Veranstaltungen

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Dienstag, 23.01.2018, 14:00 Uhr (WIAS-406)
Seminar Materialmodellierung
Prof. J. Giesselmann, RWTH Aachen:
Modelling error estimates and model adaptation in compressible flows
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
tba

Veranstalter
WIAS Berlin
Dienstag, 23.01.2018, 15:00 Uhr (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. P. Pigato, WIAS Berlin:
The exploding skew of implied volatility
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We show how a simple local volatility model, with volatility function discontinuous at-the-money, is capable of reproducing the explosion of the implied volatility skew, observed on empirical data. We use such local volatility as a leverage function, in a stochastic-local volatility model, obtaining good fits of the whole implied volatility surface on empirical observations.

Veranstalter
WIAS Berlin
Mittwoch, 24.01.2018, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
A. Maurer, München:
Concentration for functions of bounded interaction
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Some multivariate functions have the property that their variation in any argument does not change too much when another argument is modi ed. The talk will give some examples and concentrates on the random variable W obtained by applying such a function to a vector of independent variables. Functions with weakly interacting arguments share some important properties with sums: the expectation of W can be estimated by a version of Bernstein's inequality and its variance can be tightly estimated in terms of an iid sample, which has only one datum more than the function has arguments. There is also a version of the central limit theorem.

Veranstalter
Universität Potsdam
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 24.01.2018, 15:15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. H. Neidhardt, WIAS Berlin:
On the spectral shift function: Recent results
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Berliner Oberseminar “Nichtlineare Partielle Differentialgleichungen” (Langenbach Seminar)

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 30.01.2018, 15:00 Uhr (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. A. Gasnikov, Moscow Institute of Physics and Technology, Russia:
Recent developments of accelerated gradient descent, part III
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Mittwoch, 31.01.2018, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. E. Gassiat, Universite Paris-Sud:
Estimation of the proportion of explained variation in high dimensions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The estimation of the heritability of a phenotypic trait based on genetic data may be set as the estimation of the proportion of explained variation in high dimensional linear models. I will be interested in understanding the impact of: not knowing the sparsity of the regression parameter, not knowing the variance matrix of the covariates on minimax estimation of heritability. In the situation where the variance of the design is known, I will present an estimation procedure that adapts to unknown sparsity. When the variance of the design is unknown and no prior estimator of it is available, I will show that consistent estimation of heritability is impossible. (Joint work with N. Verzelen, and PHD thesis of A. Bonnet).

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Donnerstag, 01.02.2018, 14:00 Uhr (WIAS-ESH)
Seminar Quantitative Biomedizin
Dr. E. Sinibaldi, Italian Institute of Technology:
Selected modeling approaches for biomedical applications and biorobotics tools
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The effective deployment of theranostic agents (including drugs), smart?materials?based systems and interfaces to target regions (prospectively) in the human body where to perform the sought actions also requires theoretical models and physical tools. Modeling the delivery and the (remote) actuation/stimulation of the aforementioned agents/systems/interfaces, in particular, permits to compensate for experimental conditions hard to characterize and to better interpret the experimental results, thus paving the way for quantitative therapy design and control. This is complemented by model-based design of related experimental devices, flexible tools able to safely navigate anatomical pathways, and miniaturized effectors. In this talk I will firstly present the solution to an inverse problem, namely to determine the velocity profile in a vessel cross-section starting from the flow-rate, which is relevant to pulsatile biological flows (blood and cerebro-spinal fluid flows), with application, e.g., to magnetic particle targeting. Then I will address numerical models for intrathecal drug-delivery (drug infusion in the cerebro-spinal fluid, also accounting for transport to the spinal cord) and simplified analytical models for intra-tissue drug-delivery (particle transport into porous/poroelastic media, with application to intratumoral thermotherapy). Finally, I will overview model-based approaches for: piezoelectric nanoparticle-mediated cell stimulation; real-scale physical models of the blood-brain barrier; flexible biorobotics probes; miniature (bioinspired) actuators and effectors.

Veranstalter
WIAS Berlin
Freitag, 02.02.2018, 14:30 Uhr (WIAS-ESH)
Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Th. Ruf, Gerolsbach:
On a variational approach to the nonlinear wave equation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In a 2012 paper, E. Serra and P. Tilli proved a conjecture by E. de Giorgi stating that global weak solutions of wave equations such as w” - Delta w + wlwl^(p-2) = 0 on R^+ times  R^d can be obtained as limits of minimizers of suitable variational functionals. We generalize this proof to equations of the form w” - Delta w + f_w (t; x; w) = 0 with p-growth conditions on f, also replacing R^d by an arbitrary open set O subset R^d and suitable boundary conditions.

Weitere Informationen
Joint Research Seminar on Mathematical Optimization / Non-smooth Variational Problems and Operator Equations

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 15.02.2018, 16:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
J.-P. Koester, Ferdinand-Braun-Institut Berlin:
Simulation of pulsed laser diodes driven far above threshold with WIAS--BALaser and comparison with experiment
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin