# Upcoming Events (Archive)

- Thursday, 13.07.2017, 16.00 Uhr (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 Uhr (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 Uhr (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 benets 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. A. Pimenov, WIAS Berlin:

Efficient simulation and analysis of multi-mode laser dynamics using time-delay models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 28.06.2017, 10.00 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. C. Brée, WIAS:

Feedback-operator for a photonic crystal in the external cavity of a broad area laser diode

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Thursday, 22.06.2017, 10.00 Uhr (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 Uhr (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 Uhr (WIAS-HVP-4.13)
- Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

M. Bongini, Barcelona Graduate School of Economics:

Optimal Control Problems in Transport Dynamics

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

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

WIAS Berlin

- Wednesday, 21.06.2017, 15.15 Uhr (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 L_{p}-regularity in time weighted L_{p}-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 Uhr (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 Uhr (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 Uhr (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 Uhr (WIAS-HVP-3.13)
- Forschungsseminar Mathematische Modelle der Photonik

A. Zheguzi, Ferdinand-Braun-Institut Berlin:

Simulations of broad area high-power lasers with optical feedback

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13**Host**

WIAS Berlin

- Wednesday, 14.06.2017, 10.00 Uhr (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 Uhr (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 Uhr (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 Uhr (WIAS-ESH)
- Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar

Prof. Dr. S. Adams, University of Warwick, GB:

Large deviations and concentration of scaling limits for weakly pinned integrated random walks

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

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

Berliner Kolloquium Wahrscheinlichkeitstheorie**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

Universität Potsdam

WIAS Berlin

- Wednesday, 07.06.2017, 15.15 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 condence 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 condence intervals for quantile regression parameters with excellent coverage accuracy over dierent 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (WIAS-ESH)
- Berliner Kolloquium Wahrscheinlichkeitstheorie/Berlin Young Probabilists' Seminar

Prof. Dr. Ch. Külske, Ruhr-Universität Bochum:

Continuous spin models on annealed random graphs: Modifying the modified mean-field exponents

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

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

Humboldt-Universität zu Berlin

Technische Universität Berlin

Universität Potsdam

WIAS Berlin

- Wednesday, 24.05.2017, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. D. R. M. Renger, WIAS Berlin:

Functions of bounded variation with Banach codomains

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 24.05.2017, 13.15 Uhr (WIAS-ESH)
- Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization

H. Sun, Renmin University of China, Institute for Mathematical Sciences, China, Volksrepublik:

Weak convergence of proximal ADMM and its relaxations in Hilbert spaces

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

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

Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations**Host**

WIAS Berlin

- Wednesday, 24.05.2017, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. C. Kirch, Universität Magdeburg:

Frequency domain likelihood approximations for time series bootstrapping and bayesian nonparametrics

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

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

Humboldt-Universität zu Berlin

Universität Potsdam

WIAS Berlin

- Tuesday, 23.05.2017, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

Dr. P. Gurevich, Freie Universität Berlin:

A short introduction to machine learning: Towards (un)certainty quantification

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

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

WIAS Berlin

Freie Universität Berlin

- Tuesday, 23.05.2017, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Prof. A. Gulisashvili, Ohio University, USA:

Extreme-strike asymptotics for general Gaussian stochastic volatility

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 23.05.2017, 11.00 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

R. Gruhlke, WIAS Berlin:

Analysis and Numerics of a Hardy problem featuring an inverse square point potential

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- 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 Uhr (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 Uhr (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 fixed 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 FrÃ©chet 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 diusion processes in the bulk and on the surface of some domain have recently attracted interest in dierent 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 untted meshes. The corresponding a priori error analysis for suciently smooth solutions and uniformly rened 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 specic 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 specic 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 dened, 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 dierentiable . 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 dierences 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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.

[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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Si_{x}Ge_{1-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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 deciencies. 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 optionAbstract: 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 identication 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 misspecication error. The minimax optimal bounds are also obtained for the `q estimation errors with 1 q 2 when the model is well-specied. The results are non-asymptotic, and hold both in probability and in expectation. The assumptions that we impose on the design are satised 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Ã´-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 Uhr (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 dierent operators than the fractional Laplacian. Indeed, we can consider innitesimal 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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**

here**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 06.04.2016, 15.15 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 unies and improves several upper bounds which were previously obtained by empirical process theory. Moreover, the bound reveals that the excess risk diers 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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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**

hier**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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 Uhr (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 deliver an expert system allowing users to monitor, control, and optimise the social, economic and environmental repercussions of the industrial activities. In particular we shall present an example on how to model the electrical infrastructure and couple it to chemical plants across an EIP.**Host**

WIAS Berlin

- Wednesday, 05.08.2015, 14.00 Uhr (WIAS-406)
- FG Stochastische Systeme mit Wechselwirkung

Prof. Dr. O. Muscato, Università degli Studi di Catania, Italy:

Electro-thermal transport in silicon carbide semiconductors via hydrodynamic models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 04.08.2015, 14.30 Uhr (WIAS-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. D. Knees, Universität Kassel:

Global spatial regularity for elasticity models with nonsmooth constraints

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

For the analysis of strongly coupled material models it is useful to have deeper insight into the spatial regularity properties of the involved quantities like displacement fields or internal variables. In this lecture we will discuss some recent results for non-smooth situations with a special focus on time-dependent damage models in the small strain regime.

The talk relies on joint results with R. Rossi (University of Brescia) and C. Zanini (Politecnico di Torino).**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 04.08.2015, 13.30 Uhr (WIAS-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. Ch. Zanini, Polytechnic University of Turin, Italy:

Viscous and rate-independent damage models in non-smooth domains

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In this talk, both a rate-independent system for damage, and its rate-dependent, or viscous, regularization are addressed. The models consist of a system of elliptic PDEs coupled to a doubly nonlinear evolution equation of either rate-independent or parabolic type with velocity constraints.

The analysis of the latter PDE system presents remarkable difficulties, due to its highly nonlinear character. We tackle it by combining a variational approach to a class of abstract doubly nonlinear evolution equations, with careful regularity estimates tailored to this specific system, relying on a q-Laplacian type gradient regularization of the damage variable. Hence for the viscous problem we conclude the existence of weak solutions, satisfying a suitable energy-dissipation inequality that is the starting point for the vanishing viscosity analysis. Then for the latter we obtain the global-in-time existence of weak solutions, exploiting refined regularity techniques which do not require a smooth domain.

This talk is based on a joint collaboration with Dorothee Knees (University of Kassel) and Riccarda Rossi (University of Brescia).**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 28.07.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. N. Togobytska, WIAS Berlin:

Bayesian approach for geometric inverse problem arising in subsurface flow

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

This talk is concerned with an inverse problem of determining the permeability of the subsurface from hydraulic head measurements, within the framework of a steady Darcy model of groundwater flow. The geometrically defined permeability fields, which admit a layered structure, will be identified. A Bayesian framework is applied to solve this problem using the Markov Chain Monte Carlo method. This algorithm provides rigorous estimates of the permeability, as well as the uncertainty associated with it, and only requires forward model evaluations.**Host**

WIAS Berlin

- Thursday, 23.07.2015, 10.00 Uhr (WIAS-ESH)
- Seminar Laserdynamik

Dr. H. Chiba, Kyushu University, Japan:

Renormalization group methods for ODEs/PDEs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 22.07.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. A. Mijatović, Imperial College London:

On the Poisson equation for the Metropolis-Hastings chains: variance reduction for ergodic average

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 21.07.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

T. Yin, Chongqing University, China:

Numerical methods for time-dependent scattering problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

This talk is concerned with the numerical simulation for wave propagation. Local discontinuous Galerkin method will be introduced for both acoustic and elastic wave propagation in bounded domain. PML and DtN (Dirichlet-to-Neumann) techniques will be used to analyze the wave propagation in infinite domain. Then we apply finite element method and interior penalty discontinuous Galerkin for solving the reduced problem. The accuracy and efficiency of the methods will be illustrated with several numerical examples including time-dependent fluid-solid interaction.**Host**

WIAS Berlin

- Wednesday, 15.07.2015, 17.30 Uhr (Uni. Potsdam)

Prof. Dr. D. Blömker, Universität Augsburg:

Stochastic dynamics near a change of stability (Amplitude- and Modulation-Equations)

more ...**Location**

Universität Potsdam, Haus 8, Raum 0.58**Abstract**

Modulation- or Amplitude-Equations are a universal tool to approximate solutions of complicated systems like partial or stochastic partial differential equations (SPDEs) near a change of stability, when there is no center manifold theory available. One can rely on the natural separation of time-scales at the bifurcation to show that the solution of the original equation is well described by the bifurcating pattern with an amplitude that is slowly modulated in time and also in space, if the underlying domain is sufficiently large. This amplitude satisfies an equation on the slow time- and space-scale, which is called Amplitude- or Modulation- Equation.This is useful to explain qualitatively noise induced pattern formation below the change of stability and stabilization (i.e. destruction of pattern) due to degenerate additive noise. The approach is on a formal level well known in the physics literature, and for partial differential equations on unbounded domains rigorously studied in the last two decades. Although the results for stochastic equations are far more general, for simplicity of presentation we focus mostly on the less technical stochastic Swift-Hohenberg equation and as an example the convective instability in Rayleigh-Benard convection.

**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

Universität Potsdam

- Wednesday, 15.07.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. Th. N. Nguyen, Université Paris-Sud, France:

Large time behavior for a nonlocal ordinary differential equation --- Generation of interface for the mass conserved Allen-Cahn 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

- Tuesday, 14.07.2015, 15.15 Uhr (FU Berlin)
- Oberseminar Nonlinear Dynamics

Prof. G. Medvedev, Drexel University, Philadelphia/U.S.A.:

Coupled dynamical systems on large graphs and graph limits

more ...**Location**

Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130**Abstract**

The continuum limit is an approximate procedure, by which coupled dynamical systems on large graphs are replaced by an evolution integral equation on a continuous spatial domain. This approach has been instrumental for studying dynamics of diverse networks throughout physics and biology. We use the combination of ideas and results from the theories of graph limits and nonlinear evolution equations to develop a rigorous justification for using the continuum limit in a variety of dynamical models on deterministic, random, and quasirandom graphs. As an application, we discuss stability of spatial patterns in the Kuramoto model on certain Caley and random graphs.**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 14.07.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Ladkau, Humboldt-Universtität zu Berlin:

Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems

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

- Wednesday, 08.07.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. M. Heida, WIAS Berlin:

Stochastic homogenization of Prandtl--Reuss plasticity

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, 08.07.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. Ch. Breunig, Humboldt-Universtät zu Berlin:

Testing the specification in random coefficient models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this paper, we suggest and analyze a new class of specication tests for random coecient models. They allow to assess the validity of central structural features of the model, in particular linearity in coecients, generalizations of this notion like a known nonlinear functional relationship, or degeneracy of the distribution of a random coecient, i.e., whether a coecient is xed or random, including whether an associated variable can be omitted altogether. Our tests are nonparametric in nature, and use sieve estimators of the characteristic function. We analyze both their power against global, as well as against local alternatives, theoretically. Moreover, we perform a Monte Carlo simulation study, and apply the tests to analyze the degree of nonlinearity in a heterogeneous random coecients consumer demand model.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 07.07.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. J. Schoenmakers, WIAS Berlin:

Uniform approximation of the CIR process via exact simulation at random times

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 07.07.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. Y. Guo, WIAS Berlin:

A time domain approach to the linear sampling method

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

This talk is concerned with an inverse scattering problem of time-dependent non-harmonic acoustic waves in an inhomogeneous medium. The support of the inhomogeneity is determined from measurements of causal scattered waves by using the linear sampling method in the time domain. The feasibility and effectiveness of the method will be illustrated with several numerical examples in 2D and 3D. This is a joint work with Prof. David Colton and Prof. Peter Monk from University of Delaware.**Host**

WIAS Berlin

- Wednesday, 01.07.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

M. Trabs, Université Paris-Dauphine:

Low-rank volatility estimation for high-dimensional Lvy processes and low frequency observations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Whenever the modelling of random processes in biology, finance or physics requires to incorporate jumps, Levy processes are one of the building blocks under consideration. Consequently, their statistical analysis attracted much attention in the last decades. We first review some results on the nowa- days well understood nonparametric estimation of the characteristic triplet of a univariate Levy process based on low frequent observations. The underlying inverse problem is ill-posed, where the degree of illposedness is determined by the characteristic triplet itself. This strong interplay can be decoupled if we either observe a time-changed Levy process at equidistant time points or, similarly, if we observe the Levy process at random sampling times. Indeed, in the latter two observation schemes faster rates can be achieved, especially allowing for polynomial convergence rates for the volatility. With this knowledge at hand we study the estimation problem for multi- and high-dimensional (time-changed) Levy processes, focusing on the estimation of the volatility matrix. To overcome the curse of dimensionality, a low-rank condition is imposed. Applying a spectral approach, we construct a weighted leastsquares estimator with `1-penalisation. For this estimator, oracle inequalities are proven which allow for separating the high-dimensional estimation problem from the ill-posed inverse problem. For the volatility matrix estimator we moreover derive convergence rates. These reect surprising phenomena which do not occur in the one dimensional setting. The convergence rates are optimal in the minimax sense (at least in some settings). This talk is based on an ongoing joint work with Denis Belomestny.**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Tuesday, 30.06.2015, 15.00 Uhr (WIAS-405-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Maurelli, WIAS Berlin:

A large deviation principle for mean field interacting particle SDEs, via rough paths

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

WIAS Berlin

- Tuesday, 30.06.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

M. Marschall, TU Berlin:

Sparse-grid Bayesian inversion

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 25.06.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

S. Hirsch, Charité - Universitätsmedizin Berlin:

Compression-sensitive Magnetic Resonance Elastography and poroelasticity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Recent research suggests that the compression modulus of organic tissue is sensitive to changes of tissue pressure. Compression-sensitive Magnetic Resonance Elastography (MRE) provides a means to map the amplitudes of externally stimulated mechanical pressure waves and has proven its potential to differentiate between physiological states of different tissue pressure. The interpretation of the results thus far has relied on an effective medium model. Biot's poroelastic theory can provide an explanation for the interaction between tissue pressure and the mechanical properties of tissue. However, quantification of the poroelastic parameters from MRE data still poses a challenge. This talk will present the status quo of the technique and explore the potential for future improvements towards the ultimate goal of non-invasive pressure measurement.**Host**

WIAS Berlin

- Wednesday, 24.06.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. C. Rautenberg, Humboldt-Universität zu Berlin:

Analysis and approximation of evolutionary quasi-variational inequalities

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, 24.06.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. Y. Chen, National University Singapore:

An adaptive functional autoregressive forecasting model to predict electricity price curves

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Electricity price forecasting is becoming increasingly relevant in the competitive energy markets. We provide an approach to predict the whole electricity price curves based on the adaptive functional autoregressive (AFAR) methodology. The AFAR has time varying operators that allow it to be safely used in both stationary and non-stationary situations. Under stationarity, we develop a consistent maximum likelihood (ML) estimator with closed form, where the likelihood function is defined on the parameters' subspace or Sieves. For non-stationary data, the estimation is conducted over an interval of local homogeneity, over which the time varying data generating process can be approximated by an FAR model with constant operators. The local interval is identified in a sequential testing procedure. Simulation study illustrates good finite sample properties of the proposed AFAR modeling. Real data application on forecasting California electricity daily price curves demonstrates a superior accuracy of the proposed AFAR modeling compared to several alternatives.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 23.06.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Huesmann, Universität Bonn:

The geometry of multi-marginal Skorokhod embedding

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 23.06.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. H. Gottschalk, Bergische Universität Wuppertal:

Probabilistic failure mechanisms in fatigue life and optimal reliability via shape control

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Mechanical components fail under cyclic loading due to fatigue of the materials. This process is highly stochastic as the time to the formation of mesoscopic cracks is subject to a statistical scatter of one order of magniture in lab experiments. In this talk, the probabilistic crack formation is modeled by spatio-temporal point processes with intensity depending locally on the mechanical load situation. This allows to compute failure probabilities at a given number of load cycles. A survey is given about experimental calibration and validation of these models, numerical implementation and their applications to gas turbine design. In mechanical design, reliability is one of the main design objectives. The mathematical quest thus is to find a shape for the component such that the failure probability is minimized. This optimization task can be understood as an optimal control problem with the elasticity PDE as the state equation and the boundary of the shape as control parameter. A proof for the existence of optimal shapes within certain regularity classes of the boundary is given using strong solutions and uniform Schauder estimates.**Host**

WIAS Berlin

- Friday, 19.06.2015, 12.30 Uhr (WIAS-405-406)
- Seminar Partielle Differentialgleichungen

Prof. Dr. G. Savaré, Università di Pavia, Italy:

Visco-energetic solutions to rate-independent problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Further Informations**

ERC Seminar**Host**

WIAS Berlin

- Thursday, 18.06.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. W. Lewoczko-Adamczyk, Ferdinand-Braun-Institut Berlin:

Development and characteristics of narrow-linewidth semiconductor lasers with optical feedback

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Thursday, 18.06.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Materialmodellierung

Dr. G. Li, Cambridge University, UK:

Microscopic effects on Brownian coagulation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 17.06.2015, 18.15 Uhr (TUB-MA 041)

Dr. J. Swart, Academy of Sciences of the Czech Republic, Prague:

Rank-based Markov chains, self-organized criticality, and order book dynamics

more ...**Location**

Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041**Abstract**

In this talk, we will take a look at some systems of interacting particles on the real line, where the only spatial structure that is relevant for the dynamics is the relative order of the particles. Examples of such systems are the modied Bak-Sneppen model, introduced (as a variation of the original 1993 model) by Meester and Sarkar (2012), Barabsi's (2005) queueing system and a variation on the latter due to Gabrielli and Caldarelli (2009), a model for the evolution of the state of an order book on a stock market, introduced by Stigler (1964) and independently by Luckock (2003), and a two models for canyon formation introduced by me (2014). All these systems employ a version of the rule ``kill the lowest particle" and seem to exhibit self-organized criticality at a critical point that marks the boundary between an interval where all particles are eventually removed and an interval where particle stay in the system forever.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

Universität Potsdam

- Wednesday, 17.06.2015, 17.15 Uhr (TUB-MA 041)

M. Leimbach, TU Berlin:

Porous medium equation with proliferation

more ...**Location**

Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041**Abstract**

Motivated by mathematical oncology, we present two PDE's, the viscous poruous medium equation and the Fisher-Kolmogorov-Petrovskii-Piskunov model (FKPP). Formally, we derive the viscous porous medium equation as the limit of the empirical measure of a system of interacting particles with intermediate interaction-range and large amplitude. We illustrate that also the FKPP model is a limit of a particle system with certain branching mechanism. At the end, we briefly discuss a combination of these two PDE's, the porous medium equation with proliferation. This is based on ongoing research with Franco Flandoli.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

Universität Potsdam

- Wednesday, 17.06.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. V. Zagrebnov, Université d'Aix-Marseille, France:

Dynamical semigroups for unbounded repeated harmonic perturbation

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, 17.06.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

A. Carpentier, University of Cambridge, UK:

Inference problems in high dimensional linear models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 16.06.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Prof. M. Malioutov, Northeastern University, Boston, USA:

SCOT modeling, training and homogeneity testing

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

- Tuesday, 16.06.2015, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. S. K. Ganesan, Indian Institute of Science:

Finite element algorithms for massively parallel architectures

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Parallel algorithms with hybrid MPI and OpenMP implementations for a geometric multigrid solver in a nite element scheme will be presented in this talk. In particular, the mesh partitioning, the nite element mappers and communicators on a hierarchy of multigrid mesh will be discussed. Further, a multicolor strategy in the smoothing steps of the multigrid solver, parallel restrictions and prolongations using halo cells will be discussed.**Host**

WIAS Berlin

- Tuesday, 16.06.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. E. Klann, Technische Universität Berlin:

Geometric inverse problems with applications in tomography

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In inverse problems one wants to find unknown parameters or structures by indirect measurements. Typical inverse problems occur in medical imaging, e.g., tomography. The task is to find the inner structure of an object, e.g., a human torso, from line integrals of some form of radiation that travelled through the object. In geometric inverse problems one wants to recover this inner structure also in terms of geometric information, i.e., the number of different interior objects (bone, liver, lung, etc.), their location and their shape. We present a Mumford-Shah type functional for the simultaneous reconstruction and segmentation of an object from tomography data. The minimization of the functional is realized using shape sensitivity analysis and carried out in the level-set framework. We show reconstructions and/or segmentations for several tomographic applications (SPECT/CT, limited angle tomography, region of interest CT).**Host**

WIAS Berlin

- Thursday, 11.06.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. M. Radziunas, WIAS Berlin:

Computation and analysis of longitudinal optical modes in multisection ring and edge emitting semiconductor lasers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Thursday, 11.06.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. J. Novo, Universidad Autónoma de Madrid, Spain:

Local error estimates for the SUPG method applied to evolutionary convection-reaction-diffusion equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Local error estimates for the SUPG method applied to evolutionary convection-reaction-diffusion equations are considered. The steady case is reviewed and local error bounds are obtained for general order finite element methods. For the evolutionary problem, local bounds are obtained when the SUPG method is combined with the backward Euler scheme. The arguments used in the proof lead to estimates for the stabilization parameter that depend on the length on the time step. The numerical experiments show that local bounds seem to hold true both with a stabilization parameter depending only on the spatial mesh grid and with other time integrators.**Host**

WIAS Berlin

- Wednesday, 10.06.2015, 15.15 Uhr (WIAS-405-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. B. Seguin, University of Dundee, UK:

Plant cell wall biomechanics: Model and multiscale analysis

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

- Wednesday, 10.06.2015, 10.00 Uhr (WIAS-HVP-4.13)
- Forschungsseminar Mathematische Statistik

PhD A. Gasnikov, MIPT, Moscow, Russia:

On optimization aspects of finding Wasserstain(-Kantorovich) barycenter

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

In the talk we'll discuss recent works by Marco Cuturi (Kyoto Univ.) et al. devoted to the fast algorithm of computation of Wasserstain barycenter (Wb). In our approach we try to reduce a problem to another high dimensional convex optimization problem . The idea is to freeze the measures support by allowing the cardinalities of the support sets to be large enough. Then we have to solve a sadle-point convex-concave optimization problem (Cuturi et al. considered this problem to be nonsmooth convex optimization problem). We propose new different numerical approaches to solve this problem. 1. We generalize the approach by Cuturi and obtain a sharp bound on the rate of convergence. We have to solve a inner linear programming problem or entropy-linear problem. We have to propose optimal primal-dual methods for these problems and we need to choose optimal relation between the precision of solution for the inner problem and the precision of solution of the whole problem. Since we can't obtain the exact solution of the inner problem we have to properly choose the method for external problem which have the ability to work with inexact oracle. Here we used recent results by Dvurechensky-Gasnikov arXiv:1411.2876, Gasnikov-Dvurechensky-Nesterov arXiv:1411.4218 and Gasnikov-Nesterov et al. arXiv:1410.7719 2. We propose randomized (mirror descent) and non-randomized (mirror-prox) approaches for sadle-point problem which go back to the recent works of Nemirovski-Juditsky http://www2.isye.gatech.edu/ nemirovs/. 3. We propose randomized approaches based on the randomization of functional which has the form of a sum of large number of functions (see Agarwal-Bouttou arXiv:1410.0723v2 and references therein). This context is interesting in case when we have to find a Wb of huge number of empirical measures.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Thursday, 04.06.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. K. Schmidt, TU Berlin:

On optimal basis functions for thin conducting sheets in electromagnetics and on efficient calculation of the photonic crystal bandstructure

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The talk consists of two parts.

