Veranstaltungen
- Dienstag, 11.11.2025, 15:00 Uhr (WIAS-405-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Ryoji Takano, University of Osaka, Japan:
Large deviations for rough volatility
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstrakt
A rough volatility model is a stochastic volatility model for an asset price process with volatility being rough, meaning that the Hölder regularity of the volatility path is less than half. In this talk, we will focus on the asymptotic behavior of implied volatility for short maturity under those models and show that the large deviation principle for rough volatility models provides the short-time asymptotic behavior of implied volatility.
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Dieser Vortrag findet auch via Zoom statt: https://wias-berlin-de.zoom-x.de/j/69982487566
Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Mittwoch, 12.11.2025, 10:00 Uhr (WIAS-ESH)
- Forschungsseminar Mathematische Statistik
Prof. Dr. Thomas Kneib, Georg-August-Universität Göttingen:
Demystifying spatial confounding
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstrakt
Spatial confounding is a fundamental issue in spatial regression models which arises because spatial random effects, included to approximate unmeasured spatial variation, are typically not independent of covariates in the model. This can lead to significant bias in covariate effect estimates. The problem is complex and has been the topic of extensive research with sometimes puzzling and seemingly contradictory results. We will give an introduction to spatial confounding and discuss some suggested solutions for dealing with it, including the formalisation as a structural equation model and spatial+, where spatial variation in the covariate of interest is regresssed away first and remaining residuals are then used to identify the relevant effect. In the second part of the presentation, we develop a broad theoretical framework that brings mathematical clarity to the mechanisms of spatial confounding, relying on an explicit analytical expression for the resulting bias. We see that the problem is directly linked to spatial smoothing and identify exactly how the size and occurrence of bias relate to the features of the spatial model as well as the underlying confounding scenario. Using our results, we can explain subtle and counter-intuitive behaviours. Finally, we propose a general approach for dealing with spatial confounding bias in practice, applicable for any spatial model specification. When a covariate has non-spatial information, we show that a general form of the so-called spatial+ method can be used to eliminate bias. When no such information is present, the situation is more challenging but, under the assumption of unconfounded high frequencies, we develop a procedure in which multiple capped versions of spatial+ are applied to assess the bias in this case. We illustrate our approach with an application to air temperature in Germany.
Weitere Informationen
Dieser Vortrag findet hybrid statt. Die Teilnahme per Zoom ist über den (neuen!) Link:
https://hu-berlin.zoom-x.de/j/64809417303?pwd=iLT5xbdDZspAcUCuLrwNnaN90ZQBpj.1
Meeting-ID: 648 0941 7303
Passwort: 258449
Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Mittwoch, 12.11.2025, 11:30 Uhr (WIAS-406)
- Seminar Interacting Random Systems
Sophia--Marie Mellis, Universität Bielefeld:
Genealogies in multitype populations: branching processes and structured coalescents
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstrakt
This talk focuses on the interplay between type and ancestry in two different multitype population models. In the first part, we briefly discuss the long-term behavior of critical multitype branching processes conditioned on survival, both with respect to the forward and the ancestral processes. Despite substantial differences in forward-time behavior and required techniques, their ancestral processes retain key structural similarities to the supercritical case. The main part of the talk then focuses on structured populations divided into $d$ colonies, where individuals migrate at rates proportional to a global scaling parameter $K$. We sample $N(K)$ individuals evenly across colonies and trace their ancestral lineages backward in time. Within each colony, coalescence occurs at a constant rate as in the Kingman coalescent. We encode the system?s state as a $d$-dimensional vector of empirical measures, recording both current lineage locations and the colonies of their sampled descendants. Our focus is on how the sample size affects the asymptotic behavior of this process as $K to infty$ (representing fast migration), distinguishing two regimes: the critical-sampling regime ($N(K) sim K$) and the large-sampling regime ($N(K) gg K$). After suitable time-space rescaling, we prove convergence to $d$-dimensional coagulation equations in both sampling regimes. In the critical regime, the solution admits a representation via a multitype birth-death process; in the large-sample regime, via the entrance law of a multitype Feller diffusion.
