Upcoming Events
- Tuesday, 03.06.2025, 15:00 (WIAS-405-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Josha Dekker, University of Amsterdam, Niederlande:
Optimal decision-making with randomly arriving decision moments
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
Control problems with randomly arriving control moments occur naturally. Financial situations in which control moments may arrive randomly are e.g., asset-liquidity spirals or optimal hedging in illiquid markets. We develop methods and algorithms to analyze such problems in a continuous time finite horizon setting, under mild conditions on the arrival process of control moments. Operating on the random timescale implied by the control moments, we obtain a discrete time, infinite-horizon problem. This problem may be solved accordingly or suitably truncated to a finite-horizon problem. We develop a stochastic primal-dual simulation-and-regression algorithm that does not require knowledge of the transition probabilities, as these may not be readily available for such problems. To this end, we present a corresponding dual representation result. We then apply our methods to several examples, where we explore in particular the effect of randomly arriving rebalancing moments on the optimal control. Joint work with Roger J.A. Laeven, John G.M. Schoenmakers and Michel H. Vellekoop.
Further Informations
Dieser Vortrag findet auch via Zoom statt: https://zoom.us/j/492088715
Host
WIAS Berlin
- Wednesday, 04.06.2025, 11:30 (WIAS-405-406)
- Seminar Interacting Random Systems
Elena Pulvirenti, Delft University of Technology:
Metastability for the Curie--Weiss--Potts model with unbounded random interactions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
I will first introduce the model, i.e. a disordered version of the mean-field q-spin Potts model, where the interaction coefficients between spins are general independent random variables. These random variables are chosen to have fixed mean (for simplicity taken to be 1), well defined log-moment generating function and finite variance. I will then present quantitative estimates of metastability in the regime of large number of particles at fixed temperature, when the system evolves according to a Glauber dynamics. This means that the spin configuration is viewed as a Markov chain where spins flip according to Metropolis rates at a fixed inverse temperature. Our main result identifies conditions ensuring that, with high probability, the system behaves like the corresponding system where the random couplings are replaced by their averages. More precisely, we prove that the metastability of the former system is implied with high probability by the metastability of the latter. Moreover, we consider relevant metastable hitting times of the two systems and find the asymptotic tail behaviour and the moments of their ratio. Our proofs use the potential-theoretic approach to metastability in combination with concentration inequalities. Based on a joint work in collaboration with Johan Dubbeldam, Vicente Lenz and Martin Slowik.
Further Informations
Seminar Interacting Random Systems
Host
WIAS Berlin
- Thursday, 05.06.2025, 14:00 (WIAS-405-406)
- Seminar Numerische Mathematik
Adrian Hill, TU Berlin:
Composable sparse automatic differentiation in Julia
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
While Automatic Differentiation (AD) is widely used in scientific computing and machine learning, Automatic Sparse Differentiation (ASD) remains an underutilized technique?despite its performance potential. We provide an overview of core ASD concepts, notably sparsity pattern detection and coloring. To make ASD more accessible for practitioners, we introduce a novel open-source pipeline that brings ASD capabilities to all major Julia AD backends. This pipeline includes DifferentiationInterface.jl, a unified interface for over a dozen AD libraries, and SparseConnectivityTracer.jl (SCT), a performant implementation of Jacobian and Hessian sparsity detection via operator overloading. SCT computes both local and global sparsity patterns, naturally avoids dead-ends in compute graphs, and requires no code modifications. Notably, our ASD pipeline often outperforms standard AD for one-off computations, previously thought impractical in Julia due to slower sparsity detection methods.
Host
WIAS Berlin
- Wednesday, 11.06.2025, 11:30 (WIAS-405-406)
- Seminar Interacting Random Systems
Michiel Renger, Technische Universität München:
tba
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Further Informations
Seminar Interacting Random Systems
Host
WIAS Berlin
- Wednesday, 11.06.2025, 14:15 (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Martin Brokate, WIAS & Technische Universität München:
Derivatives of rate-independent evolutions
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstract
In rate-independent evolutions, the solution depends on the forcing in a rate-independent manner, that is, if we transform the forcing w.r.t. time, the corresponding solution transforms in the same way. We discuss the question whether this operator (forcing to solution), which is not smooth, nevertheless possesses derivatives of some kind. We show that in a certain basic situation - equivalently described by an evolution variational inequality, a sweeping process or an energetic system - the directional derivative exists and is characterized by a variational system.
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- June 16 – 18, 2025 (WIAS-ESH)
- Workshop/Konferenz: Nonlinear Dynamics in Semiconductor Lasers 2025
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
WIAS Berlin
- Tuesday, 17.06.2025, 13:30 (WIAS-405-406)
- Seminar Numerische Mathematik
Prof. Dr. Raimund Bürger, Universidad de Concepción, Chile:
Numerical solution of multispecies kinematic flow models through invariant-region-preserving WENO schemes
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstract
Multispecies kinematic flow models are defined by systems of N strongly coupled, nonlinear first-order conservation laws, where the solution is a vector of N partial volume fractions or densities. The solution vector should take values in a set of physically relevant values (i.e., the components are nonnegative and sum up at most to a given maximum value). In the 1D case, it is shown that this set, the so-called invariant region, is preserved by numerical solutions produced by a new family of high-order finite volume numerical schemes adapted to this class of models [J. Barajas-Calonge, R. Bürger, P. Mulet and L.M. Villada, Invariant-region-preserving WENO schemes for one-dimensional multispecies kinematic flow models, J. Comput. Phys. 537 (2025), article 114081]. To achieve this property, and motivated by [X. Zhang, C.-W. Shu, On maximum-principle-satisfying high order schemes for scalar conserva- tion laws, J. Comput. Phys. 229 (2010) 3091-3120], a pair of linear scaling limiters is applied to a high-order weighted essentially non-oscillatory (CWENO) polynomial reconstruction [D. Levy, G. Puppo G. Russo, Central WENO schemes for hyperbolic systems of conservation laws, ESAIM: Math. Model. Numer. Anal. 33 (1999) 547-571] to obtain invariant-region-preserving (IRP) high-order polynomial reconstructions. These reconstructions are combined with a first-order numerical flux to obtain a high-order numerical scheme for the system of conservation laws. It is proved that this scheme satisfies an IRP property under a suitable CFL condition. For the 2D case, we study a polydisperse sedimentation model consisting in a system of conservation laws coupled with a Stokes problem describing the velocity of the mixture. We propose a second-order IRP WENO scheme for the numerical approximation. The theoretical analysis is corroborated with numerical simulations in some scenarios of interest. This presentation is based on joint work with Juan Barajas-Calonge and Luis Miguel Villada (Universidad del Bío-Bío, Concepción, Chile) and Pep Mulet (Universitat de València, Spain)
Host
WIAS Berlin
- June 23 – 26, 2025 (Harnack-Haus)
- Workshop/Konferenz: 4th Annual Conference of SPP 2265 Random Geometric Systems 2025
more ... Location
Harnack-Haus -- Tagungsstätte der Max-Planck-Gesellschaft
Host
WIAS Berlin
- Wednesday, 09.07.2025, 14:15 (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Amru Hussein, Universität Kassel:
The three limits of the hydrostatic approximation
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstract
The primitive equations are a large scale model for ocean and atmosphere. Formally, they are derived from the 3D-Navier--Stokes equations by the assumption of a hydrostatic balance. This can be formalized by a rescaling procedure on an $varepsilon$-thin domain where one considers anisotropic viscosities with vertical viscosity $varepsilon^gamma$ and $varepsilon$-independent horizontal viscosity. Now, the choice of the order $gamma$ leads to different limit equations:
For $gamma=2$, one obtains the primitive equations with full viscosity term $-Delta$;
For $gamma>2$, one obtains the primitive equations with only horizontal viscosity term $- Delta_H$;
For $gamma <2$, one obtains the 2D Navier-Stokes equations.
Thus, there are three possible limits of the hydrostatic approximation depending on the assumption on the vertical viscosity. Here, we show how maximal regularity methods and quadratic inequalities - reminiscent of the Fujita-Kato methods - can be an efficient approach to prove norm-convergences in all three cases. This is a joint work with Ken Furukawa, Yoshikazu Giga, Matthias Hieber, Takahito Kashiwabara, and Marc Wrona, see https://arxiv.org/abs/2312.03418 for a preprint.
Further Informations
Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Host
Humboldt-Universität zu Berlin
WIAS Berlin
- September 29 – October 1, 2025 (WIAS-ESH)
- Workshop/Konferenz: Mathematical Analysis of Fluid Flows by Variational Methods
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
Freie Universität Berlin
Universität Leipzig
WIAS Berlin
- October 15 – 17, 2025 (WIAS-ESH)
- Workshop/Konferenz: Recent Developments in Spatial Interacting Random Systems
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Host
WIAS Berlin
- November 3 – 7, 2025 (WIAS-Library)
- Workshop/Konferenz:
more ... Location
Weierstraß-Institut, Hausvogteiplatz 5-7, 10117 Berlin, R411
Abstract
The ARISE project (Analysis of Robust Numerical Solvers for Innovative Semiconductors in View of Energy Transition) brings together the RAPSODI team at Inria Lille and the NUMSEMIC team at WIAS Berlin. It focuses on developing advanced mathematical and numerical models for drift-diffusion models for charge transport with mobile ions, with applications for novel semiconductor devices such as perovskite solar cells and memristors, as well as ionic solutions or corrosion phenomena.
Host
WIAS Berlin