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Veranstaltungen (Archiv)

zu den aktuellen Veranstaltungen

Dienstag, 28.02.2012, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Yikan Liu, University of Tokyo:
Forward and inverse problems for hyperbolic systems modelling generation of structures
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
21. – 23. Februar 2012 (WIAS-ESH): Workshop/Konferenz: From Particle Systems to Differential Equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 16.02.2012, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Aleksandr Pimenov, WIAS Berlin:
A Hermite-Galerkin method for numerical solution of a model of an inhomogeneously broadened semiconductor laser
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 16.02.2012, 14:30 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Bernhard Steinberger/Mulyukova Mulyukova, GFZ Potsdam:
Major challenges in computational geodynamics, Part II
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The dynamical model of the Earth's interior can be broadly described by the thermochemical convection of the mantle, comprising the approximately 3000 km thick outer shell of our planet. The main challenges of geodynamic modelling of the mantle flow arise due to the strong dependence of properties of the mantle-materials on temperature, depth and composition. Robust advection schemes and accurate interpolation techniques are some of the requirements for obtaining physically reliable results. We have developed a two-dimensional finite element method code for simulating thermochemical convection of a heterogeneous viscous fluid in an annular domain. We will present the preliminary results of our model, and the results of the benchmarking study of the numerical techniques involved.

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Seminar Numerische Mathematik

Veranstalter
WIAS Berlin
Donnerstag, 16.02.2012, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Stephan V. Sobolev, GFZ Potsdam:
Major challenges in computational geodynamics, Part I
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Geological-scale processes in solid Earth are dominated by plate tectonics (PT). PT is a non-trivial (not existing at Venus or Mars) surface manifestation of the solid-state thermo-chemical convection in the Earth mantle. A key feature of the deformation processes in PT is extreme strain localization. The major challenge of computational geodynamics is to replicate main features of PT and its relation with mantle convection. I?ll show examples of how that is done now and which computational problems arise.

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Seminar Numerische Mathematik

Veranstalter
WIAS Berlin
Mittwoch, 15.02.2012, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Tomáš Roubíček, Charles University, Prague, Czech Republic:
A model of rupturing lithospheric faults with re-occurring earthquakes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

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

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 14.02.2012, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Santiago Fortes, Caltech, Pasadena/zzt. WIAS Berlin:
Power series expansions for waves in high-contrast periodic media
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Donnerstag, 09.02.2012, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Rene Schneider, TU Dresden:
With edge based refinement towards anisotropic adaptive refinement in FEM
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We propose a new paradigm for adaptive mesh refinement. Instead of considering local mesh diameters and their adaption to solution features, we propose to evaluate the benefit of possible refinements in a direct fashion, and to select the most profitable refinements. We demonstrate that based on this approach a directional refinement of triangular elements can be achieved, allowing arbitrarily high aspect ratios.
However, only with the help of edge swapping and/or node removal (directional un-refinement) near optimal performance can be achieved for strongly anisotropic solution features. With these ingredients even re-alignment of the mesh with arbitrary error directions is achieved. Numerical experiments demonstrate the utility of the proposed anisotropic refinement strategy.

Veranstalter
WIAS Berlin
Mittwoch, 08.02.2012, 18:00 Uhr (HU-Raum 1.115): Dr. Plamen Turkedjiev, Humboldt-Universität zu Berlin:
Approximation of discrete backward stochastic differential equations using a multi-step forward, empirical regression scheme
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
We consider the dynamic programming equation arising from the time-discretization of backward stochastic dierential equations. The generator is assumed to be locally Lipschitz, which includes some cases of quadratic drivers. The sequence of conditional expectations is computed using empirical least-squares regres- sions. We provide full error estimates for this approximation depending on the time-grid, the number of simulations and the approximation spaces for regres- sion. Furthermore, we show that the Multi step-forward Dynamic Programming (MDP) equation yields better error estimates than the usual One-step forward DP (ODP) equation in the case where the generator and terminal condition are dierentiable. This is a joint work with Emmanuel Gobet

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Mittwoch, 08.02.2012, 17:00 Uhr (HU-Raum 1.115): Dr. Nicolas Perkowski, Humboldt-Universität zu Berlin:
Dominating risk free measures
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
We prove that for locally bounded processes, absence of arbitrage of the rst kind is equivalent to the existence of a dominating local martingale measure. The Fundamental Theorem of Asset Pricing of Delbaen and Schachermayer states that for locally bounded processes there exists an equivalent local martingale measure if and only if the two conditions (NA) and (NA1) are satised. In a related work, Delbaen and Schachermayer show that for continuous processes, the condition (NA) implies the existence of an absolutely continuous local martingale measure. Here we complete this program, by proving that for locally bounded processes, (NA1) is equivalent to the existence of a dominating local martingale measure. This is motivated by and related to results from the theory of ltration enlargements. This is joint work with Peter Imkeller.

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Dienstag, 07.02.2012, 17:15 Uhr (FUB-031): Oberseminar Nonlinear Dynamics
Nina Uraltseva, St. Petersburg State University:
Two-phase parabolic obstacle problem: Regularity properties of the free boundary
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
In this talk we describe the methods, developed in the last decade, for studying the regularity of the free boundary in the vicinity of branch points. These methods are based on the use of various monotonicity formulas, blow-up technique and some observations of geometric nature.

Veranstalter
Freie Universität Berlin
WIAS Berlin
Montag, 06.02.2012, 18:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Yun Hu, Peking University:
The adaptive finite element method for the fourth order problem
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
For the fourth order elliptic problem, the use of conforming finite element methods often leads to very expensive calculations due to the fact that rather high polynomials are required to fulfill the C^1 continuity of the ansatz functions. Therefore, most of popular finite element methods in the literature are the nonconforming finite element method. There are a lot of papers concerning a priori analysis of the nonconforming finite elements in the literature. However, there are few works concerning the adaptive finite element methods of the fourth order problem. One difficulty is that all of nonconforming finite element spaces for the fourth order elliptic problems can not contain a conforming subspace that has the minimal approximation, which causes the challenge for the a posteriori error analysis of the nonconforming methods. Another difficulty is that most of conforming/nonconforming finite element spaces for the fourth order elliptic problems are nonnested on successive meshes. The latter is the main barrier for the convergence analysis of the adaptive finite element methods. In this talk, we shall present some recent progress concerning the a posteriori error estimates of finite element methods for the Kirchhoff-Love plate problem and the convergence and optimality analysis of the corresponding adaptive algorithm. The result will go to the nonconforming Morley element and some conforming finite element methods. In addition, we will discuss state of art for this research field.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Universität Leipzig
Montag, 06.02.2012, 16:15 Uhr (FU Berlin): Oberseminar Nonlinear Dynamics
Darya Apushkinskaya, Universität des Saarlandes:
Two-phase parabolic obstacle problem: Infinity-estimates for derivates of solutions
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 3, 14195 Berlin, Hinterhaus, Raum 130

Abstrakt
Consider the two-phase parabolic obstacle problem with non-trivial Dirichlet condition ?u ? ?tu = ?+?u>0 ? ???u<0 in Q=?×(0;T), u = ? on ?pQ. Here T<+?, ? ? Rn is a given domain, ?pQ denotes the parabolic boundary of Q, and ?{\textpm} are non-negative constants satisfying ?++??>0. The problem arises as limiting case in the model of temperature control through the interior. In this talk we discuss the L?-estimates for the second-order space derivatives D2u near the parabolic boundary ?pQ. Observe that the case of general Dirichlet data cannot be reduced to zero ones due to non-linearity and discontinuity at u=0 of the right-hand side of the first equation. The talk is based on works in collaboration with Nina Uraltseva.

Veranstalter
Freie Universität Berlin
WIAS Berlin
Universität Bonn
Mittwoch, 01.02.2012, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Joachim Rehberg, WIAS Berlin:
Hölder continuity for solutions to mixed boundary value problems
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
Mittwoch, 01.02.2012, 10:00 Uhr (WIAS-405-406): Seminar Materialmodellierung
Dr. Sabine Jansen, WIAS Berlin:
Cluster size distributions in statistical mechanics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
A classical geometric picture of the phase transition from gas ta condensed phase is that particles progressively aggregate into groups, "clusters" or "droplets". I will explain some rigorous results on cluster size distributions in classical equilibrium statistical mechanics, in the canonical ensemble (based on joint work with W. König and B. Metzger). The main result is an abstract large deviation principle for the cluster size distributions, and an exact bound on the difference between the exact rate function and the rate function of an ideal mixture of droplets. In the canonical ensemble, the idealized rate function resembles the Lyapunov function for the Becker-Döring equations of Ball, Carr and Penrose (1986); taking Legendre transforms in order to pass to the constant pressure ensemble, we obtain a rate function closer to the Lyapunov function derived by Dreyer and Duderstadt (2006). If time permits, I will also explain related results on Mayer and virial expansions.

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WIAS-Materialmodellierungsseminar

Veranstalter
WIAS Berlin
Dienstag, 31.01.2012, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Quinian Jin, Australian National University, Canberra:
Nonstationary iterated Tikhonov regularization in Banach spaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Nonstationary iterated Tikhonov regularization is an efficient method for solving ill-posed problems in Hilbert spaces. However, this method may not produce good results in some situations where the solution is sparse or contains discontinuity or the data contains non-Gaussian noise, since it tends to over-smooth solutions and thus destroy special features. By making use of duality mappings and Bregman distance, we propose an extension of this method to the Banach space setting and establish its convergence. We also present numerical simulations which indicate that the method in Banach space setting can produce better results. Finally we will mention some possible extensions of the method to solve nonlinear inverse problems in Banach spaces.

Veranstalter
WIAS Berlin
Mittwoch, 25.01.2012, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Prof. Enno Mammen, Universität Mannheim:
Flexible generalized varying coecient regression modes and locally additive interaction models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
This talk discusses a very general model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the eects of the covariates. The model accommodates both continuous and discrete random variables for the response and covariates. It is quite exible to cover both of the generalized varying coecient models and the generalized additive models as special cases. Under a weak condition we give a general theorem that the problem of estimating the multivariate mean function is equivalent to that of estimating its univariate component functions. We discuss implications of the theorem for penalized least squares estimators, and then investigate the outcomes in full details for a kernel-type estimator. The kernel estimator is given as a solution of a system of nonlinear integral equations. We provide an iterative algorithm to solve the system of equations and discuss the theoretical properties of the estimator and the algorithm. Finally, we give a simulation results and illustrate the method with a data example. The talk reports on joint work with Young K. Lee and Byeong U. Park.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 25.01.2012, 10:00 Uhr (WIAS-405-406): Halbleiterseminar
Dr. Paul N. Racec, WIAS Berlin:
Optimal triangulation for Schrödinger equations on bounded systems with cylindrical symmetry
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Weitere Informationen
WIAS-Halbleiterseminar

Veranstalter
WIAS Berlin
Dienstag, 24.01.2012, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Prof. Zhang Eugene, Oregon State University:
Efficient Morse decomposition of vector fields
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Freie Universität Berlin
Dienstag, 24.01.2012, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Plamen Turkedjiev, Humboldt-Universität zu Berlin:
Approximating discrete backwards stochastic differential equations using least squares regression
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
e consider the dynamic programming equation arising from the time-discretization of backward stochastic differential equations. The generator is assumed to be locally Lipschitz, which includes some cases of quadratic drivers. The sequence of conditional expectations is computed using empirical least-squares regressions. We provide full error estimates for this approximation depending on the time-grid, the number of simulations and the approximation spaces for regression. Furthermore, we show that the Multi step-forward Dynamic Programming (MDP) equation yields better error estimates than the usual One-step forward DP (ODP) equation in the case where the generator and terminal condition are differentiable. This is a joint work with Emmanuel Gobet.

Veranstalter
WIAS Berlin
Montag, 23.01.2012, 17:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Bernd Flemisch, IWS, Uni Stuttgart:
A new fully implicit numerical model for miscible multi-phase flow in porous media
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
The tightly coupled, strongly nonlinear nature of non-isothermal multi-phase flow in porous media poses a tough challenge for numerical simulation. This trait is even more pronounced, if miscibility is also considered. A primary reason why inclusion of miscibility tends to be problematic are the difficulties stemming from phase transitions: on the one hand, phase transitions need to be included since the presence or absence of fluid phases has a major impact on the flow behavior; on the other hand, convergence of the nonlinear solver may be severely affected if they are not handled robustly. In this talk, a mathematically sound approach to include phase transitions in the nonlinear system of equations is presented: first, the transition conditions are formulated as a set of local inequality constraints, which are then directly integrated into the nonlinear solver using a nonlinear complementarity function. Under this scheme, a semi-smooth Newton?Raphson solver exhibits considerably more robust convergence behavior compared to some previous approaches, which is illustrated by several numerical examples.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Universität Leipzig
Donnerstag, 19.01.2012, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Ihar Babushkin, WIAS Berlin:
Perturbative approach to analysis of the ionization-induced nonlinearity
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 19.01.2012, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Markus Bause, Helmut Schmidt Universität, Universität der Bundeswehr Hamburg:
Efficient and reliable numerical approximation of transport equations with small diffusion
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

Veranstalter
WIAS Berlin
Mittwoch, 18.01.2012, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Lukas Wilhelm, WIAS Berlin:
A model for a quantum dot LED based on the Jaynes-Cummings Hamiltonian
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
Mittwoch, 18.01.2012, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Guillaume Lecué, Université Marne-la-Vallée:
General oracle inequalities for empirical risk minimization (ERM) procedures, penalized ERM and regularized ERM with applications to high dimensional data analysis
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We show that empirical risk minimization procedures, regularized empirical risk minimization procedures and penalized empirical risk minimization procedures satisfy non-exact oracle inequalities in a general unbounded framework. The main novelty, in addition to the boundedness assumption free setup, is that those inequalities can yield fast rates even in situations in which exact oracle inequalities only hold with slower rates. We apply these results to show that procedures based on $ell_1$ and nuclear norms regularization functions satisfy oracle inequalities with a residual term that decreases like $1/n$ for every $L_q$-loss functions ($qgeq2$), while only assuming that the tail behaviour of the input and output variables are well behaved. In particular, no RIP type of assumption or “incoherence condition” are needed to obtain fast residual terms in those setups.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 17.01.2012, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Paul Gassiat, Université Paris Diderot (LPMA):
Optimal investment and consumption in a mixed liquid/illiquid market
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of a liquid and an illiquid asset. The liquid asset is observed and can be traded continuously, while the illiquid one can only be traded and observed at discrete random times corresponding to the jumps of a Poisson process with intensity $lambda$. The problem is a nonstandard mixed discrete/continuous optimal control problem which we face by the dynamic programming approach. When the utility has a general form we prove that the value function is the unique viscosity solution of the HJB equation and we give a verification theorem that describes the optimal investment strategies for the illiquid asset. In the case of power utility, using a new regularity result for the HJB equation via a dual approach, we are able to solve completely the problem, finding also the optimal consumption strategy and the optimal investment strategy for the liquid asset. This allows us to perform numerical simulation and to analyze the impact of the illiquidity in a mixed market without full observation. Based on a joint work with Salvatore Federico and Fausto Gozzi.

Veranstalter
WIAS Berlin
Dienstag, 17.01.2012, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Klaus Krumbiegel, WIAS:
Superconvergence properties for semilinear elliptic Neumann boundary control problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 16.01.2012, 17:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Philipp Grohs, ETH Zürich:
Intrinsic approximation of geometric data
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
One of the characteristic features of our modern age is the deluge of data we are confronted with. In addition to the mere masses, we are witnessing more and more modern sensing devices where measurements are of a nonstandard form with data points constrained to nonlinear geometries. With applications ranging from topics in human biomechanics, over image processing, kinematics and robotics to computer graphics, nonlinear geometric data represents a f act of life in modern computational science and therefore it is of eminent interest to develop computational and theoretical tools capable of processing it in an efficient manner. Unfortunately, due to the nonlinear structure inherent in geometric data, classical linear methods known from signal processing, such as wavelet transforms, finite elements, etc., cannot be used in a meaningful way. This calls for genuinely new constructions which respect the underlying geometric structure while satisfying the same desirable properties of well-known linear methods. In my talk I will discuss several such constructions.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Universität Leipzig
Donnerstag, 12.01.2012, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Alexander Wilms, WIAS Berlin:
Influenece of the carrier reservoir dimensionality on Coulomb scattering in quantum dot materials
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 12.01.2012, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Georg Bauer, Technische Universität München:
A variational multiscale finite element method for the numerical simulation of electrochemical systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The consideration of ion-transport due to convection, diffusion and (electro-)migration plays a fundamental role for the mathematical modeling of many electrochemical systems. For example, electrodeposition of metals is an important industrial application. In typical electro-plating baths rather complex, often turbulent flow conditions arise, directly influencing the plating process. Hence, the apparent coupling to (turbulent) flow needs to be taken into account in the computational model. In this presentation, first the governing equations for incompressible flow, multi-ion transport, electric field and electrochemical reactions at electrode surfaces will be summarized, and the respective computational challenges are highlighted. Afterwards, our novel variational multiscale finite element method for solving the coupled nonlinear problem in complex cell geometries will be presented, and results from various three-dimensional numerical examples will be shown, demonstrating that the proposed method is robust and provides accurate results. Finally, our recent progress towards the simulation of ionic mass transport under turbulent flow conditions will be addressed.