The first part of the talk is dedicated to thin conducting sheets which are commonly used in the protection of electronic devices. The domain of computation is the thin metallic sheet, the surrounding air and other metallic or isolating parts. With their large aspect ratios the shielding sheets become a serious issue for the direct application of the finite element method (FEM) on triangular or tetrahedal cells. In addition the sheets exhibit boundary layers (this is called skin effect) whose size depends on the frequency and may become smaller than the sheet thickness. We propose a semi-discretisation inside the sheet as a tensor product of $H^1(Gamma)$-bounded functions on the midline $Gamma$ and a family of $N$ basis functions in thickness direction. The basis functions are defined hierarchically in the spirit of Vogelius and Babuska by an hierarchy of ordinary differential equations in thickness directions. For each basis function a new term on $Gamma$ enters the variational formulation. We give explicit formulas for the basis functions for straight and curved sheets, prove the well-posedness and estimate for straight sheets the modelling error. If the sheet surfaces and so the trace of the exact solution is analytic then this semi-discretisation leads to an exponential convergence in $N$, whose rate is independent of the frequency. This will be illustrated by numerical experiments for straight and circular sheet.

In the second part the calculation of the photonic crystal bandstructure is studied. Photonic crystals are periodic dielectric material, a structure which has high influence on the propagation of light. We are interested on the related parametric eigenvalue problem where the dispersion curves are the functions of the eigenvalues in dependence of the parameter. Based on the Fredholm theory we explicit formulas for the first and higher derivatives of the dispersion curves in terms of eigenvalue and eigenfunction. The derivatives will be used for an adaptive parameter sampling and high-order description of the band structure based on Taylor expansions. The algorithm is able to decide whether two bands cross or not.**Host**

WIAS Berlin

- June 4 – 6, 2015 (Heilig-Geist-Kapelle)
- Workshop/Konferenz: Structured Nonparametric Modeling

more ...**Location**

Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, Spandauer Str. 1, 10178 Berlin**Host**

WIAS Berlin

SFB 649: Ökonomisches Risiko

International Research Training Group 1792

DFG Research Unit 1735

- Wednesday, 03.06.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. S. Patrizi, WIAS Berlin:

Dislocations dynamics: From microscopic models to macroscopic crystal plasticity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

hier**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 02.06.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. P. Dvurechenski, WIAS Berlin:

Random gradient-free methods for web page ranking model learning

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We consider a model of web-pages ranking which is based on a Markov Chain. Ranking vector is defined as a stationary distribution of this MC. Transition probabilities are defined by pages and links features (e.g. number of clicks, time spent on a page) and some unknown parameter vector. The goal is to find this parameter vector such that the model-based ranking vector is in a good consistence with relevance to the queries defined by experts. The problem is formulated as an optimization one which is solved by bilevel algorithm. The inner one calculates approximation for the ranking vector. The outer one is a random gradient-free method with inexact oracle.**Host**

WIAS Berlin

- Thursday, 28.05.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Prof. D. Turaev, Imperial College London, UK:

Chaotic dynamics in nonholonomic systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Thursday, 28.05.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. P. A. Zegeling, Utrecht University:

Adaptive grids for detecting non-monotone waves and instabilities in a non-equilibrium PDE model from porous media

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Space-time evolution described by nonlinear PDE models involves patterns and qualitative changes induced by parameters. In this talk I will emphasize the importance of both the analysis and computation in relation to a bifurcation problem in a non-equilibrium Richard's equation from hydrology. The extension of this PDE model for the water saturation $S$ to take into account additional dynamic memory effects was suggested by Hassanizadeh and Gray in the 90's. This gives rise to an extra emphthird-order mixed space-time derivative term in the PDE of the form $tau nabla cdot [T(S) nabla (S_t)]$. In one space dimension traveling wave analysis is able to predict the formation of steep non-monotone waves depending on $tau$. In 2D, the parameters $tau$ and the frequency $omega$ included in a small perturbation term, predict that the waves may become emphunstable, thereby initiating so-called gravity-driven fingering structures. This phenomenon can be analysed with a linear stability analysis and its effects are supported by the numerical experiments of the 2D time-dependent PDE model. For this purpose, we have used a sophisticated adaptive grid r-refinement technique based on a recently developed monitor function. The numerical experiments in one and two space dimension show the effectiveness of the adaptive grid solver.**Host**

WIAS Berlin

- Wednesday, 27.05.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. F. Hamel, Université d'Aix-Marseille, France:

Transition fronts for monostable reaction-diffusion equations

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, 27.05.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

T. B. Armstrong, Yale University, New Haven, USA:

Adaptive testing on a regression function at a point

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider the problem of inference on a regression function at a point when the entire function satisfies a sign or shape restriction under the null. We propose a test that achieves the optimal minimax rate adaptively over a range of Hölder classes, up to a log log n term, which we show to be necessary for adaptation. We apply the results to adaptive one-sided tests for the regression discontinuity parameter under a monotonicity restriction, the value of a monotone regression function at the boundary, and the proportion of true null hypotheses in a multiple testing problem.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Thursday, 21.05.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. C. Brée, WIAS Berlin:

Solution of the time-dependent Schrödinger equation in a basis of complex-rotated Floquet resonances

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 20.05.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. H. Horng-Shing Lu, National Chiao Tung University, Taiwan:

Network analysis of big data

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 19.05.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. L. Ruthotto, Emory University, Atlanta, USA:

Numerical methods for hyperelastic image registration

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Image registration is an essential task in almost all areas involving imaging techniques. The goal of image registration is to find geometrical correspondences between two or more images. Image registration is commonly phrased as a variational problem that is known to be ill-posed and thus regularization is commonly used to ensure existence of solutions and/or introduce prior knowledge about the application in mind. This talk presents a nonlinear regularization functional based on the theory of hyperelastic materials, which overcomes limitations of the most commonly used linear elastic model. In particular, the hyperelastic regularization functional guarantees that solutions to the variational problem exist and are one-to-one correspondences between the images, which is a key concern in most applications. The focus of this talk is on accurate and fast numerical methods for solving hyperelastic image registration problems. Further, the potential of hyperelastic schemes is demonstrated for real-life medical imaging problems.**Host**

WIAS Berlin

- Wednesday, 13.05.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. J. Rehberg, WIAS Berlin:

On optimal elliptic Sobolev regularity

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, 13.05.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

S.-K. Chao, Humboldt-Universität zu Berlin:

FASTEC: Factorisable sparse tail event curves

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

High-dimensional multivariate quantile analysis is crucial for many applications, such as risk management and weather analysis. In these applications, quantile functions qY ( ) of random variable Y such that PY qY ( ) = at the "tail" of the distribution, namely at close 0 or 1, such as = 1%; 5% or = 95%; 99%, is of great interest. The quantile at level can be interpreted as the lower (upper) bound with condence level 1 ( ) of the possible outcome of a random variable, and the dierence of (qY ( ); qY (1 )) can be interpreted as -range, with = 25% being the special case of interquartile range. While covariance based methods such as principal component analysis do not yield information for the bounds, and are easily corrupted if data are highly skewed and present outliers. We propose a conditional quantile based method which enables localized analysis on quantiles and global comovement analysis for - range for high-dimensional data with factors. We call our method FASTEC: FActorisable Sparse Tail Event Curves. The technique is implemented by factorising the multivariate quantile regression with nuclear norm regularization. As the empirical loss function and the nuclear norm are non-smooth, an ecient algorithm which combines smoothing techniques and eective proximal gradient meth- ods is developed, for which explicit deterministic convergence rates are derived. It is shown that the estimator enjoys nonasymptotic oracle properties under rank sparsity condition. The technique is applied to a multivariate modication of the famous Conditional Autoregressive Value-at-Risk (CAViaR) model of Engle and Manganelli (2004), which is called Sparse Asym- metric Conditional Value-at-Risk (SAMCVaR). With a dataset consists of stock prices of 230 global nancial rms ranging over 2007-2010, the leverage eect documented in previous studies like Engle and Ng (1993) is conrmed, and furthermore we show that the negative lag return increase the distribution dispersion mostly by lowering the left tail of the distribution, which does not yield the potential for gain. Finally, a nonparametric extension of our method is pro- posed and applied on Chinese temperature data collected from 159 weather stations for the classication of temperature seasonality patterns.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 12.05.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

J. Ladenbauer, Technische Universität Berlin:

Low-dimensional spike rate dynamics of coupled adaptive model neurons

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

How the properties of single neurons and their coupling give rise to different types of functionally relevant collective dynamics can be effectively studied using population activity models derived from calibrated model neurons. The activity of single neurons is well described by an integrate-and-fire model that take into account neuronal adaptation. Considering these model neurons, subject to fluctuating inputs and sparsely coupled, the stochastic network dynamics can be characterized using the Fokker-Planck equation, which leads to a model with an inï¬?nite-dimensional state space and nonstandard boundary conditions. In this talk I will present a model reduction approach that well approximates the collective spike rate dynamics by a low-dimensional ordinary differential equation. The reduced description (i) is computationally very efficient, (ii) directly links single neuron properties and network dynamics, and (iii) allows for mathematical analyses of, for example, asynchronous and rhythmic network states.**Further Informations**

Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics**Host**

WIAS Berlin

- Wednesday, 06.05.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. R. Scala, WIAS Berlin:

A weak formulation for a dynamic process in delamination with unilateral constraints

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider a system of two elastic bodies glued along an interface where delamination occurs. We study the evolution of the system where inertial and viscosity terms are taken into account, and where the internal variable linked with the delamination process evolves in a rate-independent way. The evolution is coupled with an unilateral constraint on the jump of the displacement on the interface. We then introduce a weak formulation for the problem and prove an existence result for solutions of it.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 06.05.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. M. Kloft, Humboldt-Universität zu Berlin:

On the statistical properties of L^{p}-Norm multiple kernel learning

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Reproducing kernel Hilbert space methods have become a popular and versatile tool with many application areas in statistics and machine learning, the flagship method being the support vector machine. Nevertheless, a displeasing stumbling block towards the complete automatization of this method remains that of automatic kernel selection. In the seminal work of Lanckriet et al. (2004) , it was shown that it is computationally feasible to simultaneously learn a support vector machine and a linear combination of kernels; this approach is dubbed "multiple kernel learning". In this talk, we discuss a further extension of this methodology, using an ℓ_{q}(q ≥ 1) regularization of the kernel coefficients, which can be understood as enforcing a degree of soft sparsity. We present a statistical analysis of the performance of this method in terms of the convergence of its excess loss, based on precise bounds on its Rademacher complexity. We will also demonstrate the interest of this approach through applications to bioinformatics and image recognition.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Thursday, 30.04.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. A. Caiazzo, WIAS Berlin:

Stabilization at backflow

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In computational fluid dynamics, the presence of incoming flow at open boundaries (backflow) often yields to unphysical instabilities. This issue arises due to the incoming convective energy at the open boundary, which - in general cases - cannot be controlled a priori. In this talk, the state-of-the-art of backflow stabilizations will be overviewed, discussing then two recently proposed approaches. The first is based on adding artificial viscosity on the open boundary along the tangential direction, while the second consists in penalizing the weak residual of a Stokes problem on the boundary. The performance of the methods are assessed through several numerical tests, considering analytic solutions, as well as blood and air flows in complex geometries coming from medical images.**Host**

WIAS Berlin

- Wednesday, 29.04.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. T. Roubíček, Charles University, Prague/Czech Republic:

Damage with plasticity at small strains - an overview of various models

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, 29.04.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. K. Knight, University of Toronto, Canada:

L ∞ estimation in regression

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

L ∞ estimation is not part of the traditional canon of applied regression analysis. And for good reason - it is highly non-robust and potentially very unstable. Nonetheless, in some situations, minimizing the maximum absolute residual is a worthwhile objective. In this talk, we will discuss the properties (both asymptotic and non-asymptotic) of L ∞ estimation in linear regression and describe an approach for "rescuing'' ∞ estimation that can also be applied to non-parametric regression problems.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 28.04.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. Ł. Płociniczak, Wrocław University of Technology, Poland:

Anomalous nonlinear diffusion in porous media: Analytical approximations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

During the last few decades a rapid growth of methods and models based on differential equations of arbitrary order has been observed. This research is, as almost always, motivated in a twofold way - both by the pure mathematical curiosity and by physical phenomena, which adequate description is beyond the classical mathematical modelling. Some of these investigations have given a need for generalizations of the notion of integral and derivative. During this talk I plan to investigate a problem associated with the analysis of differential equations with the fractional derivative. This will be based on my previously published results which develop appropriate mathematical tools and methods. Their main purpose is to transform an integral equation with the fractional derivative into a classical ordinary differential equation. This equation, although more simple, usually cannot be solved analytically. My approach is based on an application of a number of approximation methods such as asymptotic expansions and perturbation theory.**Host**

WIAS Berlin

- Wednesday, 22.04.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. M. M. Malamud, Donetsk National University, Ukraine:

Spectral shift functions for pairs of non-selfadjointness operators

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, 22.04.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. Th. Hohage, Universität Göttingen:

Variational regularization of statistical inverse problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider variational regularization methods for ill-posed inverse problems described by operator equations F(x) = y in Banach spaces. One focus of this talk will be on data noise models: We will present a general framework which allows to treat many noise models and data delity terms in a unied setting, including Gaussian and Poisson processes, continuous and discrete models, and impulsive noise models. Rates of convergence are determined by abstract smoothness conditions called source conditions. In va- riational regularization theory these conditions are often formulated in the form of variational inequalities rather than range conditions for the functional calculus at F0[xy]F0[xy] where xy denotes the exact so- lution. Although this has a number of advantages from a theoretical perspective, there has been a lack of interpretations of variational source conditions for relevant problems. Here we will show for an inverse medium scattering problem that Sobolev smoothness of the contrast implies logarithmic variational source conditions and logarithmic rates of convergence for generalized Tikhonov regularization as the noise level tends to 0. Our general results will be illustrated in the context of phase retrieval problems in coherent x-ray imaging, inverse scattering problems, and parameter identication problems in stochastic dierential equations.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 21.04.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Prof. M. Tretyakov, University of Nottingham, UK:

Long-time numerical integration of stochastic gradient systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In applications such as molecular dynamics it is of interest to compute high-dimensional integrals with respect to a known density. One of the most powerful computational approaches to such problems exploits simulation of ergodic SDEs with the required invariant density. Stochastic gradient systems (Brownian dynamics) represent a class of SDEs suitable for this task. To compute ergodic limits, one needs to simulate SDEs over a long period of time, which requires effective numerical integrators. In this talk we will demonstrate that a non-Markovian method for stochastic gradient systems introduced in [Leimkuhler, Matthews, 2013] is of 1st weak order on finite-time intervals but has second-order accuracy in computing ergodic limits. We describe the transition from the transient to the steady-state regime of this numerical method by estimating the time-dependency of the coefficients in an asymptotic expansion for the weak error, demonstrating that the convergence to 2nd order is exponentially rapid in time. We also provide numerical tests of the theory, including comparisons of the efficiencies of the Euler scheme, the 2nd order Heun method, and the non-Markovian method. The talk is based on a joint work with B. Leimkuhler and C. Matthews (Edinburgh).**Further Informations**

Seminar ``Modern Methods in Applied Stochastics and Nonparametric Statistics'**Host**

WIAS Berlin

- Thursday, 16.04.2015, 14.00 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. W. van Ackooij, Electricité de France R&D, Clamart:

Probabilistic optimization via approximate p-efficient points and bundle methods

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 16.04.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

L. Heltai, SISSA, Italy:

Coupling isogeometric analysis and Reduced Basis methods for complex geometrical parametrizations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Isogeometric analysis (IGA) emerged as a technology bridging Computer Aided Geometric Design (CAGD), most commonly based on Non-Uniform Rational B-Splines (NURBS) surfaces, and engineering analysis.

In finite element and boundary element isogeometric methods (FE-IGA and IGA-BEM), the NURBS basis functions that describe the geometry define also the approximation spaces. The resulting approximation schemes can be used very effectively as a high-fidelity approximation in Reduced Basis (RB) methods, providing a tool for the rapid and reliable evaluation of PDE systems characterized by complex geometrical features.

After a brief overview of the various techniques, I will present an application of this technology, where we address the simulation of potential flows past airfoils, parametrized with respect to the angle of attack and the NACA number identifying their shape, to optimize in real time the trimming of the rigid sail of a catamaran, using RB IGA-BEM.**Host**

WIAS Berlin

- Wednesday, 15.04.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. S. Yanchuk, WIAS Berlin:

Amplitude equations for chains of coupled oscillators

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, 15.04.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. N. Bochkina, University of Edinburgh, UK:

Statistical inference in possibly misspecified nonregular models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Finite dimensional statistical models are usually called nonregular if the regularity assumptions (e.g. of the Cramer-Rao inequality) do not hold. For such models, it is possible to construct an estimator with the rate of convergence that is faster than the parametric root-n rate. I will give an overview of such models with the corresponding rates of convergence in the frequentist setting under the assumption that they are well-specified. In a Bayesian approach, I will consider a special case where the ?true? value of the parameter for a well-specified model, or the parameter corresponding to the best approximating model from the considered parametric family for a misspecified model, occurs on the boundary of the parameter space. I will show that in this case the posterior distribution (a) asymptotically concentrates around the ``true?? value of the parameter (or the best approximating value under a misspecified model), (b) has not only Gaussian components as in the case of regular models (the Bernstein?von Mises theorem) but also Gamma distribution components whose form depends on the behaviour of the prior distribution near the boundary, and (c) has a faster rate of convergence in the directions of the Gamma distribution components. One implication of this result is that for some models, there appears to be no lower bound on efficiency of estimating the unknown parameter if it is on the boundary of the parameter space. I will discuss how this result can be used for identifying misspecification in regular models. The results will be illustrated on a problem from emission tomography. This is joint work with Peter Green (University of Bristol).**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 14.04.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. X. Liu, Chinese Academy of Sciences Beijing, China:

Locating buried objects in a two-layered medium

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We develop an inverse scattering scheme of recovering impenetrable anomalies buried in a two-layered medium. The recovery scheme works in a rather general setting and possesses several salient features. It makes use of a single far-field measurement in the half-space above the anomalies, and works independently of the physical properties of the anomalies. There might be anomalous components of multiscale sizes presented simultaneously. Moreover, the proposed scheme is of a totally direct nature without any inversion involved, and hence it is very fast and robust against measurement noise. Both theoretical foundation and numerical experiments are presented. This extends related results in the literature on recovering multiscale scatterers located in homogeneous space.**Host**

WIAS Berlin

- Tuesday, 17.03.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Yamamoto, University of Tokyo, Japan:

Inverse problems for integro-hyperbolic equations: Kelvin--Voigt model and viscoelasticity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- March 11 – 13, 2015 (WIAS-ESH)
- Workshop/Konferenz: Applied Mathematics and Simulation for Semiconductors

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

University of Lugano

- Tuesday, 10.03.2015, 15.00 Uhr (WIAS-ESH)
- Seminar Laserdynamik

Dr. S. Gurevich, Wilhelms-Universität Münster:

Control and selection of spatio-temporal patterns in dynamic self-assembly systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Self-organization or dynamic self-assembly is a mechanism responsible for the formation of complex structures through multiple interactions among the microscopic components of the system. In the first part of the talk the formation of regular stripe patterns during the transfer of surfactant monolayers from water surfaces onto moving solid substrates is discussed by means of a generalized Cahn-Hilliard model. A combination of numerical simulations and continuation methods is employed to investigate stationary and time-periodic solutions of the model . The second part of the talk deals with the influence of a periodic spatial forcing on the pattern formation in Langmuir-Blodgett transfer experiments. We show that the occurring locking effects enable a control mechanism for the pattern formation process. In the one-dimensional case the parameter range in which patterns are created can be increased and the properties of occurring structures can be adjusted in a broader range. Alternatively, in two dimensions, one-dimensional stripe patterns can be destabilized, giving rise to a multitude of complex two-dimensional structures, including oblique and lattice patterns. In addition, a different control mechanism by means of a modulated transfer velocity is discussed. Our theoretical results predict that this method can also be used as an effective tool to control the pattern formation process.**Further Informations**

Seminar Laserdynamik**Host**

WIAS Berlin

- Friday, 06.03.2015, 10.00 Uhr (WIAS-ESH)

D. Mazzoleni, Università degli Studi di Torino:

Existence, regularity and surgery results for solutions spectral problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk we will consider the following shape optimization problem:

min {F(λ1 (A), . . . , λk (A)) : A ⊂ RN, |A| = 1}, where we denote λi the ith eigenvalue of the Dirichlet Laplacian and | . | the Lebesgue measure. We will first show how it is possible to prove, with 'spectral surgery' techniques, the existence of an optimal domain for the problem above in the class of quasi-open sets (if F is increasing in each variable and lower semicontinuous), thus generalizing a well-known result by Buttazzo and Dal Maso. Moreover we will discuss how surgery methods can be used when a perimeter contraint is added. At the end, we will give some informations on the regularity of the eigenfunctions on optimal domains.**Host**

WIAS Berlin

- Wednesday, 04.03.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. M. Specovius-Neugebauer, Universität Kassel:

How do cracks propagate? Some ideas related to the energy criterion.

