Wolfgang Pauli Institute (WPI) Vienna

Home Practical Information for Visitors Events People WPI Projects
Login Thematic Programs Pauli Fellows Talks Research Groups

[List only upcoming talks]
[List upcoming and recent talks]

Past talks


Saut, Jean-Claude WPI, OMP 1, Seminar Room 08.135 Fri, 22. Sep 17, 9:30
Existence of solitary waves for internal waves in two-layers systems
We establish the existence of solitary waves for two classes of two-layers systems modeling the propagation of internal waves. More precisely we consider the Boussinesq-Full dispersion system and the Intermediate Long Wave (ILW) system together with its Benjamin-Ono (B0) limit. This is work in progress with Jaime Angulo Pava (USP)
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Barros, Ricardo WPI, OMP 1, Seminar Room 08.135 Thu, 21. Sep 17, 14:30
Large amplitude internal waves in three-layer flows
Large amplitude internal waves in a three-layer flow confined between two rigid walls will be examined in this talk. The mathematical model under consideration arises as a particular case of the multi-layer model proposed by Choi (2000) and is an extension of the two-layer MCC (Miyata-Choi-Camassa) model. The model can be derived without imposing any smallness assumption on the wave amplitudes and is well-suited to describe internal waves within a strongly nonlinear regime. We will investigate its solitary-wave solutions and unveil some of their properties by carrying out a critical point analysis of the underlying dynamical system.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Klein, Christian WPI, OMP 1, Seminar Room 08.135 Thu, 21. Sep 17, 11:00
Numerical study of PDEs with nonlocal dispersion
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Haspot, Boris WPI, OMP 1, Seminar Room 08.135 Thu, 21. Sep 17, 9:30
Global well-posedness of the Euler-Korteweg system for small irrotational data
The Euler-Korteweg equations are a modification of the Euler equations that takes into account capillary effects. In the general case they form a quasi-linear system that can be recast as a degenerate Schr ̈odinger type equation. Local well-posedness (in subcritical Sobolev spaces) was obtained by Benzoni-Danchin-Descombes in any space dimension, however, except in some special case (semi-linear with particular pressure) no global well- posedness is known. We prove here that under a natural stability condition on the pressure, global well-posedness holds in dimension d ”Ż 3 for small irrotational initial data. The proof is based on a modified energy estimate, standard dispersive properties if d ”Ż 5, and a careful study of the nonlinear structure of the quadratic terms in dimension 3 and 4 involving the theory of space time resonance.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Rousset, Frederic WPI, OMP 1, Seminar Room 08.135 Wed, 20. Sep 17, 15:30
Large time behavior of asymptotic models for water-waves
We will discuss modified scattering properties, for small Solutions and/or in the vicinity of a solitary waves for model dispersive equations in dimension one. We will mainly focus on the modified Korteweg de Vries equation and the cubic Nonlinear Schrodinger equation with potential. Joint works with P. Germain and F. Pusateri.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Iguchi, Tatsuo WPI, OMP 1, Seminar Room 08.135 Wed, 20. Sep 17, 14:00
Isobe-Kakinuma model for water waves as a higher order shallow water approximation
We justify rigorously an Isobe-Kakinuma model for water waves as a higher order shallow water approximation in the case of a flat bottom. It is known that the full water wave equations are approximated by the shallow water equations with an error of order $\delta^2$, where $\delta$ is a small nondimensional parameter defined as the ratio of the typical wavelength to the mean depth. The Green-Naghdi equations are known as higher order approximate equations to the water wave equations with an error of order $\delta^4$. In this talk I report that the Isobe-Kakinuma model is a much higher approximation to the water wave equations with an error of order $\delta^6$.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Burtea, Cosmin WPI, OMP 1, Seminar Room 08.135 Wed, 20. Sep 17, 11:00
Long time existence results for the abcd Bousssinesq systems
In this talk we will review some long time existence results for the abcd-Boussinesq systems. We will discuss both the Sobolev and the nonlocalized, bore-type initial data cases. The main idea in order to get a priori estimates is to symmetrize the family of systems of equations verified by the frequencies of magnitude 2^{j} of the unknowns for each j”Ż0. For the bore-type case, an additional decomposition of the initial data into low-high frequencies is needed in order to tackle the infinite-energy aspect of these kind of data.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Groves, Mark WPI, OMP 1, Seminar Room 08.135 Wed, 20. Sep 17, 9:30
Fully localised solitary gravity-capillary water waves (joint work with B. Buffoni and E. Wahlén)
We consider the classical gravity-capillary water-wave problem in its usual formulation as a three-dimensional free-boundary problem for the Euler equations for a perfect fluid. A solitary wave is a solution representing a wave which moves in a fixed direction with constant speed and without change of shape; it is fully localised if its profile decays to the undisturbed state of the water in every horizontal direction. The existence of fully localised solitary waves has been predicted on the basis of simpler model equations, namely the Kadomtsev-Petviashvili (KP) equation in the case of strong surface tension and the Davey-Stewartson (DS) system in the case of weak surface tension. In this talk we confirm the existence of such waves as solutions to the full water-wave problem and give rigorous justification for the use of the model equations.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Duchźne, Vincent WPI, OMP 1, Seminar Room 08.135 Tue, 19. Sep 17, 14:30
A full dispersion model for the propagation of long gravity waves
We will motivate and study a model for the propagation of surface gravity waves, which can be viewed as a fully nonlinear bi-directional Whitham equation. This model belongs to a family of systems of Green-Naghdi type with modified frequency dispersion. We will discuss the well-posedness of such systems, as well as the existence of solitary waves. The talk will be based on a work in collaboration with Samer Israwi and Raafat Talhouk (Beirut) and another in collaboration with Dag Nilsson and Erik Wahlén (Lund)
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Ehrnstrom, Mats WPI, OMP 1, Seminar Room 08.135 Tue, 19. Sep 17, 11:00
Small-amplitude solitary waves for the full-dispersion Kadomtsev-Petviashvili equation
Using constrained minimisation and a decomposition in Fourier space, we prove that the Kadomtsev-Petviashvili (KPI) equation modified with the exact dispersion relation from the gravity-capillary water-wave problem admits a family of small solitary solutions, approximating these of the standard KPI equation. The KPI equation, as well as its fully dispersive counterpart, describes gravity-capillary waves with strong surface tension. This is joint work with Mark Groves, Saarbrücken
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Lannes, David WPI, OMP 1, Seminar Room 08.135 Tue, 19. Sep 17, 9:30
The shoreline problem for the nonlinear shallow water and Green-Naghdi equations
The nonlinear shallow water equations and the Green-Naghdi equations are the most commonly used models to describe coastal flows. A natural question is therefore to investigate their behavior at the shoreline, i.e. when the water depth vanishes. For the nonlinear shallow water equations, this problem is closely related to the vacuum problem for compressible Euler equations, recently solved by Jang-Masmoudi and Coutand-Shkoller. For the Green-Naghdi equation, the analysis is of a different nature due to the presence of linear and nonlinear dispersive terms. We will show in this talk how to address this problem.
  • Event: Workshop on "Recent progress on surface and internal waves models" (2017)

Alexander Lorz (KAUST and Université Pierre et Marie Curie) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 16:20
Mathematics meets oncology: from Adaptive evolution to Zebrafish
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

James Greene (Rutgers University) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 15:40
The role of induced drug resistance in cancer chemotherapy
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Lisa Gabler (Medical University, Vienna) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 15:10
Co-expression network-based identification of molecular subtypes in cancer
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

John King (University of Nottingham) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 14:10
Mathematical modeling of biological tissue growth
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Dominik Wodarz (University of California, Irvine) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 13:30
Oncolytic virus therapy: Dynamics of virus spread at low infection multiplicities
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Min Tang (Shanghai Jiao Tong University) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 11:10
The role of intracellular pathways on the E.coli population dynamics
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Maria Lukįcovį-Medvidovį (University of Mainz) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 10:30
Mathematical and numerical modelling of cancer invasion
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Dana-Adriana Botesteanu (University of Maryland) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 9:40
Modeling cancer cell growth dynamics in vitro in response to antimitotics
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Christoph Bock (Center for Molecular Medicine, Vienna) HS 13, 2nd floor of Fak.Mathematik Uni Wien Sat, 29. Jul 17, 9:00
Bioinformatics for personalized medicine: Looking beyond the genome
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Bernhard Englinger (Medical University, Vienna) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 17:00
Mathematical models to predict intracellular drug distribution – Do they work?
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Michael Breitenbach (University of Salzburg) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 16:10
The human NADPH oxidase, Nox4, its S. cerevisiae ortholog, Yno1, and its role in regulating the actin cytoskeleton
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Natalia Komarova (University of California, Irvine) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 15:30
Stochastic Calculus of Stem Cells
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Thomas Mohr (Medical University, Vienna) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 14:40
Deciphering gene co-expression networks in tumor endothelium
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Michael Speicher (Medical University, Graz) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 14:00
Inferring expressed genes by whole-genome sequencing of plasma DNA
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Heyrim Cho (University of Maryland) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 11:30
Modeling the chemotherapy-induced selection of drug-resistant traits during tumor growth
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Anna Marciniak-Czochra (University of Heidelberg) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 10:50
Mathematical Modeling of Clonal Dynamics in Acute Leukemias
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Michael Medvedev (Kansas) WPI, OMP 1, Seminar Room 08.135 Fri, 28. Jul 17, 10:00
Quasi-nonlinear theory of the Weibel instability
Astrophysical and high-energy-density laboratory plasmas often have large-amplitude, sub-Larmor-scale electromagnetic fluctuations excited by various kinetic-streaming or anisotropy-driven instabilities. The Weibel (or the filamentation) instability is particularly important because it can rapidly generate strong magnetic fields, even in the absence of seed fields. Particles propagating in collisionless plasmas with such small-scale magnetic fields undergo stochastic deflections similar to Coulomb collisions, with the magnetic pitch-angle diffusion coefficient representing the effective "collision" frequency. We show that this effect of the plasma "quasi-collisionality" can strongly affect the growth rate and evolution of the Weibel instability in the deeply nonlinear regime. This result is especially important for understanding cosmic-ray-driven turbulence in an upstream region of a collisionless shock of a gamma-ray burst or a supernova. We demonstrate that the quasi-collisions caused by the fields generated in the upstream suppress the instability slightly but can never shut it down completely. This confirms the assumptions made in the self-similar model of the collisionless foreshock.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Michael Bergmann (Medical University, Vienna) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 9:50
The understanding of the DNA damage response in solid tumors and the development of oncolytic influenza viruses
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Benoit Perthame (Université Pierre et Marie Curie) HS 13, 2nd floor of Fak.Mathematik Uni Wien Fri, 28. Jul 17, 9:10
Modeling of living tissues and free boundary asymptotics
  • Thematic program: Mathematical models in Biology and Medicine (2017/2018)
  • Event: Workshop on "Mathematical Methods in Biology and Medicine" (2017)

Denis St-Onge (Princeton) WPI, OMP 1, Seminar Room 08.135 Thu, 27. Jul 17, 16:00
Plasma dynamo
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Dmitri Uzdensky (UC Boulder) WPI, OMP 1, Seminar Room 08.135 Thu, 27. Jul 17, 10:30
Nonthermal particle acceleration in relativistic collisionless magnetic reconnection
As a fundamental process converting magnetic to plasma energy in high-energy astrophysical plasmas, relativistic magnetic reconnection is a leading explanation for the acceleration of particles to the ultrarelativistic energies necessary to power nonthermal emission (especially X-rays and gamma-rays) in pulsar magnetospheres and pulsar wind nebulae, coronae and jets of accreting black holes, and gamma-ray bursts. An important objective of plasma astrophysics is therefore the characterization of nonthermal particle acceleration (NTPA) effected by reconnection. Reconnection-powered NTPA has been demonstrated over a wide range of physical conditions using large two-dimensional (2D) kinetic simulations. However, its robustness in realistic 3D reconnection -- in particular, whether the 3D relativistic drift-kink instability (RDKI) disrupts NTPA -- has not been systematically investigated, although pioneering 3D simulations have observed NTPA in isolated cases. Here we present the first comprehensive study of NTPA in 3D relativistic reconnection in collisionless electron-positron plasmas, characterizing NTPA as the strength of 3D effects is varied systematically via the length in the third dimension and the strength of the guide magnetic field. We find that, while the RDKI prominently perturbs 3D reconnecting current sheets, it does not suppress particle acceleration, even for zero guide field; fully 3D reconnection robustly and efficiently produces nonthermal power-law particle spectra closely resembling those obtained in 2D. This finding provides strong support for reconnection as the key mechanism powering high-energy flares in various astrophysical systems. We also show that strong guide fields significantly inhibit NTPA, slowing reconnection and limiting the energy available for plasma energization, yielding steeper and shorter power-law spectra.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Vladimir Zhdankin (UC Boulder) WPI, OMP 1, Seminar Room 08.135 Thu, 27. Jul 17, 10:00
Particle acceleration in relativistic kinetic turbulence
We present results from particle-in-cell simulations of driven turbulence in magnetized, collisionless, and relativistic pair plasmas. We find that the fluctuations are consistent with the classical k −5/3 ”Ń magnetic energy spectrum at fluid scales and a steeper k −4 ”Ń spectrum at sub-Larmor scales, where k”Ń is the wave vector perpendicular to the mean field. We demonstrate the development of a nonthermal, power-law particle energy distribution f(E)”­E−„į, with an index „į that decreases with increasing magnetization and increases with an increasing system size (relative to the characteristic Larmor radius). Our simulations indicate that turbulence can be a viable source of energetic particles in high-energy astrophysical systems, such as pulsar wind nebulae, if scalings asymptotically become insensitive to the system size.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Jonathan Squire (Caltech) WPI, OMP 1, Seminar Room 08.135 Wed, 26. Jul 17, 16:00
Resonant instabilities: dust-gas coupling and others?
It is shown that grains streaming through a fluid are generically unstable if their velocity, projected along some direction, matches the phase velocity of a fluid wave. This can occur whenever grains stream faster than a fluid wave. The wave itself can be quite general--sound waves, magnetosonic waves, epicyclic oscillations, and Brunt-V\"ais\"al\"a oscillations each generate instabilities, for example. A simple expression for this "resonant drag instability" (RDI) growth rate is derived. This expression (i) illustrates why such instabilities are so virulent and generic, and (ii) allows for simple analytic computation of RDI growth rates and properties for different fluid systems. As examples, we introduce several new instabilities, which could see application across a variety of astrophysical systems from protoplanetary disks to galactic outflows.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Archie Bott (Oxford) WPI, OMP 1, Seminar Room 08.135 Wed, 26. Jul 17, 10:00
When are plasmas collisional?
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Nuno Loureiro (MIT) WPI, OMP 1, Seminar Room 08.135 Tue, 25. Jul 17, 16:00
Fully-kinetic versus reduced-kinetic modelling of collisionless plasma turbulence
Pulsed-power driven magnetic reconnection experiments
We report the results of a direct comparison between different kinetic models of collisionless plasma turbulence in two spatial dimensions. The models considered include a first principles fully-kinetic (FK) description, two widely used reduced models [gyrokinetic (GK) and hybrid-kinetic (HK) with fluid electrons], and a novel reduced gyrokinetic approach (KREHM). Two different ion beta (ā i ) regimes are considered: 0.1 and 0.5. For ā i =0.5 , good agreement between the GK and FK models is found at scales ranging from the ion to the electron gyroradius, thus providing firm evidence for a kinetic Alfv'en cascade scenario. In the same range, the HK model produces shallower spectral slopes, presumably due to the lack of electron Landau damping. For ā i =0.1 , a detailed analysis of spectral ratios reveals a slight disagreement between the GK and FK descriptions at kinetic scales, even though kinetic Alfv'en fluctuations likely still play a significant role. The discrepancy can be traced back to scales above the ion gyroradius, where the FK and HK results seem to suggest the presence of fast magnetosonic and ion Bernstein modes in both plasma beta regimes, but with a more notable deviation from GK in the low-beta case. The identified practical limits and strengths of reduced-kinetic approximations, compared here against the fully-kinetic model on a case-by-case basis, may provide valuable insight into the main kinetic effects at play in turbulent collisionless plasmas, such as the solar wind.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Francois Rincon (Toulouse) WPI, OMP 1, Seminar Room 08.135 Tue, 25. Jul 17, 10:00
Some thoughts on theoretical problems and appoaches in dynamo theory
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Nuno Loureiro (MIT) WPI, OMP 1, Seminar Room 08.135 Mon, 24. Jul 17, 16:45
MHD turbulence + magnetic reconnection
The current understanding of magnetohydrodynamic (MHD) turbulence envisions turbulent eddies which are anisotropic in all three directions. In the plane perpendicular to the local mean magnetic field, this implies that such eddies become current-sheetlike structures at small scales. We analyze the role of magnetic reconnection in these structures and conclude that reconnection becomes important at a scale „ė”­LS −4/7L, where SL is the outer-scale (L) Lundquist number and „ė is the smallest of the field-perpendicular eddy dimensions. This scale is larger than the scale set by the resistive diffusion of eddies, therefore implying a fundamentally different route to energy dissipation than that predicted by the Kolmogorov-like phenomenology. In particular, our analysis predicts the existence of the subinertial, reconnection interval of MHD turbulence, with the estimated scaling of the Fourier energy spectrum E(k”Ń)”šk−5/2”Ń, where k”Ń is the wave number perpendicular to the local mean magnetic field. The same calculation is also performed for high (perpendicular) magnetic Prandtl number plasmas (Pm), where the reconnection scale is found to be „ė/L”­S−4/7LPm−2/7.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Alex Schekochihin (Oxford) WPI, OMP 1, Seminar Room 08.135 Mon, 24. Jul 17, 16:00
MHD turbulence in 2017: end of the road? ++kinetic extensions
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Yohei Kawazura (Oxford) WPI, OMP 1, Seminar Room 08.135 Mon, 24. Jul 17, 10:30
Hybrid GK-isothermal electrons code + ion heating calculations
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Lev Arzamasskiy (Princeton) WPI, OMP 1, Seminar Room 08.135 Mon, 24. Jul 17, 10:00
Hybrid-kinetic simulations of solar wind turbulence
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

David Hatch (UT Austin) WPI, OMP 1, Seminar Room 08.135 Thu, 20. Jul 17, 16:00
Flow Shear Suppression of Pedestal Turbulence--A First Principles Theoretical Framework
A combined analytic and computational gyrokinetic approach is developed to address the question of the scaling of pedestal turbulent transport with arbitrary levels of E×B shear. Due to strong gradients and shaping in the pedestal, the instabilities of interest are not curvature-driven like the core instabilities. By extensive numerical (gyrokinetic) simulations, it is demonstrated that pedestal modes respond to shear suppression very much like the predictions of a basic analytic decorrelation theory. The quantitative agreement between the two provides us with a new dependable, first principles (physics based) theoretical framework to predict the efficacy of shear suppression in burning plasmas that lie in a low-shear regime not accessed by present experiments.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Denis St-Onge (Princeton) WPI, OMP 1, Seminar Room 08.135 Wed, 19. Jul 17, 16:30
The Dimits Shift in a One-Field Fluid Model
The two-dimensional Terry-Horton equation is shown to exhibit the Dimits shift when suitably modified to capture both the nonlinear enhancement of zonal/drift-wave interactions and the existence of residual Rosenbluth-Hinton states. This phenomena persists through numerous simplifications of the equation, including a quasilinear approximation as well as a four-mode truncation. Analytic progress on the truncated system is reported, focused on determining the growth rates of zonal flows and calculating the upper bound of the Dimits shift. The results for the truncated system are then used to estimate the Dimits shift of the fully nonlinear system. A new understanding is thus developed on the fundamental nature of the Dimits shift, both on its operation and its eventual termination.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Justin Ball (EPFLausanne) WPI, OMP 1, Seminar Room 08.135 Wed, 19. Jul 17, 10:00
Optimized up-down asymmetry to drive fast intrinsic rotation in tokamaks
Breaking the up-down symmetry of the tokamak poloidal cross-section can significantly increase the spontaneous rotation due to turbulent momentum transport. In this work, we optimize the shape of flux surfaces with both tilted elongation and tilted triangularity in order to maximize this drive of intrinsic rotation. Nonlinear gyrokinetic simulations demonstrate that adding optimally-tilted triangularity can double the momentum transport of a tilted elliptical shape. This work indicates that tilting the elongation and triangularity in an ITER-like device can reduce the energy transport and drive intrinsic rotation with an Alfv\'{e}n Mach number on the order of 1% . This rotation is four times larger than the rotation expected in ITER and is sufficient to stabilize MHD instabilities. It is shown that this optimal shape can be created using the shaping coils of several experiments.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Alessandro Geraldini (Oxford) WPI, OMP 1, Seminar Room 08.135 Tue, 18. Jul 17, 16:00
Gyrokinetic treatment of a grazing angle magnetic presheath
We develop a gyrokinetic treatment for ions in the magnetic presheath, close to the plasma-wall boundary. We focus on magnetic presheaths with a small magnetic field to wall angle, $\alpha \ll 1$ (in radians). Characteristic lengths perpendicular to the wall in such a magnetic presheath scale with the typical ion Larmor orbit size, ${\rho }_{{\rm{i}}}$. The smallest scale length associated with variations parallel to the wall is taken to be across the magnetic field, and ordered $l={\rho }_{{\rm{i}}}/\delta $, where $\delta \ll 1$ is assumed. The scale lengths along the magnetic field line are assumed so long that variations associated with this direction are neglected. These orderings are consistent with what we expect close to the divertor target of a tokamak. We allow for a strong component of the electric field ${\bf{E}}$ in the direction normal to the electron repelling wall, with strong variation in the same direction. The large change of the electric field over an ion Larmor radius distorts the orbit so that it is not circular. We solve for the lowest order orbits by identifying coordinates, which consist of constants of integration, an adiabatic invariant and a gyrophase, associated with periodic ion motion in the system with $\alpha =\delta =0$. By using these new coordinates as variables in the limit $\alpha \sim \delta \ll 1$, we obtain a generalised ion gyrokinetic equation. We find another quantity that is conserved to first order and use this to simplify the gyrokinetic equation, solving it in the case of a collisionless magnetic presheath. Assuming a Boltzmann response for the electrons, a form of the quasineutrality equation that exploits the change of variables is derived. The gyrokinetic and quasineutrality equations give the ion distribution function and electrostatic potential in the magnetic presheath if the entrance boundary condition is specified.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Silvia Espinosa (MIT) WPI, OMP 1, Seminar Room 08.135 Tue, 18. Jul 17, 10:00
Pedestal radial flux measuring method to prevent impurity accumulation
The use of high-z wall materials attempts to shift the fusion challenge from heat handling to impurity removal. We demonstrate that not only the impurity density in-out asymmetry but also the poloidal flow has a major impact on the radial impurity flux direction. This realization provides the first method of measuring the flux from available diagnostics, without the need of a computationally demanding kinetic calculation of the full bulk ion response. Moreover, it affords insight into optimal tokamak operation to avoid impurity accumulation while allowing free fueling.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Ivįn Calvo (CIEMAT) WPI, OMP 1, Seminar Room 08.135 Mon, 17. Jul 17, 16:00
The effect of tangential drifts on neoclassical transport in stellarators close to omnigeneity
In general, the orbit-averaged radial magnetic drift of trapped particles in stellarators is non-zero due to the three-dimensional nature of the magnetic field. Stellarators in which the orbit-averaged radial magnetic drift vanishes are called omnigeneous, and they exhibit neoclassical transport levels comparable to those of axisymmetric tokamaks. However, the effect of deviations from omnigeneity cannot be neglected in practice, and it is more deleterious at small collisionalities. For sufficiently low collision frequencies (below the values that define the $1/nu $ regime), the components of the drifts tangential to the flux surface become relevant. This article focuses on the study of such collisionality regimes in stellarators close to omnigeneity when the gradient of the non-omnigeneous perturbation is small. First, it is proven that closeness to omnigeneity is required to actually preserve radial locality in the drift-kinetic equation for collisionalities below the $1/nu $ regime. Then, using the derived radially local equation, it is shown that neoclassical transport is determined by two layers located at different regions of phase space. One of the layers corresponds to the so-called $sqrt{nu }$ regime and the other to the so-called superbanana-plateau regime. The importance of the superbanana-plateau layer for the calculation of the tangential electric field is emphasized, as well as the relevance of the latter for neoclassical transport in the collisionality regimes considered in this paper. In particular, the role of the tangential electric field is essential for the emergence of a new subregime of superbanana-plateau transport when the radial electric field is small. A formula for the ion energy flux that includes the $sqrt{nu }$ regime and the superbanana-plateau regime is given. The energy flux scales with the square of the size of the deviation from omnigeneity. Finally, it is explained why below a certain collisionality value the formulation presented in this article ceases to be valid.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Elizabeth Paul (Maryland) WPI, OMP 1, Seminar Room 08.135 Mon, 17. Jul 17, 10:00
Rotation and Neoclassical Ripple Transport in ITER
Neoclassical transport in the presence of non-axisymmetric magnetic fields causes a toroidal torque known as neoclassical toroidal viscosity (NTV). The toroidal symmetry of ITER will be broken by the finite number of toroidal field coils and by test blanket modules (TBMs). The addition of ferritic inserts (FIs) will decrease the magnitude of the toroidal field ripple. 3D magnetic equilibria in the presence of toroidal field ripple and ferromagnetic structures are calculated for an ITER steady-state scenario using the Variational Moments Equilibrium Code (VMEC). Neoclassical transport quantities in the presence of these error fields are calculated using the Stellarator Fokker-Planck Iterative Neoclassical Conservative Solver (SFINCS). These calculations fully account for E r , flux surface shaping, multiple species, magnitude of ripple, and collisionality rather than applying approximate analytic NTV formulae. As NTV is a complicated nonlinear function of E r , we study its behavior over a plausible range of E r . We estimate the toroidal flow, and hence E r , using a semi-analytic turbulent intrinsic rotation model and NUBEAM calculations of neutral beam torque. The NTV torque due to TF ripple without ferritic components is found to be comparable in magnitude to the turbulent and NBI torques, though their radial profiles differ. The NTV from the |n|=18 ripple dominates that from lower n perturbations of the TBMs. With the inclusion of FIs, the magnitude of NTV torque is reduced by about 75% near the edge. We present comparisons of several models of tangential magnetic drifts on superbanana-plateau transport at small E r , and we consider the scaling of calculated NTV torque with ripple magnitude.
  • Thematic program: Models in Plasmas, Earth and Space Science (2017/2018)
  • Event: 10th Plasma Kinetics Working Group Meeting (2017)

Nina Lange (University of Sussex, UK) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 15:45
Risk premia in forward freight agreements
We investigate the risk premium in cash settled forward contracts on the Baltic Exchange Indices – the so-called Forward Freight Agreements – in the dry bulk shipping markets. We estimate multiple spot price models using Markov Chain Monte Carlo. Using a structure-preserving measure change, we then calibrate the risk premium of traded FFA contracts. Finally we link the risk premium to explanatory variables like e.g., oil prices, demand and supply for shipping and the state of the global economy. Joint work with Jonas Lager and Nikos Nomikos.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Iben Cathrine Simonsen (University of Oslo, Norway) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 15:15
The Heston stochastic volatility model in Hilbert space
We extend the Heston stochastic volatility model to a Hilbert space framework. The stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. We compute the dynam- ics of this process under certain conditions, and project it down to the real line to compare it with the one-dimensional Heston variance process. The stochastic volatility process is defined by a Cholesky decomposition of the variance process. We define another Hilbert-valued Ornstein-Uhlenbeck process with Wiener noise perturbed by this stochastic volatility, and compute the characteristic functional of this process. Joint work with Fred Espen Benth.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Troels Sųnderby Christensen (NEAS and University of Aal- borg, Denmark) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 14:45
Stabilizing revenue using wind power futures - an empirical study of the German market
The newly introduced wind power futures on the European Energy Exchange have brought interesting opportunities for energy market players in Germany. In this paper, we analyze the benefits of wind power futures in the context of both the buyer’s and the seller’s side. From the buyer’s side, we con- sider gas-fired power plants. To increase the competitiveness of such plants, we propose a simple yet powerful spot-based trading strategy taking advantage of wind power futures. The purpose of the trading strategy is two-fold: 1) increase the revenue of running the gas-fired power plant, and 2) minimize the variance of the revenue generated from the strategy using wind power futures. To fa- cilitate optimal hedging decisions, we employ ARMA-GARCH models for the marginal behavior of electricity price, gas price, and wind power production, and a mixed vine copula for the dependency between the variables. We find that significant benefits can be achieved by employing a spot-trading strategy as opposed to a strategy acting in the forward market (conditional on the for- ward spark spread being positive). More importantly, using wind power futures reduces the variance of the spot-trading strategy significantly. From the seller’s side, we have the wind mill owners who are facing a quite volatile revenue due to their exposure to joint price and volumetric risk, which they wish to minimize. By performing a similar analysis as in the case of the gas-fired power plants, we again find that wind power futures are beneficial. Joint work with Anca Pircalabu.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Rüdiger Kiesel (University of Duisburg-Essen, Germany) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 14:00
Empirics and analytics for intraday power markets
We will give an introduction to short-term electricity markets. We will start with the relation of day-ahead and intraday prices on the EPEX for deliveries in Germany/Austria. In the sequel we will focus on analyzing the intraday market. We will discuss empirical properties of intraday power markets and point out development in recent years. Furthermore, we study the optimal liquidation problem for traders in intraday power markets.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Jan Palczewski (University of Leeds, UK) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 11:15
Regress-later Monte Carlo for optimal inventory control with applications in energy
We develop a Monte-Carlo based numerical method for solving discrete- time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory process on a compact state space while the random underlying pro- cess manifests itself through the objective functional. We propose a Regress Later modification of the traditional Regression Monte Carlo which allows to decouple inventory levels in two successive time steps and to include in the basis functions of the regression the dependence on the inventory levels. We develop a backward construction of trajectories for the inventory which enables us to use policy iteration of Longstaff-Schwartz type avoiding nested simulations.Our al- gorithm improves on the grid discretisation procedure largely used in literature and practice, and on the recently proposed control randomisation by Kharroubi et al. (2014). We validate our approach on two numerical examples: one is a benchmark problem of energy arbitrage used to compare different methods available in literature, the other is a high-dimensional problem of the manage- ment of a battery with the purpose of assisting the operations of a wind turbine in providing electricity to a group of buildings in a cost effective way. Joint work with Alessandro Balata.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Dylan Possamai (University of Paris-Dauphine, France) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 10:15
Volatility demand management for electricity: a moral hazard approach
In this work, we propose a model of electricity demand management through a principal-agent problem, allowing to obtain almost explicit optimal compensations for the consumer. We then illustrate our findings through several numerical experiments, putting the emphasis on the practical implementation of the contracts. (Joint work with Rene Aid and Nizar Touzi).
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Delphine Lautier (University of Paris-Dauphine, France) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Thu, 6. Jul 17, 9:00
Equilibrium relations between the spot and futures markets for commodi- ties: an infinite horizon model
We give new insights into the theory of the dynamic behavior of com- modity prices with an infinite horizon rational expectations equilibrium model for spot and futures commodity prices. Numerical simulations of the model emphasize the heterogeneity that exists in the behavior of commodity prices by showing the link between the physical characteristics of a market and some stylized facts of commodity futures prices. They show the impact of storage costs on both the variability of the basis and on the Samuelson effect. Finally, the simulations of the model show that an increase in the speculative activity on commodity futures markets has an overall positive effect on risk premia. However, not all of the agents benefit from it.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Erik Hove Karlsen (University of Oslo, Norway) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 15:45
Approximation of Volterra type processes
In this paper we find an approximation to a non-semimartingale Volterra-type process by semimartingales, and furthermore, in the setting of gen- eralized Lebesgue-Stieltjes integration, we find an approximation to the pathwise stochastic integral with this non-semimartingale process as noise. A link to the Itˆo integral and an algorithm for numerical simulation are presented. Joint work with Giulia Di Nunno.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Anca Pircalabu (NEAS and University of Aalborg, Denmark) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 15:15
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of day-ahead prices, challeng- ing additionally the modeling of the joint behavior of prices in interconnected markets. We propose a regime-switching AR-GARCH copula to model pairs of day-ahead electricity prices in coupled European markets. While capturing key stylized facts empirically substantiated in the literature, this model easily allows us to 1) deviate from the assumption of normal margins and 2) include a more detailed description of the dependence between prices. We base our empirical study on four pairs of prices, namely Germany-France, Germany- Netherlands, Netherlands-Belgium and Germany-Western Denmark. We find that the marginal dynamics are better described by the flexible skew t distribu- tion than the benchmark normal distribution. Also, we find significant evidence of tail dependence in all pairs of interconnected areas we consider. As appli- cations of the proposed empirical model, we consider the pricing of financial transmission rights and the forecasting of tail quantiles. In both applications, we highlight the effects of the distributional assumptions for the margins and the tail dependence. Joint work with Fred Espen Benth.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Tiziano Vargiolu (University of Padova, Italy) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 14:00
Capacity markets and the pricing of reliability options
The growing penetration of non-programmable renewable sources, like solar and wind, introduced in the latest years market uncertainties in the quan- tity of electricity produced, which can possibly originate price spikes. Capacity markets have exactly the purpose of providing new potential capacity when that present in the market is already allocated and there is a sudden drop in supply (due for example to unexpected adverse weather events). In this talk we will present the different capacity remuneration mechanisms, and analyze in more detail the so-called reliability option, which is a call option sold by producers to transmit system operators. This option has the important advantage of shaving possible price peaks, but its correct pricing require non-trivial techniques.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Roberto Baviera (Politecnico di Milano, Italy) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 11:15
Stop-loss and leverage in optimal statistical arbitrage with an application to energy market
In this paper we develop a statistical arbitrage trading strategy with two key elements in high frequency trading: stop-loss and leverage. We con- sider, as in Bertram (2009), a mean-reverting process for the security price with proportional transaction costs; we show how to introduce stop-loss and lever- age in an optimal trading strategy. We focus on repeated strategies using a self-financing portfolio. For every given stop-loss level we derive analytically the optimal investment strategy consisting of optimal leverage and market en- try/exit levels. First we show that the optimal strategy a la Bertram depends on the probabilities to reach entry/exit levels, on average First-Passage-Times and on average First-Exit-Times from an interval. Then, when the underlying log- price follows an Ornstein-Uhlenbeck process, we deduce analytical expressions for average First-Exit-Times and we write the long-run return of the strategy as an elementary function of the stop-loss. Finally we describe how to apply the strategy to a generic continuous mean-reverting process. Following industry practice of pairs trading we consider two examples of pairs in the energy futures’ market. We report in detail the analysis for two spreads on Heating-Oil and Gas-Oil futures in a year and a half sample of half-hour market prices. Joint work with Tommaso Santagostino Baldi.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Noor ’Adilah Ibrahim (University of Oslo, Norway) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 10:45
Stochastic modelling of photovoltaic power generation
In recent years, renewable energy has gained importance in producing power in many markets. The aim of this article is to model photovoltaic (PV) production for three transmission operators in Germany. PV power can only be generated during sun hours and the cloud cover will determine its overall production. Therefore, we propose a model that takes into account the sun intensity as a seasonal function. We model the deseasonalized data by an au- toregressive process to capture the stochastic dynamics in the data. We present two applications based on our suggested model. First, we build a relationship between electricity spot prices and PV production where the higher the volume of PV production, the lower the power prices. As a further application, we discuss virtual power plant derivatives and energy quanto options. Joint work with Fred Espen Benth.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Carlo Sgarra (Politecnico di Milano, Italy) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 10:15
A Branching Process Approach to Power Markets
Energy markets, and in particular, electricity markets, exhibit very peculiar features. The historical series of both futures and spot prices include seasonality, mean-reversion, spikes and small fluctuations. After the pioneer- ing paper by Schwartz, where an Ornstein-Uhlenbeck dynamics is assumed to describe the spot price behavior, several different approaches have been inves- tigated in order to describe the price evolution. A comprehensive presentation of the literature until 2008 is offered in the book by Benth, Saltyte-Benth and Koekebakker [8]. High frequency trading, on the other hand, introduced some new features in commodity prices dynamics: in the paper by Filimonov, Bic- chetti, Maystre and Sornette [11] evidence is shown of endogeneity and struc- tural regime shift, and in order to quantify this level the branching ratio is adopted as a measure of this endogenous impact and a Hawkes processes dy- namics is assumed as a reasonable modeling framework taking into account the self-exciting properties [1]. The purpose of the present paper is to pro- pose a new modeling framework including all the above mentioned features, still keeping a high level of tractability. The model considered allows to obtain the most common derivatives prices in closed or semi-closed form. Here with semi-closed we mean that the Laplace transform of the derivative price admits an explicit expression. The models we are going to introduce can describe the prices dynamics in two different forms, that can be proved to be equivalent: the first is a representation based on random fields, the second is based on Continuous Branching Processes with Immigration (CBI in the following). The idea of adopting a random fields framework for power prices description is not new: O.E. Barndorff-Nielsen, F.E. Benth and A. Veraart introduced the Ambit Fields to this end, showing how this approach can provide a very flexible and still tractable setting for derivatives pricing [2], [3]. A model based on CBI has been proposed recently by Y. Jiao, C. Ma and S. Scotti in view of short interest rate modeling, and in that paper it was shown that, with a suitable choice of the L“evy process driving the CBI dynamics, the model can offer a significant extension of the popular CIR model [12]. The model we propose extends in different ways some relevant models al- ready available in the literature. It belongs to the class of arithmetic models (following the classification proposed by F.E. Benth, J. Salthythe-Benth and S. Koekebakker), and the driving processes are L“evy processes with positive jumps, i.e. subordinators, so it extends the model proposed by F.E. Benth, J. Kallsen and T. Meyer-Brandis [6] by formulating the dynamics via a random field ap- proach, which allows to include some self-exciting features. On the other hand, the random field approach highlights some similarities with the Ambit Field- based models introduced by O.E. Barnorff-Nielsen, F.E. Benth and A. Veraart [3]; the main difference between the model proposed in this paper and the Ambit Field-based models consists in the character of the extra dimension appearing in the random field adopted: while in the Ambit Field setting the parameter of this dimension is a time parameter, in the present setting this will be a pa- rameter of space type. This main difference will be reflected moreover in the integration domain of the integrals defining the dynamics. The features of our modeling approach just outlined, allow to introduce the so- called self-exciting properties in a simple and natural way and, although the pricing formulas for basic contracts like forward will exhibit very small changes with respect to those obtained for the previous models, the present model will exhibit a substantially different risk premium term structure. The presentation will be organized as follows: in Section 2 we’ll introduce the market model we are going to consider, while in Section 3 we shall discuss the relations between our model and the CBI processes. In Section 4 we’ll present some closed formulas for Futures and Option prices when the underlying dynamics is assumed to be given by the model introduced. Section 5 includes a theoretical analysis of the jumps behavior and the self-exciting property. In Section 6 we’ll provide some suggestions about estimation methods for the same model. In this last section, in particular, we are going to highlight the main issues and to propose a theoretical statistical approach. In particular, we are going to derive the maximum likelihood estimator for the parameters of the intensity process. By following the ideas presented in [7] and in [13], the first step to perform will be to de-seasonalise the data. The second step, definitely less trivial, is to split the components Y1 and Y2 emerging from the data. This issue is well analyzed in [7] and [13] and their approach is directly applicable to our framework. Then, we first focus on the process Y1, sometimes called the base signal. Following [7], we look for the ergodic distribution of Y1 fitting the data. By recalling that the ergodic distribution of a CIR diffusion is of Gamma type [10], our model is in agreement with the previous literature (see subsection 5.4.2 in[7]) and we obtain the estimated parameters values for the driving processes. Joint work with Ying Jiao, Chunhua Ma and Simone Scotti. References [1] Bacry, E., Mastromatteo, J. and Muzy, J.-F. Hawkes Processes in Finance, PREPRINT (2015). [2] Barndorff-Nielsen, O.E., Benth, F.E. and Veraart, A. (2013): Modelling en- ergy spot prices by volatility modulated L“evy driven Volterra processes, Bernoulli, 19, 803-845. [3] Barndorff-Nielsen, O.E., Benth, F.E. and Veraart, A. (2014): Modelling Electricity Futures by Ambit Fields, Advances in Applied Probability, 46 (3), 719-745. [4] Barndorff-Nielsen, O.E. and Shephard, N. (2000): Modelling by L“evy Pro- cesses for Financial Econometrics, in L“evy Processes Theory and Applications, eds. Barndorff- Nielsen, Mikosch and Resnick, Boston, Birkhauser. [5] Benth F. E., Cartea A. and Kiesel R. (2008): Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium, Journal of Banking and Finance, 32, 2006-2021. [6] Benth, F. E., Kallsen J. and Meyer-Brandis T. (2007): A Non-Gaussian Ornstein- Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing, Appl. Math. Finance, 14(2), 153-169. [7] Benth, F. E., Kiesel, R. and Nazarova A. (2012): A critical empirical study of three electricity price models, Energy Economics, 34, 1589-1616. [8] Benth, F. E., Salthyte-Benth J. and Koekebakker S. (2008): Stochastic Mod- elling of Electricity and Related Markets , World Scientific, Singapore. [9] Benth, F. E. and Sgarra C. (2012): The Risk Premium and the Esscher Transform in Power Markets, Stoch. Anal. Appl., 30(1), 20-43. [10] Cox, J., Ingersoll, J. and Ross, S. (1985): A theory of the term structure of interest rate. Econometrica 53, 385-408. [11] Filimonov, V., Bicchetti, D., Maystre, N., Sornette, D. (2015):Quantifica- tion of the High Level of Endogeneity and Structural Regime Shifts in Com- modity Markets, preprint. [12] Jiao, Y., Ma, C., Scotti, S. (2016): Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling, preprint, hal-01275397v2. [13] Meyer-Brandis, T. and Tankov, P. (2008): Multi-factor jump-diffusion mod- els of electricity prices. International Journal of Theoretical and Applied Fi- nance, 11(5), 503-528.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