Veranstalter
WIAS Berlin
Mittwoch, 11.01.2012, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
PD Dr. Lutz Recke, Humboldt-Universität zu Berlin:
Maximal regularity and smooth dependence for elliptic and hyperbolic PDEs
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
Mittwoch, 11.01.2012, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Itai Dattner, TU Eindhoven:
On deconvolution of distribution functions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
It is well known that rates of convergence of estimators in deconvolution problems are aected by the smoothness of the error density and the density to be estimated. However, the problem of distribution deconvolution is more delicate than what was considered so far. We derive dierent rates of convergence with respect to the tail behavior of the error characteristic function. We develop an optimal in order deconvolution estimator and construct its adaptive version which achieves the optimal rates within a logarithmic factor. Simulation studies comparing the adaptive estimator to other methods are presented and support the superiority of our method. We also present an example with real data and discuss a few relevant extensions of our results. Based on joint works with Alexander Goldenshluger, Benjamin Reiser and Anatoli Juditsky.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 10.01.2012, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Richard Metzler, University of Texas (UTSA):
Online Prediction for Simultaneous Compression & Encryption
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Because of its ability to compress and encrypt plaintext simultaneously, embedment of stream cipher rules into Elias-type entropy coders provides a fast and secure means of data compression with the ability to hide cipherstream information in the case of a known plaintext attack. Compression and security improve with continual updating of the statistical representation of the plaintext through online prediction methods. Simulations on images from a variety of classes compare the compressive and computational costs of the novel system to those of traditional compression-followed-by-encryption methods.

Veranstalter
WIAS Berlin
Dienstag, 10.01.2012, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Mark-Alexander Henn, Physikalisch-Technische Bundesanstalt, Berlin:
Statistical approaches to the inverse problem of scatterometry
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 09.01.2012, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Masato Wakayama, Kyushu University, Institute of Mathematics for Industry:
Remarks on geodesics for multivariate normal models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt

A complete description of the geodesic curves on the Riemann manifold of multivariate normal distributions equipped with the Fisher information metric has been accomplished by Eriksen in 1987, and later by Calvo and Oller in 1991 but in a different manner. The former describes geodesic curves in terms of an exponential map in somewhat mysterious way and the latter obtains a solution of the differential equation of a geodesic curve explicitly by solving much general system of differential equations. The method what Erikson had taken seems to have a group theoretic nature while it is still unclear. The purposes of this talk are to derive the explicit formula of the geodesic curve from the result obtained by Eriksen and to clarify why such exponential map may give geodesic curves for the one dimensional normal distribution case.

In the beginning of the talk, the speaker will briefly introduce the newly established research institute, "Institute of Mathematics for Industry, Kyushu University".

Veranstalter
WIAS Berlin
Donnerstag, 05.01.2012, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Sonia Fliss, ENSTA Paris Tech:
Numerical and mathematical analysis of harmonic wave propagation in locally perturbed periodic infinite media
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 04.01.2012, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Prof. Vladimir Spokoiny, WIAS Berlin:
Semiparametric alternation: convergence and efficiency
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
A general problem of semiparametric estimation is considered when the target parameter ( theta ) describing the model structure has to be estimated under the presence of the high dimensional nuisance ( eta ). The alternating approach assumes that the partial estimation of ( eta ) under the given target ( theta ) and vice versa can be done efficiently even in large dimension because the related problem is convex or even quadratic. This naturally leads to the procedure based on sequential optimization: one starts from some initial value of ( theta ) or ( eta ) and then sequentially estimates one parameter with the other one fixed. Unfortunately, precise theoretical results addressing the overall quality of such procedures are only available in special cases. One example is given by linear models. In this case, an alternating procedure converges and is efficient under quite simple and tractable identifiability conditions. We aim at developing a novel approach to systematic study of the quality and efficiency of such iterative procedures based on the idea of approximating the original model by a linear one in a local vicinity of the central point. This allows for extending the algorithmic properties of the procedure like geometric convergence from the linear to a general smooth case.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Montag, 19.12.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Markus Becker, Leibniz-Institut für Plasmaforschung und Technologie e.V. (inp), Greifswald:
Hydrodynamische Modelle und numerische Verfahren zur Beschreibung von Niedertemperaturplasmen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt

M. Becker und D. Loffhagen, INP Greifswald e.V., Felix-Hausdorff-Str. 2, 17489 Greifswald

Niedertemperaturplasmen werden in vielen technologischen Anwendungen eingesetzt. Dazu zählen Plasmabildschirme, Leuchtmittel und die Funktionalisierung von Oberflächen. Ergänzend zu experimentellen Versuchen wird die hydrodynamische Modellierung von Plasmen vielfältig bei der Entwicklung und Optimierung der Anwendungen eingesetzt. Typischerweise werden dabei Bilanzgleichungen für die Teilchendichten und die Stromdichten der Elektronen und Schwerteilchen sowie eine Bilanzgleichung für die Energiedichte der Elektronen gekoppelt mit der Poisson-Gleichung zur selbstkonsistenten Bestimmung des elektrischen Potenzials gelöst.
In dem Vortrag werden gängige Modelle diskutiert und numerischen Verfahren zur Lösung der nichtlinear gekoppelten partiellen Differenzialgleichungen vorgestellt. Dabei wird insbesondere auf Stabilisierungstechniken im Kontext Finiter-Differenzen- und Finiter-Elemente-Verfahren eingegangen, die bei der Modellierung von Niedertemperaturplasmen eingesetzt werden. Vor- und Nachteile der Modelle und Verfahren werden am Beispiel der Modellierung einer Niederdruckglimmentladung in Argon veranschaulicht.

Weitere Informationen
Presentation slides

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WIAS Berlin
Mittwoch, 14.12.2011, 17:00 Uhr (HU-Raum 1.115): Prof. Dr. Werner Kirsch, Fernuniv. Hagen:
Macht, Minister und Mathematik --- Zur mathematischen Untersuchung von Abstimmungssystemen
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Mittwoch, 14.12.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Robert Haller-Dintelmann, TU Darmstadt:
Hardy's inequality for mixed boundary conditions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 13.12.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Thomas Wagenknecht, University of Leeds:
Homoclinic snaking: different ways to kill the snakes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Freie Universität Berlin
WIAS Berlin
Dienstag, 13.12.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Jianing Zhang, WIAS:
Dual representations for general multiple stopping problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
In this talk, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction periods modeled by stopping times. As such, this extends the works by Schoenmakers [2010], Bender [2011a], Bender [2011b], Aleksandrov and Hambly [2010] and Meinshausen and Hambly [2004] on multiple exercise options, which either take into consideration a refraction period or volume constraints, but not both simultaneously. We also allow more flexible cashflow structures than the additive structure in the above references. Time permitting, we supplement the theoretical results with an explicit Monte Carlo algorithm for constructing confidence intervals for the price of multiple exercise options and exemplify it by a numerical study on the pricing of a swing option in an electricity market. This talk is based on joint work with Christian Bender (Universitaet des Saarlandes) and John Schoenmakers (WIAS Berlin).

Veranstalter
WIAS Berlin
Dienstag, 13.12.2011, 10:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Dr. Sergey Zelik, University of Surrey, UK:
Infinite-dimensionality in the "finite-dimensional" dissipative dynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 08.12.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Prof Kestutis Staliunas, Universitat Politecnica de Catalunya:
Faraday patterns in nonlinear fiber-rezonators
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 08.12.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Hoang Tran, University of Pittsburgh:
Uncoupling the incompressible fluid flows in multi-physics and multi-domain applications
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Many fluid flows in applications occur in multi-physics and multi-domain. The physical processes of each subproblem may be quite different and they can require different meshes, time steps and methods. Partitioned methods, which allow us to uncouple and solve the coupled problem by calls to the corresponding subproblems' codes, are highly desirable for such flows. We consider partitioned methods in two particular applications: the Stokes-Darcy problems and the reduced magnetohydrodynamics flows. The long time stability and accuracy of our proposed methods are analyzed. Experiment results verifying the theory are also given.

Veranstalter
WIAS Berlin
Donnerstag, 08.12.2011, 10:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Prof. Raimondas Ciegis, Gediminas Technical University, Vilnius:
Numerical approximation of one model of the bacterial self-organization: analysis of the dynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 07.12.2011, 18:00 Uhr (HU-Raum 1.115): Prof. Dr. Frank Seifried, Universität Kaiserslautern:
Stochastic differential utility: Convergence and dynamic programming
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
In this talk, I would like to present two recent contributions to the literature on recursive preferences: (i) a general convergence result for recursive preferences, and (ii) a new class of consumption-investment problems with closed-form solutions. In the literature, the notion of stochastic dierential utility as introduced by Due and Epstein (1994) has been accepted as the continuous-time analog of the notion of discrete-time recursive utility developed by Kreps and Porteus (1978). This correspondence implicitly underlies a large number of applications of stochastic dierential utility. However, a rigorous proof of this connection has not been given yet. After a general introduction to recursive preferences, in the rst part of the talk I would like to demonstrate how to close this gap by establishing a convergence theorem that shows that discrete-time recursive utility converges to stochastic dierential utility in the continuous-time limit of vanishing grid size. In the second part, I would like to present a new class of closed-form solutions for consumption- investment problems in incomplete markets with recursive preferences. Applying a classical dy- namic programming approach, the associated Hamilton-Jacobi- Bellman equation is formulated and a suitable verication theorem is provided that is valid for non-Lipschitz aggregators. We obtain new explicit solutions to the Bellman equation with Epstein-Zin recursive preferences and non-unit elasticity of intertemporal substitution. These explicit solutions also allow us to gauge the accuracy of the Campbell-Shiller approximation technique.

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Mittwoch, 07.12.2011, 17:00 Uhr (HU-Raum 1.115): Prof. Dr. Sören Christensen, Christian--Albrechts--Universität Kiel:
A method for pricing American options using semi-infinite linear programming
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
A new approach for the numerical pricing of American options is introduced. The main idea is to choose a nite number of suitable excessive functions (randomly) and to nd the smallest majorant of the reward function in the span of these functions. The resulting problem is a linear semi-innite programming problem, that can be solved using standard algorithms. This leads to good upper bounds for the original problem. For our algorithms no discretization of space and time and no simulation is used. Furthermore it is applicable even for high-dimensional problems. The algorithm provides an approximation of the value not only for one starting point, but for the complete value function on the continuation set, so that the optimal exercise region and e.g. the Greeks can be calculated. Furthermore one furthermore easily obtains good lower bounds. We apply the algorithm to (one- and) multidimensional diusions and to Lvy processes, and show it to be fast and accurate.

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Mittwoch, 07.12.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Martin Meyries, KIT Karlsruhe:
Optimal Sobolev embeddings and interpolation with boundary conditions for a class of weighted function spaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 07.12.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Yoosoon Chang, ESMT:
Nonstationarity in Time Series of State Densities
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
This paper proposes a new framework to analyze the nonstationarity in the time series of state densities, representing either cross-sectional or intra-period distributions of some underlying economic variables. We regard each state density as a realization of Hilbertian random variable, and use a functional time series model to t a given time series of state densities. This allows us to explore various sources of the nonstationarity of such time series. The potential unit roots are identied through functional principal component analysis, and subsequently tested by the generalized eigenvalues of leading components of normalized sample variance operator. The asymptotic null distribution of the test statistic is obtained and tabulated. We use the methodology developed in the paper to investigate the state densities given by the cross-sectional distributions of individual earnings and the intra-month distributi- ons of stock returns. We nd some clear evidence for the presence of strong persistency in their time series.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 06.12.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Svetlana Gurevich, Westfälische Wilhelms-Universität Münster:
Destabilization of localized structures induced by delayed feedback
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Freie Universität Berlin
WIAS Berlin
Dienstag, 06.12.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Elmar Diederichs, WIAS:
Adaptive Weights Clustering
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 06.12.2011, 13:30 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Prof. Eugene Zhang, Oregon State University, USA:
Topological analysis and visualization of 2D asymmetric tensor fields
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Asymmetric tensor fields contain much richer structures than their symmetric counterparts. In this talk I will review latest development in asymmetric tensor field analysis and visualization, with an emphasis on tensor field topology. Applications of such analysis and visualization include fluid dynamics and earthquake engineering.

Veranstalter
WIAS Berlin
Dienstag, 06.12.2011, 12:30 Uhr (WIAS-406): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
Dr. Olaf Klein, WIAS:
Hysteresis operators for vector-valued inputs, their representation by functions on strings, and Madelung's rules
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
In Brokate-Sprekels 1996, an representation formula for hysteresis operators acting on scalar-valued continuous input functions being piecewise monotone has been presented. In the current work, hysteresis operators dealing with inputs in a general normed vector space are investigated, and a similar representation formula is derived. This formula is used to discus some aspects of a vectorial Formulation of the Madelung's rules.

Veranstalter
WIAS Berlin
Dienstag, 06.12.2011, 09:30 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Piotr Fulmański, University of Lodz:
Level set approach to shape optimization --- Numerical analysis
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 05.12.2011, 17:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
James Sethian, University of California, Berkley:
Tracking Multiphase Physics: Geometry, Foams, and Thin Films
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
Many scientific and engineering problems involve interconnected moving interfaces separating different regions, including dry foams, crystal grain growth and multi-cellular structures in man-made and biological materials. Producing consistent and well-posed mathematical models that capture the motion of these interfaces, especially at degeneracies, such as triple points and triple lines where multiple interfaces meet, is challenging. We introduce (Saye and Sethian, PNAS, 2011) an efficient and robust mathematical and computational methodology for computing the solution to two and three-dimensional multi-interface problems involving complex junctions and topological changes in an evolving general multiphase system. We demonstrate the method on a collection of problems, including geometric coarsening flows under curvature and incompressible flow coupled to multi-fluid interface problems. Finally, we compute the dynamics of unstable foams, such as soap bubbles, evolving under the combined effects of gas-fluid interactions, thin-film lamella drainage, and topological bursting. This work is joint with R. Saye of UC Berkeley.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Universität Leipzig
2. Dezember 2011 (WIAS-ESH): Workshop/Konferenz: Berliner Mathematica-Tag
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 01.12.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Mindaugas Radziunas, WIAS Berlin:
Spatial “rocking” in broad emission area semiconductor lasers
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 01.12.2011, 11:00 Uhr (WIAS-406): Halbleiterseminar
Prof. Dr. Gernot Paasch, IFW Dresden:
Gaussian transport states in organic devices
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Donnerstag, 01.12.2011, 10:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Dr. Dmitry Glyzin, Yaroslavl State University:
Relaxation oscillations in a chain of coupled delay differential equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 30.11.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Sebastian Heinz, WIAS Berlin:
Micro-to-macro transition in elasticity via the quasiconvex hull
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 30.11.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Christian Hafner, UCL Belgien:
Volatility of price indices for heterogeneous goods
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Hedonic regression is a common tool to estimate price indices and has been widely used to construct price indices of markets with heterogenous goods. Two prominent examples are the real estate and the art markets. Although some eorts have been made to improve the eciency of parameter estimates, there is no systematic treatment of volatility in these markets. Considering heterogenous goods as alternative investments, this lack of reliable volatility measures prevents an objective assessment of investment opportunities based on classical mean-variance criteria. Moreover, derivatives on subsets of the traded goods require a precise estimation of the underlying volatility. For example, in art markets, auction houses are interested in derivatives for collections or individual art objects in order to hedge their risks. In this paper we propose a new model which explicitly denes an underlying stochastic process for the price index. The model can be estimated using maximum likelihood and an extended version of the Kalman lter. We derive theoretical properties of the volatility estimator and show that it outperforms the standard estimator. To illustrate the usefulness of the model, we apply it to a large data set of international blue chip artists. (joint work with Fabian Bocart)

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 29.11.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Claudia Schillings, Universität Trier:
Optimal aerodynamic design under uncertainty
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 28.11.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Sylwia Markwart/Lena Koch, WIAS Berlin:
International mathematical activities: Projects, networking and cooperation of the International Mathematical Union (IMU)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Presentation slides

Veranstalter
WIAS Berlin
Montag, 28.11.2011, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Thomas Böhme, IAV GmbH - Ingenieurgesellschaft Auto und Verkehr:
Herausforderungen der Elektrifizierung von PkW-Antriebssträngen - Regelungstechnische Ansätze und Methoden
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 24.11.2011, 14:00 Uhr (WIAS-406): Seminar Numerische Mathematik
Priv.-Doz. Dr. Gudrun Thäter, Karlsruher Insitut für Technologie:
Auf Eulers Spuren im Dienste des Hochleistungsrechnens
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Uns heute wohlvertraute - ”klassische” - partielle Differentialgleichungen sind entstanden als Versuch, Naturphänomene zu verstehen und möglichst objektiv zu beschreiben. Durch Newtons Ideen wurde ein Prozess in Gang gesetzt, in dem sich viele kluge Menschen daran abgearbeitet haben, die Quintessenz des Fließens in Gleichungen zu destillieren. Dieser Prozess ist bis heute nicht abgeschlossen.
Dies hat mehrere Gründe. Zum einen gibt es neue Konfigurationen und Materialien für die die klassischen Modelle nicht entwickelt worden sind. Zum anderen können wir alle Gleichungen numerisch mit großer Genauigkeit und Geschwindigkeit lösen und uns damit Problemen in neuen Größenordnungen zuwenden, wie z.B. der Wettervorhersage. Aber gerade hier ist es nötig, alle Gleichungen immer auch als Modelle zu sehen und zu hinterfragen, um geeignete numerische Verfahren zu wählen und Ergebnisse zu bewerten.
In dem Vortrag möchte ich einen kleinen Einblick in typische Fragen des Arbeitsgebietes geben. Als Beispiel werden insbesondere natürliche Konvektionsprobleme dienen.

Veranstalter
WIAS Berlin
Mittwoch, 23.11.2011, 17:00 Uhr (HU-Raum 1.115): Dr. Alessandra Bianchi, Università di Bologna:
Metastable states, quasi-stationary and soft measures, mixing time asymptotics via variational principles
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
In this talk we will present some recent results, obtained in collaboration with A. Gaudilliere, concerning the characterization of metastability in the sense of Lebowitz and Penrose for Markov processes on nite conguration space and in some asymptotic regime. By comparison between the restricted ensemble and the quasi-stationary measure and introducing ßoft measures" as interpolation between them, we will derive simple and practical hypotheses to establish metasta- bility. In particular, by means of potential theoretic tools, we will provide sharp estimates on mean exit time and transition time, and prove their asymptotic exponential laws. Related estimates on the relaxation and mixing time, derived via two-sided variational principles, will be also discussed. We will nally show some application.

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
23. – 25. November 2011 (WIAS-ESH): Workshop/Konferenz: Statistics and Neuroimaging 2011
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
BCCN Berlin
DFG Research Center MATHEON
Mittwoch, 23.11.2011, 10:00 Uhr (WIAS-406): Forschungsseminar Mathematische Statistik
Samory Kpotufe, Max Planck Institute Tübingen:
The curse of dimension in nonparametric regression
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Nonparametric regression consists of learning an arbitrary mapping f: X to Y from a data set of (X,Y) pairs in which the Y values are corrupted by noise of mean zero. This statistical task is known to be subject to a so-called "curse of dimension": if X is a subset of R^D, and if the only smoothness assumption on f is that it satisfies a Lipschitz condition, it is known that any estimator based on n data points will have an error rate (risk) of Omega(n^-2/(2+D)). In other words a data size exponential in D is required to approximate f, which is unfeasible in high dimension. Fortunately, high-dimensional data often has low-intrinsic complexity due to correlations between features and/or irrelevant features. Common examples in machine learning are data that lie near a low-dimensional manifold, and sparse data. Some nonparametric regressors perform better in such situations as their risks depend only on the "intrinsic dimension" of the data, appropriately formalized. These methods which are ädaptive" to intrinsic dimension therefore require no dimension reduction! I will start with a short discussion of some adaptive traditional methods such as k-NN regression, then move on to computationally efficient adaptive methods which are less known. These efficient methods, namely Random Projection tree and tree-kernel-hybrid regressors, have strong theoretical guarantees which are verifiable on a wide range of real-world data. This talk is based on joint-work with Sanjoy Dasgupta and Nakul Verma.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 22.11.2011, 15:15 Uhr (WIAS-405): Oberseminar Nonlinear Dynamics
Carlo Laing, Massey University, New Zealand:
Fronts and bumps in spatially extended Kuramoto networks
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405

Abstrakt
We consider moving fronts and stationary "bumps" in networks of non-locally coupled phase oscillators. Fronts connect regions of high local synchrony with regions of complete asynchrony, while bumps consist of spatially-localised regions of partially-synchronous oscillators surrounded by complete asynchrony. Using the Ott?Antonsen ansatz we derive non-local differential equations which describe the network dynamics in the continuum limit. Front and bump solutions of these equations are studied by either "freezing" them in a travelling coordinate frame or analysing them as homoclinic or heteroclinic orbits. Numerical continuation is used to determine parameter regions in which such solutions exist and are stable.

Veranstalter
Freie Universität Berlin
WIAS Berlin
Dienstag, 22.11.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Vladimir Panov, Universität Duisburg-Essen:
Abelian theorem for stochastic volatility models and semiparametric estimation of the signal space
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
This talk represents my PhD project. The PhD thesis handles two semiparametric statistical problems: estimation of the degree of jump activity for the affine stochastic volatility models and estimation of the signal subspace from the high-dimensional data. The purpose of the work is to improve theoretical background and to develop practical methods for solving these problems in realistic situations. By the "realistic situations" we mean the so-called low-frequency financial data for the first task and lack of ä priori" knowledge about the noisy component of the high-dimensional data for the second one

Veranstalter
WIAS Berlin
Dienstag, 22.11.2011, 10:45 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Krzysztof Chełminski, Warsaw University of Technology:
New results in the theory of inelastic deformations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 22.11.2011, 09:30 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Luis Alberto Fernandez, Universidad de Cantabria:
Mathematical modeling in cancer and some related optimal control problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
21. – 22. November 2011 (WIAS-ESH): Workshop/Konferenz: Mathematische Modellierung und experimentelle Untersuchung elektrochemischer Prozesse in Energiespeichersystemen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 17.11.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Tatjana Habruseva, Tyndall National Institute Cork, Ireland:
Mode-locked lasers with optical injection
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 16.11.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Joachim Naumann, HU Berlin:
On Prandtl's turbulence model: Existence of weak solutions to the equations of turbulent pipe-flow
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 16.11.2011, 10:00 Uhr (WIAS-405-406): Seminar Materialmodellierung
Dr. Yue Zhang, Michelin, USA:
Mathematical modeling and numerical simulations on some tire-related problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
Tire fabrication involves thermal dynamics as well as fluid and solid mechanics. Unveiling its complexity to improve tire design is highly needed in the automotive industries. In this talk, I will present a number of problems commonly occur and how these challenges are addressed using finite element analysis. Various numerical issues will be discussed in details.

Veranstalter
WIAS Berlin
Montag, 14.11.2011, 18:30 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Ricardo Duran, University Buenos Aires, Argentinia:
Poincare and related inequalities: a new approach and some applications
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
.We present a method to derive improved Poincare inequalities as well as other related ones(such as Korn and inf-sup for the Stokes equations). Essentially we show that all those inequalities can be proved for very general domains once they are known for cubes. We show how this method can be used to obtain new weighted Poincare inequalities and give some application to error analysis of singularly perturbed problems.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Donnerstag, 10.11.2011, 17:00 Uhr (HU-Raum 1.115): Prof. Dr. Michael B. Marcus, City College, New York:
Gaussian processes, permanental processes and local times
mehr ... Veranstaltungsort
Humboldt-Universität, Rudower Chaussee 25, 12489 Berlin, Johann-von-Neumann Haus, Raum 1.115

Abstrakt
Dynkin type isomorphism theorems relate the local times of transient Markov processes to the squares of Gaussian processes with covariance equal to the 0-potential density of the Markov process. This allows one to use very well understood properties of Gaussian processes to obtain properties of the local times. Necessarily we can only consider symmetric Markov processes. The permanental process is a generalization of the process of Gaussian squares and gives rise to isomorphism theorems that allow us to study local times of non-symmetric Markov processes.

Veranstalter
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Donnerstag, 10.11.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Rainer Schlundt, WIAS Berlin:
Maxwellgleichungen auf Tetraedergittern
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Die Maxwellgleichungen werden in ihrer integralen Darstellung behandelt. Die Anwendung der Finiten-Integrations-Theorie (FIT) benötigt primäre und duale Gitter, die orthogonal bzw. unstrukturiert sein können. Die dualen Gitter werden mit Hilfe der baryzentrischen Koordinaten erzeugt. Während die Maxwellgleichungen auf diesen beiden Gittern exakt wiedergegeben werden, werden die Materialbeziehungen numerisch approximiert. Es werden zwei verschiedenen Approximationsmöglichkeiten betrachtet.
Bei der Mikrozellen-Methode werden die primären Tetraederzellen in vier verschiedene Mikrozellen unterteilt. Die Informationen benachbarter Komponenten werden somit berücksichtigt.
Bei der zweiten Methode werden zur Diskretisierung der Vektorfelder Whitney-Elemente benutzt. Die Basisfunktionen sind vektorwärtig und werden so konstruiert, dass sie den speziellen Forderungen an die Stetigkeit der Tangential- oder Normalkomponente genügen.

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WIAS Berlin
Donnerstag, 03.11.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Shalva Amiranashvili, WIAS Berlin:
Optical rogue waves
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 03.11.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Prof. Julia Novo, Universidad Autonoma de Madrid, Spain:
Mixed finite-element approximations to the Navier-Stokes equations: Two-grid schemes and a posteriori error estimations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In the first part of the talk a two-grid scheme based on mixed finite element approximations to the incompressible Navier-Stokes equations is considered. In the first level of the method the standard mixed finite-element approximation over a coarse mesh is computed. In the second level the approximation is postprocessed by solving a discrete Oseen-type problem.
In the second part of the talk a posteriori error estimates for mixed finite element discretizations of the Navier-Stokes equations are derived. We show that the task of estimating the error in the evolutionary Navier-Stokes equations can be reduced to the estimation of the error in a steady Stokes problem.

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WIAS Berlin
Donnerstag, 03.11.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Antoine Laurain, HU Berlin:
Recent advances in shape and topology optimization: Theory and applications
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Historically, structural optimization has grown in three major steps. First of all, the automatic dimensioning of structures allowed only to transform the width of the different parts of the structure whose shape and topology were fixed. Then shape optimization allowed shape changes in a fixed topology setting prescribed at the beginning of the process. While this was a huge improvement compared to the previous method, this proved to be quite restrictive for many applications. Finally topological optimization allows a deeper change of the nature of the structure. The geometry is considered without any restriction on the connectivity of the domains and it can be seen as the most generalized shape optimization procedure. The exibility obtained by considering topological changes leads to tremendous improvements in the usual optimization procedure compared to the other techniques, in structural mechanics for instance, but also in free boundary problems and every field where shape optimization is involved.
In a first part of the talk, the main theoretical tools used in shape optimization, in particular the shape derivative and the topological derivative, which allow to perturb the boundary and the topology of a geometric domain, respectively, are introduced and discussed. Then some numerical methods employed in shape optimization, like parametrization or level set methods are introduced. Also, particular problems raised by these methods are addressed. Nowadays, techniques of shape optimization can be applied to a wide range of mathematical problems, like structural mechanics, inverse problems, PDE-constrained optimization or free boundary problems. Therefore, the final part of the talk is concerned with several application areas in optimization ranging from obstacle-type problems to mathematical imaging.

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WIAS Berlin
Mittwoch, 02.11.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Pavel Krejčí, Academy of Sciences of the Czech Republic, Institute of Mathematics:
Remarks on uniqueness in quasilinear parabolic systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 02.11.2011, 10:00 Uhr (WIAS-405-406): Seminar Materialmodellierung
Prof. Dr. Wolfgang König, WIAS Berlin:
Eigenvalue order statistics and mass concentration in the parabolic Anderson model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Veranstalter
WIAS Berlin
Mittwoch, 02.11.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Rui M. Castro, Eindhoven University of Technology:
Adaptive sensing for sparse signal detection and localization
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In this talk I will consider the problem of detection and localization of sparse signals in noise. I consider in particular adaptive sensing approaches (also known as active learning or inference using sequential design of experiments). This means the data collection process is sequential and the collection of future data is guided by all data collected so far. This is in contrast with most traditional approaches where all the data is collected passively before any analysis is done. The added exibility of sequential designs results in dramatic gains in performance, both for signal estimation and detection. I consider in particular the setting where the signal of interest is a n-dimensional vector with solely s non-zero components, and show that if sequential designs are allowed the minimum signal compo- nent magnitude necessary to guarantee accurate detection or localization needs only to scale with s. This is remarkable since there is no dependence on the extrinsic dimension n. On the other hand if sequential designs are not allowed the magnitude of the signal components must necessarily scale with the extrinsic dimension n. Our characterization involves both lower performance bounds, as well as simple but powerful adaptive sensing procedures able to nearly achieve these fundamental limits for a while range of scenarios. Extensions of these ideas to a compressed sensing scenario might also be discussed.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 01.11.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Andrey Muravnik, Peoples' Friendship University Moscow:
The Cauchy problem for parabolic differential-difference equations: integral representations of solutions and their long-time behavior
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Parabolic equations (including singular ones) containing translation (generalized translation) operators acting with respect to spatial variables are considered. Integral representations of their classical solutions are found and asymptotic closeness (stabilization) theorems are proved for their solutions. It turns out that there are principally new effects of the long-time behavior of the above solutions caused by the non-local nature of the equation. Moreover, those effects hold even in the case where only low-order terms of the equation are non-local.

Veranstalter
WIAS Berlin
Universität Potsdam
Humboldt-Universität zu Berlin
Montag, 31.10.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Charles Elliott, University of Warwick, Mathematics Institute:
Computational surface PDEs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
31. Oktober 2011 (WIAS-ESH): Workshop/Konferenz: Dynamics of Oscillator Populations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Mittwoch, 26.10.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Karoline Götze, WIAS Berlin:
Strong solutions for the interaction of rigid bodies and viscoelastic fluids
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
For rigid bodies, it is essential to consider their geometry in order to determine their movement. For coupled fluid-rigid body interaction problems, we show how geometric properties can be encoded in the underlying linear operator to get local-in-time strong solutions for Newtonian, generalized Newtonian and viscoelastic fluids. We also discuss known results and natural but open questions concerning the asymptotics of these problems.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Montag, 24.10.2011, 17:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Marco Picasso, École Polytechnique Fédérale de Lausanne:
Adaptive finite elements with large aspect ratio: theory and practice
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
Adaptive finite elements with large aspect ratio aim to reduce the number of vertices, given a prescribed level of accuracy. Adaptive finite elements with large aspect ratio have proved to be very efficient in the presence of internal or boundary layers: free surface flows, flows around aircrafts, microfluidics. The classical, isotropic, finite element theory needs to be revisited to account for finite elements with large aspect ratio. I will focus on residual based, anisotropic a posteriori error estimates for the Laplace equation. Extension to evolution problems, parabolic and hyperbolic, will also be discussed.

Veranstalter
FU, ZIB, WIAS, HU, TU, Uni Potsdam
Mittwoch, 19.10.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Alexander Mielke, WIAS Berlin:
Geodesic convexity in Markov chains and Fokker--Planck equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We consider finite-dimensional, time-continuous Markov chains satisfying the detailed balance condition as gradient systems with the relative entropy E as driving functional. The Riemannian metric is defined via its inverse matrix called the Onsager matrix K. We provide methods for establishing geodesic λ-convexity of the entropy and treat several examples including some more general nonlinear reaction systems.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 19.10.2011, 10:00 Uhr (WIAS-405-406): Seminar Materialmodellierung
Dr. Sergio Alonso, PTB Berlin:
Effective medium theory for randomly heterogeneous reaction-diffusion media
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

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WIAS Berlin
Dienstag, 11.10.2011, 12:30 Uhr (WIAS-406): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
Prof. Martin Brokate, Technische Universität München:
Optimal control of ODE systems involving a variational inequality
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
10. – 11. Oktober 2011 (WIAS-ESH): Workshop/Konferenz: Asymptotic Expansions in Applied Analysis and Stochastics 2011
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
ERC
Donnerstag, 29.09.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Hang Si, WIAS Berlin:
Short Course: Tetrahedral Mesh Generation, algorithms and implementation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
This course is arranged into two parts. The first part is about the fundamental problems in tetrahedral mesh generation, which include three-dimensional boundary recovery, mesh refinement, and anisotropic meshing. Algorithms which have theoretical guarantees and practical values for tetrahedral mesh generation are introduced. The second part is about software implementation. Efficient mesh data structures and some techniques for a robust implementation are introduced.

Veranstalter
WIAS Berlin
Mittwoch, 28.09.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Klemens Fellner, University of Graz, Austria:
Organic photovoltaic devices, drift-diffusion systems and entropy methods
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We present some recent results and ongoing work on drift-diffusion-reaction systems modelling organic photovoltaic devices. While classical semiconductors show recombination typically throughout the whole device feature organic photovoltaic devices significant charge generation only in the very proximity of an interface between two different organic polymers. We discuss basic questions of modelling, existence and stationary states. Moreover, we present some interesting asymptotic approximations and discuss the use of entropy.

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WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 27.09.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. Masahiro Yamamoto, University of Tokyo:
Mathematical analysis for inverse problems in the time cone method
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
21. – 23. September 2011 (WIAS-ESH): Workshop/Konferenz: Modeling and Analysis of Phase Separation, Damage and Fracture
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
Dienstag, 20.09.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Professor Michael Tretyakov, University of Leicester:
Numerical integration of Heath-Jarrow-Morton model of interest rates
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We propose and analyze numerical methods for the Heath-Jarrow-Morton (HJM) model. To construct the methods, we first discretize the infinite dimensional HJM equation in maturity time variable using quadrature rules for approximating the arbitrage-free drift. This results in a finite dimensional system of stochastic differential equations (SDEs) which we approximate in the weak and mean-square sense using the general theory of numerical integration of SDEs. The proposed numerical algorithms are highly computationally efficient due to the use of high-order quadrature rules which allow us to take relatively large discretization steps in the maturity time without affecting overall accuracy of the algorithms. Convergence theorems for the methods are proved. Results of some numerical experiments with European-type interest rate derivatives are presented. The talk is based on a joint work with Maria Krivko (Leicester).

Veranstalter
WIAS Berlin
Mittwoch, 14.09.2011, 10:00 Uhr (WIAS-406): Seminar Materialmodellierung
Prof. Dr. Stefan Adams, University of Warwick:
Random field of gradients
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Random fields of gradients are a class of model systems arising in the studies of random interfaces, random geometry, field theory, and elasticity theory. These random objects pose challenging problems for probabilists as even an a priori distribution involves strong correlations. Gradient fields are likely to be an universal class of models combining probability, analysis and physics in the study of critical phenomena. They emerge in the following three areas, effective models for random interfaces, Gaussian Free Fields ( scaling limits), and mathematical models for the Cauchy-Born rule of materials, i.e., a microscopic approach to nonlinear elasticity. The latter class of models requires that interaction energies are non-convex functions of the gradients. Open problems over the last decades include unicity of Gibbs measures and strict convexity of the free energy. We present in the talk the first break through for the free energy at low temperatures using Gaussian measures and rigorous renormalisation group techniques yielding an analysis in terms of dynamical systems. The key ingredient is a finite range decomposition for parameter dependent families of Gaussian measures. We outline the connection to the Cauchy-Born rule which states that the deformation at the atomistic level is locally given by an affine deformation at the boundary. Finally we discuss the behaviour under scaling limits.