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

- Tuesday, 03.03.2015, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. S. Perotto, Politecnico di Milano, Italy:

Adaptive Hierarchical Model (HiMod) reduction for initial boundary value problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The construction of surrogate models is a crucial step for bringing computational tools to practical applications within an appropriate timeline. This can be accomplished by taking advantage of specific features of the problem at hand. For instance, when solving flow problems in networks (in the modeling of blood, oil, water, or air dynamics), the local dynamics are expected to develop mainly along a dominant direction. The interaction between the local and network dynamics calls often for appropriate model reduction techniques. This is the case, for instance, of the so-called Hierarchical Model (HiMod) reduction, devised to deal with problems characterized by a prevalent dynamics, even though the presence of transverse dynamics may be locally significant. The main idea of HiMod consists of introducing a modal discretization for the transverse dynamics coupled with a finite element approximation of the mainstream one [1]. Moving from the original approach where we employ the same number of modes on the whole domain, we have successively introduced a more sophisticated approach, by automatically adapting the number of the modal functions according to the local level of complexity of the problem. This goal is pursued by deriving an a posteriori modelling error analysis, first set in a steady framework [2] and more recently extended to an unsteady setting [3]. An adaptive selection of the space and of the space-time mesh is also accomplished.

Reference:

[1] S. Perotto, A. Ern and A. Veneziani, ''Hierarchical local model reduction for elliptic problems: a domain decomposition approach''. Multiscale Model. Simul., 8 (2010), no. 4, 1102-1127.

[2] S. Perotto and A. Veneziani, ''Coupled model and grid adaptivity in hierarchical reduction of elliptic problems''. J. Sci. Comput., 60 (2014), no. 3, 505-536.

[3] S. Perotto and A. Zilio, ''Space-time adaptive hierarchical model reduction for parabolic equations''. MOX Report no. 06/2015.**Host**

WIAS Berlin

- February 13, 2015 (WIAS-ESH)
- Workshop/Konferenz: Dynamics and Stability of Interacting Nonlinear Oscillators and their Applications

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

Potsdam-Institut für Klimafolgenforschung

- Thursday, 12.02.2015, 16.00 Uhr (WIAS-405-406)
- Forschungsseminar Mathematische Modelle der Photonik

S. Lange, Heinrich Hertz Institut Berlin:

Optical feedback effects in monolithically integrated laser-Mach-Zehnder modulator transmitter PICs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 11.02.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

M. Egert, TU Darmstadt:

On Kato's square root 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, 11.02.2015, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

K. Schade, TU Darmstadt:

Dynamics of nematic liquid crystal flows: The quaslinear approach

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

Liquid crystals are matter in a state between liquid and solid. They flow like a liquid, but their molecular structure is similar to that of a solid crystal. In the most common nematic phase, molecules possess an orientation but no positional order. The Ericksen-Leslie model describes the flow of nematic liquid crystals with Navier-Stokes equations coupled with a diffusion equation governing the behavior of the direction field.

We analyze some Ericksen Leslie systems in a quasilinear setting. We show the local existence of strong solutions using a variant of Clément-Li together with maximal L_{p}-regularity results. We also investigate stability of equilibria with the generalized principle of linearized stability, obtain global existence of strong solutions which are eventually bounded on their maximal existence interval and discuss regularizing effects.**Further Informations**

WIAS-Materialmodellierungsseminar**Host**

WIAS Berlin

- Tuesday, 10.02.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

N. Baldin, Humboldt-Universität zu Berlin:

A new estimator for the volume of a convex set

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 10.02.2015, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. R. Masson, Université de Nice Sophia Antipolis, France:

Gradient scheme discretizations of two phase porous media flows in fractured porous media

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

This talk presents the gradient scheme framework for the discretization of two-phase Darcy flows in discrete fracture networks taking into account the mass exchange between the matrix and the fracture. We consider the asymptotic model for which the fractures are represented as interfaces of codimension one immersed in the matrix domain, leading to the so called hybrid dimensional Darcy flow model. The pressures at the interfaces between the matrix and the fracture network are continuous corresponding to a ratio between the normal permeability of the fracture and the width of the fracture assumed to be large compared with the ratio between the permeability of the matrix and the size of the domain. Two type of discretizations matching the gradient scheme framework are discussed including the extensions of the Hybrid Finite Volume (HFV) and of the Vertex Approximate Gradient (VAG) schemes to the case of hybrid dimensional Darcy flow models. Compared with Control Volume Finite Element (CVFE) approaches, the VAG scheme has the advantage to avoid the mixing of the fracture and matrix rock types at the interfaces between the matrix and the fractures, while keeping the low cost of a nodal discretization on unstructured meshes. The convergence of the gradient schemes is obtained for two phase flow models under the assumption that the relative permeabilities are bounded from below by a strictly positive constant. This assumption is needed in the convergence proof only in order to take into account discontinuous capillary pressures in particular at the matrix fracture interfaces. The efficiency of our approach is shown on numerical examples of fracture networks in 2D and 3D.**Host**

WIAS Berlin

- Tuesday, 10.02.2015, 12.30 Uhr (WIAS-406)
- Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen

Prof. E. Spohr, Universität Duisburg-Essen:

MD Simulations of structure and reaction dynamics at the liquid / solid electrode interface

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 05.02.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. A. Pimenov, WIAS Berlin:

Dynamics of passively mode-locked inhomogeneously broadened lasers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 04.02.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. J. Sprekels, WIAS Berlin:

Optimal boundary control problems for Cahn-Hilliard systems with singular potentials and dynamic boundary conditions

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, 04.02.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

M. Wahl, Universität Mannheim:

Nonparametric estimation in the presence of complex nuisance components

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider the nonparametric random regression model $Y=f_1(X_1)+f_2(X_2)+epsilon$ and address the problem of estimating the function $f_1$. The term $f_2(X_2)$ is regarded as a nuisance term which can be considerably more complex than $f_1(X_1)$. Under minimal assumptions, we prove several nonasymptotic risk bounds for our estimators of $f_1$. Our approach is geometric and based on considerations in Hilbert spaces. It shows that the performance of our estimators is closely related to geometric quantities, such as minimal angles and Hilbert-Schmidt norms. Our results establish new conditions under which the estimators of $f_1$ have up to first order the same sharp upper bound as the corresponding estimators of $f_1$ in the model $Y=f_1(X_1)+epsilon$. As an example we apply the results to an additive model in which the nuisance components are considerably less smooth than $f_1$ or in which the number of components increases with the sample size. If time permits, we also present an extension of the theory to high-dimensional but sparse additive models.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 03.02.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

T. Nagapetyan, WIAS Berlin:

Variance reduced Monte Carlo path simulation method

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In this talk we present a specially designed control variates for estimating smooth terminal functionals of discretized paths, arising from SDE path approximation. Our control variates decrease the variance of the functional down to the order of discretization step in certain power, which allows us under certain regularity conditions to improve significantly the computational cost / error relation for both Multilevel and Single level Monte Carlo (SMC) path simulation methods. We discuss the additional gains, one can achieve via using weak schemes combined with our control variates for SMC path simulation method. Our results are illustrated by several numerical examples.**Host**

WIAS Berlin

- Thursday, 29.01.2015, 16.00 Uhr (WIAS-405-406)
- Forschungsseminar Mathematische Modelle der Photonik

M. Kantner, WIAS Berlin:

Numerical simulation of an electrically pumped single-photon emitter

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 28.01.2015, 10.00 Uhr (WIAS-HVP-4.13)
- Forschungsseminar Mathematische Statistik

Prof. M. Haltmeier, Universität Innsbruck, Österreich:

Extreme value analysis of frame coefficients and applications

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

Consider the problem of estimating a high-dimensional vector from linear observations that are corrupted by additive Gaussian white noise. Many solution approaches for such problems construct an estimate as the most regular element satisfying a bound on the coefficients of the residuals with respect to some frame. In order that the true parameter is feasible, the coefficients of the noise must satisfy the bound. For that purpose we compute the asymptotic distribution of these coefficients. We show that generically a standard Gumbel law results, as it is known from the case of orthonormal bases. However, for highly redundant frames other limiting laws may occur. We discuss applications of such results for thresholding in redundant wavelet or curvelet frames, and for the Dantzig selector.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 27.01.2015, 15.15 Uhr (WIAS-HVP-4.13)
- Oberseminar Nonlinear Dynamics

Prof. A. Azouani, Mohamed Premier University, Morocco:

Feedback control of nonlinear dissipative dynamical systems using general interpolant observables and continuous data assimilation

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

In this work we propose a new feedback control for controlling general dissipative evolution equations using any of the determining systems of parameters (modes, nodes, volume elements, etc...) without requiring the presence of separation in spatial scales, i.e. without assuming the existence of an inertial manifold. For more reaching applications, we present a continuous data assimilation algorithm based on our feedback control ideas in the context of the incompressible two-dimensional Navier-Stokes equations.**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 27.01.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

H. Meinlschmidt, Technische Universität Darmstadt:

Optimalsteuerung des 3D Thermistor-Problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- January 27 – 29, 2015 (WIAS-ESH)
- Workshop/Konferenz: 3rd 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

- Thursday, 22.01.2015, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

S. Rubino, Universidad de Sevilla, Spain:

Finite element approximation of an unsteady projection-based VMS turbulence model with wall laws

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this work we present the numerical analysis and study the performance of a finite element projection-based Variational MultiScale (VMS) turbulence model that includes general non-linear wall laws. We introduce Lagrange finite element spaces adapted to approximate the slip condition. The sub-grid effects are modeled by an eddy diffusion term that acts only on a range of small resolved scales. Moreover, high-order stabilization terms are considered, with the double aim to guarantee stability for coarse meshes, and help to counter-balance the accumulation of sub-grid energy together with the sub-grid eddy viscosity term. We prove stability and convergence for solutions that only need to bear the natural minimal regularity, in unsteady regime. We also study the asymptotic energy balance of the system. We finally include some numerical tests to assess the performance of the model described in this work.**Host**

WIAS Berlin

- Wednesday, 21.01.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. J. A. Griepentrog, Berlin:

On the positivity and the long-time behavior of solutions to discrete-time evolution systems of nonlocally interacting particles

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, 21.01.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. P. Jonas, Eidgenössische Technische Hochschule Zürich, Schweiz:

Invariant prediction and causal inference

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Why are we interested in the causal structure of a data-generating process? In a classical regression problem, for example, we include a variable into the model if it improves the prediction; it seems that no causal knowledge is required. In many situations, however, we are interested in the system's behavior under a change of environment. Here, causal models become important because they are usually considered invariant under those changes. A causal prediction (which uses only direct causes of the target variable as predictors) remains valid even if we intervene on predictor variables or change the whole experimental setting. In this talk, we propose to exploit invariant prediction for causal inference: given data from different experimental settings, we use invariant models to estimate the set of causal predictors. We provide valid confidence intervals and examine sufficient assumptions under which the true set of causal predictors becomes identifiable. The empirical properties are studied for various data sets, including gene perturbation experiments. This talk does not require any prior knowledge about causal concepts.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 20.01.2015, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

S. Tikhomirov, Max-Planck-Institut für Mathematik:

Shadowing and random walks

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider a linear skew product with the full shift in the base and nonzero Lyapunov exponent in the fiber. We provide a sharp estimate for the precision of shadowing for a typical pseudotrajectory of finite length. This result indicates that the high-dimensional analog of Hammel-Yorke-Grebogi's conjecture concerning the interval of shadowability for a typical pseudotrajectory is not correct. The main technique is reduction of the shadowing problem to the ruin problem for a simple random walk**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 20.01.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Jirak, Humboldt-Universität zu Berlin:

Rate of convergence in the (weighted) CLT under weak dependence

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 20.01.2015, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. S. Yoshikawa, Ehime University, Matsuyama, Japan:

Refined proofs of existence and error estimate for the structure-preserving finite difference scheme for the Cahn-Hilliard equation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 15.01.2015, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

S. Pickartz, WIAS Berlin:

Interaction of solitons and dispersive pulses in nonlinear optical fibers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 14.01.2015, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. N. Rotundo, WIAS Berlin:

Diffusive limit of a MEP hydrodynamical model obtained from the Bloch-Boltzmann-Peierls equations for semiconductors

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, 14.01.2015, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. M. Bibinger, Humboldt-Universtät zu Berlin:

Statistics of discretely observed semi-martingales under noise

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider statistical inference with main focus on volatility estimation from discrete noisy observations of a semi-martingale. In the prominent model with*market microstructure noise*, we discuss asymptotically efficient estimation of the integrated volatility matrix in a multivariate setup under high-frequency asymptotics. The estimation methodology along with stable central limit theorems for a general framework, also in presence of jumps, provide a valid approach for analyzing high-frequency financial data. The second part of the talk is devoted to a statistical model with irregular noise designed to describe the evolution of intra-day quotes from limit order books. It is demonstrated that this model with*order microstructure noise*facilitates an improved volatility estimation. We establish the optimal minimax convergence rate.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 13.01.2015, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

Dr. O. Burylko, National Academy of Sciences, Ukraine:

Weak chimeras in minimal networks of coupled phase oscillators

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We suggest a definition for a type of chimera state that appears in networks of indistinguishable phase oscillators. Defining a "weak chimera" as a type of invariant set showing partial frequency synchronization, we show that this means they cannot appear in phase oscillator networks that are either globally coupled or too small. We exhibit various networks of four, six and ten indistinguishable oscillators where weak chimeras exist with various dynamics and stabilities. We examine the role of Kuramoto-Sakaguchi coupling in giving degenerate (neutrally stable) families of weak chimera states in these example networks.**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 13.01.2015, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

N. Willrich, WIAS Berlin:

Results on an automated Lepski's method

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 08.01.2015, 14.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. S. Serfaty, Université Pierre et Marie Curie - Paris 6 (UPMC), France:

Crystallization questions for large systems with Coulomb and Riesz interactions

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Systems of particles with Coulomb, Riesz and logarithmic interactions arise in various settings : an instance is the classical Coulomb gas which in some cases happens to be a random matrix ensemble, another is vortices in the Ginzburg-Landau model of superconductivity, where one observes in certain regimes the emergence of densely packed point vortices forming perfect triangular lattice patterns, named Abrikosov lattices in physics, a third is the study of Fekete points which arise in approximation theory. We will describe tools to study such systems and derive a next order (beyond mean field limit) ``renormalized energy'' that governs microscopic patterns of points and discuss its link with the Abrikosov lattice and crystallization questions. We will also address the statistical mechanics of such systems and how the temperature influences the disorder of the system.

This is based on joint works with Etienne Sandier, Nicolas Rougerie, Simona Rota Nodari, Mircea Petrache, and Thomas Leblé.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Thursday, 18.12.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

R. M. Arkhipov, WIAS Berlin:

Modeling of mode-locking regimes in lasers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 17.12.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Q. M. Zhou, Simon Fraser University, Kanada:

Goodness-of-fit test for model specification

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk, I will introduce information ratio (IR) statistic to test for model misspecification in various models. The IR test was first proposed in my Ph.D. thesis to test for model misspecification of variance/covariance structure in quasi-likelihood inference for cross-sectional data or longitudinal data. The statistic is constructed via a contrast between two forms of information matrix: the negative sensitivity matrix and variability matrix. Under the null hypothesis that the variance/covariance structure is correctly specified, we show that the proposed test statistic is asymptotically distributed as a normal random variable with mean equal to the dimension of the parameter space. Later, this test was further developed to test for model misspecification on parametric structures in stochastic diffuse models. Afterwards, we extend our method to test for model misspecification in parametric copula functions of semi-parametric copula models. We propose a new test constructed via the contrast between "in-sample" and öut-of-sample" pseudo-likelihoods.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 17.12.2014, 10.00 Uhr (WIAS-405-406)
- Halbleiterseminar

Dr. M. Muminov, Universiti Teknologi Malaysia:

On the spectral properties of the two-particle discrete Schrödinger operator

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

We consider a system of two arbitrary quantum particles on a three- dimensional lattice with special dispersion functions (describing site-to-site particle transport), where the particles interact by a chosen attraction potential. We study how the number of eigenvalues of the family of the operators h(k) depends on the particle interaction energy and the total quasimomentum k ∈ T³ (where T³ is a three-dimensional torus). Depending on the particle interaction energy, we obtain conditions under which the left edge of the continuous spectrum is simultaneously a multiple virtual level and an eigenvalue of the operator h(0): We show that, the number of the eigenvalues of h(k) lying outside (or inside) of the essential spectrum is finite.**Further Informations**

WIAS-Halbleiterseminar**Host**

WIAS Berlin

- Tuesday, 16.12.2014, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

Prof. G. Uggla, University Karlstad, Sweden:

Scalar field cosmology and dynamical systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk I?ll discuss Einstein?s field equations and how Killing and homothetic Killing vectors in cosmology in combination with physical first principles, such as general covariance and scale invariance, induce a hierarchical solution space structure, where simpler models act as building blocks for more complicated ones (note that similar considerations are equally applicable when it comes to modified gravity theories). To illustrate the consequences of these quite general aspects, I will consider several examples that will furthermore shed light on a variety of heuristic concepts such as attractor and tracker solutions. I?ll focus on flat FLRW cosmology with a source that consists of: a scalar field representation of a modified Chaplygin gas; monomial scalar fields and perfect fluids; inverse power-law scalar fields and perfect fluids. I?ll show how physical principles can be used to obtain regular dynamical systems on compact state spaces with a hierarchy of invariant subsets and how local and global dynamical systems techniques then subsequently make it possible to obtain a global understanding of the associated solution spaces and their properties.**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 16.12.2014, 10.15 Uhr (WIAS-ESH)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. I. Sim, National Institute for Mathematical Sciences, Daejeon, Republic of Korea:

Multilevel Monte-Carlo method for optimal control problem

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Monday, 15.12.2014, 14.00 Uhr (WIAS-ESH)
- INSTITUTSKOLLOQUIUM

Prof. Dr. S. Christiansen, Helmholtz-Zentrum Berlin für Materialien und Energie GmbH:

Advanced nano-patterned composite materials and their application in energy harvesting and sensing

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We will report on novel nano-patterned composite materials for sensing and energy harvesting. We rely on a wealth of nano-composites composed of silicon (Si) as well as GaN nanowires (NWs) from chemical vapor deposition (CVD) based processing including NW shaping based on reactive ion etching, plasmonic nano-structures realized by patterning with focused ion beam microscopes (FIB) of thin metal layer or particle (silver, gold) and few layer graphene from CVD processing. The NWs show large surface areas that can chemically be functionalized to account for sensing functionality. The graphene requires proper chemical treatment to permit attachment of functional groups. The chemical routes to nano-materials functionalization will be reported. Sensing mechanisms with functional nano-materials can be e.g. of electrical, optical or mechanical nature. Examples will be given for selected cases. Emphasis will reside on optical detection based on the surface-enhanced Raman scattering (SERS) effect. We will report SERS of graphene layers transferred on arrays of split ring resonators (SRRs). Raman enhancement factors per area up to 75 demonstrate the strong plasmonic coupling between graphene and the metamaterial resonances. The SRR/graphene material offers a perspective to control SERS and may pave the way towards advanced SERS substrates that could lead to the detection of single molecules attached to graphene for bio-chemical sensing. For energy harvesting applications we develop Si and GaN nanowires with which Mie modes can be controlled and efficient absorption of solar light can be tuned. The integration of NWs in thin film solarcell concepts with efficiency potential >>15% will be demonstrated. The same type of Si NWs and their applicability to solarfuels generation will be shown.**Further Informations**

Presentation slides**Host**

WIAS Berlin

- Thursday, 11.12.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

M. Hofmann, WIAS Berlin:

Saturation of the all-optical Kerr effect by resonance-enhanced multiphoton ionization

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 10.12.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. J. Naumann, Humboldt-Universität zu Berlin:

On the existence of weak solutions to Prandtl's (1945) one-equation model of turbulence

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, 10.12.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. V. Chernozhukov, MIT, USA:

Gaussian approximations, bootstrap, and Z-estimators when p > > n

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We show that central limit theorems hold for high-dimensional normalized means hitting high-dimensional rectangles. These results apply even when p>> n. These theorems provide Gaussian distributional approximations that are not pivotal, but they can be consistently estimated via Gaussian multiplier methods and the empirical bootstrap. These results are useful for building confidence bands and for multiple testing via the step-down methods. Moreover, these results hold for approximately linear estimators. As an application we show that these central limit theorems apply to normalized Z-estimators of p> n target parameter in a class of problems, with estimating equations for each target parameter orthogonalized with respect to the nuisance functions being estimated via sparse methods. (This talk is based primarily on the joint work with Denis Chetverikov and Kengo Kato.)