John Moriarty (Queen Mary University, London, UK) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Wed, 5. Jul 17, 9:00
Energy imbalance market call options and the valuation of storage
The use of energy storage to balance electric grids is increasing and, with it, the importance of operational optimisation from the twin viewpoints of cost and system stability. In this paper we assess the real option value of balancing reserve provided by an energy-limited storage unit. The contractual arrangement is a series of American-style call options in an energy imbalance market (EIM), physically covered and delivered by the store, and purchased by the power system operator. We take the EIM price as a general regular one- dimensional diffusion and impose natural economic conditions on the option parameters. In this framework we derive the operational strategy of the storage operator by solving two timing problems: when to purchase energy to load the store (to provide physical cover for the option) and when to sell the option to the system operator. We give necessary and sufficient conditions for the finiteness and positivity of the value function – the total discounted cash flows generated by operation of the storage unit. We also provide a straightforward procedure for the numerical evaluation of the optimal operational strategy (EIM prices at which power should be purchased) and the value function. This is illustrated with an operational and economic analysis using data from the German Amprion EIM. (Joint work with Jan Palczewsk (University of Leeds)).
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Marco Piccirilli (University of Padova, Italy) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 15:45
Additive energy forward curves in a Heath-Jarrow-Morton framework
In energy markets forward contracts can be of two types: in our ter- minology, forwards and swaps. Who sells a swap contract commits to deliver over a certain period, for instance, power, while by forward we mean the classi- cal financial agreement settled on a maturity date. Our purpose is to design a Heath-Jarrow-Morton framework for an additive, mean-reverting, multidimen- sional market consisting of forward contracts of any maturity date or delivery period. The main assumption is that forward prices can be represented as affine functions of a universal source of randomness. In a Brownian setting, we are able to completely characterize the models which do not allow for arbitrage opportunities. We study the possibility of introducing more general L“evy com- ponents either driving the dynamics of prices or in the context of a stochastic volatility model. Joint work with Fred Espen Benth and Tiziano Vargiolu.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Rune Hjorth Nielsen (NEAS and University of Aalborg, Denmark) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 15:15
Simulations of short term power prices: capturing the intraday structure of the German power day-ahead auction
This presentation is on the simulation of the hour-based German day-ahead power auction, where I apply vector autoregressive (VAR) models, in order to capture the effects of the market infrastructure of the day-ahead auction. This approach ensures that the correct intraday correlation structure is simulated, which will be important for valuing assets with production timing issues (e.g. pumped storages and batteries), thereby creating a more suitable simulation alternative to classic Brownian motion based stochastic simulation for these flexible assets. In order to handle the large dimensionality of the data created by the VAR approach, lasso and elasticnet shrinkages are applied, as well as their adaptive versions. The assessment of these methods is done by performing a classic forecast quality assessment, combined with an evaluation of the (often asymptotic) simulation relevant properties of each model. After estimating the model parameters, simulation from the fitted model is carried out using a block bootstrap. Sanity checks of the appropriateness of the forecasting approach are presented, highlighting both the advantages of the model and the points where future work is necessary.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Ana Busic (INRIA Paris, France) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 14:00
Distributed demand control in power grids and ODEs for Markov decision processes
Renewable energy sources such as wind and solar have a high degree of unpredictability and time variation. As a result, balancing supply and demand in real time is becoming ever more challenging and the power grids need greater flexibility on many levels. The proposed approach addresses this challenge by harnessing the inherent flexibility in demand of many types of loads. We develop a distributed control theory and algorithms for automated demand dispatch, which can be used by grid operators as ancillary service to regulate demand- supply balance. The proposed approach uses local control solutions that a) take into account local measurements, constraints, and preferences, and b) lead to a controllable input-output model for the aggregate dynamics. The local control problem can be defined by a family of Markov decision processes, parameterized by a weighting factor that appears in the one-step reward function. This talk introduces a new methodology for solving an entire family of MDPs. In our application to demand control, the focus will be on a family of average-cost optimal control models in which the one-step reward function is defined by Kullback-Leibler divergence with respect to nominal dynamics. The proposed ODE methodology can be seen as a generalization of the linearly solvable MDP framework of Todorov to the case with exogenous disturbances, such as weather or customer behavior.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Matteo Basei (University of Paris-Diderot, France) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 11:15
The coordination of centralised and distributed generation
This paper analyses the interaction between centralised carbon emis- sive technologies and distributed intermittent non-emissive technologies. In our model, there is a representative consumer who can satisfy her electricity demand by investing in distributed generation (solar panels) and by buying power to a centralised firm at a price he set up. Distributed generation is intermittent and induces an externality cost to the consumer. The firm provides non-random electricity generation subject to carbon price and to transmission costs. The objective of the consumer is to satisfy her demand while minimising investment costs, payment to the firm and intermittency cost. The objective of the firm is to satisfy consumer’s residual demand while minimising investment costs, de- mand deviation costs and maximising payment from the consumer. Investment decisions are formulated as McKean-Vlasov control problems with stochastic coefficients. We provide explicit, model-free solutions to the optimal decision problems faced by each player, the solution of the Pareto optimum and the Stackelberg equilibrium where the firm is the leader. We find that, from the social planner point of view, carbon price or transmission costs are necessary to justify a positive share of distributed capacity in the long-term, whatever the re- spective investment costs of both technologies are. The Stackelberg equilibrium is far from the Pareto equilibrium, leading to a much larger share of distributed energy and to a much higher price for centralised energy. Joint work with Rene Aid, Imen Ben Tahar and Huyen Pham
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Gabriele D’Amore (Sapienza University of Rome, Italy) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 10:45
Predictability information criterion for selecting stochastic pricing models
Pricing models of derivative instruments usually fail to provide reli- able results when risks rise and financial crises occur. More advanced stochastic pricing models try to improve the fitting results adding risk factors and/or pa- rameters to the models, incurring the risk of overfitted results. Drawing on these observations, it is proposed a generalisation of the Akaike information criterion suitable to evaluate forecasting power of alternative stochastic pricing models for any fixed arbitrary forecasting time-horizon. The Predictability Informa- tion Criterion (PIC) differs from the classical criteria for evaluating statistical models as it assumes that the random variable to study can ( or cannot) be par- tially predictable, which makes it particularly suitable for studying stochastic pricing models coherently with the semimartingale definition of the price pro- cess. On the basis of this assumption the criterion measures and compares the uncertainty of the predictions of two different alternative models when prices are (or are not) predictable. We conclude with a focus on Crude Oil market by comparing GBM and OU stochastic processes that are generally used for modeling West Texas Intermediate (WTI) oil spot price returns in derivative pricing models.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Michael Coulon (University of Sussex, UK) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 10:15
Spread option implied correlation and the optimal choice of strike con- vention
By means of Malliavin Calculus we construct an optimal linear strike convention for exchange options under stochastic volatility models. This convention allows us to minimize the difference between the model and implied correlations between the two underlying assets in the spread. Moreover, we show that this optimal convention does not depend on the specific stochastic volatility model. Numerical examples are given. Joint work with Elisa Alos.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Nadia Oudjane (EDF, France) Oskar-Morgenstern-Platz 1, Lecture Room 13, 2nd floor Tue, 4. Jul 17, 9:00
Advanced numerical methods for nonlinear PDEs and perspectives of applications for energy management control problems
With the emergence of renewable energies (as wind or solar genera- tion), local generation systems are rapidly multiplying integrating renewables, batteries or more conventional plants (such as gas turbines or hydro plants). The impact of random factors (such as demand, energy prices, wind, luminosity etc.) on the management of such local generation systems are significant. Hence, an important issue is to be able to manage efficiently such microgrids in presence of uncertainties. Mathematically, the related optimization problem can be stated in terms of a stochastic control problem which can be reduced to a nonlinear Partial Differential Equation (PDE), known as Hamilton-Jacobi-Bellman (HJB) equation. The presentation focuses on recent forward numerical schemes based on generalized Fokker-Planck representations for nonlinear PDEs in high space dimension. In the specific case of mass conservative PDEs, it is well known that the solution can be probabilistically represented as the marginal densities of a Markov diffusion nonlinear in the sense of Mckean. Then one can design forward interacting particle schemes to approximate numerically the PDEs solu- tion. We present some extensions of this kind of representation and interacting particle scheme associated to a large class of PDEs including the case when they are non-conservative, non integrable with various kind of nonlinearities. (Joint work with Anthony Le Cavil, (HSBC, Paris) and Francesco Russo, (ENSTA ParisTech)
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: Second Conference on "The Mathematics of Energy Markets" (2017)

Blakie Blair WPI, OMP 1, Seminar Room 08.135 Fri, 23. Jun 17, 11:00
Self-bound droplets of a dipolar Bose-Einstein condensate
Recent experiments with Bose-Einstein condensates of dysprosium [1] and erbium [2] atoms have observed the formation of droplets that can preserve their form, even in the absence of any external confinement [3]. These droplets occur when the long-ranged dipole-dipole interaction between the atoms dominates over the short-ranged contact interaction. In this regime meanfield theory predicts that the condensate is unstable to collapse, however the Lee-Huang-Yang corrections to the meanfield energy [3] can stabilize the system as one or many finite sized droplets. I will discuss our current understanding of these droplets, and introduce a new type of nonlinear Schrodinger equation used to describe their equilibrium and dynamical properties.
Note:   Click here for further information
  • Thematic program: Classical and Quantum Transport (2016/2017)

Yong Zhang WPI, OMP 1, Seminar Room 08.135 Thu, 22. Jun 17, 14:00
“Numerical methods/analysis for Schrödinger equations and micro-magnetism”
We present some mathematical methods occurring in the modeling and simulation of Nonlinear Schrödinger equations and nonlocal potentials. We focus on Gross-Pitaevskii equations describing Bose Einstein Condensates and stray field calculations in micro-magnetism.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Franēois Golse WPI, OMP 1, Seminar Room 08.135 Thu, 22. Jun 17, 10:00
A convergence rate estimate for the semiclassical limit with Lipschitz continuous force field
We propose an explicit bound for the convergence rate in the semiclassical limit for the Schrödinger equation which holds for potentials with Lipschitz continuous gradient. This bound is based on an analogue of the Wasserstein metric used in optimal transportation, adapted to measuring the distance between a quantum and a classical density.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Olivier Pinaud (Colorado State University) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Jun 17, 14:00
Waves in random media and applications
We will review some results concerning uncertainties in the derivation of kinetic equations from wave propagation in random media, that is modeled by a wave or a Schroedinger equation. Kinetic equations usually describe quadratic quantities in the wavefield such as the energy or wave-wave correlations, and can be used to solve some imaging problems in complex media.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Shi Jin (University of Wisconsin-Madison and Shanghai Jiao Tong University) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Jun 17, 10:00
Semiclassical computational methods for oscillatory and uncertain quantum dynamics with band-crossings
Band-crossing is a quantum dynamical behavior that contributes to important physics and chemistry phenomena such as quantum tunneling, Berry connection, charge transfer, chemical reaction etc. In this talk, we will discuss some recent works in developing semiclassical methods for band-crossing in surface hopping. For such systems we will also introduce an nonlinear geometric optics method based "asymptotic-preserving" method that is accurate uniformly for all wave numbers, including the problem with random uncertain band gaps.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Mohammed Lemou WPI, OMP 1, Seminar Room 08.135 Tue, 20. Jun 17, 15:30
"Averaging techniques and application to numerical methods for highly oscillatory Vlasov and Klein-Gordon models"
A brief description of averaging theory for highly-oscillatory problems will be first presented with an emphasis on the so-called classical and stroboscopic averaging methods. Then I will present two general strategies to construct efficient numerical schemes for a class of highly oscillatory PDEs: the so-obtained numerical schemes have a uniform accuracy with respect to the frequency. Two applications will be considered: the Vlasov kinetic equation with strong magnetic field and the Klein-Gordon equation in the non-relativistic regime.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Olof Runborg (Mathematik Institution, Stockholm) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Jun 17, 10:00
Uncertainty Quantification for High Frequency Wave Propagation
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest (QoI) related to the solution $u^\varepsilon$ and their statistics, we combine a high-frequency method based on Gaussian beams with sparse stochastic collocation. In the talk we will discuss how the rate of convergence for the stochastic collocation and the complexity of evaluating the QoI depend on the short wavelength $\varepsilon$. We find in particular that QoIs based on local averages of $\vert u^\varepsilon\vert ^2$ can give fast convergence rates, despite the fact that $u^\varepsilon$ is highly oscillatory in both physical and stochastic space.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Quantum dynamics and uncertainty Quantification" (2017)

Cuesta Carlota WPI, OMP 1, Seminar Room 08.135 Mon, 19. Jun 17, 15:00
Analysis of travelling waves in a nonlocal Korteweg-de Vries-Burgers equation arising in a two-layer shallow-water model
We study travelling wave solutions of a Korteweg-de Vries-Burgers equation with a non-local diffusion term. This model equation arises in the analysis of a shallow water flow by performing formal asymptotic expansions associated to the triple-deck regularisation (which is an extension of classical boundary layer theory). The resulting non-local operator is of fractional differential type with order between 1 and 2. Travelling wave solutions are typically analysed in relation to shock formation in the full shallow water problem. We show rigorously the existence of these waves in the case of a quadratic nonlinearity. The travelling wave problem for the classical KdV-Burgers equation is usually analysed via a phase-plane analysis, which is not applicable here due to the presence of the non-local diffusion operator. Instead, we apply fractional calculus results available in the literature and a Lyapunov functional. In addition we discuss the monotonicity of the waves in terms of a control parameter and prove their dynamic stability in case they are monotone. We also discuss some partial results concerning the existence of travelling waves in the case of a cubic nonlinearity. This existence problem and the monotonicity of the waves in the quadratic case for a small dispersion term in relation with the diffusive one are still open problems, for this reason we have also developed numerical schemes in order to support our conjectures. We will discuss in a second part of the talk, a pseudo-spectral method that approximates the initial value problem. The basic idea is, using an algebraic map, to transform the whole real line into a bounded interval where we can apply a Fourier expansion. Special attention is given to the correct computation of the fractional derivative in this setting. Interestingly, there is a connection of the mapping method to fractional calculus, that we will also mention.
  • Thematic program: Models in Biology and Medicine (2016/2017)

Jinkai Li WPI, OMP 1, Seminar Room 08.135 Fri, 16. Jun 17, 11:00
Some mathematical analyses on two dynamical models for atmosphere with moisture (with Sabine Hittmeir, Rupert Klein, Edriss S. Titi)
In this talk, we will present some recent mathematical results, mainly the global wellposedness and convergence of the relaxation limit, on two kinds of dynamical models for the atmosphere with moisture. In the rst part of this talk, which is a joint work with Edriss S. Titi [1], we will consider a tropical atmosphere model introduced by Frierson, Majda, and Pauluis (Commum. Math. Sci. 2004); for this model, we will present the global well-posedness of strong solutions and the strong convergence of the relaxation limit, as the relaxation time " tends to zero. It will be shown that, for both the nite-time and instantaneous-relaxation systems, the H1 regularities on the initial data are sucient for both the global existence and uniqueness of strong solutions, but slightly more regularities than H1 are required for both the continuous dependence and strong convergence of the relaxation limit. In the second part of this talk, which is a joint work with Sabine Hittmeir, Rupert Klein, and Edriss S. Titi [2], we will consider a moisture model for warm clouds used by Klein and Majda (Theor. Comput. Fluid Dyn. 2006), where the phase changes are allowed, and we will present the global well-posedness of this system. [1] Jinkai Li; Edriss S. Titi: A tropical atmosphere model with moisture: global well- posedness and relaxation limit, Nonlinearity, 29 (2016), 2674{2714. [2] Sabine Hittmeir; Rupert Klein; Jinkai Li; Edriss S. Titi: Global well-posedness for passively transported nonlinear moisture dynamics with phase changes, arXiv:1610.00060
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Manuel Baumgartner WPI, OMP 1, Seminar Room 08.135 Fri, 16. Jun 17, 10:00
Diffusional Growth in Clouds (with Peter Spichtinger)
Di usional growth is the most important growth mechanism for newly formed cloud droplets and ice crystals. Non-linear di usion equations control the transport of water vapor towards the cloud particles. Although the solution of these di usion equations is circumvented in numerical cloud models, it remains computationally expensive to include the details of di usional growth due to severe timestep restrictions. Moreover, as soon as ice crystals are present in a cloud consisting mostly of cloud droplets, the Wegener- Bergeron-Findeisen process becomes active and the ice crystals grow at the expense of the cloud droplets. In the rst part of the talk, we discuss the aspect of locality of the Wegener-Bergeron- Findeisen process, i.e. an ice crystal does only a ect its immediate vicinity. Its presence decouples the di usional growth behavior of nearby droplets from environmental conditions. We show some simulation results and a possible way to include locality in the context of bulk-microphysics. The second part considers the case of a liquid cloud. In the context of numerical models, the microphysical details of the di usional growth and the timestep restrictions are e ectively avoided through the technique of saturation adjustment. We will show some of these techniques and analyze an air parcel model containing activation of new droplets using asymptotics.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Matthias Hieber WPI, OMP 1, Seminar Room 08.135 Fri, 16. Jun 17, 9:00
Thermodynamical Consistent Modeling and Analysis of Heat-Conducting Fluids
In this talk, we derive and discuss thermodynamically consistent models for heat-conduction fluids. Our approach is based on the entropy principle.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Annette Muller WPI, OMP 1, Seminar Room 08.135 Thu, 15. Jun 17, 15:30
The DSI as an indicator for diabatic processes across the scales
In atmospheric ows, the Dynamic State Index (DSI) indicates local deviations from a steady wind solution. This steady wind solution is based on the primitive equations under adiabatic and inviscid conditions. Hence, from theoretical point of view, atmospheric dynamics is regarded relative to a solution derived from uid mechanic's rst principles. Thus, this parameter provides a tool to capture diabatic processes. The DSI can be designed for di erent uid mechanical models on distinguished scales, we will introduce a DSIQG for the quasi-geostrophic ow, a DSIRo for the Rossby model and DSImois that is based on the equations of motions including moisture processes.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Wojciech W. Grabowski WPI, OMP 1, Seminar Room 08.135 Thu, 15. Jun 17, 14:00
Modeling condensation in cloud-scale models
Condensation of water vapor to form and grow cloud droplets is the most fundamental process of cloud and precipitation formation. It drives cloud dynamics through the release of latent heat and determines the strength of convective updrafts. Cloud-scale models simulate condensation by applying two drastically di erent methods. The rst one is the bulk condensation where condensation/evaporation is assumed to always maintain saturated conditions. The second approach involves prediction of the in-cloud super- or sub-saturation and can be used in models that predict not only condensate mass but also relevant features of the droplet size distribution (e.g., models with the 2-moment microphysics or with the bin microphysics). This presentation will address the question whether the di erence between the two approaches has a noticeable impact on convective dynamics. Model simulations with the bin microphysics for shallow non-precipitating convection and with the double-moment bulk microphysics for deep convection will be discussed to document the di erences in cloud eld simulations applying the two methodologies. For the shallow convection, the di erences in cloud eld simulated with bulk and bin schemes come not from small di erences in the condensation, but from more signi cant di erences in the evaporation of cloud water near cloud edges as a result of entrainment and mixing. For the deep convection, results show a signi cant dynamical impact of nite supersaturations and a strong microphysical e ect associated with upper-tropospheric anvils. Implications of these results for modeling convective dynamics will be discussed and a possible intermediate modeling methodology will be suggested.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Piotr Smolarkiewicz WPI, OMP 1, Seminar Room 08.135 Thu, 15. Jun 17, 11:00
Finite-volume integrators for cloud-resolving simulations of global atmospheric flows
This work extends to moist-precipitating dynamics a recently documented high-performance nite-volume integrators for simulating global all-scale atmospheric ows (doi:10.1016/j.jcp. 2016.03.015). A key objective of the current development is a seamless coupling of the conservation laws for moist variables engendered by cloud physics with the semi-implicit, non-oscillatory forward-in-time integrators already proven for dry dynamics. The representation of the water substance and the associated processes in weather and climate models can vary widely in formulation details and complexity levels. The adopted representation assumes a canonical warm-rain" bulk microphysics parametrisation, recognised for its minimal physical intricacy while accounting for the essential mathematical complexity of cloud-resolving models. A key feature of the presented numerical approach is global conservation of the water substance to machine precision | implied by the local conservativeness and positivity preservation of the numerics | for all water species including water vapour, cloud water, and precipitation. The moist formulation assumes the compressible Euler equations as default, but includes reduced anelastic equations as an option. The theoretical considerations are illustrated with a benchmark simulation of a tornadic thunderstorm on a reduced size planet, supported with a series of numerical experiments addressing the accuracy of the associated water budget.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Rupert Klein WPI, OMP 1, Seminar Room 08.135 Thu, 15. Jun 17, 10:00
The role of multiscale convection in hurricane intensi cation
Paeschke et al (2012) showed analytically how non-axisymmetric external diabatic forcing of a tilted vortex in dry air can amplify or attenuated the ow depending on the relative orientation of vortex tilt and the "heating dipole". Here we include a bulk moist microphysics closure and describe how boundary layer processes and multiscale deep moist convection can interact to produce this e ect self-consistently.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Tom Dörffel WPI, OMP 1, Seminar Room 08.135 Thu, 15. Jun 17, 9:00
Intensification of atmospheric vortices through asymmetric diabatic heating (with Ariane Papke, Rupert Klein)
The dynamics of atmospheric vortices such as tropical storms, hurricanes and mid-latitude cyclones is driven by a variety of interacting scales. [1] developed an asymptotic theory for the dynamics of strongly tilted atmospheric vortices in the gradient-wind regime, embedded into a synoptic-scale geostrophic background eld. One central outcome of the theory is the evolution equation for the nearly axisymmetric primary circulation. It predicts that Fourier-mode 1 of asymmetric diabatic heating/ cooling patterns can spin up or spin down a vortex depending on the relative arrangement of the heating dipole relative to the vortex tilt. Based on this methodology further investigations led to the conclusion that this theory is generalizable to Rossby numbers of order 1 and higher, i.e. cyclostrophic balance. Accompaning the asymptotics numerical experiments are conducted to test the theory within an anelastic model [2]. In this talk we present the latest results showing consistency of numerical simulations and theoretical predictions. [1] E. Paschke, P. Marschalik, A. Z. Owinoh and R. Klein, Motion and structure of at- mospheric mesoscale baroclinic vortices: dry air and weak environmental shear, J. Fluid Mech. 701: 137{170, (2012) [2] J. M. Prusa, P. K. Smolarkiewicz and A. A. Wyszogrodzki, EULAG, a computational model for multiscale ows, Comput. Fluids 37: 1193{1207 (2008)
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Boualem Khouider WPI, OMP 1, Seminar Room 08.135 Wed, 14. Jun 17, 17:00
A zonally symmetric model for the monsoon-Hadley circulation with stochastic convective forcing
Idealized models of reduced complexity are important tools to understand key processes underlying a complex system. In climate science in particular, they are important for helping the community improve our ability to predict the e ect of climate change on the earth system. Climate models are large computer codes based on the discretization of the uid dynamics equations on grids of horizontal resolution in the order of 100 km, whereas unresolved processes are handled by subgrid models. For instance, simple models are routinely used to help understand the interactions between small-scale processes due to atmospheric moist convection and large-scale circulation patterns. Here, a zonally symmetric model for the monsoon circulation is presented and solved numerically. The model is based on the Galerkin projection of the primitive equations of atmospheric synoptic dynamics onto the rst modes of vertical structure to represent free tropospheric circulation and is coupled to a bulk atmospheric boundary layer (ABL) model. The model carries bulk equations for water vapor in both the free troposphere and the ABL, while the processes of convection and precipitation are represented through a stochastic model for clouds. The model equations are coupled through advective nonlinearities, and the resulting system is not conservative and not necessarily hyperbolic. This makes the design of a numerical method for the solution of this system particularly dicult. We develop a numerical scheme based on the operator time-splitting strategy, which decomposes the system into three pieces: a conservative part and two purely advective parts, each of which is solved iteratively using an appropriate method. The conservative system is solved via a central scheme, which does not require hyperbolicity since it avoids the Riemann problem by design. One of the advective parts is a hyperbolic diagonal matrix, which is easily handled by classical methods for hyperbolic equations, while the other advective part is a nilpotent matrix, which is solved via the method of lines. Validation tests using a synthetic exact solution are presented, and formal second-order convergence under grid re nement is demonstrated. Moreover, the model is tested under realistic monsoon conditions, and the ability of the model to simulate key features of the monsoon circulation is illustrated in two distinct parameter regimes. This is joint work with Michale De La Chevrotiare.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Olivier Pauluis WPI, OMP 1, Seminar Room 08.135 Wed, 14. Jun 17, 16:00
Thermodynamic analysis of atmospheric motions
In this talk, I will show how to extract thermodynamic cycles from high resolution simulations of atmospheric ows. On the one hand, thermodynamic processes are typically analyzed in terms of the behavior of individual parcel trajectories. On the other hand, most atmospheric ows are associated with in nitely many turbulent lagrangian trajectories. The Mean Air Flow As Lagrangian Dynamics Approximation (MAFALDA) has been recently developed to address this problem. It MAFALDA, the ow is rst averaged in isentropic coordinates, typically pressure and equivalent potential temperature, and the mean ow is then treated as a set of thermodynamic cycles. This o er a systematic procedure to analyze the thermodynamic transformation in atmospheric ows, which is applied here to compare the thermodynamics behavior of convection and hurricanes.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Sam Stechmann WPI, OMP 1, Seminar Room 08.135 Wed, 14. Jun 17, 15:00
Precipitating Quasi-Geostrophic Equations and Minimal Cloud Mi- crophysics
Two simpli ed models are presented for precipitating atmospheric dynamics. First, a minimal version of cloud microphysics is presented. The time scales of all microphysical processes are assumed to be fast, and the resulting microphysics has only one parameter, the terminal velocity of falling rain drops. It is shown that, despite its simplicity, this minimal microphysics scheme can reproduce distinct canonical modes of convective organization (scattered convection and a squall line) under appropriate environmental conditions. This suggests that the essential physical processes underlying moist convection are simply phase changes and falling rain drops. Second, a precipitating version of the quasi-geostrophic (QG) equations is presented. The precipitating QG (PQG) equations include phase changes between water vapor and liquid water, which arise as Heaviside nonlinearities in the new PQG PDEs. Finally, we present an initial application of the PQG equations, in a linearized setting that can be solved analytically, to understanding meridional moisture transport by baroclinic eddies.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Didier Bresch WPI, OMP 1, Seminar Room 08.135 Tue, 13. Jun 17, 14:00
Mathematical analysis of relevant compressible geophysical models
In this talk, we talk about mathematical results related to compressible uid systems with applications to geophysical flows. We focus on pressure laws, viscosity e ects, bi-fluid flows description. Some singular limits are also discussed.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Didier Bresch WPI, OMP 1, Seminar Room 08.135 Tue, 13. Jun 17, 11:00
Mathematical analysis of relevant compressible geophysical models
In this talk, we talk about mathematical results related to compressible uid systems with applications to geophysical flows. We focus on pressure laws, viscosity e ects, bi-fluid flows description. Some singular limits are also discussed.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Olivier Pauluis WPI, OMP 1, Seminar Room 08.135 Tue, 13. Jun 17, 9:00
Tutorial 2: Thermodynamic cycles and heat engines
The atmosphere can be describe as a heat engine that continuously generates kinetic energy by transporting energy from a warm source, i.e. the Earth surface, to a cold sink, i.e the colder troposphere. However, the ability of the atmosphere to generate kinetic energy is strongly reduced by the hydrological cycle. We will analyze how the impacts of moist processes can be a quanti ed in terms of a Gibbs penalty associated with the evaporation of water in unsaturated air and its removal as liquid water.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Rupert Klein (FU Berlin) Oskar-Morgenstern-Platz 1, Hörsaal 4, ground floor. Mon, 12. Jun 17, 17:00
How Mathematics helps structuring climate discussions
Mathematics in climate research is often thought to be mainly a provider of techniques for solving the continuum mechanical equations for the ows of the atmosphere and oceans, for the motion and evolution of Earth's ice masses, and the like. Three examples will elucidate that there is a much wider range of opportunities. Climate modellers often employ reduced forms of "the continuum mechanical equations" to eciently address their research questions of interest. The rst example discusses how mathematical analysis can provide systematic guidelines for the regime of applicability of such reduced model equations. Meteorologists de ne "climate", in a narrow sense, as "the statistical description in terms of the mean and variability of relevant quantities over a period of time" (World Meteorological Society, http://www.wmo.int; see the website for a broader sense de nition). Now, climate researchers are most interested in changes of the climate over time, and yet there is no unique, well-de ned notion of "time dependent statistics". In fact, there are restrictive conditions which data from time series need to satisfy for classical statistical methods to be applicable. The second example describes recent developments of analysis techniques for time series with non-trivial temporal trends. Modern climate research has joined forces with economy and the social sciences to generate a scienti c basis for informed political decisions in the face of global climate change. One major type of problems hampering progress of the related interdisciplinary research consists of often subtle language barriers. The third example describes how mathematical formalization of the notion of "vulnerability" has helped structuring related interdisciplinary research e orts.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Didier Bresch WPI, OMP 1, Seminar Room 08.135 Mon, 12. Jun 17, 15:45
Mathematical analysis of relevant compressible geophysical models
In this talk, we talk about mathematical results related to compressible uid systems with applications to geophysical flows. We focus on pressure laws, viscosity e ects, bi-fluid flows description. Some singular limits are also discussed.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Olivier Pauluis WPI, OMP 1, Seminar Room 08.135 Mon, 12. Jun 17, 14:05
Tutorial 1: Thermodynamic properties of cloudy air
In this tutorial, I will review the thermodynamic properties cloudy air and how they are typically treated in numerical models. This will include the concepts of saturation, equation of state for moist air, moist entropy and potential temperature of many kinds. We will then discuss the implications for buoyancy and convective processes.
  • Event: Workshop on "Mathematics of Moist Atmospheric Dynamics: Modeling, Analysis and Computations" (2017)

Human Rezaei (Inra Jouy-en-Josas, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 15:20
Prion quasi-species and molecular basis of auto-perpetuation of Prion structural information.
Davy Martin1, Joan Torrent i Mas1, Stéphanie Prigent1, Mathieu Mezache2, Marie Doumic-Jauffret2, Vincent Béringue1 and Human Rezaei1* 1. National Institute for Agricultural Research (INRA), Pathological Macro-assemblies and Prion Pathology group (MAP2), UR892, Virologie Immunologie Moléculaires, Jouy-en-Josas, 78350-F, France 2. Sorbonne Universités, Inria, UPMC Univ Paris 06, Lab. J.L. Lions UMR CNRS 7598, Paris, France The prion phenomenon is based on autonomous structural information propagation towards single or multiple protein conformational changes. Since this last decade the prion concept referring to the transmission of structural information has been extended to several regulation systems and pathologies including Alzheimer and Parkinson’s diseases. The unified theory in Prion replication implies structural information transference (SIT) from the prion to a non-prion conformer through a mechanism also called improperly, with regards to biophysical considerations “seeding” phenomenon. Therefore considering prion replication as a structural information transduction from a donor (i.e. template) to an acceptor (i.e. substrate) through a transduction interface a new questioning arises: what are molecular mechanisms of the auto-perpetuation of the Prion structural information and its faithfulness? Considering the Prion propagation as more or less faithful perpetuation of structural information, in the present work, we explored the concept of prion quasi-species (i.e. existence of prion heterogeneous assemblies) and highlighted the existence of prion network, which has an autopoietic behaviour (autoreplicative). Our observations strongly suggest that specific criteria in term of: protein structure, delayprocess and thermo-kinetics should be collated before a system become dissipative and autopoietic.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Sara Merino-Aceituno (Imperial College, London, United Kingdom) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 14:30
A new flocking model through body attitude coordination
We present a new model for multi-agent dynamics where each agent is described by its position and body attitude: agents travel at a constant speed in a given direction and their body can rotate around it adopting different configurations. Agents try to coordinate their body attitudes with the ones of their neighbours. This model is inspired by the Vicsek model. The goal of this talk will be to present this new flocking model, its relevance and the derivation of the macroscopic equations from the particle dynamics. In collaboration with Pierre Degond (Imperial College London) and Amic Frouvelle (Université Paris Dauphine).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Alexander K. Buell (Institute of Physical Biology, University of Düsseldorf) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 13:50
Kinetic and thermodynamic analysis of peptide self-assembly
In this talk I will discuss various aspects of the kinetics and thermodynamics of the self assembly of peptides into amyloid fibrils and crystals. I will present a theoretical framework that allows to determine free energy barriers and entropies from kinetic data of amyloid fibril growth [1,2]. I will contrast the kinetic behaviour of longer, amyloid forming sequences with that of aromatic dipeptides that form crystals, rather than amyloid fibrils [3,4]. Furthermore, I will present the phenomenon of autocatalytic secondary nucleation, whereby new amyloid fibrils nucleate on the surface of existing ones [5,6]. In particular, I will show how this phenomenon manifests itself in kinetic measurements of protein aggregation, and how biosensing can be used to explore its molecular origin [6,7]. [1] A. K. Buell, J. R. Blundell, C. M. Dobson, M. E. Welland, E. M. Terentjev, and T. P. Knowles, Phys. Rev. Lett. 104, 228101 (2010). [2] A. K. Buell, A. Dhulesia, D. A. White, T. P. J. Knowles, C. M. Dobson, and M. E. Welland, Angew. Chem. Int. Ed Engl. 51, 5247 (2012). [3] T. O. Mason, T. C. T. Michaels, A. Levin, E. Gazit, C. M. Dobson, A. K. Buell, and T. P. J. Knowles, J. Am. Chem. Soc. 138, 9589 (2016). [4] T. O. Mason, A. Levin, C. M. Dobson, E. Gazit, T. P.J. Knowles and A. K. Buell, JACS under revision, (n.d.). [5] A. K. Buell, C. Galvagnion, R. Gaspar, E. Sparr, M. Vendruscolo, T. P. J. Knowles, S. Linse, and C. M. Dobson, Proc. Natl. Acad. Sci. 111, 7671 (2014). [6] R. Gaspar, G. Meisl, A. K. Buell, L. Young, C. F. Kaminski, T. P. J. Knowles, E. Sparr, and S. Linse, Q. Rev. Biophys. 50, (2017). [7] A. Šarię, A. K. Buell, G. Meisl, T. C. T. Michaels, C. M. Dobson, S. Linse, T. P. J. Knowles, and D. Frenkel, Nat. Phys. 12, 874 (2016).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Yi Yin (Inria Paris and Univ. Pierre et Marie Curie, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 12:00
Automated quantification of amyloid fibrils morphological features based on image analysis of transmission electron microscopies
Yi Yin*, 1, Stéphanie Prigent1, Joan Torrent, Dirk Drasdo1, Human Rezaei, and Marie Doumic1 1. INRIA Paris, and Sorbonne Universités UPMC Univ. Paris 6, Laboratoire Jacques-Louis Lions, Paris, France, * yi.yin@inria.fr Protein aggregation into fibrils is a key process in amyloid diseases and also in other biological processes. The quantification of fibrils’ morphology and molecular structures is urgently needed in understanding of the key mechanisms and properties of fibrils. In this study, we propose an automated image analysis procedure to extract and quantify fibril morphological features from transmission electron microscopy (TEM) images. Fibrils are segmented by a ‘maximum entropy’ thresholding method and then the ‘fast marching’ skeletonization is applied to detect the fibril centerlines. The individual information of each fibril is gathered based on the fibril segmentation and extracted centerline, including the length (following the curvature of the fibrils, which are rarely straight lines), the varying width along the length, the curvature, as well as the number, position and length of branches. The intricate overlapping and branching structures are identified based on the angles between fibril segments. The proposed method was tested on experiments on the prion protein (PrP), which also allows us to explain in detail the parameters needed for the image analysis. Our method has high estimation accuracy (e.g. width estimation as shown in the figure). The results from different mutants of the PrP protein fibrils showed the potential of the method in fibrils classification through a statistical analysis. Romain
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Frédéric Halgand (University Paris-Sud, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 11:20
Prion protein conformational landscape studied by mass spectrometry and ion mobility
Guillaume van der Rest, Human, Rezaei, Frédéric Halgand, Université Paris Sud, Laboratoire de Chimie Physique Prion protein is involved in deadly neurodegenerative diseases. Its pathogenicity is linked to its structural conversion (a-helix to b-strand transition). However, recent studies suggest that prion protein can follow a plurality of conversion pathways which hints towards different conformers that might coexist in solution. We therefore decided to screen the ovine and human PrP monomers using ion mobility coupled to mass spectrometry following electrospray ionization. After a short presentation of ion mobility for studying ionized proteins in the gas phase, we will briefly discuss issues with the collision cross section calibration procedure that we have encountered when using travelling wave ion mobility. We will also discuss the development of an automated data extraction pipeline for which we developed a Python/Qt script base interface. Infusion of monomeric PrP solutions have shown that at least three PrP conformers are observed in the gas phase. PrP monomers are known to lead to the formation of oligomeric species in specific conditions (temperature, pH and buffer), which are not compatible with mass spectrometry. We have therefore developed a size-exclusion chromatography IMS-MS setup with the aim to study the oligomers produced in these conditions. The development of this SEC-IMS-MS methodology will be presented as well as its application for calibration with standard protein complexes. Although we did not achieve resolution of the large (O1 ~36-mer) oligomeric species, optimization of the experimental parameters led to the observation of the small (O3) oligomeric species. One key observation in this process was that the abundance of the gas phase monomeric conformers changed upon the oligomerization process. First results allow us to interpret this as an effect of monomer concentration on the ratio of conformers present in solution, which is observed only in specific buffer conditions.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Magali Tournus (University of Marseille, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 10:10
Estimating the division rate and kernel in the fragmentation equation.
We consider the pure fragmentation fragmentation equation and address the question of estimating the fragmentation parameters (division rate and fragmentation kernel) from measurements of the size distribution at various times. Under the assumption of a polynomial division rate and a self-similar fragmentation kernel, we use the well-known asymptotic behaviour of the solution to guarantee the well-posedness of our inverse problem and provide a representation formula for the fragmentation kernel. The tools used are the Mellin transform and the Wiener-Hopf method. Motivations for studying this problem and applications to amyloid fibril breakage will be described in the talk of W.F. Xue.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Wei-Feng Xue (University of Kent at Canterbury, United Kingdom) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 8. Jun 17, 9:30
Nano-scale properties of amyloid fibril fragments
A number of devastating human disorders, for example Alzheimer's disease (AD), Hungtington's diseases, type 2 diabetes and transmissible spongiform encephalopathies (TSEs), are associated with the abnormal folding and assembly of proteins. The net result of this misfolding is the formation of large insoluble protein deposits and small toxic and transmissible protein particles in a state called amyloid. What are the molecular mechanisms that govern the amyloid fibrils’ potential to seed the formation of new aggregates, to propagate the amyloid state as prion particles, and to damage cells in amyloid-associated diseases? We have developed AFM imaging approaches that are capable of resolving the fibril particle concentrations, their length distributions, as well as their toxic and infective potential to cells. With these approaches, we have shown that the disease-associated properties of amyloid can be linked to small nano-sized amyloid particles created through the breakage of amyloid fibrils. The approaches we have developed offer new opportunities to determine, quantify, and predict the course and the consequences in amyloid assembly of cytotoxic, infectious as well as functional amyloid systems.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Nicola Vettore, Institute of Physical Biology, University of Düsseldorf, Germany SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 17:15
Temperature dependence of amyloid fibril stability studied through equilibrium denaturation
Nicola Vettore and Alexander K. Buell, Institute of Physical Biology, University of Düsseldorf Amyloid fibrils are thermodynamically very stable [1], but the origin of their enhanced stability with respect to the native state has not yet been elucidated in molecular detail. The high stabilities of amyloid fibrils render the study of their equilibrium behaviour challenging. One way to approach this issue, in direct analogy to the study of protein folding equilibria is denaturation with commonly used denaturants, such as GdmCl or Urea. A theoretical framework to extract from such measurements the free energy difference between the fibril state and the soluble state, based on Oosawa's linear polymerisation model, was proposed in [2]. Here we present experimental results of amyloid fibril equilibrium denaturation measured via capillary fluorescence over a wide range of temperatures. The data highlight how the influence of temperature seems of primary importance not only for the kinetics of fibril formation, but also for the thermodynamic stability of the fibrillar structures. We will also present our attempts to describe the temperature-dependence of fibril stability within a general thermodynamic framework. [1] A. J. Baldwin, T. P. J. Knowles, G. G. Tartaglia, A. W. Fitzpatrick, G. L. Devlin, S. L. Shammas, C. A. Waudby, M. F. Mossuto, S. Meehan, S. L. Gras, J. Christodoulou, S. J. Anthony-Cahill, P. D. Barker, M. Vendruscolo, and C. M. Dobson, J. Am. Chem. Soc. 133, 14160 (2011). [2] T. Narimoto, K. Sakurai, A. Okamoto, E. Chatani, M. Hoshino, K. Hasegawa, H. Naiki, and Y. Goto, FEBS Lett. 576, 313 (2004).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Mathieu Mézache, Inria Paris and Univ. Pierre et Marie C, France SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 17:15
An oscillatory kinetic model for the Prion aggregation process. From Belousov-Zhabotinsky reaction to a Prion polymerisation/depolymerisation chemical system.
We investigate the oscillatory behaviour of the PrP protein during the polymerization/depolymerization process. In order to modelize this oscillatory process, we study a simplified Belousov-Zhabotinsky reaction from a kinetic point of view. This simplified oscillatory system of chemical reactions allows us to introduce a modified Becker-Döring system where the trajectories oscillate. A key to have a closed oscillatory polymerization/depolymerization system is to consider different specices of polymers and monomers. We finally present several system where the numerical simulations show a more or less sustained oscillatory behaviour.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Angélique Igel-Egalon, INRA Jouy-en-Josas, France SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 17:15
Depolymerization instead of fragmentation spreads the replication unit of prion assemblies
Reine1, Charles-Adrien Richard1, Tina Knäpple1 Vincent Béringue1* and Human Rezaei1* 1: INRA, UR892, Virologie Immunologie Moléculaires, Jouy-en-Josas 78350, France *: Corresponding authors The prion phenomenon is based on autonomous structural information propagation towards single or multiple protein conformation changes. During this last decade the prion concept referring the transmission of structural information has been extended to several regulation systems and pathologies including Alzheimer and Parkinson’s diseases. Despite intensive investigation, the molecular basis of structural information transmission remains obscure. Templating (i.e. secondary nucleation as vector of structural information) has been proposed as origin of autocatalytic structural information perpetuation. However, the templating process does not consider the spreading process which consists in an exponential amplification of structural information. Active fibril fragmentation (AFF) constitutes a solution for exponential spreading and amplification of the structural information as strongly suggested in fungi prions (Shorter and Lindquist, Mol Cell, 2006). In the present work, we demonstrate that mammalian Prion assemblies (PrPSc) are constituted from an oligomeric elementary brick called suPrP. We show that in physiological conditions Prion assemblies are in equilibrium with suPrP. The existence of such equilibrium as simple depolymerization/condensation process is sufficient to spread the replicative unit through the release of suPrP, followed by its Brownian diffusion and condensation into PrPSc and discards the requirement of fragmentation for prion spreading.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Marie Doumic (Inria Paris & Wolfgang Pauli Institute, France & Austria) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 16:15
Modelling protein polymerisation: results and open questions
Mathematical modelling of protein polymerisation is a challenging topic, with wide applications, from actin filaments in myocytes (muscle tissues) to the so-called amyloid diseases (e.g. Alzheimer's, Parkinson's or Creuzfeldt-Jakob's diseases). In this talk, we will give an overview of recent results for both deterministic - where statistical mechanical fluctuations arising from intrinsic noise are negligible - and stochastic approaches, envisaged as giving complementary insights on the still largely mysterious intrinsic mechanisms of polymerisation. A data assimilation approach is developed in parallel of more specific methods for fragmentation estimation. The results we will present are partly joint work with A. Armiento, J. Calvo, S. Eugčne, M. Escobedo, P. Moireau, B. Perthame, H. Rezaei, P. Robert, M. Tournus and W.F. Xue.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Christian Schmeiser (University of Vienna and Wolfgang Pauli Institute, Austria) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 14:10
Homeostatic regulation of actin density at the leading edge of lamellipodia
Some recent contributions to the modeling of the polymerization and depolymerization of actin filaments will be reviewed. Some results of the embedding of these models into the Filament Based Lamellipodium Model will be presented.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Sascha Martens (Max F. Perutz Laboratories (MFPL), University of Vienna, Austria) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 11:20
Mechanism of p62-mediated protein aggregation in selective autophagy
Autophagosomes are double membrane-bound organelles that are formed de novo during a process called autophagy. Autophagosomes mediate the bulk degradation of cytoplasmic material such as aggregated proteins, dysfunctional or surplus mitochondria and intracellular pathogens. Autophagy is conserved from yeast to human and has been shown to protect the organism from conditions such as starvation, neurodegeneration and infectious diseases. During autophagosome formation initially small membrane structures termed isolation membranes are formed. These isolation membranes expand and thereby gradually enclose cytoplasmic cargo. Finally, isolation membranes close to give rise to mature autophagosomes. After their formation autophagosomes fuse with lysosomes within which their inner membranes and the contents are degraded. Autophagy has the ability to selectively capture and subsequently degrade aggregated and ubiquitinated proteins. This is mediated by the p62 cargo receptor, which is required for the aggregation of these proteins into larger structures. These structures then serve as templates for autophagosome formation. I will present our results from a fully reconstituted system, which enabled us to dissect the interplay between p62 and ubiquitin positive proteins during protein aggregation in selective autophagy.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Laurent Pujo-Menjouet (University of Lyon, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 10:10
Modelling prion dynamics: a fruitful collaboration between mathematicians and biologists
In a previous work by Alvarez-Martinez et al. (2011), the authors pointed out some fallacies in the mainstream interpretation of the prion amyloid formation. It appeared necessary then to propose an original hypothesis able to reconcile the in vitro data with the predictions of a mathematical model describing the problem. The model presented here, has been developed accordingly with the hypothesis that an intermediate on-pathway leads to the conformation of the prion protein into an amyloid competent isoform thanks to a structure, called micelles, formed from hydrodynamic interaction. Experimental data have been compared to the prediction of our model leading to a new hypothesis for the formation of infectious prion amyloids. In the last part, we will introduce a new model describing another dangerous liaison: the interaction between prion proteins and Abeta peptides that may lead to Alzheimer’s disease.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Cassandra Terry, MRC Prion, UCL Institute of Technology, London, United Kingdom SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Wed, 7. Jun 17, 9:30
Structural characterisation of ex vivo mammalian prions.
Cassandra Terrya Adam Wenborna Nathalie Grosa Jessica Sellsa Susan Joinera Laszlo L.P. Hosszua M. Howard Tattuma Silvia Panicob Daniel K. Clareb, John Collingea, Helen R. Saibilb and Jonathan D.F. Wadswortha* a, MRC Prion Unit and Department of Neurodegenerative Disease, UCL Institute of Neurology, Queen Square, London WC1N 3BG, UK b, Institute of Structural and Molecular Biology, Department of Biological Sciences, Birkbeck College, University of London, Malet Street, London WC1E 7HX, UK Prions cause lethal neurodegenerative diseases in mammals, including scrapie in sheep and goats, bovine spongiform encephalopathy (BSE) in cattle and Creutzfeldt–Jakob disease (CJD) in humans. Mammalian prions are hypothesised to be fibrillar or amyloid forms of prion protein (PrP) which self-propagate by means of seeded protein polymerisation but structures observed had not been definitively correlated with infectivity and the three-dimensional structure of prions remained unknown. We developed new methods to obtain pure preparations of intact prions from mouse brain1 and showed that pathogenic PrP is assembled into rod-like assemblies (PrP rods) that faithfully transmit prion strain-specific phenotypes when inoculated into mice. We have utilised the precision of cell culture prion infectivity assays to define the physical relationship between PrP rods and prion infectivity and used electron tomography to define their architecture. Our 3D analysis2 demonstrates that ex vivo infectious PrP rods from different strains observed have a common hierarchical assembly comprising twisted pairs of short fibres with repeating substructure which are markedly different to non-infectious PrP fibrils generated in vitro. References 1. A. Wenborn, C. Terry, N. Gros, S. Joiner, L. D’Castro, S. Panico, J. Sells, S. Cronier, J. Linehan, S. Brandner, H.R. Saibil, J. Collinge, J.D.F Wadsworth, Sci. Rep. A novel and rapid method for obtaining high titre intact prion strains from mammalian brain, 2015, 5, 10062. C. Terry, A. Wenborn, N. Gros, J. Sells, S. Joiner, L.L.P Hosszu, M.H. Tattum, S. Panico, D.K. Clare, J. Collinge, H.R. Saibil, J.D.F Wadsworth. Open Biology. Ex vivo mammalian prions are formed of paired double helical prion protein fibrils, 2016, 6, 160035.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Romain Yvinec, INRA Tours, France SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Tue, 6. Jun 17, 16:50
Time scales in a coagulation-fragmentation model}
This work is motivated by protein aggregation phenomena in neurodegenerative diseases. A key observation of in-vitro spontaneous polymerization experiments of prion protein is the large variability of the so-called 'nucleation time', which is experimentally defined as the lag time before the polymerization of proteins truly starts (typically several hours in a 10-20 hours experiment). In this context, we study a stochastic version of a well-known nucleation model in physics, namely the Becker-Döring model [1]. In this model, aggregates may increase or decrease their size one-by-one, by capturing or shedding a single monomer particle. We will present numerical and analytical investigation of the nucleation time defined as a first passage time problem [2, 3]. Finally, we will present limit theorem techniques to study the link from the discrete size Becker-Döring model to a continuous size version (the Lifshitz-Slyozov model), which may be of importance to study large size aggregates formation. For general coefficients and initial data, we introduce a scaling parameter and show that the empirical measure associated to the Becker-Döring system converges in some sense to the Lifshitz-Slyozov equation when the scaling parameter goes to 0. When the aggregation is favorable, we derive a mean-field transport PDE limit together with an entrant boundary condition, leading to an effective reduced dynamical model [4]. When the aggregation is initially unfavorable, we shed light on metastable behavior and phase transition phenomena. [1] E. Hingant, R. Y., arXiv:1609.00697 (2016). [2] R. Y., M. R. D'Orsogna, and T. Chou. J. Chem. Phys., 137:244107, (2012). [3] R. Y., S. Bernard, E. Hingant, L. Pujo-Menjouet, J. Chem. Phys., 144(3):034106, (2016). [4] Julien Deschamps, Erwan Hingant, R.Y., arXiv:1605.08984 (2016).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Vincent Béringue (Inra Jouy-en-Josas, France) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Tue, 6. Jun 17, 16:10
Small prion assemblies are involved in prion replication
Angélique Igel-Egalon1¶, Mohammed Moudjou1¶, Florent Laferričre1¶, Tina Knäpple1, Laetitia Herzog1, Fabienne Reine1, Hubert Laude1, Human Rezaei1*, Vincent Béringue1* 1VIM, INRA, Université Paris-Saclay, 78350 Jouy-en-Josas, France ¶Equal contributors, *Senior authorship Mammalian prions are proteinaceous pathogens responsible for fatal, neurodegenerative disorders in human and animals. They are formed of misfolded assemblies (PrPSc) of the host-encoded cellular prion protein (PrPC). In the infected species, prions replicate by seeding the conversion and polymerization of host PrPC. Distinct prion strains are recognized within the same host-species, exhibiting defined PrPSc biochemical properties and stereotyped biological traits. While strain information is encoded within the conformation of PrPSc assemblies, the storage of the structural information and the molecular requirements for self-perpetuation remain uncertain. In particular, the polymerization steps and its dynamic nature remains mostly hypothetical. It is widely believed that monomeric PrPC is constantly recruited within the forming aggregates allowing PrPSc fibril growth. Fibril fragmentation is supposed to provide further converting seeds, favouring prion exponential replication. Whether this proposed mechanism is versatile or strain-dependent remains to be determined, as is the real contribution of fragmentation. We have investigated this issue by analysing the dynamic of PrPSc assembling during cell-free prion amplification by protein misfolding cyclic amplification (PMCA). We show that: i) prion amplification occurs through preferential amplification of small oligomeric forms of PrPSc that can further assemble into larger aggregates; ii) disassembling rather than fragmentation sustains the self-perpetuation of the process, iii) different prion strains exhibit similar amplification dynamic. Thus, prion replication may proceed through an assembly/disassembly process.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Klemens Fellner (University of Graz, Austria) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Tue, 6. Jun 17, 15:00
Equilibration and Quasi-Steady-State Asymptotics of a Volume-Surface Reaction-Diffusion Model for Asymmetric Protein Localisation
The protein Lgl (Lethal giant larvae) is part of a conserved protein complex, which is responsible for the asymmetric localisation of cell-fate determinants, for instance, in Drosophila SOP precursor cells. We formulate continuum models, which consider the phosphorylated and the unphosphorylated conformations of Lgl within the cell cytoplasm and on the cell cortex. After presenting illustrative numerical simulations, we prove first the equilibration of the underlying complex-balance volumesurface reaction-diffusion system and perform further a rigorous quasi-steady-state-approximation in a fast-reaction limit.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

