berlin
Dienstag, 13.02.2018, 15:15 Uhr (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
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Abstrakt
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.

Veranstalter
Freie Universität Berlin
WIAS Berlin
Mittwoch, 14.02.2018, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. J.-P. Florens, Université Toulouse, France:
Is completeness necessary? Penalized estimation in non identified linear models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Identification is an important issue in many econometric models. This paper studies potentially non-identified and/or weakly identified ill-posed inverse models. The leading examples are the nonparametric IV regression and the functional linear IV regression. We show that in the case of identification failures, a very general family of continuously-regularized estimators is consistent for the best approximation of the parameter of interest. We obtain L2 and L1 convergence rates for this general class of regularization schemes, including Tikhonov, iterated Tikhonov, spectral cut-off, and Landweber-Fridman. Unlike in the identi ed case, estimation of the operator has non-negligible impact on convergence rates and inference. We develop inferential methods for linear functionals in such models. Lastly, we demonstrate the discontinuity in the asymptotic distribution in case of weak identification. In particular, the estimator has a degenerate U-statistics type behavior, in the extreme case of weak instrument.

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Mittwoch, 14.02.2018, 15:15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. W. Dreyer, WIAS Berlin:
Modeling of non-Newtonian fluids without material frame indifference
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
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.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 15.02.2018, 16:00 Uhr (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
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin