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Tuesday, 16.04.2019, 13:30 (WIAS-ESH)
Seminar Numerische Mathematik
Dr. L. Jie, University of Cambridge, GB:
Macroscopic model for head-on binary droplet collisions in a gaseous medium
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
In this work, coalescence-bouncing transitions of head-on binary droplet collisions are predicted by a novel macroscopic model based entirely on fundamental laws of physics. By making use of an existing lubrication theory, we have modified the Navier-Stokes equations to accurately account for the rarefied nature of the interdroplet gas film. Through the disjoint pressure model, we have incorporated the intermolecular Van der Waals forces. Our model does not use any adjustable (empirical) parameters. It therefore encompasses an extreme range of length scales (more than 5 orders of magnitude): from those of the external flow in excess of the droplet size (a few hundred micros) to the effective range of the Van der Waals force around 10 nm. A state of the art moving adaptive mesh method, capable of resolving all the relevant length scales, has been employed. Our numerical simulations are able to capture the coalescence-bouncing and bouncing-coalescence transitions that are observed as the collision intensity increases. The predicted transition Weber numbers for tetradecane and water droplet collisions at different pressures show remarkably good agreement with published experimental values. Our study also sheds new light on the roles of gas density, droplet size and mean free path in the rupture of the gas film.

Host
WIAS Berlin
Tuesday, 16.04.2019, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. J. Lelong, Université Grenoble Alpes, Frankreich:
Pricing path-dependent Bermudan options using Wiener chaos expansion: An embarrassingly parallel approach
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstract
In this work, we propose a new policy iteration algorithm for pricing Bermudan options when the payoff process cannot be written as a function of a lifted Markov process. Our approach is based on a modification of the well-known Longstaff Schwartz algorithm, in which we basically replace the standard least square regression by a Wiener chaos expansion. Not only does it allow us to deal with a non Markovian setting, but it also breaks the bottleneck induced by the least square regression as the coefficients of the chaos expansion are given by scalar products on the L^2 space and can therefore be approximated by independent Monte Carlo computations. This key feature enables us to provide an embarrassingly parallel algorithm.

Further Informations
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics

Host
WIAS Berlin
Tuesday, 16.04.2019, 15:15 (WIAS-ESH)
Oberseminar Nonlinear Dynamics
Dr. O. Omelchenko, Universität Potsdam:
Traveling chimera states
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
We overview recent results about the traveling chimera states observed in a ring of nonlocally coupled phase oscillators with broken reflection symmetry of the coupling kernel. These states manifest themselves as coherence-incoherence patterns moving along the ring. As the coupling asymmetry grows they undergo a sequence of transformations, which can be adequately explained using the continuum limit Ott-Antonsen equation. In the context of this equation the chimera states correspond to its smooth traveling wave solutions. Using the mathematical methods from the PDE and integral equations theory we carry out asymptotic analysis of these traveling waves, describe an algorithm for their numerical continuation and explore the spectrum of the corresponding linearized equation. We show that traveling chimera states can lose their stability via fold and Hopf bifurcations. Some of the Hopf bifurcations turn out to be supercritical resulting in the observation of modulated traveling chimera states.

Host
Freie Universität Berlin
WIAS Berlin
Wednesday, 17.04.2019, 15:15 (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. G. Nika, WIAS Berlin:
Multiscale modelling of magnetorheological suspensions
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
Humboldt-Universität zu Berlin
WIAS Berlin