Veranstalter
WIAS Berlin
Donnerstag, 08.09.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Jonathan Shewchuk, University of California at Berkeley, USA:
Dynamic local remeshing for elastoplastic simulation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We describe methods for simulating physical domains that are substantially reshaped by plastic flow or fracture. We combine standard Lagrangian finite element methods with algorithms for dynamic remeshing, which update a volume mesh undergoing radical deformations so that its tetrahedra do not deteriorate below a fixed quality threshold. Our dynamic mesher is conservative: it replaces as few tetrahedra as possible, and thereby limits the visual artifacts and artificial diffusion that would be introduced if we repeatedly remeshed the domain from scratch. It also locally refines and coarsens a mesh, and even creates anisotropic tetrahedra, wherever a simulation requests it. Our simulation method addresses a range of material behavior from purely elastic to highly plastic, with particular advantages for objects that span both extremes at once. We illustrate these features with animations of elastic and plastic behavior, extreme deformations, and fracture.
Our software can also improve finite element meshes so their worst tetrahedra have a level of quality substantially better than those produced by any previous method for tetrahedral mesh generation or "mesh clean-up." Our mesh improvement program, named Stellar, usually improves meshes so that all dihedral angles are between 34 and 131 degrees. Stellar is freely available to the public at http://www.cs.berkeley.edu/ jrs/stellar/ .

Veranstalter
WIAS Berlin
Mittwoch, 07.09.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Masao Hirokawa, Okayama University, Japan:
Some mathematical problems on modeling in circuit quantum electrodynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 07.09.2011, 10:00 Uhr (WIAS-405-406): Halbleiterseminar
Prof. Alexander Mielke, WIAS Berlin:
Global existence and convergence to thermal equilibrium in a class of dissipative quantum systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Veranstalter
WIAS Berlin
Dienstag, 06.09.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Jonathan Shewchuk, University of California at Berkeley, USA:
Theoretically guaranteed Delaunay Mesh Generation --- In practice
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
This short course is an introduction to triangular and tetrahedral mesh generation algorithms, especially those based on Delaunay triangulations. Coverage is restricted to algorithms that have two desirable qualities at once: they are mathematically guaranteed to generate high-quality meshes, and they work well enough in practice to compete with traditional, heuristic algorithms in engineering applications. Topics covered include a short review of Delaunay triangulations and constrained Delaunay triangulations; extensive coverage of Delaunay refinement algorithms for triangular and tetrahedral mesh generation, including methods by Chew, Ruppert, Ungor, Boivin/Ollivier-Gooch, Miller/Walkington/Pav, and me; handling of 2D domains with curved boundaries; handling of 2D and 3D domains with small angles; sliver elimination; anisotropy; and the octree-based isosurface stuffing algorithm.

Veranstalter
WIAS Berlin
Dienstag, 06.09.2011, 11:00 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Jiri Outrata, Institute of Information Theory and Automation, Prague:
Second-order variational analysis and its applications
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 06.09.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Abderrahim Jourani, Université de Bourgogne, Dijon:
Controllability and strong controllability of differential inclusions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
In this paper, we prove sufficient conditions for controllability and strong controllability in terms of the Mordukhovich's subdifferential for two classes of differential inclusions. The first one is the class of sub-Lipschitz multivalued functions introduced by Loewen-Rockafellar in 1994. The second one, introduced recently by Clarke in 2005, is the class of multivalued functions which are pseudo-Lipschitz and satisfy the so-called tempered growth condition. To do this, we establish an error bound result in terms of Mordukhovich's subdifferential outside Asplund spaces.

Veranstalter
WIAS Berlin
Montag, 05.09.2011, 15:00 Uhr (WIAS-405): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Professor Mikhail Malioutov, Northeastern University, Boston:
Greedy separate testing of sparse inputs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405

Veranstalter
WIAS Berlin
Donnerstag, 01.09.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Gabriel R. Barrenechea, University of Strathclyde, Scotland:
Computable error bounds and an adaptive selection of the stabilization parameter for the Stokes problem
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In this talk I will present some recent results on a-posteriori error estimation for the Stokes problem. The estimators are fully computable and present a robust and rigorous bound for the error. First, the case of a stable pair of elements (the Fortin-Soulie element) is treated, and the estimator takes advantage of the particularities of this element.
In the second part of the talk this framework is extended to stabilized finite element methods, where a general analysis is carried out and bounds covering a wide range of stabilized finite element methods for the Stokes problem are presented. Some applications to the a-posteriori selection of the stabilization parameter are also presented.

Veranstalter
WIAS Berlin
Donnerstag, 01.09.2011, 10:15 Uhr (WIAS-ESH): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Krzysztof Chełminski, Warsaw University of Technology:
Poroplasticity with Cosserat effects
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 30.08.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Petr Knobloch, Charles University, Prague:
Improved stability and error analysis for a class of local projection stabilizations applied to the Oseen problem
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We consider a class of local projection stabilizations with projection spaces defined on (possibly) overlapping sets applied to the Oseen problem. We prove that the underlying bilinear form satisfies an inf-sup condition with respect to a stronger norm than coercitivy suggests. A modification of the stabilization of the convection allows an optimal estimation of the consistency error. A priori estimates in the stronger norm and in the L2 norm for the pressure are established. Discontinuous pressure approximations are included in the analysis.

Veranstalter
WIAS Berlin
Dienstag, 23.08.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Matthias Gerdts, Universität der Bundeswehr München:
Optimale Steuerung und parametrische Sensitivitätsanalyse in Fahrerassistenzsystemen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Der Vortrag beschäftigt sich mit dem Einsatz von Optimalsteuerungsproblemen in Fahrerassistenzsystemen im Kraftfahrzeugbereich. Insbesondere werden Ansätze zur Kollisionsvermeidung mit einem Hindernis und zur aktiven Fahrwerkregelung unter Berücksichtigung von Komfort und Handlingeigenschaften für vorausliegende Fahrbahnabschnitte vorgestellt. Da in diesen Aufgaben stets auch Modellunsicherheiten durch Messfehler auftreten, die aus Sensorungenauigkeiten resultieren, wird die Abhängigkeit der optimalen Lösung mit Hilfe der parametrischen Sensitivitätsanalyse untersucht.
Bei der Kollisionsvermeidung gilt es zunächst zu entscheiden, ob eine Kollision unvermeidbar ist oder ob ein Ausweichen noch möglich ist. Dies kann mit Hilfe der (projezierten) erreichbaren Menge entschieden werden, welche durch geeignet formulierte Optimalsteuerungsprobleme approximiert werden kann.
Die Steuerung eines Fahrwerks kann über aktive Dämpfer erfolgen, deren Dämpfungseigenschaften optimal an vorausliegende Fahrbahnunebenheiten angepasst werden müssen. Dies erfordert echtzeitfähige Algorithmen, die auf Basis modell-prädiktiver Steuerungen bzw. unter Ausnutzung von Sensitivitäten konstruiert werden sollen.

Veranstalter
WIAS Berlin
Dienstag, 09.08.2011, 15:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Theodore Kolokolnikov, Dalhousie University:
Particle interaction models of biological aggregation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Animal groups often form striking aggregation patterns. Examples include from schools of fish to locust swarms, to patterns in bacterial cultures. In this talk, we discuss a very simple model of swarming based on pairwise particle interactions with short-range attraction and long-range repulsion, which can lead to very complex and intriguing patterns in two or three dimensions. Depending on the relative strengths of attraction and repulsion, a multitude of various patterns are observed, from nearly-constant density swarms to annular solutions, to complex N-fold symmetry patterns. We show that annular-type patterns may form if short-range repulsion is sufficiently weak. A Turing-type analysis of such annular states further reveals a wealth of possible instabilities which often lead to complicated and beautiful patterns. We also classify two-ring, annular and triangular patterns which arise when the ring becomes unstable. In three dimensions, we classify the stability of a sphere using spherical harmonics. Finally, we consider the inverse problem: given a target pattern, how to custom-design the interaction force to obtain said pattern as a steady state.

Veranstalter
WIAS Berlin
Dienstag, 26.07.2011, 15:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Prof. Dmitry Turaev, Imperial College London:
Diffeomorphisms not conjugate to those of higher smoothness
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 19.07.2011, 10:00 Uhr (WIAS-406): Seminar Laserdynamik
Rostislav Arkhipov, Saint-Petersburg:
Theoretical investigations of some problems interaction of resonance laser radiation and matter - analytical and numerical simulations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 18.07.2011, 13:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Seweryn Morawiec, Lodz:
Polarization effects in nitride light emitting diodes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 14.07.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Vasile Tronciu, WIAS Berlin:
Simulation and analysis of external cavity broad area lasers
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 14.07.2011, 10:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Konstantin Filonenko, St-Petersburg:
One-- and two--frequency spectral purities of optical parametric oscillator
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 13.07.2011, 17:15 Uhr (WIAS-ESH): Matthias Löwe, Westfälische Wilhemsuniversität Münster:
Reconstruction of random scenery --- results an perspectives
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
A random scenery is a random coloring of a graph with 2 or more colors. The scenery reconstruction problem addresses the question, whether or not a random scenery can be reconstructed when seen along a random walk path. This is, of course, strictly speaking impossible, however, there are fascinating positive results. We will review the progress made in scenery reconstruction over the past decade and also address the question what can be said, if simple random walk is transient on the underlying graph.

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 13.07.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Xavier Claeys, ISAE Toulouse, France:
Integral formulation of the second kind for multi-subdomain scattering
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

Veranstalter
WIAS Berlin
Mittwoch, 13.07.2011, 10:00 Uhr (WIAS-405-406): Seminar Materialmodellierung
Prof. Dr. Miroslav Grmela, École Polytechnique Montréal, Canada:
Geometry of mesoscopic dynamics and thermodynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
hier

Veranstalter
WIAS Berlin
Mittwoch, 13.07.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Patricia Reynaud-Bouret, Université de Nice:
Hawkes process as models for some genomic data
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
It seems that some of the genomic data, such as positions of words on the DNA or positions of transcription regulatory elements may hint for synergies between them. One of the statistical possible model to catch those interactions is the Hawkes process, which has been rst introduced to model earthquakes. Gusto and Schbath have introduced this model for genome analysis. However if maximum likelihood methods exist and if AIC criterion is usually used to select a correct number of parameters, this combination has been proved to be not accurate when the complexity of the family of parametric models is high. After discussing the Hawkes models (multivariate or not) and explaining what has been done from a parametric point of view (eventually combined with AIC), I will explain what adaptive model selection can and cannot do and also what thresholding in certain cases and Lasso methods may improve.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 12.07.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Andreas Andresen, Humboldt-Universität zu Berlin:
Schilder's theorem for Hilbert space valued Wiener processes, a sequence space approach
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
A generalization of Ciesielski's isomorphism to a homoeomorphism between C_α ([0,1],H) and (h_n) ⊂ H with h_n → 0 is used to give an elementary proof of Schilder's theorem for Wiener processes with values in a separable Hilbert space.

Veranstalter
WIAS Berlin
Dienstag, 12.07.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Marina Vidovic, TU Berlin:
Motiverkennung mit POIMs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 11.07.2011, 10:00 Uhr (WIAS-ESH): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
Dr. Gabriele Witterstein, Technische Universität München:
Two-phase compressible fluids
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 07.07.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Guillaume Huyet, Cork Institute of Technology, Ireland:
Dynamics of quantum dot semiconductor lasers
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 07.07.2011, 10:00 Uhr (WIAS-ESH): Seminar Materialmodellierung
Mirko Kränkel, Universität Freiburg, Abteilung für Angewandte Mathematik:
A local discontinuous Galerkin method for a compressible phasefield model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 06.07.2011, 18:15 Uhr (WIAS-ESH): Dr. Paul Jung, Sogang University:
Random walks at random times
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
> A random walk in random scenery (RWRS) is a collective reward process where > a random walker collects a random reward (or scenery) at each site it > visits. If the walker visits a site multiple times, it collects the same > reward many times thus leading to correlations in the collective reward > process. Cohen and Samorodnitsky (2006) studied a certain renormalization of > RWRS and proposed self-similar, symmetric alpha-stable processes, which > generalize fractional Brownian motion, as their scaling limits. The limiting processes have self-similarity exponents H>1/alpha. We consider a modification in which a sign associated to the reward (scenery) alternates upon successive visits. The resulting process is what we call a random walk at random time, and it generalizes the so-called iterated random walk. We will discuss weak convergence of the discrete processes to their scaling limits, and in particular, show that the alternating scenery leads to limiting processes which have self-similarity exponents H<1/alpha.

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 06.07.2011, 17:15 Uhr (WIAS-ESH): Dr. Alexander Drewitz, ETH Zürich:
Survival probability of a random walk among a poisson system of moving traps (and some related topics)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We consider the survival probability of a random walk among a Poisson system of moving traps on the lattice, which can also be interpreted as the solution of a parabolic Anderson model with a random time-dependent potential. We prove that the averaged survival probability decays as $e^-lambda_1 sqrtt$ for $d=1,$ as $e^?lambda_2 t/log t$ for $d=2,$ and as $e^-lambda_d t$ for $dgeq3,$ where $lambda_1$ and $lambda_2$ are known explicitly. In addition, we show that the quenched survival probability always decays exponentially. A key ingredient in the proofs is what is known in the physics literature as the emphPascal principle, which asserts that the annealed survival probability is maximised if the random walk stays at a fixed position. As a corollary, we obtain that the expected cardinality of the range of a continuous time symmetric random walk increases under perturbation by a deterministic path. In this context we exhibit connections to recent works of Peres et al. that culminated in an isoperimetric inequality for the Wiener sausage. The techniques we employed can be extended to prove a level 1 large deviations principle for random walk in dynamic random environment; this is related to recent results by Yilmaz, Rassoul-Agha and Seppäläinen. The content of this talk is taken from joint works with D. Campos, J. Gärtner, A. F. Ramírez and R. Sun.

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 06.07.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Prof. Victor Chernozukov, Massachusetts Institute of Technology:
Intersection bounds: Estimation and inference
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is especially convenient in models comprised of a continuum of inequalities that are separable in parameters, and also applies to models with inequalities that are non-separable in parameters. Since analog estimators for intersection bounds can be severely biased in finite samples, routinely underestimating the length of the identified set, we also offer a (downward/upward) median unbiased estimator of these (upper/lower) bounds as a natural by-product of our inferential procedure. Furthermore, our method appears to be the first and currently only method for inference in nonparametric models with a continuum of inequalities. We develop asymptotic theory for our method based on the strong approximation of a sequence of studentized empirical processes by a sequence of Gaussian or other pivotal processes. We provide conditions for the use of nonparametric kernel and series estimators, including a novel result that establishes strong approximation for general series estimators, which may be of independent interest. We illustrate the usefulness of our method with Monte Carlo experiments and an empirical example.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 05.07.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Stéphane Mallat, CMAP, France:
High dimensional classification with invariant representations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Classification requires finding appropriate metrics to compare signals. Audio and visual perceptual metrics remain a mystery. They are invariant to particular groups of transformations such as translations and scaling and are continuous to deformations relatively to these group actions. Representations that are both invariant to a group action and Lipschitz continuous to deformations can linearize classification problems, but finding them is a challenge. We introduce a class of non-linear scattering operators which satisfy these properties. They are computed by cascading modulus operators and wavelets transforms on the group. For translations, it provides new representations of stationary processes which discriminate textures having same power spectrum. A linear PCA classification applied to scattering representations is shown to provide state of the art classification results on data bases of images and audio signals.

Veranstalter
WIAS Berlin
Dienstag, 05.07.2011, 10:00 Uhr (WIAS-ESH): Seminar Laserdynamik
Dmitry Andreevich Puzyrev, St-Petersburg:
Advanced numerical and computational methods in modeling of quantum few-body phenomena
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 29.06.2011, 18:15 Uhr (WIAS-ESH): Dr. Siva Athreya, Indian Statistical Institute:
Brownian motion on R trees
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct Brownian motion on a locally compact R-tree equipped with a Radon measure. We then characterize recurrence versus transience. This is joint work with Anita Winter and Michael Eckhoff.

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 29.06.2011, 17:15 Uhr (WIAS-ESH): Dr. Igor Cialenco, Illinois Institute of Technology:
On coherent dynamic measures of performance and risk in financial markets
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Individual and institutional investors are typically concerned with finding satisfactory balance between reward and risk associated with an investment process. Various measures, typically referred to as measures of performance (MOP), have been developed to quantify this balance. Recently, Cherny and Madan (2009) originated an effort to provide a mathematical framework to study these measures in a unified way, for random variables in a static, one period, market. Our goal is to elevate the mathematical framework for studying MOPs to a dynamical, multi-period setup where cash flows are considered as random processes, and one needs to assess their acceptability consistently in time. In particular, we are concerned not just with the total cumulative terminal value of the cashflow as seen from the initial time of the investment process, but also with all remaining cumulative cashflows between each intermediate time. We will show that there exists a duality between dynamic coherent MOPs and dynamic coherent risk measures (extensively studied in the past decade). Also, we will prove a representation theorem for the corresponding dynamic risk measures. Finally, we discuss how to dynamize some classical measures of performance such as Sharpe Ratio, Gain Loss Ratio, and Risk Adjusted Return on Capital, followed by several numerical examples.

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 29.06.2011, 15:15 Uhr (WIAS-ESH): MATHEON Special Guest Lecture
Prof. Peter A. Markowich, Cambridge University, UK/University of Vienna, Austria:
On pde models for socio-economic problems: Price formation, opinion formation and crowd modeling
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
Dienstag, 28.06.2011, 16:45 Uhr (WIAS-406): Oberseminar Nonlinear Dynamics
Sergio Oliva, University Sao Paulo, Brasil:
Delay nonlinear boundary conditions as limit of reactions concentrating in the boundary
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Freie Universität Berlin
Dienstag, 28.06.2011, 15:15 Uhr (WIAS-406): Oberseminar Nonlinear Dynamics
Carlos Rocha, Instituto Superior Tecnico, Portugal:
Sturm permutations for S^1-equivariant Sturm attractors
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We consider semilinear parabolic equations of the form u_t = u_xx + f(u,u_x) defined on the circle x in S^1 = R/2 pi Z and for dissipative nonlinearity f. Using the Sturm permutation introduced for the characterization of Neumann flows, we obtain a characterization for the Sturm attractors A_f in this class of problems. This is based on a joint work with Bernold Fiedler and Mathias Wolfrum.

Veranstalter
WIAS Berlin
Freie Universität Berlin
Dienstag, 28.06.2011, 15:15 Uhr (WIAS-ESH): MATHEON Special Guest Lecture
Prof. Peter A. Markowich, Cambridge University, UK/University of Vienna, Austria:
On numerical methods for highly oscillatory Schrödinger equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
Dienstag, 28.06.2011, 15:00 Uhr (WIAS-405): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Hilmar Mai, Humboldt-Universität zu Berlin:
Efficient estimation for a Lévy-driven SDEs and jump filtering
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405

Abstrakt
Stochastic differential equations driven by Lévy processes are a popular tool for stochastic modeling particularly in mathematical finance. When making inference about the drift component of such models the jumps of the Lévy noise pose an additional challenge compared to the classical Gaussian setting. This naturally leads to a jump filtering problem, i.e. the question if we can disentangle the continuous and the jump component of the process when it is observed discretely at high frequency. As a fundamental example we will consider the estimation of the drift of a Lévy-driven Ornstein-Uhlenbeck process from discrete observations. The estimator is based on the discretization of the continuous-time likelihood estimator. Since the likelihood function is a functional of the unknown continuous part of the process, we use a threshold method to filter jumps from the data. Then, we prove that under suitable conditions on the discretization scheme and the jump part of the process the discretized MLE with jump filtering is asymptotically normal and efficient in the sense of Hájek-Le Cam. Finally, we discuss a simulation study to asses the finite sample behavior of the estimator and demonstrate its practical tractability.

Veranstalter
WIAS Berlin
Dienstag, 28.06.2011, 12:30 Uhr (WIAS-406): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
Oliver Lass/Tim Seger, Universität Konstanz:
Analysis and numerics for an elliptic parabolic system arising in the modeling of batteries and fuel cells
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 28.06.2011, 10:00 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Chantal Landry, WIAS Berlin:
A time optimal control problem for robot motion planning
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 27.06.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Stefan Volkwein, Universität Konstanz:
Model reduction for nonlinear problems: Analytical and numerical aspects
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Presentation slides

Veranstalter
WIAS Berlin
Montag, 27.06.2011, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Peter Strasser, Technische Universität Berlin; Die elektrochemische Katalyse, Energie und Materialwissenschaften Gruppe:
Degradation of Pt and Pt alloy nanoparticle catalysts monitored in situ by X-rays
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
in pdf format

Veranstalter
WIAS Berlin
Freitag, 24.06.2011, 15:15 Uhr (WIAS-ESH): MATHEON Special Guest Lecture
Prof. Peter A. Markowich, Cambridge University, UK/University of Vienna, Austria:
On Wigner and Bohmian measures II
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
Donnerstag, 23.06.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Alexander Pimenov, WIAS Berlin:
Hysteresis effects in quantum-dot semiconductor lasers with optical injection
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 22.06.2011, 15:15 Uhr (WIAS-ESH): MATHEON Special Guest Lecture
Prof. Peter A. Markowich, Cambridge University, UK/University of Vienna, Austria:
On Wigner and Bohmian measures I (survey lecture)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
DFG Research Center MATHEON
Mittwoch, 22.06.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Prof. Natalie Neumeyer, Universität Hamburg:
Some specification tests in nonparametric quantile regression
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Due to their great flexibility as well as robustness and equivariance under monotone transformations quantile regression models have become increasingly popular in many fields of statistical applications. We consider hypotheses tests for model assumptions in nonparametric quantile regression models that are based on estimated empirical processes. In particular we consider a test for location-scale models, a test for monotonicity of the conditional quantile curve and a test for significance of covariables

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 21.06.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ronnie Loeffen, WIAS Berlin:
Option pricing in affine term structure models via spectral representations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Relying on a result due to Ogura (1970), we provide, under some conditions, a spectral expansion for the pricing semi-group of one dimensional affine term structure models. This representation allows us to quickly price European vanilla options on the corresponding yield or bonds for a whole range of strikes and maturities. We present several examples illustrating our approach. This is joint work with M. Chazal, G. Deelstra and P. Patie (ULB, Brussels).

Veranstalter
WIAS Berlin
Dienstag, 21.06.2011, 13:30 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. D. Kourounis, Stanford University, USA:
Adjoint formulations for gradient-based optimization of compositional flow
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 21.06.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Thomas Petzold, WIAS Berlin:
Finite element simulations of multi-frequency induction hardening of steel parts
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 20.06.2011, 17:00 Uhr (FUB-031): Oberseminar Numerische Mathematik/Scientific Computing
Bernd Einfeldt:
On the uniqueness and existence of discontinuities
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 6, 14195 Berlin, Erdgeschoss, Raum: 031

Abstrakt
Fluid flows are often modeled at the level of the Euler equations. The existence and uniqueness or multiplicity of solutions for the compressible Euler equations is however an open problem for over half a century. Von Karman made the assessment: "I don´t think that there is any reason, that if you put a problem in a form which has no physical meaning, there shall be not two solutions". This talk looks at the existence and uniqueness of contact discontinuities (a surfaces across which the pressure and the normal velocity component are constant, but the density and/or the tangential velocity component are discontinuous) and shock discontinuities. The conjecture is that a real physical contact wave must be approximated, in contrast to a shock wave, as a finite width continuous transition layer. The existence, uniqueness and stability of finite width and discontinuous transition layer approximations for the Euler and Navier-Stokes equations are discussed.

Veranstalter
Freie Universität Berlin
Freitag, 17.06.2011, 10:15 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Prof. Gary L. Miller, Carnegie Mellon University, USA:
Algorithm design using spectral graph theory
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Spectral Graph Theory is the interplay between linear algebra and combinatorial graph theory. One application of this interplay is a nearly linear time solvers Symmetric Diagonally Dominate system (SDD). This seemingly restrictive class of systems has received substantial interest and in the last 15 years both algorithm design theory and practical implementations have made substantial progress. There is also a growing number of problems that can be efficiently solved using SDD solvers including: image segmentation, image denoising, finding solutions to elliptic equations, computing maximum flow in a graph, graph sparsification, and graphics.
Theoretically, we have recently shown that if $A$ is an $nxn$ SDD matrix with $m$ entries the linear system $Ax =b$ can be solve to constant precision in $O(m log n)$ time ignoring lower order factors. On the implementation side, the latest code runs in linear time experimentally for large sparse systems. In fact the problem sizes are now large enough that on modern multicore workstations the memory bandwidth is a limiting factor. Compression techniques are now used to substantially speedup the solver.
This represents joint work with: Guy Blelloch, Ioannis Koutis, Richard Pang, Kanat Tangwongsan, and David Tolliver

Veranstalter
WIAS Berlin
Donnerstag, 16.06.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Prof. Gadi Eisenstein, Technion-Israel Institute of Technology:
Ultrafast phenomena in quantum dot/dash gain media: From instanteneous gain to two photon induced lasing
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 15.06.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Joachim Rehberg, WIAS Berlin:
Parabolic equations with source terms on hypersurfaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 14.06.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Dr. Michael Zaks, HU Berlin:
A mechanism for birhythmicity in ensembles of coupled oscillators
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Freie Universität Berlin
Dienstag, 14.06.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Richard Hanke-Rauschenbach, MPI für Dynamik komplexer technischer Systeme, Magdeburg:
Oscillations and pattern formation in an electrochemical membrane reactor exposed to H_2/CO mixtures
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
hier

Veranstalter
WIAS Berlin
Donnerstag, 09.06.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
P. Crump, FBH Berlin:
Experimental analysis of the lateral modes of high power broad area lasers using high-resolution spectrally-resolved techniques
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
University of Oxford
Humboldt-Universität zu Berlin
Mittwoch, 08.06.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. D. Knees, WIAS Berlin:
A vanishing viscosity approach in damage mechanics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 08.06.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Xiaohong Chen, Yale University:
On inference of PSMD estimators of semi/nonparametric conditional moment models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
n this paper, we consider estimation and inference of functionals of unknown parameters satisfying (nonlinear) semi/nonparametric conditional moment restrictions models. Such models belong to the difficult (nonlinear) ill-posed inverse problems with unknown operators, and include nonparametric quantile instrumental variables (IV), single index IV regressions and nonparametric endogenous default model as special cases. We first establish the asymptotic normality of the penalized sieve minimum distance (PSMD) estimators of any functionals that may or may not be root-n estimable. We show that the profiled optimally weighted PSMD criterion is asymptotically chi-square distributed, which provides one simple way to construct confidence sets. We also establish the validity of bootstrap based confidence sets for possibly non-optimally weighted PSMD estimators. We illustrate the general theory by constructing confidence bands for a nonparametric quantile instrumental variables Engel curve in a Monte Carlo study and a real data application (by Xiaohong Chen and Demian Pouzo).

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 07.06.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Marina Bogomolov, Tel-Aviv University:
Hierarchical testing of subsets of hypotheses
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
This talk is based on a joint work with Yoav Benjamini. As the size of large testing problems encountered in practice keeps increasing, more of these problems have further structure where the set of hypotheses can be partitioned into subsets of the hypotheses, and a discovery of some signal in a subset is of interest on top of the discovery of a signal in each of the many hypothesis on its own. Furthermore, the true state of the tested signals tends to be more similar within these subsets than across the subsets. Examples are regions in the brain in functional MRI research, sets of genes in genomic research, or geographical areas in disease outbreaks monitoring. The challenges in the analysis of such multiple testing problems will be discussed, and previous efforts to address them will be reviewed. We then present a few new methods to control various aspects of the False Discovery Rate, and discuss their benefits and limitations.

Veranstalter
WIAS Berlin
Dienstag, 07.06.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Jakub Lengiewicz, Institute of Fundamental Technological Research, Warsaw:
Continuum formulation and finite element analysis of finite wear
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Mittwoch, 01.06.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. K. Schmidt, TU Berlin:
High order transmission conditions for conductive thin sheets
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 01.06.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Valentin Patilea, Rennes:
Adaptive Estimation of Var with Time-Varying Variance: Application to Testing Linear Causality in Mean and Var Order
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Linear Vector AutoRegressive (VAR) models where the innovations could be unconditionally heteroscedastic and serially dependent are considered. The volatility structure is deterministic and quite general, including breaks or trending variances as special cases. In this framework we propose Ordinary Least Squares (OLS), Generalized Least Squares (GLS) and Adaptive Least Squares (ALS) procedures. The GLS estimator requires the knowledge of the time-varying variance structure while in the ALS approach the unknown variance is estimated by kernel smoothing with the outer product of the OLS residuals vectors. Different bandwidths for the different cells of the time-varying variance matrix are also allowed. We derive the asymptotic distribution of the proposed estimators for the VAR model coefficients and compare their properties. In particular we show that the ALS estimator is asymptotically equivalent to the infeasible GLS estimator. This asymptotic equivalence is obtained uniformly with respect to the bandwidth(s) in a given range and hence justifies data-driven bandwidth rules. Using these results two applications are proposed. First, we build Wald tests for the linear Granger causality in mean which are adapted to VAR processes driven by errors with a non stationary volatility. It is also shown that the commonly used standard Wald test for the linear Granger causality in mean is potentially unreliable in our framework. Second, we investigate the properties of the classical portmanteau tests when the innovations are unconditionally heteroscedastic. We find that the asymptotic distributions of the OLS residual autocorrelations can be quite different from the standard chi-square asymptotic distribution. Corrected portmanteau tests which take into account changes in the volatility using data driven adjustments for the critical values are proposed. Monte Carlo experiments and real data examples illustrate the theoretical results. The talk is based on joint work with Hamdi RaÃ¯ssi.

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Dienstag, 31.05.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. John Schoenmarkers, WIAS Berlin:
New dual methods for single and multiple exercise options
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Part I) We recap the dual method of Rogers (2002) / Haugh & Kogan (2004) and introduce the concept of surely optimal dual martingales. We present characterization and stability theorems for surely optimal dual martingales. Next we outline how this new concept leads to efficient algorithms for computing upper bounds for American options. In particular, in an Ito-Levy framework we develop a regression based algorithm which allows for computing both upper and lower bounds at the same time. Moreover, unlike the Andersen & Broadie algorithm, this algorithm doesn't require nested simulation and is therefore fast.
Part II) In the second part of the talk we extend the dual method to the multiple stopping problem and we outline an algorithm for the evaluation of multiple exercise options such as swing options.

Veranstalter
WIAS Berlin
Dienstag, 31.05.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Th, Arnold, WIAS Berlin:
Born approximation of scattering by rough interfaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 30.05.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Sashikumaar Ganesan, Indian Institute of Science, Bangalore, India / WIAS (Humboldt Fellow):
Finite element simulation of free surface and two-phase flows using moving meshes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 30.05.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Alexander Mielke, WIAS Berlin:
Analysis of multiscale systems driven by functionals
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 30.05.2011, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Alexander Mielke, WIAS:
Analysis of multiscale systems driven by functionals
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 30.05.2011, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Sashikumaar Ganesan, Indian Institute of Science/WIAS (Humboldt-Stipendiat):
Finite element simulation of free surface and two-phase flows using moving meshes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 26.05.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
PD Dr. Uwe Bandelow/Dr. Shalva Amiranashvili, WIAS Berlin:
Strahlung hinter Horizonten
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 26.05.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Mariette Yvinec, INRIA, France:
Anisotropic Delaunay meshes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Anisotropic meshes are triangulations of a given domain in the plane or in higher dimensions, with elements elongated along prescribed directions. Anisotropic triangulations have been shown to be well suited for interpolation of functions or solving PDEs. Assuming that the anisotropic shape requirements for mesh elements are given through a spatially variable metric field, the talk will present a new approach to anisotropic mesh generation. The approach relies on the well established notions of restricted Delaunay triangulation and Delaunay refinement and on a new notion of locally uniform anisotropic meshes, in which the star of each vertex is Delaunay with respect to the metric at the location of the vertex. The notion works in any dimension and leads to a mesh generation algorithm that is easy to implement and provides anisotropic meshes for 3D domains or anisotropic surface meshes. In both cases, mesh elements are shaped according to the metric field.

Veranstalter
WIAS Berlin
Mittwoch, 25.05.2011, 17:15 Uhr (WIAS-ESH): Goran Peskir, University of Manchester:
Optimal detection of a hidden target: The median rule
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Mittwoch, 25.05.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Riccarda Rossi, Università di Brescia, Italy:
A model for adhesive contact with friction
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In this talk, based on an ongoing collaboration with E. Bonetti and G. Bonfanti, we consider a model for contact between a viscoelastic body and a rigid foundation, in which both the effects of (irreversible) adhesion and of friction are taken into account. We describe the adhesion phenomenon in terms of a damage surface parameter according to Fremonds theory, and we model unilateral contact by Signorini conditions and friction by a nonlocal Coulomb law. We analyze the resulting PDE system and state a global-in-time existence result.

Veranstalter
WIAS Berlin
Mittwoch, 25.05.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Cheng-Der Fuh, Academia Sinica:
HMM and HAC
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 24.05.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Alexey Osipov, St. Petersburg State University:
Random walks on groups
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We will talk about ”limit behaviour” of trajectories of random walks on various groups. We will start from simple examples such as random walks on Z^2 or Z^d for d>2. We will see that almost every trajectory of a random walk (with nondegenerate measure) on a free non-abelian group converges to the boundary of the free group (homeomorphic to the Cantor set). Finally, we will consider the case of a random walk on an arbitrary group that has a normal free non-abelian subgroup (or a normal hyperbolic subgroup).

Veranstalter
WIAS Berlin
Freie Universität Berlin
Dienstag, 24.05.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Jianing Zhang, WIAS Berlin:
L^p-solutions of BSDEs with time delayed generators
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We deal with the theory of BSDEs with time delayed generators introduced by Delong and Imkeller (2010). These BSDEs are characterized by generators which typically depend on the past of the value and the control processes up to current time. Assuming Lipschitz conditions, Delong and Imkeller establish an L2 space characterization of BSDE solutions. We amend this with an Lp space theory and discuss some technical obstacles which have to be overcome to achieve this goal. We then apply our results to study the case of a time delayed backward equation with a Markovian terminal condition and derive representation formulas for the BSDE solution which are analogous to those for BSDEs with standard (non-time delayed) generators. This is a joint work with Gonccalo dos Reis (TU Berlin) and Anthony Réveillac (HU Berlin).

