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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
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 de ned, as generali- zations or relaxations of the historical Family-Wise Error Rate (FWER), very few second kind error-related criteria have been proposed in the multiple testing literature. Starting from a parallel between some tests of multiple hypotheses and some tests of a single hypothesis, based on aggregation approaches known to lead to minimax adaptivity properties, we extend the notion of Separation Rate, at the core of the minimax theory for nonparametric single hypothesis tests, to the multiple testing eld.We thus introduce the notion of weak Family-Wise Separation Rate (wFWSR) and its stronger counterpart, the Family-Wise Separation Rate (FWSR), leading to an emergent minimax theory for multiple tests whose FWER is controlled. We present some illustrations in various classical Gaussian frameworks, that corroborate several expected results under particular conditions on the tested hypotheses, but also give more surprising results.

Host
WIAS Berlin
SFB 649: Ökonomisches Risiko
Universität Potsdam
Humboldt-Universität zu Berlin
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
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
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
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
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
Wednesday, 01.02.2017, 10.00 Uhr (WIAS-406)
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, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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

Host
Humboldt-Universität zu Berlin
Universität Potsdam
SFB 649: Ökonomisches Risiko
WIAS Berlin
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
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
Thursday, 02.02.2017, 14.00 Uhr (WIAS-ESH)
Seminar Numerische Mathematik
Dr. P. A. Zegeling, Utrecht University, Niederlande:
Boundary-value methods for semi-stable differential equations
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this talk I present a boundary-value method (BVM) that can be used for partial (PDE) and ordinary differential equation (ODE) models with semi-stable, or even ill-posed, properties. Traditionally, step-by-step methods, such as Runge-Kutta and linear multistep methods, are being utilized for time-dependent models. However, their numerical stabilty regions, both for explicit and implicit methods, are mostly such that a significant part does not intersect with areas in the complex plane which are of importance for a successful time-integration. BVMs, that need a extra numerical condition at the final time, are global methods and are, in some sense, free of such barriers. As an example, a BVM, based on the explicit midpoint method combined with an implicit-Euler final condition, possesses the whole complex plane (excluding the imaginary axis) as stability region. On the other hand, they loose efficiency, since an extended linear or nonlinear system has to be solved for the whole time range of interest. Numerical experiments illustrating these properties are given for, among others, a dispersive wave equation and the backward heat equation. Finally, an adaptive BVM is proposed that transforms an initial value ODE into a stationary PDE. First results of this idea applied to some semi-stable ODEs demonstrate the potential effectiveness of this idea.

Host
WIAS Berlin
Thursday, 02.02.2017, 15.15 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
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
Wednesday, 01.03.2017, 15.15 Uhr (WIAS-ESH)
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, Erdgeschoss, Erhard-Schmidt-Hörsaal

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