John H Viles, Queen Mary, University of London, United Kingdom SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Tue, 6. Jun 17, 14:20
Co-fibrillisation of truncated isoforms of Amyloid-ā and ion-channel formation in Alzheimer’s Disease
Amyloid-ā peptide (Aā) isoforms of different lengths and aggregation propensities coexist in vivo. These different isoforms are able to nucleate or frustrate the assembly of each other. Nterminal truncated Aā(11-40) and Aā(11-42) make up one fifth of plaque load yet nothing is known about their interaction with full-length Aā(1-40/42). Here we show that in contrast to C-terminal truncated isoforms which do not co-fibrillise, deletions of ten residues from the N-terminus of Aā have little impact on its ability to co-fibrillise with the full-length counterpart. As a consequence N-terminal truncated Aā will accelerate fibre formation and co-assemble into short rod-shaped fibres with its full-length Aā counterpart. Furthermore we show Cu2+ forms a very tight tetragonal complex with truncated Aā(11-40) with a femtomolar affinity. These observations have implications for the assembly kinetics, morphology and toxicity of all Aā isoforms. The process by which amyloid-ā (Aā) disrupts synaptic activity, and causes neuronal cell death in Alzheimer’s disease remains poorly understood. A potential mechanism of toxicity is in the ability of Aā to form, membrane-spanning ion channels. However, there has been a mismatch between the channel forming properties of Aā isoforms, 40 and 42 amino acids long, and their known relative pathogenicity. We observe ion channel formation by oligomeric Aā42, but also show Aā40 does not form ion channels in cellular membranes. This makes a strong link between ion channel formation and the pathology of Aā isoforms. Molecules that block these ion channels may represent therapeutic targets. [1] Ion Channel Formation by Amyloid-ā42 Oligomers but not Amyloid-ā40 in Cellular Membranes DC Bode, MD Baker, JH Viles* (2017) J of Biol Chem 292, 1404-1413 [2] Truncated Amyloid-ā (11-40/42) from Alzheimer's Disease Binds Copper2+ with a Femtomolar Affinity and Influences Fibre Assembly J D Barritt, J H. Viles* (2015) J of Biol Chem, 290, 27791-27802 [3] The Rapid Exchange of Zinc2+ Enables Trace Levels to Profoundly Influence Amyloid-ā Misfolding and Dominates Assembly Outcomes in Cu2+/Zn2+ Mixtures C J Matheou, N D Younan, J H Viles* (2016) J Mol Biol 428, 2832-2846
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Protein Aggregation: Biophysics and Mathematics" (2017)

Franca Hoffmann (University of Cambridge) WPI, OMP 1, Seminar Room 08.135 Fri, 12. May 17, 11:30
Homogeneous functionals in the fair-competition regime
We study interacting particles behaving according to a reaction-diffusion equation with non-linear diffusion and non-local attractive interaction. This class of equations has a very nice gradient flow structure that allows us to make links to homogeneous functionals and variations of well-known functional inequalities (Hardy-Littlewood-Sobolev inequality, logarithmic Sobolev inequality). Depending on the non-linearity of the diffusion, the choice of interaction potential and the dimensionality, we obtain different regimes. Our goal is to understand better the asymptotic behaviour of solutions in each of these regimes, starting with the fair-competition regime where attractive and repulsive forces are in balance. This is joint work with José A. Carrillo and Vincent Calvez.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Sabine Hittmeir (Universität Wien) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 16:15
Cross diffusion models in chemotaxis and pedestrian dynamics
The main feature of the two-dimensional Keller-Segel model is the blow-up behaviour of solutions for supercritical masses. We introduce a regularisation of the fully parabolic system by adding a cross-diffusion term to the equation for the chemical substance. This regularisation provides another helpful entropy dissipation term allowing to prove global existence of weak solutions for any initial mass. For the proof we first analyse an approximate problem obtained from a semi-discretisation and a carefully chosen regularisation by adding higher order derivatives. Compactness arguments are used to carry out the limit to the original system. A similar approach can be used to analyse a pedestrian dynamics model for two groups moving in opposite direction. The evolutionary equations are driven by cohesion and aversion and are formally derived from a 2d lattice based approach. Also numerical simulations illustrating lane formation will be presented. These methods are extended to a crossing pedestrian model, where we additionally analyse the stability of stationary states in the corresponding 1d model.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Delphine Salort (UPMC Paris 6) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 14:45
Turing instabilities in reaction-diffusion with fast reaction
In this talk, we consider some specific reaction-diffusion equations in order to understand the equivalence between asymptotic Turing instability of a steady state and backwardness of some parabolic equations or cross-diffusion equations in the formal limit of fat reaction terms. We will see that the structure of the studied equations involves some Lyapunov functions which leads to a priori estimates allowing to pass rigorously for the fast reaction terms in the case without Turing instabilities.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Andrea Bondesan (Université Paris Descartes) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 14:00
A numerical scheme for the multi-species Boltzmann equation in the diffusion limit: well-posedness and main properties
We consider the one-dimensional multi-species Boltzmann system of equations [2] in the diffusive scaling. Suppose that the Mach and the Knudsen numbers are of the same order of magnitude epsilon > 0 small enough. For each species i of the mixture, we define the macroscopic quantity of matter and flux as the moments 0 and 1 in velocity of the distribution functions f_i, solutions of the Boltzmann system associated to the scaling parameter epsilon. Using the moment method [4], we introduce a proper ansatz for each distribution function f_i in order to recover a Maxwell-Stefan diffusion limit-type as in [1]. In this way we build a suitable numerical scheme for the evolution of these macroscopic quantities in different regimes of the parameter epsilon. We prove some a priori estimates (mass conservation and nonnegativity) and well-posedness of the discrete problem. We also present numerical examples where we observe that the scheme shows an asymptotic preserving property similar to the one presented in [3]. This is a joint work with L. Boudin and B. Grec. References [1] L. Boudin, B. Grec and V. Pavan, The Maxwell-Stefan diffusion limit for a kinetic model of mixtures with general cross sections, Nonlinear Analysis: Theory, Methods and Applications, 2017. [2] L. Desvillettes, R. Monaco and F. Salvarani, A kinetic model allowing to obtain the energy law of polytropic gases in the presence of chemical reactions, Eur. J. Mech. B Fluids, 24(2005), 219-236. [3] S. Jin and Q. Li, A BGK-penalization-based asymptotic-preserving scheme for the multispecies Boltzmann equation, Numer. Methods Partial Differential Equations, 29(3), pp. 1056-1080, 2013. [4] C. D. Levermore, Moment closure hierarchies for kinetic theories, J. Statist. Phys., 83(5-6):1021-1065, 1996
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Athmane Bakhta (École Nationale des Ponts et Chaussées) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 11:30
Cross-diffusion equations in a moving domain
We show global-in-time existence of bounded weak solutions to systems of cross-diffusion equations in a one dimensional moving domain. These equations stem from the modelization of the evolution of the concentration of chemical species composing a crystalline solid during a physical vapor deposition process. To this aim, we use the so called boundedness-by-entropy technique developed in [1], [2] and [3] based on the formal gradient flow structure of the system. Moreover, we are interested in controlling the fluxes of the different atomic species during the process in order to reach a certain desired final profile of concentrations. This problem is formulated as an optimal control problem to which the existence of a solution is proven. In addition, an investigation of the long time behavior is presented in the case of constant positive external fluxes. Finally, some numerical results and comparison with actual experiments are presented. The material of this talk is a joint work with Virginie Ehrlacher. References [1] M.Burger, M.Di Francesco, J-F. Pietschmann and B. Schalke. Non linear cross diffusion with size exclusion. SIAM J. Math Anal 42 (2010). [2] A. Jüngel and Nicola Zamponi boundedness of weak solutions to cross-diffusion systems from population dynamics. arxiv:1404.6054v1 (2014). [3] A. Jüngel. The boundedness-by-entropy method for cross-diffusion systems. To appear in Nonlinearity, http://www.asc.tuwien.ac.at/ juengel/ (2015).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Esther Daus (Université Paris 7 - Denis Diderot) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 10:15
Cross-diffusion systems and fast-reaction limit
We investigate the rigorous fast-reaction limit from a reaction-cross-diffusion system with known entropy to a new class of cross-diffusion systems using entropy and duality estimates. Performing the fast-reaction limit leads to a limiting entropy of the limiting cross-diffusion system. In this way, we are able to obtain new entropies for new classes of cross-diffusion systems. This is a joint work with L. Desvillettes and A. Juengel.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Thomas Lepoutre (INRIA) WPI, OMP 1, Seminar Room 08.135 Thu, 11. May 17, 9:30
Entropy, duality and cross-diffusion
In this talk, we will describe how to mix entropy structure and duality estimates in order to build global weak solutions to a class of cross-diffusion systems.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Nicola Zamponi (TU Wien) WPI, OMP 1, Seminar Room 08.135 Wed, 10. May 17, 16:15
Analysis of degenerate cross-diffusion population models with volume filling
A class of parabolic cross-diffusion systems modeling the interaction of an arbitrary number of population species is analyzed in a bounded domain with no-flux boundary conditions. The equations are formally derived from a random-walk lattice model in the diffusion limit. Compared to previous results in the literature, the novelty is the combination of general degenerate diffusion and volume-filling effects. Conditions on the nonlinear diffusion coefficients are identified, which yield a formal gradient-flow or entropy structure. This structure allows for the proof of global-in-time existence of bounded weak solutions and the exponential convergence of the solutions to the constant steady state. The existence proof is based on an approximation argument, the entropy inequality, and new nonlinear Aubin-Lions compactness lemmas. The proof of the large-time behavior employs the entropy estimate and convex Sobolev inequalities. Moreover, under simplifying assumptions on the nonlinearities, the uniqueness of weak solutions is shown by using the H^{-1} method, the E-monotonicity technique of Gajewski, and the subadditivity of the Fisher information.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Gianni Pagnini (BCAM) WPI, OMP 1, Seminar Room 08.135 Wed, 10. May 17, 14:45
Stochastic processes for fractional kinetics with application to anomalous diffusion in living cells
Fractional kinetics is derived from Gaussian processes when the medium where the diffusion takes place is characterized by a population of length-scales [1]. This approach is analogous to the generalized grey Brownian motion [2], and it can be used for modeling anomalous diffusion in complex media. In particular, the resulting stochastic process can show sub-diffusion with a behavior in qualitative agreement with single-particle tracking experiments in living cells, such as the ergodicity breaking, p variation, and aging. Moreover, for a proper distribution of the length-scales, a single parameter controls the ergodic-to-nonergodic transition and, remarkably, also drives the transition of the diffusion equation of the process from nonfractional to fractional, thus demonstrating that fractional kinetics emerges from ergodicity breaking [3]. References: [1] Pagnini G. and Paradisi P., A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation. Fract. Cacl. Appl. Anal. 19, 408–440 (2016) [2] Mura A. and Pagnini G., Characterizations and simulations of a class of stochastic processes to model anomalous diffusion. J. Phys. A: Math. Theor. 41, 285003 (2008) [3] Molina–Garcķa D., Pham T. Minh, Paradisi P., Manzo C. and Pagnini G., Fractional kinetics emerging from ergodicity breaking in random media. Phys. Rev. E. 94, 052147 (2016)
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Marķa José Cįceres (Universidad de Granada) WPI, OMP 1, Seminar Room 08.135 Wed, 10. May 17, 14:00
Mesoscopic models for neural networks
In this talk we present some PDE models which describe the activity of neural networks by means of the membrane potential. We focus on models based on nonlinear PDEs of Fokker-Planck type. We study the wide range of phenomena that appear in this kind of models: blow-up, asynchronous/synchronous solutions, instability/stability of the steady states ...
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on "Cross diffusion systems and kinetic equations for biology" (2017)

Fellner Klemens (University of Graz) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 15:10
Regularity and Equilibration for spatially inhomogeneous coagulation-fragmentation models
We consider results on discrete and continuous coagulation and coagulation-fragmentation models. For discrete models, we shall present some recent regularity results concerning smoothness of moments and absence of gelation. For the continuous Smoluchowski equation with constant rates, we shall prove exponential, resp. superlinear convergence to equlibrium. This are joint works with M. Breden, J.A. Canizo, J.A. Carrillo and L. Desvillettes.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Cańizo José A. (University of Granada, Spain) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 14:30
Asymptotic behaviour of the Becker-Döring equations
We will present some recent results on the long behaviour of the Becker-Döring equations, mainly involving subcritical solutions: speed of convergence to equilibrium (sometimes exponential, sometimes algebraic) and some new uniform bounds on moments. We will also comment on a continuous model that serves as an analogy of the discrete equations, that seems to exhibit a similar long-time behaviour. This talk is based on collaborations with J. Conlon, A. Einav, B. Lods and A. Schlichting.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Salort Delphine (University Pierre & Marie Curie, Paris, France) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 11:40
Fragmentation Equations and Fokker-Planck equations in neuroscience
In this talk, we present two types of linked partial differential equation models that describe the evolution of an interacting neural network and where neurons interact with one another through their common statistical distribution. We will show, according to the choice of EDP studied, what information can be obtained in terms of synchronization phenomena, qualitative and asymptotic properties of these solutions and what are the specific difficulties on each of these models.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Banasiak Jacek (University of Pretoria, South Africa) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 11:10
Analytic fragmentation semigroups and discrete coagulation-fragmentation processes with growth
In the talk we shall describe how the substochastic semigroup theory can be used to prove analyticity of a class of fragmentation semigroup. This result is applied to discrete fragmentation processes with growth to analyze their long time behaviour and to prove the existence of classical solutions to equations describing such processes combined with coagulation.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Laurençot Philippe (Institut de Mathématiques de Toulouse, France) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 10:10
Self-similar solutions to coagulation-fragmentation equations
When the coagulation kernel and the overall fragmentation rate are homogeneous of degree ė and ć > 0, respectively, there is a critical value ėc := ć + 1 which separates two different behaviours: all solutions are expected to be mass-conserving when ė < ėc while gelation is expected to take place when ė > ėc, provided the mass of the initial condition is large enough. The focus of this talk is the case ė = ėc for which we establish the existence of mass-conserving self-similar solutions. This is partly a joint work with Henry van Roessel (Edmonton).
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Niethammer Barbara (Institut for applied mathematics, Bonn, Germany) WPI, OMP 1, Seminar Room 08.135 Fri, 24. Mar 17, 9:30
The coagulation equation: kernels with homogeneity one
The question whether the long-time behaviour of solutions to Smoluchowski's coagulation equation is characterized by self-similar solutions has received a lot of interest within the last two decades. While this issue is by now well-understood for the three solvable cases, the theory for non-solvable kernels is much less developed. For kernels with homogeneity smaller than one existence results for self-similar solutions and some partial uniqueness results are available. In this talk I will report on some recent results on the borderline case of kernels with homogeneity of degree one. For so-called class II kernels we can prove the existence of a family of self-similar solutions. For class I, or diagonally dominant, kernels, it is known that self-similar solutions cannot exist. Formal arguments suggest that the long-time behaviour of solutions is, in suitable variables, to leading order the same as for the Burgers equation. However, in contrast to diffusive regularizations, we obtain phenomena such as instability of the constant solution or oscillatory traveling waves. (Joint work with Marco Bonacini, Michael Herrmann and Juan Velazquez)
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Gwiazda Piotr (Polish academy of sciences, Poland) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 16:40
Relative entropy method for measure solutions in mathematical biology
In the last years there has appeared several applications of relative entropy method for strong measure-valued uniqueness of solutions in physical models (see: e.g. incompressible Euler equation [1], polyconvex elastodynamics [2], compressible Euler equation [3], compressible Navier-Stokes equation [4]). The topic of the talk will be application of similar techniques to structured population models. Preliminary result in this direction was obtain in [5]. The talk is based on the joint result with Marie Doumic-Jauffret and Emil Wiedemann. [1] Y. Brenier, C. De Lellis, and L. Sz“ekelyhidi, Jr. Weak-strong uniqueness for measure-valued solutions. Comm. Math. Phys., 305(2):351--361, 2011. [2] S. Demoulini, D.M.A. Stuart, and A.E. Tzavaras. Weak-strong uniqueness of dissipative measure-valued solutions for polyconvex elastodynamics. Arch. Ration. Mech. Anal., 205(3):927--961, 2012. [3] P. Gwiazda, A. Œwierczewska-Gwiazda, and E. Wiedemann. Weak-strong uniqueness for measure-valued solutions of some compressible fluid models. Nonlinearity, 28(11):3873--3890, 2015. [4] E. Feireisl, P. Gwiazda, A. Œwierczewska-Gwiazda and E. Wiedemann Dissipative measure-valued solutions to the compressible Navier-Stokes system, Calc. Var. Partial Differential Equations 55 (2016), no. 6, 55--141 [5] P. Gwiazda, E. Wiedemann, Generalized Entropy Method for the Renewal Equation with Measure Data, to appear in Commun. Math. Sci., arXiv:1604.07657
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Van Brunt Bruce (Massey university, New Zealand) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 16:00
Analytic solutions to certain equations from a cell division equation
Click here for further information
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Haas Bénédicte (University of Paris XIII, France) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 14:40
The fragmentation equation with shattering
We consider fragmentation equations with non-conservative solutions, some mass being lost to a dust of zero-mass particles as a consequence of an intensive splitting. Under assumptions of regular variation on the fragmentation rate, we describe the large time behavior of solutions. Our approach is based on probabilistic tools: the solutions to the fragmentation equations are constructed via non-increasing self-similar Markov processes that continuously reach 0 in finite time. We describe the asymptotic behavior of these processes conditioned on non-extinction and then deduced the asymptotics of solutions to the equation.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Bertoin Jean (University of Zürich, Switzerland) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 14:00
A probabilistic approach to spectral analysis of growth-fragmentation equations (based on a joint work with Alex Watson, Manchester University)
The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation concern the asymptotic behaviour of solutions at large times: at what rate do they converge to zero or infinity, and what does the asymptotic profile of the solutions look like? Does the rescaled solution converge to its asymptotic profile at an exponential speed? These questions have traditionally been studied using analytic techniques such as entropy methods or splitting of operators. In this work, we present a probabilistic approach to the study of this asymptotic behaviour. We use a Feynman–Kac formula to relate the solution of the growth-fragmentation equation to the semigroup of a Markov process, and characterise the rate of decay or growth in terms of this process. We then identify the spectral radius and the asymptotic profile in terms of a related Markov process, and give a spectral interpretation in terms of the growth-fragmentation operator and its dual. In special cases, we obtain exponential convergence.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Gabriel Pierre (University of Versailles-Saint-Quentin, France) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 11:10
Long time behaviour of growth-fragmentation equations
Growth-fragmentation equations can exhibit various asymptotic behaviours. In this talk we illustrate this diversity by working in suitable weighted L^p spaces which are associated to entropy functionals. We prove that, depending on the choice of the coefficients, the following behaviours can happen: uniform exponential convergence to the equilibrium, non-uniform convergence to the equilibrium, or convergence to periodic solutions. This is a joint work with Etienne Bernard and Marie Doumic.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Mischler Stéphane (University Paris-Dauphine, France) WPI, OMP 1, Seminar Room 08.135 Thu, 23. Mar 17, 10:30
Long time asymptotic of the solutions to the growth-fragmentation equation
I will discuss the long time asymptotic of the solutions to the growthfragmentation equation, presenting several results and approaches. I will then focus on the spectral analysis and semigroup approach for which I will give some more details about the proof.
  • Thematic program: Models in Biology and Medicine (2016/2017)
  • Event: Workshop on: "Coagulation and Fragmentation Equations" (2017)

Buszkowski Wojciech (Adam Mickiewicz University) WPI, OMP 1, Seminar Room 08.135 Wed, 15. Mar 17, 10:00
Some open problems in substructural logics
I will focus on several substructural logics, mainly conservative extensions of the Lambek calculus (associative and nonassociative, with and without constants) and point out some basic open problems. Examples: the lower bound of the complexity of the full nonassociative Lambek calculus, the decidability of Pratt's action logic, the decidability of the consequence relation for the nonassociative Lambek calculus with involutive negations, the decidability of the equational theory of lattice-ordered pregroups. I will briefly discuss what is known in these areas.
  • Event: Kick-off Meeting for Project TICAMORE (2017)

Brotherston James (University College London) WPI, OMP 1, Seminar Room 08.135 Tue, 14. Mar 17, 10:00
Biabduction (and Related Problems) in Array Separation Logic
I describe array separation logic (ASL), a variant of separation logic in which the data structures are either pointers or arrays. This logic can be used, e.g., to give memory safety proofs of imperative array programs. The key to automatically inferring specifications is the so-called "biabduction" problem, given formulas A and B, find formulas X and Y such that A + X |= B + Y (and such that A + X is also satisfiable), where + is the well-known "separating conjunction" of separation logic. We give an NP decision procedure for this problem that produces solutions of reasonable quality, and we also show that the problem of finding a consistent solution is NP-hard. Along the way, we study satisfiability and entailment in our logic, giving decision procedures and complexity bounds for both problems. This is joint work with Nikos Gorogiannis (Middlesex) and Max Kanovich (UCL).
  • Event: Kick-off Meeting for Project TICAMORE (2017)

Zhang Yong (WPI c/o Courant & NJIT) WPI, OMP 1, Seminar Room 08.135 Wed, 8. Mar 17, 13:45
Analysis-based fast algorithms for convolution-type nonlocal potential in Nonlinear Schrödinger equation
Convolution-type potential are common and important in many science and engineering fields. Efficient and accurate evaluation of such nonlocal potentials are essential in practical simulations.In this talk, I will focus on those arising from quantum physics/chemistry and lightning-shield protection, including Coulomb, dipolar and Yukawa potentials that are generated by isotropic and anisotropic smooth and fast-decaying density. The convolution kernel is usually singular or discontinuous at the origin and/or at the far field, and density might be anisotropic, which together present great challenges for numerics in both accuracy and efficiency. The state-of-art fast algorithms include Wavelet based Method(WavM), kernel truncation method(KTM), NonUniform-FFT based method(NUFFT) and Gaussian-Sumbased method(GSM). Gaussian-sum/exponential-sum approximation and kernel truncation technique, combined with finite Fourier series and Taylor expansion, finally lead to a O(NlogN) fast algorithm achieving spectral accuracy. Applications to NLSE are reviewed.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Working group "Efficient numerical methods for quantum systems" (2017)

Blanes Sergio (U. Politčcnica de Valčncia) WPI, OMP 1, Seminar Room 08.135 Tue, 7. Mar 17, 17:15
Time average on the numerical integration of non-autonomous differential equations
Click here for further information
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Working group "Efficient numerical methods for quantum systems" (2017)

Casas Fernando (U. Jaume I Castellón) WPI, OMP 1, Seminar Room 08.135 Tue, 7. Mar 17, 16:15
Time dependent perturbation theory in matrix mechanics and time averaging
Click here for further information
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Working group "Efficient numerical methods for quantum systems" (2017)

Lode Axel (U. of Basel) ATI; Stadionallee 2, 1020 Wien Thu, 9. Feb 17, 11:00
The multiconfigurational time-dependent Hartree method for indistinguishable particles -- overview and application to composite fragmentation of ultracold multicomponent bosons
In this talk, I will review recent research and progress using the multiconfigurational time-dependent Hartree for indistinguishable particles method to obtain highly accurate solutions of the time-dependent many-body Schr"odinger equation for interacting, indistinguishable particles. As an example, I will focus on ultracold bosonic particles with internal degrees of freedom described by the multiconfigurational time-dependent Hartree for bosons method. For the groundstate of N=100 parabolically confined bosons with two internal states, fragmentation emerges as a function of the separation between the state-dependent minima of the two parabolic potentials: for small separations, the bosons occupy only one single-particle state while for larger separations, two single-particle states contribute macroscopically. The coherence of the system is maintained within each internal state of the atoms. Between the different internal states, however, correlations are built up and the coherence is lost for larger separations. This is a hallmark of a new kind of fragmentation -- "composite fragmentation" -- which is absent in bosons without internal structure.
  • Thematic program: Classical and Quantum Transport (2016/2017)

Golse Franēois (Ecole polytechnique, Paris) WPI, OMP 1, Seminar Room 08.135 Fri, 16. Dec 16, 14:00
Quantization of probability densities : a gradient flow approach
Quantization of probability densities on the Euclidean space refers to the approximation of a probability measure that is absolutely continuous with respect to the Lebesgue measure by convex combination of Dirac measures. The quality of the approximation is measured in terms of a distance metrizing the weak convergence of probability measures, typically a Monge-Kantorovich (or Vasershtein) distance. The talk with describe a gradient flow approach to the quantization problem in the limit as the number of points goes to infinity. (Work in collaboration with E. Caglioti and M. Iacobelli).
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Ayi Nathalie (U.Nice & INRIA) WPI, OMP 1, Seminar Room 08.135 Fri, 16. Dec 16, 10:45
From Newton's law to the linear Boltzmann equation without cut-off
We provide a rigorous derivation of the linear Boltzmann equation without cut-off starting from a system of particles interacting via a potential with infinite range as the number of particles N goes to infinity under the Boltzmann-Grad scaling. The main difficulty in this context is that, due to the infinite range of the potential, a non-integrable singularity appears in the angular collision kernel, making no longer valid the single-use of Lanford's strategy. On this talk, I will present how a combination of Lanford's strategy, of tools developed recently by Bodineau, Gallagher and Saint-Raymond to study the collision process and of new duality arguments to study the additional terms associated with the infinite range interaction (leading to some explicit weak estimates) overcomes this difficulty.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Jabin Pierre-Emmanuel (U. Maryland) WPI, OMP 1, Seminar Room 08.135 Fri, 16. Dec 16, 9:30
Mean field limits for 1st order systems with bounded stream functions
We consider a large systems of first order coupled equations. The system model the interaction ofdiffusive particles through a very rough force field, which can be the derivative of a bounded stream function. Through a new, modified law of large numbers, we are able to give quantitative estimates between any statistical marginal of the discrete solution and the mean field limit. We are also able to extend the method to cover the case of the 2d incompressible Navier-Stokes system in the vorticity formulation.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Napiorkowski Marcin (IST, Austria) WPI, OMP 1, Seminar Room 08.135 Thu, 15. Dec 16, 15:15
Norm approximation for many-body quantum dynamics
Starting from the many-body Schroedinger equation for bosons, I will discuss the rigorous derivation of the Hartree equation for the condensate and the Bogoliubov equation for the excited particles. The effective equations allows us to construct an approximation for the many-body wave function in norm. This talk is based on joint works with Phan Thanh Nam.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Saffirio Chiara (U. Zürich) WPI, OMP 1, Seminar Room 08.135 Thu, 15. Dec 16, 14:00
Mean field evolution of fermions with Coulomb interaction
We will consider the many-body evolution of initially confined fermions in a joint mean-field and semiclassical scaling, focusing on the case of Coulomb interaction. We will show that, for initial states close to Slater determinants and under some conditions on the solution of the time-dependent Hartree-Fock equation, the many-body evolution converges towards the Hartree-Fock dynamics. This is a joint work with M. Porta, S. Rademacher and B. Schlein.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Pickl Peter (U. Munich) WPI, OMP 1, Seminar Room 08.135 Thu, 15. Dec 16, 11:00
Microscopic Derivation of the Vlasov equation
The rigorous derivation of the Vlasov equation from Newtonian mechanics of N Coulomb-interacting particles is still an open problem. In the talk I will present recent results, where an N-dependent cutoff is used to make the derivation possible. The cutoff is removed as the particle number goes to infinity. Our result holds for typical initial conditions, only. This is, however, not a technical assumption: one can in fact prove deviation from the Vlasov equation for special initial conditions for the system we consider.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Bardos Claude (Lab. J.-L. Lions, Paris & WPI) & Mauser Norbert J. (WPI c/o U.Wien) WPI, OMP 1, Seminar Room 08.135 Thu, 15. Dec 16, 10:00
Discussion of some open problems in many particle systems
Discussion of history, methdods and open problems in mean field limits.
  • Event: Workshop on "Mean-field dynamics of many particle systems" (2016)

Tournus Magali (École Centrale de Marseille) Oskar-Morgenstern-Platz 1, Hörsaal 2, ground floor. Wed, 23. Nov 16, 14:15
Scalar conservation laws with heterogeneous flux in the BV framework
We consider a scalar conservation law with a flux containing spatial heterogeneities of bounded variation, where the number of discontinuities may be infinite. We address the question of existence of an adapted entropy solution in the BV framework. A sufficient key condition guaranteeing existence is identified and new BV estimates are given. This provides the most general BV theory available. Moreover, we show with a counter-example that if this hypothesis is violated, the problem may be ill-posed in the BV framework.
  • Thematic program: Models in Biology and Medicine (2016/2017)

Bob Eisenberg (U. Rush Chicago) WPI, OMP 1, Seminar Room 08.135 Fri, 11. Nov 16, 11:00
"Ions in Solutions and Channels: the plasma of life"
All of biology occurs in ionic solutions that are plasmas in both the physical and biological meanings of the word. The composition of these ionic mixtures has profound effects on almost all biological functions, whether on the length scale of organs like the heart or brain, of the length scale of proteins, like enzymes and ion channels. Ion channels are proteins with a hole down their middle that conduct ions (spherical charges like Na+ , K+ , Ca2+ , and Clƒ{ with diameter ~ 0.2 nm) through a narrow tunnel of fixed charge (”„doping”¦) with diameter ~ 0.6 nm. Ionic channels control the movement of electric charge and current across biological membranes and so play a role in biology as significant as the role of transistors in computers: almost every process in biology is controlled by channels, one way or the other. Ionic channels are manipulated with the powerful techniques of molecular biology in hundreds of laboratories. Atoms (and thus charges) can be substituted a few at a time and the location of every atom can be determined in favorable cases. Ionic channels are one of the few living systems of great importance whose natural biological function can be well described by a tractable set of equations. Ions can be studied as complex fluids in the tradition of physical science although classical treatments as simple fluids have proven inadequate and must be abandoned in my view. Ion channels can be studied by Poisson-Drift diffusion equations familiar in plasma and semiconductor physics ”X called Poisson Nernst Planck or PNP in biology. Ions have finite size and so the Fermi distribution must be introduced to describe their filling of volume. The PNP-Fermi equations form an adequate model of current voltage relations in many types of channels under many conditions if extended to include correlations, and can even describe ”„chemical”¦ phenomena like selectivity with some success. My collaborators and I have shown how the relevant equations can be derived (almost) from stochastic differential equations, and how they can be solved in inverse, variational, and direct problems using models that describe a wide range of biological situations with only a handful of parameters that do not change even when concentrations change by a factor of 107. Variational methods hold particular promise as a way to solve problems outstanding for more than a century because they describe interactions of ”„everything with everything”¦ else that characterize ions crowded into channels. An opportunity exists to apply the well established methods of computational physics to a central problem of computational biology. The plasmas of biology can be analyzed like the plasmas of physics.
  • Thematic program: Models in Biology and Medicine (2016/2017)

Piotr Gwiazda (U. Warsaw) Oskar-Morgenstern-Platz 1, Hörsaal 2, ground floor. Wed, 9. Nov 16, 14:15
"Mathematical scandal - Euler equations"
In the recent years a significant attention has been directed again to Euler system, which was derived more than 250 years ago by Euler. The system describes the motion of an inviscid fluid. The main attention has been directed to incompressible fluids. Nevertheless, also the system of compressible fluids is an emerging topic, however still very far from a complete understanding. The classical results of Scheffer and Schnirelman pointed out the problem of non-uniqueness of distributional solutions to incompressible Euler system. However the crucial step appeared to be an application of methods arising from differential geometry, namely the celebrated theorem by Nash and Kuiper. This brought Camillo De Lellis and Laszlo Szekelyhidi Jr. in 2010 to the proof of existence of bounded nontrivial compactly supported in space and time solutions of the Euler equations (obviously not conserving physical energy!), basing on the Baire category method, which was highly non-standard kind of proof used in the theory of PDEs. Without a doubt this result is a first step towards the conjecture of Lars Onsager, who in his 1949 paper about the theory of turbulence asserted the existence of such solutions for any Hoelder exponent up to 1/3. As a result very much related to the Onsager conjecture one can find the result of P. Constantin, W. E and E. Titi for incompressible flow proving the energy conservation for any Hoelder exponent above 1/3. Our talk is based on several resent results joint with Eduard Feireisl and Emil Wiedemann and concerns various notions of solutions to compressible Euler equations and some systems of a similar structure.
  • Thematic program: Models in Biology and Medicine (2016/2017)

Vuk Milisic (U. Paris 13) WPI, OMP 1, Seminar Room 08.135 Fri, 21. Oct 16, 11:00
"Mathematical modelling of cell adhesion Forces: From delay to fricition, from global to local existence"
In this talk we present the starting mechanical model of the lamellipodial actin-cytoskeleton meshwork. The model is derived starting from the microscopic description of mechanical properties of filaments and cross-links and also of the life-cycle of cross-linker molecules. We introduce a simplified system of equations that accounts for adhesions created by a single point on which we apply a force. We present the non-dimensionalisation that led to a singular limit motivating our mathematical study. Then we explain the mathematical setting and results already published. In the last part we present the latest developments: we give results for the fully coupled system with unbounded non-linear off-rates. This leads to two possible regimes: under certain hypotheses on the data there is global existence, out of this range we are able to prove blow-up in finite time.
  • Thematic program: Models in Biology and Medicine (2016/2017)

Chris Rogers (U. Cambridge) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 17:30
"High-frequency data: why are we looking at this?"
High-frequency financial data is certainly a `big data' problem, with all of the associated issues: what are the stylized facts of the data? what are we trying to do with the data? what are appropriate models? Industry approaches get the first two of these questions, but do badly on the third. Most academic studies do badly on all three. For example, it is a fairy tale that we can propose a time-invariant model for the evolution of high-frequency data, estimate the parameters of this model, and then apply the conclusions of an analysis that assumes that the paramters were known with certainty. In this talk, I will try to identify what we might want to do with high-frequency data, critique some existing research agendas, and illustrate a possible way of dealing with the problem of optimally liquidating a given position before a given time.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Mark Podolskij (U. Aarhus) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 16:30
"Testing for the maximal rank of the volatility process in noisy diffusion models"
In this talk we present a test for the maximal rank of the volatility process in continuous diffusion models observed with noise. Such models are typically applied in mathematical finance, where latent price processes are corrupted by microstructure noise at ultra high frequencies. Using high frequency observations we construct a test statistic for the maximal rank of the time varying stochastic volatility process. We will show the asymptotic mixed normality of the test statistic and obtain a consistent testing procedure. Finally, we demonstrate some numerical and empirical illustrations.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Albert Menkveld (VU. Amsterdam) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 15:00
"High-Frequency Trading around Large Institutional Orders"
Liquidity suppliers lean against the wind. We analyze whether high-frequency traders (HFTs) lean against large institutional orders that execute through a series of child orders. The alternative is that HFTs go “with the wind” and trade in the same direction. We find that HFTs initially lean against orders but eventually turn around and go with them for long-lasting orders. This pattern explains why institutional trading cost is 46% lower when HFTs lean against the order (by one standard deviation) but 169% higher when they go with it. Further analysis supports recent theory, suggesting HFTs “back-run” on informed orders.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Philip Protter (U. Columbia) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 14:00
"High Frequency Trading and Insider Trading"
The attorney general for New York State, Eric Schneiderman, said at one point that he believed that high frequency trading (in the sense of co-location, that is to say extremely high frequency trading) is used for insider trading. Inspired by his remarks we purport to indicate via a mathematical model how this could come to pass. We use the newly developed theory (by Y. Kchia and this speaker) on the enlargement of filtrations via a stochastic process to show how continual infinitesimal peaks at the order book can beget a type of insider trading, thereby explaining the casual observation of the attorney general.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Mathieu Rosenbaum (U. Paris VI) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 11:30
"How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program"
The tick value is a crucial component of market design and is often considered the most suitable tool to mitigate the effects of high frequency trading. The goal of this paper is to demonstrate that the approach introduced in Dayri and Rosenbaum (2015) allows for an ex ante assessment of the consequences of a tick value change on the microstructure of an asset. To that purpose, we analyze the pilot program on tick value modifications started in 2014 by the Tokyo Stock Exchange in light of this methodology. We focus on forecasting the future cost of market and limit orders after a tick value change and show that our predictions are very accurate. Furthermore, for each asset involved in the pilot program, we are able to de ne (ex ante) an optimal tick value. This enables us to classify the stocks according to the relevance of their tick value, before and after its modification. This is joint work with Charles-Albert Lehalle and Weibing Huang.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Hung Luong (U. Wien) WPI, OMP 1, Seminar Room 08.135 Fri, 23. Sep 16, 10:30
"Zakharov-Rubenchik/Benney-Roskes system on the background of a line soliton"
In order to study the transverse (in) stability of a line soliton, we consider the 2-d Zakharov-Rubenchik/Benney-Roskes system with initial data localized by a line soliton. The new terms in perturbed system lead to some diculties, for example, the lack of mass conservation. In this talk, I will present our recent work on this problem. This is a joint work with Norbert Mauser and Jean-Claude Saut. 1
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Torben G. Andersen (U. Northwestern) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 10:00
"Intraday Trading Invariance in Foreign Exchange Futures"
Prior work of Andersen, Bondarenko, Kyle and Obizhaeva (2015) establishes that the intraday trading patterns in the E-mini S&P 500 futures contract are consistent with the following invariance relationship: The return variation per transaction is log-linearly related to trade size, with a slope coefficient of -2. This association applies both across the intraday diurnal pattern and across days in the time series. The factor of proportionality deviates sharply from prior hypotheses relating volatility to transactions count or trading volume. This paper documents that a similar invariance relation holds for foreign exchange futures. However, the log-linear association is not fixed, but shifts over time reflecting an, all else equal, declining trend in the average trade size. The findings are remarkably robust across the full set of currency contracts explored, providing challenges to market microstructure research to rationalize these tight intraday and intertemporal interactions among key market activity variables. Co-authored with Oleg Bondarenko, University of Illinois at Chicago.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Felipe Linares (IMPA) WPI, OMP 1, Seminar Room 08.135 Fri, 23. Sep 16, 9:30
"On special regularity properties of solutions to the k-generalized Korteweg-de Vries equation"
We will discuss special regularity properties of solutions to the IVP associated to the k-generalized KdV equations. We show that for data u0 2 H3=4+(R) whose restriction belongs to Hk((b;1)) for some k 2 Z+ and b 2 R, the restriction of the corresponding solution u(; t) belongs to Hk(( ;1)) for any 2 R and any t 2 (0; T). Thus, this type of regularity propagates with in nite speed to its left as time evolves. This kind of regularity can be extended to a general class of nonlinear dispersive equations. Recently, we proved that the solution ow of the k-generalized KdV equation does not preserve other kind of regularities exhibited by the initial data u0.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Pete Kyle (U. Maryland) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Fri, 23. Sep 16, 9:00
"Dimensional Analysis and Market Microstructure Invariance"
In this talk we focus on the combination of dimensional analysis, leverage neutrality, and a principle of market microstructure invariance to derive scaling laws expressing transaction costs functions, bid-ask spreads, bet sizes, number of bets, and other financial variables in terms of dollar trading volume and volatility. The scaling laws are illustrated using data on bid-ask spreads and number of trades for Russian stocks. These scaling laws provide useful metrics for risk managers and traders; scientific benchmarks for evaluating controversial issues related to high frequency trading, market crashes, and liquidity measurement; and guidelines for designing policies in the aftermath of financial crisis.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Jean-Philippe Bouchaud (CFM, Paris) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 18:00
"The square root law of Price Impact and the intrinsic fragility of financial markets"
We will review the accumulating empirical evidence for an approximately square-root impact of a metaorder. Interestingly, this square-root law appears to be universal, i.e. to a large extent ndependent of markets (futures, equities, volatility, Bitcoin), microstructure and epochs (pre and post HFT). This suggests that this law must originate from a simple and robust statistical mechanism. We propose a dynamical theory of the latent market liquidity that predicts that the average supply/demand profile is V shaped and vanishes around the current price, leading to the square-root impact. This result only relies on mild assumptions about the order flow and on diffusive prices. We test our arguments numerically using a minimal model of order flow and provide further theoretical predictions that can be compared to further experimental observations. Our scenario suggests that markets are intrinsically prone to liquidity crises and puts in perspective the recent debate on the role of HFT liquidity.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Frank Hatheway (NASDAQ) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 17:00
"We have all become High-Frequency Traders: What are some implications?"
Competitive and regulatory forces in the U.S. have resulted in almost all equity executions being handled using sophisticated electronic trading systems. Empirical evidence from Nasdaq shows that order submission patterns once restricted to proprietary trading firms, the prototypical High Frequency Trader, are now observed in orders originating from almost all types of market participants. One aspect of the widespread automation of trading is that the use of "price taker" algorithms has become increasingly prevalent. The implications for the market where each algorithm's order placement decision is dependent on other algorithms' order placement decisions is not well understood. Some consequences of widespread "price taking" behavior are seen every trading day as well as on occasional events such as the May 6, 2010 and August 24, 2015 market breaks. The public policy discussion around market structure needs a better understanding of how the automated price setting mechanism works under the current structure and would work under future alternative market structure designs.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Francois Golse (U.Ecole Polytechnique) WPI, OMP 1, Seminar Room 08.135 Thu, 22. Sep 16, 15:30
"The Mean-Field Limit for the Quantum N-Body Problem: Uniform in Convergence Rate"
The Hartree equation can be derived from the N-body Heisenberg equation by the mean-field limit assuming that the particle number N tends to infinity. The first rigorous result in this direction is due to Spohn (1980) (see also [Bardos-Golse-Mauser, Meth. Applic. Anal. 7:275-294, (2000)] for more details), and is based on analyzing the Dyson series representing the solution of the BBGKY hierarchy in the case of bounded interaction potentials.This talk will (1) provide an explicit convergence rate for the Spohn method, and (2) interpolate the resulting convergence rate with the vanishing h bound obtained in [Golse-Mouhot-Paul, Commun. Math. Phys. 343:165-205 (2016)] by a quantum variant of optimal transportation modulo O(h) terms. The final result is a bound for a Monge-Kantorovich-type distance between the Husimi transforms of the Hartree solution and of the first marginal of the N-body Heisenberg solution which is independent of h and vanishes as N tends to infinity. (Work in collaboration with T. Paul and M. Pulvirenti).
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Terrence Hendershott (UC. Berkeley) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 15:30
"Price Discovery Without Trading: Evidence from Limit Orders"
Adverse selection in financial markets is traditionally measured by the correlation between the direction of market order trading and price movements. We show this relationship has weakened dramatically with limit orders playing a larger role in price discovery and with high-frequency traders’ (HFTs) limit orders playing the largest role. HFTs are responsible for 60–80% of price discovery, primarily through their limit orders. HFTs’ limit orders have 50% larger price impact than non-HFTs’ limit orders, and HFTs submit limit orders 50% more frequently. HFTs react more to activity by non-HFTs than the reverse. HFTs react more to messages both within and across stock exchanges.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Mathieu Colin (U. Bordeaux I) WPI, OMP 1, Seminar Room 08.135 Thu, 22. Sep 16, 14:30
"Stability properties for a Maxwell-Schrödinger System"
The aim of this talk is to present some qualitative properties of a coupled Maxwell-Schrödinger system. First, I will describe conditions for the existence of minimizers with prescribed charge in terms of a coupling constant e. Secondly, I will study the existence of ground states for the stationary problem, the uniqueness of ground states for small e and finish with the orbital stability for the quadratic nonlinearity. This is a joint work with Tatsuya Watanabe.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Thierry Foucault (HEC Paris) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 14:30
"Data Abundance and Asset Price Informativeness"
Investors can acquire either raw or processed information about the payoff of risky assets. Information processing filters out the noise in raw information but it takes time. Hence, investors buying processed information trade with a lag relative to investors buying raw information. As the cost of raw information declines, more investors trade on it, which reduces the value of processed information, unless raw information is very unreliable. Thus, a decline in the cost of raw information can reduce the demand for processed information and, for this reason, the informativeness of asset prices in the long run.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Rama Cont (Imperial College London) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 12:00
"Algorithmic trade execution and intraday market Dynamics"
''Optimal execution'' are typically derived assuming an exogenous Price process which is unaffected by the trading behaviour of market participants. On the other hand, in intraday price behavior in electronic markets reveals evidence of the price impact of algorithmic order flow, an extreme example being the 'Flash Crashes' repeatedly observed in such markets. We propose a simple model for analyzing the feedback effects which arise in a market where participants use market signals to minimize the impact of their trade execution. We show that commonly used execution algorithms which aim at reducing market impact of trades can actually lead to unintended synchronization of participants' order flows, increase their market impact and generate large « self-exciting » intraday swings in volume and volatility. We show that such bursts may occur even in absence of large orders, and lead to a systematic underperformance of 'optimal execution' strategies. These results call for a critical assessment of "optimal execution" algorithms and point to a notion of order flow toxicity distinct from information asymmetry or adverse selection.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Evelyne Miot (U. Grenoble Alpes) WPI, OMP 1, Seminar Room 08.135 Thu, 22. Sep 16, 11:30
"Collision of vortex Filaments"
In this talk we will present some results on the dynamics of vortex filaments according to a model introduced by Klein, Majda and Damodaran, focusing on the issue of collisions. This is a joint work with Valeria Banica and Erwan Faou.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Oana Ivanovici (U. Nizza) WPI, OMP 1, Seminar Room 08.135 Thu, 22. Sep 16, 10:30
"Dispersion for the wave and the Schrödinger Equations outside strictly convex Domains and counterexamples"
We consider the linear wave equation and the linear Schr dingier equation outside a compact, strictly convex obstacle in R^d with smooth boundary. In dimension d = 3 we show that for both equations, the linear flow satises the (corresponding) dispersive estimates as in R^3. For d>3, if the obstacle is a ball, we show that there exists at least one point (the Poisson spot) where the dispersive estimates fail. This is joint work with Gilles Lebeau.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Jonathan Brogaard (U. Washington) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 10:30
"High-Frequency Trading Competition"
Using a firm-identified limit-order book dataset we show that competition among high-frequency trading firms (HFT) influences liquidity. HFT entries increase liquidity. The reverse is true for exits. Market participants’ behavioral changes are consistent with competitive pressure. HFT entries increase total HFT market share and take market share from incumbents. After HFT entry (exit), incumbent HFT spreads tighten (widen). Trading revenue suggests competition reduces HFT firm profitability. Impacts are larger in markets with fewer incumbents. The results show that part of the value of HFT comes from its competitiveness.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Thomas Duyckaerts (U. Paris XIII) WPI, OMP 1, Seminar Room 08.135 Thu, 22. Sep 16, 9:30
"Dynamics of the energy-critical wave equation"
It is conjectured that bounded solutions of the focusing energy-critical wave equation decouple asymptotically as a sum of a radiation term and a finite number of solitons . In this talk, I will review recent works on the subject, including the proof of a weak form of this conjecture (joint work with Hao Jia, Carlos Kenig and Frank Merle)
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Andrei Kirilenko (Imperial College London) SkyLounge, 12th floor of Oskar-Morgenstern-Platz 1, 1090 Vienna Thu, 22. Sep 16, 9:30
"Latency in Automated Trading Systems"
Time in an automated trading system does not move in a constant deterministic fashion. Instead, it is a random variable drawn from a distribution. This happens because messages enter and exit automated systems though different gateways and then race across a complex infrastructure of parallel cables, safeguards, throttles and routers into and out of the central limit order books. Add to it market fragmentation and you get a pretty complex picture about the effects of latency on price formation.
  • Thematic program: Mathematical Finance (2016/2017)
  • Event: High-Frequency Trading - Curse or Blessing (2016)

Mauser, Norbert (Inst. CNRS Pauli c/o Fak. Mathematik U. Wien) OMP 1, Fakultät für Mathematik, 1090 Wien Wed, 21. Sep 16, 19:00
Austro - Französische Mathematik: ein Diskurs
Warum ist Frankreich das weltweit führende Land in Mathematik ? Warum gibt es in Frankreich eine Sektion 25 und eine Sektion 26 - und in Österreich eine Sektion Forschung und eine Sektion Universitäten ?! Warum gibt es 2 französische Fields-Medaillen zur Boltzmanngleichung ? Warum ist eines der nur 3 europäischen CNRS Institute « extra muros » am WPI in Wien ? Warum kommen viele österreichische Spitzenmathematiker vom Lycée franēais de Vienne ? Diese und andere interessante Fragen wird uns Herr Prof. Mauser in seinem Vortrag (in deutscher Sprache) beantworten.
Note:   Click here for further information

Mats Ehrnström (NTNU) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Sep 16, 15:30
"Existence of a Highest Wave in a Full-Dispersion Shallow Water Model"
We consider the existence of periodic traveling waves in a bidirectional Whitham equation, combining the full two-way dispersion relation from the incompressible Euler equations with a canonical quadratic shallow water nonlinearity. Of particular interest is the existence of a highest, cusped, traveling wave solution, which we obtain as a limiting case at the end of the main bifurcation branch of $2pi$-periodic traveling wave solutions. Unlike the unidirectional Whitham equation, containing only one branch of the full Euler dispersion relation, where such a highest wave behaves like $|x|^{1/2}$ near its peak, the cusped waves obtained here behave like $|xlog|x||$ at their peak and are smooth away from their highest points. This is joint work with Mathew A. Johnson and Kyle M. Claassen at University of Kansas.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Eric Wahlen (NTNU) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Sep 16, 14:30
"On the highest wave for Whitham’s wave equation"
In the 1960’s G. B. Whitham suggested a non-local version of the KdV equation as a model for water waves. Unlike the KdV equation it is not integrable, but it has certain other advantages. In particular, it has the same dispersion relation as the full water wave problem and it allows for wave breaking. The equation has a family of periodic, travelling wave solutions for any given wavelength. Whitham conjectured that this family contains a highest wave which has a cusp at the crest. I will outline a proof of this conjecture using global bifurcation theory and precise information about an integral operator which appears in the equation. Joint work with M. Ehrnström.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Thomas Alazard (ENS) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Sep 16, 11:30
"Control and stabilization of the incompressible Euler equation with free surface"
The incompressible Euler equation with free surface dictates the dynamics of the interface separating the air from a perfect incompressible fluid. This talk is about the controllability and the stabilization of this equation. The goal is to understand the generation and the absorption of water waves in a wave tank. These two problems are studied by two different methods: microlocal analysis for the controllability (this is a joint work with Pietro Baldi and Daniel Han-Kwan), and study of global quantities for the stabilization (multiplier method, Pohozaev identity, hamiltonian formulation, Luke’s variational principle, conservation laws…).
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Hajer Bahouri (UPEC) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Sep 16, 10:30
"Qualitative study of 2D Schrodinger equation with exponential nonlinearity"
In this lecture, we investigate the behavior of the solutions to the nonlinear Schrodinger equation: (1) ( i@tu + u = f(u); ujt=0 = u0 2 H1 rad(R2); where the nonlinearity f : C ! C is de ned by (2) f(u) = p( p 4 juj) u with p > 1 and p(s) = es2 􀀀 pX􀀀1 k=0 s2k k!  Recall that the solutions of the Cauchy problem (1)-(2) formally satisfy the conservation laws: (3) M(u; t) = Z R2 ju(t; x)j2dx = M(u0) and (4) H(u; t) = Z R2  jru(t; x)j2 + Fp(u(t; x))  dx = H(u0) ; where Fp(u) = 1 4 p+1 􀀀p 4 juj   It is known (see [4], [6] and [2]) that global well-posedness for the Cauchy problem (1)-(2) holds in both subcritical and critical regimes in the functional space C(R;H1(R2)) L4(R;W1;4(R2)). Here the notion of criticity is related to the size of the initial Hamiltonian H(u0) with respect to 1. More precisely, the concerned Cauchy problem is said to be subcritical if H(u0) < 1, critical if H(u0) = 1 and supercritical if H(u0) > 1. Structures theorems originates in the elliptic framework in the studies by H. Brezis and J.- M. Coron in [3] and M. Struwe in [8]. The approach that we shall adopt in this article consists in comparing the evolution of oscillations and concentration e ects displayed by sequences of solutions of the nonlinear Schrodinger equation (1)-(2) and solutions of the linear Schrodinger equation associated to the same sequence of Cauchy data. Our source of inspiration here is the pioneering works [1] and [7] whose aims were to describe the structure of bounded sequences of solutions to semilinear defocusing wave and Schrodinger equations, up to small remainder terms in Strichartz norms. The analysis we conducted in this work emphasizes that the nonlinear e ect in this framework only stems from the 1-oscillating component of the sequence of the Cauchy data, using the terminology introduced in [5]. This phenomenon is strikingly di erent from those obtained for critical semi linear dispersive equations, such as for instance in [1, 7] where all the oscillating components induce the same nonlinear e ect, up to a change of scale. To carry out our analysis, we have been led to develop a pro le decomposition of bounded sequences of solutions to the linear Schrodinger equation both in the framework of Strichartz and Orlicz norms. The linear structure theorem we have obtained in this work highlights the distinguished role of the 1-oscillating component of the sequence of the Cauchy data. It turns out that there is a form of orthogonality between the Orlicz and the Strichartz norms for the evolution under the ow of the free Schrodinger equation of the unrelated component to the scale 1 of the Cauchy data (according to the vocabulary of [5]), while this is not the case for the 1-oscillating component.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Vincent Duchźne (U. Rennes I) WPI, OMP 1, Seminar Room 08.135 Wed, 21. Sep 16, 9:30
"On the well-posedness of the Green-Naghdi System"
The Green-Naghdi system is an asymptotic model for the water-waves system, describing the propagation of surface waves above a layer of ideal, homogeneous, incompressible and irrotational fluid, when the depth of the layer is assumed to be small with respect to wavelength of the flow. It can be seen as a perturbation of the standard quasilinear (dispersionless) Saint-Venant system, with additional nonlinear higher-order terms. Because of the latter, the well-posedness theory concerning the GN system is not satisfactory, in particular outside of the one-dimensional framework. We will discuss novel results, obtained with Samer Israwi, that emphasize the role of the irrotationality assumption.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Christian Klein (U.Bourgogne) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Sep 16, 15:30
"Numerical study of break-up in Kadomtsev-Petviashvili equations"
The onset of a dispersive shock in solutions to the Kadomtsev-Petviashvili (KP) equations is studied numerically. First we study the shock formation in the dispersionless KP equation by using a map inspired by the characteristic coordinates for the one-dimensional Hopf equation. This allows to numerically identify the shock and to unfold the singularity. A conjecture for the KP solution near this critical point in the small dispersion limit is presented. It is shown that dispersive shocks for KPI solutions can have a second breaking where modulated lump solutions appear.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Thomas Kappeler (U. Zürich) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Sep 16, 14:30
"Analytic extensions of frequencies of integrable PDEs and applications"
In form of a case study for the mKdV and the KdV2 equation we discuss a novel approach of representing frequencies of integrable PDEs which allows to extend them analytically to spaces of low regularity and to study their asymptotics. Applications include wellposedness results in spaces of low regularity as well as properties of the actions to frequencies map. This is joint work with Jan Molnar.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Laurent Thomann (U. Lorraine) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Sep 16, 11:30
"Invariant measures for NLS in dimension two"
We consider the defocusing nonlinear Schrödinger equations on a two-dimensional compact Riemannian manifold without boundary or a bounded domain in dimension two. In particular, we discuss the Wick renormalization in terms of the Hermite polynomials and the Laguerre polynomials and construct the Gibbs measures corresponding to the Wick ordered Hamiltonian. Then, we construct global-in-time solutions with initial data distributed according to the Gibbs measure and show that the law of the random solutions, at any time, is again given by the Gibbs measure.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Nicola Visciglia (U. Pisa) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Sep 16, 10:30
"Existence and Stability of Standing Waves for NLS in a partial confinement"
I will discuss a joint work with Bellazzini, Boussaid, Jeanjean about the existence and orbital stability of standing waves for NLS with a partial confinement in a supercritical regime. The main point is to show the existence of local minimizers of the constraint energy.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Philippe Gravejat (U. Cergy-Pontoise) WPI, OMP 1, Seminar Room 08.135 Tue, 20. Sep 16, 9:30
"Stability of solitons for the Landau-Lifshitz equation with an easy-plane anisotropy"
We describe recent results concerning the orbital and asymptotic stability of dark solitons and multi- solitons for the Landau-Lifshitz equation with an easy-plane anisotropy. This is joint work with André de Laire (University of Lille Nord de France), and by Yakine Bahri (Nice Sophia Antipolis University).
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop "Recent progress on the qualitative properties of nonlinear dispersive equations and systems" (2016)

Benavides-Riveros, Carlos (U. Halle-Wittenberg) WPI, OMP1, Seminar Room 08.135 Fri, 12. Aug 16, 15:15
“Natural extension of Hartree-Fock through extremal 1-fermion Information”
By employing the simpler structure arising from pinning and quasipinnig a variational optimization method for few fermion ground states is elaborated. We quantitatively confirm its high accuracy for systems whose vector of NON is close to the boundary of the polytope. In particular, we derive an upper bound on the error of the correlation energy given by the ratio of the distance to the boundary of the polytope and the distance of the vector of NON to the Hartree-Fock point. These geometric insights shed some light on the concept of active spaces, correlation energy, frozen electrons and virtual orbitals.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Schilling, Christian (U. Oxford) WPI, OMP1, Seminar Room 08.135 Fri, 12. Aug 16, 14:00
“Fermionic exchange symmetry: quantifying its influence beyond Pauli's Exclusion Principle"
The Pauli exclusion principle has a strong impact on the properties and the behavior of most fermionic quantum systems. Remarkably, even stronger restrictions on fermionic natural occupation numbers follow from the fermionic exchange symmetry. We develop an operationally meaningful measure which allows one to quantify the potential physical relevance of those generalized Pauli constraints beyond the well-established relevance of Pauli's exclusion principle. It is based on a geometric hierarchy induced by Pauli exclusion principle constraints. The significance of that measure is illustrated for a few-fermion model which also confirms such nontrivial relevance of the generalized Pauli constraints.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Brezinova, Iva (TU. Wien) WPI, OMP1, Seminar Room 08.135 Fri, 12. Aug 16, 11:00
“Solving time-dependent many-body quantum problems using the two-particle reduced density matrix”
In this talk we will give an overview over our recent progress in solving time-dependent many-body problems using the two-particle reduced density matrix (2RDM) as the fundamental variable. The wavefunction is completely avoided and with this all problems arising from the exponentially increasing complexity with particle number. Key is the reconstruction of the 3RDM which couples to the dynamics of the 2RDM. At this point the approximation to the full solution of the Schrödinger equation enters: while two-particle correlations are fully incorporated, three-particle correlations are only approximated. We will discuss the reconstruction of the 3RDM, how we overcome the N-representability problem, and demonstrate the accuracy of our theory on two-examples: multi-electron atoms in strong fields, and ultra-cold atoms in optical lattices.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Gottlieb, Alexander (WPI) WPI, OMP1, Seminar Room 08.135 Fri, 12. Aug 16, 10:00
“Quasi-separated electron pairs in small molecules”
Some of the electrons in a molecule are tightly bound to the nuclei. The closely bound "core electrons" can be relatively uncorrelated with the rest of the electrons in the molecule, and may even form what we call a "quasi-separated" pair. [Let F be the electronic wave function of a molecule with N+2 electrons. We say that F features a "quasi-separated pair" if it is approximately equal to the wedge product G ^ H of a geminal G that describes the state of the separated pair and an N-electron wave function H that is strongly orthogonal to G.] We have computational evidence of such quasi-separated electron pairs in the ground states of very small molecules (like LiH or the Be atom) whose correlated electronic structure can be very accurately approximated with full CI calculations.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Gottlieb, Alexander (WPI) WPI, OMP1, Seminar Room 08.135 Thu, 11. Aug 16, 16:00
“Geometry of the Borland-Dennis setting: the W-type class”
We call the Hilbert space for three fermions in six orbitals the Borland-Dennis setting. It is isomorphic to the alternating tensor product of three copies of the standard 6-dimensional Hilbert space C^6. Slater determinant states in the Borland-Dennis setting correspond to "decomposable" trivectors, i.e., simple wedge products of three vectors from C^6. Generic wave functions in the Borland-Dennis setting can be written as a sum of just two decomposable trivectors. The wave functions that cannot be written as a sum of fewer than three decomposables constitute the "W-type entanglement class." I will discuss the geometry of the W-type class within the ambient Borland-Dennis space.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Benavides-Riveros, Carlos (U. Halle-Wittenberg) WPI, OMP1, Seminar Room 08.135 Thu, 11. Aug 16, 14:30
“Pinning and quasipinning in quantum chemistry”
It is now known that fermionic natural occupation numbers (NONs) do not only obey Pauli’s exclusion principle but are even stronger restricted by the so-called generalized Pauli constraints (GPC). Whenever given NONs lie on or close to the boundary of the allowed region the corresponding N-fermion quantum state has a significantly simpler structure. We explore this phenomenon in the context of quantum chemistry.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Schilling, Christian (U. Oxford) WPI, OMP1, Seminar Room 08.135 Thu, 11. Aug 16, 13:30
“Quantum marginal problem and generalized Pauli constraints”
The question whether given reduced density operators (marginals) for subsystems of a multipartite quantum system are compatible to a common total state is called quantum marginal problem (QMP). We present the solution found by A. Klyachko just a few years ago as well as the main steps for its derivation. Applying those concepts to fermionic systems reveals further constraints on fermionic occupation numbers beyond Pauli's famous exclusion principle. We introduce and discuss these so-called generalized Pauli constraints in great detail and comment on their potential physical relevance.
  • Thematic program: Classical and Quantum Transport (2016/2017)
  • Event: Workshop on "Generalized Pauli Constraints and Fermion Correlation" (2016)

Komarov, Sergey (MPA & U. Princeton) WPI Seminar Room 08.135 Fri, 5. Aug 16, 10:00
CR Diffusion - "Cosmic ray Diffusion in mirror fluctuations"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Rincon, Francois (U. Toulouse) WPI Seminar Room 08.135 Fri, 5. Aug 16, 10:00
Convection - "Turbulent convection theories for the Sun"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Stone, Jim (U. Princeton) WPI Seminar Room 08.135 Thu, 4. Aug 16, 17:00
MRI/Turbulence - "Reconnection in shearing box simulations of the MRI"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Schekochikin, Alex (U. Oxford) WPI Seminar Room 08.135 Thu, 4. Aug 16, 16:00
Phase Mixing - "Phase-space turbulence in 2, 4 and 5D"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Lesur, Geoffroy (U. Grenbole) WPI Seminar Room 08.135 Thu, 4. Aug 16, 10:00
MHD - "Vortex stability in non-ideal MHD"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Loureiro, Nuno (MIT) WPI Seminar Room 08.135 Wed, 3. Aug 16, 16:45
"The onset of magnetic reconnection"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Sironi, Lorenzo (U. Harvard & U. Columbia) WPI Seminar Room 08.135 Wed, 3. Aug 16, 16:00
Reconnection - "Magnetic reconnection in relativistic astrophysical jets"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Spirkovsky, Anatoly (U. Princeton) WPI Seminar Room 08.135 Wed, 3. Aug 16, 10:30
CR Instabilities - "Kinetics of cosmic ray-driven instabilities and winds"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Bethune, William (U. Grenoble) WPI Seminar Room 08.135 Wed, 3. Aug 16, 10:00
MRI - "Non-ideal MRI in protoplanetary disks"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Cowley, Steve (UKAEA & U. Oxford) WPI Seminar Room 08.135 Tue, 2. Aug 16, 16:30
Transport & Stability - "Stability of the Chapman-Enskog solution in weakly collisional Plasma"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Roberg-Clark, Gareth (U. Maryland) WPI Seminar Room 08.135 Tue, 2. Aug 16, 16:00
Transport & Stability - "Suppression of electron thermal conduction in high-beta plasma"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Medvedev, Michael (U. Kansas) WPI Seminar Room 08.135 Tue, 2. Aug 16, 11:00
Transport - "Thermal conductivity and effective collisionality of astrophysical plasmas"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Bott, Archie (U. Oxford) WPI Seminar Room 08.135 Tue, 2. Aug 16, 10:00
Plasama Dynamo - "Dynamo on Omega laser and kinetic Problems of Proton radiography"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Kunz, Matt (U.Princeton) WPI Seminar Room 08.135 Mon, 1. Aug 16, 16:30
MRI/Turbulence - "Kinetic MRI turbulence" & "Kinetic solar-wind turbulence"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

St-Onge, Denis (U. Princeton) WPI Seminar Room 08.135 Mon, 1. Aug 16, 16:00
Plasma Dynamo - "Hybrid PIC simluations of plasma dynamo"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Strumik, Marek (U. Oxford) WPI Seminar Room 08.135 Mon, 1. Aug 16, 11:00
High-Beta - CGL Dynamics and beta Limits on fluctuations in the solar wind"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Squire, Jonathan (Caltech) WPI Seminar Room 08.135 Mon, 1. Aug 16, 10:30
High-Beta - "Amplitude limits on alfvenic perturbations in weakly magnetized low-collisionality plasmas"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Ball, Justin (U. Oxford & EPFL) WPI Seminar Room 08.135 Fri, 29. Jul 16, 10:00
Up-Down Asymmetry - "Up-down asymmetric tokamaks"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Abel, Ian (U. Princeton & U. Greifswald) WPI Seminar Room 08.135 Thu, 28. Jul 16, 16:00
Turbulence & Transport - "Sensitivitiy (to input parameters) calculation in gyrokinetics"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Schekochihin, Alexander (U. Oxford) WPI Seminar Room 08.135 Thu, 28. Jul 16, 10:00
Turbulence & Transport - "Some updates on ion- and electron-scale turbulence in MAST"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

St. Onge, Denis (U. Princeton) WPI Seminar Room 08.135 Wed, 27. Jul 16, 16:00
Turbulence & Transport - "Dimits shift in one- and two-field models"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Citrin, Jonathan (CEA) WPI Seminar Room 08.135 Wed, 27. Jul 16, 11:00
Turbulence & Transport - "Comparision between measured and predicted turbulence frequency spectra in ITG and TEM regimes"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Calvo, Ivan (CIEMAT) WPI Seminar Room 08.135 Wed, 27. Jul 16, 10:00
Stellarators - "The effect of tangential drifts on neoclassical Transport in stellarator close to omnigeneity"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Hammett, Greg (U. Princeton) WPI Seminar Room 08.135 Tue, 26. Jul 16, 16:30
SOL - "5D turbulence simluations with Gkeyll, in the presence of open field lines and sheath boundary conditions, in a torpex/helimak helical model of a SOL"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Geraldini, Alessandro (U. Oxford) WPI Seminar Room 08.135 Tue, 26. Jul 16, 16:00
SOL - "Kinetic theory of Ions in the magnetic presheath"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Ricci, Paolo (EPFL) WPI Seminar Room 08.135 Tue, 26. Jul 16, 10:00
SOL - "Physics at EPFL"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Pusztai, Istvan (U. Chalmers) WPI Seminar Room 08.135 Mon, 25. Jul 16, 16:00
EDGE - "Momentum Transport due to neutrals in the edge" & "Neoclassical Transport in the pedestal in the presence of non-trace impurities"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Citrin, Jonathan (CEA) WPI Seminar Room 08.135 Mon, 25. Jul 16, 11:00
Transport Optimisation - "Multichannel fluxdriven quasilinear turbulent transport prediciton over many confinement times"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Highcock, Edmund (U. Oxford & U. Chalmers) WPI Seminar Room 08.135 Mon, 25. Jul 16, 10:30
Transport Optimisation - "Optimistically optimising optimisation: the Story so far... (and results!)"
TBA
  • Thematic program: Turbulence and Fusion (2016/2017)
  • Event: 9th Plasma Kinetics Working Group Meeting (2016)

Shatah, Jalal (Courant Inst. NY) WPI, Seminar Room 08.135 Tue, 12. Jul 16, 11:00
Large Box Limit of Nonlinear Schrödinger equations
The long time dynamics of the nonlinear Schrödinger equation, on a bounded domain, is very rich. Even for small amplitude initial data there can be quasi-periodic solutions, or solutions whose energy cascades between characteristically different length scales. Our aim in this talk is to explain how the long-time dynamics of the equation begin{equation*} left{ begin{array}{l} - i partial_t u + frac{1}{2pi} Delta u = epsilon^{2p} |u|^{2p} u qquad mbox{set on $(t,x) in mathbb{R} times mathbb{T}^n_L$} u(t=0) =epsilon u_0 end{array} right. end{equation*} can be described when $epsilon$ is small and $L$ is large. We will show how to derive an equation that describe the dynamics beyond the nonlinear time scale which is of order $mathcal{O}(frac1{epsilon^2})$.
  • Thematic program: Classical and Quantum Transport (2016/2017)

Wunderlich, Ralf (TU Brandenburg) Lecture Room 13 Thu, 7. Jul 16, 12:30
"Partially Observable Stochastic Optimal Control Problems for an Energy Storage"
We address the valuation of an energy storage facility in the presence of stochastic energy prices as it arises in the case of a hydro-electric pump station. The valuation problem is related to the problem of determining the optimal charging/discharging strategy that maximizes the expected value of the resulting discounted cash ows over the life- time of the storage. We use a regime switching model for the energy price which allows for a changing economic Environment described by a non-observable Markov chain. The valuation problem is formulated as a stochastic control problem under partial information in continuous time. Applying ltering theory we and an alternative state process containing the lter of the Markov chain, which is adapted to the observable ltration. For this alternative control problem we derive the associated Hamilton- Jacobi-Bellman (HJB) equation which is not strictly elliptic. Therefore we study the HJB equation using regularization arguments. We use numerical methods for computing approximations of the value function and the optimal strategy. Finally, we present some numerical results. Joint work with Anton Shardin.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Gonzalez, Jhonny (U. Manchester) Lecture Room 13 Thu, 7. Jul 16, 12:00
"Bayesian Calibration and Number of Jump Components in Electricity Spot Price Models"
The price spikes observed in electricity spot markets may be understood to arise from fundamental drivers on both the supply and demand sides. Each driver can potentially create spikes with di erent frequencies, height distributions and rates of decay. This behaviour can be accounted for in models with multiple superposed components, however their calibration is challenging. Given a price history we apply a Markov Chain Monte Carlo (MCMC) based procedure to generate posterior samples from an augmented state space comprising parameters and multiple driving jump processes. This also enables posterior predictive checking to assess model adequacy. The procedure is used to determine the number of signed jump components required in two di erent markets, in time periods both before and after the recent global financial crises. Joint work with John Moriarty and Jan Palczewski.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Pflug, Georg (U. Wien) Lecture Room 13 Thu, 7. Jul 16, 11:00
"Pricing of Electricity Contracts"
It is typical for electricity contracts, that the time of concluding the contract and the time of delivery are quite different. For this reason, these contracts are subject to risk and risk premia are and must be part of the pricing rules. In the rst part of the talk, we investigate electricity futures to nd out pricing rules, which the market is applying, such as the distortion priciple, the certainty equivalence priciple or the ambiguity priciple. We then investigate a no-arbitrage principle in the presence of capacity contraints on production and storage. We review then the idea of acceptance pricing and indi erence pricing using a concrete model. Finally we present a bilevel problem, where the pricing decision depends on the behavioral pattern of the counterparty. Some algorithmic aspects will be discussed as well. Joint work with Raimund Kovacevic
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Lange, Nina (U. Sussex) Lecture Room 13 Thu, 7. Jul 16, 10:30
"Presence of Joint Factors in Term Structure Modelling of Oil Prices and Exchange Rates"
The paper studies the time-varying correlation between oil prices and exchange rates and their volatilities. Generally, when the value of the dollar weakens against other major currencies, the prices of commodities tend move higher. The signi cance of this relationship has increased since 2000 with indications of structural breaks around the beginning of the so-called nancialization of commodity markets-regime and again around the beginning of the nancial crisis. Also the correlation between the volatility of oil prices and the volatility of exchange rates seems to experience the same behaviour as the returns correlation. This paper introduces and estimates a term structure model for futures contracts and option contracts on WTI crude oil and EURUSD. The model is tted a panel data of futures prices covering 2000-2013. The model allows for stochastic volatility and correlation and identi es how the number of joint factors increases over time.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Davison, Matt (U. Western Canada) Lecture Room 13 Thu, 7. Jul 16, 9:00
"A Real Options Analysis of the Relation between Ethanol Producers and Corn and Ethanol Markets"
In recent years, for a variety of reasons, it has become popular in North American to produce Ethanol (for blending with gasoline) from Corn. The resulting industrial process can be modelled as an option on the "crush spread" between Ethanol and Corn. Under a price - taker assumption, real options models of ethanol production can be made incorporating random corn and ethanol prices. In the rst part of my talk I will report work done in my group, together with Natasha Burke and Christian Maxwell, on creating and solving real options models of the corn-ethanol industry. These models provide interesting insights about the relationship between corn prices, ethanol prices, and their correlation with valuations and operational decisions. Using a jump process, we are also able to incorporate the impact of random changes in government subsidies on the valuation and operation of ethanol facilities. However, while in the relatively fragmented US corn ethanol market it might be (just) reasonable to model any given ethanol producer as a price taker, all producers taken together do have market impact. In the second part of my talk I report work, joint with Nicolas Merener (Universidad Torcuata di Tella, Buenos Aires) on creating tractable models for this price impact. I will also sketch our progress toward solving the models and confronting them with data.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Lässig, Yves (U. Freiburg) Lecture Room 13 Wed, 6. Jul 16, 17:00
"Control of an Energy Storage under Stochastic Consumption"
We consider a typical optimal control problem from the viewpoint of an energy utility company. The company faces a varying energy demand of its associated consumers, modelled by a stochastic process. Demands can be satis ed by either buying energy at an exchange or the utilisation of an energy storage system. Furthermore the company is able to buy energy on a larger scale - than needed to satisfy demands - and enlarge the storage level or respectively sell energy from the storage directly to the market. In contrast to previous lit- erature the storing facility therefore serves as a hedge against market price and demand volume risks and is not considered isolated from other market activities of the operator. Therefor the value function - which can be interpreted as a real option value of the storage - di ers from classical optimal storage control prob- lems and delivers a better quanti cation of the storage value for a speci c user. We formulate a stochastic control problem including these features and pay par- ticular attention to the operational constraints of the storage. Furthermore we will introduce methods to model the energy spot price and the consumption rate stochastically. Subsequently we will derive a candidate for the optimal policy, verify its optimality and solve the arising Hamilton-Jacobi-Bellman equation for the value function numerically using a novel nite elements discretization.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Mora, Andres (U. de los Andes) Lecture Room 13 Wed, 6. Jul 16, 16:30
"Risk Quanti cation for Commodity ETFs: Backtesting Value-at-Risk and Expected Shortfall"
This paper studies the risk assessment of alternative methods for a wide variety of Commodity ETFs. We implement well-known as well as and recently proposed backtesting techniques for both value-at-risk (VaR) and ex- pected shortfall (ES) under extreme value theory (EVT), parametric, and semi- nonparametric techniques. The application of the latter to ES was introduced in this paper and for this purpose we derive a straightforward closed form of ES. We show that, for the con dence levels recommended by Basel Accords, EVT and Gram-Charlier expansions have the best coverage and skewed-t and Gram-Charlier the best relative performance. Hence, we recommend the ap- plication of the above mentioned distributions to mitigate regulation concerns about global nancial stability and commodities risk assessment. Joint work with Esther Del Brio and Javier Perote.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Deschatre, Thomas (EDF) Lecture Room 13 Wed, 6. Jul 16, 16:30
"On the Control of the Di erence between two Brownian Motions: A Dynamic Copula Approach"
We propose new copulae to model the dependence between two Brow- nian motions and to control the distribution of their di erence. Our approach is based on the copula between the Brownian motion and its re ection. We show that the class of admissible copulae for the Brownian motions are not limited to the class of Gaussian copulae and that it also contains asymmetric copu- lae. These copulae allow for the survival function of the di erence between two Brownian motions to have higher value in the right tail than in the Gaussian copula case. We derive two models based on the structure of the Re ection Brownian Copula which present two states of correlation ; one is directly based on the re ection of the Brownian motion and the other is a local correlation model. These models can be used for risk management and option pricing in commodity energy markets.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Erwan, Pierre (EDF) Lecture Room 13 Wed, 6. Jul 16, 15:30
"Numerical Approximation of a Cash-Constrained Firm Value with In- vestment Opportunities"
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated Hamilton-Jacobi-Bellman equa- tion. Moreover, we give regularity properties of the value function as well as a description of the shape of the control regions. Based on these theoretical results, a numerical deter- ministic approximation of the related HJB variational inequality is provided. We nally show that this numerical approximation converges to the value function. This allows us to describe the investment and dividend optimal policies. Joint work with Stephane Villeneuve and Xavier Warin.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Sgarra, Carlo (U. Politecnico di Milano) Lecture Room 13 Wed, 6. Jul 16, 14:00
"A Branching Process Approach to Power Markets"
Energy markets, and in particular, electricity markets, exhibit very peculiar features. The historical series of both futures and spot prices include seasonality, mean reversion, spikes and small uctuations. Very often a stochastic volatility dynamics is postulated in order to explain their high degree of variability. Moreover, as it also appears in other kind of markets, they exhibit also the USV (Unspanned Stochastic Volatility) phaenomenon [7]. After the pioneering paper by Schwartz, where an Ornstein-Uhlenbeck dy- namics is assumed to describe the spot price behavior, several different approaches have been investigated in order to describe the price evolution. A comprehensive presentation of the literature until 2008 is o ered in the book by F.E. Benth, J. Saltyte-Benth and S. Koekebakker [4]. High frequency trading, on the other hand, introduced some new features in com- modity prices dynamics: in the paper by V. Filimonov, D. Bicchetti, N. Maystre and D. Sornette [5] evidence is shown of endogeneity and structural regime shift, and in order to quantify this level the branching ratio is adopted as a measure of this endoge- nous impact and a Hawkes processes dynamics is assumed as a reasonable modelling framework taking into account the self- exciting properties [1]. The purpose of the present paper is to propose a new modeling framework including all the above mentioned features, still keeping a high level of tractability. The model considered allows to obtain the most common derivatives prices in closed or semi-closed form. Here with semi-closed we mean that the Laplace transform of the derivative price admits an explicit expression. The models we are going to introduce can describe the prices dynamics in two di erent forms, that can be proved to be equivalent: the rst is a representation based on random elds, the second is based on Continuous Branching Processes with Immigration (CBI in the following). The idea of adopting a random felds framework for power prices description is not new: O.E. Barndor -Nielsen, F.E. Benth and A. Veraart introduced the Ambit Fields to this end, showing how this approach can provide a very exible and still tractable setting for derivatives pricing [2], [3]. A model based on CBI has been proposed recently by Y. Jiao, C. Ma and S. Scotti in view of short interest rate modelling, and in that paper it was shown that, with a suitable choice of the Levy process driving the CBI dynamics, the model can o er a signi cant extension of the poular CIR model [6]. We shall propose two di erent types of dynamics for the prices evolution. The rst class will be named the Arithmetic models class, and the second will be named the Geometric model class; in adopting the present terminology we are following the classi cation proposed in [4]. We shall compare the Advantages and the limitations implied by each model class and we shall investigate the risk premium behavior for each of the classes considered. The paper will be organized as follows: in the rst Section we introduce the stochastic processes we are going to consider, while in the second Section we discuss how these pro- cesses can be successfully applied to power markets description. In the third Section we derive some closed formulas for Futures and Option prices when the underlying dynamics is assumed to be given by the model introduced. In the fourth Section we shall investigate the risk premium term structure for the models under consideration. In the fth Section, we provide some suggestions about estimation and/or calibration methods for the same model. We complete our presentation with a statistical analysis on the two cases and some numerical illustrations of the results obtained. In the final section we provide some concluding remarks and discuss futures extensions of the present work. Joint work with Ying Jiao, Chunhua Ma and Simone Scotti. References: [1] Bacry, E., Mastromatteo, J., Muzy, J.-F. Hawkes Processes in Finance, PREPRINT(2015). [2] Barndor -Nielsen, O.E., Benth, F.E., Veraart, A. Modelling energy spot prices by volatil- ity modulated Levy driven Volterra processes, Bernoulli, 19, 803-845 (2013). [3] Barndor -Nielsen, O.E., Benth, F.E., Veraart, A. Modelling Electricity Futures by Am- bit Fields, Advances in Applied Probability, 46 (3), 719-745 (2014). [4] Benth, F.E., Saltyte-Benth J., Koekebakker S. Stochastic Modelling of Elec- tricity and Related Markets , World Scienti c, Singapore (2008). [5] Filimonov, V., Bicchetti, D., Maystre, N., Sornette, D. Quanti cation of the High Level of Endogeneity and Structural Regime Shifts in Commodity Markets, PREPRINT (2015). [6] Jiao, Y., Ma, C., Scotti, S. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling, PREPRINT (2016). [7] Schwarz, A.B., Trolle, E.S. Unspanned Stochastic Volatility and the Pricing of Com- modity Derivatives, PREPRINT (2014).
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Ronn, Ehud (U. Texas) Lecture Room 13 Wed, 6. Jul 16, 11:00
"Risk and Expected Return in the Oil-Futures Market"
This paper considers two elements of the oil-futures markets: Ex- pected return and risk. 3 With respect to expected return, the paper presents a parsimonious and theoretically-sound basis for extracting forward-looking measures of equity and commodity betas, and the risk-premium on crude-oil futures contracts. De ning forward-looking betas as perturbations of historical estimates, we use the mar- ket prices of equity, index and commodity options under a single-factor market model to estimate the appropriate forward-looking perturbation to apply to the historical beta. This permits us to compute forward-looking term structures of equity and commodity betas. In the commodity arena, we use both one- and two-factor models to obtain estimates of a forward-looking measure of the correlation between crude-oil and the S&P 500. Combining these with forward- looking (i.e., implied) volatilities on commodities and stock-market indices, we utilize these forward-looking betas and correlations to provide an ex-ante esti- mate of the expected future crude-oil spot price through the use of an equity ex-ante risk premium and the conditional CAPM. With respect to risk, we use the market prices for crude-oil futures options and the prices of their underlying futures contracts to calibrate the volatility skew using the Merton (1976) jump-di usion option-pricing model. We demon- strate the jump-di usion parameters bear a close relationship to concurrent eco- nomic, nancial and geopolitical events. This produces an informationally-rich structure covering the time period of the turbulent post-2007 time period.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Krühner, Paul (TU Wien) Lecture Room 13 Wed, 6. Jul 16, 10:30
"Representation of In nite Dimensional Forward Price Models in Commodity Markets"
The Heath Jarrow Morton (HJM) approach treats the family of futures - written on a commodity as primary assets and models them directly. This approach has been used for the modelling of future prices in various markets by several authors and it has found its use by practitioners. We derive several representations of possible future dynamics and implications on futures and the spot from an in nite dimensional point of view. To be more speci cally, let us denote the spot price by St and the future prices by ft(x) := E(St+xjFt); x; t  0. Due to the well-known Heath Jarrow Morton Musiela drift condition the dy- namics of ft cannot be speci ed arbitrarily under the pricing measure. We model it by dft = @xftdt + tdLt in a suitable function space where L is some Levy process. Then we derive a series representation for the futures in terms of the spot price process and Ornstein-Uhlenbeck type processes, we represent the spot as a Levy-semistationary process and nd formulae for the correlation between the spot and futures.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Kholodnyi, Valerie (Verbund) Lecture Room 13 Wed, 6. Jul 16, 9:00
"Extracting Forward-Looking Marked-Implied Risk-Neutral Probabilities for the Intraday Power Spots in the Unified Framework of the Non-Markovian Approach"
 Bene ts of a uni ed modeling framework  The non-Markovian approach as a uni ed framework for the consistent modeling of power spots, forwards and swaps  Extracting forward-looking market-implied risk-neutral probabilities for the intraday hourly and intra-hourly power spots from a single or multiple market forward curves  Taking into account: { daily, weekly, annual and meta-annual cyclical patterns, { linear and nonlinear trends, { upwards and downwards spikes, { positive and negative prices  Interpolating and extrapolating power market forward curves: { intra-hourly, hourly, daily, weekly and monthly power forward curves, { extending power market forward curves beyond their liquidity hori- zons  Modeling the German Intraday Cap Week Futures as an hourly strip of Asian call options on forwards on the intraday hourly power spots
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Palczewski, Jan (U. Leeds) Lecture Room 13 Tue, 5. Jul 16, 17:00
"Energy Imbalance Market Call Options and the Valuation of Storage"
In this paper we assess the real option value of operating reserve pro- vided by an electricity storage unit. The contractual arrangement is a series of American call options in an energy imbalance market (EIM), physically covered and delivered by the store. The EIM price is a general regular one-dimensional Diffusion. Necessary and sucient conditions are provided for a unique optimal strategy and value. We provide a straightforward procedure for numerical solution and several examples. Joint work with John Moriarty.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Gruet, Pierre (EDF) Lecture Room 13 Tue, 5. Jul 16, 16:30
"Ecient Estimation in a Two-Factor Model from Historical Data: Application to Electricity Prices"
We aim at modeling the prices of forward contracts on electricity, by adopting a stochastic model with two Brownian motions as stochastic factors to describe their evolution over time. In contrast to the model of (Kiesel et al., 2009), the diffusion coecients are stochastic processes; the one of the rst factor is left totally unspecified, and the other one is the product of an unspecified process and of an exponential function of time to the maturity of the forward contract, which allows to account for some short-term e ect in the increase of volatility. We will consider that price processes following this model are observed simultaneously, at n observation times, over a given time interval [0; T]. The time step T=n between two observation times is small with respect to T, in the asymptotics n ! 1. We estimate some parameter of the exponential factor in volatility, with the usual rate, and we explain how it can be estimated eciently in the Cramr-Rao sense. We are also able to estimate the trajectories of the two unspeci ed volatility processes, using nonparametric methods, with the standard rate of convergence. Numerical tests are performed on simulated data and on real prices data, so that we may see how appropriate our two-factor model is when applied to those data. Joint work with Olivier Feron (EDF, France) and Marc Hoffmann (Universite Paris-Dauphine).
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Kostrzewski, Maciej (U. Krakau) Lecture Room 13 Tue, 5. Jul 16, 16:00
"Bayesian Analysis of Electricity Spot Price under SVLEJX Model"
In the study, the Bayesian stochastic volatility model with normal errors, a leverage effect, a jump component and exogenous variables (SVLEJX) is proposed. This Bayesian framework, founded upon the idea of latent variables is computationally facilitated with Markov Chain Monte Carlo methods. In this paper, the Gibbs sampler is employed. The SVLEJX structure is applied to model electricity spot price. The results of Bayesian estimation, jump detection and forecasting are presented and discussed. The series of waiting times between two consecutive jumps is also of interest in the paper. Periods of no jumps alternating with the ones of frequent jumps could be indicative of existence of the jump clustering phenomenon. The impact of exogenous variables on electricity spot price dynamic is explored. Moreover, the leverage e ect and the stochastic volatility clustering are tested.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Ziel, Florian (Europa-Universitat Viadrina) Lecture Room 13 Tue, 5. Jul 16, 15:30
"Electricity Price Forecasting using Sale and Purchase Curves: The X- Model"
Our paper aims to model and forecast the electricity price in a completely new and promising style. Instead of directly modeling the electricity price as it is usually done in time series or data mining approaches, we model and utilize its true source: the sale and purchase curves of the electricity exchange. We will refer to this new model as X-Model, as almost every deregulated electricity price is simply the result of the intersection of the electricity supply and demand curve at a certain auction. Therefore we show an approach to deal with a tremendous amount of auction data, using a subtle data processing technique as well as dimension reduction and lasso based estimation methods. We incorporate not only several known features, such as seasonal behavior or the impact of other processes like renewable energy, but also completely new elaborated stylized facts of the bidding structure. Our model is able to capture the non-linear behavior of the electricity price, which is especially useful for predicting huge price spikes. Using simulation methods we show how to 11 derive prediction intervals. We describe and show the proposed methods for the dayahead EPEX spot price of Germany and Austria. Joint work with Rick Steinert.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Veraart, Almut (Imperial College) Lecture Room 13 Tue, 5. Jul 16, 14:00
"Ambit stochastics in Energy Markets"
This talk gives an introduction to the area of ambit stochastics with a particular focus on applications in energy markets. In particular, we will describe models for energy spot and forward prices based on so-called ambit felds. These models are very flexible and at the same time highly analytically tractable making them interesting from a mathematical perspective, but also very useful for applications.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Callegaro, Giorgia (U. Padova) Lecture Room 13 Tue, 5. Jul 16, 11:00
"Utility Indifference Pricing and Hedging for Structured Contracts in Energy Markets"
In this paper we study the pricing and hedging of structured products in energy markets, such as swing and virtual gas storage, using the exponential utility indi erence pricing approach in a general incomplete multivariate market model driven by nitely many stochastic factors. The buyer of such contracts is allowed to trade in the forward market in order to hedge the risk of his position. We fully characterize the buyers utility indi erence price of a given product in terms of continuous viscosity solutions of suitable nonlinear PDEs. This gives a way to identify reasonable candidates for the optimal exercise strategy for the structured product as well as for the corresponding hedging strategy. Moreover, in a model with two correlated assets, one traded and one nontraded, we obtain a representation of the price as the value function of an auxiliary simpler optimization problem under a risk neutral probability, that can be viewed as a perturbation of the minimal entropy martingale measure. Finally, numerical results are provided.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Vargiolu, Tiziano (U. Padova) Lecture Room 13 Tue, 5. Jul 16, 10:30
"Additive Models for Forward Curves in Multicommodity Energy Markets"
In contrast to geometric models, additive models in energy markets, in particular in markets where forward contracts are delivered during a period like electricity and natural gas, allows easily the computation of forward prices in closed form. Moreover they naturally allow the presence of negative prices, which start to appear more and more frequently in electric markets. In this paper we present an additive multicommodity model which allows for mean-reverting dynamics consistent with no-arbitrage, based on the observed prices of forward contracts based on the mean on a period, which are the most liquid instruments in natural gas and electricity markets. This allows to compute the price of more complex derivatives and of risk measures of portfolios in a way which is consistent with market data. Joint work with Luca Latini.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Gulisashvili, Archil (U. Ohio) Lecture Room 13 Tue, 5. Jul 16, 9:00
"Peter Laurence as friend and collaborator"
My talk is dedicated to the memory of Peter Laurence, whose untimely death has left a void in many peoples hearts. Peter was a truly great mathematician and a wonderful person. In the first part of the talk, Peter's scientific biography will be presented. I will also share personal recollections of my meetings with Peter face-to-face and in the skype world. The second part of the talk will be more mathematical. I will speak about my joint work with Peter on Riemannian geometry of the Heston model, which is one of the classical stock price models with stochastic volatility. My collaboration with Peter resulted in the paper "The Heston Riemannian distance function", which was published in 2014 by "Journal de Mathematiques Pures et Appliquees". In the paper, we found two explicit formulas for the Riemannian Heston distance, using geometrical and analytical methods. Geometrical approach is based on the study of the Heston geodesics, while the analytical approach exploits the links between the Heston distance function and a similar distance function in the Grushin plane. We also proved a partial large deviation principle for the Heston and the Grushin models. After completing our work on the paper, we started discussing future projects, but fate interfered. I will finish the talk by briefly presenting my recent results on the distance to the line in the Heston plane, and how such results can be used in nancial mathematics. Peter's scientific in fluence continues after his untimely departure from this world.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Conference on the Mathematics of Energy Markets (2016)

Lorz, Alexander (U. Paris VI & KAUST) Lecture Room 11 Sat, 2. Jul 16, 15:20
"Population dynamics and therapeutic resistance: mathematical models"
We are interested in the Darwinian evolution of a population structured by a phenotypic trait. In the model, the trait can change by mutations and individuals compete for a common resource e.g. food. Mathematically, this can be described by non-local Lotka-Volterra equations. They have the property that solutions concentrate as Dirac masses in the limit of small diffusion. We review results on long-term behaviour and small mutation limits. A promising application of these models is that they can help to quantitatively understand how resistances against treatment develop. In this case, the population of cells is structured by how resistant they are to a therapy. We describe the model, give first results and discuss optimal control problems arising in this context.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Botesteanu, Dana-Adriana (U. Maryland) Lecture Room 11 Sat, 2. Jul 16, 14:30
"Modeling the Dynamics of High-grade Serous Ovarian Cancer Progression for Transvaginal Ultrasound-Based Screening and Early Detection"
High-grade serous ovarian cancer (HGSOC) represents the majority of ovarian cancers and disease recurrence is common, and leads to incurable disease. Emerging insights into disease progression suggest that timely detection of low volume HGSOC, not necessarily also early stage, should be the goal of any screening study. However, numerous transvaginal ultrasound (TVU) detection-based studies aimed at detecting low-volume ovarian cancer have not yielded reduced mortality rates and thus invalidate TVU as an effective HGSOC monitoring strategy in improving overall survival. Our mathematical modeling approach proposes a quantitative explanation behind the reported failure of TVU to improve HGSOC low-volume detectability and overall survival rates. We develop a novel in silico mathematical assessment of the efficacy of a unimodal TVU monitoring regimen as a strategy aimed at detecting low-volume HGSOC in cancer-positive cases, defined as cases for which the inception of the first malignant cell has already occurred. Focusing on a malignancy poorly studied in the mathematical oncology community, our model recapitulates the dynamic, temporal evolution of HGSOC progression, and is characterized by several infrequent, rate-limiting events. Our results suggest that multiple frequency TVU monitoring across various detection sensitivities does not significantly improve detection accuracy of HGSOC in an in silico cancer-positive population. This is a joint work with Doron Levy (University of Maryland, College Park) and Jung-Min Lee (Women’s Malignancies Branch, National Cancer Institute)
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Eder, Thomas (Ludwig Boltzmann Institute) Lecture Room 11 Sat, 2. Jul 16, 14:00
"The Normalization Visualization Tool or how to choose an adequate normalization strategy for RNA-Seq experiments"
Differential gene expression analysis between healthy and cancer samples is a common task. In order to identify differentially expressed genes, it is crucial to normalize the raw count data of RNA-Seq experiments. There are multiple normalization methods available but all of them are based on certain assumptions. These may or may not be suitable for the type of data they are applied on and especially if an experiment compares gene expression levels of healthy vs. rapidly growing tumor cells, the assumptions of non-differentially expressed genes or equal amounts of mRNA might not apply. Researchers therefore need to select an adequate normalization strategy for each RNA-Seq experiment. This selection includes exploration of different normalization methods as well as their comparison. We developed the NVT package, which provides a fast and simple way to analyze and evaluate multiple normalization methods via visualization and representation of correlation values, based on a user-defined set of uniformly expressed genes.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Hanson, Shalla (U. Duke) Lecture Room 11 Sat, 2. Jul 16, 13:30
"Toxicity Management in CAR T cell therapy for B-ALL: Mathematical modelling as a new avenue for improvement"
Advances in genetic engineering have made it possible to reprogram individual immune cells to express receptors that recognise markers on tumour cell surfaces. The process of re-engineering T cell lymphocytes to express Chimeric Antigen Receptors(CARs), and then re-infusing the CAR-modified T cells into patients to treat various cancers is referred to as CAR T cell therapy. This therapy is being explored in clinical trials - most prominently for B Cell Acute Lymphoblastic Leukaemia (B-ALL), a common B cell malignancy, for which CAR T cell therapy has led to remission in up to 90% of patients. Despite this extraordinary response rate, however, potentially fatal inflammatory side effects occur in up to 10% of patients who have positive responses. Further, approximately 50% of patients who initially respond to the therapy eventually relapse. Significant improvement is thus necessary before the therapy can be made widely available for use in the clinic. To inform future development, we develop a mathematical model to analyze the interaction dynamics between CAR T cells, inflammatory toxicity, and individual patients' tumour burdens in silico. This talk outlines an underlying system of coupled ordinary differential equations, designed based on well-known immunological principles and widely accepted views on the mechanism of toxicity development in CAR T cell therapy for B-ALL, to form novel hypotheses on key factors in toxicity development, and reports in silico outcomes in relationship to standard and recently conjectured predictors of toxicity in a heterogeneous, randomly generated patient population. Our initial results and analyses are consistent with and connect immunological mechanisms to the clinically observed, counterintuitive hypothesis that initial tumour burden is a stronger predictor of toxicity than is the dose of CAR T cells administered to patients. We outline how the mechanism of action in CAR T cell therapy can give rise to such non-standard trends in toxicity development, and demonstrate the utility of mathematical modelling in understanding the relationship between predictors of toxicity, mechanism of action, and patient outcomes.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Stiehl, Thomas (U. Heidelberg) Lecture Room 11 Sat, 2. Jul 16, 11:10
"Heterogeneity in acute leukemias and its clinical relevance – Insights from mathematical modeling"
Acute leukemias are cancerous diseases of the blood forming (hematopoietic) system. A hallmark of acute leukemias is heterogeneity of their clinical course. Similar as the hematopoietic system, leukemias originate from a small population of leukemic stem cells that resist treatment and trigger relapse. Recent gene sequencing studies demonstrate that the leukemic cell mass is composed of multiple clones the contribution of which changes over time. We propose compartmental models of hierarchical cell populations to study interaction of leukemic and healthy cells. The models are given as nonlinear ordinary differential equations. They include different feedback mechanisms that mediate competition and selection of the leukemic clones and the decline of healthy cells. Examples for considered mechanism are hormonal (cytokine) feedback loops, competition within the stem cell niche and overcrowding of the bone marrow space. A combination of computer simulations and patient data analysis is applied to provide insights in the following questions: (1) Which mechanisms allow leukemic cells to out-compete their benign counterparts? (2) How do properties of leukemic clones in terms of self-renewal and proliferation change during the course of the disease? What is the impact of treatment on clonal properties? (3) How do leukemic stem cell parameters affect the clinical course and patient prognosis? (4) What is the impact of leukemic cell properties on the number of leukemic clones and their genetic interdependence? (5) How does responsiveness of leukemic cells to signals of healthy hematopoiesis influence treatment response? Do inter-individual differences in signal sensitivity of leukemic cells matter? The talk is based on joint works with Anna Marciniak-Czochra (Institute of Applied Mathematics, Heidelberg University), Anthony D. Ho, Natalia Baran and Christoph Lutz (Heidelberg University Hospital).
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Almeida, Luis (U. UPMC Paris) Lecture Room 11 Sat, 2. Jul 16, 10:30
"Mathematical models for epithelial tissue integrity restoration"
We will present work on the mechanisms used for establishing or restoring epithelial integrity which are motivated by experimental work on development and wound healing in Zebrafish and drosophila and on gap closure in monolayers of MDCK cells or keratinocytes. These works concern mathematical modeling of the dynamics of epithelial tissues pulled by lamellipodal crawling or the contraction of actomyosin cables at the gap boundary. We are particularly interested in the influence of the wound/gap geometry and of the adhesion to the substrate on the closure mechanism.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Xu, Zhou (U. UPMC Paris VI) Lecture Room 11 Sat, 2. Jul 16, 9:30
"Telomere length dynamics and senescence heterogeneity: when size matters"
Failure to maintain telomeres leads to their progressive erosion at each cell division. This process is heterogeneous but eventually triggers replicative senescence, a pathway shown to protect from unlimited cell proliferation, characteristic of cancer cells. However, the mechanisms underlying its variability and its dynamics are not characterized. Here, we used a microfluidics-based live-cell imaging assay to investigate replicative senescence in individual Saccharomyces cerevisiae cell lineages. We show that most lineages experience an abrupt and irreversible transition from a replicative to an arrested state, contrasting with the common idea of a progressive transition. Interestingly, senescent lineages displayed an important heterogeneity in their timing to enter senescence despite starting from the same initial telomeres. To understand this, we built several mathematical models, successively adding layers of molecular details. We find that, in a stochastic model where the first telomere reaching a critical short length triggers senescence, the variance of the initial telomere distribution mostly accounts for senescence heterogeneity. Unexpectedly, the residual heterogeneity is structurally built in the asymmetrical telomere replication mechanism. We then theoretically studied different senescence regimes, depending on the initial telomere variance, and provided analytical solutions to derive senescence onset from telomere length. Furthermore, the microfluidics approach also revealed another class of lineages that undergo frequent reversible cell-cycle arrests. Cells with this phenotype persist only at low frequency in bulk cultures but could initiate both genomic instability and post-senescence survival through adaptation mechanisms. These data suggest that another source of heterogeneity of senescence onset consists of stochastic telomere damages that may be the basis of cancer emergence.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Lorenzi, Tommaso (U. St. Andrews) Lecture Room 11 Fri, 1. Jul 16, 16:00
" Observing the dynamics of cancer cell populations through the mathematical lens of structured equations "
A growing body of evidence supports the idea that solid tumours are complex ecosystems populated by heterogeneous cells, whose dynamics can be described in terms of evolutionary and ecological principles. In this light, it has become increasingly recognised that models that are akin to those arising from mathematical ecology can complement experimental cancer research by capturing the crucial assumptions that underlie given hypotheses, and by offering an alternative means of understanding experimental results that are currently available. This talk deals with partial differential equations modelling the dynamics of structured cancer cell populations. Analyses and numerical simulations of these equations help to uncover fresh insights into the critical mechanisms underpinning tumour progression and the emergence of resistance to anti-cancer therapies.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Berger, Walter (MedUni Wien) & Mohr, Thomas (MedUni Wien) Lecture Room 11 Fri, 1. Jul 16, 15:20
"Modeling factors contributing to glioblastoma aggressiveness"
Glioblastoma represents the most frequent and aggressive primary brain tumor. Despite intense research and availability of extended in silico data, the mean patient survival after diagnosis is only around 15 months. Classical alkylating chemotherapy with concomitant radiation is still the standard therapeutic approach. This demonstrates that the revolution of modern precision medicine based on “big data” strategies has not resulted in approved therapeutic options and patient prognosis in this deadly disease so far. This implies that simple big data collection with bioinformatic evaluation might not be sufficient to translate into clinical benefit and close cooperations between systems biology and whet lab research is essential. Accordingly, we focus in our research cooperation on a multi-strategy approach focusing on a tight integration of 1) large-scale biobanking of viable malignant cells and cancer stem cells, 2) wet-lab cell and molecular biology and xenograft experiments; 3) extended omics analysis and 4) advanced computational biology methods. Regarding molecular factor driving tumor aggressiveness, data on a recently discovered non-coding mutation in the promoter of the telomerase reverse transcriptase (TERT) gene in human glioblastoma will be elucidated. Additionally, using publicly available gene expression profiles of glioblastoma patients we tried to bridge the existing gap of understanding the association of individual genes/mutations to complex physiological processes by the systematic investigation of the observed relationship between gene products and clinical traits. A weighted gene co-expression network approach (WGCNA) has been proposed to reconstruct gene co-expression networks in terms of large-scale gene expression profiles and as well as for the distinction genes potentially driving key cellular signaling pathways based on the centrality – lethality theorem. The WGCNA approach provides a functional interpretation in Systems Biology and leads to new insights into cancer pathophysiology. Here, we applied a systematic framework for constructing gene co-expression networks (modules) and pin-pointing key genes that may drive tumorigenesis and progression in different subclasses of GBM. Microarray data were downloaded from The Cancer Genome Atlas, corrected for batch effects using ComBat and normalized using rma and quantil normalization. Outliers were excluded using co-expression network parameters and co-expression network similarity. The resulting dataset was stratified according to the classification of Verhaak et al. and subjected to comparative Weighted Gene Co-expression analysis. The resulting modules were tested for module preservation across GBM subtypes using the connectivity and density measures. Modules of interest (both preserved and differentially interconnected) were analyzed for biological function using Term Enrichment Analysis methods and correlated to clinical traits (e.g. survival) to identify potential key driving co-expression networks. The lead modules will be then subject to cell biological and in vivo evaluation in glioblastoma models. In summary this multidisciplinary approach offers novel insights into glioblastoma aggressiveness and might uncover novel therapeutic targets.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Pouchol, Camille (INRIA) Lecture Room 11 Fri, 1. Jul 16, 14:25
"Optimal control of combined chemotherapies in phenotype-structured cancer cell populations evolving towards drug resistance"
We investigate optimal therapeutical strategies combining cytotoxic and cytostatic drugs for the treatment of a solid tumour. The difficulty comes from the usual pitfalls of such treatments: emergence of drug-resistance and toxicity to healthy cells. We consider an integro-differential model for which the structuring variable is a continuous phenotype. Such models come from theoretical ecology and have been developed to understand how selection occurs in a given population of individuals. Two populations of healthy and cancer cells, both structured by a phenotype representing resistance to the drugs, are thus considered. The optimal control problem consists of minimising the number of cancer cells after some fixed time T. We first analyse the effect of constant doses on the long-time asymptotics through a Lyapunov functional. The optimal control problem is solved numerically, and for large T, we also theoretically determine the optimal strategy in a restricted class of controls.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Vallette, Francois (U. Nantes) Lecture Room 11 Fri, 1. Jul 16, 13:45
"Biological analysis of the drug resistance acquisition in a glioma cell line"
Cancer evolution, including resistance to treatments, can be explained by classical evolutionary principles. This contention implies that cancer cells may be confronted to several “bottlenecks” or “evolutionary traps” during the natural course or adaptation to this “new environment”. It has been shown that despite an important heterogeneity at the start, cancer cells may rely, at some stage, on few survival mechanisms or on restricted populations that exhibit cancer stem cells / de-differentiation features. We used two cell lines (U251 and U87 both derived from human glioma) treated with the most clinical relevant chemotherapy (Temozolomide, TMZ) in vitro for few days and analyzed their relative sensitivity to several drugs interfering with epigenetics. Deep sequencing of control and TMZ treated U251 cell lines allowed us to identify new genes implicated in their survival that are transiently overexpressed shortly after TMZ addition. Using single cell analysis by microfluidic Fluidigm technologies (combined C1 single cell analysis plus Biomark HD system), we have studied the expression of these genes plus some implicated in cell death program and survival mechanisms) in isolated cells (>60) from control and cells treated with TMZ. Analysis of the expression of these genes reveals that the level of genomic heterogeneity appeared to be reduced in treated cells at early stages. These preliminary results, coupled to phenotypic analyses on cell death and proliferation rates, suggest that the cell lines can undergo a first rapid selection process that reduces their heterogeneity (and proliferation capacity) but improve their resistance capacity through limited survival pathways.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Ciccolini, Joseph (U. Aix Marseille) Lecture Room 11 Fri, 1. Jul 16, 11:30
"Not enough money on this earth: will pharmacometrics save oncology ?"
Oncology has benefited from major ground-breaking innovations over the last 15-years. Beyond standard chemotherapy, targeted therapies, antio-angiogenics and now immune check-point inhibitors have all fueled high expectancies in terms of increased response rate and extended survival in patients. Of note, despite huge resources engaged now to better understand tumor biology and to identify relevant genetic and/or molecular biomarkers for choosing the best drugs, increase in survival has been mostly achieved in an incremental fashion so far, with the notable exception of CML and more recently of melanoma. The ever-increasing number of druggable targets, along with the rise of new concepts such as cancer immunology, has contributed to a considerable complexification of the decision-making at bedside. Indeed, it is widely acknowledged now that combination therapy is the future of cancer treatment. As such, defining the optimal association between cytotoxics, radiotherapy, anti-angiogenic drugs, targeted therapies and now immunotherapy is a major issue that remains to be addressed. Optimal solution will not be reached anymore by standard trial-and-error empirical practice, owing to the near-infinite number of possible combinations to be tested now that would require unsustainable efforts in terms of clinical development by pharmaceutical companies. In this respect, pharmacometrics (i.e., mathematical PK/PD models) could help to identify, using in silico simulations, a reduced number of working hypothesis to be tested in priority as part of clinical trials. Reviewing recent literature in the field and giving some examples in experimental and clinical oncology with chemotherapy, anti-angiogenics and immunotherapy, we will discuss how pharmacometrics could indeed help to optimize anticancer treatments. The paradigm shift from empirical to more rationale practice is probably the next challenge in oncology.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Obenauf, Anna (U. Wien) Lecture Room 11 Fri, 1. Jul 16, 10:50
"Unintended consequences of targeted cancer therapy: Therapy induced tumor secretomes fuel drug resistance and tumor Progression"
The identification of molecular drivers in cancer has paved the way for targeted therapy. However, incomplete responses and relapse on therapy remain the biggest problem for improving patient survival. Evidence suggests that a tumor consists of a majority of cells that are sensitive to targeted therapy while few cells that are intrinsically resistant or poised to quickly adapt to drug treatment already pre-exist within this heterogeneous tumor population. Although a multitude of resistance mechanisms have been described, it was largely unknown how resistant cells behave in a heterogeneous tumor during treatment and whether a regressing tumor microenvironment could influence disease relapse. We found that targeted therapy with BRAF, ALK, or EGFR kinase inhibitors induces a complex network of secreted signals in drug-stressed melanoma and lung adenocarcinoma cells. This therapy-induced secretome (TIS) stimulates the outgrowth, dissemination, and metastasis of drug-resistant cancer cell clones in the heterogenous tumors and supports the survival of drug-sensitive cancer cells, contributing to incomplete tumour regression. The vemurafenib reactive secretome in melanoma is driven by down-regulation of the transcription factor FRA1. In situ transcriptome analysis of drug-resistant melanoma cells responding to the regressing tumour microenvironment revealed hyperactivation of multiple signalling pathways, most prominently the AKT pathway. Dual inhibition of RAF and PI3K/AKT/mTOR pathways blunted the outgrowth of the drug-resistant cell population in BRAF mutant melanoma tumours, suggesting this combination therapy as a strategy against tumour relapse. Thus, therapeutic inhibition of oncogenic drivers induces vast secretome changes in drug-sensitive cancer cells, paradoxically establishing a tumour microenvironment that supports the expansion of drug-resistant clones, but is susceptible to combination therapy.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Clairambault, Jean (INRIA) Lecture Room 11 Fri, 1. Jul 16, 9:50
"Heterogeneity and drug resistance in cancer cell populations: an evolutionary point of view with possible therapeutic consequences"
I will present an evolutionary viewpoint on cancer, seen as the 2 time scales of (large-time) evolution in the genomes and of (short-time) evolution in the epigenetic landscape of a constituted genome. These views, based on pioneering works by Lineweaver, Davies and Vincent (cancer as anatomically localised backward evolution in multicellular organisms, aka atavistic theory of cancer) and by Sui Huang and collaborators (revisited Waddington epigenetic landscape), respectively, may serve as guidelines to propose a global conception of cancer as a disease that impinges on all multicellular organisms, and they may lead to innovating therapeutic strategies. Drug-induced drug resistance, the medical question we are tackling from a theoretical point of view, may be due to biological mechanisms of different natures, mere local regulation, epigenetic modifications (reversible, nevertheless heritable) or genetic mutations (irreversible), according to the extent to which the genome of the cells in the population is affected. In this respect, the modelling framework of adaptive dynamics presented here is more likely to correspond biologically to epigenetic modifications than to mutations, although eventual induction of emergent resistant cell clones due to mutations under drug pressure is not to be completely excluded. From the biologist's point of view, we study phenotypically heterogeneous, but genetically homogeneous, cancer cell populations under stress by drugs. The built-in targets for theoretical therapeutic control present in the phenotype-structured PDE models we advocate are not supposed to represent well-defined molecular effects of the drugs in use, but rather functional effects, i.e., related to cell death (cytotoxic drugs), or to proliferation in the sense of slowing down the cell division cycle without killing cells (cytostatic drugs). We propose that cell life-threatening drugs (cytotoxics) induce by far more resistance in the highly plastic cancer cell populations than drugs that only limit their growth (cytostatics), and that a rational combination of the two classes of drugs may be optimised to propose innovating therapeutic control strategies to avoid the emergence of drug resistance in tumours.
  • Thematic program: Models in Cancer Therapy (2015/2016)
  • Event: Workshop on "Models in Cancer Therapy" (2016)

Kalinin, Alexander (U. Mannheim) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 16:30
“Mild and Viscosity Solutions of Parabolic Path-Dependent Partial Differential Equations”
In this talk, we consider a class of parabolic semilinear path-dependent PDEs that can be associated with a class of stochastic integral equations, which may depend on the entire sample paths of a time-inhomogeneous diffusion process. For instance, such integral equations can determine the log-Laplace functionals of historical superprocesses. By exploiting this relationship, we show uniqueness, existence and non-extendibility of mild solutions, and verify that every mild solution turns out to be a viscosity solution of the path-dependent PDE in question.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Cosso, Andrea (Université Paris 7) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 15:00
“Functional versus Banach space stochastic calculus, and strong-viscosity solutions to path-dependent PDEs”
In the first part of the talk we revisit the basic theory of functional Ito calculus, using the regularization approach. This allows us to explore its relations with the corresponding Banach space stochastic calculus. In the second part of the talk, we introduce a viscosity type solution for path-depenendent partial differential equations, called strong-viscosity solution, with the peculiarity that it is a purely analytic object. We discuss its properties and we present an existence and uniqueness result for strong-viscosity solutions to semilinear parabolic path-dependent partial differential equations.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Cont, Rama (Imperial College London) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 14:00
“Kolmogorov without Markov: path-dependent Kolmogorov equations”
Path-dependent Kolmogorov equations are a class of infinite dimensional partial differential equations on the space of cadlag functions which extend Kolmogorov's backward equation to path-dependent functionals of stochastic processes. Solutions of such equations are non-anticipative functionals which extend the notion of harmonic function to a non-Markovian, path-dependent setting. We discuss existence, uniqueness and properties of weak and strong solutions of path-dependent Kolmogorov equations using the Functional Ito calculus. Time permitting, some applications to mathematical finance and non-Markovian stochastic control will be discussed.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Davis, Mark (Imperial College, London) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 11:30
“Infinite-dimensional linear programming and robust hedging of contingent claims”
We consider a market including a traded asset whose forward price St is unambiguously defined and on which put options are traded with maturity/strike pairs {(Tj,Kji), i = 1, . . . , ij, j = 1, . . . , n}. The prices of these options, and the underlying asset price, are known at the current time t = 0, and are assumed to satisfy the Davis-Hobson (2007) conditions for consistency with an arbitrage-free model. Given a path-dependent contingent claim with exercise value ö(ST1, . . . , STn) we look for the cheapest semi-static superhedging portfolio, consisting of static positions in the traded options together with dynamic trading in the underlying where rebalancing takes place only at the option exercise times Tj. This problem is naturally formulated as an infinite-dimensional linear program (LP) and (under stated conditions) we can apply interior point conditions to show that there is no duality gap, the dual problem being maximization of expectation over martingale measures. One advantage of this approach is that computations can be done by finite-dimensional LP algorithms, following a 2-stage discretization process where we firstly restrict the dynamic trading integrands to finite linear combinations of basis functions, and then discretize the state space; we present some examples. Finally, we comment on possible extensions of these results to models with transaction costs. This is joint work with Sergey Badikov and Antoine Jacquier.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Acciaio, Beatrice (London School of Economics) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 10:30
“Model-independent pricing with additional information”
We consider a continuous-time financial market that consists of securities available for dynamic trading, and securities only available for static trading. We work in a robust framework and discuss two different ways of including additional information. In the first case, the informed agent's information flow is modeled by a filtration which is finer that the one of the uninformed agent. This clearly leads to a richer family of trading strategies, and to a smaller set of pricing measures. In the second case, we assume that the additional information consists in being able to exclude some evolution of the asset price process. In particular, super-replication of a contingent claim is required only along paths falling in the smaller set of admissible paths, and the pricing measures to be considered are only those supported on this set. The talk is based on joint works with Martin Larsson, Alex Cox and Martin Huesmann.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Obloj, Jan (U. Oxford) WPI, Seminar Room 08.135 Wed, 6. Apr 16, 9:00
“Robust pricing-hedging duality with path constraints and applications to information quantification”
We consider robust (pathwise) approach to pricing and hedging. Motivated by the notion of prediction set in Mykland (2003), we include in our setup modelling beliefs by allowing to specify a set of paths to be considered, e.g. super-replication of a contingent claim is required only for paths falling in the given set. The framework interpolates between model--independent and model--specific settings. We establish a general pricing--hedging duality. The setup is parsimonious and includes the case of no traded options as well as the so-called martingale optimal transport duality of Dolinsky and Soner (2013) which we extend to multiple dimensions and multiple maturities. In presence of non-trivial beliefs, the equality is obtained between limiting values of perturbed problems indicating that the duality holds only if the market is stable under small perturbations of the inputs. Our framework allows to quantify the impact of making assumptions or gaining information. We focus in particular on the latter and study if the pricing-hedging duality is preserved under additional information. Joint work with Zhaoxu Hou and Anna Aksamit.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Nutz, Marcel (Columbia University) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 17:00
“Martingale Optimal Transport and Beyond”
We study the Monge-Kantorovich transport between two probability measures, where the transport plans are subject to a probabilistic constraint. For instance, in the martingale optimal transport problem, the transports are laws of martingales. Interesting new couplings emerge as optimizers in such problems. Constrained transport arises in the context of robust hedging in mathematical finance via linear programming duality. We formulate a complete duality theory for general performance functions, including the existence of optimal hedges. This duality leads to an analytic monotonicity principle which describes the geometry of optimal transports. Joint work with Mathias Beiglböck, Florian Stebegg and Nizar Touzi.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Badikov, Sergey (Imperial College, London) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 16:00
“No-arbitrage bounds for the forward smile given marginal”
We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear programming arguments, and we propose a discretisation scheme to reduce its dimensionality and hence its complexity. Alternatively, one can consider the dual problem, consisting in finding optimal martingale measures under which the upper and the lower bounds are attained. Semi-analytical solutions to this dual problem were proposed by Hobson and Klimmek (2013) and by Hobson and Neuberger (2008). We recast this dual approach as a finite dimensional linear programme, and reconcile numerically, in the Black-Scholes and in the Heston model, the two approaches.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Siorpaes, Pietro (U. Oxford) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 14:30
“Pathwise local time and robust pricing of realized variance”
Davis, Obloj and Raval (2013) developed a theory of robust pricing and hedging of weighted variance swaps given market prices of co-maturing put options. They make use of Föllmer’s quadratic variation for continuous paths, and of an analogous notion of local time. Here we develop a theory of pathwise local time, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. We provide equivalent conditions for the existence of pathwise local time. Our approach agrees with the usual (stochastic) local times for a.e. path of a continuous semimartingale. We establish pathwise versions of the Itō-Tanaka, change of variables and change of time formulae. Finally, we study in detail how the limiting objects, the quadratic variation and the local time, depend on the choice of partitions. In particular, we show that an arbitrary given non-decreasing process can be achieved a.s. by the pathwise quadratic variation of a standard Brownian motion for a suitable sequence of (random) partitions; however, such degenerate behavior is excluded when the partitions are constructed from stopping times.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Blacque-Florentin, Pierre (Imperial College, London) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 11:30
“Functional calculus and martingale representation formula for integer-valued random measures”
We develop a pathwise calculus for functionals of integer-valued measures. We show that smooth functionals in the sense of this pathwise calculus are dense in the space of square-integrable (compensated) integrals with respect to a large class of integer-valued random measures. Using these results, we extend the framework of Functional Itō Calculus to functionals of integer-valued random measures. We construct a 'stochastic derivative' operator with respect to such integer-valued random measures and obtain an explicit martingale representation formula for square-integrable martingales with respect to the filtration generated by such integer-valued random measures. Our results hold beyond the class of Poisson random measures and allow for random and time-dependent compensators. This is joint work with R. Cont.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Lu, Yi (Université Pierre & Marie Curie, Paris VI) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 10:30
“Weak derivatives of non-anticipative functionals”
In his seminal paper "Calcul d'Ito sans probabilités", Hans Föllmer proposed a non-probabilistic version of the Itō formula, which was recently generalized by Rama Cont and David-Antoine Fournié in a functional framework. Using the notion of pathwise quadratic variation, we derive first a pathwise isometry formula for functionals of a given path. This formula allows to generalize the notion of vertical derivatives and allows to define a weak version of vertical derivatives for functionals which are not necessarily smooth in the classical sense. The whole approach involves only pathwise arguments and does not rely on any probability notions. Nevertheless, we show that when applying to a stochastic process, this notion of weak derivatives coincides with the weak derivatives proposed by Cont and Fournié in a probabilistic framework.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Ananova, Anna (Imperial College, London) WPI, Seminar Room 08.135 Tue, 5. Apr 16, 9:00
“Pathwise integration with respect to paths of finite quadratic variation.”
We study a notion of pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums, as defined by Follmer (1979) and extended by Cont & Fournie (2010). We prove a pathwise isometry property for this integral, analogous to the well-known Ito isometry for stochastic integrals. This property is then used to represent the integral as a continuous map on an appropriately defined vector space of integrands. Finally, we obtain a pathwise 'signal plus noise' decomposition, which is the pathwise analog of the semimartingale decomposition, for a large class of irregular paths obtained through functional transformations of a reference path with non-vanishing quadratic variation. The relation with controlled rough paths is discussed.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Beiglböck, Mathias (TU Wien) WPI, Seminar Room 08.135 Mon, 4. Apr 16, 16:30
“Pathwise super-replication via Vovk's outer measure”
Since Hobson's seminal paper the connection between model-independent pricing and the skorokhod embedding problem has been a driving force in robust finance. We establish a general pricing-hedging duality for financial derivatives which are susceptible to the Skorokhod approach. Using Vovk's approach to mathematical finance we derive a model-independent super-replication theorem in continuous time, given information on finitely many marginals. Our result covers a broad range of exotic derivatives, including lookback options, discretely monitored Asian options, and options on realized variance.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Prömel, David (Humboldt-Universität zu Berlin) WPI, Seminar Room 08.135 Mon, 4. Apr 16, 15:00
“Pathwise Tanaka formula and local times for typical price paths”
We present a pathwise Tanaka formula for absolutely continuous functions with weak derivative of finite q-variation provided the local time is of finite p-variation with 1/p + 1/q >1. To justify the assumption on the local time, we follow Vovk's hedging based approach to model free financial mathematics. We prove that it is possible to make an arbitrarily large profit by investing in those one-dimensional paths which do not possess local times fulfilling the aforementioned assumptions. This talk is based on a joint work with Nicolas Perkowski.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Perkowski, Nicolas (Humboldt-Universität zu Berlin) WPI, Seminar Room 08.135 Mon, 4. Apr 16, 14:00
"Stochastic integration and game-theoretic martingales"
Vovk recently introduced a pathwise approach to continuous time mathematical finance which does not require any measure-theoretic foundation and allows us to describe properties of “typical price paths” or “game-theoretic martingales" by only relying on superhedging arguments. I will show how to construct a model free Itō integral in this setting. We will also see that every typical price paths a rough path in the sense of Lyons. Based on joint work with David Prömel.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Vovk, Vladimir (Royal Holloway, London) Skylounge (12th floor) Mon, 4. Apr 16, 11:30
“Financial applications of game-theoretic supermartingales”
This talk will introduce a class of game-theoretic supermartingales, whose main advantage over their measure-theoretic counterparts is that they do not presuppose a given probability measure; instead, they can be used to define an outer measure motivated by economic considerations combined only with topological (but not statistical) assumptions. Under the continuity assumption, it is possible to show that a typical continuous price path "looks like Brownian motion" with a possibly deformed time axis. A weaker assumption of boundedness of jumps still implies the almost sure existence of pathwise stochastic integrals of functions with finite p-variation for some p with respect to cadlag price paths with bounded jumps.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Teichmann, Josef (ETH Zürich) Skylounge (12th floor) Mon, 4. Apr 16, 10:00
“Rough term structures”
In the realm of Martin Hairer's regularity structures we aim to introduce topologies on spaces of modelled distributions, which enable on the one hand reconstruction and which allow on the other hand a rich class of modelled distribution valued semi-martingales. This is done to have tools from regularity structures and semi-martingale theory at hand. Examples from the theory of term structures in mathematical Finance are shown. Joint work with David Prömel, ETH Zürich.
  • Thematic program: Mathematics for Risk in Finance and Energy (2015/2016)
  • Event: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (2016)

Pansu, Pierre (U. Paris) WPI, Seminar Room 08.135 Wed, 24. Feb 16, 12:00
"The quasisymmetric Hölder equivalence Problem"
What is the optimal pinching of curvature on spaces quasiisometric to complex hyperbolic spaces ? This leads to the following problem: what is the best Hölder continuity exponent for a homeomorphism of Euclidean space to a metric space quasisymmetric to the Heisenberg group, when the inverse map is assumed to be Lipschitz ? We give a partial result on this question.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Swiatoslaw, Gal (U. Wroclaw) OMP 1, Seminar Room 08.135 Wed, 24. Feb 16, 10:30
"Uniform simplicity of groups of dynimical origin"
A group is called $N$]uniformly simple if for every nontrivial conjugacy class $C$, $(C^\pm)^{\leq N}$ covers the whole group. Every uniformly simple group is simple. It is known that many group with geometric or dynamical origin are simple. In the talk we prove that, in fact, many of them are uniformly simple. The result are due to the speaker, Kuba Gis] matullin, and Nir Lazarovich.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Ghosh, Sourav (U. Heidelberg) WPI, Seminar Room 08.135 Wed, 24. Feb 16, 9:15
"Moduli space of Margulis Spacetimes"
In this talk I will describe the stable and unstable leaves for the geodesic flow on the space of non-wandering space like geodesics of a Margulis Spacetime. I will also describe how monodromy of Margulis Spacetimes are “Anosov representations in non semi-simple Lie groups”. Finally using the Anosov property I will define the Pressure metric on the Moduli Space of Margulis Spacetimes and discuss some of its properties.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Guichard, Olivier (U. Strasbourg) WPI, Seminar Room 08.135 Tue, 23. Feb 16, 16:00
"Symplectic Maximal Representations"
Jointly with Anna Wienhard, we obtain a better understanding of the compact $\mathbf{R}\mathbb{P}^{2n-1}$-manifolds coming from maximal representations into the symplectic group $\mathrm{Sp}(2n, \mathbf{R}$, and in particular of their topology. This is based on the special properties of the boundary map into the Lagrangian variety.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Kassel, Fanny (U. Lille) WPI, Seminar Room 08.135 Tue, 23. Feb 16, 14:30
"Proper affine actions for right-angled Coxeter Groups"
We prove that any right-angled Coxeter group on k generators admits a proper affine action on R^{k(k-1)/2}. This yields proper affine actions for many other groups, including all Coxeter groups. Joint work with J. Danciger and F. Guéritaud.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Caprace, Pierre-Emmanuel (U. Louvain) WPI, Seminar Room 08.135 Tue, 23. Feb 16, 9:15
"Linear representations of lattices in Euclidean buildings"
When is a lattice in a Euclidean building linear? We will explain that answers to that question can be obtained by combining tools of various origins: ergodic theory, structure theory of disconnected locally compact groups, and classical theory of projective planes. Based on joint work with Uri Bader and Jean Lécureux.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Leeb, Bernhard (U. München) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 15:45
"Geometry and dynamics of Anosov representations II"
We give a geometric interpretation of the maximal Satake compactification of symmetric spaces X=G/K of noncompact type, showing that it arises by attaching the horofunction boundary for a suitable G-invariant "polyhedral" Finsler metric on X. We then discuss the topological dynamics of discrete subgroups Gamma"<"G on this compactification. We show that there exist natural domains of proper discontinuity for Gamma extending X, and that the Gamma-action on these domains is cocompact if Gamma is an Anosov subgroup. This leads to natural bordifications resp compactifications of the locally symmetric spaces X/Gamma as orbifolds with corners by attaching quotients of domains of discontinuity at infinity. This is joint work with Misha Kapovich.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Porti, Joan (U. Barcelone) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 14:15
"Geometry and dynamics of Anosov representations I"
In this talk I give a definition of Anosov representation that does not use geodesic flow. Then I give a characterization in terms of coarse geometry of the orbit map in the symmetric space. This leads to the notion of Morse subgroups and to a Morse lemma for higher rank symmetric spaces. This is joint work with B. Leeb and M. Kapovich.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Lee, Gye-Seon (U. Heidelberg) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 13:00
"Collar lemma for Hitchin representations"
There is a classical result first due to Keen known as the collar lemma for hyperbolic surfaces. A consequence of the collar lemma is that if two closed curves A and B on a closed orientable hyperbolizable surface have non-zero geometric intersection number, then there is an explicit lower bound for the length of A in terms of the length of B, which holds for any hyperbolic structure on the surface. By slightly weakening this lower bound, we generalize this statement to hold for all Hitchin representations. Joint work with Tengren Zhang.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Marquis, Ludovic (U. Rennes) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 10:30
"Projectivization of some Dehn-filling on hyperbolic 4-orbifold"
A theorem of Thurston says that if M is a finite volume non-compact hyperbolic manifold of dimension 3 (say with one cusp to simplify) then the manifold of dimension 3 obtained by filling (Dehn filling) the cusp is hyperbolic except in a finite number of cases. The hyperbolization of finite volume non-compact orbifold is possible only in dimension 2 or 3. We will exhibit examples of hyperbolic polytopes of dimension 4 which admit a projectivization of their Dehn filling. During this talk, "projectivize" will mean realise as the quotient of a properly convex open set of the real projective space by a discrete subgroup of projective transformation (preserving the convex). This is a joint work with Suhyoung Choi (KAIST) and Gye-Seon Lee (Heidelberg).
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Osajda, Damian (U. Wroclaw) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 10:30
"Gromov boundaries with the combinatorial Loewner property."
This is joint work with Antoine Clais (Technion). The combinatorial Loewner property (CLP) is a property of metric spaces invariant under quasi-Moebius homeomorphisms. It has been introduced by M. Bonk and B. Kleiner as a combinatorial counterpart of the classical Loewner property. Conjecturally, Gromov group boundaries satisfying the CLP are quasi-Moebius homeomorphic to Loewner spaces. For Loewner boundaries various quasi-conformal analysis techniques have been developed in order to achieve rigidity results. Not many group boundaries with the CLP are known. We present new classes of Gromov boundaries, in dimensions greater than one, satisfying the CLP. The underlying groups are hyperbolic right-angled Coxeter groups and lattices in associated buildings.
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Lubotzky, Alexander (U. Jerusalem) WPI, Seminar Room 08.135 Mon, 22. Feb 16, 9:15
"Arithmetic quotients of the mapping class group"
Let M=M(g) be the mapping class group of a surface of genus g > 1 (resp. M=Aut(F_g) the automorphism group of the Free group on g generators ). As it is well known, M is mapped onto the symplectic group Sp(2g,Z) (resp. the general linear group GL(g,Z) ). We will show that this is only a first case in a series: in fact, for every pair (S,r) when S is a finite group with less than g generators and r is a Q-irreducible representation of S, we associate an arithmetic group which is then shown to be a virtual quotient of M. The case when S is the trivial group gives the above Sp(2g,Z) ( resp. GL(g,Z) ) but many new quotients are obtained. For example it is used to show that M(2) (resp. Aut(F_3) ) is virtually mapped onto a non-abelian free group. Another application is an answer to a question of Kowalski: generic elements in the Torelli groups are hyperbolic and fully irreducible. Joint work with Fritz Gruenwald, Michael Larsen and Justin Malestein .
  • Thematic program: Fellows of the Institut CNRS Pauli 2015/2016 (fellows 2015/2016)
  • Event: Workshop on "Boundaries of groups and representations" (2016)