Veranstalter
WIAS Berlin
Dienstag, 24.05.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. A. G. Ramm, Kansas State University:
Wave scattering by many small bodies (particles) and creating materials with a desired refraction coefficient
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Donnerstag, 19.05.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
A.G. Vladimirov/D. Turaev/S. Zelik, WIAS Berlin:
Interaction of dissipative oscillons
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 19.05.2011, 14:30 Uhr (WIAS-406): Seminar Materialmodellierung
Prof. Elena Bonetti, Università degli Studi di Pavia:
Dissipation in domains and on interfaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Donnerstag, 19.05.2011, 10:15 Uhr (WIAS-ESH): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. R.H.W. Hoppe, University of Houston/Universität Augsburg:
Optimal diffeomorphic matching of dynamically deformable surfaces and applications in biometrical image processing
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 18.05.2011, 17:15 Uhr (WIAS-ESH): Jia-An Yan, Beijing:
New formulations of Markowitz's mean-variance portfolio selection
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 18.05.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Martin Meyries, Universität Karlsruhe:
Parabolische Probleme mit nichtlinearen Randbedingungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 18.05.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. M. Kuhn, LightTrans GmbH Jena:
Unified optical modeling
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Mittwoch, 18.05.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Thilo Meyer-Brandis, Universität München:
Malliavin differentiability of strong solutions of SDE's with application to the computation of Greeks
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 17.05.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Karsten Matthies, University of Bath:
Time-evolution of Probability Measures on Collision Trees -- a Tool for Micro-macro Transitions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 17.05.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. Peter Friz, TU Berlin:
Second meeting - reading group on viscosity theory and related topics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 17.05.2011, 12:30 Uhr (WIAS-406): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
Prof. Antonio Segatti, Università degli Studi di Pavia:
Some observation on an ultra fast diffusion equation with application to phase transition problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 16.05.2011, 14:00 Uhr (WIAS-ESH): Seminar Thermodynamische Modellierung und Analyse von Phasenübergängen
PD Dr. Arnulf Latz, Fraunhofer ITWM, Kaiserslautern:
Thermodynamic consistent modeling and simulations of transport on micro and nanoscales in Li Ion batteries
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Donnerstag, 12.05.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Dr. Sebastian Matera, MPG Berlin, Fritz-Haber-Institut:
A first-principles based multiscale modeling approach from the electronic to the continuum regime for model catalyst studies
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
I present an electronic structure - or first principles - based multiscale modeling approach to heterogeneous catalysis. The focus is on how to efficiently integrate first-principles kinetic Monte Carlo (1p-kMC) simulations for the surface chemistry into a fluid dynamical treatment of mass and heat transport in the reactor. Using CO oxidation at RuO2 (110) as a prototypical example I will first introduce the 1p-kMC methodology and compare this with phenomenological kinetics commonly used in chemical engineering. I will then present how we couple 1p-kMC with fluid dynamical simulations and demonstrate the results for two simple flow geometries.

Veranstalter
WIAS Berlin
Mittwoch, 11.05.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Shota Gugushvili, Vrije Universiteit Amsterdam:
$sqrtn$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic solution to it usually does not exist. Straightforward estimation methods like the ordinary least squares method consequently depend on repetitive use of numerical integration of the system in order to determine its solution for different parameter values, and to find the parameter estimate that minimises the objective function. Use of repetitive numerical integration induces huge computational load on such estimation methods. We study consistency of an alternative estimator that is defined as a minimiser of an appropriate distance between a nonparametrically estimated derivative of the solution and the right-hand side of the system applied to a nonparametrically estimated solution. This smooth and match estimator (SME) bypasses numerical integration of the system altogether and reduces the amount of computational time drastically compared to ordinary least squares. Moreover, we show that under suitable regularity conditions this smooth and match estimation procedure leads to a $sqrtn$-consistent estimator of the parameter of interest. The talk is based on a joint work with Chris Klaassen.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 10.05.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Natalia Bochkina, University of Edinburgh:
Consistency and efficiency of the posterior distribution in generalised linear inverse problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
I will talk about asymptotic properties of the posterior distribution in linear ill-posed inverse problems with non-Gaussian distribution of errors where regularisation is done via Bayesian modelling with possibly improper prior distribution. In particular, I will discuss behaviour of the posterior distribution when the `true' value of the parameter is on the boundary. (This work is joint with Peter Green, University of Bristol, UK).

Veranstalter
WIAS Berlin
Dienstag, 10.05.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Dr. Guanghui Hu, WIAS Berlin:
An optimization method in inverse elastic scattering for one-dimensional grating profiles
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Mittwoch, 04.05.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Ulisse Stefanelli, IMATI-CNR, Italy
Preisträger des Friedrich Wilhelm Bessel-Forschungspreises der Alexander von Humboldt-Stiftung:
An invitation to shape flows
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
I will discuss some applications of the theory of gradient flows in metric spaces to the evolution of shapes. In particular, I shall present some results regarding the evolution of capacitary measures and domain driven by functionals arising in spectral optimization. This talk is based on a joint project with G. Buttazzo and D. Bucur.

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WIAS Berlin
Mittwoch, 04.05.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Peter X. K. Song, University of Michigan:
Composite likelihood Bayesian information criterion for model selection in high dimensional correlated data
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Composite likelihood methodology has received an increasing attention recently in the literature as an effective way of handling high-dimensional correlated variables. Such data are often encountered in biomedical and social sciences studies; for example, spatio-temporal data, social networks and gene regulatory networks. Due to complicated dependency structures, the full likelihood approach often renders to intractable computational complexity. This imposes difficulty on model selection as most of the traditionally used information criteria require the evaluation of the full likelihood over a finite model space. We propose a composite likelihood version of the Bayesian information criterion (BIC) and establish its large sample property for the selection of the true underlying model. Under some mild regularity conditions, the proposed BIC is shown to be selection consistent, where the number of potential model parameters is allowed to increase to infinity at a certain rate of the sample size. Simulation studies demonstrate the empirical performance of this new BIC criterion, especially for the scenario that the number of parameters increases with the sample size. Also, a data analysis example is illustrated. Reference: Gao and Song (2010). Composite likelihood Bayesian information criteria for model selection in high dimensional data. JASA 105, 1531-1540.

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WIAS Berlin
Dienstag, 03.05.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Sergey Tikhomirov, Freie Universität Berlin:
Shadowing. State of the art and open questions.
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Dienstag, 03.05.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Prof. Dr. Peter Friz, WIAS, TU Berlin:
First meeting - reading group on viscosity theory and related topics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Dienstag, 03.05.2011, 12:30 Uhr (WIAS-406): Wenzel Prochazka, Kompetenzzentrum das virtuelle Fahrzeug Forschungsgesellschaft mbH:
Elektrochemische Lithiumionen Zellsimulation am Virtuellen Fahrzeug
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 03.05.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Dr. M. Grasselli, Politecnico di Milano:
Recent results on Cahn-Hilliard-Navier-Stokes systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Montag, 02.05.2011, 17:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
Emmanuil Georgoulis, University of Leicester:
Discontinuous Galerkin methods for mass transfer through semi-permeable membranes
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstrakt
We propose a family of Interior Penalty Discontinuous Galerkin (IP-DG) finite element methods for the solution of semilinear convection-reaction-diffusion systems on partitioned subdomains arising in the modelling of mass transfer through semi-permeable membranes. Non-linear interface conditions are imposed at the sub-domain interfaces. The problem considered is relevant to the modeling of chemical species passing through thin biological membranes. In particular, we consider applications in cellular signal transduction. The error analysis of the proposed method will be discussed in various settings. A series of numerical experiments highlight the good stability and accuracy properties of the proposed method. This is joint work with Andrea Cangiani (Leicester, UK) and Max Jensen (Durham, UK).

Veranstalter
Freie Universität Berlin
Montag, 02.05.2011, 16:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
Gareth O. Roberts, University of Warwick:
Retrospective Simulation
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstrakt
The talk will describe diverse appplications of a simple technique for subverting the usual order of steps in standard stochastic simulation algorithms (including Markov chain Monte Carlo and rejection sampling). Simple examples will be given and a slightly more involved example involving the exact simulation of diffusions and related functionals will also be given. If time permits, an example from Bayesian non-parametric analysis will be given.

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Freie Universität Berlin
Mittwoch, 27.04.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Alexander Mielke, WIAS, HU Berlin:
Global existence for a Fokker-Planck equation driben by a time-dependent constraint
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 27.04.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Richard Song, University of California, Berkeley:
Large Vector Auto Regressions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
A challenging issue for nonstructural macroeconomic forecasting is to determine which varia- bles are relevant. One approach is to include a large number of economic and nancial variables, which has been shown to lead to signicant improvements for forecasting using the dynamic factor modeling method. The challenges in practice come from a mixture of serial correlation (time dynamics), high dimensional (space) dependence structure and moderate sample size (relative to dimensionality). To this end, an integrated solution that can address these three challenges simultaneously is appealing. A more direct approach large vector auto regressions" as we study here, combines the two-step estimation procedure of dynamic factor modeling into one step, is also more suitable for variable-to-variable relationship studies (impulse response and interpretation), allows individualized" endogeneity or exogeneity, and is able to select the variables and lags simultaneously. Three types of estimators are carefully studied. The tuning pa- rameters are chose via a data driven rolling scheme" method to optimize the forecasting performance. We show that this method can produce the estimator as ecient as the oracle. A macroeconomic forecasting problem is considered to illustrate this method, which demonstrates its superior to the existing estimators.

Veranstalter
WIAS Berlin
Mittwoch, 20.04.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Professor V. Koltchinskii, Georgia Institute of Technology, Atlanta, USA:
Von Neumann Entropy Penalization and Low Rank Matrix Estimation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Let be a Hermitian nonnegatively denite m m matrix of unit trace (a density matrix of a quantum system) and let Xj be Hermitian m m matrices (observables). Suppose that, for the system prepared n times in the same state , the measurements of X1; :::;Xn have been performed and let Y1; :::; Yn be the outcomes of these measurements. A basic problem in quantum state tomography is to estimate the unknown density matrix based on the measurements (X1; Y1); :::; (Xn; Yn). Since E(Xj) = tr(Xj); j = 1; :::; n; this is a matrix regression problem that is especially interesting when the target density matrix is large, but it either has a small rank, or can be well approximated by low rank matrices. We will discuss an approach to this problem based on a penalized least squares method with complexity penalty dened in terms of von Neumann entropy. Under the assumption that the matrices X1; :::;Xn have been sampled at random from a probability distribution in the space of Hermitian matrices, we derived oracle inequalities showing the dependence of the estimation error on the accuracy of approximation of by low rank matrices.

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WIAS Berlin
Dienstag, 19.04.2011, 12:30 Uhr (WIAS-406): Christian Hellwig, Deutsches Zentrum für Luft- und Raumfahrt e. V., Stuttgart:
Physically based modeling of impedance and discharge behavior of a LiFePo4-based Li-ion battery
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Montag, 18.04.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Marnix Wagemaker, TU Delft (The Netherlands), Reactor Institute:
Dynamic solubility limits in the Li-ion battery electrode material LiFePO4
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
presentation slides

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WIAS Berlin
Montag, 18.04.2011, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Marnix Wagemaker, TU Delft:
Dynamic solubility limits in the Li-ion battery electrode material LiFePO4
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 13.04.2011, 14:00 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. J. Rehberg, WIAS Berlin:
On function spaces which reflect mixed boundary conditions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 13.04.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Jelena Bradic, Princeton:
Regularization for Cox's Proportional Hazards Models with NP Dimensionality
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specic model selection. In this paper we establish strong oracle properties of non-concave penalized methods for non-polynomial (NP) dimensional data with censoring in the framework of Cox's proportional hazards model. A class of folded-concave penalties are employed and both LASSO and SCAD are discussed specically. We unveil the question under which dimensionality and correlation restrictions can an oracle estimator be constructed and grasped. It is demonstrated that non-concave penalties lead to signicant reduction of the rrepresentable conditionneeded for LASSO model selection consistency. The large deviation result for martingales, bearing interests of its own, is developed for characterizing the strong oracle property. Moreover, the non-concave regularized estimator, is shown to achieve asymptotically the information bound of the oracle estimator. A coordinate-wise algorithm is developed for nding the grid of solution paths for penalized hazard regression problems, and its performance is evaluated on simulated and gene association study examples

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WIAS Berlin
Montag, 11.04.2011, 17:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
Xue-Cheng Tai, University of Bergen, Norway and Nanyang Technological University Singapore:
Global Minimization for Continuous Multiphase Partitioning Problems Using a Dual Approach and graph cuts algorithms
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstrakt
This talk is devoted to the optimization problem of continuous multi- partitioning, or multi-labeling, which is based on a convex relaxation of the continuous Potts model. In contrast to previous efforts, which are trying to tackle the optimal labeling problem in a direct manner, we first propose a novel dual model and then build up a corresponding duality- based approach. By analyzing the dual formulation, we can show that the relaxation is often exact, i.e. the optimal solution is also globally optimal to the nonconvex Potts model. In order to deal with the nonsmooth dual problem, we suggest a smoothing method based on the log-sum exponential function and also indicate that such smoothing approach gives rise to the novel smoothed primal-dual model and suggests labelings with maximum entropy. Such smoothing method for the dual model produces an expectation maximization algorithm for the multi-labeling problem. Numerical experiments show competitive performance in terms of quality Pott?s mode. In the end, we will also present several recent algorithms for computing global minimizers based on graph cut approaches. This talk is based on joint works with Egil Bae and Jing Yuan.

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Freie Universität Berlin
Donnerstag, 07.04.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Ralf Kornhuber, FU Berlin:
On Ritz-Galerkin methods for stochastic partial differential equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Since the pioneering work of Ghanem and Spanos twenty years ago, Hilbert-space approaches to stochastic partial differential equations and associated Ritz-Galerkin or collocation methods based on polynomial ansatz spaces (polynomial chaos) have attracted more and more attention. After a short introduction of the basic concepts with the help of a Poisson equation with stochastic coefficients, we concentrate on extensions to variational inequalities and applications to Richards equation for saturated/unsaturated groundwater flow.

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WIAS Berlin
Mittwoch, 23.03.2011, 15:15 Uhr (WIAS-ESH): Halbleiterseminar
Morten Grud Rasmussen, Aarhus University, Department of Mathematical Sciences:
Scattering theory for the translation-invariant Nelson and polaron models: Asymptotic completeness below the two-boson threshold
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 16.03.2011, 19:00 Uhr (WIAS-405-406): Dr. S. Heinz, WIAS:
On a model in crystal plasticity that describes the evolution of the material anisotropy
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

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WIAS Berlin
Dienstag, 15.03.2011, 15:00 Uhr (WIAS-406): Forschungsseminar Mathematische Statistik
M. Malyutov, Northeastern University, Boston:
Search for active inputs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Search for sparse active inputs and related estimation problem are one of most popular in recent statistical developments under the title 'Compressed sensing'. The number od papers published in the last 5 years exceeded thousand. My first joint paper on search for active inputs was published 39 years ago.. Since then I published several dozen papers and found the limit rate for successful search under the optimal design of experiment for IID noise related to the capacity bounds for Multi Access channels of communication. Recently these results were generalized to noise with memory. Crucial role here play simplified homogeneity tests based on universal compression and their exponential tails. In my talk I'll concentrate mostly on these recent developments.

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WIAS Berlin
Montag, 14.03.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Masahiro Yamamoto, University of Tokyo, Department of Mathematical Sciences:
Reconstruction of a moving boundary from Cauchy data in heat equation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Mittwoch, 09.03.2011, 10:00 Uhr (WIAS-406): Halbleiterseminar
Prof. M. Hoyuelos, Universidad Nacional de Mar del Plata:
Entropy of non-equilibrium systems, the case of the Fokker Planck equation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Dienstag, 08.03.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
C. Scott, University of Michigan, Ann Arbor:
Robust kernel density estimation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
I will discuss a method for nonparametric, multivariate density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from robust M-estimation. The KDE based on a Gaussian kernel is interpreted as a sample mean in the reproducing kernel Hilbert space associated with the kernel. This mean is robustly estimated through the use of a robust loss, yielding the robust kernel density estimator (RKDE). The RKDE can be computed with a "kernelized" iteratively re-weighted least squares algorithm. The robustness of the RKDE will be quantified in terms of the influence function, asymptotics, and experimental results in density estimation and anomaly detection.

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WIAS Berlin
Donnerstag, 03.03.2011, 10:00 Uhr (WIAS-406): M. Matviichuk, National Taras Shevchenko University of Kyiv:
Some aspects of one-dimensional dynamics: Sharkovsky's theorem
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Mittwoch, 02.03.2011, 10:00 Uhr (WIAS-406): Halbleiterseminar
Dr. W. Izumida, Tohoku University Sendai, Japan:
Curvature effects in rolled-up semiconductor layers and carbon nanotubes
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Two topics concerning the curvature effects in our recent study will be presented.
First talk is about vibrational properties of free-standing rolled-up semiconductor layers. Recently, the eigenfrequency of the rolled-up semiconductor layer systems has been experimentally observed. Motivated by the measurement, we theoretically study the vibration of rolled-up semiconductor layers. When the curvature increases, the frequencies for the axially waving modes become higher, whereas the frequencies for the fundamental bending and twisting modes keeping almost constant. The curvature dependence can be explained with an analytical expression.
Second talk is about a spin-orbit interaction in single wall carbon nanotubes. Spin properties on the carbon nanotubes have been investigated as well as their charge conductor properties. Our calculation which includes the spin-orbit interaction and the curvature of the nanotubes shows the spin-dependent energy splitting having diameter and chirality dependence, and the asymmetric splitting between the conduction and valence bands. An effective model at the Dirac points is derived using second order perturbation theory for the spin-orbit interaction and curvature. The calculation explains the experiment well.
For both cases, the curvature significantly induces the new effects from their corresponding plane structure.

