Events & Teaching

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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
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, 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
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
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
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
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
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
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
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
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
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
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
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
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
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