Constantin, Peter (U. Princeton) WPI Seminar Room 08.135 Fri, 18. Dec 15, 11:00
"Nonlocal equations in bounded Domains"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Hittmeir, Sabine (U. Vienna) WPI Seminar Room 08.135 Fri, 18. Dec 15, 10:00
"Multiscale asymptotics and analysis for atmospheric flow models with moisture"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Li, Jinkai (U. Weizmann) WPI Seminar Room 08.135 Thu, 17. Dec 15, 15:30
"Recent advances on the primitive equations of oceanic and atmospheric dynamics"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Mucha, Piotr (U. Warsaw) WPI Seminar Room 08.135 Thu, 17. Dec 15, 14:30
"Slightly compressible Navier-Stokes system connection to incompressible flows"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Szekelyhidi, Laszlo (U. Leipzig) WPI Seminar Room 08.135 Thu, 17. Dec 15, 11:00
"Hölder continuous weak solutions of the Euler equations"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Boldrighini, Carlo (U. Rome) WPI Seminar Room 08.135 Thu, 17. Dec 15, 10:00
"Li-Sinai solutions of the 3-d Navier-Stokes equations and related real solutions: theory and computer simulations"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Brenier, Yann (Ecole Polytechnique & CNRS) WPI Seminar Room 08.135 Wed, 16. Dec 15, 15:30
"Rearrangement methods in convective and compressible fluid motions"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Kukavica, Igor (U. Southern California) WPI Seminar Room 08.135 Wed, 16. Dec 15, 14:30
"Analyticity results for the incompressible Euler equations "
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Besse, Nicolas (Obs. Nice & UCA) WPI Seminar Room 08.135 Wed, 16. Dec 15, 11:00
"Time-analyticity of Lagrangian incompressible Euler flow in a bounded Domain"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Frisch, Uriel (Obs. Nice & CNRS) WPI Seminar Room 08.135 Wed, 16. Dec 15, 10:00
"The Cauchy-Lagrangian method for numerical analysis of Euler Flow"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Nguyen, Toan (U. Penn State) WPI Seminar Room 08.135 Tue, 15. Dec 15, 15:30
"The stability of boundary layers: an overview"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Mazzucato, Anna (U. Penn State) WPI Seminar Room 08.135 Tue, 15. Dec 15, 14:30
"The vanishing viscosity limit in the presence of a porous medium"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Dalibard, Anne-Laure (U. Paris 6) WPI Seminar Room 08.135 Tue, 15. Dec 15, 11:00
"Separation for the stationary Prandle equation"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Vicol, Vlad (U. Princeton) WPI Seminar Room 08.135 Tue, 15. Dec 15, 10:00
"Remarks on the vanishing viscosity problem with Dirichlet boundary conditions"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Wiedemann, Emil (U. Bonn) WPI Seminar Room 08.135 Mon, 14. Dec 15, 16:30
"The issue of weak-strong uniqueness in contrast to non-uniqueness for 'wild' solutions"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Dong, Li (U. British Colombia) WPI Seminar Room 08.135 Mon, 14. Dec 15, 15:45
"Ill posedness of the Euler Equation in Cm and related issues"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Gibbon, John (Imperial College London) WPI Seminar Room 08.135 Mon, 14. Dec 15, 15:00
“Regimes of nonlinear depletion and regularity in the 3D Navier-Stokes equations”
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

WPI Seminar Room 08.135 Mon, 14. Dec 15, 14:20
Opening of Workshop
and self presentation of participants
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Euler and Navier-Stokes Equations and Connected Topics" (2015)

Ning, Jiang (U. Wuhan) WPI Seminar Room 08.135 Fri, 11. Dec 15, 14:30
"Boundary layers and the fluid limits of the Boltzmann equation"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Golse, Francois (Ecole Polytechnique) WPI Seminar Room 08.135 Fri, 11. Dec 15, 11:30
"From N-body Schrödinger to Vlasov"
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Jabin, Pierre-Emmanuel (U. Maryland) WPI Seminar Room 08.135 Fri, 11. Dec 15, 10:00
"Mean field limits for bounded force kernels"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Brenier, Yann (Ecole Polytechnique & CNRS) WPI Seminar Room 08.135 Thu, 10. Dec 15, 14:30
"A double large deviation principle for the gravitational Vlasov-Poisson system via Monge-Ampere approximation"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Han-Kwan, Daniel (Ecole Polytechnique & CNRS) WPI Seminar Room 08.135 Thu, 10. Dec 15, 11:00
"Quasineutral limit for Vlasov-Poisson: a review"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Nguyen, Toan (U. Penn State) WPI Seminar Room 08.135 Thu, 10. Dec 15, 9:30
"Ill-posedness of the hydrostatic Euler and singular Vlasov equations"
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Diamond, Patrick (UCSD) WPI Seminar Room 08.135 Wed, 9. Dec 15, 14:30
"The quasilinear theory for the Vlasov plasma dynamics: content, success, failures"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Hauray, Maxime (U. AMU) WPI Seminar Room 08.135 Wed, 9. Dec 15, 12:00
"Weak-strong stability and mean-field limit for Vlasov equations"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Bardos, Claude (WPI & ICP c/o Paris 6 & 7) WPI Seminar Room 08.135 Wed, 9. Dec 15, 11:00
"About the Maxwell Boltzmann equation"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Gerard-Varet, David (U. Paris 7) WPI Seminar Room 08.135 Wed, 9. Dec 15, 9:30
"Trend to equilibrium in the Kuramoto model"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Hahn, Oliver (Obs. Nice & UNS) WPI Seminar Room 08.135 Tue, 8. Dec 15, 14:40
"Cosmic structure formation in the continuum limit"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Sobolevski, Andrei + Frisch, Uriel (Obs. Nice & CNRS) + Besse, Nicolas (Obs. Nice & UCA) WPI Seminar Room 08.135 Tue, 8. Dec 15, 12:00
"Work in Progress on Lagrangian time-analyticity of the Vlasov-Poisson flow"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Sousbie, Thierry (IAP & CNRS) WPI Seminar Room 08.135 Tue, 8. Dec 15, 11:00
"ColDICE: a parallel Vlasov-Poisson solver using moving adaptive simplicial tessellation"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Colombi, Stephane (IAP & CNRS) WPI Seminar Room 08.135 Tue, 8. Dec 15, 9:30
"Evolution of collisionless, initially cold, self-gravitating Systems in one dimension"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Besse, Nicolas (Obs. Nice & UCA) WPI Seminar Room 08.135 Mon, 7. Dec 15, 15:30
"On the eigenvalue problem for the gyrokinetic equations"
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

WPI Seminar Room 08.135 Mon, 7. Dec 15, 14:30
Presentation of participants
  • Thematic program: Turbulence and Fusion (2015/2016)

WPI Seminar Room 08.135 Mon, 7. Dec 15, 14:20
Opening of Workshop
and self presentation of participants (5 min each)
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: Workshop on "Vlasov-Poisson equations for plasmas and cosmology" (2015)

Peter Weibel Künstlerhaus Vienna Mon, 12. Oct 15, 18:00
"Gotthard Günther and the Digital Revolution"
  • Thematic program: Logic and Complexity (2015/2016)
  • Event: ARTEMATICA 2015 - Wolfgang Pauli Lectures (2015)

Gerhard Widmer Künstlerhaus Vienna Mon, 12. Oct 15, 17:00
"Con Espressione! Towards a New Level of Music Understanding in Computers"
  • Thematic program: Logic and Complexity (2015/2016)
  • Event: ARTEMATICA 2015 - Wolfgang Pauli Lectures (2015)

Kurt Hofstetter Künstlerhaus Vienna Mon, 12. Oct 15, 16:00
"On the Event Horizon of Order"
  • Thematic program: Logic and Complexity (2015/2016)
  • Event: ARTEMATICA 2015 - Wolfgang Pauli Lectures (2015)

Dirk Frettlöh Künstlerhaus Vienna Mon, 12. Oct 15, 15:00
"Mathematical Quasicrystals And Inductive Rotation Tilings"
  • Thematic program: Logic and Complexity (2015/2016)
  • Event: ARTEMATICA 2015 - Wolfgang Pauli Lectures (2015)

Texier, Benjamin (Univ. de Paris VII) WPI, Seminar Room 08.135 Fri, 2. Oct 15, 10:30
Space-time resonances and high-frequency instabilities in two-fluid Euler-Maxwell systems
We show that space-time resonances induce high-frequency instabilities in the two-fluid Euler-Maxwell system. This implies in particular that the Zakharov approximation to Euler-Maxwell is stable if and only if the group velocity vanishes. The instability proof relies on a short-time representation formula for the flows of pseudo-differential operators of order zero. This is joint work with Eric Dumas (Grenoble) and Lu Yong (Prague).
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Watanabe, Tatsuya (Kyoto Sangyo University) WPI, Seminar Room 08.135 Fri, 2. Oct 15, 9:15
Uniqueness and asymptotic behavior of ground states for quasilinear Schrodinger equations arising in plasma physics
In this talk, we consider a quasiinear Schrodinger equation which appears in the study of plasma physics. We are interested in the uniqueness of ground states without assuming any restriction on a physical parameter. We also study asymptotic behavior of ground states as the parameter goes to zero.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Stimming, Hans-Peter (Univ. Wien) WPI, Seminar Room 08.135 Thu, 1. Oct 15, 11:15
Non-local NLS of derivative type for modeling highly nonlocal optical nonlinearities
A new NLS type equation is employed for modeling long-range interactions in nonlinear optics, in a collaboration with experimental physicists. It is of quasilinear type and models fluctuations around a 'continuous-wave polariton' which are chosen according to Bogoliubov theory. We present a numerical discretization method and simulation results. Mathematical theory for this equation is work in progress.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Pomponio, Alessio (Politecnico di Bari) WPI, Seminar Room 08.135 Thu, 1. Oct 15, 10:30
Born-Infeld equations in the electrostatic case
The equation in (BI) appears for instance in the Born-Infeld nonlinear electromagnetic theory: in the electrostatic case it corresponds to the Gauss law in the classical Maxwell theory and so  is the electric potential and  is an assigned extended charge density. We discuss existence, uniqueness and regularity of the solution of (BI). The results have been obtained in a joint work with Denis Bonheure and Pietro d’Avenia.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Ohta, Masahito (Science University of Tokyo) WPI, Seminar Room 08.135 Thu, 1. Oct 15, 9:15
Stability of standing waves for a system of nonlinear Schrodinger equations with cubic nonlinearity
We consider a system of nonlinear Schrodinger equations with cubic nonlinearity, called a coherently coupled NLS system (CCNLS) in nonlinear optics, in one space dimension. We study orbital stability and instability of standing wave solutions of (CCNLS), and prove similar results to Colin and Ohta (2012) which studies a system of NLS equations with quadratic nonlinearity. This is a joint work with Shotaro Kawahara (Tokyo University of Science).
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Melinand, Benjamin (Univ. de Bordeaux) WPI, Seminar Room 08.135 Wed, 30. Sep 15, 11:15
The Proudman resonance
In this talk, I will explain the Proudman resonance. It is a resonant respond in shallow waters of a water body on a traveling atmospheric disturbance when the speed of the disturbance is close to the typical water wave velocity. In order to explain this phenomenon, I will prove a local well-posedness of the water waves equations with a non constant pressure at the surface, taking into account the dependence of small physical parameters. Then, I will justify mathematically the historical work of Proudman. Finally, I will study the linear water waves equations and I will give dispersion estimates in order to extend The Proudman resonance to deeper waters. To complete these asymptotic models, I will show some numerical simulations.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Le Coz, Stefan (Univ. De Toulouse) WPI, Seminar Room 08.135 Wed, 30. Sep 15, 10:30
On a singularly perturbed Gross-Pitaevskii equation
We consider the 1D Gross-Pitaevskii equation perturbed by a Dirac potential. Using a fine analysis of the properties of the linear propagator, we study the well-posedness of the Cauchy Problem in the energy space of functions with modulus 1 at infinity. Then we study existence and stability of the black solitons with a combination of variational and perturbation arguments. This is a joint work with Isabella Ianni and Julien Royer.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Klein, Christian (Univ. de Bourgogne) WPI, Seminar Room 08.135 Wed, 30. Sep 15, 9:15
Numerical study of fractional nonlinear Schrödinger equations
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Hirayama; Hiroyuki (Nagoya Univ.) WPI, Seminar Room 08.135 Tue, 29. Sep 15, 14:15
Well-posedness for a system of quadratic derivative nonlinear Schrödinger equations with periodic initial data.
We consider the Cauchy problem of a system of quadratic derivative nonlinear Schrödinger equations which was introduced by M. Colin and T. Colin as a model of laser-plasma interaction. In this talk, we prove the well-posedness of this system for the periodic initial data. In particular, if the coefficients of Laplacian satisfy some conditions, then the well-posedness is proved at the scaling critical regularity by using U^2 and V^2 spaces.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Hayashi, Nakao (Osaka Univ.) WPI, Seminar Room 08.135 Tue, 29. Sep 15, 11:15
Asymptotics of solutions to fourth-order nonlinear Schrödinger equations
We consider the Cauchy problem for the fourth-order nonlinear Schrödinger equation with a critical nonlinearity and prove the asymptotic stability of solutions in the neighborhood of the self similar solutions under the non zero mass condition and the smallness on the data.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Gonzįlez de Alaiza Martķnez, Pedro (CEA) WPI, Seminar Room 08.135 Tue, 29. Sep 15, 10:30
Mathematical models for terahertz emissions by laser-gas interaction
Terahertz (THz) emissions have nowadays important applications such as security screening and imaging. Laser-gas interaction reveals itself to be a promising technique to generate broadband and intense THz sources suitable for these applications. In this talk, I will explain recent mathematical models and their underlying physics explaining the THz radiation generated when ultrafast laser pulses ionize a gas at high intensities. Solutions to the model equations will be compared with direct numerical simulations.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Dumas, Eric (Univ. de Grenoble) WPI, Seminar Room 08.135 Tue, 29. Sep 15, 9:15
Some variants of the focusing NLS equations Derivation, justification and open problems
The usual model of nonlinear optics given by the cubic NLS equation is too crude to describe large intensity phenomenas such as filamentation, which modifies the focusing of laser beams. I shall explain how to derive some more appropriate variants of the NLS model from Maxwell's equations, using improved approximations of the original dispersion relation or taking ionization effects into account. I shall provide rigorous error estimates for the models considered, and also discuss some open problems related to these modified NLS equations. This is joint work with David Lannes and Jeremie Szeftel.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Saut, Jean-Claude (Univ. Paris d'Orsay) WPI, Seminar Room 08.135 Mon, 28. Sep 15, 15:30
Full dispersion water waves models
We will survey recent results and open problems on various nonlocal "full dispersion" models of surface water waves.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Colin, Mathieu (Univ. de Bordeaux) WPI, Seminar Room 08.135 Mon, 28. Sep 15, 14:30
Solitons in quadratic media
In this talk, we investigate the properties of solitonic structures arising in quadratic media. More precisely, we look for stationary states in the context of normal or anomalous dispersion regimes, that lead us to either elliptic or nonelliptic systems and we address the problem of orbital stability. Finally, we present some numerical experiments in order to compute localized states for several regimes.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Workshop on "Quasilinear and nonlocal nonlinear Schrödinger equations" (2015)

Esther Daus (TU Wien) WPI, Seminar Room 08.135 Wed, 16. Sep 15, 10:45
Cross-diffusion systems: "Population dynamics model (Joint work with A. Jüngel), Diffusion through obstacles (Joint work with M. Bruna, A. Jüngel)"
In this talk we will discuss two different cross-diffusion models. The first model is used in population dynamics in biology and can be derived from a lattice in the case when we are not taking into account any volume-filling effects. We will present recent results concerning the existence of global weak solutions under the assumption that the system possesses a formal gradient-flow structure using ideas of [A. Jüngel: Boundedness-by-entropy method. Nonlinearity 28 (2015)]. The second model describes diffusion through obstacles. The underlying cross-diffusion system can be derived from a two species mixture of Brownian hard spheres. We will discuss open questions concerning this model.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Ulisse Stefanelli (Univ. Wien) WPI, Seminar Room 08.135 Wed, 16. Sep 15, 10:00
"The WED principle in metric spaces"
I will present the WED variational approach to gradient-flow evolution in metric spaces. A reference application is to densities and empirical measures. In the linear-space case, the WED strategy entails in an elliptic-in-time regularization of the problem. The picture in the metric case is confined to the variational level and the discussion relies on a Pontyagin-type principle. This is joint work with Riccarda Rossi (Brescia), Giuseppe Savar' (Pavia), and Antonio Segatti (Pavia).
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Ruediger Müller (Univ. WIAS) WPI, Seminar Room 08.135 Tue, 15. Sep 15, 14:45
"Modeling of Ion Transport in Nanopores"
Until recently, the (Poisson-)Nernst-Planck equations have been the standard model for the description of ion transport in diluted electrolyte solutions, although it was known that they fail to reasonably limit the ion concentration in diffuse double layers. This weakness can be remedied by a thermodynamic consistent coupling to the momentum balance and introducing an appropriate elastic law, rather than by a mere modification of the entropy of mixing. In many electrochemical applications, the Debye length --that controls the width of the diffuse layers-- is typically very small compared to the macroscopic dimensions of the system. In these situations a spacial resolution of the layers is often not necessary. By the method of formal asymptotic analysis we derive a reduced model that is locally electric neutral and does not resolve the layers but incorporates all relevant features of the layers into a new set of interface equations. Nanopores typically have a strongly anisotropic geometry where the diameter is close to the Debye length but the length in axial direction is larger by at least one order of magnitude. We discuss the scaling to dimensionless quantities and present a reduced 1d-model for arbitrary geometries with rotational symmetry. Multi-dimensional solutions that resolve boundary layers can be recovered from the lower-dimensional solution.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Ulrich Dobramysl (Univ. Oxford) WPI, Seminar Room 08.135 Tue, 15. Sep 15, 14:00
"Exploring unknown environments - from robot experiments to numerical modelling"
I will present examples of modelling collective movement via robot experiments. In the first part I will focus on an investigation on how two communicating individuals can most efficiently navigate a corridor without external sensory input. The second part of my talk will be about robot swarms and their strategies for target finding in an unknown environment. These studies where performed via a combination of robot experiments and numerical simulations.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Hartmut Loewen (Univ. Düsseldorf) WPI, Seminar Room 08.135 Tue, 15. Sep 15, 11:15
"Phase separation and turbulence in active Systems"
Ordinary materials are "passive" in the sense that their constituents are typically made by inert particles which are subjected to thermal fluctuations, internal interactions and external fields but do not move on their own. Living systems, like schools of fish, swarms of birds, pedestrians and swimming microbes are called "active matter" since they are composed of self-propelled constituents. Active matter is intrinsically in nonequilibrium and exhibits a plethora of novel phenomena as revealed by a recent combined effort of statistical theory, hydrodynamics and real-space experiments. The talk provides an introduction into the modelling of active matter focussing on biological and artificial microswimmers as key examples of active systems. A number of single-particle and collective phenomena in active matter will be addressed ranging from the most disordered state of matter (turbulence) to the purely kinetic phase separation in active systems.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Jay Newby (Univ. MBI Ohio) WPI, Seminar Room 08.135 Tue, 15. Sep 15, 10:00
Metastable dynamics in gene circuits driven by intrinsic noise
Metastable transitions are rare events, such as bistable switching, that occur under weak noise conditions, causing dramatic shifts in the expression of a gene. Within a gene circuit, one or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The circuit is self regulating when the proteins it produces affect the rate of switching between gene regulatory states. Under weak noise conditions, the deterministic forces are much stronger than fluctuations from gene switching and protein synthesis. A general tool used to describe metastability is the quasi stationary analysis (QSA). A large deviation principle is der ived so that the QSA can explicitly account for random gene switching without using an adiabatic limit or diffusion approximation, which are unreliable and inaccurate for metastable events.This allows the existing asymptotic and numerical methods that have been developed for continuous Markov processes to be used to analyze the full model.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Jon Chapman (Univ. Oxford) WPI, Seminar Room 08.135 Mon, 14. Sep 15, 16:15
"Excluded volume effects in drift Diffusion"
When diffusing agents interact with each other their motions are correlated, and the configuration space is of very high dimension. Often an equation for the marginal distribution function of one particle (the “concentration”) is sought by “integrating out” the positions of all the others. This leads to the classic problem of closure, since the equation for the concentration so derived depends on the two-point correlation function. A common closure is to assume independence at this stage, leading to some form of nonlinear (drift) diffusion equation. Such an approach works well for long range interactions (such as electric fields), but fails for short range interactions (such as steric effects). Here we consider an alternative approach using matched asymptotic expansions, in which the approximation is entirely systematic. We show how information about correlations can be recovered from the concentration. Finally we consider some of the difficulties when both long and short range forces are present.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Ansgar Juengel (TU Wien) WPI, Seminar Room 08.135 Mon, 14. Sep 15, 15:30
"Modeling and analysis of multi-species systems in biology"
The nature is dominated by systems composed of many individuals with a collective behavior. Examples include wildlife populations, biological cell dynamics, and tumor growth. There is a fast growing interest in multispecies systems both in theoretical biology and applied mathematics, but because of their enormous complexity, the scientific understanding is still very poor. Instead of calculating the trajectories of all individuals, it is computationally much simpler to describe the dynamics of the individuals on a macroscopic level by averaged quantities such as population densities. This leads to systems of highly nonlinear partial differential equations with cross diffusion, which may reveal surprising effects such as uphill diffusion and diffusioninduced instabilities, seemingly contradicting our intuition on diffusion. Major difficulties of the mathematical analysis of the crossdiffusion equations are their highly nonlinear structure and the lack of positive definiteness of the diffusion matrix. In this talk, a method inspired from nonequilibrium thermodynamics is proposed, which allows for a mathematical theory of some classes of such systems. It is based on a transformation of entropy variables which make the diffusion matrix positive definite. This property is a purely algebraic condition and may be shown by computer algebra systems. We explain the technique for systems modeling populations and transport through ion channels.
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Marie-Therese Wolfram (Univ. Wien) WPI, Seminar Room 08.135 Mon, 14. Sep 15, 14:30
"Interaction with fluids"
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Jan-Frederick Pietschmann (Univ. Münster) WPI, Seminar Room 08.135 Mon, 14. Sep 15, 14:00
"Cross-Diffusion from on-lattice and inverse problems"
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Maria Bruna (Univ. Oxford) WPI, Seminar Room 08.135 Mon, 14. Sep 15, 13:30
"Cross-diffusion models for offlattice and gradient flow"
  • Thematic program: Mean-field transportation models in the life and social sciences (2015/2016)
  • Event: Working Group on "Multiscale transport of particles" (2015)

Stimming, Hans-Peter (WPI c/o U. Wien) WPI Seminar Room 08.135 Thu, 6. Aug 15, 14:30
“Absorbing Boundary Conditions for Schrodinger and Wave equations: PML vs ECS”
The perfectly matched layers (PML) and exterior complex scaling (ECS) methods for absorbing boundary conditions are analyzed using spectral decomposition. Both methods are derived as analytical continuations of unitary to contractive transformations. We find that the methods are mathematically and numerically distinct: ECS is complex stretching that rotates the operator's spectrum into the complex plane, whereas PML is a complex gauge transform which shifts the spectrum. Consequently, the schemes differ in their time-stability. Numerical examples are given.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Zhang, Yong (WPI c/o U. Wien) WPI Seminar Room 08.135 Thu, 6. Aug 15, 13:30
“Efficient evaluation of nonlocal potentials: NUFFT and Gaussian Sum Approximations”
We introduce accurate and efficient methods for nonlocal potentials evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipole-dipole potentials. Both methods rely on the same assumption: the density is smooth and fast decaying. The first method,proposed by Jiang, Greengard and Bao, evaluates the potential in spherical/polar coordinates using NonUniform FFT algorithm, where the singularity of the Fourier representation disappears automatically, while the second one is based on a Gaussian-sum approximation of the singular convolution kernel and Taylor expansion of the density. Both methods are accelerated by fast Fourier transforms (FFT). They are accurate (14-16 digits), efficient ($O(Nlog N)$ complexity), low in storage, easily adaptable to other different kernels, applicable for anisotropic densities and highly parallelizable.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Descombes, Stephane (U. Nice) WPI Seminar Room 08.135 Thu, 6. Aug 15, 11:00
“Exponential operator splitting methods for evolutionary problems and applications to nonlinear Schrödinger equations in the semi-classical regime“
In this talk, I investigate the error behaviour of exponential operator splitting methods for nonlinear evolutionary problems. In particular, I will present an exact local error representation that is suitable in the presence of critical parameters. Essential tools in the theoretical analysis including time-dependent nonlinear Schrödinger equations in the semi-classical regime as well as parabolic initial-boundary value problems with high spatial gradients are an abstract formulation of differential equations on function spaces and the formal calculus of Lie-derivatives.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Besse, Christophe (U. Toulouse) WPI Seminar Room 08.135 Thu, 6. Aug 15, 10:00
“Exponential integrators for NLS equations with application to rotating BECs“
In this talk, I will present various time integrators for NLS equations when the potentials are time dependent. In this case, the usual time splitting schemes fail. I will introduce exponential Runge-Kutta scheme and Lawson scheme and present some of their properties.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Luong, Hung (U. Wien) WPI Seminar Room 08.135 Wed, 5. Aug 15, 12:00
“On the Cauchy problem of some 2-d models on the background of 1-d soliton solution of the cubic nonlinear Schrödinger equation"
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Bardos, Claude (WPI & ICP c/o Paris) WPI Seminar Room 08.135 Wed, 5. Aug 15, 11:00
“Formal derivation of the Vlasov Boltzmann relation”
I report on current work with Toan Nguyen and Francois Golse.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Gottlieb, Alex (WPI) WPI Seminar Room 08.135 Wed, 5. Aug 15, 10:00
“Entropy measures for quantum correlation”
We use quantum Rényi divergences to define "correlation" functionals of many-fermion states (density operators on a Fock space). The "reference" state for the relative entropy functional is the unique gauge-invariant quasi-free (g.i.q.f.) state with the same 1-RDM as the state of interest. That is, the "correlation" of the state of interest is its Rényi divergence from the uniquely associated g.i.q.f. state. Correlation functionals defined in this way enjoy the following properties: (a) they take only non-negative values, possibly infinity; (b) they assign the value 0 to all Slater determinant states; (c) they are monotone with respect to restriction of states; (d) they are additive over independent subsystems; and (e) they are invariant under changes of the 1-particle basis (Bogoliubov transformations). The quantum relative entropy or quantum Kullback-Leibler divergence is a special and distinguished member of any family of quantum Rényi divergences (of which there are at least two). The associated correlation functional, defined using quantum Kullback-Leibler divergence, we call "nonfreeness." Nonfreeness enjoys further appealing properties not shared by related correlation functionals: (f) the nonfreeness of a state X is the minimum possible value for the entropy of X relative to any g.i.q.f. reference state; (g) there is a simple formula for a pure state's nonfreeness in terms of it's natural occupation numbers; and (h) within the convex set of n-fermion states with given 1-RDM, the nonfreeness minimizer equals the entropy maximizer, which is the Gibbs canonical (n-particle) state.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Nguyen, Toan (Penn State) WPI Seminar Room 08.135 Tue, 4. Aug 15, 14:00
"Grenier's iterative scheme for instability and some new applications"
"The talk is planned to revisit Grenier's scheme for instability of Euler and Prandtl, introduced in his CPAM-2000 paper, and to present some new applications in the instability of generic boundary layers and instability of Vlasov-Maxwell in the classical limit".
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Pawilowski, Boris (U. Wien & U. Rennes) WPI Seminar Room 08.135 Tue, 4. Aug 15, 12:00
“Mean field limits for discrete NLS: analysis and numerics”
In my thesis, jointly supervised by N.J. Mauser and F. Nier, we deal with approximations of the time-dependent linear many body Schrödinger equation with a two particles interaction potential, by introducing a discrete version of the equation and mean field limits. We consider the bosonic Fock space in a finite dimensional setting. Mathematical tools include the reduced density matrices and Wigner measure techniques exploiting the formal analogy to semi-classical limits.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Nier, Francis (U. Paris 13) WPI Seminar Room 08.135 Tue, 4. Aug 15, 11:00
“Phase-space approach to the bosonic mean field dynamics : a review”
After recalling old or more recent point of views on bosonic quantum field theory and mean field problems, the series of works in collaboration with Z. Ammari will be summarized. This phase-space presentation implements the old dream of an infinite dimensional microlocal analysis. In particular the mean field dynamics is nothing but a propagation of singularity result in the semiclassical regime. This talk will put the stress on the key issues related with the infinite dimensional setting and on the new results for the mean field problem provided by this approach.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Golse Francois (X) WPI Seminar Room 08.135 Tue, 4. Aug 15, 10:00
“On the mean-field and classical limits for the N-body Schrödinger equation”
This talk proposes a quantitative convergence estimate for the mean-field limit of the N-body Schrödinger equation that is uniform in the classical limit. It is based on a new variant of the Dobrushin approach for the mean field limit in classical mechanics, which avoids the use of particle trajectories and empirical measures, and has a very natural quantum analogue. (Work in collaboration with C. Mouhot and T. Paul).
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Germain, Pierre (Courant) WPI Seminar Room 08.135 Mon, 3. Aug 15, 15:15
“On the derivation of the kinetic wave equation”
The kinetic wave equation is of central importance in the theory of weak turbulence, but no rigorous derivation of it is known. I will show how it can be derived from NLS on the torus with random forcing, in the small nonlinearity / big box limit. This is joint work with Isabelle Gallagher and Zaher Hani.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Brenier, Yann (CNRS X) WPI Seminar Room 08.135 Mon, 3. Aug 15, 14:15
"When Madelung comes up...."
After recalling the remarkable formulation made in 1926 by Erwin Madelung of the Schrödinger equation in terms of fluid mechanics, I will introduce a rational scheme, based on the least action principle and some non-linear rescaling of the time variable, starting from Euler's equations of isothermal compressible fluids (1755), followed by Fourier's heat conduction equation (1807), leading to Schrödinger's equation of quantum mechanics (1925). Finally, I will suggest the application of this scheme to Magneto-hydrodynamics. Madelung, E. (1926). "Eine anschauliche Deutung der Gleichung von Schrödinger". Naturwissenschaften 14 (45): 1004–1004.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Mauser, Norbert J (WPI & ICP c/o U. Wien) WPI Seminar Room 08.135 Mon, 3. Aug 15, 14:00
“Welcome to Vienna, birthplace of Boltzmann, Schrödinger and Pauli”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2015/2016)
  • Event: Summer school "Around Schrödinger equations" (2015)

Dorland, Bill (Maryland) WPI Seminar Room 08.135 Fri, 31. Jul 15, 10:00
Turbulent dissipation challenge: what ought to be done
Many naturally occurring and man-made plasmas are collisionless and turbulent. It is not yet well understood how the energy in fields and fluid motions is transferred into the thermal degrees of freedom of constituent particles in such systems. The debate at present primarily concerns proton heating. Multiple possible heating mechanisms have been proposed over the past few decades, including cyclotron damping, Landau damping, heating at intermittent structures and stochastic heating. Recently, a community-driven effort was proposed (Parashar & Salem, 2013, arXiv:1303.0204) to bring the community together and understand the relative contributions of these processes under given conditions. In this paper, we propose the first step of this challenge: a set of problems and diagnostics for benchmarking and comparing different types of 2.5D simulations. These comparisons will provide insights into the strengths and limitations of different types of numerical simulations and will help guide subsequent stages of the challenge.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Kunz, Matt (Princeton) WPI Seminar Room 08.135 Thu, 30. Jul 15, 16:15
Firehose and mirror: old and new results
Hybrid-kinetic numerical simulations of firehose and mirror instabilities in a collisionless plasma are performed in which pressure anisotropy is driven as the magnetic field is changed by a persistent linear shear S . For a decreasing field, it is found that mostly oblique firehose fluctuations grow at ion Larmor scales and saturate with energies ∝S 1/2 ; the pressure anisotropy is pinned at the stability threshold by particle scattering off microscale fluctuations. In contrast, nonlinear mirror fluctuations are large compared to the ion Larmor scale and grow secularly in time; marginality is maintained by an increasing population of resonant particles trapped in magnetic mirrors. After one shear time, saturated order-unity magnetic mirrors are formed and particles scatter off their sharp edges. Both instabilities drive sub-ion-Larmor–scale fluctuations, which appear to be kinetic-Alfvén-wave turbulence. Our results impact theories of momentum and heat transport in astrophysical and space plasmas, in which the stretching of a magnetic field by shear is a generic process.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Schekochihin, Alex (Oxford) WPI Seminar Room 08.135 Thu, 30. Jul 15, 10:00
Phase mixing vs. nonlinear advection in drift-kinetic plasma turbulence
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Komarov, Sergey (MPA Garching) WPI Seminar Room 08.135 Wed, 29. Jul 15, 10:00
Suppression of thermal conductivity by mirror fields
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Spitovsky, Anatoly (Princeton) WPI Seminar Room 08.135 Tue, 28. Jul 15, 16:15
Magnetogenesis in collisionless shear flows
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Quataert, Eliot (Berkeley) WPI Seminar Room 08.135 Tue, 28. Jul 15, 10:00
Sheared electron kinetics: whistler and mirror instabilities
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Catto, Peter (MIT) WPI Seminar Room 08.135 Mon, 27. Jul 15, 16:15
Three dimensional magnetized and rotating hot plasma equilibria in a gravitational field
A rotating and magnetized three-dimensional axisymmetric equilibrium for hot plasma confined by a gravitational field is found. The plasma density and current can exhibit strong equatorial plane localization, resulting in disk equilibria with open magnetic field lines. The associated equatorial plane pinching results in magnetic field flaring, implying a strong gravitational squeezing of the plasma carrying ambient magnetic field lines toward the gravitational source. At high plasma pressure, the magnetic field becomes strongly radial outside the disk. The model predicts the rotation frequency bound, the condition for a plasma disk, and the requirement for strong magnetic field flaring.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Roberg-Clark, Gareth (Maryland) WPI Seminar Room 08.135 Mon, 27. Jul 15, 10:00
Heat-flux driven instabilities in high-beta plasmas and their relevance for AGN feedback in galaxy clusters
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Wilkie, Georg (Maryland) WPI Seminar Room 08.135 Fri, 24. Jul 15, 10:00
Coupled radius-energy transport of alpha particles in GK turbulence
To rigorously model fast ions in fusion plasmas, a non-Maxwellian equilibrium distribution must be used. In this work, the response of high-energy alpha particles to electrostatic turbulence has been analyzed for several different tokamak parameters. Our results are consistent with known scalings and experimental evidence that alpha particles are generally well confined: on the order of several seconds. It is also confirmed that the effect of alphas on the turbulence is negligible at realistically low concentrations, consistent with linear theory. It is demonstrated that the usual practice of using a high-temperature Maxwellian, while previously shown to give an adequate order-of-magnitude estimate of the diffusion coefficient, gives incorrect estimates for the radial alpha particle flux, and a method of correcting it in general is provided. Furthermore, we see that the timescales associated with collisions and transport compete at moderate energies, calling into question the assumption that alpha particles remain confined to a flux surface that is used in the derivation of the slowing-down distribution.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Hammett, Greg (Princeton PPL) WPI Seminar Room 08.135 Thu, 23. Jul 15, 16:15
Lithium vapour boxes
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Citrin, Jonathan (CEA/DIFFER) WPI Seminar Room 08.135 Thu, 23. Jul 15, 10:00
Overview and open questions on electromagnetic effects on tokamak transport
The impact of electromagnetic stabilization and flow shear stabilization on ITG turbulence is investigated. Analysis of a low-β JET L-mode discharge illustrates the relation between ITG stabilization and proximity to the electromagnetic instability threshold. This threshold is reduced by suprathermal pressure gradients, highlighting the effectiveness of fast ions in ITG stabilization. Extensive linear and nonlinear gyrokinetic simulations are then carried out for the high-β JET hybrid discharge 75225, at two separate locations at inner and outer radii. It is found that at the inner radius, nonlinear electromagnetic stabilization is dominant and is critical for achieving simulated heat fluxes in agreement with the experiment. The enhancement of this effect by suprathermal pressure also remains significant. It is also found that flow shear stabilization is not effective at the inner radii. However, at outer radii the situation is reversed. Electromagnetic stabilization is negligible while the flow shear stabilization is significant. These results constitute the high-β generalization of comparable observations found at low-β at JET. This is encouraging for the extrapolation of electromagnetic ITG stabilization to future devices. An estimation of the impact of this effect on the ITER hybrid scenario leads to a 20% fusion power improvement.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Waelbroek, Francois (IFS, UT Austin) WPI Seminar Room 08.135 Wed, 22. Jul 15, 10:00
Magnetic islands and Hamiltonian gyrofluid models
A Lie- Poisson bracket is presented for a four-field gyrofluid model with compressible ions and magnetic field curvature, thereby showing the model to be Hamiltonian. In particular, we find that in addition to commonly adopted magnetic curvature terms present in the continuity equations, analogous terms must be retained also in the momentum equations, in order to have a Lie-Poisson structure. The corresponding Casimir invariants are presented, and shown to be associated to four Lagrangian invariants, that get advected by appropriate ''velocity'' fields during the dynamics. This differs from a cold ion limit, in which the Lie-Poisson bracket transforms into the sum of direct and semidirect products, leading to only three Lagrangian invariants.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Citrin, Jonathan (CEA/DIFFER) WPI Seminar Room 08.135 Tue, 21. Jul 15, 16:15
New approach for realtime capable and first-principle based transport modelling
A real-time capable core turbulence tokamak transport model is developed. This model is constructed from the regularized nonlinear regression of quasilinear gyrokinetic transport code output. The regression is performed with a multilayer perceptron neural network. The transport code input for the neural network training set consists of five dimensions, and is limited to adiabatic electrons. The neural network model successfully reproduces transport fluxes predicted by the original quasilinear model, while gaining five orders of magnitude in computation time. The model is implemented in a real-time capable tokamak simulator, and simulates a 300s ITER discharge in 10s. This proof-of-principle for regression based transport models anticipates a significant widening of input space dimensionality and physics realism for future training sets. This aims to provide unprecedented computational speed coupled with first-principle based physics for real-time control and integrated modelling applications.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Mandell, Noah (Princeton) WPI Seminar Room 08.135 Tue, 21. Jul 15, 10:00
New gyrofluid closures, hybrid gyrofluid simulations with gyrokinetic zonal flows, Trinity/GryfX coupling, etc.
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Hammett, Greg (Princeton PPL) WPI Seminar Room 08.135 Mon, 20. Jul 15, 16:15
Progress towards continuum gyrokinetic simulations of the edge region
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Abel, Ian (Princeton) WPI Seminar Room 08.135 Mon, 20. Jul 15, 10:00
Multiscale kinetic edge models
  • Thematic program: Turbulence and Fusion (2015/2016)
  • Event: 8th Plasma Kinetics Working Group Meeting (2015)

Czirok, Andras (University of Kansas) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 15:30
Contribution of cell contractility to mesothelioma nodule formation
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Szakacs, Gergely (Medical University Vienna) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 14:20
Modeling in vitro selection of drug resistant cancer cells using a cellular automaton model
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Menche, Jörg (CEU Budapest) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 13:30
Human diseases in the interactome
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Berger, Walter (Medical University Vienna) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 11:00
Activity of defense: modeling the anticancer drug response
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Perthame, Benoit (University of Paris 6) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 10:10
The derivation of free-­‐
boundary (incompressible) models for tumor growth and the Hele-­‐
Shaw asymptotic
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Marciniak-­‐Czochra, Anna (University of Heidelberg) Lecture room HS 13, 2nd floor Fri, 3. Jul 15, 9:00
Mathematical models of clonal selection and therapy resistance in acute leukemias
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Gerner, Christopher (Institute for Analytical Chemistry, Univ. Wien) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 16:20
Investigation of anticancer drug effects via proteome and metabolome profiling: do we really understand what these drugs are doing?
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Levy, Doron (University of Maryland) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 15:30
Modeling the immune response to chronic myeloid leukemia
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Sykacek, Peter (Department of Biotechnology, BOKU, Vienna) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 14:20
Probabilistic models in translational cancer research: converting low level leads to comprehensible predictions
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Clairambault, Jean (INRIA, Rocquencourt) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 13:30
Drug resistance in cancer: biology, medicine, and modeling
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Saut, Olivier (CNRS, INRIA, Bordeaux) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 11:00
Data assimilation in tumor growth modeling: towards patient calibrated models using imaging devices
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Grebien, Florian (Boltzmann Institute for Cancer Research, Vienna) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 10:10
Functional studies of leukemia oncoproteins using integrated approaches
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

Anderson, Alexander (Moffitt Cancer Center) Lecture room HS 13, 2nd floor Thu, 2. Jul 15, 9:00
An integrated approach to understanding tumor-­‐
stromal interactions in cancer progression and treatment
  • Thematic program: Models in Cancer Therapy (2014)
  • Event: Workshop on "Models in Cancer Therapy" (2015)

QingLin Tang (University of Singapore) WPI, OMP 1, Seminar Room 08.135 Thu, 25. Jun 15, 10:00
Computing ground states of spin 2 Bose-Einstein condensates by the normalized gradient flow
In this talk, an efficient and accurate numerical method will be proposed to compute the ground state of spin-2 Bose-Einstein condensates (BECs) by using the normalized gradient flow (NGF) or imaginary time method (ITM). The key idea is twofold. One is to find the five projection or normalization conditions that are used in the projection step of NGF/ITM, while the other one is to find a good initial data for the NGF/ITM. Based on the relations between chemical potentials and the two physical constrains given by the conservation of the totlal mass and magnetization, these five projection or normalization conditions can be completely and uniquely determined in the context of the the discrete scheme of the NGF discretized by back-Euler finite difference (BEFD) method, which allows one to successfully extend the most powerful and popular NGF/ITM to compute the ground state of spin-2 BECs. Additionally, the structures and properties of the ground states in a uniform system are analysed so as to construct efficient initial data for NGF/ITM. Extensive numerical results on ground states of spin-2 BECs with ferromagnetic/nematic/cyclic interaction and harmonic/optical lattice potential in one/two dimensions are reported to show the efficiency of our method and to demonstrate some interesting physical phenomena.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Working group on "Efficient numerics for NLS" (2015)