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WIAS Berlin
Mittwoch, 23.02.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Dirk Peschka, WIAS:
Self-similar solutions related to thin film rupture
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 23.02.2011, 13:00 Uhr (WIAS-ESH): Seminar Materialmodellierung
Dr. R. Rossi, University Brescia, Italy:
WED functionals for gradient flows in metric spaces: the convex case
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Dienstag, 22.02.2011, 15:15 Uhr (WIAS-ESH): Oberseminar Nonlinear Dynamics
Prof. D. Turaev, Imperial College London:
Arnold diffusion in a priory chaotic systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 17.02.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Lutz Schrottke/M. Wienold, PDI Berlin:
Terahertz quantum-cascade lasers - experimental investigation and modelling of emission and electronic transport
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 17.02.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Prof. U. Krewer, MPI Magdeburg:
Influence of reactant transport on electrochemical energy systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Electrochemical energy systems convert the chemical energy of reactants into electrical energy. Prerequisite for any such reaction is sufficient transport of reactants to and removal from the electrodes. This talk will discuss the influence of reactants on operation of three electrochemical systems: the direct methanol fuel cell and its system, the alkaline direct methanol fuel cell, and the zinc air secondary battery. Based on simulation results, requirements for cell material, system design and system operation are developed. It is furthermore shown that analysis of the dynamic cell voltage response yields information on reactant concentration. Finally, the concept of micro separation is shown to be applicable to recycle reactants at any system orientation

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WIAS Berlin
Donnerstag, 17.02.2011, 10:00 Uhr (WIAS-406): Prof. Alessandro Torcini, Institute for Complex Systems:
Collective chaos in pulse-coupled neural networks
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin, FG Priv.-Doz. Dr. U. Bandelow
Mittwoch, 16.02.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
St. Huckemann, Universität Göttingen:
On (semi)-intrinsic statistical analysis of shape
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In the statistical analysis of shape, data are considered on non-Euclidean spaces, typically stratications of manifolds. Most research in the past decades applied methods of multivariate Euclidean statistics using local linearizations of these non-linear spaces. In particular, a large number of concepts of mean shape have been proposed. In this talk, under an intrinsic perspective, - we take a unifying approach, - establish the property of “manifold stability” for some of these means in view of a two sample test, and - extend the notion of shape means to geodesic principal components. We provide simulations and applications to forest biometry, and we show how crucial it is to linearize these intrinsic concepts in the “right” manner.

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WIAS Berlin
Humboldt-Universität zu Berlin
Mittwoch, 16.02.2011, 10:00 Uhr (WIAS-406): Halbleiterseminar
Mark M. Malamud, Donetsk National University, Department of Mathematics:
On the unitary equivalence of absolutely continuous parts of self-adjoint extensions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Mittwoch, 16.02.2011, 01:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. J. Naumann, HU Berlin:
On the existence of weak solutions to Prandtl's (1945) turbulence model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Dienstag, 15.02.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. Ladkau, WIAS Berlin:
Nonlinear expectation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
In my talk I consider the optimal stopping problem for general dynamic monetary utility functionals. Sufficient conditions for the Bellman principle and the existence of optimal stopping times are provided. As an example for general dynamic monetary utility functionals I focus on discrete g-expectations as a special case of backward stochastic difference equations. I present a simple but general model and develop the theory of backward stochastic difference equations for that particular model.

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WIAS Berlin
Montag, 14.02.2011, 17:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
H. Fritz, Universität Freiburg:
Isoparametric finite element approximation of Ricci curvature
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstrakt
The surface finite element approach have been used to approximate curvatures on hypersurfaces and to discretize geometrical PDE's. In my talk I will present a definition of discrete Ricci curvature on triangulated hypersurfaces based on a weak formulation. In the two and three dimensional case it is possible to prove that the convergence in the L2-norm is linear for a quadratic approximation of the hypersurface with isoparametric finite elements. By using a smoothing scheme in the case of a linear approximation of the hypersurface we still get a convergence of order 2/3 in the L2-norm and of order 1/3 in the W1;2-norm.

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WIAS Berlin
Freie Universität Berlin
Donnerstag, 10.02.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Sh. Amiranashvili, WIAS:
Hamiltonian approach to propagation of ultrashort optical pulses
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Mittwoch, 09.02.2011, 15:30 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. G. Gilardi, Università di Pavia:
Solutions to models of phase segregation - Part 2
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 09.02.2011, 14:00 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. P. Colli, Università di Pavia:
Solutions to models of phase segregation - Part 1
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 09.02.2011, 10:00 Uhr (WIAS-406): Seminar Materialmodellierung
Prof. Laetitia Paoli, Université de Saint-Etienne:
Asymptotic behaviour of a micropolar fluid flow in a thin domain with a rough boundary
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Mittwoch, 09.02.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
Florian Gach, University of Cambridge:
Efficiency in indirect inference
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Indirect inference is a simulation-based alternative to maximum likelihood estimation when the likelihood function is intractable. The method was introduced in the literature by Smith (1990). The indirect inference estimator proposed there turns out to be consistent and asymptotically normal but is efficient only under the somewhat restrictive assumption that the so-called auxiliary model is correctly specified. In this talk, I give an overview of the method and present a new framework leading to efficient estimation.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 08.02.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Christian Bayer, Universität Wien:
Some applications of cubature on Wiener space
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We give an overview of the Kusuoka-Lyons-Victoir method of cubature on Wiener space and some of its variants (mostly the Ninomiya-Victoir method) and extensions, for instance to processes with jumps and stochastic partial differential equations. We also present some applications in finance.

Veranstalter
WIAS Berlin
Dienstag, 08.02.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Prof. Elisabetta Rocca, Università degli Studi di Milano:
On a quasilinear multi-phase system with nonconstant specific heat and heat conductivity
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 07.02.2011, 17:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
G. Hummer, National Institutes of Health USA:
Reconstruction of molecular free energy surfaces: a challenging inverse problem
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Veranstalter
Freie Universität Berlin
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Zuse Institute Berlin
Freitag, 04.02.2011, 14:00 Uhr (WIAS-405-406): Prof. St. Siegmund, TU Dresden:
Dynamics in transport, control and systems biology
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Veranstalter
WIAS Berlin
4. – 5. Februar 2011 (WIAS-ESH): Workshop/Konferenz: Mathematical Challenges of Quantum Transport in Nano-Optoelectronic Systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 02.02.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. G. Kitavtsev, MPI MIS Leipzig:
Weak solutions to lubrication equations in the presence of strong slippage
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In this talk the existence of global weak solutions for one-dimensional lubrication models that describe the dewetting process of nanoscopic thin polymer films on hydrophobyzed substrates and take account of large slippage at the polymer-substrate interface will be shown. The convergence of these solutions as either the Reynolds number or the capillarity goes to zero, as well as their limiting behaviour as the slip length goes to zero or infinity are investigated.

Veranstalter
WIAS Berlin
Mittwoch, 02.02.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
M. Rosenbaum, CREST Paris:
Asymptotic results for time-changed Lévy processes sampled at hitting times
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
We provide asymptotic results for time-changed Lévy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with respect to the starting point is equal to d. This setting can be seen as a first step towards a model for tick-by-tick financial data allowing for large jumps. For a wide class of Lévy processes, we introduce a renormalization depending on d, under which the Lévy process converges in law to an alpha-stable process as d goes to 0. The convergence is extended to moments of hitting times and overshoots. These results can be used to build high frequency statistical procedures. As examples we construct consistent estimators of the time change and, in the case of the CGMY process, of the Blumenthal-Getoor index. Convergence rates and a central limit theorem are established under additional assumptions. This is joint work with Peter Tankov.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 27.01.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
Dr. Thomas Koprucki, WIAS Berlin:
Aktueller Stand der Modellierung und Simulation von Quantenpunkt-VCSELn am WIAS
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 26.01.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. E. S. Titi, University of California:
On the loss of regularity for the three-dimensional Euler equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 26.01.2011, 10:00 Uhr (WIAS-406): Seminar Materialmodellierung
Dr. Dorothe Knees, WIAS; Prof. Andreas Schröder, HU Berlin:
Numerical analysis for a vanishing viscosity fracture model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
26. – 28. Januar 2011 (WIAS-ESH): Workshop/Konferenz: Workshop on Model Order Reduction in Optimization and Control with PDEs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 25.01.2011, 15:15 Uhr (FU-140): Oberseminar Nonlinear Dynamics
Alexander Skubachevskii, Peoples' Friendship University of Russia:
Damping problem for control system with delay and nonlocal boundary value problems
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Veranstalter
Freie Universität Berlin
WIAS Berlin
Dienstag, 25.01.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
R.L. Loeffen, WIAS Berlin:
Applications of splitting schemes to financial diffusion Models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
A common problem in quantitative finance is to compute, accurately and fast, the expectation of a multi-dimensional diffusion process at a fixed time. In higher dimensions, discretization schemes in combination with (Quasi) Monte Carlo form a good approach. One such scheme is the splitting method of Ninomiya-Victoir (NV) which involves solving various auxiliary ordinary differential equations. Consequently, the NV-scheme is especially attractive when all underlying ODEs can be solved in closed-form. By introducing a slight generalization of the NV-scheme, we show that the class of diffusion models for which all ODE solutions are explicit, can be significantly increased. We further construct a particular example for which this applies and show some numerical results that illustrate the savings in computation time. Joint work with C. Bayer (University of Vienna) and P. Friz (TU Berlin/WIAS).

Veranstalter
WIAS Berlin
Montag, 24.01.2011, 17:00 Uhr (FUB-032): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Des Higham, University of Strathclyde, UK:
The multi-level Monte Carlo Method
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Veranstalter
Freie Universität Berlin
Humboldt-Universität zu Berlin
Technische Universität Berlin
WIAS Berlin
Zuse Institute Berlin
Donnerstag, 20.01.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
A. Wilms, WIAS Berlin:
Impact of bulk states on microscopically derived scattering rates in QD devices
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Donnerstag, 20.01.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Naveed Ahmed, Universität Magdeburg:
Operator splitting and alternating direction Galerkin methods applied to population balance equation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
In population balance equations, the distribution of entities depends not only on space and time but also on their own properties referred as internal coordinates. The operator splitting method is used to transform the whole problem into two or more unsteady subproblems of smaller complexity. In our case, the first subproblem is a time-dependent convection-diusion problem while the second one is a one-dimensional transport problem with pure advection. We use backward Euler method to discretize the subproblems in time. Since the first problem is convection dominated, the local projection (LPS) method is used as stabilization in space. To discretize the pure transport problem a discontinuous Galerkin (dG) method is used. We show the unconditional stability and optimal error estimates. The aim in alternating direction scheme is the same as in the operator splitting method, i.e., reducing the high dimensional problem into a set of lower ones. First we discretize the whole problem in space and internal coordinate using LPS and dG method, respectively. Then the backward Euler time stepping method is used to obtain a fully discrete scheme. The matrices in the fully discrete scheme are tensor products of the space and internal coordinate direction. Therefore we are able to derive two steps alternating direction method. Based on an equivalent one step formulation we discuss stability and convergence of the method. Finally, we present some computational results supporting our theoretical predictions.

Veranstalter
WIAS Berlin
Mittwoch, 19.01.2011, 17:15 Uhr (TUB-MA 041): Dr. C. Spitoni, LUMC Leiden:
Inference for transition probabilities for semi-Markov multi state models
mehr ... Veranstaltungsort
Technische Universität, Straße des 17. Juni 136, 10623 Berlin, MA 041

Abstrakt
In this talk we discuss the estimation of the transition probabilities for semi-Markov multi-state models. The basic definitions and results about semi-Markov processes will be briefly reviewed. We propose non-parametric and semi-parametric estimators of the transition probabilities for a large class of models (forward going models). Large sample theory will be derived using the functional delta method. Finally, we try to explain the main ideas and problems for the implementation in R of the proposed estimators. (Joint work with H.Putter, LUMC Leiden)

Veranstalter
Technische Universität Berlin
WIAS Berlin
Mittwoch, 19.01.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. M. Korzec, WIAS Berlin:
On semilinear sixth order equations describing the faceting of growing surfaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Mittwoch, 19.01.2011, 10:00 Uhr (WIAS-ESH): Forschungsseminar Mathematische Statistik
M. Hoffmann, ENSAE Paris:
Statistical inference and nancial data modelling across time scales
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
On microscopic scales, nancial data derived from order book dynamics such as the last traded price, the best bid or the ask price are point processes. On appropriate scales, these random processes are correctly approximated by Brownian diusions. We will present some multivariate models based on mutually exciting point processes that reproduce some high frequency data stylized facts (such as microstructure noise or the Epps eect) and that converge to Brownian diusions (or the like) on macroscopic scales. In particular, we will be able to trace some microscopic eects (such as the negative correlation of the price increments) that are usually attributed to price manipulation by market makers and give some tentative interpretation of these eects as far as the macroscopic stability of the volatility is concerned. These models as well as their ability to reproduce stylized facts, together with the performances of associated estimators will be confronted to real data examples (mainly xed income ow products). The structure of the underlying statistical experiments will also be discussed from a more theoretical point of view.

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Dienstag, 18.01.2011, 15:15 Uhr (FU-140): Oberseminar Nonlinear Dynamics
Dr. St. Liebsher, FU Berlin:
Bifurcation without parameters
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Hinterhaus, Raum: 140

Veranstalter
Freie Universität Berlin
WIAS Berlin
Dienstag, 18.01.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Sascha Eichstädt, Physikalisch-Technische Bundesanstalt Berlin:
Statistische Methoden zur Analyse dynamischer Messungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Donnerstag, 13.01.2011, 16:15 Uhr (WIAS-ESH): Forschungsseminar Mathematische Modelle der Photonik
B. Eppich, FBH Berlin:
Die Wignerfunktion von Laserstrahlen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 13.01.2011, 14:00 Uhr (WIAS-ESH): Seminar Numerische Mathematik
Prof. R. Eymard, Université Paris Est:
Low degree nonconforming methods for the biharmonic problem
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Some schemes for the Stokes problem in 2D involve the resolution of the biharmonic problem. We consider new methods, from finite volumes with orthogonality condition to general mesh method, including P1 finite elements, for the approximation of the biharmonic problem. These methods are shown to be convergent in any space dimension. This is confirmed by numerical examples.

Veranstalter
WIAS Berlin
Mittwoch, 12.01.2011, 15:15 Uhr (WIAS-ESH): Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Hagen Neidhardt, WIAS Berlin:
Sturm--Liouville boundary problems in the half plane
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 11.01.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Felix Weidemann, HU Berlin:
A generalisation of the Hobson-Rogers-Model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
In this talk we consider a stockpricemodel, originally suggested by D.G. Hobson and L.C.G. Rogers, in which the price is modelled as a SDE with delay driven by a Brownian Motion. The kind of pastdependence in this certain model will be explained in detail and methods for optionpricing, similar to those in the Black-Scholes-Model, will be derived. In another part we will introduce jumps into the SDDE. We will study completeness and the set of equivalent martingale-measures in this newly created jump-diffusion-model.

Veranstalter
WIAS Berlin
Dienstag, 11.01.2011, 10:15 Uhr (WIAS-406): Seminar Nichtlineare Optimierung und Inverse Probleme
Kai Sandfort, Karlsruher Institut für Technologie:
Scattering from periodic media and first ideas for scattering from bounded, uniformly patterned media
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Veranstalter
WIAS Berlin
Montag, 10.01.2011, 17:00 Uhr (FUB-032): Oberseminar Numerische Mathematik/Scientific Computing
O. Junge, TU München:
Transfer operators and mean field approximation in conformation dynamics
mehr ... Veranstaltungsort
Freie Universität Berlin, Arnimallee 2-6, 14195 Berlin, Erdgeschoss , Raum: 032

Abstrakt
We propose a new approach to the transfer operator based analysis of the conformation dynamics of molecules. It is based on a statistical independence ansatz for the eigenfunctions of the operator related to a partitioning into essentially dynamically independent subsystems. First numerical tests performed on small systems show a promising qualitative agreement between mean field and exact model, at greatly reduced computational cost. This is joint work with Gero Friesecke and Péter Koltai (both TUM).

Veranstalter
Zuse Institute Berlin
WIAS Berlin
Technische Universität Berlin
Humboldt-Universität zu Berlin
Freie Universität Berlin
Dienstag, 04.01.2011, 15:00 Uhr (WIAS-406): Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
M. Becker, WIAS Berlin:
Exponential moments of self-intersection local times in subcritical dimensions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
Fix $p>1$, not necessarily integer, with $p(d-2)0$ that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of $t$ and $theta_t$, and the precise rate is characterized in terms of a variational formula. As a corollary, we obtain a large-deviation principle for $ ell_t _p/(t r_t)$ for deviation functions $r_t$ satisfying $tr_tggE[ ell_t _p]$.

Veranstalter
WIAS Berlin
Montag, 13.12.2010, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Frank Garwe, Institut für Photonische Technologien Jena (IPHT):
Wechselwirkung von Licht mit metallischen Nanopartikeln in dielektrischer Umgebung
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Weitere Informationen
Presentation slides

Veranstalter
WIAS Berlin
Montag, 29.11.2010, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Petr Knobloch, Charles University Prague:
Stabilized finite element methods for convection-diffusion equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 29.11.2010, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Martin Stynes, College of Science, Engineering and Food Science Cork; School of Mathematical Sciences:
A new finite element method for singularly perturbed reaction-diffusion problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 25.10.2010, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Robert Patterson, WIAS:
Stochastic Soot Simulation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 25.10.2010, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Martin Ostermeyer, Innovative Berlin Laser GmbH (IBL):
Realizing excellent beam quality in high power solid state lasers - Search for a design tool
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 31.05.2010, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Reiner Brunsch, Leibniz-Instituts für Agrartechnik Potsdam-Bornim (ATB):
Ansätze zur Verbesserung landwirtschaftlicher Produktionsverfahren durch Modellierung an der Schnittstelle zwischen Biologie und Technik
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 31.05.2010, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Stefan Köhler/Dr. Hans-Ullrich Balzer, Institut für Agrar- und Stadötkologische Projekte an der Humboldt-Universität zu Berlin (IASP):
Zeitreihenanalysen und experimentelle Erkenntnisse zur Darstellung biologischer Regelvorgänge
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 26.04.2010, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr.-Ing. Oliver Kastner, Ruhr-Universität Bochum, Institut für Werkstoffe:
Microstructure formation and hysteresis in shape memory alloy
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
in pdf format

Veranstalter
WIAS Berlin
8. – 10. April 2010 (WIAS-ESH): Workshop/Konferenz: Workshop on Random Media
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 14.12.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Volker John, WIAS:
Topics in the Numerical Simulation of Population Balance Systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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Presentation slides

Veranstalter
WIAS Berlin
Montag, 14.12.2009, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Wolfgang König, WIAS:
The Universality Classes in the Parabolic Anderson Model
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 30.11.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Lothar Strüder, Max-Planck-Institut für extraterrestrische Pysik, MPI-Halbleiterlabor:
Halbleiterdetektoren - im Himmel und auf Erden
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt

Am Halbleiterlabor der Max-Planck-Institute für Physik und für extraterrestrische Physik werden Siliziumdetektoren für ionisierende Strahlung entwickelt. Die Energie der Strahlung reicht vom nahen Infrarotlicht über das sichtbare Licht bis hin zur Röntgen- und Gammastrahlung. Auch in den Experimenten der Teilchenphysik an den Hochenergiebeschleunigern werden unsere Sensoren zur präzisen Spurvermessung eingesetzt.

