Upcoming Events

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Tuesday, 27.09.2022, 15:00 (WIAS-ESH)
Seminar Laserdynamik
Prof. Dmitry Turaev, Imperial College London, UK:
Non-ergodicity and stable coherent motions in systems of mutually repelling particles with arbitrarily high kinetic energy
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Further Informations
Seminar Laser Dynamics

Host
WIAS Berlin
Tuesday, 27.09.2022, 15:00 (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
PhD Mao Fabrice Djete, Université Paris Dauphine , Frankreich:
Non-regular McKean--Vlasov equations and calibration problem in local stochastic volatility models (online talk)
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
In this talk, motivated by the calibration problem in local stochastic volatility models, we will investigate some McKean--Vlasov equations beyond the usual requirement of continuity of the coefficients in the measure variable for the Wasserstein topology. We will provide first an existence result for this type of McKean?Vlasov equations and explain the main idea behind the proof. In a second time, we will show an approximation by particle system for this type of equations, a result almost never rigorously proven in the literature in this context.

Further Informations
Dieser Vortrag findet bei Zoom statt: https://zoom.us/j/492088715

Host
WIAS Berlin
Wednesday, 28.09.2022, 11:00 (Online Event)
Seminar Weierstrass Group Data-Driven Optimization and Control
Jia Wang, Peking University, China, Volksrepublik:
Performance optimization of model predictive control algorithm and its application (online talk)
more ... Location
Online Event

Abstract
Abstract: The talk includes three main topics: (1) In order to accelerate the quadratic programming of linear MPC problem, a new iterative parameter selection method is proposed, which extends the existing proximal gradient method to high-order convergence rate. The proposed method uses the unique positive real root of a special set of higher-order polynomial equations as the iterative parameter. It can be shown that the selected polynomial order is the order of the convergence rate, so as to achieve a faster speed. (2) In order to overcome the slow convergence speed of traditional distributed MPC calculation, a novel iterative solution is proposed, which generates the next step solution according to the iterative error and error gain matrix. The iterative error is augmented to the traditional calculation process, then the new iterative formula is regarded as a nonlinear system. The convergence condition is derived by using the linear matrix inequality. Finally, the fast convergence is achieved by optimizing the error gain matrix. (3) For the economic predictive control of nonlinear systems, this study proposes an optimization method to achieve the global optimal approximation, which overcomes the deficiency that the existing MPC can only achieve local optimum. By estimating the suboptimal degree of the traditional MPC and modifying the control law according to the estimation results, the economic performance of the system is improved to approach the global optimum.

Further Informations
Seminar of Weierstrass Group DOC

Host
WIAS Berlin
Wednesday, 28.09.2022, 11:30 (WIAS-405-406)
Seminar Interacting Random Systems
Willem van Zuijlen, WIAS:
Weakly self-avoiding walk in a random potential
more ... Location
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstract
We investigate a model of simple-random walk paths in a random environment that has two competing features: an attractive one towards the highest values of a random potential, and a self-repellent one in the spirit of the well-known weakly self-avoiding random walk. We tune the strength of the second effect such that they both contribute on the same scale as the time variable tends to infinity. In this talk I will discuss our results on the identification of (1) the logarithmic asymptotics of the partition function, and (2) of the path behaviour that gives the overwhelming contribution to the partition function. This is joint work with Wolfgang König, Nicolas Pétrélis and Renato Soares dos Santos.

Further Informations
Seminar Interacting Random Systems (Hybrid Event)

Host
WIAS Berlin
Thursday, 29.09.2022, 16:00 (Online Event)
Seminar Materialmodellierung
Prof. Dr. Robert Eisenberg, Rush University, USA:
From Maxwell to Mitochondria (online talk)
more ... Location
Online Event

Further Informations
Seminar Materialmodellierung

Host
WIAS Berlin