References: arXiv:1212.6906 arXiv:1212.6885 arXiv:1304.0282 arXiv:1312.7614**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 09.12.2014, 15.15 Uhr (WIAS-HVP-4.13)
- Oberseminar Nonlinear Dynamics

Prof. Ch. Hayato, Kyushu University, Japan:

A spectral theory of linear operators on a Gelfand triplet and its application to dynamics of coupled oscillators

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

The Kuramoto model is a system of ODEs (coupled oscillators) to describe synchronization phenomena. In this talk, an infinite dimensional Kuramoto model is considered, and Kuramoto's conjecture on a bifurcation diagram of the system will be proved. A linear operator obtained from the linearization of the Kuramoto model has the continuous spectrum on the imaginary axis, so that the dynamics of the system cannot be revealed via the usual spectrum theory. To handle such continuous spectra, a new spectral theory of linear operators based on Gelfand triplets is developed. In particular, a generalized eigenvalue is defined. It is proved that a generalized eigenvalue determines the stability and bifurcation of solutions.**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 09.12.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Malioutov, Northeastern University, Massachusetts, USA:

SCOT modeling, training and homogeneity testing

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 09.12.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. P. Pozzi, Universität Duisburg-Essen:

On anisotropic Willmore flow

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- December 9, 2014 (WIAS-ESH)
- Workshop/Konferenz: XVI. Berliner Mathematica-Tag

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Additive Software GmbH

WIAS Berlin

- Wednesday, 03.12.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. M. Liero, WIAS Berlin:

On the geometry of reaction-diffusion --- The Hellinger-Kantorovich distance

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, 03.12.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

D. Chetverikov, University of California, Los Angeles, USA:

Nonparametric instrumental variable estimation under monotonicity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that restricting the problem to models with monotone regression functions and monotone instruments significantly weakens the ill-posedness of the problem. Under these two monotonicity assumptions, we establish that the constrained estimator that imposes monotonicity possesses the same asymptotic rate of convergence as the unconstrained estimator, but the finite-sample behavior of the constrained estimator (in terms of risk bounds) is much better than expected from the asymptotic rate of convergence when the regression function is not too steep. In the absence of the point-identifying assumption of completeness, we also derive non-trivial identification bounds on the regression function as implied by our two monotonicity assumptions. Finally, we provide a new adaptive test of the monotone instrument assumption and a simulation study that demonstrates significant finite-sample performance gains from imposing monotonicity.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 02.12.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

A. Koziuk, IITP, Moscow, Russia:

Linear hypothesis testing for the case with weak instrumental variables

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In this article novel approach developed by Vladimir Spokoiny and Mayya Zhilova [6] connecting real world log-likelihood with bootstrapped one is exploited for the task of linear hypothesis testing in the problem with weak instrumental variables [1]. It is assumed that testing hypothesis using such a data driven approach would provide a better results comparing to usual asymptotic methods [2],[3] because of asymptotic refinments provided by bootstrap [4].

[1] Donald W.K. Andrews and Xu Cheng. Estimation and inference with weak, semi-strong, and strong identification. Econometrica, 80(5):2153-2211, 2012.

[2] Donald W.K. Andrews, Marcelo J. Moreira, and James H. Stock. Opti- mal two-sided invariant similar tests for instrumental variables regression. Econometrica, 74(3):715-752, 2006.

[3] Isaiah Andrews. Conditional linear combination tests for weakly identified models, 2014.

[4] Joel L. Horowitz. The bootstrap, 2000.

[5] Vladimir Spokoiny. Fisher and wilks expansions and Bernstein - von Mises theorem for growing parameter dimension, 2014.

[6] Vladimir Spokoiny and Mayya Zhilova. Bootstrap confidence sets under a model misspecification, 2014.**Host**

WIAS Berlin

- Thursday, 27.11.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

J. Javaloyes, University of Balearic Island, Department of Physics:

Temporal localized structures in vertical-cavity surface-emitting lasers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Localized structures are nonlinear inhomogeneous states of dissipative extended systems characterized by a correlation range much shorter than the size of the system, thus allowing for individual addressing. In this presentation we will review the results recently obtained on Temporal Localized Structures (TLS) in VCSELs coupled to an external cavity. We show that, when the cavity round-trip is much larger than the medium timescales, this system exhibits a temporal aspect-ratio large enough to host TLS. Three con?gurations will be considered. In the ?rst one the system is submitted to cross-polarization reinjection which leads to the formation of vectorial TLS. Here the TLS are interpreted as topological kinks in the polarisation that is circling around the equator of the Stokes Sphere. In the second one the external cavity is closed by a Resonant Saturable Absorber Mirror, a scheme conventionally used to obtain mode-locked pulses. Here we will show how TLS can be obtained from the well known regime of mode-locking. The third seyup combines optical feedback and optical injection with leads to the regeneration of optical phase slips that we interpret as overdamped Sine-Gordon Solitons.**Further Informations**

Forschungsseminar Mathematische Modelle der Photonik**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- November 26, 2014 (WIAS-ESH)
- Workshop/Konferenz: Festkolloquium zur Verabschiedung von Herrn Dr. Elschner

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

http://www.wias-berlin.de/research/rgs/fg4/kolloq-je65.pdf**Host**

WIAS Berlin

- Wednesday, 26.11.2014, 10.00 Uhr (WIAS-HVP-4.13)
- Forschungsseminar Mathematische Statistik

Prof. U. Schneider, Wirtschaftsuniversität Wien, Austria:

On distributional properties of Lasso-type estimators noise

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

Penalized least-squares estimators, such as the famous Lasso estimator, have been studied intensively in the statistics literature in the past decade. While many aspects of these estimators are well-understood, still, relatively little is known about their distributional properties, such as nite- and large-sample distributions, uniform convergence rates and, in particular, condence sets. We present exemplary results for the adaptive Lasso estimator and discuss why the approach often taken in the literature only gives partial answers.**Further Informations**

Forschungsseminar ``Mathematische Statistik''**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 25.11.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Ladkau, WIAS Berlin:

Robust optimal stopping

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- November 24 – 26, 2014 (WIAS-ESH)
- Workshop/Konferenz: Collective dynamics in coupled oscillator systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

SFB 910 ``Control of self-organizing nonlinear systems: Theoretical methods and concepts of application''

- Thursday, 20.11.2014, 16.00 Uhr (WIAS-405-406)
- Forschungsseminar Mathematische Modelle der Photonik

K. Filonenko, University of Southern Denmark, Mads Clausen Institute:

Spontaneous emission and lasing in plasmonic resonators

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- November 20 – 21, 2014 (WIAS-ESH)
- Workshop/Konferenz: Workshop on Recent Advances in High-Frequency Statistics

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

SFB 649: Ökonomisches Risiko

Xiamen University

DFG Research Unit 1735

- Wednesday, 19.11.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. Ch. V. Pham, Hanoi University of Science, Vietnam:

Homogenization of very rough interfaces

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, 18.11.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

J. Schoenmakers, 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)**Host**

WIAS Berlin

- Tuesday, 18.11.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. Ł. Płociniczak, Wrocław University of Technology, Poland:

Mathematics of the human eye

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 12.11.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. A. Mielke, WIAS Berlin:

On the microscopic origin of generalized gradient structures

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, 12.11.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

E. Mariucci, Laboratoire Jean Kuntzmann, Grenoble, France:

Asymptotic equivalence for discretely or continously observed Lévy processes and Gaussian white noise

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

When looking for asymptotic results for some statistical model it is often useful to dispose of a global asymptotic equivalence, in the Le Cam sense, in order to be allowed to work in a simpler model. In this talk, after giving an introduction to the main characters involved in the Le Cam theory, I will focus on equivalence results for Levy processes. I will discuss global asymptotic equivalences between the experiments generated by the discrete (high frequency) or continuous observation of a path of a Levy process and a Gaussian white noise experiment. I will rst focus on the case in which the considered parameter is the drift function; then the setting will be extended to include the Levy density as an unknown parameter. These approximations are given in the sense of the Le Cam -distance, under smoothness conditions on the unknown drift function and Levy density. All the asymptotic equivalences are established by constructing explicit Markov kernels that can be used to reproduce one experiment from the other.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 11.11.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

A. Andresen, WIAS Berlin:

Two convergence results for an alternation maximizaiton procedure

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Monday, 10.11.2014, 14.00 Uhr (WIAS-ESH)
- INSTITUTSKOLLOQUIUM

Th. Schröder/G. Capellini, Leibniz-Institut für innovative Mikroelektronik (IHP):

Modern Materials Research for "More than Moore" Silicon Microelectronics (T. Schröder) / A Si CMOS compatible Ge laser source on Silicon (G. Capellini)

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 05.11.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. J. Fischer, MPI MIS, Leipzig:

Global existence of renormalized solutions to entropy-dissipating reaction-diffusion systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Consider a single reversible chemical reaction with mass-action kinetics. The corresponding reaction-diffusion equation then formally satisfies an entropy inequality. Nevertheless, in general global existence of solutions for the reaction-diffusion equation has remained an open problem due to the possibly steep growth of the reaction terms. We propose a notion of renormalized solutions for such equations and succeed in proving global existence of solutions for general initial data and coefficients. Our notion of renormalized solutions reduces to the usual notion of weak solutions if the reaction terms are integrable.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 05.11.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. E. Kong, University of Kent at Canterbury, UK:

An adaptive composite quantile approach to dimension reduction for censored data

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Sufficient dimension reduction [Li (1991)] has long been a prominent issue in multivariate nonparametric regression analysis. In this paper, we study dimension reduction(DR) for censored data, where semi-parametric structures are assumed for both the dependent variable and the censoring variable. Incorporating the idea of "redistribution-of-mass'' (Efron, 1967; Portnoy, 2003) for dealing with random censoring, we propose an adaptive composite quantile approach. As a general dimension reduction method, it requires minimal assumptions and is capable of recovering the entire DR spaces for both the dependent variable and the censoring variable and based on numerical evidence is more efficient than some existing methods compared with parametric methods such as the Cox proportional hazard (PH) model and the accelerated failure time (AFT) model, our new approach runs less risk of model misspecification, but retains comparable efficiency due to its use of a structure-adaptive kernel function. Asymptotic results are proved and numerical examples are provided. An application of the new method in the study of the popular primary biliary cirrhosis data, leads to a conclusion more consistent with empirical medical evidence than existing statistical analysis did.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Wednesday, 05.11.2014, 10.00 Uhr (WIAS-HVP-3.13)
- Halbleiterseminar

Prof. Dr. I. Popov, State University of Information Technologies, Mechanics and Optics, St.-Petersburg, Russia:

Spectral problem for chain type nanostructures

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13**Abstract**

The model of quantum graph for nanostructures of chain type is considered. The continuous spectrum is described for chain of rings (particularly in a magnetic field)? for nanoribbon and for decorated chain graph. We discuss the problem of the point spectrum for the corresponding locally perturbed systems.**Further Informations**

WIAS-Halbleiterseminar**Host**

WIAS Berlin

- Tuesday, 04.11.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. R. Hildebrand, WIAS Berlin:

A problem in geometric probability with applications to finance

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 04.11.2014, 10.45 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

L. Bittner, Bergische Universität Wuppertal:

Optimal reliability in design for fatigue life under cyclic thermomechanic loading

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 04.11.2014, 09.30 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. A. L. Diniz, CEPEL, Rio de Janeiro, Brazil:

Stochastic Dual Dynamic Programming (SDDP) for power generation planning -- traditional and risk-averse approaches

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Monday, 03.11.2014, 14.00 Uhr (WIAS-ESH)
- INSTITUTSKOLLOQUIUM

N. Triantafyllidis, Ecole Polytechnique, Laboratoire de Mecanique des Solides & Departement de Mecanique:

Electromagnetic forming: A new coupled variational formulation and solution algorithms

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 29.10.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. D. Li, University of York, UK:

Panel data models with interactive fixed effects and multiple structural breaks

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this paper we consider estimation and inference of common structural breaks in panel data models with interactive fixed effects which are unobservable. We introduce a penalized principal component estimation procedure via adaptive group fused LASSO to detect the multiple structural breaks. Under mild conditions, we show that with probability tending to one our method can correctly determine the unknown number of breaks and consistently estimate the common break dates. Furthermore, to improve the convergence rates, we estimate the regression coefficients through the post-LASSO method and establish the asymptotic distribution theory of the resulting estimators. We also propose a data-driven method to determine the tuning parameter involved in the penalized principal component estimation procedure. The Monte Carlo simulation results demonstrate that the proposed method works well in finite sample case.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 28.10.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Maurelli, WIAS Berlin:

Mean field equations and a model on lithium-ion batteries

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In this talk I will introduce interacting particles systems and their mean field limit and I will then discuss a simple model on lithium-ion batteries, where a mean field interpretation arises naturally. In the first part I will show how a nonlinear partial differential equation (of a certain form) can be interpreted as a mean field limit of an interacting particle system. Advantages of this approach can be both in terms of the physical description of a phenomenon and in terms of simulations. In the second part I will put this into a particular model arising in the study of lithium-ion batteries. I will then discuss intuition and main challenges of this model.**Host**

WIAS Berlin

- Tuesday, 28.10.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. N. Botkin, Technische Universität München:

Modeling of polarized radiation transfer: Application to computed tomography

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 23.10.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Prof. E. Tobisch, Universität Linz, Institut für Analysis, Austria:

Energy cascades in physical systems with small and moderate nonlinearity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We begin with a short overview of main historical concepts of energy cascading: Richardson (1922), Kolmogorov (1941) and Zakharov (1967). First two models are developed for a strongly nonlinear system (strong turbulence of vortexes) and the latter - for a very weakly nonlinear system (weak turbulence of waves). Both models predict a power law shape of the energy spectrum. A new model will be presented which is developed to fill the gap between strong and very weak nonlinearity: The dynamic cascade. Building on the sidebands from a modulational instability, the theory predicts a cascade of energy into additional sidebands, and the detailed cascade is described by the "chain equation". The shape of energy spectrum in common case is exponential but can be reduced to a power law, for some choice of initial excitation. The theory is applied to focusing NLS (water waves) and to mKdV; it is also supported by observations in the experiments with water waves.**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Thursday, 23.10.2014, 10.00 Uhr (WIAS-406)
- Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen

J.-F. Pietschmann, Technische Universität Darmstadt, Department of Mathematics:

Motion and size exclusion - Derivation and properties of non-linear cross-diffusion models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Modelling the transport of particles with size exclusion is of high relevance in many current applications, e.g., in molecular and cell biology. In the case of a single type of particle, various models have been proposed at the continuum level or derived from microscopic models typically leading to nonlinear drift-diffusion equations for the particle density. Less attention has been paid to the case of several different particles, which is, however, very relevant in many practical problems such as the transport of ions through narrow membrane channels. In this talk we will discuss the derivation of such a model based on a formal limit of a jump process and discuss several properties such as existence of solutions and long-time behaviour.**Host**

WIAS Berlin

- October 23, 2014 (WIAS-ESH)
- Workshop/Konferenz: Workshop Berlin-Padova Young Researchers Meeting in Probability

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Technische Universität Berlin

WIAS Berlin

Universität Potsdam

- Wednesday, 22.10.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. D. Wied, TU Dortmund:

Detecting relevant changes in time series models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Most of the literature on change-point analysis by means of hypothesis testing considers null hypotheses in which a certain parameter is constant over time. This presentation takes a different perspective and investigate the null hypotheses of no relevant changes. Here, the difference between the parameter before and after a change point is smaller than a positive threshold. This formulation of the testing problem is motivated by the fact that in many applications a modification of the statistical analysis might not be necessary, if the difference between the parameters before and after the change-point is small. Moreover, the framework allows for constructing confidence intervals. A general approach to problems of this type is developed which is based on the CUSUM principle. For the asymptotic analysis weak convergence of the sequential empirical process has to be established under the alternative of non-stationarity and it is shown that the resulting test statistic is asymptotically normal distributed. Several applications of the methodology are given including tests for relevant changes in the mean, parameter in a linear regression model and distribution function. The finite sample properties of the new tests are investigated by means of a simulation study and illustrated by analyzing a data example from economics.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 21.10.2014, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

Prof. E. Tobisch, Universität Linz, Institut für Analysis, Austria:

Nonlinear resonances in bounded domains

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Evolutionary dispersive nonlinear PDEs with periodic boundary conditions are frequently met among the famous equations of mathematical physics, e.g. Boussinesq eq., Hasegawa-Mima eq., Kadomtsev-Petviashvili eq., Schroedinger eq. and others. We regard a PDE of this class in two space dimensions and with small nonlinearity. This allows reducing the study of entire Fourier space of solutions to the study of resonantly interacting Fourier modes. As resonance condition in this case is equivalent to a Diophantine equation of 6 to 8 variables in high powers, according to the 10th Hilbert problem there exists no general algorithm for solving it. However, the use of a special form of the Diophantine equations appearing in physics in this context allows solving them by the method of q-class decomposition, [1]. Once the solutions of resonance conditions are found, their structure can be studied; its most interesting property turned out to be the decomposition of the Fourier space into non-intersecting subspaces with independent time evolution. Application of these results to the problem of fluid mechanics is briefly described (water waves and atmospheric planetary waves).

References:

[1]. Kartashova E. Nonlinear resonance analysis: Theory, computation, applications (Cambridge University Press, 2010)**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 21.10.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

K. Schildknecht, WIAS Berlin:

Simultaneous statistical inference for epigenetic methylation data

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 21.10.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. E. Vesalainen, University of Jyväskylä, Finland:

Scattering from corners

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Recently, Blasten, Päivärinta and Sylvester proved that, in acoustic medium scattering, rectangular corners in the scatterer (suitably understood) always cause non-trivial scattering at all energies. We describe how to extend this result to all corners of angle smaller than 180º in two dimensions, and to all, except possibly numerably many, circular conical corners in three dimensions.This is joint work with L. Päivärinta and M. Salo.