Zunächst werde ich über die Anwendungen der Detektoren in den Institutsexperimenten berichten. Im Vordergrund steht die Röntgenastronomie.

Der Kern des Vortrages konzentriert sich auf die eigenen Entwicklungs- und Fertigungsmgölichkeiten im Halbleiterlabor: Wie entsteht ein Chip - zunchäst im Computer und dann wirklich im Labor? Wie werden die Systeme getestet und auf ihren späteren Einsatz hin vorbereitet? Die Kette von der Idee, der Simulation über die Fertigung hin zum Test bis zum Einsatz im Experiment wird an einem Beispiel erläutert.

Auch Beispiele zum industriellen Einsatz der Detektoren werden aufgeführt, z.B. in der Materialanalyse oder für die medizinische Diagnose.

Der Vortrag endet mit einem Ausblick auf die zukünftigen Vorhaben. Hier stehen die Röntgenmissionen eROSITA und IXO im Vordergrund. Auf der Seite der Gammaastronomie sind es ortsauflösende Gammaspektrometer. Im Optischen arbeiten wir derzeit an einer Hochgeschwindigkeitskamera zum Nachweis von einzelnen optischen Photonen. Für die zukünftigen "Free Electron Laser" in den USA, Japan und Deutschland werden abbildende Röntgensysteme mit extremen dynamischen Bereich benötigt - eine Herausforderung für sie Simulation und die realen Bauelemente.

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Veranstalter
WIAS Berlin
Montag, 26.10.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Bernd Witzigmann, Universität Kassel, Fachgebiet Computational Electronics and Photonics:
Computational Modeling of Semiconductor Nanostructures for Optoelectronics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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Veranstalter
WIAS Berlin
Montag, 26.10.2009, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Wolfgang Dreyer, WIAS:
Non-monotone constitutive behavior and hysteresis
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Montag, 29.06.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Elmar Diederichs, Freie Univerität Berlin, Institut für Mathematik:
Sparse Non-Gaussian Component Analysis with applications to conformation dynamics of biomolecular systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 29.06.2009, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Oleh Omel'chenko:
Synchronization modes in nonlocally coupled phase oscillators
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.05.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Ole Sigmund, Technical University of Denmark, Lungby, Department of Mechanical Engineering, Section for Solid Mechanics:
Topology Optimization and its applications to mechanics and wave propagation problems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.05.2009, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Ulf Leonhardt, Universität St. Andrews, UK:
Geometry, light and a wee bit of magic
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Many mass-produced everyday products of modern technology would appear to be completely magical to our ancestors: mobile phones, television, computers, electric light, cars, etc. Some devices that are still perceived as magical or mysterious are about to appear in the laboratory and are not so mysterious after all. For example, the first prototype of an electromagnetic cloaking device has been recently made at Duke university. This device makes an object invisible to microwave radiation of a single frequency and polarization. At Harvard University, first vital steps towards levitating objects on the forces of the quantum vacuum have been made. At St Andrews, we observed first indications of artificial black holes in the laboratory, using extremely short light pulses in photonic-crystal fibres. Invisibility devices, quantum forces and optical black holes have two things in common: they represent applications of Einstein's general relativity in Maxwell's electromagnetism and their practical demonstrations are made possible by modern metamaterials. I will try to elucidate the scientific principles acing behind the scenes of such "pure and applied magic".

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WIAS Berlin
Montag, 27.04.2009, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Dieter Bothe, TU Darmstadt, Mathematical Modelling and Analysis Center for Smart Interfaces:
Modelling and Analysis of transport processes at fluidic interfaces
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Fluid particles like drops or bubbles play a prominent role in numerous applications like multiphase chemical reactors, fuel engines, atomization, drying of liquid sprays, heat exchange and ink-jet printing to mention just a few. One particular development towards process intensification relies on micro-systems, which further enhances the role of inter-material interfaces and requires accurate models and a profound understanding of these. This talk surveys sharp-interface models for two-phase flows with increasing level of physico-chemical interface properties, starting from a simple dividing interface to the case when the interface is a phase for itself with surface viscosity and variable surface tension - the so-called Boussinesq-Scriven surface fluid. For the different levels of interfacial properties, the corresponding mathematical models together with main analytical results are outlined. For some of the models, results of Volume-of-Fluid (VOF)-based numerical approaches are also included.

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WIAS Berlin
Montag, 27.04.2009, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Katja Weichert, Max-Planck-Institut für Festkörperforschung Stuttgart:
LiFePO4 - Defect Chemistry and Phase Transition to FePO4
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 15.12.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Jens-Uwe Sommer, Leibniz-Institut für Polymerforschung Dresden (IfP):
Eine kurze Geschichte der Polymerphysik: Von Naturkautschuk zu Nanostrukturen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Ausgehend von den Entdeckungen der Entropieelastizität und der allgemeinen Struktureigenschaften von Polymeren wird das Konzept der Konformationsentropie als zentrales Paradigma der Polymerphysik vorgestellt. Im Unterschied zu niedermolekularen Systemen führt die große Zahl der inneren Freiheitsgrade eines flexiblen Kettenmoleküls zu neuartigen Eigenschaften, die durch Methoden der statistischen Physik beschrieben werden können. Es wird gezeigt, was Polymerketten und quantenmechanische Teilchen gemeinsam haben und warum die Theorie der Paulschen Fallen auch die Lokalisation von Kopolymeren beschreiben kann. Die Analyse der statistischen Selbstähnlichkeit der Konformationen von Polymerketten führt direkt in das Gebiet der kritischen Phänomene und der Phasenübergänge und gestattet die Verwendung von einfachen Skalenkonzepten zur Lösung komplexer Probleme. Die Methoden der modernen makromolekularen Chemie ermöglichen die Synthese maßgeschneiderter Polymermoleküle, welche sich zu Strukturen unterschiedlicher Symmetrie im Nanometerbereich selbstorganisieren. Die Kontrolle über diese Nanostrukturen, insbesondere zur Modifizierung von Oberflächen und in dünnen Schichten, ist ein Schlüssel zu Materialien mit neuen Funktionalitäten und stellt eine der großen Herausforderungen der modernen Polymerphysik dar.

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WIAS Berlin
Montag, 24.11.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Bernd Rech, Helmholtz-Zentrum Berlin für Materialien und Energie GmbH, HMI:
Solarzellen an dünnen Siliziumschichten - Stand der Technik und Herausforderungen für die Zukunft
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 24.11.2008, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Lars Korte, Helmholtz-Zentrum Berlin für Materialien und Energie GmbH, HMI:
The amorphous-crystalline silicon interface - key for high efficiency silicon heterojunction solar cells
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
An overview will be presented that summarizes recent developments in amorphous/crystalline silicon (a-Si:H/c-Si) heterojunction solar cell technology and the current understanding of the fundamental device physics. In a Si:H/c Si cells, device performance is crucially dependent on the quality of the a Si:H/c Si heterojunction. Some of the main issues will be discussed that have been identified as being crucial to minimize recombination at the junction and thereby maximize cell efficiency: Wet chemical pre-treatment of the c Si surface prior to a Si:H deposition; optimum doping, which is a trade-off between maximizing band bending and minimizing interface recombination; thermal and plasma post-treatments of the a Si:H/c Si structure. By optimizing these aspects using specifically developed characterization methods such as UV-excited photoelectron spectroscopy and surface photovoltage measurements, we were able to realize (n)a Si:H/(p)c Si and (p)a Si:H/(n)c Si cells with up to 18.5% and 19.8% efficiency, respectively. In both cases, the cells were prepared without the commonly used intrinsic buffer layer.

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WIAS Berlin
Montag, 27.10.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Henriette Fiebig, Wikimedia Deutschland e.V.; Philipp Birken, Universität Kassel, AG Analysis und Angewandte Mathematik:
Wissen teilen leicht gemacht: Eine kurze Einführung für Wikipedia-Einsteiger
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 27.10.2008, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Philipp Birken, Universität Kassel, AG Analysis und Angewandte Mathematik:
Mathematik in der deutschsprachigen Wikipedia
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 30.06.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Hans Christian Öttinger, ETH Zürich, Institut für Polymere:
Hydrodynamics, Thermodynamics, and Mathematics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 30.06.2008, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Stefan Heinz, University of Wyoming, Department of Mathematics:
Unified Stochastic and Deterministic Turbulence Models
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The talk is organized in four parts. The first part describes requirements regarding the numerical simulation of turbulent flows. It will be shown that stochastic methods are needed which generalize deterministic methods such that the closure problems of deterministic equations are solved. The second part describes the basics of stochastic methods and their implied deterministic equations. The modeling of molecular dynamics, turbulent velocity and scalar fields will be discussed. Special emphasis is placed on the question of how existing (FDF and PDF, LES and RANS) methods can be unified. The third part describes the application of stochastic and deterministic methods to both non-reacting and reacting turbulent flow simulations. The integration of RANS and LES for swirling turbulent jet flow simulations will be discussed. It will be shown how the range of applicability of hybrid RANS/PDF methods can be extended such that nonpremixed turbulent combustion simulations can be performed. The fourth part summarizes these developments and describes future activities.

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WIAS Berlin
Montag, 26.05.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Henning Riechert:
Wissenschaftliche Schwerpunkte am Paul-Drude-Institut
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 26.05.2008, 10:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Christopher J. P. Newton, Hewlett Packard Laboratories Bristol, UK:
Modelling for Paper-Like Displays
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 28.04.2008, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Olivier Zindy, WIAS:
Random walks in random environment: localization studies
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 28.04.2008, 15:30 Uhr (WIAS-406): INSTITUTSKOLLOQUIUM
Dr. Christiane Lechner, WIAS:
Numerical Simulation of Czochralski Crystal Growth
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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WIAS Berlin
Montag, 17.12.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Martin Welk, Universität des Saarlandes Saarbrücken, Naturwissenschaftlich-Technische Fakultät I (Mathematik und Informatik):
Robust variational methods for the deconvolution of images
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 17.12.2007, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Matthias Birkner, WIAS:
Inference for coalescents with multiple collisions
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 26.11.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Peter Vogl, Technische Universität München, Walter Schottky Institut:
The 3D nanometer device project nextnano: Concepts, Methods, Results
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
nextnano is a versatile software for the simulation of three-dimensional nanometer-scale quantum structures and semiconductor devices. We will outline some of the basic physical concepts and numerical methods that have been developed for nextnano, an international collaborative effort involving many physicists, mathematicians, and programmers. In addition, we will present several application examples.

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WIAS Berlin
Montag, 26.11.2007, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Bernhard Michel, Simuloptics GmbH Schwabach:
Inverses Streuproblem bei der optischen Partikelcharakterisierung
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 29.10.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Hans Wenzel, Ferdinand-Braun-Institut für Höchstfrequenztechnik Berlin (FBH):
High-brightness diode lasers - achievements and challenges
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 29.10.2007, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr.-Ing. Jürgen Villain, Fachhochschule Augsburg, FB Elektrotechnik:
Struktur und Eigenschaften miniaturisierter bleifreier Lötverbindungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.06.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Hang Si, WIAS:
3D boundary conforming Delaunay mesh generation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.06.2007, 15:30 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Wolfgang Dreyer, WIAS:
Phasenübergänge mit Beteiligung von Erhaltungssätzen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 16.04.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Hans-Christoph Kaiser, WIAS:
A Drift-Diffusion Model with Fully Nonlocal State Equations for Heterogeneous Semiconductor Materials
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 12.02.2007, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Mark Lichtner, WIAS:
Principle of Linearized Stability and Invariant Manifold Theorem for Semilinear Hyperbolic Systems with Applications to Semiconductor Laser Dynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 11.12.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Barbara Wagner, WIAS:
Instabilities of Nanoscopic films
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 27.11.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Torsten Köhler/Margitta Teuchert, WIAS:
Fördermöglichkeiten für Grundlagenforschung und Anwendungen im 7. Rahmenprogramm der EU
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 13.11.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Ronald P. H. Faassen, Technische Universiteit Eindhoven, Department of Mechanical Eingeneering:
Modelling and detection of machine tool chatter in high speed milling
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 16.10.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Abraham Korol, University of Haifa, Institute of Evolution:
Mapping the Genome: Mathematical and computational challenges
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
18. – 20. September 2006 (WIAS-ESH): Workshop/Konferenz: Modelling and Simulation of PEM Fuel Cells
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Universität Potsdam
Montag, 03.07.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Sergey Sergey Zelik, Institute for Information Transition Problems, Russian Academy of Sciences (Weierstrass Fellow):
Interaction of solitons in dissipative systems
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 26.06.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Xin Yao, Tsinghua Universität Peking (Weierstrass Fellow):
Random graph and complex networks
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 19.06.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Peter Fratzl, Max-Planck-Institut für Kolloid- und Grenzflächenforschung Potsdam, Abteilung Biomaterialien:
Adaptive Materialien der Natur
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 29.05.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Florian Jeltsch, Universität Potsdam, Institut für Biochemie und Biologie:
Simulating savanna dynamics: from system stability to biodiversity
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 08.05.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Martin G. Lüling, Schlumberger Paris:
CO2 Underground Storage to Clean the Atmosphere
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 06.02.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Alberto Rolo Naranjo, Instituto Superior de Tecnologías y Ciencias Aplicadas Havanna (Kuba):
Computational tools for signal processing applications from industry and bioinformatics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Computational tools for signal processing applications from industry and bioinformatics

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WIAS Berlin
Montag, 23.01.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Kouchi Zhang, Philips Semiconductors Eindhoven:
Some Trends and Impacts of Micro/Nanoelectronics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 16.01.2006, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Dong Zheng, Continental AG Hannover:
Tire FEM simulation at Continental AG
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 19.12.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Ronny Ramlau, Johann Radon Institute for Computational and Applied Mathematics (RICAM) Linz:
Unwuchtbestimmungen in rotierenden Systemen - Theorie und Anwendungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 31.10.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Samuli Siltanen, GE Healthcare, Tuusula, Finnland:
Low dose 3-dimensional medical X-ray imaging
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.07.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Karin Jacobs, Universität des Saarlandes, FR Experimentalphysik:
Dynamik von Flüssigkeiten in der Nähe einer Grenzfläche: Eine experimentelle Sicht
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 27.06.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Henning Voss, Citigroup Biomedical Imaging Center, Weill Medical College of Cornell University:
Understanding functional connectivity of the brain: Diffusion tensor magnetic resonance imaging
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 13.06.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Rigo Giese, Gaswärme-Institut Essen:
Energetische Optimierung von Thermoprozessanlagen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 06.06.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Ludger Overbeck, HypoVereinsbank / Justus-Liebig-Universität Gießen:
Valuation of Structured Credit Products
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 09.05.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Peter Maass, Universität Bremen, Zentrum für Technomathematik:
Wavelets in der Datenanalyse - von Finanzdaten bis zur Windmessung
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.04.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Henning Wöhler, autronic-MELCHERS GmbH Karlsruhe:
Modellierung und Simulation von LCDs
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Freitag, 08.04.2005, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Fritz Falk, Institut für Physikalische Hochtechnologie Jena (IPHT):
Laserkristallisation von Halbleitern
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 13.12.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Hans-Joachim Schwarzmaier, Klinikum Krefeld:
Grundlagen der laserinduzierten, interstitiellen Thermotherapie
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 06.12.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Martin Böhm, TFH Berlin / ITWM Kaiserslautern:
Online-Inspektion von metallischen Oberflächen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 22.11.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Erhardt Barth, Universität Lübeck, Institut für Neuro- und Bioinformatik:
Mathematische Probleme des künstlichen Sehens aus der Perspektive spezifischer Anwendungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 01.11.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Jens Timmer, Albert-Ludwigs-Universität Freiburg, Zentrum für Datenanalyse und Modellbildung:
Data-based modeling of the dynamics of a cellular signaling pathway
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 25.10.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Herbert Gross/Dr. Bernd Kleemann, Carl Zeiss AG Oberkochen:
Periodische Helmholtz-Solver in der elektromagnetischen Optik (Kleemann)
Inverse Probleme in der klassischen Optik (Gross)
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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Presentation slides: Kleemann, Gross

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WIAS Berlin
Montag, 20.09.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
PD Dr. Markus Clemens, Helmut-Schmidt-Universitat Hamburg, FB Elektrotechnik:
Simulation elektromagnetischer Felder mit diskreten Feldformulierungen: Theorische Modelle und praktische Anwendungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 06.09.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Dr. Andreas Erdmann, Fraunhofer IISB Erlangen:
Simulation photolithographischer Prozesse - Grundlagen, Anwendungspotential und Herausforderungen
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
Montag, 05.07.2004, 17:00 Uhr (WIAS-ESH): INSTITUTSKOLLOQUIUM
Prof. Dr. Rupert Klein, Potsdam Institut für Klimafolgenforschung (PIK):
Mathematische Modellierung im Kontext der Klimafolgenforschung
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin