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Tuesday, 14.11.2017, 15:00 (WIAS-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
A. Barrasso, École Nationale Supérieure de Techniques Avancées, Paris, France:
BSDEs and decoupled mild solutions of (possibly singular, path dependent or integro-PDEs.)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Host
WIAS Berlin
Wednesday, 15.11.2017, 10:00 (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. E. Hashorva, University of Lausanne, Switzerland:
From classical to parisian ruin in Gaussian risk models
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstract
This talk is concerned with Gaussian risk models which approximate reasonably the risk process of an insurance company. Such models incorporate various nancial elements related to inflation/deflationion and taxation. Of interest also from the probabilistic point of view, is the approximation of the ruin probability and the ruin time when the initial capital is large. The concept of Parisian ruin is quite new and appealing for mathematical models of insurance risks. However the calculation of Parisian ruin and the Parisian ruin time is a hard problem. Recent research has also focused on the investigation of multi-valued risk models analysing the ruin probability and the ruin time. Currently, due to the lack of appropriate tools, results are available only for the Brownian risk model. In this talk various approxi- mations of ruin probability and ruin times for both classical and Parisian case will be discussed including results for the multi-valued Brownian risk model. Joint work with K. Debicki, University of Wroclaw and L. Ji, University of Lausanne

Host
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Wednesday, 15.11.2017, 15:15 (WIAS-ESH)
Halbleiterseminar
Prof. A. Boitsev, St. Petersburg National University of Information Technologies, Mechanics and Optics, RUSSIA:
Boundary triplets, tensor products and point contacts to reservoirs
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
WIAS-Halbleiterseminar

Host
WIAS Berlin
Thursday, 16.11.2017, 14:00 (WIAS-HVP)
Seminar Materialmodellierung
Prof. A. Münch, University of Oxford, GB:
Asymptotic analysis of models involving surface diffusion
more ... Location
Weierstraß-Institut, Hausvogteiplatz 11A, 10117 Berlin, 4. Etage, Raum: 4.01

Abstract
We study the evolution of solid surfaces and pattern formation by surface diffusion. Phase field models with degenerate mobilities are frequently used to model such phenomena, and are validated by investigating their sharp interface limits. We demonstrate by a careful asymptotic analysis involving the matching of exponential terms that a certain combination of degenerate mobility and a double well potential leads to a combination of surface and nonlinear bulk diffusion to leading order. We also present a stability analysis for the sharp interface model of an evolving non-homogeneous base state and show how to correctly determine the dominant mode, which is not the one predicted by a frozen mode eigenvalue analysis.

Host
WIAS Berlin
Thursday, 16.11.2017, 16:00 (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. C. Brée, WIAS Berlin:
Shaping beams of broad area lasers with photonic crystals
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Host
WIAS Berlin