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Seminar Interactin Random Systems
Veranstalter
WIAS Berlin
- Mittwoch, 12.11.2025, 14:15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Leonard Kreutz, Technische Universität München:
Gamma-expansion of the Cahn--Hilliard functional with Dirichlet boundary conditions
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstrakt
In this talk, we present the second-order asymptotic development of the Cahn--Hilliard functional under Dirichlet boundary conditions via Gamma-convergence. We begin by reviewing results from the literature on the asymptotic expansion of the Cahn--Hilliard functional. Subsequently, we discuss our ongoing research focused on the Cahn--Hilliard functional with Dirichlet boundary conditions. In particular, we examine the case where no interior interfaces are present and highlight several open questions for future investigation. This seminar is based on work in collaboration with Irene Fonseca and Giovanni Leoni.
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Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
- Dienstag, 18.11.2025, 15:00 Uhr (WIAS-405-406)
- Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Davit Gogolashvili, WIAS Berlin:
Local regression on path spaces with signature metrics
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406
Abstrakt
We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path theory with local kernel regression. The signature transform provides a principled way to encode sequential data through iterated integrals, enabling direct comparison of paths in a natural metric space. Our approach leverages signature-induced distances within the classical kernel regression framework, achieving computational efficiency while avoiding the scalability bottlenecks of large-scale kernel matrix operations. We establish finite-sample convergence bounds demonstrating favorable statistical properties of signature-based distances compared to traditional metrics in infinite-dimensional settings. We propose robust signature variants that provide stability against outliers, enhancing practical performance. Applications to both synthetic and real-world data-including stochastic differential equation learning and time series classification-demonstrate competitive accuracy while offering significant computational advantages over existing methods.
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Dieser Vortrag findet auch via Zoom statt: https://wias-berlin-de.zoom-x.de/j/69982487566
Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
- Mittwoch, 19.11.2025, 14:15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Lutz Recke, Humboldt-Universität zu Berlin:
An H-convergence-based implicit function theorem and homogenization of nonlinear non-smooth elliptic systems
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Weitere Informationen
Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
- Donnerstag, 20.11.2025, 14:00 Uhr (WIAS-406)
- Seminar Materialmodellierung
Dr. Andrea Giudici, University of Oxford, GB:
From particle stresses to electrolyte flow: How mechanics affects the performance of lithium-ion batteries
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Abstrakt
Lithium-ion batteries are typically described by electrochemical models, yet mechanical effects play a decisive role in their operation and degradation. During cycling, swelling of active particles generates stresses and deformations that propagate across scales. These mechanical effects couple back into electrochemistry in two distinct ways.First, stresses around active particles modify lithium transport by altering the local chemical potential, leading to shifts in voltage curves that cannot be captured by standard Doyle?Fuller?Newman-type models. Using asymptotic homogenisation, we extend reduced-order models to incorporate this multiscale coupling systematically.Second, electrode swelling changes porosity and drives electrolyte flows. These flows interact with concentration gradients, causing an irreversible redistribution of electrolyte salt?typically bulk accumulation and edge depletion?conditions that promote lithium plating and performance loss. We model the flow-concentration coupling and derive a closed-form expression for the resulting electrolyte-movement-induced salt inhomogeneity (EMSI) in terms of swelling, porosity, permeability, and nonlinear mechanics, providing a mechanistic explanation of this degradation pathway.