Suciu, Dan (University of Washington) Zemanek seminar room; TU Wien Sat, 6. Jun 15, 11:35
Query Compilation: the View from the Database Side
We study knowledge compilation for Boolean formulas that are given as groundings of First Order formulas. This problem is motivated by probabilistic databases, where each record in the database is an independent probabilistic event, and the query is given by a SQL expression or, equivalently, a First Order formula. The query’s probability can be computed in linear time in the size of the compilation representation, hence the interest in studying the size of such a representation. We consider the “data complexity” setting, where the query is fixed, and the input to the problem consists only of the database instance. We consider several compilation targets, of increasing expressive power: OBDDs, FBDDs, and decision-DNNFs (a subclass of d-DNNFs). For the case of OBDDs we establish a dichotomy theorem for queries in restricted languages FO(\exists, \wedge, \vee) and FO(\forall, \wedge, \vee): for each such query the OBDD is either linear in the size of the database, or grows exponentially, and the complexity can be determined through a simple analysis of the query expression. For the other targets we describe a class of queries for which (a) the decision-DNNF is exponentially large in the size of the database, and (b) the probability of the query can be computed in polynomial time in the size of the database. This suggests that the compilation target decision-DNNF is too weak to capture all tractable cases of probabilistic inference. Our lower bound for decision-DNNF’s relies on a translation into FBDD’s, which is of independent interest. Joint work with Paul Beame, Abhay Jha, Jerry Li, and Sudeepa Roy.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Olteanu, Dan (University of Oxford) Zemanek seminar room; TU Wien Sat, 6. Jun 15, 10:05
Factorized Databases.
will overview recent work on compilation of join queries (First Order formulas with conjunction and existential quantification) into lossless factorized representations. The primary motivation for this compilation is to avoid redundancy in the representation of results (satisfying assignments) of queries in relational databases. The relationship between a relation encoded as a set of tuples and an equivalent factorized representation is on a par with the relationship between propositional formulas in disjunctive normal form and their equivalent nested formulas obtained by algebraic factorization. For any fixed join query, we give asymptotically tight bounds on the size of their factorized results by exploiting the structure of the query, and we quantify the size gap between factorized and standard relational representation of query results. Factorized databases allow for constant-delay enumeration of represented tuples and provide efficient support for subsequent queries and analytics, such as linear regression. Joint work with Jakub Zavodny.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Kratsch, Stefan (Universität Bonn) Zemanek seminar room; TU Wien Sat, 6. Jun 15, 9:15
Kernelization: Efficient Preprocessing for NP-hard Problems
Efficient preprocessing is a widely applied opening move when faced with a combinatorially hard problem. The framework of parameterized complexity and its notion of kernelization offer a rigorous approach to understanding the capabilities of efficient preprocessing. In particular, it is possible to prove both upper and lower bounds on the output sizes that be achieved by polynomial-time algorithms. Crucially, using the perspective of parameterized complexity, these bounds are given in relation to problem-specific parameters, whereas unless P = NP there can be no efficient algorithm that shrinks every instance of an NP-hard problem. The talk will give an introduction to kernelization and cover several different problems like \textsc{Point Line Cover}, \textsc{$d$-Hitting Set}, and \textsc{Planar Steiner Tree}. We will discuss some recent examples of kernelizations that may be of particular interest to this meeting. Finally, we will briefly address the basic intuition behind lower bounds for kernelization.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Bova, Simone (TU Wien) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 14:20
A Strongly Exponential Separation of DNNFs from CNFs
Decomposable Negation Normal Forms (DNNFs) are Boolean circuits in negation normal form where the subcircuits leading into each AND gate are defined on disjoint sets of variables. We prove a strongly exponential lower bound on the size of DNNFs for a class of CNF formulas built from expander graphs. As a corollary, we obtain a strongly exponential separation between DNNFs and CNF formulas in prime implicates form. This settles an open problem in the area of knowledge compilation (Darwiche and Marquis, 2002). This is joint work with Florent Capelli (Universite Paris Diderot), Stefan Mengel (Ecole Polytechnique), and Friedrich Slivovsky (Technische Universitat Wien).
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Razgon, Igor (Birkbeck University of London) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 13:30
On the relationship between Non-deterministic read-once branching programs and DNNFs
This talk consists of two parts. In the first part I will present a result published in (Razgon,IPEC2014) stating that for each $k$ there is an infinite class of monotone 2-CNFs of primal graph treewidth at most $k$ for which the equivalent Non-Deterministic Read-Once Branching programs (NROBPs) require space $\Omega(n^{k/c})$ for some constant $c$. Then I will show that, essentially, replacing $k$ with $\log n$ we obtain a class of monotone 2-CNFs with pseudopolynomial space complexity of the equivalent NROBPs. Using a well known result of Darwiche about space fixed parameter tractability of DNNFs for CNFs of bounded primal graph treewidth, it is easy to show that the space complexity of DNNFs on this class of CNFs is polynomial. Thus we obtain a pseudopolynomial separation between NROBPs and DNNFs. In the second part of the talk I will show that the above separation is essentially tight. In particular I will present a transformation of a DNNF of size $m$ with $n$ variables into an equivalent NROBP of size $O(m^{\log n+2})$. It follows for this transformation that an exponential lower bound (on the space complexity of) NROBP for any class of functions implies an exponential lower bound for DNNFs for this class of functions. Since NROBPs are much better studied than DNNFs from the lower bounds perspective with many exponential lower bounds known, I believe this result is a significant progress in our understanding of the complexity of DNNFs. The proposed transformation is an adaptation of the approach for transformation of a decision DNNF into an FBDD presented in (Beame et al, UAI2013).
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Kullmann, Oliver (Swansea University) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 11:40
A measured approach towards “good representations”
I want to give an overview on the usage of “hardness measures” in the theory of representations of boolean functions via CNF’s. A special focus will be on separation of classes (given by the levels of the hardness measures), showing that increasing various hardness measures enables much shorter representations.The measures we consider are closely related to SAT solving, that is, making the implicit knowledge explicit happens with SAT solvers in mind. This makes for good connections to proof complexity, but now in a stronger setting — satisfiable clause-sets are the target, and we wish to represent the underlying boolean function as good as possible. “As good as possible” means that the hidden(!) unsatisfiable subinstances are as easy as possible. Since we are aiming at making the life easier for SAT solvers, the concrete nature of the hardness measures becomes of importance, different from general Knowledge Compilation, where one uses whatever polynomial time offers.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Cepek, Ondrej (Karlsuniversität Prag) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 11:15
Complexity aspects of CNF to CNF compilation
Knowledge compilation usually deals with transforming some input representation of a given knowledge to some other type of representation on the output. In this talk we will concentrate on compilation where both input and output representation are of the same type, namely in the CNF format. In this case the purpose of the compilation process is to add clauses to the input CNF in order to improve its inference properties. We will look at this process in more detail and study its complexity.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Simon, Laurent (IASI, Université de Orsay Paris 11) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 10:20
SAT and Knowledge Compilation: a Just-in-Time Approach
Knowledge Compilation (KC) principles rely on an off-line phase to rewrite the Knowledge base in an appropriate form, ready to be efficiently queried. In our talk, we propose an alternative approach, built on top of an efficient SAT solver. The recent progresses in the practical solving of SAT problems allows us to directly use them to answer the set of classical queries used in most KC works. We show that this very simple approach gives very good practical results. In addition, the learning mechanism is fully exploited from queries to queries, allowing to amortize previous calls by speeding up the process of new queries.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Marques-Silva, Joao (IST/INESC-ID, Portugal and University College Dublin) Zemanek seminar room; TU Wien Fri, 5. Jun 15, 9:30
Prime Compilation of Non-Clausal Formulae
Formula compilation by generation of prime implicates or implicants finds a wide range of applications in AI. Recent work on formula compilation by prime implicate/implicant generation often assumes a Conjunctive/Disjunctive Normal Form (CNF/DNF) representation. However, in many settings propositional formulae are naturally expressed in non-clausal form. Despite a large body of work on compilation of non-clausal formulae, in practice existing approaches can only be applied to fairly small formulae, containing at most a few hundred variables. This paper describes two novel approaches for the compilation of non-clausal formulae either with prime implicants or implicates, that is based on propositional Satisfiability (SAT) solving. These novel algorithms also find application when computing all prime implicates of a CNF formula. The proposed approach is shown to allow the compilation of non-clausal formulae of size significantly larger than existing approaches.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Darwiche, Adnan (University of California) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 16:50
Beyond NP: Keeping up with solvers that reach beyond NP!
We will discuss in this presentation a new community website, BeyondNP.org, which is planned to launch later this summer. Beyond NP aims to disseminate and promote research on solvers that reach beyond NP, including model counters, knowledge compilers, QBF solvers and function-problem solvers (e.g. MaxSAT, MUS and MCS). Beyond NP will serve as a news and information aggregator for such solvers, including a catalog of open-source solvers, repositories of corresponding benchmarks, and news on related academic activities. The presentation aims to raise awareness about this initiative, to discuss its underlying vision and objectives, and to seek input and participation from the broader community.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Niveau, Alexandre (Université de Caen–Basse-Normandie) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 16:25
Towards a knowledge compilation map for heterogeneous representation languages
The knowledge compilation map introduced by Darwiche and Marquis takes advantage of a number of concepts (mainly queries, transformations, expressiveness, and succinctness) to compare the relative adequacy of representation languages to some AI problems. However, the framework is limited to the comparison of languages that are interpreted in a homogeneous way (formulas are interpreted as Boolean functions). This prevents one from comparing, on a formal basis, languages that are close in essence, such as OBDD, MDD, and ADD.To fill the gap, we present a generalized framework into which comparing formally heterogeneous representation languages becomes feasible. In particular, we explain how the key notions of queries and transformations, expressiveness, and succinctness can be lifted to the generalized setting. The talk is based on the IJCAI’13 paper by Fargier, Marquis, and Niveau.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Fargier, Hélčne (IRIT-CNRS, Université Paul Sabatier) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 15:35
A KC Map of Valued Decision Diagrams – application to product configuration
Valued decision diagrams (VDDs) are data structures that represent functions mapping variable-value assignments to non-negative real numbers. Existing languages in VDD family, including ADD, AADD , and those of the SLDD family, seem to be valuable target languages for compiling utility functions, probability distributions and, in the domain of application we are interested in, cost functions over a catalog of configurable products.This talks first presents a compilation map of such structures and shows that many tasks that are hard on valued CSPs are actually tractable on VDDs. Indeed, languages from the VDD family (especially, ADD, SLDD, AADD) benefit from polynomial-time algorithms for some tasks of interest (e.g., the optimization one) for which no polynomial-time algorithm exists when the input is the VCSP considered at start.However, the efficiency of these algorithms is directly related to the size of the compiled formulae. The target languages and the heuristics under consideration have been tested on two families of benchmarks, additive VCSPs representing car configuration problems with cost functions and multiplicative VCSPs representing Bayesian nets. It turns out that even if the AADD language is strictly more succinct (from the theoretical side) than SLDD$_{+}$ (resp. SLDD$_{\times}$), the language SLDD$_{+}$ (resp. SLDD$_{\times}$) proves to be good enough in practice when purely additive (resp. purely multiplicative) problems are to be compiled. This talk is based on a joint work with Pierre Marquis, Alexandre Niveau and Nicolas Schmidt, partially supported by the project BR4CP ANR-11-BS02-008 of the French National Agency for Research: Hélčne Fargier, Pierre Marquis, Nicolas Schmidt: Semiring Labelled Decision Diagrams, Revisited: Canonicity and Spatial Efficiency Issues. IJCAI 2013. Hélčne Fargier, Pierre Marquis, Alexandre Niveau, Nicolas Schmidt: A Knowledge Compilation Map for Ordered Real-Valued Decision Diagrams. AAAI 2014.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Slivovsky, Friedrich (TU Wien) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 14:40
On Compiling CNFs into Structured Deterministic DNNFs
We show that the traces of recently introduced dynamic programming algorithms for #SAT can be used to construct structured deterministic DNNF (decomposable negation normal form) representations of propositional formulas in CNF (conjunctive normal form). This allows us prove new upper bounds on the complexity of compiling CNF formulas into structured deterministic DNNFs in terms of parameters such as the treewidth and the clique-width of the incidence graph. Joint work with Simone Bova, Florent Capelli, and Stefan Mengel.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Oztok, Umut (University of California LA) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 14:15
Exhaustive DPLL for Model Counting and Knowledge Compilation.
DPLL-based methods have played a crucial role in the success of modern SAT solvers, and it is also known that running DPLL-based methods to exhaustion can yield model counters and knowledge compilers. However, a clear semantics of exhaustive DPLL and a corresponding proof of correctness have been lacking, especially in the presence of techniques such as clause learning and component caching. This seems to have hindered progress on model counting and knowledge compilation, leading to a limited number of corresponding systems, compared to the variety of DPLL-based SAT solvers. In this talk, we will present an exhaustive DPLL algorithm with a formal semantics and a corresponding proof of correctness, showing how it can be used for both model counting and knowledge compilation. The presented algorithm is based on a formal framework that abstracts primitives used in SAT solvers in a manner that makes them suitable for use in an exhaustive setting. We will also introduce an upcoming open-source package that implements this framework, which aims to provide the community with a new basis for furthering the development of model counters and knowledge compilers based on exhaustive DPLL. Joint work with Adnan Darwiche.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

de Haan, Ronald (TU Wien) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 13:50
Parameterized Compilability
In the framework of Knowledge Compilation (KC), knowledge bases are preprocessed (or compiled) once in order to decrease the computational efforts needed for performing queries on the knowledge base. However, in many cases such compilations lead to a exponential blow-up in the size of the knowledge base. Such an incompilability result occurs for example in the case of clause entailment (CE), where the knowledge base is a propositional formula, and the queries consist of deciding whether a given clause is entailed by the formula. With the aim of relativizing such negative results, following work by Chen (IJCAI 2005), we extend the framework of KC with concepts from parameterized complexity where structure in the input is captured by a problem parameter. In the resulting framework, we focus on fpt-size compilations whose size is polynomial in the input size, but can depend exponentially (or worse) in the problem parameter. We argue that this approach combines the power of KC and parameterized complexity. Concretely, for the problem of CE, we identify several parameters that allow the problem to be compiled in fpt-size. In addition, we provide evidence that for several other parameters, such compilations are not possible. Joint work with: Simone Bova, Neha Lodha and Stefan Szeider.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Chen, Hubie (Universidad del Paķs Vasco and Ikerbasque) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 13:00
Parameter Compilation
In resolving instances of a computational problem, if multiple instances of interest share a feature in common, it may be fruitful to compile this feature into a format that allows for more efficient resolution, even if the compilation is relatively expensive. In this talk, we introduce a complexity-theoretic framework for classifying problems according to their compilability, which includes complexity classes and a notion of reduction.The basic object in our framework is that of a parameterized problem, which here is a language along with a parameterization—a map which provides, for each instance, a so-called parameter on which compilation may be performed. Our framework is positioned within the paradigm of parameterized complexity, and our notions are relatable to established concepts in the theory of parameterized complexity. Indeed, we view our framework as playing a unifying role, integrating together parameterized complexity and compilability theory. Prior to presenting the framework, we will provide some motivation by discussing our work on model checking existential positive queries (see http://arxiv.org/abs/1206.3902). The talk will be mainly based on the article available at http://arxiv.org/abs/1503.00260
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Korice, Frédéric (CRIL-CNRS, Université d’Artois) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 11:10
Affine Decision Tree
Decision trees have received a great deal of interest in various areas of computer science. In this talk, we examine a family of tree-like languages which include decision trees as a special case. Notably, we investigate the class of “affine” decision trees (ADT), for which decision nodes are labeled by affine (xor) clauses, and its extension (EADT) to decomposable and-nodes. The key interest of this family is that (possibly conditioned) model counting can be solved in polynomial-time, by exploiting Gauss elimination. After presenting a knowledge compilation map for this family, we describe a top-down compiler “cnf2eadt”, together with comparative experimental results on various benchmarks for #SAT problems. We conclude by mentioning two current research perspectives: probabilistic inference with weighted EADTs, and structure learning of maximum likelihood EADTs.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Darwiche, Adnan (University of California Los Angeles, USA) Zemanek seminar room; Vienna University of Technology Thu, 4. Jun 15, 10:20
Knowledge Compilation and Machine Learning: A New Frontier.
Knowledge compilation has seen much progress in the last decade, especially as work in this area has been normalized into a systematic study of tractable languages, their relative succinctness, and their efficient support for various queries. What has been particularly exciting is the impact that knowledge compilation has had on several areas, such as probabilistic reasoning and probabilistic databases. In this talk, I will discuss a new area, machine learning, which is bound to be significantly impacted by knowledge compilation. In particular, I will discuss recent work in which knowledge compilation has been used to learn probabilistic models under massive logical constraints, and over combinatorial objects, such as rankings and game traces. I will further identify and discuss three specific roles for knowledge compilation in machine learning, which arise in defining (a) more structured probability spaces, (b) more expressive queries, and (c) new types of datasets that significantly generalize the standard datasets used in the machine learning literature. Joint work with Arthur Choi and Guy Van den Broeck.
  • Thematic program: Crystals, Polymers, Materials (2014)

Darwiche, Adnan (University of California) Zemanek seminar room; TU Wien Thu, 4. Jun 15, 10:20
Knowledge Compilation and Machine Learning: A New Frontier
Knowledge compilation has seen much progress in the last decade, especially as work in this area has been normalized into a systematic study of tractable languages, their relative succinctness, and their efficient support for various queries. What has been particularly exciting is the impact that knowledge compilation has had on several areas, such as probabilistic reasoning and probabilistic databases. In this talk, I will discuss a new area, machine learning, which is bound to be significantly impacted by knowledge compilation. In particular, I will discuss recent work in which knowledge compilation has been used to learn probabilistic models under massive logical constraints, and over combinatorial objects, such as rankings and game traces. I will further identify and discuss three specific roles for knowledge compilation in machine learning, which arise in defining (a) more structured probability spaces, (b) more expressive queries, and (c) new types of datasets that significantly generalize the standard datasets used in the machine learning literature. Joint work with Arthur Choi and Guy Van den Broeck.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Wolfram , Marie-Therese (RICAM Linz) WPI Seminar room 8.135 OMP1 Wed, 20. May 15, 13:30
"Mean-field transportation models in the life and social sciences"

Levina, Galina; Russian Academy of Sciences, Moscow WPI Seminar Room 08.135 Wed, 6. May 15, 15:00
Role of helical turbulence in the dynamics of tropical cyclones
Tropical cyclones in the Earth’s atmosphere are amongst the most dangerous and mighty weather events. Despite considerable efforts of modern science their genesis remains one the most intricate enigmas of meteorology as well as no a clear consensus of opinion has yet emerged concerning physical mechanisms contributing to it. In this contribution, a role of helical turbulence in the genesis and further evolution of tropical cyclones (TCs) is discussed. Our first finding of non-zero helicity in a real natural system [1], namely, the tropical atmosphere of the Earth during TC formation gave us an impetus to try and further characterize the large-scale vortex instability. In works [2-6], we proposed a helical scenario of TC formation based on the fundamental ideas on self-organization in turbulence. Building on the known cases of large-scale alpha-like instabilities – the alpha-effect in magnetohydrodynamics (Steenbeck et al., 1966), hydrodynamic alpha-effect (Moiseev et al., 1983), and anisotropic kinetic alpha (AKA)-effect (Frisch et al., 1987) – we are developing an interpretation for TC formation as a threshold extreme event in the helical atmospheric turbulence of a vorticity-rich environment of a pre-depression cyclonic recirculation zone in the tropical atmosphere. To trace and analyze processes of self-organization in the tropical atmosphere, spanning convective clouds with horizontal dimensions of 1-5 km to mesoscale vortices of hundreds of kilometers, we use data of near cloud-resolving numerical simulations [7]. Helicity is the scalar product of velocity and vorticity vectors. It characterizes the degree of linkage of vortex lines and is also a measure of departure from the mirror symmetry of turbulence [8]. In a case of TC formation, we define the helicity of the associated flow by the corresponding integral [8] being over all space of mesoscale vortex core, approximately 300x300x20 km in horizontal and vertical directions, respectively. Our research approach developed and applied in [2-6] allows diagnosis of WHEN a nascent large vortex becomes energy self-sustaining. For purposes of quantitative diagnosis of TC genesis we analyze the evolution of structure and energetics of the forming vortex. It has been found that the onset of large-scale vortex instability requires a special topology of the vortex velocity field – the newly forming mesoscale vortex becomes energy-self-sustaining when a helical structure of the system-scale circulation organizes and interacts with the moisture rich boundary layer. Such helical mesoscale organization is only possible due to the linkage of TC-scale tangential and transverse circulation which is realized through rotating convective structures of cloud scales, which were first found in [9] and dubbed ‘vortical hot towers’ (VHTs). Thus, we use a pseudoscalar – helicity of the velocity field (helicity density, integral helicity as well as its horizontal and vertical contributions) to quantitatively analyze the topology, and the integral kinetic energy of tangential and transverse circulation to diagnose the onset of large-scale vortex instability. The moment in time when the mutual intensification of both circulations starts can be considered as a beginning of tropical cyclogenesis. The chosen quantitative criterion has a clear physical motivation. This criterion contributes to the development of a universally accepted definition of tropical cyclogenesis, which does not currently exist. The presented contribution suggests the usefulness of combining the fundamental ideas on self-organization in turbulence and the most advanced modern tools of numerical analysis of atmospheric processes. As a practical perspective, we consider applications of our approach to analyze data of real observations and field experiments in order to implement the diagnosis and forecasting of TC genesis by means of operational weather models.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Jimenez, Javier; Universidad Politécnica de Madrid WPI Seminar Room 08.135 Wed, 6. May 15, 14:15
The temporal evolution of inertial eddies in wall-bounded turbulence
The flux of any conserved quantity with a nontrivial spectrum can be considered as representing a turbulent cascade, since it has to ‘traverse’ the different scales before the quantity is dissipated. Note that such fluxes are the natural objects in which to study the transfer, since, for example, production or dissipation tend to represent only one of the end-points. Well-known examples are the energy cascade in two- or three-dimensional turbulence, whose flux is  = -ijSij, or the enstrophy cascade in two-dimensional flows. Less attention has been paid in the cascade literature to the transfer of momentum in shear flows, although the corresponding flux, the tangential Reynolds stress  = - , is an object of intense interest in engineering. In a wall bounded turbulent flow, streamwise momentum is typically injected across the flow section by the mean pressure gradient, and dissipated at the wall by viscosity. Away from the immediate near-wall viscous region, most of the tangential stress resides in a hierarchy of intense structures often known as ‘sweeps’ and ‘ejections’. They are roughly stratified by their distance to the wall, and are the means by which momentum is transferred towards the wall by a multiscale process involving eddies of different sizes. The presence of the wall organizes the transfer but does not appear to be necessary. An eddy hierarchy with very similar properties is found in homogeneous shear turbulence, where streamwise momentum is transferred but there is no wall. There is, of course, no spatial stratification in this case. Our group has been studying the intense uv-carrying structures for some time. They are defined as connected regions in which (-uv) is larger than a threshold that depends weakly on the distance from the wall [3]. Geometrically, they are fractal objects (D ≈ 2.2) with self-similar aspect ratios that span the whole range of sizes from the Kolmogorov to the integral scales. Between those limits there is a range of sizes that can be characterized as ‘inertial’ in the sense that neither the channel width nor the viscosity are important. Note that this characterization, in which geometry is studied as a function of intensity, is dual to the more usual one in which intensity is studied as a function of geometry (size). Both form a pair by which the multiscale momentum transfer can be studied in more detail than by any one of them alone. In particular, once eddies are characterized as individual objects their evolution can be tracked in time. When this is done, the result is a complex connectivity graph of periods of smooth growth, mergers and splits [4]. The latter increase or decrease discontinuously the eddy size, and can be interpreted as inverse and direct cascade steps. Both are required in a statistically steady system, but a surprising result is their approximate symmetry. There is very little difference between both processes, and they proceed simultaneously. There is not a period of inverse cascade in which eddies grow, followed by a direct one in which they decay. Mergers and splits alternate with very little mutual memory, and the evolution of an eddy can be described as a random walk in scale space with small corrections that are more procedural than physical. The final dissipation of the eddy is determined by the ruin of the walk. It is unknown whether such a description can be extended to the transfer of kinetic energy. The dynamics of both cascades is probably different, because  is known to be intermittent [2] while  is known not to be [1]. The eddies of  are under current active investigation.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Biferale, Luca; University of Rome WPI Seminar Room 08.135 Wed, 6. May 15, 11:00
Turbulence on a fractal Fourier set
The dynamical effects of mode reduction in Fourier space for three dimensional turbulent flows is studied. We focus on fully resolved numerical simulations of Navier-Stokes equations with Fourier modes constrained to live on a fractal set of dimension D [1]. The robustness of the forward energy cascade and vortex stretching mechanisms is tested at changing D, from the standard, fully resolved field, corresponding to fractal dimension D=3, to a strongly decimated field where only up to a 3% of the Fourier modes interact, at D=2.5. The direct energy cascade persist, but deviations from the Kolmogorov scaling are observed in the kinetic energy spectra. A model in terms of a correction with a linear dependency on the codimension of the fractal set explains the results. At small scales, the intermittent behavior due to the vorticity production is strongly modified by the fractal decimation, leading to an almost Gaussian statistics already at D=2.98. These effects are connected to a genuine modification in the triad-to-triad nonlinear energy transfer mechanism as proven by the fact that when the fractal mode-reduction is applied a posteriori to configurations obtained from fully resolved Navier-Stokes equations the reduction in the fluctuations is much smaller.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Bodenschatz, Eberhard; Max Planck Institute Göttingen WPI Seminar Room 08.135 Wed, 6. May 15, 10:00
Irreversibility equals small-scale generation in 3D turbulent flows
In three-dimensional turbulent flows energy is supplied at large scales and cascades down to the smallest scales where viscosity dominates. The generation of small scales from larger ones results in a flux of energy through scales and implies the irreversibility fundamental to the dynamics of turbulent flows. As we have shown recently, this irreversibility manifests itself by an asymmetry of the probability distribution of the instantaneous power p ≡ u·a of the forces acting on fluid elements, where u and a are the fluid velocity and acceleration, respectively. In particular, the third moment of p was found to be negative. Establishing a physical connection between the negative third moment of p and the energy flux or small-scale generation is the main result of this work. With analytical calculations and support from numerical simulation of fully developed turbulence we connect the asymmetry in the power distribution, i.e., the negativity of ⟨p3⟩, directly to the generation of small scales, or more precisely, to the amplification (stretching) of vorticity in turbulent flows. This work is joined with: Alain Pumir (Ecole Normale Superieure de Lyon), Haitao Xu (Max Planck Institute for Dynamics and Self-Organization), Rainer Grauer (Ruhr University Bochum)
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Peinke, Joachim; Universität Oldenburg WPI Seminar Room 08.135 Tue, 5. May 15, 16:00
Extreme events as a multi-point feature - Entropy production as a criterion for cascade process
Examples of extreme events will be presented. In particular we discuss the impact of wind gusts an wind energy, the appearance of rough waves and extreme stock market uctuations. The aim of this presentation is to show evidence that there is a class of systems characterized by building up extreme events which are due to hierarchical cascade processes. For the case of turbulence we show that the turbulent cascade process satisfy a generalized 2nd law of thermodynamics for non-equilibrium conditions, namely the integral uctuation theorem. The nding of Markow properties of velocity increments statistics conditioned on di erent scales opened up the possibility to describe the cascade process by stochastic equations, like Fokker-Planck or the Kolmogorov equations. In this framework it is even possible to get access to the general n-point statistics of [1]. The stochastic cascade process is evolving in an instationary way with the scale. Thus the statistics, expressed by probability density functions of velocity increments, are changing with the scale too, which is the central feature of intermittency and producing extreme events. The common multifractal cascade models for turbulence will be expressed in terms of such instationary cascade processes. Using concepts of non-equilibrium thermodynamics an integral uctuation theorem for the entropy production associated with the stochastic evolution of velocity increments along the cascade has been proposed [4], which demonstrates that the instationarity of the process appears to be crucial for the correct modeling of the intermittency found in turbulent ows. The integral uctuation theorem allows to rule out which cascades. Here we show how this concept of the integral uctuation theorem can be used as a test of the validity of multifractal models for turbulence and to validate di erent features of the cascade, like for example scaling behavior, or log normal statistics. Finally we show how based on the stochastic description of the cascade a model for synthetic data can be set up. We show that the extreme events can be modeled correctly, thus give evidence that for these systems extreme events are multi-point quantities, which is equivalent to the saying the the extreme events are caused by cascade process.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Grauer, Rainer; Ruhr-Universität Bochum WPI Seminar Room 08.135 Tue, 5. May 15, 15:00
Turbulence and Instantons
It is evident that coherent nearly singular structures play a dominant role in understanding the anomalous scaling behavior in turbulent systems. We ask the question, which role these singular structures play in turbulence statistics. More than 15 years ago, for certain turbulent systems the door for attacking this issue was opened by getting access to the probability density function to rare and strong fluctuations by the instanton approach. We address the question whether one can identify instantons in direct numerical simulations of the stochastically driven Burgers equation. For this purpose, we first solve the instanton equations using the Chernykh‐Stepanov method [2001]. These results are then compared to direct numerical simulations by introducing a filtering technique to extract prescribed rare events from massive data sets of realizations. In addition, we solve the issue why earlier simulations by Gotoh [1999] were in disagreement with the asymptotic prediction of the instanton method and demonstrate that this approach is capable to describe the probability distribution of velocity differences for various Reynolds numbers. Finally, we will present and discuss first results on the instanton solution for vorticity in 3D Navier‐Stokes turbulence.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Vulpiani, Angelo; Universitą di Roma WPI Seminar Room 08.135 Tue, 5. May 15, 14:15
Anomalous scaling and large deviations in Lagrangian transport
A transport process, at large scale and long time, is typically ruled by the Fick equation, and we have the so called standard diffusion, i.e. a Gaussian probability distribution and < x2(t) >∼ t. On the other hand many situations show an anomalous behavion, i.e. ∼ t2_, with _ 6= 1/2. At variance with the most common scenario, the statistical features of anomalous diffusion, in general, are not completely characterized by a single exponent. For instance one can have the so-called “strong” anomalous diffusion, i.e. < |x(t)|q >∼ tq_(q) where _ 6= 1/2 and q_(q) is not a linear function of q. Such a feature is rather different from the “weak” superdiffusion regime, i.e. _(q) = const. > 1/2 as in some random shear flows. The strong anomalous diffusion has been observed in nontrivial chaotic dynamics, e.g. Lagrangian motion in 2d time-dependent incompressible velocity fields, 2d symplectic maps and 1d- intermittent maps. Typically the function q_(q) is piecewise linear. This corresponds to two mechanisms: a weak anomalous diffusion for the typical events and a ballistic transport for the rare excursions. In order to have strong anomalous diffusion one needs a violation of the hypothesis of the central limit theorem, this happens only in a very narrow region of the control parameters space. In the case of “strong” anomalous diffusion the probability distribution P(x, t) is not Gaussian, and cannot be rescaled in terms of a single exponent , i.e.it is not possible to find a function f( ) such that P(x, t) = t−_f(x/t_). A similar scenario holds for relative diffusion in fully developed turbulence. Although the Rinchardson law < R2(t) >∼ t3 seems to hold even in presence of intermittency, the dimensional scaling for higher moments fails, i.e. < Rq(t) >∼ t_(q) where _(q) 6= 3q/2.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Wilczek, Michael; Max Planck Institut Göttingen WPI Seminar Room 08.135 Tue, 5. May 15, 11:35
Nonlocal pressure and viscous contributions to the velocity gradient statistics based on Gaussian random fields
The velocity gradient tensor characterizes the small scales of fully developed turbulence comprehensively. Its evolution equation features, besides advection with the velocity field, a local self-amplification term as well as a nonlocal pressure and viscous diffusion terms. Neglecting the pressure and viscous terms constitutes the so-called Restricted Euler model [1]. From the study of this model it is known that the local self-amplification term, considered on its own, leads to a blow-up of the dynamics infinite time [2]. This also points out its importance for the occurrence of extreme events in the velocity gradient tensor field. The nonlocal pressure and viscous terms are generally thought to mitigate the self-amplification and therefore potentially reduce extreme events in the ow, both in number as well as in amplitude. The challenge in understanding the statistical properties of the velocity gradient tensor field in terms of exact statistical evolution equations lies in specifying the nonlocal pressure and viscous effects (see [3] for a recent review of models), which represent statistically unclosed terms. In this work, we evaluate these terms under the (over-simplifying) assumption of incompressible Gaussian velocity fields [4]. While this is known to be inaccurate for turbulent flows, it allows for an exact analytical treatment of the problem and yields qualitative insights into the statistical action of pressure and viscous diffusion. The dynamics of the resulting Gaussian closure and generalizations thereof are discussed and compared to data from direct numerical simulations. The results help to explain how nonlocal pressure Hessian contributions prevent the restricted Euler singularity, and yield insights into the origin of the velocity gradient skewness related to a breaking of the time-reversal symmetry. Support from a DFG postdoctoral fellowship (WI 3544/2-1 and WI 3544/3- 1) and the US National Science Foundation (CBET 1033942) is gratefully acknowledged.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Bustamante, Miguel; UCD Ireland WPI Seminar Room 08.135 Tue, 5. May 15, 11:00
Robust energy transfer mechanism via precession resonance in nonlinear turbulent wave systems
A robust energy transfer mechanism is found in nonlinear wave systems, which favours transfers towards modes interacting via triads with nonzero frequency mismatch, applicable in meteorology, nonlinear optics and plasma wave turbulence. We emphasise the concepts of truly dynamical degrees of freedom and triad precession. Transfer efficiency is maximal when the triads' precession frequencies resonate with the system's nonlinear frequencies, leading to a collective state of synchronised triads with strong turbulent cascades at intermediate nonlinearity. Numerical simulations con rm analytical predictions.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Lathrop, Daniel; University of Maryland WPI Seminar Room 08.135 Tue, 5. May 15, 10:00
Singular events in fluid flow mediated by topology change
Extreme events can occur in a variety of fluid flows. I am particularly interested in extreme events that occur in the context of a near singularity, such as in free surface flows, quantum fluid reconnection, and possible Euler singularities. In many cases, these near singularities are associated with changed in topology (e.g. droplet pinch-off). Indeed, it seems to be the rule that changes in topology in physical systems are mediated by singularities of various sorts. I will focus on examples from capillary waves, gravity waves, reconnection of vortices in superfluid helium, plasma reconnection, and remarks on Euler flows.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Bardos, Claude; Laboratory Jacques Louis Lions, Paris WPI Seminar Room 08.135 Mon, 4. May 15, 15:35
Appearance of turbulence in the Euler limit with boundary effects
This talk is devoted to a deterministic approach, it does not entirely fit in the statistical theory of turbulence. However, the following remarks makes it closely related to this theory. First, with the only available uniform estimate (the energy balance), it uses the notion of weak convergence. Weak convergence is based on some type of average as such it shares some similarity with the statistical theory. Second, my talk is based on a theorem of Kato (in the spirit of classical functional analysis). To the best of my knowledge this is the only case where a clear cut link between anomalous energy dissipation and turbulence can be made. Third, it concerns the interaction of an obstacle (for instant the wing of an air plane) with a uid ow and one should observe that in almost all cases turbulence is generated by boundary effects. Even experiments on homogenous isotropic turbulence are made with grid effect. Of course observation is done in the wake, far away from the grid. But the grid has been essential for the generation of turbulence. And in this spirit wall law for turbulence (like the Prandlt-Von Karman wall law) involves a reference velocity u_ which appears also in a very similar way in an updated formulation of the Kato theorem.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Ohkitani, Koji; University of Sheffield WPI Seminar Room 08.135 Mon, 4. May 15, 15:00
Remarks on the blowup criteria for 3D Navier-Stokes equations: critical vs. non-critical norms
We study basic problems of the Navier-Stokes equations [1] and review some blowup criteria for their solutions, stressing the scale-invariant properties. After recalling Leray's classic bounds on the enstrophy and the velocity [2], we consider the criterion with the L3-norm [3] and contrast it with the Beale-Kato- Majda criterion [4] for the 3D Euler equations. As an application, we show that a possible asymptotic behavior of the L3-norm should be a single-logarithmic function of time, excluding weaker iterated logarithms on the basis of the absence of self-similar [5, 6] and asymptotically self-similar [7, 8] blowup. We then turn our attention to the critical criteria using L-norms (e.g. vector potential for the velocity). By writing down dynamical equations for the vector potential as a non-local version of the Hamilton-Jacobi equations, we discuss possible blowup conditions with the L3-norm of the vector potential. The cases of hypo-dissipativity e.g. (-)1/2 or a linear damping (soluble) will be also addressed similarly.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Protas, Bartosz; McMaster University, Canada WPI Seminar Room 08.135 Mon, 4. May 15, 14:05
Extreme Vortex States and the Hydrodynamic Blow-Up Problem
In the presentation we will discuss our research program concerning the study of extreme vortex events in viscous incompressible flows. These vortex states arise as the flows saturating certain fundamental mathematical estimates, such as the bounds on the maximum enstrophy growth in 3D [1]. They are therefore intimately related to the question of singularity formation in the 3D Navier-Stokes system, known as the hydrodynamic blow-up problem. Similar questions are in fact also relevant in the context of the 1D Burgers and 2D Navier-Stokes systems. While these systems are known not to lead to singularity formation in finite time, the question of the sharpness of their worst-case estimates is still important, as these estimates are obtained using analogous methods as in the 3D case. We demonstrate how new insights concerning such questions can be obtained by formulating them as variational PDE optimization problems which can be solved computationally using suitable discrete gradient flows. In offering a systematic approach to finding flow solutions which may saturate known estimates, the proposed paradigm provides a bridge between mathematical analysis and scientific computation. In particular, it allows one to determine whether or not certain mathematical estimates are “sharp”, in the sense that they can be realized by actual vector fields, or if these estimates may still be improved. In the presentation we will review a number of results concerning the maximum possible growth of enstrophy or palinstrophy in the 1D Burgers problem [2], and the 2D and 3D Navier-Stokes problems [3, 4, 5]. In particular, we will show that the finite-time growth of palinstrophy in 2D corresponding to the worst-case initial data found through the solution of a variational problem (Figure 1) saturates the mathematical estimates, thus demonstrating their sharpness. In the 3D case, while the time evolution corresponding to the extreme vortex states leads to a larger growth of enstrophy than when other types of the initial data are used, it reveals no indication of singularity formation in finite time.
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Doering, Charlie; University of Michigan WPI Seminar Room 08.135 Mon, 4. May 15, 13:20
Extreme vorticity growth in Navier-Stokes turbulence
According to statistical turbulence theory, the ensemble averaged squared vorticity ρE is expected to grow not faster than dρE/dt ~ ρE 3/2. Solving a variational problem for maximal bulk enstrophy (E) growth, velocity fields were found for which the growth rate is as large as dE/dt ~ E3. Using numerical simulations with well resolved small scales and a quasi- Lagrangian advection to track fluid sub-volumes with rapidly growing vorticity, we study spatially resolved statistics of vorticity growth. We find that the volume ensemble averaged growth bound is satisfied locally to a remarkable degree of accuracy. Elements with dE/dt ~ E3 can also be identified but their growth tends to be replaced by the ensembleaveraged law when the intensities become too large. This joint work with Jörg Schumacher and Bruno Eckhardt was published in Physics Letters A 374, 861 (2010).
Note:   Click here for the presentation
  • Thematic program: Turbulence and Fusion (2014)
  • Event: Workshop on "Basic issues of extreme events in turbulence" (2015)

Alexis Aivaliotis WPI Seminar room 8.135 OMP1 Tue, 10. Mar 15, 12:30
The Dirac equation: derivation and physical interpretation
We present the original derivation by P.A. Dirac as well as the Connection of the Dirac equation to the Klein-Gordon, Pauli and Schrödinger equation.
Note:   Student Project seminar talk

Stürzer, Dominik; TU Wien WPI Seminar Room 08.135 Fri, 10. Oct 14, 10:45
Spectral Analysis and Long-Time Behavior of a Linear Fokker-Planck Equation with a Non-Local Perturbation
We discuss a linear Fokker-Planck (FP) equation with an additional perturbation, given by a convolution with a massless kernel. In this talk we will prove the existence of a unique normalized stationary solution of the perturbed equation, and show that any solution converges towards the stationary solution with an exponential rate independent of the perturbation. The first step of the analysis consists of characterizing the spectrum of the (unperturbed) FP-operator in exponentially weighted $L^2$-spaces. In particular the FP-operator has a one-dimensional kernel (spanned by the stationary solution), possesses a spectral gap, and solutions of the unperturbed equation converge exponentially to the stationary solution. Then we demonstrate that adding a convolution with a massless kernel to the FP-operator leaves the spectrum (and the spectral gap) unchanged, i.e. the perturbed FP operator is an isospectral deformation of the FP-operator. Finally we are able to give a similarity transformation between the unperturbed and the perturbed FP operator, which proves that the corresponding semigroups have the same decay properties.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Falconi, Marco; Université de Rennes WPI Seminar Room 08.135 Fri, 10. Oct 14, 9:30
Schrödinger-Klein-Gordon system as the classical limit of a Quantum Field Theory dynamics
In this talk it is discussed how a non-linear system of PDEs, the Schrödinger-Klein-Gordon with Yukawa coupling, emerges naturally as the limiting dynamics of a quantum system of non-relativistic bosons coupled with a bosonic scalar field. The correspondence of the "quantum" (linear) and "classical" (nonlinear) dynamics, often assumed in physics as an heuristic theorem, is made rigorous. After a brief introduction of the quantum system (on a suitable symmetric Fock space), we identify the classical counterparts of the important objects of the quantum theory: time-evolved observables and states. In the classical context, the S-KG dynamics plays a fundamental role, and the study of its properties might provide a valuable indication of important underlying properties of the quantum system, that are much more difficult to investigate. This is a joint work with Zied Ammari.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Achleitner, Franz; TU Wien WPI Seminar Room 08.135 Thu, 9. Oct 14, 14:30
Travelling waves for a non-local Korteweg–de Vries–Burgers equation
We study travelling wave solutions of a Korteweg–de Vries–Burgers equation with a non-local diffusion term. This model equation arises in the analysis of a shallow water flow by performing formal asymptotic expansions associated to the triple-deck regularisation (which is an extension of classical boundary layer theory). The resulting non-local operator is a fractional derivative of order between 1 and 2. Travelling wave solutions are typically analysed in relation to shock formation in the full shallow water problem. We show rigorously the existence of these waves. In absence of the dispersive term, the existence of travelling waves and their monotonicity was established previously by two of the authors. In contrast, travelling waves of the non-local KdV–Burgers equation are not in general monotone, as is the case for the corresponding classical KdV–Burgers equation. This requires a more complicated existence proof compared to the previous work. Moreover, the travelling wave problem for the classical KdV–Burgers equation is usually analysed via a phase-plane analysis, which is not applicable here due to the presence of the non-local diffusion operator. Instead, we apply fractional calculus results available in the literature and a Lyapunov functional. In addition we discuss the monotonicity of the waves in terms of a control parameter and prove their dynamic stability in case they are monotone.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Ehrnström, Mats; Norwegian University of Science and Technology WPI Seminar Room 08.135 Thu, 9. Oct 14, 11:00
On the Whitham equation (and a class of non-local, non-linear equations with weak or very weak dispersion)
We consider a class of pseudodifferential evolution equations of the form \(u_t +(n(u)+Lu)_x = 0\), in which L is a linear, generically smoothing, non-local operator and n is a nonlinear, local, term. This class includes the Whitham equation, the linear terms of which match the dispersion relation for gravity water waves on finite depth. In this talk we present recent results for this equation and its generalisations, including periodic bifurcation results, existence of solitary waves via minimisation, and well-posedness (local). In particular, although for small waves, small times and small frequencies this equation bears many similarities with the Korteweg—de Vries equation, it displays some very interesting differences for ’large' solutions.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Keraani, Sahbi; Université de Rennes WPI Seminar Room 08.135 Thu, 9. Oct 14, 9:30
On the inviscid limit for a 2D incompressible fluid
"In this talk, we will present some results of inviscid limit of the 2D Navier-stokes system with data in spaces with BMO flavor. The issue of uniform (in viscosity) estimates for these equations will be also considered. It is a joint work with F. Bernicot and T. Elgindi."
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Wahlen, Erik; Lunds universitet WPI Seminar Room 08.135 Wed, 8. Oct 14, 14:30
Solitary water waves in three dimensions
I will discuss some existence results for solitary waves with surface tension on a three-dimensional layer of water of finite depth. The waves are fully localized in the sense that they converge to the undisturbed state of the water in every horizontal direction. The existence proofs are of variational nature and different methods are used depending on whether the surface tension is weak or strong. In the case of strong surface tension, the existence proof also gives some information about the stability of the waves. The solutions are to leading order described by the Kadomtsev-Petviashvili I equation (for strong surface tension) or the Davey-Stewartson equation (for weak surface tension). These model equations play an important role in the theory. This is joint work with B. Buffoni, M. Groves and S.-M. Sun.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Mesognon, Benoit; Ecole Normale Supérieure de Paris WPI Seminar Room 08.135 Wed, 8. Oct 14, 11:45
Long time control of large topography effects for the water waves equations
We explain how we can get a large time of existence for the Water-Waves equation with large topography variations. We explain the method on the simplier example of the Shallow-Water equation and then present its implementation for the WW equations itselves.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Duchene, Vincent; Université de Rennes WPI Seminar Room 08.135 Wed, 8. Oct 14, 10:30
Kelvin-Helmholtz instabilities in shallow water
Kelvin-Helmholtz instabilities arise when a sufficiently strong shear velocity lies at the interface between two layers of immiscible fluids. The typical wavelength of the unstable modes are very small, which goes against the natural shallow-water assumption in oceanography. As a matter of fact, the usual shallow-water asymptotic models fail to correctly reproduce the formation of KH instabilities. With this in mind, our aim is to motivate and study a new class of shallow-water models with improved dispersion behavior. This is a joint work with Samer Israwi and Raafat Talhouk.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Lannes, David; Ecole Normale Supérieure de Paris WPI Seminar Room 08.135 Wed, 8. Oct 14, 9:30
Internal waves in continuously stratified media
Many things are known about the propagation of waves at the interface of two fluids of different densities, for which dispersion plays an important role (it plays a stabilizing role controlling Kelvin-Helmholtz instabilities and balances the long time effects of the nonlinearities). When a flow is continuously stratified, the notion of wave is less clear, as well as the nature of dispersive effects. We show that they are encoded in a Sturm Liouville problem and are therefore of 'nonlocal type'; we also derive simpler, local, asymptotic models. This is a joint work with JC Saut and B. Desjardins.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Weishäupl, Rada Maria; Universität Wien WPI Seminar Room 08.135 Tue, 7. Oct 14, 15:30
Multi-solitary waves solutions for nonlinear Schrödinger systems
We consider a system of two coupled nonlinear Schrödinger equations in one dimension. We show the existence of solutions behaving at large time as a couple of scalar solitary waves. The proof relies on a method introduced by Martel and Merle for multi solitary waves for the scalar Schrödinger equation. Finally, we present some numerical simulations to understand more the qualitative behavior of the solitary waves.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Koch, Herbert; Universität Bonn WPI Seminar Room 08.135 Tue, 7. Oct 14, 14:30
Global existence and scattering for KP II in three space dimensions
The Kadomtsev-Petviasvhili II equation describes wave propagating in one direction with weak transverse effect. I will explain the proof of global existence and scattering for three space dimensions. The key estimates are bilinear L^2 estimates and a delicate choice of norms. This is joint work with Junfeng Li.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Colin, Mathieu; Université de Bordeaux WPI Seminar Room 08.135 Tue, 7. Oct 14, 11:45
Solitary waves for Boussinesq type systems
The aim of this talk is to exhibit specific properties of Boussinesq type models. After recalling the usual asymptotic method leading to BT models, we will present a new asymptotic model and present a local Cauchy theory. We then provide an effective method to compute solitary waves for Boussinesq type models. We will conclude by discussing shoaling properties of such models. This is a joint work with S. Bellec.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Genoud, Francois; Universität Wien WPI Seminar Room 08.135 Tue, 7. Oct 14, 10:30
Bifurcation and stability of solitons for the asymptotically linear NLS
The purpose of this talk is to convey the idea that bifurcation theory provides a powerful tool to prove existence and orbital stability of solitons for the nonlinear Schrödinger equation. It is especially useful to obtain results for space-dependent problems, and beyond power-law nonlinearities. This will be illustrated in the case of the asymptotically linear NLS.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Klein, Christian; Université de Bourgogne WPI Seminar Room 08.135 Tue, 7. Oct 14, 9:30
Multidomain spectral method for Schrödinger equations
A multidomain spectral method with compactified exterior domains combined with stable second and fourth order time integrators is presented for Schr\"odinger equations. The numerical approach allows high precision numerical studies of solutions on the whole real line. At examples for the linear and cubic nonlinear Schr\"odinger equation, this code is compared to exact transparent boundary conditions and perfectly matched layers approaches. In addition it is shown that the Peregrine breather being discussed as a model for rogue waves can be numerically propagated with essentially machine precision, and that localized perturbations of this solution can be studied.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Linares, Felipe; Institute for Pure and Applied Mathematics , Rio de Janeiro WPI Seminar Room 08.135 Mon, 6. Oct 14, 16:45
Propagation of regularity and decay of solutions to the k-generalized Korteweg-de Vries equation
We will discuss special regularity and decay properties of solutions to the IVP associated to the k-generalized KdV equations. In particular, for datum u_0in H^{3/4^+}(R) whose restriction belongs to H^k((b,infty)) for some kinZ^+ and bin R we prove that the restriction of the corresponding solution u(cdot,t) belongs to H^k((beta,infty)) for any beta in R and any tin (0,T). Thus, this type of regularity propagates with infinite speed to its left as time evolves.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Szeftel, Jeremie; Laboratoire Jacques-Louis Lions de l'Université Pierre et Marie Curie WPI Seminar Room 08.135 Mon, 6. Oct 14, 15:45
The instability of Bourgain-Wang solutions for the L2 critical NLS
We consider the two dimensional focusing cubic nonlinear Schrodinger equation. Bourgain and Wang have constructed smooth solutions which blow up in finite time with the pseudo conformal speed, and which display some decoupling between the regular and the singular part of the solution at blow up time. We prove that this dynamic is unstable. More precisely, we show that any such solution with small super critical L^2 mass lies on the boundary of both H^1 open sets of global solutions that scatter forward and backwards in time, and solutions that blow up in finite time on the right in the log-log regime. This is a joint work with F. Merle and P. Raphael.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Banica, Valeria; Université d'Évry Val d'Essonne WPI Seminar Room 08.135 Mon, 6. Oct 14, 14:45
Large time behavior for the focusing NLS on hyperbolic space
In this talk I shall present some results on global existence, scattering and blow-up for the focusing nonlinear Schrödinger equation on hyperbolic space. This is a joint work with Thomas Duyckaerts.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Dispersive equations with nonlocal dispersion - III" (2014)