**Host**

WIAS Berlin

- Thursday, 16.10.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Prof. U. Leonhardt, The Weizmann Institute of Science, Israel:

Transformation optics

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Science Magazine listed transformation optics among the top 10 science insights of the decade 2000-2010. The lecture gives an introduction into this subject that may, literally, transform optics. Transformation optics grew out of ideas for invisibility cloaking devices and exploits connections between electromagnetism in media and in geometries. Within a short time it grew into a lively research area with applications ranging from invisibility and perfect imaging to the quantum physics of black holes. Invisibility has been a subject of fiction for millennia, from myths of the ancient Greeks and Germans to modern novels and films. In 2006 invisibility turned from fiction into science, primarily initiated by the publication of first ideas for cloaking devices and the subsequent demonstration of cloaking for microwaves. Perfect imaging is the ability to optically transfer images with a resolution not limited by the wave nature of light. Advances in imaging are of significant importance to modern electronics, because the structures of microchips are made by photolithography; in order to make smaller structures, light with increasingly smaller wavelength is used, which is increasingly difficult. Black holes are surrounded by horizons that create quantum particles from the virtual particles of the quantum vacuum, Hawking radiation. Understanding and testing this mysterious phenomenon will shed light on connections between quantum physics and general relativity.**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 15.10.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. V. Zagrebnov, Université d'Aix-Marseille, France:

How the spectral theory explains two critical points of Bose condensation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

I discuss how the spectral theory of Laplacian in different geometries is related to a generalised boson condensation à la van den Berg-Lewis-Pulé and to prediction of existence of two critical temperatures. It is curious that this mathematical prediction is tightly related to experimental ``Quasi-Condensate'' (2000-03) of cold gases in the cigar-type traps.**Further Informations**

WIAS-Halbleiterseminar**Host**

WIAS Berlin

- Tuesday, 14.10.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

R. Kruse, TU Berlin:

Numerical solution of stochastic differential equations under one-sided Lipschitz conditions

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In this talk we present a new method of proof which yields the strong order of convergence for Euler-type numerical approximations of stochastic differential equations. Hereby we assume that the drift and diffusion coefficient functions fulfill a suitable one-sided Lipschitz condition and polynomial growth conditions. Our idea of proof relies on a generalization of the notion of C-stability, which originated from deterministic numerical analysis of stiff differential equations.**Host**

WIAS Berlin

- Friday, 10.10.2014, 10.15 Uhr (WIAS-ESH)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Delfour, Université de Montréal, Canada:

Differentials and semidifferentials for metric spaces of shapes and geometries

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Thursday, 09.10.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Prof. R. Čiegis, Vilnius Gediminas Technical University, Lithuania:

On adaptive numerical integration methods for systems of ODEs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk we consider different adaptive strategies for the selection of discrete time steps in simple solvers of ODE problems (e.g. discontinuous Galerkin method DG(0)). The main aim is to compare the well-known adaptivity algorithms based on the Runge rule or embedded pairs of ODE solvers with the optimal integration algorithms based on dual problem error estimation techniques. Complexity analysis results are investigated for some model problems and results of computational experiments are presented.**Further Informations**

Forschunsseminar Mathematische Modelle der Photonik**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

University of Oxford

- Thursday, 09.10.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

P. Lederer, Technische Universität Wien, Austria:

Hybrid Discontinuous Galerkin (HDG) methods for the incompressible Navier--Stokes equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk we discuss a high order Hybrid Discontiuous Galerkin (HDG) method for the incompressible Navier--Stokes equations. The HDG method approximates the solution by independent polynomials on elements and faces. First, we derive the HDG method for the Poisson equation. The same techniques are then applied to the Stokes equation using normal-continuous Raviart--Thomas Finite Elements. We discuss two tricks to reduce the costs of the inter-element trace space and will give some 2D and 3D numerical examples using the convection and rotational formulation of the Navier--Stokes equations.**Host**

WIAS Berlin

- Wednesday, 08.10.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. U. Stefanelli, University of Vienna, Austria:

Carbon geometries as optimal configurations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

I would like to comment on the possibility of describing the geometry of some classes of three-dimensional carbon structures by minimizing suitable configurational potentials. The general aim is that of identifying regimes in which the specific 'objective structures' which can be experimentally observed are energetically favored. In particular, I will mention the case of fullerenes and concentrate on the discussion of nanotubes. This is joint work with E. Mainini, H. Murakawa, and P. Piovano.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 07.10.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. N. Meyendorf, Institut für Keramische Technologien und Systeme IKTS, Berlin:

Heinrich Barkhausen in Berlin and Dresden -- New applications of his ideas for electromagnetic non-destructive evaluation (NDE)

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

After studying Physics Barkhausen graduated as Dr. phil. His Ph.D. thesis ``The problem of generation of vibrations under especial consideration of fast electric vibrations'' was published in 1907 and he immediately received an offer from Siemens Berlin where he worked as Engineer and habilitated in 1910 at the TH Berlin. In 1911 he accepted the world's first professorship in the communications branch of electrical engineering, at the Technical Academy in Dresden (1911) where he worked until his retirement in 1953 with short interruptions. His developments in modern amplifier techniques significantly impacted the electronics technology in Saxony (Germany) and Japan where some of his famous students came from and continued his work. The important effect that caries his name was discovered accidently by applying his new developed amplifiers (Physik. Zeitschrift., XX, 1919. Heinrich Barkhausen ``Zwei mit Hilfe der neuen Verstärker entdeckte Erscheinungen". - Two new phenomenos dicoverd by using the new amplifiers)Today Barkhausen noise measurement is an efficient nondestructive technique for materials characterization. Usually the noise is detected by a coil while the magnetic hysteresis of the test material is cycled by an electromagnet. Due to magnetostrictive effects Barkhausen noise is highly sensitive to materials stresses and can be used for quantitative determination of residual stresses and external mechanical loads. The interaction of the magnetic structure (magnetic Bloch walls) with the microstructure of the material results in Barkhausen noise signals that are very sensitive to microstructure variations. Quantification of plastic deformation, of hardness, tensile strength, yield strength, and hardness depth are typical applications.

Other innovative techniques of creating Barkhausen noise by electric current magnetization (Eddy field technique) or using other related effects like Villary Effect, Matteucci Effect or Procopiu Effect open new areas of applications for ENDE. When an alternating electric current is used to excite a ferromagnetic wire an electric potential noise can be detected within the electric circuit. This noise can be related to the Barkhausen effect and is sensitive to remagnetization processes. The sensitivity of the effect to residual and applied stresses can be used to develop this technique as a principle for stress sensor technology.

Rotation of the Magnetic fields and autocalibration algorithm overcome the present limitation of the technique. A new auto-calibration method was developed to analyze two-dimensional stresses. A fixed calibration function based on defined parameters (determined experimentally) was applied. To adjust the auto-calibration function to the experimental reference values by varying functional parameters, a large number of measurement points were used. A method that can calculate, based on the multi-dimensional stress state at the measuring point, the stress components σxx and σyy for two perpendicular magnetization directions using the Barkhausen Noise effect has been presented.

Barkhausen noise reflects the fractal behavior of the mesoscopic materials behavior during fatigue. It has been shown that determing the fractal dimension of the Barkhausen noise opens essential new applications. The first instrument that applies this principle (FracDim) has been successfully applied for several industrial tasks like for instance evaluation of the remaining service life of large industrial plants and facilities.

Barkhausens major achievement was the development of new amplifier techniques. An established application of high end amplifier technology in NDE is eddy current testing and for instance eddy current testing at very high frequencies up to 100 MHz.

Applications for ultra-high frequency EC technology for low conducting and non-conduction Materials are under development at the Institute for packaging (IAVT) of the University of Dresden that continues Barkhausens legacy.

It has been shown, that eddy current measurement devices cannot only be used for characterizing conductivity and permeability and related properties of electrical conductive materials but also for permittivity characterization of insulating or poor conductive materials. Maxwell?s equations, FEM simulation and experimental research are used to proof this hypothesis. When applying eddy current technology on isotropic materials dielectric properties of the sample influence the measurement results.

That is not only an important finding regarding measurement accuracy in traditional eddy current measurement tasks. It is rather opening a completely new field of application for eddy current technology. Especially the High-frequency technology has the potential to serve for dielectric measurements with its easy applicability and inherent non-destructiveness. A lot of applications are conceivable: Permittivity change can be controlled over time, e.g. for cure monitoring of CFRPs, GFRPs, lacquers or other polymer materials. Local dielectric properties can be mapped with high resolution allowing for example to identify curing defects. And quantitative permittivity measurements are also feasible with a corresponding calibration, e.g. to identify the dielectric volume content within a composite material. Although the eddy current technology can be applied also on insulators like polymers, GFRP or ceramics the most probable application might be testing of poor conductive materials, like CFRP. There it is more suitable than capacitive setups, which struggle with electrode polarization and it has a higher penetration depth than the approaches relying on high-frequency wave propagation. However, independent from the sample characteristic, the HFECD might convince with contact-free measurement, the possibility of single-sided inspection, no need for special sample preparation and a very robust setup.

**Host**

WIAS Berlin

- Thursday, 02.10.2014, 16.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. J. Lang, TU Darmstadt:

Adaptive moving meshes in large eddy simulation for turbulent flows

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In the last years considerable progress has been made in the development of Large Eddy Simulation (LES) for turbulent flows. The characteristic length scale of the turbulent fluctuation varies substantially over the computational domain and has to be resolved by an appropriate numerical grid. We propose to adjust the grid size in an LES by adaptive moving meshes. The monitor function, which is the main ingredient of a moving mesh method, is determined with respect to a quantity of interest (QoI). These QoIs can be physically motivated, like vorticity, turbulent kinetic energy or enstrophy, as well as mathematically motivated, like solution gradient or some adjoint-based error estimator. The main advantage of mesh moving methods is that during the integration process the mesh topology is preserved and no new degrees of freedom are added and therefore the data structures are preserved as well. I will present results for real-life engineering and meteorological applications.**Host**

WIAS Berlin

- September 30 – October 2, 2014 (WIAS-ESH)
- Workshop/Konferenz: Electrochemical Interfaces - Recent Topics and Open Questions

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Tuesday, 30.09.2014, 10.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. W. Huang, University of Kansas, USA:

Computation of eigenvalue problems with anisotropic diffusion operators

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Anisotropic eigenvalue problems can come from application of the Laplace-Beltrami operator to geometric shape analysis and imaging segmentation. They also arise from stability and sensitivity analysis and construction of special solutions for anisotropic diffusion partial differential equations. The latter appears in many areas of science and engineering including plasma physics, petroleum engineering, and image processing. This talk is concerned with finite element computation of those eigenvalue problems, with emphasis on anisotropic mesh adaptation and preservation of basic structures. Both analytical analysis and numerical results are presented.**Host**

WIAS Berlin

- Thursday, 25.09.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. J. Pellerin, WIAS Berlin:

Accounting for the geometrical complexity of geological structural models in Voronoi-based meshing methods

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Depending on the specific method used to build a 3D structural model, and on the exact purpose of this model, its mesh must be adapted so that it enforces criteria on element types, maximum number of elements, and mesh quality. Meshing methods developed for applications others than geomodeling forbid any modification of the input model, that may be desirable in geomodeling to better control the number of elements in the final mesh and their quality.

The objective of this thesis is to develop meshing methods that fulfill this requirement to better manage the geometrical complexity of B-Rep geological structural models. An analysis of the sources of geometrical complexity in those models is first proposed. The introduced measures are a first step toward the definition of tools allowing objective comparisons of structural models and permit to characterize the model zones that are more complicated to mesh. We then introduce two original meshing methods based on Voronoi diagrams: the first for surface remeshing, the second for hybrid gridding. The key ideas of these methods are identical: (1) the use of a centroidal Voronoi optimization to have a globally controlled number of elements of good quality, and (2) combinatorial considerations to locally build the final mesh while sometimes modifying the initial model. The surface remeshing method is automatic and permits to simplify a model at a given resolution. The gridding method generates a hybrid volumetric mesh. Prisms and pyramids fill the very thin layers of the model while the remaining regions are filled with tetrahedra.**Host**

WIAS Berlin

- Wednesday, 24.09.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

J. Zinsl, TU München:

Transport distances and geodesic convexity for systems of degenerate diffusion equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In my talk, I will introduce a Wasserstein-like transport distance between vector-valued measurable functions on the real line generalizing some aspects of the scalar theory by Dolbeault et al. (2009) and Lisini et al. (2010). Using this new distance, we are able to cast certain systems of nonlinear degenerate parabolic evolution equations into the variational framework of gradient ows. I will introduce a sufficient condition for the geodesic convexity of functionals with respect to this new distance. A possible application of this theory is proving existence of weak solutions to a class of systems of second- and fourth-order parabolic evolution equations. This is joint work with Daniel Matthes.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 23.09.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Yamamoto, University of Tokyo, Japan:

Recent results on the forward and inverse problems of fractional diffusion equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 09.09.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. N. Yamazaki, Kanagawa University, Japan:

Optimal control of phase field system with total variation functional as the interfacial energy

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 26.08.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. A. Litvinenko, King Abdullah University of Science and Technology, Saudi Arabia:

Computation of the response surface in the tensor train data

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the polynomial chaos expansion: sparse and full polynomial (multi-index) sets. In the full set, the polynomial orders are chosen independently in each variable, which provides higher flexibility and accuracy. However, the total amount of degrees of freedom grows exponentially with the number of stochastic coordinates. To cope with this curse of dimensionality, the data is kept compressed in the TT decomposition, a recurrent low-rank factorization. PCE computations on sparse grids sets are extensively studied, but the TT representation for PCE is a novel approach that is investigated in this paper. We outline how to deduce the PCE from the covariance matrix, assemble the Galerkin operator, and evaluate some post-processing (mean, variance, Sobol indices), staying within the low-rank framework. The most demanding are two stages. First, we interpolate PCE coefficients in the TT format using a few number of samples, which is performed via the block cross approximation method. Second, we solve the discretized equation (large linear system) via the alternating minimal energy algorithm. In the numerical experiments we demonstrate that the full expansion set encapsulated in the TT format is indeed preferable in cases when high accuracy and high polynomial orders are required.(joint with Sergey Dolgov, Boris N. Khoromskij and Hermann G. Matthies)

**Host**

WIAS Berlin

- August 25 – September 5, 2014 (TUB-MA 041)
- Workshop/Konferenz: BMS-WIAS Summer School ``Applied Analysis for Materials''

more ...**Location**

Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041**Host**

WIAS Berlin

Berlin Mathematical School

- Monday, 18.08.2014, 11.00 Uhr (WIAS-ESH)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Prof. A. Veretennikov, University of Leeds, UK:

On local mixing conditions for degenerate SDEs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In studying ergodic properties of SDEs such as convergence rates to stationary regimes, two major tools are frequently in use: recurrence and local mixing. This talk is devoted mainly to the latter. Beside the simple ``petite sets'' condition, there is a more effective and natural option called Markov-Dobrushin's condition. This condition will be discussed for Ito's SDEs. It will be shown how to verify this condition for non-degenerate, degenerate and highly degenerate equations, in particular with some non-regular drift coefficients. Note that both degeneracy and the lack of regularity prevent from using easily the ``petite sets''; however, Markov-Dobrushin's condition works well.**Further Informations**

Seminar ``Modern Methods in Applied Stochastics and Nonparametric Statistics''**Host**

WIAS Berlin

- Tuesday, 29.07.2014, 15.00 Uhr (WIAS-405)
- FG Stochastische Systeme mit Wechselwirkung

Prof. Dr. M. Kraft, University of Cambridge, UK:

Stochastic particle methods for a granulation process

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405**Host**

WIAS Berlin

- Tuesday, 29.07.2014, 14.00 Uhr (WIAS-405)
- FG Stochastische Systeme mit Wechselwirkung

Prof. Dr. O. Muscato, University of Catania, Italy:

Transport phenomena in silicon semiconductor devices

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405**Host**

WIAS Berlin

- Thursday, 17.07.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Prof. I. Fischer, IFISC (UIB-CSIC), Palma de Mallorca:

Reservoir computing with semiconductor lasers: Exploiting the dimensionality of delay systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 16.07.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. H. Matano, University of Tokyo, Japan:

Propagating terrace for semilinear diffusion equations

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

Freie Universität Berlin

- Tuesday, 15.07.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. S. Lu, Fudan University, Shanghai, China:

A recursive algorithm for multi-frequency acoustic source identification

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We investigate an iterative/recursive algorithm for recovering unknown sources of acoustic field with multi-frequency measurement data. Under some additional regularity assumptions on the source functions, rigorous convergence analysis is presented assuming the background medium is homogeneous and the measurement data is noise-free. Error bound estimate is also provided when the observation data is contaminated by some noise. Numerical illustrations verify the reliability and efficiency of our proposed algorithm.**Host**

WIAS Berlin

- Monday, 14.07.2014, 14.00 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. D. Horstmann, Universität zu Köln:

Anmerkungen zu einer Klasse von Reaktions-Diffusionsmodellen mit Kreuzdiffusion und ihren Lyapunov-Funktionalen

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In ihrer 1998 in den Mathematischen Nachrichten erschienen Arbeit "Global behaviour of a reaction-diffusion system modelling chemotaxis" stellten H. Gajewski und K. Zacharias Lyapunov-Funktionale für das sogenannte klassische Chemotaxismodell von E. F. Keller und L. A. Segel vor. Die Einführung dieser für die Analyse des asymptotischen Verhaltens der Lösungen des Chemotaxismodells wichtigen Hilfsmittel kann ohne Zweifel als ein wichtiger Meilenstein in dem Forschungsgebiet der Chemotaxisgleichungen angesehen werden. In dem Vortrag werden wir uns mit Verallgemeinerungen dieser Lyapunov-Funktionale auf eine größere Klasse von Reaktions-Diffusionsmodellen mit Kreuzdiffusion befassen. Die mit Hilfe der Lyapunov-Funtionale erfolgende Analyse des asymptotischen Verhaltens von Lösungen der im Vortrag betrachteten Modelle führt hierbei unter anderem auf nichtlokale elliptische Randwertproblem und exponentielle Sobolev-Ungleichungen (Moser-Trudinger-Ungleichungen).**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Thursday, 10.07.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

S. K. Ganesan, Indian Institute of Science, Bangalore:

SUPG finite element method for PDEs in time-dependent domains

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk, a stabilized finite element scheme for a convection dominated transient scalar equation in a time-dependent domain will be presented. The deformation of the domain is handled by the arbitrary Lagrangian--Eulerian (ALE) approach, whereas the Streamline Upwind Petrov--Galerkin (SUPG) finite element method is used for the spatial discretization. Further, the backward Euler method is used for the temporal discretization. The derived stability estimates of the proposed numerical scheme will be discussed. Moreover, numerical results obtained for boundary/interior layer problems in a time-dependent domain using the proposed numerical scheme will also be presented.**Host**

WIAS Berlin

- Wednesday, 09.07.2014, 18.15 Uhr (WIAS-ESH)

X. Guo, TU München:

Einstein relation for random walks in random environment

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The Einstein relation describes the relation between the response of a system to a perturbation and its diffusivity at equilibrium. It states that the derivative of the velocity (with respect to the strength of the perturbation) equals the diffusivity. We consider random walks in an iid random environment (RWRE) under perturbation. We obtain the derivative of the speed of the RWRE assuming one of the following: (i) the environment has no drift and the perturbation satisfies a ballisticity condition; (ii) the environment is ballistic. This is a generalized version of the Einstein relation.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 09.07.2014, 17.15 Uhr (WIAS-ESH)

G. Cannizzaro, TU Berlin:

The KPZ equation: Universality and well-posedness

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The KPZ equation is presumed to be a universal object describing random growing surfaces. Nevertheless, it is dramatically ill-posed and various attempts have been made to make sense of it. The Cole-Hopf solution proposed by Bertini and Giacomin was shown to be the physically correct one but it is unfortunately unable to fully capture such a universality. In this talk, after presenting some discrete models, we will give a brief introduction about the new notions of solution established in 2013 independently by Martin Hairer and Massimiliano Gubinelli.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 09.07.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. P. Dondl, Durham University, UK:

Energy estimates, relaxation, and existence for strain gradient plasticity with cross hardening

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider a variational formulation of gradient elasto-plasticity subject to a class of single-slip side conditions. Such side conditions typically render the associated boundary-value problems non-convex. We first show that, for a large class of plastic deformations, a given single-slip condition (specification of Burgers' vectors and slip planes) can be relaxed by introducing a microstructure through a two-stage process of mollification and lamination. This yields a relaxed side condition which only prescribes slip planes and allows for arbitrary slip directions. This relaxed model can be thought of as an aid to simulating macroscopic plastic behavior without the need to resolve arbitrarily fine spatial scales. We then discuss issues of existence of solutions for the relaxed model.

Finally, we apply this relaxed model to a specific system, in order to be able to compare the analytical results with experiments. A rectangular shear sample is clamped at each end, and is subjected to a prescribed horizontal, modelled by an appropriate Dirichlet condition. We ask: how much energy is required to impose such a shear, and how does the energy depend on the aspect ratio of the sample? Assuming that just two slip systems are active, we show that there is a critical aspect ratio, above which the energy is strictly positive, and below which it is zero. Furthermore, in the respective regimes determined by the aspect ratio, we prove energy scaling bounds, expressed in terms of the amount of prescribed shear.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Tuesday, 08.07.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Zhilova, WIAS-Berlin:

Non-asymptotic confidence bounds via multiplier bootstrap

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 03.07.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

H. Christopher, HU Berlin und Ferdinand-Braun-Institut:

Highly stable mode-locked diode laser system for precision comparisons in microgravity

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 02.07.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. K. Disser, WIAS Berlin:

Asymptotic behaviour of a rigid body with a cavity filled by a viscous liquid

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, 02.07.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. S. van de Geer, Eidgenössische Technische Hochschule Zürich, Switzerland:

Condence intervals using the graphical lasso (joint work with Jana Jankova)

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Over the recent years much statistical theory and methodology for high-dimensional problems has been developed. However, the question of statistical inference in the sense of testing and condence intervals is less well addressed. In this talk, we consider data consisting of i.i.d. copies a high-dimensional vector X. The aim is to estimate the precision matrix (the inverse of the covariance matrix of X). We use the graphical Lasso as initial estimator and then "de-sparsify" it. Under certain (sparsity) conditions the entries of this new estimator are asymptotically normal. This leads to the construction of asymptotic condence intervals. We illustrate the theory with a simulation study. We also discuss the extension to other l1-penalized M-estimators and the concept of worst possible sub-directions.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Monday, 30.06.2014, 14.00 Uhr (WIAS-ESH)
- INSTITUTSKOLLOQUIUM

Prof. Dr. J. Neugebauer, Max-Planck-Institut für Eisenforschung, Düsseldorf:

Efficient coarse graining of stochastic high-dimensional configuration spaces as fundament for a fully ab initio based materials design

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

A recurring mathematical challenge in developing simulation techniques to describe and predict materials properties on the computer is the occurrence of interacting many-particle systems on all relevant length and time scales. In the talk I will give a brief overview about the concepts and methods we have developed over the last years and that allow us to describe materials properties from the quantum mechanical level all the way up to engineering quantities. A particular emphasize will be put on novel algorithmic strategies to accurately yet computationally efficiently coarse grain the sampling of stochastic high-dimensional configuration spaces. Applying these strategies allows to use highly accurate but computationally expensive ab initio calculations as input and thus to reach a predictive accuracy that was hitherto not achievable. The performance of this approach will be discussed for a few examples: The design of next-generation ultra-high-strength steels, medical implants with tailored elastic properties but also how to address failure mechanisms that often delay or prevent the introduction of new materials.**Host**

WIAS Berlin

- Monday, 30.06.2014, 10.15 Uhr (WIAS-ESH)
- Seminar Elliptische Partielle Differentialgleichungen

R. Neumayer, University of Texas at Austin, USA:

A stability result for the anisotropic isoperimetric inequality

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

For a set E that almost minimizes perimeter among sets of the same volume, quantitative isoperimetric inequalities measure how "close" this set is to the unique perimeter minimizer. A recent paper of Fusco and Julin gives quantitative control of the oscillation of the boundary of such a set. In this talk, we will generalize this result for the anisotropic case, where perimeter is weighted with respect to some fixed convex set K.**Further Informations**

Seminar**Host**

WIAS Berlin

- Thursday, 26.06.2014, 14.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

M. Schäffner, Universität Würzburg:

About an analytical approach to a quasicontinuum method via Gamma convergence

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

Quasicontinuum (QC) methods are computational techniques to reduce the complexity of atomistic simulations in a static setting. The main idea is to couple atomistic and continuum models.