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Material Modeling Seminar
Veranstalter
WIAS Berlin
- Dienstag, 25.11.2025, 14:00 Uhr (WIAS-Library)
- Seminar Materialmodellierung
Dr. Ralf Blossey, Université de Lille, Frankreich:
Structural polarization in electrolytes: A continuum approach
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Weierstraß-Institut, Hausvogteiplatz 5-7, 10117 Berlin, R411
Abstrakt
The standard continuum description of electrolytes is given by Poisson--Boltzmann theory. It describes a structureless solvent with a given dielectric constant (typically around 80, for water), and the dissociated ions by Boltzmann factors. Experimental advances in the past decades, and notably the ever-improving use of atomic force microscopy (AFM) in solution, have opened up new challenges for the mathematical description of electrolytes that require going beyond this basic approach, with numerous putative applications in biology and nanoscience, from biological cells to batteries. In this talk I will describe a recently developed theory of structural polarization forces in electrolytes that combines nonlocal and nonlinear interactions in such systems. After formulating the essential ingredients of this approach, I will discuss the derivation of boundary conditions and highlight some exemplary applications that are currently under way. Recent further developments for metal-solvent interfaces will be also be briefly discussed.
References :
R. Blossey and R. Podgornik, Field theory of structured liquid dielectrics, Phys. Rev. Res. 4, 023033 (2022)
R. Blossey and R. Podgornik, A comprehensive continuum theory of structured liquids, J. Phys. A: Math. Theor. 56 025002 (2023)
Weitere Informationen
Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Veranstalter
WIAS Berlin
- Mittwoch, 26.11.2025, 11:30 Uhr (WIAS-406)
- Seminar Interacting Random Systems
Anh Duc Vu, WIAS Berlin:
tba
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)
Veranstalter
WIAS Berlin
- Mittwoch, 26.11.2025, 14:15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Illia Karabash, Universität Bonn:
Random boundary conditions for open resonators and the Laplace--Beltrami--Weyl asymptotics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstrakt
Motivated by engineering and Photonics research on open resonators in structured deterministic or stochastic environments, the talk introduces rigorous randomizations of absorbing and conservative boundary conditions on Lipschitz boundaries. As underlying PDEs, we choose div-grad acoustic systems, which can be also considered as dimensionally reduced Maxwell equations. We give a description of random m-dissipative boundary conditions that produce acoustic operators with almost surely (a.s.) compact resolvents, and so, also with a.s. discrete spectra, which may be interpreted as stochastic point processes. Based on these results, examples of mathematically convenient randomizations are constructed in terms of eigenfunctions of Laplace--Beltrami operators. It will be shown that, for these special randomizations, the resolvent compactness is connected with the Weyl law on the boundary. If time allows us, the asymptotics of the Laplace--Beltrami eigenvalues on non-smooth boundaries will be also discussed. The talk is based on the paper https://doi.org/10.1016/j.jmaa.2025.129985.
Weitere Informationen
Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
- Mittwoch, 17.12.2025, 14:15 Uhr (WIAS-ESH)
- Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Dr. Sebastian Hensel, Universität Leipzig:
A weak-strong uniqueness principle for the Mullins--Sekerka equation
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Abstrakt
We establish a weak-strong uniqueness principle for the two-phase Mullins--Sekerka equation in ambient dimension d = 2 and 3: As long as a classical solution to the evolution problem exists, any weak De Giorgi type varifold solution (see for this notion the recent work with Stinson, Arch. Ration. Mech. Anal. 248, 8, 2024) must coincide with it. In particular, in the absence of topology changes such weak solutions do not introduce a mechanism for (unphysical) non-uniqueness. We also derive a stability estimate with respect to changes in the data. I will explain our method which is based on the notion of relative entropies for interface evolution problems, a reduction argument to a perturbative setting, and a stability analysis in this perturbative regime relying crucially on the gradient flow structure of the Mullins--Sekerka equation. This is joint work with Julian Fischer, Tim Laux and Theresa M. Simon.
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Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
- 12. – 13. Januar 2026 (WIAS-ESH)
- Workshop/Konferenz: Recent Trends in Coupled Network Systems
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Veranstalter
WIAS Berlin
- 2. – 4. März 2026 (IHP)
- Workshop/Konferenz: Leibniz MMS Days 2026
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Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
Veranstalter
Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
WIAS Berlin
- 1. – 5. Juni 2026 (WIAS-ESH)
- Workshop/Konferenz: ESGI 194 - The Berlin Study Group with Industry
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal
Veranstalter
WIAS Berlin