Veranstaltungen

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Dienstag, 26.11.2019, 15:00 Uhr (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Franz Besold, WIAS Berlin:
Manifold clustering
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Veranstalter
WIAS Berlin
Mittwoch, 27.11.2019, 10:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Statistik
Prof. Alain Celisse, University of Lille, France:
Kernelized change-points detection procedure
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Mittwoch, 27.11.2019, 14:00 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Johannes Zimmer, University of Bath, GB:
Regularisation and analysis of Dean--Kawasaki-type equations
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
The Dean--Kawasaki-model consists of a nonlinear stochastic partial differential equation describing the evolution of the density function for a system of finitely many particles governed by Langevin dynamics. This equation is formally obtained, in a Schwartz distribution setting, on the hydrodynamic scale. As motivation for the study of this class of equations, we will show that the fluctuations they describe can, in the purely diffusive case, be linked to macroscopic diffusion operators of Wasserstein type. We then derive and analyse a suitably regularised Dean--Kawasaki-model for noninteracting particles obeying a second order Langevin equation, in one space dimension. We prove a high-probability result for the existence and uniqueness of mild solutions to this regularised Dean--Kawasaki-model. Extensions to the case of weakly interacting particles will also be described. This is joint work with Federico Cornalba and Tony Shardlow.

Veranstalter
Humboldt-Universität zu Berlin
WIAS Berlin
Mittwoch, 27.11.2019, 15:15 Uhr (WIAS-ESH)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Tomáš Roubíček, Charles University Prague, Tschechische Republik:
Fully convective models of some processes in the Earth
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Devised towards geophysical applications for modeling of the solid Earth, a model of poro-elastodynamics with inelastic strains and with convection/diffusion of water will be formulated fully in the Eulerian setting. There, concepts of gradient of the total strain rate as well as the additive splitting of the total strain rate are used, eliminating the displacement from the formulation. It relies on that the elastic strain is small while the inelastic and the total strains can be large. The energetics behind this model is derived and used for analysis as far as the existence of global weak energy-conserving solutions concerns. In some aspects, it improves a model of V. Lyakhovsky at al. to make it thermodynamically consistent and amenable for analysis. Coupling with the fluidic parts of the Earth is also possible while using the concept of elastic (so-called semi-compressible) fluids. Also magnetic phenomena will be discussed both in the solid and the fluidic parts, i.e. paleomagnetism and Earth dynamo, respectively. The talk reflects a collaboration with Giuseppe Tomassetti (Univ. Roma Tre).

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Berliner Oberseminar Nichtlineare partielle Differentialgleichungen (Langenbach-Seminar)

Veranstalter
WIAS Berlin
Humboldt-Universität zu Berlin
Donnerstag, 28.11.2019, 16:00 Uhr (WIAS-ESH)
Forschungsseminar Mathematische Modelle der Photonik
Dr. Markus Kantner, WIAS Berlin:
Modeling of semiconductor devices: From quantum mechanics to non-equilibrium thermodynamics
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin
Dienstag, 03.12.2019, 13:30 Uhr (WIAS-406)
Seminar Materialmodellierung
Prof. Michal Pavelka, Charles University, Prague, Tschechische Republik:
Symmetric Hyperbolic Thermodynamically Compatible (SHTC) equations within GENERIC
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

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Seminar Materialmodellierung

Veranstalter
WIAS Berlin
Dienstag, 03.12.2019, 15:00 Uhr (WIAS-405-406)
Seminar Modern Methods in Applied Stochastics and Nonparametric Statistics
Dr. Valeriy Avanesov, WIAS Berlin:
How to gamble with non-stationary X-armed bandits and have no regrets
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
In X-armed bandit problem an agent sequentially interacts with environment which yields a reward based on the vector input the agent provides. The agent's goal is to maximise the sum of these rewards across some number of time steps. The problem and its variations have been a subject of numerous studies, suggesting sub-linear and sometimes optimal strategies. The given paper introduces a new variation of the problem. We consider an environment, which can abruptly change its behaviour an unknown number of times. To that end we propose a novel strategy and prove it attains sub-linear cumulative regret. Moreover, the obtained regret bound matches the best known bound for GP-UCB for a stationary case, and approaches the minimax lower bound in case of highly smooth relation between an action and the corresponding reward. The theoretical result is supported by experimental study.