I will present recent results with A. Schlömerkemper, where we aim at a mathematically rigorous verification of a QC method in the context of fracture mechanics. To this end, we start from a one-dimensional system and consider a chain of atoms with nearest and next-to-nearest neighbour interactions of Lennard-Jones type and focus on the so called quasinonlocal quasicontinuum approximation. We derive a development by Γ-convergence of this QC approximation and compare the limiting functional and its minimizers with those obtained for a fully atomistic system. In particular, it turns out that the discretization in the continuum region has an impact on the validity of the QC approximation. See arXiv:1405.6122 for details.**Further Informations**

WIAS-Materialmodellierungsseminar**Host**

WIAS Berlin

- Wednesday, 25.06.2014, 18.15 Uhr (WIAS-ESH)

Prof. Dr. Y. Kifer, Hebrew University, Jerusalem, Israel:

Poisson and compound Poisson asymptotics in conventional and nonconventional setups

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The Poisson limit theorem which appeared in 1837 seems to be the first law of rare events in probability. Various generalizations of it and estimates of errors of Poisson approximations were obtained in probability and more recently this became a popular topic in dynamics in the form of study of asymptotics of numbers of arrivals at small (shrinking) sets by a stochastic process or by a dynamical system. I will describe recent results on Poisson and compound Poisson asymptotics in a nonconventional setup, i.e. for numbers of events of multiple returns to shrinking sets, namely, for numbers of combined events of the type {ω: ξ (jn, ω) ∈ Γ_{N}, j = 1,...,l}, n ≤ N where ξ(k,ω) is defined as a stochastic process from the beginning or it is built from a dynamical system by writing ξ(k,ω) = T^{k}ω. We obtain an essentially complete description of possible limiting behaviors of distributions of numbers of multiple recurrencies to shrinking cylinders for φ-mixing shifts and some of the results are new even for the widely studied single (conventional) recurrencies case.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 25.06.2014, 17.15 Uhr (WIAS-ESH)

B. Rehle, TU Berlin:

Disorder and homogenization in the parabolic Anderson model

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The Parabolic Anderson Model is a paradigmatic toy model for transport in disordered media. Concretely, one considers the discrete heat equation with a random potential term representing a disordered environment of sources and sinks. The homogenizing effect of the heat flow competes with the potentially localizing effect of the random environment. This is reflected in the behavior of solutions but also - more abstractly - in the spectrum of the corresponding random Schrödinger operator. A refined picture of this competition can be obtained by considering variants of the problem with rescaled disorder or diffusivity. In the talk, we will review known results and present current lines of research.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 25.06.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. M. Demuth, TU Clausthal:

On the distribution of eigenvalues for non-selfadjoint operators

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, 25.06.2014, 14.00 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. J. Haskovec, KAUST, Kingdom of Saudi Arabia:

Mathematical analysis of a system for biological network formation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Motivated by recent physics papers describing rules for natural network formation, we study an elliptic-parabolic system of partial differential equations proposed by Hu and Cai. The model describes the pressure field thanks to Darcy's type equation and the dynamics of the conductance network under pressure force effects with a diffusion rate D representing randomness in the material structure. We prove the existence of global weak solutions and of local mild solutions and study their long term behavior. It turns out that, by energy dissipation, steady states play a central role to understand the pattern capacity of the system. We show that for a large diffusion coefficient D, the zero steady state is stable. Patterns occur for small values of D because the zero steady state is Turing unstable in this range; for D=0 we can exhibit a large class of dynamically stable (in the linearized sense) steady states.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 25.06.2014, 14.00 Uhr (WIAS-405-406)
- Seminar Numerische Mathematik

Prof. L. Rebholz, Clemson University, USA:

A connection between coupled and penalty projection timestepping schemes with FE spatial discretization

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

We prove that in finite element settings where the divergence-free subspace of the velocity space has optimal approximation properties, the solution of Chorin/Temam projection methods for Navier-Stokes equations equipped with grad-div stabilization with parameter $gamma$, converge to the associated coupled method solution with rate $gamma^-1$ as $gammarightarrow infty$. We prove this first for backward Euler schemes, and then extend the results to BDF2 schemes, and finally to schemes with outflow boundary conditions. Several numerical experiments are given which verify the convergence rate, and show how using projection methods in this setting with large grad-div stabilization parameters can dramatically improve accuracy.

Joint work with A. Linke (WIAS), M. Neilan (Pitt), and N. Wilson (Michigan Tech)**Host**

WIAS Berlin

- Wednesday, 25.06.2014, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Dr. S. Hittmeir, RICAM, Linz, Austria:

Nonlinear diffusion and additional cross-diffusion in the Keller--Segel model

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

hier**Further Informations**

WIAS-Materialmodellierungsseminar**Host**

WIAS Berlin

- Tuesday, 24.06.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

J. Haeppoelae, King Abdullah University, Saudi Arabia:

Weak approximation of SDE by a mean square error adaptive multilevel Monte Carlo method

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We present a multilevel Monte Carlo (MLMC) method for weak approximation of stochastic di?erential equations (SDE) that uses an a posteriori strong error adaptive Euler?Maruyama step-size control in the numerical integration of SDE realizations. Strong error adaptivity turns out to be useful for weak approximation MLMC methods since it provides a reliable and e?cient way to control the statistical error of the weak approximation MLMC estimator. For a large set of low-regularity weak approximation problems the adaptive Euler?Maruyama method produces an approximation to a predescribed accuracy with a lower asymptotic cost than what typically can be obtained by the uniform time-step Euler?Maruyama MLMC method on the given set of problems. The cost reduction is illustrated in numerical studies of a 1D and a higher dimensional low-regularity weak approximation problem.**Host**

WIAS Berlin

- Tuesday, 24.06.2014, 13.00 Uhr (WIAS-ESH)
- Seminar Laserdynamik

Prof. V. Kocharovskii, Russian Academy of Sciences, Institute of Applied Physics:

Dynamical and spectral features of superradiant lasing

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Further Informations**

Seminar Laserdynamik**Host**

WIAS Berlin

- Wednesday, 18.06.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

P. Kokoschka, Colorado State University, USA:

Functional framework for high frequency financial data with focus on regression and predictability of intraday price curves

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The talk will introduce the concept of a functional time series and focus on two specific statistical problems for such series, both motivated by intraday price curves. We explain how intraday price curves can be transformed to form an approximately stationary functional time series. We consider a contemporaneous regression of such transformed daily curves on risk factors, which may be daily functions as well. We then present a significance test designed to determine if the shape of an intraday price curve can be predicted from the past shapes of such curves.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 17.06.2014, 15.15 Uhr (FU Berlin)
- Oberseminar Nonlinear Dynamics

J. Rademacher, Universität Bremen:

Patterns in Landau-Lifschitz-Gilbert-Slonczewski equations for spintronic devices with aligned fields

more ...**Location**

Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130**Abstract**

The self-organized emergence of spatio-temporal patterns is a ubiquitous phenomenon in nonlinear processes on large homogeneous domains. In this talk a class of Landau-Lifshitz-Gilbert-Slonczewski equations is studied from this viewpoint, highlighting various aspects of the theory. The model describes magnetization dynamics in the presence of an applied field and a spin polarized current. Here we consider the case of axial symmetry and focus on coherent structure solutions that occur due to the symmetry in one space dimension. This is joint work with Christof Melcher (RWTH).**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 17.06.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Priv.-Doz. Dr. P. Mathé, WIAS Berlin:

Overcoming saturation is Bayesian inverse problems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- June 15 – 20, 2014 (BBAW)
- Workshop/Konferenz: The International Symposium of Finite Volumes for Complex Applications VII

more ...**Location**

BBAW, Markgrafenstr. 38, 10117 Berlin**Host**

WIAS Berlin

- Thursday, 12.06.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

E. Queirolo, EPFL, Lausanne, Switzerland:

Isogeometrical analysis for Navier-Stokes equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Isogeometrical analysis is a new numerical method to discretize PDEs, based on NURBS. Such setting is more flexible that the usual FEM and has not yet been studied in depts. In this project, the construction of coupled spaces satisfying the Stokes and Navier-Stokes inf-sup condition is the main focus.**Host**

WIAS Berlin

- Thursday, 12.06.2014, 10.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

A. Fiebach, Physikalisch-Technische Bundesanstalt Berlin:

An introduction to semiconductor device simulation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The simulation of fabrication processes for microelectronic devices is one possible application of the methods studied in the thesis. The simulation of the electrical op- eration is crucial in the development of semiconductor devices. Drift terms have to be added and the resulting drift-diffusion model, formulated by van Roosbroeck, is a well accepted mathematical description of charged carrier transport in semiconduc- tor devices. In the first part of the talk the model is introduced and the qualitative properties of the equations will be summarized. Next, a discretization in space and time of the system is derived which preserves the physical properties of the continuous problem. The application of the numerical method to a CCD sensor illustrates the working principle of many electronic cameras.

**Results of the thesis**

The talk gives an short overview of the results of my thesis. First a model for reaction- diffusion systems with reversible reactions is introduced which is suitable for hetero- geneous materials. Then a Voronoi finite volume method in space and implicit Euler in time discretization is introduced. Next, the new analytical results concerning the discretized problem obtained in the thesis will be summarized. A numerical example will demonstrate the stability of the method.**Host**

WIAS Berlin

- Wednesday, 11.06.2014, 18.15 Uhr (WIAS-ESH)

Prof. Dr. F. Delarue, Université Nice Sophia-Antipolis, CNRS, France:

Master equation for mean-field games

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Mean field games are part of large population stochastic control. The point is to describe asymptotic Nash equilibria within a large (asymptotically infinite) population of controlled players interacting one with another in a mean-field way. The purpose of the talk is to make rigorous the notion of master equation. The master equation is a PDE built on the space of measures. It encapsulates all the necessary information to describe an equilibrium. Part of talk will be dedicated to the construction of a solution, based on the analysis of the flow of a suitable forward-backward SDE system. To conclude, I will show how to use the master equation to justify the passage from a finite population to an infinite one.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 11.06.2014, 17.15 Uhr (WIAS-ESH)

M. Leimbach, TU Berlin:

Noise-induced strong stability

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be stable - in the sense that for each initial condition there is almost surely no explosion. Furthermore, the associated Markov process even admits an invariant probability measure. The question of interest is whether the noise also induces a stronger concept of stability, namely the existence of an attractor. We give two examples which answer the question in different ways. Joint work with M. Scheutzow.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 11.06.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. K. Schmidt, Technische Universität Berlin:

Symmetric local absorbing boundary conditions for the Helmholtz 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, 11.06.2014, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Dr. H. Lacoin, Université Paris Dauphine, France:

Description of the phase diagram of Gaussian multiplicative chaos

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Further Informations**

Materialmodellierungsseminar**Host**

WIAS Berlin

- Wednesday, 11.06.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. Y. Chang, Indiana University, USA:

Regime switching model with endogenous auroregressive latent factor

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

This paper introduces a model with regime switching, which is driven by an autoregressive latent factor correlated with the innovation to the observed time series. In our model, the mean or volatility process is switched between two regimes, depending upon whether the underlying autoregressive latent factor takes values above or below some threshold level. If the latent factor becomes exogenous, our model reduces to the conventional markov switching model, and therefore, our model may be regarded as an extended markov switching model allowing for endogeneity in regime switching. Our model is estimated by the maximum likelihood method using a newly developed modified markov switching filter. For both mean and volatility models that are frequently analyzed in markov switching framework, we demonstrate that the presence of endogeneity in regime switching is indeed strong and ubiquitous.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 10.06.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

T. Nagapetyan, WIAS Berlin:

Multi-level Monte Carlo for approximation of distribution functions and an application to AF4

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

The multi-level Monte Carlo approach is a powerful variance reduction technique, which is applied, in particular, in the context of stochastic differential equations. While the standard task is to compute the expectation of a real-valued functional on the path space, in this talk we discuss how to approximate its distribution function or density on a compact interval in this talk. We illustrate the basic idea of multi-level Monte Carlo, and we establish upper bounds for the error of suitable algorithms. Moreover, we briefly discuss an application to asymmetric flow field flow fractionation (AF4), which is a process engineering technique for the separation of nanoparticles.**Host**

WIAS Berlin

- Thursday, 05.06.2014, 16.00 Uhr (HU-Humb.Kab)
- Forschungsseminar Mathematische Modelle der Photonik

PD Dr. S. Yanchuk, Humboldt-Universität zu Berlin:

From nonlinear dynamics to lasers and back

more ...**Location**

Institut für Mathematik der Humboldt-Universität-, Rudower Chaussee 25, 12489 Berlin, Humboldt-Kabinett, 1.Etg.**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 04.06.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. D. Kristensen, University College London, UK:

What drives the Yield curve?

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We develop nonparametric tests for term structure dynamics to be driven by a nite number of Markov factors in a continuous-time setting. The tests are based on nonparametric estimators of the model developed under the null of the Markov hypothesis and under the alternative, respectively. We then reject the null if the estimators are statistically dierent from each other. The tests do not rely on particular functional form assumptions and so are able to disentangle the Markov hypothesis from functional form hypotheses. In particular, it allows us to test the hypothesis that the short term interest rate follows a time-homogeneous univariate Markov diusion; such a structure is frequently considered in the term structure literature. In an empirical application, we implement estimators and tests on US term structure data.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 03.06.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. P. Dvurechenskii, Moscow Institute of Physics and Technology, Russia:

Gradient methods for convex problems with stochastic inexact oracle

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

The first goal of the talk is to familiarize listeners with recent results by Olivier Devolder, Francois Glineur, and Yurii Nesterov concerning convex optimization problems with inexact oracle. Two levels of inexactness are considered: a deterministic one, which means that the function is convex and approximately smooth; and stochastic one, which means that we are alowed to calculate only stochastic approximation of the function value and gradient. In his PhD thesis O. Devolder showed that dual gradient method for such problems has slow convergence rate but doesn't accumulate the error of the oracle. On the contrary the fast gradient method has faster convergence rate but linearly accumulates the oracle error. O. Devolder proposed an intermediate gradient method (IGM) for inexact oracle. This method allows to play with tradeoff between the speed and error accumulation depending on the problem parameters. The second goal of the talk is to present a new IGM which can be applied to the problems with composite structure, stochastic inexact oracle and non-euclidean setup. Joint work with Alexander Gasnikov.**Host**

WIAS Berlin

- Tuesday, 03.06.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. T. Arens, Karlsruher Institut für Technologie:

Indicator functions for shape reconstruction related to the linear sampling method

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 28.05.2014, 18.15 Uhr (WIAS-ESH)

Prof. Dr. V. Kolokoltsov, University of Warwick, UK:

Interacting particle systems, nonlinear Markov processes and SDEs driven by nonlinear Levy noise

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We shall discuss general approaches to the analysis of the dynamics of interacting particle systems, their dynamic law of large numbers and the dynamic central limit for the fluctuations, stressing both analytic aspects (nonlinear Markov semigoups and processes) and probablistic (weak SDEs driven by nonlinear Levy noise). Recent developments include the application to stochastic control (e.g. mean field games) with various applications in economics and finances.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 28.05.2014, 17.15 Uhr (WIAS-ESH)

J. Chorowski, HU Berlin:

Spectral estimation of volatility coefficient of scalar diffusion

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We consider one dimensional diffusion process observed at regularly sampled time points, with fixed time between observations. We give example of optimal estimator of diffusion coefficients, based on spectral properties of the transition semi group. We investigate the behavior of this estimator when time between observations decreases to zero and discuss its effectiveness in high frequency regime. Joint work with M. Reiß.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 28.05.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. C. Kreisbeck, WIAS Berlin:

Thin-film limits of functionals on A-free vector fields

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, 28.05.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. M. Chichignoud, Eidgenössische Technische Hochschule Zürich, Schweiz:

On bandwidth selection in empirical risk minimization

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The well-known Goldenshluger-Lepski method (GLM) allows to select multi-dimensional bandwidths (possibly anisotropic) of kernel estimators and provides optimal results in this setting. Ho- wever, GLM requires some linearityproperty, which is not satised in empirical risk minimization (where a bandwidth is involved in the empirical risk). One typically deals with this issue in local M-estimation such as local median estimate or local maximum-likelihood estimate; and in statistical learning with noisy data such as in quantile and moment estimation, in discriminant analysis and in clustering. Many of these studies lead to data-driven procedures selecting isotropic bandwidths, however, none of them allows anisotropic bandwidth selection. We present a novel data-driven selection of anisotropic bandwidths in the large setting of empirical risk minimization. The selection consists of comparing gradient empirical risks (instead of comparing estimators). It can be viewed as a non-trivial improvement of GLM to non-linear estimators. This method allows us to derive excess risk bounds - with fast rates of convergence - in noisy clustering as well as adaptive minimax results for pointwise and global estimation in nonparametric regression.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 27.05.2014, 15.15 Uhr (FU Berlin)
- Oberseminar Nonlinear Dynamics

Prof. D. Turaev, Imperial College London, UK:

Exponential and super-exponential growth of the number of periodic orbits in iterated function systems

more ...**Location**

Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 27.05.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. L. Ruthotto, University of British Columbia, Vancouver, Kanada:

Numerical methods for hyperelastic image registration

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Image registration is an essential task in almost all areas involving imaging techniques. The goal of image registration is to find geometrical correspondences between two or more images. Image registration is commonly phrased as a variational problem that is known to be ill-posed and thus regularization is commonly used to ensure existence of solutions and/or introduce prior knowledge about the application in mind. This talk presents a nonlinear regularization functional based on the theory of hyperelastic materials, which overcomes limitations of the most commonly used linear elastic model. In particular, the hyperelastic regularization functional guarantees that solutions to the variational problem exist and are one-to-one correspondences between the images, which is a key concern in most applications. The focus of this talk is on accurate and fast numerical methods for solving hyperelastic image registration problems. Further, the potential of hyperelastic schemes is demonstrated for real-life medical imaging problems from Positron Emission Tomography (PET), Diffusion Tensor Imaging (DTI), and Dynamic Contrast Enhanced MRI (DCE-MRI).**Host**

WIAS Berlin

- Tuesday, 27.05.2014, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Prof. G. R. Barrenechea, University of Strathclyde, UK:

Curing inf-sup deficiencies: Two quick examples

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

One rather standard way of justifying stabilised finite element methods is to prove that they cure the inf-sup deficiency associated to a given pair of finite element spaces. In this talk, I will describe how this study can be made in order to derive a stabilised finite element method (in the spirit of the ``minimal stabilisation approach'' by F. Brezzi and M. Fortin). Then, I will present the application of this idea to two different problems. More precisely, in the first part of the talk I will present a stabilised finite element method for the Reissner-Mindlin plate problem, and in the second part I will briefly present a stabilised finite element method for a fictitious domain formulation. The work presented in this talk has been carried out in collaboration with T. Barrios (UCSC, Concepcion, Chile), F. Chouly (Besancon, France), and A. Wachtel (Strathclyde).

'A paso lento, como bostezando, como quien besa el barrio al irlo pisando'**Host**

WIAS Berlin

- Tuesday, 27.05.2014, 10.15 Uhr (WIAS-ESH)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Yamamoto, University of Tokyo, Japan:

Inverse source problems for evolution equations: Detection of stationary and moving sources

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Thursday, 22.05.2014, 14.00 Uhr (WIAS-405-406)
- Seminar Numerische Mathematik

Dr. H. Stephan, WIAS Berlin:

Deterministic and stochastic evolution equations and their connections

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

The aim of the talk is to show the connections of some analytic and stochastic concepts. All is presented from an analytical point of view. We give an overview of some evolution equations describing deterministic and stochastic problems in classical physics. We discuss the connections of the following equations and systems (given by its authors): Newton, Lagrange, Hamilton, Liouville (deterministic problems) and Langevin, Fokker-Planck, Kolmogorov-Chapman (stochastic problems).**Host**

WIAS Berlin

- Wednesday, 21.05.2014, 17.30 Uhr (WIAS-ESH)

Prof. Dr. W. A. Woyczynski, Case Western Reserve University, Cleveland, USA:

Interplay between the nonlinear and nonlocal components of diffusions driven by Levy processes

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

One of the motivations of our program was to develop understanding of the interplay between the nonlinear and nonlocal components in evolution equation driven by the infinitesimal generators of stochastic processes with jumps, such as Levy processes and flights. In particular, we also studied probabilistic approximations (propagation of chaos) for several extensions of the classical quasilinear and strongly linear PDEs, including the conservation laws, porous medium and Hamilton-Jacobi equations, and reaction-diffusion type equations for Darwinian evolutionary population models where the hydrodynamic limits may still preserve some "background" random noise.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- May 21 – 22, 2014 (WIAS-ESH)
- Workshop/Konferenz: First Berlin-Singapore Workshop on Quantitative Finance & Financial Risk

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

National University of Singapore

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Tuesday, 20.05.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr Th. Dickhaus, WIAS (Berlin):

Control of the false discovery rate under positive dependency

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 20.05.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. A. Schmidt, Universität Bremen:

FEM for phase transitions in melting and welding processes

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We consider the simulation of solid-liquid phase transitions in the context of welding processes, material accumulation by melting, and similar. The model includes heat transfer, melting and solidification, and free surface melt flow. Special care is needed expecially where different free boundaries meet.

The talk presents joint work with Eberhard Bänsch and Jordi Paul (Erlangen) and Mischa Jahn and Andreas Luttmann (Bremen).**Host**

WIAS Berlin

- Tuesday, 20.05.2014, 10.00 Uhr (WIAS-HVP-3.13)
- Seminar Laserdynamik

Dr. D. Kulikov, Yaroslavl State University:

Local bifurcations of the generalized Kuramoto-Sivashinsky equation (Talk in Russian language)

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 3. Etage, Raum: 3.13**Abstract**

Kuramoto-Sivashinsky equation with periodic boundary value condition is considered. The stability of the homogeneous status of equilibrium is investigated as well as the local bifurcation of the spatially non-homogeneous t periodic solutions. It is shown that these solutions form two-dimensional invariant manifolds. These manifolds can be stable or unstable but all solutions of these manifolds are always unstable. The bifurcation problem is reduced to investigation of a system of ordinary differential equations (normal form). This normal form was constructed by a modified Krylov-Bogolubov algorithm. These normal forms can be used to explain a ripple topography induced by ion bombardment**Further Informations**

Oberseminar Nonlinear Dynamics**Host**

WIAS Berlin

Freie Universität Berlin

- Wednesday, 14.05.2014, 18.15 Uhr (TUB-MA 041)

A. Gonzales, TU Berlin:

A weak mutation -- strong selection model for experimental evolution

more ...**Location**

Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 14.05.2014, 17.15 Uhr (TUB-MA 041)

Prof. S. Foss, Heriot-Watt University Edinburgh, UK:

Overview on results and open problems related to heavy-tailed distributions

more ...**Location**

Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Technische Universität Berlin

- Wednesday, 14.05.2014, 11.00 Uhr (WIAS-406)
- Forschungsseminar Mathematische Statistik

Professor W. B. Wu, University of Chicago, Illinois, USA:

2. A sharp strong invariance principle for stationary processes

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

2. I will present a strong invariance principle for stationary processes with sharp rate of convergence, a long time open problem in probability theory. Under the framework of stationary causal processes and functional dependence measures of Wu (2005), we adopt a triadic decomposition method and show that, under natural moment conditions, the partial sum processes can be approximated by Brownian motions with a sharp rate. Our dependence conditions are mild and easily veriable. This work is joint with Istvan Berkes and Weidong Liu.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Wednesday, 14.05.2014, 10.00 Uhr (WIAS-406)
- Forschungsseminar Mathematische Statistik

Professor W. B. Wu, University of Chicago, Illinois, USA:

1. An L² test theory for nonstationary time series

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

1. I will discuss testing whether the mean trend of a nonstationary time series is of certain parametric forms. A central limit theorem for the integrated squared error is derived, and with that a hypothesis-testing procedure is proposed. The method is illustrated in a simulation study, and is applied to assess the trend pattern in the central England temperature series. The work is joint with Ting Zhang.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 13.05.2014, 16.15 Uhr (FU Berlin)
- Oberseminar Nonlinear Dynamics

Prof. M. Hauser, Otto-von-Guericke-Universität Magdeburg:

Interaction of scroll waves

more ...**Location**

Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130**Abstract**

Scroll waves are the three-dimensional counterparts of spiral waves occurring in excitable reaction-diffusion systems. Single scroll waves may undergo various instabilities that play an important role in the formation of cardiac arrhythmias, like ventricular tachycardia and fibrillation. While a substantial effort has been devoted to the study of the dynamics of single scroll waves, experimental investigations of the interaction of scroll waves are rare. The interaction of a pair of scroll waves with each other was investigated. The scroll waves were created in a Belousov-Zhabotinsky reaction medium and observed by optical tomography. We studied scroll waves whose filaments were parallel to each other and oriented along the vertical axis of the reaction cylinder [1]. The dynamics of such a pair of scroll waves was found to depend on the distance between the filaments: When the distance d between the two filaments was shorter than the wavelength ? of the scroll wave (but larger than the extension of a spiral core), then the filaments displaced each other, until the inter-filament distance d became comparable to the wavelength (i.e. until d ? ?). Once d ? ?, the scroll waves rotated without being disturbed by each other. When the distance between the two filaments was shorter than the radius of the spiral core, then two behaviours were observed: Locally co-rotating scroll waves (i.e. scrolls that presented the same sense of rotation) always repelled each other. By contrast, locally counter-rotating scroll waves may suffer a ?crossover collision? [2], leading to a rupture and a subsequent reconnection of the filaments. Each of the reconnected filaments consisted of parts that originated from the two original filaments. The conditions for rupture and reconnection of filaments will be discussed. newline [1] D. Kupitz, M. J. B. Hauser, J. Phys. Chem. A 117, 12711 (2013). newline [2] B. Fiedler and R. M. Mantel, Documenta Math., 5, 695 (2000).**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 13.05.2014, 11.00 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. Y. Liu, University of Tokyo, Japan:

Well-posedness and numerical simulation for multi-term time-fractional diffusion equations with positive constant coefficients

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- May 12 – 14, 2014 (WIAS-ESH)
- Workshop/Konferenz: International Workshop: Nonlinear Dynamics in Semiconductor Lasers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Wednesday, 07.05.2014, 15.15 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Prof. A. Segatti, Università degli Studi di Pavia, Italy:

Analysis of a variational model for nematic shells

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

WIAS Berlin

- Wednesday, 07.05.2014, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Prof. E. Bonetti, Università degli Studi di Pavia, Italy:

An experimental, theoretical and numerical investigation of shape memory polymers

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Further Informations**

Materialmodellierungsseminar**Host**

WIAS Berlin

- Wednesday, 07.05.2014, 10.00 Uhr (WIAS-HVP-4.13)
- Forschungsseminar Mathematische Statistik

Dr. M. Barigozzi, London School of Economics, UK:

Dynamic factor models, cointegration, and error correction mechanisms

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Abstract**

In this paper we study Dynamic Factor Models when the factors Ft are I(1) and singular, i.e. rank(Ft) < dim(Ft). By combining the classic Granger Representation Theorem with recent results by Anderson and Deistler on singular stochastic vectors, we prove that, for generic values of the parameters, Ft has an Error Correction representation with two unusual features: (i) the autoregressive matrix polynomial is finite, (ii) the number of error-terms is equal to the number of transitory shocks plus the difference between the dimension and the rank of Ft. This result is the basis for the correct specification of an autoregressive model for Ft. Estimation of impulse-response functions is also discussed. Results of an empirical analysis on a US quarterly database support the use of our model.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- May 7 – 9, 2014 (WIAS-ESH)
- Workshop/Konferenz: KoMSO Challenge Workshop ``Math for the Digital Factory''

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

- Tuesday, 06.05.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

J. Stange, WIAS Berlin:

Computation of an effective number of tests for multiple χ^{2}tests

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 30.04.2014, 18.15 Uhr (WIAS-406)

Prof. Dr. V. Vatutin, Steklov Mathematical Institute, Moscow, Russia:

Macroscpic and microscopic structures of the family tree for decomposable branching processes

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

A decomposable strongly critical Galton-Watson branching process with N types of particles labelled 1,2,...,N is considered in which a type i parent may produce individuals of types j ge i only. This model may be viewed as a stochastic model for the sizes of a geographically structured population occupying N islands, the location of a particle being considered as its type. The newborn particles of island i le N - 1 either stay at the same island or migrate, just after their birth to the islands i+1, i+2, ..., N. Particles of island N do not migrate. We investigate the structure of the family tree for this process, the distributions of the birth moment and the type of the most recent common ancestor of the individuals existing in the population at a distant moment n.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 30.04.2014, 17.15 Uhr (WIAS-406)

Prof. Dr. S. Ferrando, Ryerson University, Toronto, Canada:

Discrete, non probabilistic market models. Arbitrage and pricing intervals

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In the simplest discrete setting of a stock and a bank account with 0 interest rates, we describe a trajectory based approach to pricing options. The approach does not make use of probabilities. We describe no arbitrage results and a minmax pricing interval. Connections with the standard martingale based approach will also be explained. If time permits, we will describe a dynamic programming approach to evaluate the minmax price interval.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 30.04.2014, 14.00 Uhr (WIAS-405-406)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. M.-K. von Renesse, Universität Leipzig:

A Brownian motion on the Wasserstein space

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

The space of probability measures on a metric space carries a natural distance induced from the problem of optimal transportation, turning the space of measures into a formal infinite dimensional Riemannian manifold. It is tempting to ask whether some version of a Brownian motion on this manifold can be defined. We show that for the case of probability measures on the real line this is indeed possible. Depending on a temperature parameter we obtain a diffision process on the space of mass distributions which for varying temperaturs interpolates between the two extremes of deterministic heat and Brownian motion in single point respectively. Central to the construction is the introduction of a Gibbs measure on the spaces of probability distributions with the Boltzmann entropy as Hamiltonian.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 30.04.2014, 10.00 Uhr (WIAS-406)
- Forschungsseminar Mathematische Statistik

Prof. Dr. H. Holzmann, Universität Marburg:

Nonparametric identication and estimation in a triangular random coecient regression model

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

Linear regression models with random coecients have recently become quite popular in eco- nometrics as a tool for modeling unobserved heterogeneity. The main structural assumption which makes these models identiable is the independence of the regressors from the random coecients, that is, the exogeneity of the regressors. We brie y review identication in this situation. Further, we propose nonpa- rametric estimators for the density of the random coecients in case of light-tailed and even compactly supported regressors, and derive rates of convergence. In the main part of the talk we will be concerned with a triangular system of linear random coecient regression models, where the endogenous regressor in the second-stage equation is the response of an addi- tional equation with an exogenous instrument. Without further structural assumptions on the coecients, we give a surprising non-identiability result for the intercept in the second-stage equation. Further, we show how identiability of the density of the coecients in the second-stage equation can be achieved via a marginal independence assumption. Based on this result, we discuss nonparametric estimation of their joint density. Joint work with Stefan Hoderlein (Boston) and Alexander Meister (Rostock)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 29.04.2014, 16.15 Uhr (ZIB-SEM)
- Oberseminar Nonlinear Dynamics

B. Hasselblatt, Tufts University, Medford, USA:

Statistical properties of deterministic systems by elementary means

more ...**Location**

Zuse-Zentrum für Informationstechnik (ZIB), Takustr. 7, 14195 Berlin, Seminarraum**Abstract**

The Maxwell-Boltzmann ergodic hypothesis aimed to lay a foundation under statistical mechanics, which is at a microscopic scale a deterministic system. Similar complexity was discovered by Poincaré in celestial mechanics and by Hadamard in the motion of a free particle in a negatively curved space. We start with a guided tour of the history of the subject from various perspectives and then discuss the central mechanism that produces pseudorandom behavior in these deterministic systems, the Hopf argument. It has been known to extend well beyond the scope of its initial application in 1939, and we show that it also leads to much stronger conclusions: Not only do time averages of observables coincide with space averages (which was the purpose for making the ergodic hypothesis), but any finite number of observables will become decorrelated with time. That is, the Hopf argument does not only yield ergodicity but mixing, and often mixing of all orders.**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 29.04.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. H. Mai, WIAS Berlin:

Statistical Skorokhod embedding and a generalized Post-Widder formula

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 23.04.2014, 17.15 Uhr (WIAS-ESH)

Prof. Dr. W. Werner, ETH Zürich, Schweiz:

Critical percolation in some random fractal gaskets

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We will survey some recent work and work in progress with Jason Miller and Scott Sheffield on coupling between various conformal loop ensembles (these are natural random collection of loops in a two-dimensional domain). One motivation for this work is to try to shed some light on what conti- nuous critical percolation within random CLE gaskets (the space left inbetween the loops) could be, and on the continuous analogue of the coupling between Potts models and their random cluster representations.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 23.04.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. J. Naumann, Humboldt-Universität zu Berlin:

On the existence of weak solutions to Kolmogorov's two-equation model of turbulence

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, 23.04.2014, 15.00 Uhr (WIAS-406)

Prof. Dr. A. Réveillac, Université Paris Dauphine, Frankreich:

Some new aspects of backward stochastic differential equations: Theory and application to finance

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

The main goal of this course is to provide an introduction to the theory of Backward Stochastic Differential Equations (BSDEs) and to its strong connection to Finance. We will survey the classical existence/uniqueness results for this equations together with some proofs making the course acessible to anyone who is not familiar with the theory of BSDEs, and we will present the link between BSDEs and several problems in Finance, like for instance the utility maximization problem, superheding and quantitle hedging problems. For each of these questions, we will review the by now, well-established results and present some new developments. The course will be divided into fours lectures and we provide below a brief description of them. par Lecture 2: In the second lecture, we will see that in order to go further in the description of the solution to the utility maximization problem, one needs to consider a generalization of BSDEs namely Forward-Backward SDEs (FBSDEs). We will present the derivation of this system of equations and some theoretical results that can be derived for these equations.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 23.04.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. P. Vieu, Université Paul Sabatier, Toulouse, France:

How to deal with dimensionality in functional data analysis?

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Functional data are, by nature, infinite dimensional data, and their analysis need necessarily specific attention to the possible effects of high (in fact, infinite) dimension on the behaviour of statistical procedures. Semi-parametric modelling and variable/model selection are two fields of modern Statistics having developped methodologies for dealing with dimensionality in high (but finite) multivariate data analysis. The aim of this talk will be to discuss how these multivariate ideas can be nicely adapted to FDA and to emphasize on the fact that, even if in FDA the dimension is infinite, the continuous structure of the data allows statistical methods to be more efficient (in some senses to be precised ) than in multivariate setting. In usual multi- (but finite) -dimensional settings, semi-parametric ideas have been widely used in order to balance the trade-off betwen very few flexibility (this is the drawback of pure parametric modelling) and dimensional effects (this is the main drawback of non-parametric modelling). In a first attempt it will be shown along this talk, through the simple Single Functional Index Model, how semi-parametric modelling behaves for FDA. From a methodological point of view one will see how this model is rather flexible without being affected by the infinite-dimensionality effect. From an applied point of view, it will be highlighted how the functional semi-parametric statistical procedures are combining good predictive power and nice possibility of interpretation of the results. In a second attempt, one will develop specific variable selection procedures for FDA. The methodology will take fully into acount the continuous structure of the data, leading to rather low computational costs (compared with standard multivariate selection procedures), and combining again good predictive power and nice possibility of interpretation of the results. The talk will be mainly methodlogical and centered around the presentation of these two functional methodologies, namely Functional Single Index Modelling and Variable Selection for Continuous Data. The, it will end by the presentation of some benchmark real curves dataset analysis.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 22.04.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

V. Avanesov, Institute for System Programming, Moskau, Russia:

Topic modeling graph clustering and their application to influence measurement

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 16.04.2014, 18.15 Uhr (WIAS-ESH)

Dr. K. Chouk, TU Berlin:

Regularization by noise for dispersive equation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

We discuss local and global existence for dispersive equation with irregular modulated dispersion and we show in some case that the irregularity of the modulation improve the theory of the well-posedness.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 16.04.2014, 17.15 Uhr (WIAS-ESH)

Dr. B. Acciaio, London School of Economics, England:

Arbitrage of the first kind and filtration enlargements in semimartingale financial models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

I will discuss the stability of the No Arbitrage of the First Kind (NA1) (or, equivalently, No Unbounded Profit with Bounded Risk) condition, in a general semimartingale financial model, under initial and under progressive filtration enlargements. In both cases, I will provide a simple and general condition which is sufficient to ensure this stability for any fixed semimartingale model. Furthermore, I will give a characterization of the NA1 stability for all semimartingale models. (This talk is based on a joint work with C. Fontana and K. Kardaras.**Host**

Humboldt-Universität zu Berlin

Technische Universität Berlin

WIAS Berlin

- Wednesday, 16.04.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. M. M. Malamud, IAMM, Donetsk/Ukraine:

One-dimensional Schrödinger operators with δ'-interactions on Cantor-type sets

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, 16.04.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. M. Weidner, University College London, UK:

Incidental parameter bias in panel quantile regressions

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Incidental parameter bias in panel quantile regressions**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Thursday, 10.04.2014, 14.00 Uhr (WIAS-406)
- Seminar Numerische Mathematik

Prof. J. Novo, Universidad Autónoma de Madrid, Spain:

Stabilization of finite element approximations to the Stokes and Oseen equations

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

When considering the numerical approximation of the Navier-Stokes equations by means of mixed finite elements one can found two types on instabilities. On the one hand, it is well known that the standard Galerkin finite element method suffers from instabilities caused by the dominance of convection. On the other hand, stable mixed finite element approximations to the Stokes and Navier-Stokes equations are required to satisfy a discrete inf-sup condition. In this talk we study both kinds of instabilities. In the first part of the talk, we consider the stabilization in the convection dominated regime by means of SUPG/grad-div stabilized methods using LBB stable elements. We revise the existing literature pointing out some open questions. In the second part of the talk, we consider non LBB stable elements and analyze the so called pressure stabilized Petrov-Galerkin method for the continuous in time discretization of the evolutionary Stokes equations. We show some recent advances that avoid the so called instability of the discrete pressure for small time steps that has been reported in the literature.**Host**

WIAS Berlin

- Wednesday, 09.04.2014, 14.30 Uhr (WIAS-406)
- FG Stochastische Systeme mit Wechselwirkung

Dr. V. Konarovskyi, Yuriy Fedkovych Chernivtsi National University, Ukraine/zzt. Universität Jena:

Mathematical model of coalescing diffusion particles system with variable weights

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

The presentation is devoted a mathematical model of diffusion particles on the real line. Every particle has a mass, which influences its diffusion (the diffusion of the particle is inversely proportional to its mass). The particles start from some set of points, move independently up to the moment of meeting, after which they coalesce and their masses are summed. For a countable set of points a question of existence such system and asymptotic behaviours of the path and the mass of one particle are considered. The case of uncountable numbers of particles, when particles start from all points of an interval, also is considered, namely the flow that describes the evolution of such system is constructed, the integral with respect to the flow is defined and the analogue of Ito formula is obtained.**Host**

WIAS Berlin

- Wednesday, 09.04.2014, 13.00 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Théra, Université de Limoges, Frankreich:

Estimate for fixed points of composition of multifunctions and application to the global version of the Lusternik-Graves theorem

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 08.04.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. J. Diehl, TU Berlin:

Stochastic partial differential equations: A rough path view

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We revisit (backward) SPDE theory as classically considered by Kunita, Pardoux and others from a rough path perspective**Host**

WIAS Berlin

- April 7 – 11, 2014 (WIAS-ESH)
- Workshop/Konferenz: 7th International Workshop on Multi-Rate Processes & Hysteresis, 2nd International Workshop on Hysteresis and Slow-Fast Systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

DFG Research Center MATHEON

SFB 910 ``Control of self-organizing nonlinear systems: Theoretical methods and concepts of application''

- Tuesday, 01.04.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

V. Patilea, INSA, Rennes, Frankreich:

Testing for lack of fit in functional regression models

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Further Informations**

Seminar ``Modern Methods in Applied Stochastics and Nonparametric Statisticsl''**Host**

WIAS Berlin

- Thursday, 27.03.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. A. Caiazzo, WIAS Berlin:

Multiscale modeling of weakly compressible elastic materials in harmonic regime

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

This talk focuses on the modeling of elastic materials composed by an incompressible elastic matrix and small compressible gaseous inclusions, under a time harmonic excitation. In a biomedical context, this model describes the dynamics of a biological tissue (e.g. liver) when wave analysis methods (such as Magnetic Resonance Elastography) are used to estimate tissue properties. Due to the multiscale nature of the problem, direct numerical simulations are prohibitive. After extending a recently proposed homogenized model [Baffico et al. SIAM MMS, 2008] which describes the solid-gas mixture as a compressible material in terms of an effective elasticity tensor, we derive and validate numerically analytical approximations for the effective elastic coefficients in terms of macroscopic parameters only. This simplified description is used to to set up an inverse problem for the estimation of the tissue porosity, using the mechanical response to external harmonic excitations.**Host**

WIAS Berlin

- Thursday, 27.03.2014, 11.00 Uhr (WIAS-405-406)
- Seminar Numerische Mathematik

S. Molnos, TU Berlin:

Controlling transversal instabilities of two-dimensional travelling waves in reaction-diffusion systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

WIAS Berlin

- Wednesday, 26.03.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. R. Rossi, Università di Brescia, Italy:

Singular perturbations of infinite-dimensional gradient flows

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, 26.03.2014, 13.00 Uhr (WIAS-405-406)
- Seminar Numerische Mathematik

Dr. J.-F. Mennemann, Universität Wien:

Simulation of nanoscale electronic devices using the Schrödinger equation with open boundary conditions

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Host**

WIAS Berlin

- Tuesday, 25.03.2014, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

J. Neumann, WIAS Berlin:

Stochastic bounds for quantities of interest in groundwater flow with uncertain data

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Unreliable or unknown data is a hard problem for real world applications of partial differential equations. In recent years, uncertainty quantification with Monte Carlo and multilevel Monte Carlo methods became feasible as affordable computational power increased. This talk aims to present a method to tackle the approximation error for quantities of interest in the spatial as well as the stochastic dimensions for the Darcy model problem used to describe flow in porous media. In order to do so, bounds are derived for the spatial FEM error in the deterministic case and then carried over to the two sampling methods mentioned above. Here, the arising stochastic error is taken care off.**Host**

WIAS Berlin

- Thursday, 20.03.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

I. Ramis-Conde, Universidad Castilla-La Mancha, Spain:

Multiscale modeling of palisade formation in glioblastoma

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The talk present a hybrid model for the formation of palisades, multi-cellular circular structures that can be localized around occluded vascular vessels in glioblastomas (a malignant primary brain tumor). Observation suggests the following formation process. Initially the tumour grows around the vasculature in a cylindrical shape. This structure facilitates the tumour supply of oxygen and nutrients. The cells that are closest positioned to the vessel obtain have a better access to nutrients and oxygen than those positioned at the outer parts. When the pressure exerted by the tumor cells on the vessel cause vessel collapse, the cells closest to the vessel loose oxygen and nutrient supply, becoming hypoxic and, if the tumour geometry or the irrigating vasculature do not change, they die. On the other end, the cells which are not immersed in the tumour mass can activate migration mechanisms that allow them to invade the nearby tissue, in the search for available oxygen and nutrients. The collective migration results in the formation of a palisade. Observations of palisades and pseudopalisades under microscopy are constrained to two dimensional layers as a consequence of the experimental setups, due to the difficulties represented by observing glioblastomas in-vivo. We present a mathematical model and three dimensional numerical simulations coupling the evolution of tumor cells and the oxygen diffusion in the surrounding tissue, that depict the shape of palisades during their formation.**Host**

WIAS Berlin

- Tuesday, 18.03.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. M. Yamamoto, University of Tokyo, Japan:

Inverse problem on radioactive soil pollution

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

I discuss an inverse problem of determining diffusion and advection coefficients for diffusion of cesium-137 into the soil, which is required for giving a scientific guideline about how deeply we should decontaminate the soils of the fields. We propose a reconstruction method and prove mathematical results such as uniqueness and conditional stability.This is a joint work with Prof. Yuko Hatano (Uni. of Tsukuba) and Prof. Kazufumi Ito (North Carolina State Uni.).