Veranstalter
WIAS Berlin
Mittwoch, 04.12.2019, 10:00 Uhr (WIAS-405-406)
Forschungsseminar Mathematische Statistik
Prof. Nils Bertschinger, Goethe Universität Frankfurt a. M.:
Systemic Greeks: Measuring risk in financial networks
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Raum: 405/406

Abstrakt
Since the latest financial crisis, the idea of systemic risk has received considerable interest. In particular, contagion effects arising from cross-holdings between interconnected financial firms have been studied extensively. Drawing inspiration from the field of complex networks, these attempts are largely unaware of models and theories for credit risk of individual firms. Here, we note that recent network valuation models extend the seminal structural risk model of Merton (1974). Furthermore, we formally compute sensitivities to various risk factors -- commonly known as Greeks -- in a network context. In the end, we present some numerical illustrations and discuss possible implications for measuring systemic risk as well as insurance pricing.

Veranstalter
Humboldt-Universität zu Berlin
Universität Potsdam
WIAS Berlin
Montag, 09.12.2019, 14:00 Uhr (WIAS-ESH)
INSTITUTSKOLLOQUIUM
Dr. Katharina Schratz, Heriot-Watt University Edinburgh, UK:
Nonlinear Fourier integrators for dispersive equations and beyond
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
Partial differential equations (PDEs) play a central role in mathematics, allowing us to describe physical phenomena ranging from ultra-cold atoms (Bose-Einstein condensation) up to ultra-hot matter (nuclear fusion), from learning algorithms to fluids in the human brain. To understand nature we have to understand their qualitative behavior: existence and long time behavior of solutions, their geometric and dynamical properties - as well as to compute reliably their numerical solution. While linear problems and smooth solutions are nowadays well understood, a reliable description of 'non-smooth' phenomena remains one of the most challenging open problems in computational mathematics since the underlying PDEs have very complicated solutions exhibiting high oscillations and loss of regularity. This leads to huge errors, massive computational costs and ultimately provokes the failure of classical schemes. Nevertheless, 'non-smooth phenomena' play a fundamental role in modern physical modeling (e.g., blow-up phenomena, turbulences, high frequencies, low dispersion limits, etc.) which makes it an essential task to develop suitable numerical schemes. In this talk I present a new class of nonlinear Fourier integrators. The key idea is to tackle and hardwire the underlying structure of resonances into the numerical discretization. This new approach offers strong geometric structure at low regularity and high oscillations - linking the finite dimensional discretization to powerful existence results for nonlinear PDEs at very low regularity.

Veranstalter
WIAS Berlin
Mittwoch, 11.12.2019, 11:30 Uhr (WIAS-406)
Seminar Interacting Random Systems
Benjamin Lees, University of Bristol:
The phase transition for random loop models on trees
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We show the existence of a sharp phase transition from non-existence to existence of infinite loops for a random loop model on d-regular trees, for all dimensions d ≥ 3. The loop model is built up by randomly placed 'crosses' and 'bars' whose relative intensity is controlled by a parameter u. We give a recursive scheme to obtain an expansion of the critical parameter in powers of 1/d, which in principle is explicit but whose combinatorial complexity grows very quickly. We were able to explicitly obtain the first 6 terms (the first two were previously found by Ueltschi and Bjornberg for the limit d → ∞), and observed that (as functions of u) they seem to have a very interesting structure. This is a joint work with Volker Betz and Johannes Ehlert.

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Seminar Interacting Random Systems

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WIAS Berlin
Donnerstag, 12.12.2019, 14:00 Uhr (WIAS-ESH)
Seminar Numerische Mathematik
Dr. Nancy Hitschfeld Kahler, Universdad de Chile, Santiago:
GPU computing and meshing
mehr ... Veranstaltungsort
Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Abstrakt
GPUs are an efficient and low cost alternative to CPU clusters for solving problems that are data-parallel or close to data parallel, but there are some restrictions in the current GPU hardware that must be taken into account in order to get efficient solutions. In this talk, fundamental concepts of GPU computing will be first introduced along with relevant techniques to make optimal use of GPU hardware, such as thread branching, coalesced memory, effective use of shared memory, thread mappings onto a triangular mesh, dynamic memory allocation, thread-safe exclusion mechanisms for neighboring triangles, and indeterminate decisions and traversals over the discrete graph structure of unstructured meshes. Then, an algorithm to transform any triangulation into a Delaunay triangulation and an implementation of a particle tracking algorithm that uses previous algorithm will be discussed. Finally, other relevant aspects to take into account such as gpu-mapping techniques and the ongoing work will be mentioned.

Veranstalter
WIAS Berlin