**Host**

WIAS Berlin

- Friday, 14.03.2014, 10.00 Uhr (WIAS-ESH)
- Seminar Elliptische Partielle Differentialgleichungen

Dr. G. Franzina, Universität Erlangen-Nürnberg:

The isoperimetric problem with densities

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The question whether or not there exist isoperimetric regions with densities can be very trivial or extremely difficult to consider depending on the assumptions on the density functions. We survey some known facts about this topic and we present an existence result obtained in collaboration with Guido De Philippis (Univ. Zürich) and Aldo Pratelli (FAU Erlangen)**Host**

WIAS Berlin

- Thursday, 13.03.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

L. O. Müller, Università degli Studi di Trento, Italy:

Well-balanced finite volume schemes for one-dimensional blood flow models: Application to a closed-loop model for the cardiovascular system

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The presence of so-called geometrical source terms in governing partial differential equations, which in the case of one-dimensional blood flow arise for varying mechanical and geometrical properties of vessels, causes a relevant problem if explicit numerical schemes are used. In fact, a naive discretization of these source terms will result in a numerical scheme which is unable to reproduce steady solutions, i. e. the scheme will not be well-balanced. A well-known way to deal with this problem consists in reformulating the original equations and solving the resulting non-conservative PDE system. We will first present a reformulation of the classic one-dimensional blood flow model, proposed [Toro & Siviglia, 2013]. After introducing the concept of path-conservative schemes, we will describe a well-balanced numerical method that is able to solve this problem correctly [Müller & Toro, 2013]. The presented numerical schemes are applied to a closed-loop model for the cardiovascular system with emphasis in the venous system [Müller & Toro, 2014], constructed having the Chronic Cerebro-Spinal Venous Insuciency as main application.**Host**

WIAS Berlin

- Tuesday, 11.03.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Prof. Dr. S. Chandler-Wilde, University of Reading, England:

Acoustic scattering by screens: Computation and analysis

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

We address, in the study of acoustic scattering by planar screens, three inter-related questions. Each of these questions focuses particularly on the formulation of these problems as boundary integral equations. The first question is, roughly, does it make sense to consider scattering by screens which occupy arbitrary open sets in the plane, and do different screens cause the same scattering if the open sets they occupy have the same closure? This question is intimately related to properties of fractional Sobolev spaces on general open sets, and the capacity and Haussdorf dimension of their boundary. The second question is, roughly, that, in answering the first question, can we understand explicitly and quantitatively the influence of the frequency on the incident time harmonic wave? It turns out that we can, that the problems have variational formations with sesquilinear forms which are bounded and coercive on fractional Sobolev spaces, and that we can determine explicitly how continuity and coercivity constants depend on the frequency. The third question is: can we design computational methods, adapted to the highly oscillatory solution behaviour at high frequency, which have computational cost essentially independent of the frequency? The answer here is that in 2D we can provably achieve solutions to any desired accuracy using a number of degrees of freedom which provably grows only logarithmically with the frequency, and that it looks promising that some extension to 3D is possible.This is joint work with Dave Hewett (Oxford), and Steve Langdon and Ashley Moiola at Reading.

**Host**

WIAS Berlin

- Tuesday, 25.02.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Dr. H. Mai, WIAS-Berlin:

Statistical Skorokhod embedding via a generalized Post-Widder formula

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Tuesday, 25.02.2014, 10.00 Uhr (WIAS-ESH)
- Seminar Materialmodellierung

J. Zinsl, TU München:

On existence and equilibration for Keller--Segel-type gradient flow systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In my talk, I will present a variant of the Keller-Segel model for chemotaxis. The biological process of chemotaxis describes the movement of microorganisms in response to spatial gradients of certain chemical signalling substances. The mathematical model comprises two coupled nonlinear parabolic partial differential equations and formally exhibits gradient flow structure with respect to a mixed Wasserstein-L^{2}distance. I will present a method of proof for the existence of global weak solutions to the system at hand using techniques related to gradient flows, e.g. the construction of a time-discrete approximate solution via the so-called minimizing movement scheme. Furthermore, I will outline an entropy method leading to exponential convergence of the solution to the unique stationary state of the considered system under suitable assumptions on the model parameters and the initial conditions. This is joint work with Daniel Matthes.**Further Informations**

WIAS-Materialmodellierungsseminar**Host**

WIAS Berlin

- Thursday, 20.02.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

PhD A. Fabri, GeometryFactory:

CGAL - The Gomputational Geometry Algorithms Library

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The CGAL C++ library, developed by the CGAL Open Source Project, offers geometric data structures and algorithms that are reliable, efficient, easy to use, and easy to integrate in existing software.

In this talk I will give an overview on what is currently available in CGAL, as well as what is under development. We will see algorithms from the areas 2D vector graphics (e.g., Boolean operations on Bézier curves, off sets, polyline simplification, and geometry on the sphere), point set processing (e.g., normal estimation, denoising, shape detection, and surface reconstruction) surface mesh processing (e.g., Boolean operations, simplification, deformation, segmen tation, and skeletonization), and mesh generation (e.g., surface and volume mesh generation from 3D images, implicit functions, or polyhedral surfaces, anisotropic mesh generation, and mesh generation in periodic spaces).

In the second half of the talk I will cover non-geometric topics: First, the exact geometric computing paradigm that makes CGAL reliable without sac rificing efficiency. Then, the generic programming paradigm that facilitates integration into existing software. Finally, organizational issues, such as how the CGAL project works internally, how students can get involved through our participation in the Google Summer of Code, and how research groups can become project partners.**Host**

WIAS Berlin

DFG Schwerpunktprogramm 1276

- Tuesday, 18.02.2014, 13.30 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

Dr. C. Bertoglio, TU München:

Forward and inverse modeling of the cardiovascular system: How PDE's can help to improve clinical outcomes

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Biophysical computational models have the potential of extracting from clinical data additional metrics not directly visible, which could be used for more accurate diagnosis and better understanding of disease progress. This data-model coupling relies on a good balance among the type of data, model complexity and the data assimilation techniques. Motivated by the application of mathematical and computational modeling in medicine, we will present some results relevant to the cardiovascular system, where different PDE's arise:

(i) Solid Mechanics (heart, blood vessels);

(ii) Fluid Mechanics (blood flows);

(iii) Reaction-Diffusion Systems (cardiac electrophysiology);

(iv) Harmonic interpolations (geometrical models for fiber orientations in heart tissue)

For these problems, we will discuss the mathematical models involved, the type of clinical data available, and the solution of inverse problems in order to personalize these models and to obtain precise clinical indicators of the patient status. Concrete example with real clinical data will be shown.**Host**

WIAS Berlin

- Tuesday, 18.02.2014, 10.15 Uhr (WIAS-HVP-4.13)
- Seminar Nichtlineare Optimierung und Inverse Probleme

Dr. D. P. Challa, RICAM Linz, Österreich:

Wave propagation by small rigid bodies of arbitrary shapes

more ...**Location**

Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.13**Host**

WIAS Berlin

- Thursday, 13.02.2014, 16.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Modelle der Photonik

Dr. A. Pérez-Serrano, WIAS Berlin:

Directional reversals and multimode dynamics in semiconductor ring lasers: A novel multimode instability

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

Humboldt-Universität zu Berlin

WIAS Berlin

- Wednesday, 12.02.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. T. Roubíček, Charles University, Prag/CZ:

Global versus local minimization in rate-independent evolution systems

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Evolution of mechanical systems is often governed by nonconvex stored energies and dissipated energies which can be considered homogenoues of degree-1. The usual global-minimum concept may often be less physical than some force-driven locally-minimal solutions. The various concepts of solutions and various time-discretisations will be discussed, together with the role of the maximum-dissipation principle. Abstract considerations will be illustrated on a delamination problem (=an adhesive contact problem), together with some of its variant as a brittle contact or a mixity-mode sensitive delamination (illustrated by numerical experiments performed by C.G. Panagiotopoulos and R. Vodicka), or a combination with a rate-dependent healing.**Further Informations**

Berliner Oberseminar ``Nichtlineare Partielle Differentialgleichungen'' (Langenbach Seminar)**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

- Wednesday, 12.02.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. B. Markussen, University of Copenhagen:

Functional data, operator calculus, and statistical computation

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Functional data consists of observations of continuous curves, e.g. human growth curves or chemical spectrograms measured by gas chromatography, say. In practice the underlying functions are observed at nitely many sample points giving a multivariate observation. Suppose that we have observed n curves at the same p sample points. Functional data analysis, however, is dierent from classical multi- variate statistics since the p-dimensional observations of each of the n samples originate from underlying continuous curves. Special problems related to functional data includes data representation, registration, and regularization. See the monograph by Ramsay and Silverman (2005) for an introduction. Data repre- sentation is often done by a functional basis for the underlying curves, e.g. using splines or wavelets, where the coecients are estimated from the multivariate observations. This method retains the data in a nitely dimensional framework, and the needed statistical computations are often done using sparse matrices. In this talk we advocate a dierent computational approach. The idea is to embed the discrete observation of each curve into the originating function space, and then to do the computations on genuine functions and not on vectors of basis coecients. This approach implies that the sparse matrix computations are replaced by operator calculus. In Markussen (Bernoulli, 2013) this approach was implemented for constant coecient dierential operators, where there exists semi-explicit formulae for the associated Greens func- tions, and in Rakt and Markussen (CSDA, 2014) the methodology was generalized to image data. In this talk I will discuss recent developments using a much more versatile class of integral operators, including a discussion of the associated numerical computations. The methods will be exemplied in the context of functional regression, where the discretely observed curves are used as covariates for a univariate (or low dimensional) response.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 11.02.2014, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

I. Kmit, Humboldt-Universität Berlin:

Hopf bifurcation for one-dimensional hyperbolic PDEs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 11.02.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

N. Willrich, WIAS Berlin:

Penalized mle for high-dimensional models - a finite sample perspective

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Wednesday, 05.02.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Prof. Dr. E. Emmrich, Technische Universität Berlin:

Nonlinear evolution equations of second order with damping: Existence and discretization

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

- Tuesday, 04.02.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

A. Andresen, WIAS Berlin:

Finite sample analysis of maximum likelihood estimators

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Thursday, 30.01.2014, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Prof. Dr. M. Negri, University of Pavia, Italy:

Quasi-static evolutions by graph parametrization: Existence, approximation and application to fracture

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Further Informations**

WIAS-Materialmodellierungsseminar**Host**

WIAS Berlin

- Wednesday, 29.01.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Dr. A. Bücher, Ruhr-Universität Bochum:

When uniform weak convergence fails: Empirical processes for dependence functions via epi- and hypographs

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

For copulas whose partial derivatives are not continuous everywhere on the interior of the unit cube, the empirical copula process does not converge weakly with respect to the supremum distance. This makes it hard to verify asymptotic properties of inference procedures for such copulas. To resolve the issue, a new metric for locally bounded functions is introduced and the corresponding weak convergence theory is developed. Convergence with respect to the new metric is related to epi- and hypoconvergence and is weaker than uniform convergence. Still, for continuous limits, it is equivalent to locally uniform convergence, whereas under mild side conditions, it implies Lp convergence. Even in cases where uniform convergence fails, weak convergence with respect to the new metric is established for empirical copula and tail dependence processes. No additional assumptions are needed for tail dependence functions, and for copulas, the assumptions reduce to existence and continuity of the partial derivatives almost everywhere on the unit cube. The results are applied to obtain asymptotic properties of minimum distance estimators, goodness-of-t tests and resampling procedures.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 28.01.2014, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

P. Hövel, Technische Universität Berlin, Institut für Theoretische Physik:

Dynamics of two neural oscillators in the presence of heterogeneous coupling delays

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Investigations of nonlinear dynamics in coupled systems have seen a huge increase in interest during the last years. The size of considered systems ranges from a few coupled elements to complex networks, and collective dynamics may arise in various patterns, of which in-phase (or zero-lag) synchronization is just the most prominent one. The signal transmission between coupled elements is often not instantaneous. Thus, non-zero transmission times have to be taken into account as crucial quantities that influence the dynamics of network nodes to a large extent. In this presentation, I will discuss synchronization effects in the presence of delayed coupling for two excitable neural systems. In particular, I will investigate the effects of heterogeneous delays in the coupling [1]. Depending upon the coupling strengths and the time delays in the mutual and self-coupling, the compound system exhibits different types of synchronized oscillations of variable period. I will present an analysis of this behavior based on the interplay of the different time delays. The numerical results are supported by analytical findings. In addition, I elaborate on bursting-like dynamics with two competing timescales on the basis of the autocorrelation function.

[1] A. Panchuk, D. P. Rosin, P. Hövel, and E. Schöll: Synchronization of coupled neural oscillators with heterogeneous delays Int. J. Bif. Chaos 23, 1330039 (2013).**Host**

WIAS Berlin

Freie Universität Berlin

- Tuesday, 28.01.2014, 15.00 Uhr (WIAS-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

M. Zhilova, WIAS Berlin:

Parametric confidence sets using multiplier bootstrap

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Abstract**

In the talk it will be presented a new approach for finding a size of the likelihood-based confidence sets with multiplier bootstrap. The procedure is attractive due to its clear interpretation and computational simplicity. The theoretical justification of the method is based on the results by Spokoiny (2012), which are stated for the case of finite samples and allow for model misspecification.**Host**

WIAS Berlin

- Tuesday, 28.01.2014, 10.15 Uhr (WIAS-406)
- Seminar Nichtlineare Optimierung und Inverse Probleme

T. Yin, Chonqing University, China:

Variational methods for the fluid-structure interaction problem

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)**Host**

WIAS Berlin

- Monday, 27.01.2014, 14.00 Uhr (WIAS-ESH)
- INSTITUTSKOLLOQUIUM

Prof. Dr. E. Rocca, WIAS Berlin:

Entropic solutions for systems of PDEs arising in complex fluids dynamics

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

The main aim of the talk will be to show how to reinterpret the concept of weak solution satisfying a suitable energy conservation and entropy inequality - recently introduced by E. Feireisl and coauthors for a problem of heat conduction in fluids - in order to deal with certain classes of complex fluids dynamics. In many cases indeed the resulting PDE systems dysplay high order nonlinearities due mainly to quadratic forcing terms. The main idea consists in replacing, in the weak formulation, these PDEs by an equality representing energy conservation complemented with a differential inequality describing production of entropy. In this way, the thermodynamical consistency is preserved, but the entropic formulation is more tractable mathematically. This solution notion has been already successfully applied to the analysis of non-isothermal liquid crystals models and to the case of the evolution of a non-isothermal mixture of two different viscous incompressible fluids of the same density. Abstract including references (in pdf format)**Further Informations**

Institutskolloquium**Host**

WIAS Berlin

- Thursday, 23.01.2014, 14.00 Uhr (WIAS-ESH)
- Seminar Numerische Mathematik

J. Pellerin, ENSG-Université de Lorraine, France:

Accounting for the geometrical complexity of geological models in meshing methods based on Voronoi diagrams

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Depending on the specific method used to build a 3D structural model and on the exact purpose of this model, its mesh must be adapted so that it enforces criteria on element type, maximum number of elements, and mesh quality. Meshing methods developed for applications different from geomodeling forbid any modification of the input model. This may be desirable in geomodeling to better control the number of elements in the final mesh and their quality.

The objective of my thesis is to develop meshing methods that fulfill this requirement to better manage the geometrical complexity of geological structural models. An analysis of the sources of geometrical complexity sources in those models is first proposed. The introduced measures are a first step toward the definition of tools allowing objective comparisons of structural models and permit to characterize the model zones that are more complicated to mesh. We then introduce two original meshing methods based on Voronoï diagrams: one for surface remeshing and the second one for hybrid gridding. The key ideas of these methods are identical: (1) the use of a centroidal Voronoï optimization to have a globally controlled number of elements of good quality, and (2) combinatorial considerations to locally build the final mesh while sometimes modifying the initial model. The surface remeshing method is automatic and permit to simplify a model at a given resolution. The gridding method generates a hybrid volumetric mesh. Prisms and pyramids fill the very thin layers of the model while the remaining regions are filled with tetrahedra.**Host**

WIAS Berlin

- Wednesday, 22.01.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Dr. M. Väth, Freie Universität Berlin:

Instability for a reaction-diffusion system with obstacles

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, 22.01.2014, 10.00 Uhr (WIAS-405-406)
- Seminar Materialmodellierung

Dr. L. Avena, WIAS Berlin:

A local CLT for some convolution equations with applications to self-avoiding walks

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406**Abstract**

We discuss a fixed point method to obtain a local central limit theorem for distributions defined by certain renewal type equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to high dimensional weakly self-avoiding walks. As an application we introduce and treat such self-avoiding walks in continuous space. The error bounds obtained are sharper that the ones obtained by other methods. Joint work with E. Bolthausen and C. Ritzmann.**Host**

WIAS Berlin

- Wednesday, 22.01.2014, 10.00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik

Prof. Th. Kneib, Georg-August-Universität Göttingen:

Structured additive distributional regression

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

In this talk, we present a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of different functional effect types such as nonlinear effects, spatial effects, random coefficients, interaction surfaces or other (possibly non-standard) basis function representations. To enforce specific properties of the functional effects such as smoothness, informative multivariate Gaussian priors are assigned to the basis function coefficients. Inference is then based on efficient Markov chain Monte Carlo simulation techniques where a generic procedure makes use of distribution-specific iteratively weighted least squares approximations to the full conditionals. We provide detailed guidance on practical aspects of model choice including selecting an appropriate response distribution and predictor specification. The importance and flexibility of Bayesian structured additive distributional regression to estimate all parameters as functions of explanatory variables and therefore to obtain more realistic models, is exemplified in several applications with complex response distributions. We will also introduce extensions to multivariate distributional regression.**Host**

WIAS Berlin

Humboldt-Universität zu Berlin

Universität Potsdam

- Tuesday, 21.01.2014, 15.15 Uhr (WIAS-ESH)
- Oberseminar Nonlinear Dynamics

J. Ladenbauer, Technische Universität Berlin:

Modeling populations of adaptive neurons: Spike train properties & network dynamics

more ...**Location**

Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal**Abstract**

Many types of neurons exhibit spike rate adaptation, a gradual decrease in spiking activity following a sudden increase in stimulus intensity. This phenomenon is typically produced by slowly deactivating transmembrane potassium currents, which effectively inhibit neuronal responses and can be controlled by neuromodulators. In this talk I will present recent theoretical work on (networks of) model neurons, showing (i) how these adaptation currents change the relationship between fluctuating synaptic input, spike rate output and the spike train statistics of single neurons and (ii) how they contribute to spike synchronization as well as spike rate oscillations in recurrent networks of excitatory and inhibitory neurons.**Host**

WIAS Berlin

Freie Universität Berlin

- Wednesday, 15.01.2014, 15.15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen&rdqu