Desvillettes, Laurent; ENS Cachan WPI Seminar Room 08.135 Wed, 24. Sep 14, 15:20
Some existence and regularity results for cross diffusion equations appearing in population dynamics
We present results obtained in collaboration with Ariane Trescases, on generalized versions of the triangular Shigesada-Teramoto-Kawasaki model of population dynamics. This model helps to understand how, since the individuals of species in competition change their diffusion rate, patterns can emerge in large time. Our results extend the range of parameters for which existence on one hand, and regularity on the other hand, is proven.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Fellner, Klemens; Universität Graz WPI Seminar Room 08.135 Wed, 24. Sep 14, 14:05
On reaction-diffusion systems: global existence, convergence to equilibrium and quasi-steady-state-approximation.
For general systems of reaction-diffusion equations, such basic questions of mathematical analysis as existence of global classical solutions, convergence to equilibrium and rigorous justification of quasi-steady-state-approximations constitute surprisingly many open problems, which have recently attracted a lot of attention in the mathematical community. In this talk, we present a model systems for asymmetric protein localisation in stem cells as a motivation to study systems of reaction-diffusion equations and recall recent advances in the theory of global solutions and their large time behaviour. Beside the system character, an additional difficulty arises from considering systems, which combine volume and surface diffusion and reactions between volume and surface concentrations. Moreover, we proof rigorously an associated quasi-steady-state-approximation, which is strongly motivated by the biological application background. The most important analytical tools applied are the entropy method and suitable duality arguments.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Laamri, El-Haj; Institut Elie Cartan de Lorraine WPI , OMP 1, Seminar Room 08.135 Wed, 24. Sep 14, 11:30
Global existence for some reaction-di usion systems with nonlinear di usion
In this talk, we present new results concerning global existence for some reaction-diff usion systems. This is joint work with Michel Pierre (ENS de Rennes).
Note:   Click here for further information
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Latos, Evangelos; University of Mannheim WPI Seminar Room 08.135 Wed, 24. Sep 14, 10:05
Existence and Blow-up of Solutions for Semilinear Filtration Problems
We examine the local existence and uniqueness of solutions to the semi-linear filtration equation, with positive initial data and appropriate boundary conditions. Our main result is the proof of blow-up of solutions. Moreover, we discuss about the existence of solutions for the corresponding steady-state problem. It is found that there exists a critical value, above which the problem has no stationary solution of any kind, while below that critical value there exist classical stationary solutions. Exactly this critical value of the parameter acts as a threshold also for the corresponding parabolic problem between blow-up and global existence
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Winkler, Michael; Universität Duisburg-Essen Wed, 24. Sep 14, 9:10
How far can chemotactic cross-diffusion enforce exceeding carrying capacities?
We consider variants of the Keller-Segel system of chemotaxis which contain logistic-type source terms and thereby account for proliferation and death of cells. We briefly review results and open problems with regard to the fundamental question whether solutions exist globally in time or blow up. The primary focus will then be on the prototypical parabolic-elliptic system [ begin{array}{l} u_t=varepsilon u_{xx} - (uv_x)_x + ru - mu u^2, 0= v_{xx}-v+u, end{array} right. ] in bounded real intervals. The corresponding Neumann initial-boundary value problem, though known to possess global bounded solutions for any reasonably smooth initial data, is shown to have the property that the so-called {em carrying capacity} $frac{r}{mu}$ can be exceeded dynamically to an arbitrary extent during evolution in an appropriate sense, provided that $mu<1$ and that $eps>0$ is sufficiently small. This is in stark contrast to the case of the corresponding Fisher-type equation obtained upon dropping the term $-(uv_x)_x$, and hence reflects a drastic peculiarity of destabilizing action due to chemotactic cross-diffusion, observable even in the simple spatially one-dimensional setting. Numerical simulations underline the challenge in the analytical derivation of this result by indicating that the phenomenon in question occurs at intermediate time scales only, and disappears in the large time asymptotics.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Lorz, Alexander; Laboratoire Jacques-Louis Lions WPI Seminar Room 08.135 Tue, 23. Sep 14, 9:55
Population dynamics and therapeutic resistance: mathematical models
Motivated by the theory of mutation-selection in adaptive evolution, we propose a model based on a continuous variable that represents the expression level of a resistance phenotype. This phenotype influences birth/death rates, effects of chemotherapies (both cytotoxic and cytostatic) and mutations in healthy and tumor cells. We extend previous work by demonstrating how qualitatively different actions of cytostatic (slowing down cell division) and cytostatic (actively killing cells) treatments may induce different levels of resistance.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Hirsch, Stefanie; Universität Wien WPI Seminar Room 08.135 Tue, 23. Sep 14, 9:10
A Free Boundary Value Problem for Acto-Myosin Bundles
Acto-Myosin bundles are macroscopic structures within a cell that are used for various processes such as transport of nutrients and mechanical stability of the cell. Dietmar Ölz developed a model relating the flows of F-Actin to the effects of cross-link and bundling proteins, the forces generated by myosin-II filaments as well as external forces at the tips of the bundle. In the asymptotic regime where actin filaments are assumed to be short compared to the length of the bundle, a fixed and a free boundary value problem can be derived. In the free boundary value problem the force at the tips is prescribed and the position of the tips can be computed. The model consists of transport equations for the density of actin filaments coupled to elliptic equations for the velocities of these filaments, as well as an ODE for the tip of the bundle. In order to solve this system, fixed point arguments are employed, a strategy which proved successful in solving the corresponding problem with fixed boundary (where the positions of the tips are known, and the force can be computed by post-processing).
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Winkler, Christoph; Universität Wien WPI Seminar Room 08.135 Mon, 22. Sep 14, 16:00
The Flatness of Lamellipodia Explained by the Interaction Between Actin Dynamics and Membrane Deformation
The crawling motility of many cell types relies on lamellipodia, flat protrusions spreading on flat substrates but (on cells in suspension) also growing into three-dimensional space. Lamellipodia consist of a plasma membrane wrapped around an oriented actin filament meshwork. It is well known that the actin density is controlled by coordinated polymerization, branching, and capping processes, but the mechanisms producing the small aspect ratios of lamellipodia (hundreds of nm thickness vs. several $\mu$m lateral and inward extension) remain unclear. The main hypothesis of this work is a strong influence of the local geometry of the plasma membrane on the actin dynamics. This is motivated by observations of co-localization of proteins with I-BAR domains (like IRSp53) with polymerization and branching agents along the membrane. The I-BAR domains are known to bind to the membrane and to prefer and promote membrane curvature. This hypothesis is translated into a stochastic mathematical model where branching and capping rates, and polymerization speeds depend on the local membrane geometry and branching directions are influenced by the principal curvature directions. This requires the knowledge of the deformation of the membrane, being described in a quasi-stationary approximation by minimization of a modified Helfrich energy, subject to the actin filaments acting as obstacles. Simulations with this model predict pieces of flat lamellipodia without any prescribed geometric restrictions.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Manhart, Angelika; Universität Wien WPI Seminar Room 08.135 Mon, 22. Sep 14, 15:20
How do Cells Move? Model and Simulation of Actin-dependent Cell Movement
Several types of cells use a sheet-like structure called lamellipodium for movement. The main structural components, actin filaments, are connected via cross-linking proteins. Adhesions allow for a connection with the substrate and the contraction agent myosin helps pulling the cell body forward. Additionally the cell has to regulate its filament number locally by nucleation (via branching) of new filaments and degradation (via capping and severing) of existing ones. I will present a continuous model of this structure including the forces created by the described molecular players. The non-linear PDE model is based on an variational approach and approximated using the finite element method with non-standard finite elements. The simulation can reproduce stationary and moving steady states, describe the transition between the two, mimic chemotaxis, describe interaction with an obstacle and simulate turning cells. In particular I will also show how this model can be applied to fish keratocytes.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Schappacher-Tilp, Gudrun; Universität Graz WPI Seminar Room 08.135 Mon, 22. Sep 14, 14:05
Modelling actin-myosin-titin interaction in a half sarcomere
In this talk we consider a structural three fillament model of muscle contraction in half-sarcomeres. The proposed model is based on (i) active force production based on cross-bridge interactions and (ii) force produc- tion based on the elongation of titin. While cross-bridge interaction is de- scribed by a deterministic system of reaction-convection equations forces attributed to titin are random variables due to protein unfolding. More- over, titin is acting as an activatable spring able to bind to actin upon activation. We provide an intriguingly simple approach to predict forces based on titin elongation in a half sarcomere and analyse the impact of actin-titin interaction on force predictions.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Campbell, Kenneth; University of Kentucky WPI Seminar Room 08.135 Mon, 22. Sep 14, 11:30
Myocardial strain rate modulates the speed of relaxation in dynamically loaded twitch contractions
Slow myocardial relaxation is an important clinical problem in about 50% of patients who have heart failure. Prior experiments had suggested that the slow relaxation might be a consequence of high afterload (hypertension) but clinical trials testing this hypothesis have failed; lowering blood pressure in patients with slow relaxation does not help their condition. We performed new experiments using mouse, rat, and human trabeculae and showed that it is not afterload but the strain rate at end systole that determines the subsequent speed of relaxation. To investigate the molecular mechanisms that drive this behavior, we ran simulations of our experiments using the freely available software MyoSim (http://www.myosim.org). This software simulates the mechanical properties of dynamically activated half-sarcomeres by extending A.F.Huxley’s cross-bridge distribution technique with Ca2+ activation and cooperative effects. We discovered that our experimental data could be reproduced using a relatively simple framework consisting of a single half-sarcomere pulling against a series elastic spring. Further analysis of the simulations suggested that quick stretches speed myocardial relaxation by detaching myosin heads and thereby disrupting the cooperative mechanisms that would otherwise prolong thin filament activation. The simulations therefore identify myofilament kinetics and tissue strain rate as potential therapeutic targets for heart failure attributed to slow relaxation.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Vincenzo Lombardi; University of Florence WPI Seminar Room 08.135 Mon, 22. Sep 14, 10:05
The muscle as a motor and as a brake
Force and shortening in a contracting striated muscle are generated by the dimeric motor protein myosin II pulling the actin filament towards the centre of the sarcomere during cyclical ATP-driven working strokes. The motors in each half-sarcomere are arranged in antiparallel arrays emerging from the two halves of the thick myosin filament and mechanically coupled via their filament attachments. The co-operative action of this coupled system, including the interdigitating actin filaments and other elastic and regulatory proteins, is the basic functional unit of muscle. When the sarcomere load is smaller than the maximum force developed in isometric contraction (T0), the myosin array works as a collective motor, converting metabolic energy into mechanical work at a rate that increases with reduction of the load. When an external load larger than T0 is applied to the active muscle, the sarcomere exerts a marked resistance to lengthening, with reduced metabolic cost. Thus the chemical and mechanical properties of the half-sarcomere machine during generation of force and shortening, when muscle works as a motor, are quite different from those during the response to a load or length stretch, when it works as a brake. Sarcomere-level mechanics and X-ray interferometry in single fibres from frog skeletal muscle have provided detailed information about the mechanical properties of the various components of the half-sarcomere and about kinetics and structural dynamics of the myosin motors as they perform different physiological tasks. The high stiffness of the myosin motor resulting from the analysis of the compliance of half-sarcomere elements indicates that in isometric contraction 20-30% of myosin motors are attached to actin and generate force by a small sub-step of the 11 nm working stroke suggested by the crystallographic model (Fusi et al. 2014, J. Physiol. 592, 1109-1118; Brunello et al. 2014, J. Physiol. 592, 3881-3899). During steady shortening against high to moderate loads (the condition for the maximum power and efficiency), the number of actin-attached motors decreases in proportion to the load, while each attached motor maintains a 5-6 pN force over a 6 nm stroke (Piazzesi et al. 2007, Cell 131, 784-795). The braking action exerted when an active sarcomere resists an increase in load above the isometric force, depends not only on the mechanical properties of the myosin-actin cross-bridges and of the meshwork of cytoskeleton proteins in each half-sarcomere, but also on the rapid attachment to actin of the second motor domain of the myosin dimer that has the first motor domain already attached to actin during the isometric contraction (Brunello et al. 2007, PNAS 104, 20114-20119; Fusi et al. 2010, J. Physiol. 588, 495-510).
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Herzog, Walter; University of Calgary WPI Seminar Room 08.135 Mon, 22. Sep 14, 9:10
A New Model for Muscle Contraction
In 1953, Hugh Huxley proposed that muscle contraction occurred through the sliding of two sets of filamentous proteins, actin and myosin, rather than through the shortening of the centre filament in the sarcomere. This proposal was supported by the two classic papers in the May issue of Nature 1954 by Andrew Huxley and Hugh Huxley. Andrew Huxley then proposed how this sliding of the two sets of filament occurs in 1957, and this has become known as the “cross-bridge theory” of muscle contraction. Briefly, the cross-bridge theory assumes that there are protrusions from the myosin filaments attaching cyclically to the actin filaments and pulling the actin past the myosin filaments using energy from the hydrolysis of adenosine triphosphate (ATP). This two-filament thinking of contraction (involving actin and myosin) has persisted to this day, despite an inability of this model to predict experimental results on stability, force and energetics appropriately for eccentric (active lengthening) muscles. Andrew Huxley reported on this limitation of his cross-bridge model and predicted in 1980, that studying of eccentric contractions would lead to new insights and surprises, and would produce thus far unknown elements that might affect muscle contraction and force production. Here, I would like to propose a new model of muscle contraction, that aside from the contractile proteins, actin and myosin, also includes the structural protein, titin. Titin will not only be a passive player in this new theory, but an activatable spring that changes its stiffness in an activation- and force- dependent manner, thus contributing substantially more titin-based (passive) force in activated muscles than in passive (non-activated) muscles. I will show evidence that titin binds calcium at various sites upon activation (activation in muscles is associated with a steep increase in sarcoplasmic calcium), thereby increasing its inherent spring stiffness, and that titin may bind its proximal segments to actin, thereby shortening its free spring length, and thus increasing its stiffness and force in a second way. Incorporating this third filament, titin, into the two filament model of muscle contraction (actin and myosin) allows for predictions of experimental observations that could not be predicted before while maintaining the power of the cross-bridge theory for isometric (constant length) and concentric (shortening) contractions. For example, the three filament model naturally predicts the energetic efficiency of eccentric contractions, the increase in steady-state force following eccentric contractions, and the stability of sarcomeres on the descending limb of the force-length relationship. Aside from its predictive power, this new three filament model is insofar attractive as it leaves the "historic” cross-bridge model fully intact, it merely adds an element to it, and its conceptual and structural simplicity makes it a powerful theory that, although not fully proven, is intuitively appealing and emotionally satisfying.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Mathematical Modelling in Biology and Physiology" (2014)

Gottlieb, Alex; WPI Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 18:10
“Correlations & Entanglement: entropy measures“
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Mazets, Igor; TU Wien & WPI Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 18:00
Thermalization & Decoherence: Stochastics in Quantum Mechanics”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Stimming, Hans-Peter; Universität Wien & WPI Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:50
ABC: how to mimick infinity
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Brenier, Yann; CNRS Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:40
“Modulated Energy: Set the control for the heart of the sun”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Golse, Francois; Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:30
“epsilon goes to zero: from linear many body to nonlinear one body equations”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Schiedmayer, Jörg; TU Wien Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:20
„Ultracold Atoms: Experiments, Models and Simulations“
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Bardos, Claude; Ulm; Paris & WPI Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:10
Nonlinear Schrödinger Equations: Analysis, Models and Numerics”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Mauser, Norbert Julius; Universität Wien & WPI & CNRS Hörsaal 14, Fakultät für Mathematik Mon, 4. Aug 14, 17:00
“Nonlinear Introduction”
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Symposium on "Nonlinear Partial Differential Equations" (2014)

Weishäupl, Rada Maria WPI Seminar Room 08.135 Fri, 4. Jul 14, 14:00
Two-component nonlinear Schrödinger system with linear coupling
We consider a system of two nonlineaer Schrödinger equations, which are coupled through a linear term in addition to the nonlinearity. We are interested in the long-time behavior and blow-up alternative of this system. In particular we want to understand the effect of the linear coupling in this setting.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Golse, Franēois WPI Seminar Room 08.135 Fri, 4. Jul 14, 11:00
The Boltzmann equation in the Euclidean space (joint work with C. Bardos, I. Gamba and C.D. Levermore)
The Boltzmann equation is a well-known example of dissipative dynamics, because of Boltzmann's H Theorem, which is a quantitative analogue of the second principle of thermodynamics. When the Boltzmann equation is posed in the Euclidean space, the dispersion properties of the advection operator corresponding to the collisionless dynamics offsets the dissipative effect due to the collision integral. We discuss the long time behavior of the solution of the Boltzmann equation in this setting and prove the existence of a local scattering regime near global Maxwellian solutions.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Scheid, Claire WPI Seminar Room 08.135 Fri, 4. Jul 14, 9:45
Multiplicity of the travelling waves in the Kadomtsev-Petviashvili-I and the Gross-Pitaevskii equations
Explicit solitary waves are known to exist for the Kadomtsev-Petviashvili-I (KP-I) equation in dimension 2 from the work of [1] and [2]. We first address numerically the question of their Morse index. The results confirm that the lump solitary wave has Morse index one and that the other explicit solutions correspond to excited states. We then turn to the 2D Gross-Pitaevskii (GP) equation which in some long wave regime converges to the (KP-I) equation. We perform numerical simulations showing that a branch of travelling waves of (GP) converges to a ground state of (KP-I), expected to be the lump. Furthermore, the other explicit solitary waves solutions to the (KP-I) equation give rise to new branches of travelling waves of (GP) corresponding to excited states. This is a joint work with D. Chiron.
Note:   [1] S. Manakov, V. Zakharov, L. Bordag and V. Matveev, Two-dimensional solitons of the Kadomtsev-Petviashvili equation and their interaction. Phys. Lett. A 63, 205-206 (1977).
[2] D. Pelinovsky and Y. Stepanyants, New multisoliton solutions of the Kadomtsev-Petviashvili equations. Pis'ma Zh. Eksp. Teor Fiz 57, no. 1 (1993), 25-29
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Luong, Hung WPI Seminar Room 08.135 Thu, 3. Jul 14, 14:00
The focusing 3-d cubic nonlinear Schrödinger equation with potential (joint work with T. Duykearts and C. Fermanian Kammerer)
There is a sharp condition for scattering of the radial 3-d cubic nonlinear Schrödinger equation that was given by Justin Holmer and Svetlana Roudenko. Following this spirit, we provide some similar results for this equation with potential.
  • Thematic program: PDE models in biology (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Planchon, Fabrice WPI Seminar Room 08.135 Thu, 3. Jul 14, 11:00
From dispersion to Strichartz: a longer journey than usual
Usually, Strichartz estimates follow almost trivially from dispersion using duality and interpolation. For the wave equation inside a model case of a strictly convex domain, however, the resulting theorem is not sharp and we will present 2 different arguments which in some sense average over the space-time regions where swallowtail singularities (where the worse loss occur) appear and recover Strichartz estimates which would be induced by cusp-like losses. This is joint work with O. Ivanovici and G. Lebeau.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Ivanovici, Oana WPI Seminar Room 08.135 Thu, 3. Jul 14, 9:45
A parametrix construction for the wave equation inside a strictly convex domain
We describe how to obtain such a parametrix by a suitable generalization of the model case which was obtained by I-Lebeau-Planchon. The procedure is however different on several points and allows for some conceptual simplifications which we will try to highlight. From this parametrix we may then get sharp dispersion estimates by degenerate stationary phase arguments. This is joint work with R. Lascar, G. Lebeau and F. Planchon.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Chiron, David WPI Seminar Room 08.135 Wed, 2. Jul 14, 14:00
The KP-I limit for the Nonlinear Schrödinger Equation
In some long wave asymptotic regime, the Nonlinear Schrödinger Equation with nonzero condition at infinity can be approximated by the Kadomtsev-Petviashvili-I (KP-I) equation. We provide some justifications of this convergence for the Euler-korteweg system, which includes the Nonlinear Schrödinger Equation. In some cases, we may obtain the (mKP-I) equation. The convergence also holds for the travelling waves of the Nonlinear Schrödinger Equation when the propagation speed approaches the speed of sound. We also give some results in this direction, as well as numerical results. This talk is a survey of various results obtained with M. Maris, S. Benzoni-Gavage and C. Scheid.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Lebeau, Gilles WPI Seminar Room 08.135 Wed, 2. Jul 14, 11:00
The fundamental solution of the wave operator on the Bethe lattice
We compute the fundamental solution for the wave equation on the regular infinite tree with each vortex of degree 3 (the so called Bethe lattice). We get dispersive estimates and the range of values of the effective speeds of propagation. This is a joint work with Kais Ammari.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Klein, Christian WPI Seminar Room 08.135 Wed, 2. Jul 14, 9:45
Dispersive shocks in 2+1 dimensional systems
We present a numerical study of dispersive shocks and blow-up in 1+1 and 2+1 dimensional systems from the families of Korteweg-de Vries and nonlinear Schrödinger equations.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Saut, Jean-Claude WPI Seminar Room 08.135 Tue, 1. Jul 14, 15:00
Weak dispersive perturbations of nonlinear hyperbolic equations
We address the question of the influence of dispersion on the space of resolution, on the lifespan, on the possible blow-up and on the dynamics of solutions to the Cauchy problem for 'weak' dispersive perturbations of hyperbolic quasilinear equations or systems.
  • Thematic program: Blow-up and Dispersion in nonlinear Schrödinger and Wave equations (2014)
  • Event: Workshop on "Blow up and dispersion in Nonlinear PDEs" (2014)

Erdélyi Gabor, http://www.wiwi.uni-siegen.de/dt/team/erdelyi/ TU Wien, Seminarraum Gödel, Erdgeschoss Thu, 12. Jun 14, 12:15
Algorithms and Elections
This talk aims to provide a general overview of the computational aspects of elections. Its main focus will be on the complexity of problems that model various ways of tampering with the outcome of an election, such as manipulation, control, and bribery. Each of these actions are very different in nature: while manipulation concerns the insincere behavior on the part of one or several voters, in control settings the election's chair seeks to change the outcome of an election by making structural changes in the election such as adding/deleting/partitioning either candidates or voters, and finally, bribery is given if an external agent attempts to change one or several voters' votes. These manipulative actions will be examined in the context of several voting systems, with one example being fallback voting, proposed by Brams and Sanver (2006), which - being computationally resistant to 20 of the 22 common types of control - is the system currently known to display the broadest resistance to control among all natural voting systems with an easy winner determination procedure.
  • Thematic program: Structural aspects of problem solving (2013)

van den Broeck, Guy (University of California) Zemanek seminar room; TU Wien Fri, 6. Jun 14, 10:45
First-Order Knowledge Compilation for Probabilistic Reasoning
The popularity of knowledge compilation for probabilistic reasoning is due to the realization that two properties, determinism and decomposability of logical sentences permit efficient (weighted) model counting. This insight has led to state-of-the-art probabilistic reasoning algorithms for graphical models, statistical relational models, and probabilistic databases, all based on knowledge compilation, to either d-DNNF, OBDD, or SDD. The statistical relational and probabilistic database formalisms are probabilistic extensions of first-order logic. To count the models of a first-order logic sentence, however, these insightful properties are missing. We even lack the formal language to describe and reason about such representations at the first-order level, in the context of knowledge compilation. To this end, we propose group logic, which extends function-free first-order logic to give groups (i.e., sets of objects) the same status as objects. Group logic facilitates the expression and identification of sentences whose models can be counted efficiently. Indeed, it allows us to lift decomposability and determinism properties to the first-order case, and introduce a new requirement, called automorphism, that is specific to first-order sentences.
  • Thematic program: Logic and Complexity (2014)
  • Event: Symposium on New Frontiers in Knowledge Compilation (2015)

Prof. NIER Francis; IRMAR Rennes & U. Paris Nord WPI seminar room 8.135 Wed, 4. Jun 14, 11:00
"Phase-space approach to bosonic mean field asymptotic: an overview"
The bosonic mean field approximation can be presented as an infinite dimensional semiclassical asymptotics. This was known for a long time at the formal level or on some specific examples, after Bogoliubov, Berezin and Hepp for example. Benefitting from the advances in semiclassical analysis of the nineties, we went back to this point of view in a series of works with Zied Ammari. This analysis shows deep interrelations between quantum field theory, microlocal analysis, stochastic processes and measure transportations. It also provides new results and new quantities which motivate forthcoming theoretical or numerical works.
  • Thematic program: Dynamic Wave Functions 2013 (2013)

Giacomin, Massimiliano, Universita degli Studi di Brescia TU Wien, Seminarraum 187/2 (Favoritenstr. 9-11, stairs 3, 2nd floor) Wed, 4. Jun 14, 10:00
An input/output characterization of abstract argumentation frameworks and semantics.
This talk considers the decomposition of a Dung's argumentation framework into an arbitrary set of interacting components characterized by an Input/Output behavior. First, a suite of decomposability properties will be introduced, concerning the correspondence between semantics outcomes at global and local level. The satisfaction of these properties, considering more or less constrained ways of partitioning an argumentation framework, will be discussed for admissible, complete, stable, grounded, preferred, ideal and semi-stable semantics. Second, the talk will introduce the notion of argumentation multipole, inspired from the field of digital logic, as a general way to represent a modular component. On the basis of the semantics-specific input/output behavior of argumentation multipoles, different legitimacy properties of a replacement between multipoles can be introduced. Correspondingly, a semantics can be considered transparent if a legitimate replacement does not affect the evaluation of the arguments not involved by the replacement. The transparency properties of the above mentioned semantics will be outlined. Finally, the input/output characterization of argumentation semantics suggests a correspondence with abstract dialectical frameworks, a recent generalization of Dung's argumentation frameworks. Some interesting directions for further research will be presented in this respect.
  • Thematic program: Structural aspects of problem solving (2013)

Kruse, Carola WPI, OMP 1, Seminar Room 08.135 Fri, 25. Apr 14, 11:05
Investigation of a Nucleated-Polymerization Model applied to Polyglutamine Aggregation
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Yvinec, Romain WPI, OMP 1, Seminar Room 08.135 Fri, 25. Apr 14, 10:20
Nonlinear cell population model structured by molecular content for the differentiation process
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Hinow, Peter WPI, OMP 1, Seminar Room 08.135 Fri, 25. Apr 14, 9:05
Size-structured populations with distributed states at birth
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Matar Tine, Léon WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 16:45
Inverse problem on a structured integro-differential model in population dynamics
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Meunier, Nicolas WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 15:50
A mathematical model of cell dynamics when cells are considered as punctual
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Kettle, Helen WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 14:30
Modelling stage-structured populations of crop pathogens: 1) under environmental change and 2) as part of a food web, using delay differential equations
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Lorenzi, Tommaso WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 12:10
Structured equations for adaptation and evolution in cancer cell populations
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Chisholm, Rebecca WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 11:15
Adaptive evolution of a reversible phenotype in cancer cell populations, mediated by stochastic and drug-induced epimutations: individual-based and continuum representations
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Clairambault, Jean WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 10:00
Drug resistance in cancer: biological and medical issues, continuous modelling using structured population dynamics and theoretical therapeutic optimisation
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Marciniak-Czochra, Anna WPI, OMP 1, Seminar Room 08.135 Thu, 24. Apr 14, 9:05
Structured population model of clonal selection in acute leukemias
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Doumic, Marie WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 15:50
Aggregation models for protein polymerization & application to amyloid diseases
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Lloyd, Alun WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 14:55
Integro-Differential Models in Epidemiology
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Zubelli, Jorge WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 14:00
A Singularly Perturbed HIV Model with Treatment and Antigenic Variation
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Michel, Philippe WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 11:40
MULTISCALE MODEL ON OVARIAN FOLLICULAR DEVELOPMENT
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Calvez, Vincent WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 10:15
Asymptotic optimization of linear growth-fragmentation processes
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Diekmann, Odo WPI, OMP 1, Seminar Room 08.135 Wed, 23. Apr 14, 9:20
Remarks on state-dependent delay
  • Thematic program: PDE-Models in Biology (2013)
  • Event: Workshop on"Structured Integro-Differential models in Mathematical Biology" (2014)

Detering, Nils WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 16:55
Measuring the model risk of quadratic risk minimizing hedging strategies with an application to energy markets
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Schmidt, Volker WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 16:30
A probabilistic approach to the prediction of area-related weather events
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Benth, Fred Espen WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 14:00
Weather markets and stochastic partial differential equation
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Reichmann, Oleg WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 11:40
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Solanilla Blanco, Sara Ana WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 11:15
Approximation of the HDD and CDD temperature futures prices dynamics
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Haerdle, Wolfgang WPI, OMP 1, Seminar Room 08.135 Tue, 8. Apr 14, 9:00
Localising temperature curves
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Kruehner, Paul WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 17:20
Representation of infinite dimensional forward price models in commodity markets
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Eyjolfsson, Heidar WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 16:55
Efficient simulation of ambit fields using Fourier inversion
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Pakkanen, Mikko WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 16:30
Volatility estimation for ambit fields
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Veraart, Almut WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 14:00
Ambit fields and applications to energy markets
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Babajan, George WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 12:05
Modelling fuel and power spot prices with multiregime Ornstein-Uhlenbeck processes driven by jump Lévy noises
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Bennedsen, Mikkel WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 11:40
Modelling Commodity Prices by Brownian Semistationary Processes
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Ortiz Latorre, Salvador WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 11:15
On a new pricing measure for electricity and commodity markets
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Filipovic, Damir WPI, OMP 1, Seminar Room 08.135 Mon, 7. Apr 14, 9:00
Polynomial term structure models
  • Thematic program: Financial Engineering for Energy Risk management and efficient pricing of energy derivatives: Special Emphasis Climate (2013)
  • Event: Workshop on "Mathematical Finance/Energy" (2014)

Kanekar, Anjor WPI, OMP 1, Seminar Room 08.135 Fri, 4. Apr 14, 10:45
Kinetic passive scalar
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Barnes, Michael WPI, OMP 1, Seminar Room 08.135 Fri, 4. Apr 14, 10:00
Ion heating in GK turbulence
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Schoeffler, Kevin WPI, OMP 1, Seminar Room 08.135 Thu, 3. Apr 14, 10:45
Magnetic field generation and amplification in an expanding plasma
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Told, Daniel WPI, OMP 1, Seminar Room 08.135 Thu, 3. Apr 14, 10:00
Gyrokinetic turbulence and reconnection studies employing GENE
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Parra, Felix WPI, OMP 1, Seminar Room 08.135 Wed, 2. Apr 14, 11:30
Low-frequency kinetic MHD with FLR
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Loureiro, Nuno WPI, OMP 1, Seminar Room 08.135 Wed, 2. Apr 14, 10:45
Phase mixing and collisionless reconnection
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Howes, Gregory WPI, OMP 1, Seminar Room 08.135 Wed, 2. Apr 14, 10:00
Current sheets and Landau damping in kinetic plasma turbulence
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Egedal, Jan WPI, OMP 1, Seminar Room 08.135 Tue, 1. Apr 14, 14:00
Pressure anisotropy in collisionless reconnection
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Mallet, Alfred WPI, OMP 1, Seminar Room 08.135 Tue, 1. Apr 14, 10:45
Refined critical balance and intermittency in MHD turbulence
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Howes, Gregory WPI, OMP 1, Seminar Room 08.135 Tue, 1. Apr 14, 10:00
The role of Alfven-wave collisions in governing the dynamics of plasma turbulence
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Cowley, Steve WPI, OMP 1, Seminar Room 08.135 Mon, 31. Mar 14, 14:00
Flux tube eruptions
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

TenBarge, Jason WPI, OMP 1, Seminar Room 08.135 Mon, 31. Mar 14, 10:45
Collisionless reconnection in the large guide field regime: gyrokinetics versus particle in cell simulations
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Daughton, Bill WPI, OMP 1, Seminar Room 08.135 Mon, 31. Mar 14, 10:00
Turbulent mixing of field lines in kinetic plasmas
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Melville, Scott WPI, OMP 1, Seminar Room 08.135 Fri, 28. Mar 14, 14:00
Magnetic-field evolution in a Braginskii plasma
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Kunz, Matthew WPI, OMP 1, Seminar Room 08.135 Fri, 28. Mar 14, 11:30
Inertial range turbulence with anisotropic pressure
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Chen, Christopher WPI, OMP 1, Seminar Room 08.135 Fri, 28. Mar 14, 10:45
Kinetic-scale turbulence in the solar wind
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Komarov, Sergey WPI, OMP 1, Seminar Room 08.135 Fri, 28. Mar 14, 10:00
Flow of collisionless plasma past a gravitational well
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Bale, Stuart WPI, OMP 1, Seminar Room 08.135 Thu, 27. Mar 14, 14:00
Modifications to the KAW heating rate due to bulk electron-proton drift
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Califano, Francesco WPI, OMP 1, Seminar Room 08.135 Thu, 27. Mar 14, 10:45
Sub-Larmor cascade in 2D
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Jenko, Frank WPI, OMP 1, Seminar Room 08.135 Thu, 27. Mar 14, 10:00
Gyrokinetic turbulence in natural and laboratory plasmas
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Matteini, Lorenzo WPI, OMP 1, Seminar Room 08.135 Wed, 26. Mar 14, 14:00
Temperature anisotropy instabilities driven by secondary species
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Rincon, Francois WPI, OMP 1, Seminar Room 08.135 Wed, 26. Mar 14, 10:45
Plasma dynamo: update on numerical simulations
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Kunz, Matthew WPI, OMP 1, Seminar Room 08.135 Wed, 26. Mar 14, 10:00
1) Nonlinear evolution and saturation of firehose and mirror instabilities 2) Kinetic MRI
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Schekochihin, Alexander WPI, OMP 1, Seminar Room 08.135 Tue, 25. Mar 14, 14:00
Plasma dynamo: models and speculations
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Dorland, William WPI, OMP 1, Seminar Room 08.135 Tue, 25. Mar 14, 10:45
Entropy cascade and the gyrofluid closure
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Passot, Thierry WPI, OMP 1, Seminar Room 08.135 Tue, 25. Mar 14, 10:00
Landau fluid Alfvenic and mirror turbulence
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Rincon, Francois WPI, OMP 1, Seminar Room 08.135 Mon, 24. Mar 14, 14:00
Nonlinear evolution of the mirror mode
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Forest, Cary WPI, OMP 1, Seminar Room 08.135 Mon, 24. Mar 14, 10:45
Plasma dynamo: experimental prospects
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Carter, Troy WPI, OMP 1, Seminar Room 08.135 Mon, 24. Mar 14, 10:00
Waves and instabilities in high-beta, magnetized laboratory plasmas
  • Thematic program: Turbulence and Fusion (2013)
  • Event: 7th Plasma Kinetics Working Group Meeting (2014)

Alessandro Provetti Deptartment of Mathematics and Informatics, University of Messina (Italy) TU Wien, Seminarraum 187/2 (Favoritenstr. 9-11, stairs 3, 2nd floor) Mon, 27. Jan 14, 13:30
Analysis of heterogeneous networks of humans and cultural objects: first results
With this seminar we would like to introduce you to the conceptual framework and the research results we obtained in Messina on analysing some of the user-generated content now available from Online Social Networks (OSNs). We will describe how, starting from research in Web data extraction, we have become interested in different issues that are now becoming of great interest, in view of the glory (so to speak) and almost-ubiquity of OSNs and of their ever-increasing base of content-generating users. We will begin with the extraction and analysis of [snapshots of] the Facebook friendship graph: what can (still) be done? How to study FB friendship and its evolution? We will describe the main features of two (large samples) we extracted from Facebook by applying two different sampling strategies. Extracted samples have been studied by applying methods which are largely accepted in the field of Complex Network Analysis (vertex degree distribution, clustering coeffcient, diameters and so on). Second, we will cover the topic of community detection inside OSN, a problem of obvious relevance and notorious computational complexity. We briefly glance at our solution, the CONCLUDE algorithm, and argue for its effectiveness and accuracy. Our results are twofold: on one hand we designed randomized algorithms to weight network edges and this tasks proves to be useful to improve the accuracy of the whole community detection problem. On the other hand I will illustrate some experimentas showing that our approach outperforms other, well-known algorithms when applied on large, real-world OSN instances. Finally, we will introduce our latest work on the aNobii network of book-lovers (bibliophiles); we studied the intensity of a user's participation to the SN in terms of i) joining groups (e.g., that on French literature) or assigning tags to books they've read. We have designed, implemented and validated a sampling algorithm that finds a good approximation of the probability distribution of joint user profiles. Our algorithm can be seen as an instantiation of the AA meta-algorithm of Dagum, Karp et al. Its complexity is controlled by the number of samples of a certain class it must find, even though the number of iterations is not fixed a priori; the overall error is bounded. These results where obtained in a joint research effort with P. De Meo, E. Ferrara, G. Fiumara and S. Catanese.
  • Thematic program: Logic based reasoning and data mining on the web (2012)

Emmanuel Lévźque WPI, OMP 1, Seminar Room 08.135 Thu, 5. Dec 13, 11:15
Energy spectra and characteristics scales of quantum turbulence investigated by numerical simulations of the two-fluid model
Quantum turbulence at finite temperature (within the framework of the two-fluid model) exhibits an “anormal” distribution of kinetic energy of its superfluid component at scales larger than the inter-vortex distance. This anormal behavior is consistent with a thermalization of superfluid excitations at small scales. An original phenomenological argument allows us to predict explicitly the extension of the thermalization range. It is predicted that this extension is independent of the Reynolds number, and scales as the inverse square root of the normal fluid fraction. The prediction is well supported by high-resolution pseudo-spectral simulations of the two fluid-model.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Victor L`vov WPI, OMP 1, Seminar Room 08.135 Thu, 5. Dec 13, 10:30
Non-locality of the energy transfer in superfluids and energy spectra of Kelvin waves
In collaboration with L. Bou_e, R. Dasgupta, J. Laurie, S. Nazarenko, I. Procaccia and O. Rudenko Kelvin waves propagating on quantum vortices play a crucial role in the energy dissipation of superfluid turbulence. The physics of interacting Kelvin waves is highly non-trivial and cannot be understood on the basis of pure dimensional reasoning only. A consistent theory of Kelvin waves turbulence in super-fluids should be based on explicit knowledge of the details of their interactions, presented in our Ref. [1]. In Ref. [2] we derive a type of kinetic equation for Kelvin waves on quantized vortex _laments with random large-scale curvature, that describes step-by-step (local) energy cascade over scales caused by 4-wave interactions. Resulting new energy spectrum ELN(k) ~ k-5/3 replaced in a theory of super-fluid turbulence the previously used Kosik-Svistunov spectrum EKS(k) ~ k-7/5, which is inconsistent due to nonlocality of the 6-wave energy cascade, as shown in [1]. We also show in Ref. [3] that the solution proposed in [2] enjoys existence, uniqueness and regularity of the pre-factor. Furthermore, we present numerical results of the Local Nonlinear Equation (LNE) for the description of Kelvin waves in quantum turbulence. The LNE was systematically derived from the Biot-Savart Equation in the limit of one long Kelvin wave - which was shown to be the main contribution to the Kelvin wave dynamics. We compare our results with the theoretical results from the proposed local and non-local theories for Kelvin wave dynamics and show an agreement with the non-local predictions. Previous theoretical studies have consistently focused on the zero-temperature limit of the statistical physics of Kelvin-wave turbulence. In Ref. [4] we go beyond this athermal limit by introducing a small but finite temperature in the form of non-zero mutual friction dissipative force; a situation regularly encountered in actual experiments of superfluid turbulence. In this case we show that there exists a new typical length scale separating a quasi-inertial range of Kelvin-wave turbulence from a far-dissipation range. The Letter [4] culminates with analytical predictions for the energy spectrum of the Kelvin-wave turbulence in both of these regimes.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Noé Lahaye WPI, OMP 1, Seminar Room 08.135 Wed, 4. Dec 13, 15:00
Non-universality and non-locality in rotating shallow water turbulence
We report the results of high-resolution numerical experiments on decaying turbulence in rotating shallow water model, which is a proxy to the large-scale atmospheric and oceanic turbulence. We are using a new-generation well-balanced shock-resolving finite-volume numerical scheme which resolves both vortex and wave components of the flow very well. We find clear deviations from the universal decay predictions in the vortex sector, known in the 2D turbulence, which is a limit of rotating shallow water turbulence at small Rossby numbers. The evolution is dominated by interacting coherent structures. We also observe strong departures from all theoretical predictions in the wave sector. In both sectors the energy spectra are very steep.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Pierre Augier WPI, OMP 1, Seminar Room 08.135 Wed, 4. Dec 13, 14:15
Spectral analysis of nonlocal transfers in strongly stratified turbulence
Turbulence strongly influenced by a stable density stratification is dominated by horizontal motions and structured in very thin horizontal layers with a characteristic thickness of the order of the buoyancy length scale Lb = U/N, where U is the characteristic horizontal velocity and N the Brunt-Väisälä frequency. The effect of this strong anisotropy in terms of nonlocal transfers will be discussed on the basis of results of high resolution numerical simulations. We will first focus on the nonlinear evolution of a counter-rotating vortex pair in a stratified fluid. This flow has been extensively studied in particular because it is one of the simplest flow on which the zigzag instability develops and from which the buoyancy length scale naturally emerges as the vertical length. A spectral analysis shows that the transition to turbulence is dominated by two kinds of transfers: first, the shear instability induces a direct nonlocal transfer from the large scale towards horizontal wavelengths of the order of the buoyancy scale; second, the destabilization of the Kelvin-Helmholtz billows and the gravitational instability lead to small-scale weakly stratified turbulence. We will then present numerical results on forced stratified turbulence showing that such nonlocal transfers related to the anisotropy of the flow are also active in developed stratified turbulence.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Alexandros Alexakis WPI, OMP 1, Seminar Room 08.135 Wed, 4. Dec 13, 12:00
Universality in MHD turbulence?
In magnetohydrodynamic (MHD) turbulence several phenomenological theories exist debating for the interpretation of the power law of the energy spectrum. Numerical simulations to date are unable to provide a definitive answer to this scaling. Some direct numerical simulations (DNS) obtained energy spectra with k-5/3 (Kolmogorov spectrum) while others k-3/2 (IroshnikovKraichnan spectrum) or k-2 (weak turbulence spectrum). Recently, simulations of zero flux MHD turbulence at 20483 resolution by Lee et al. 2010, Krstulovic et al. 2012 demonstrated all three exponents for different initial conditions/forcing functions of the magnetic field. The dependence of the scaling exponent on initial conditions suggests a possible lack of universality in MHD turbulence. Our work investigates this lack of universality. We focus on the origin of the k-2 spectrum that can be clearly distinguished from the other two proposed exponents. Using numerical simulations of the same resolution (2048^3) we demonstrate (a) that the origin of the k-2 spectrum is not weak turbulence, (b) the properties of the initial conditions that lead to such a spectrum, (c) its stability and (d) its final fate as the Reynolds number is increased. Thus, we determine if and at what Reynolds number the exponent becomes universal.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Sergey Nazarenko WPI, OMP 1, Seminar Room 08.135 Wed, 4. Dec 13, 11:15
Nonlocal Wave Turbulence
I will present three examples of nonlocality arising in 2D MHD turbulence, geophysical beta-plane turbulence and in small-scale superfluid turbulence dominated by Kelvin waves. These are examples where nonlocality leads to three different types of behavior, from changing the turbulent scalings to suppressing turbulence altogether by large-scale shear.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Alexander Schekochihin WPI, OMP 1, Seminar Room 08.135 Wed, 4. Dec 13, 10:00
Critical Balance as a Universal Scaling Conjecture and its Application to Rapidly Rotating and MHD Turbulence
Rapidly rotating turbulence is arguably the simplest example, in a neutral fluid, of a system that supports anisotropically propagating waves as well as nonlinear interactions. I will argue that the (anisotropic) structure of this turbulence can be understood in terms of a scale-by-scale balance between wave propagation and nonlinear decorrelation scales. What to an experimentalist looks like formation of Taylor columns, to an unreconstructed turbulence theoretician is an anisotropic energy cascade. I will show that within this framework, the isotropisation of the turbulence at the Zeman scale is a natural consequence of the way energy is transferred in and cross the direction of the axis of rotation [1]. Several existing experimental studies and very large numerical simulations suggest that these arguments are perhaps not without merit – and there is clear experimental opportunity and challenge to measure critical balance in the laboratory. I will argue that the principle of critical balance is universal to wave-supporting anisotropic systems and discuss the evidence for this claim from MHD and plasma turbulence systems [2,3,4] (even in messy environments like a tokamak [5]!). Time permitting, I will show some new MHD results that give critical balance a precise measurable statistical meaning [6] and also discuss the way a weakly turbulent system attains the critically balanced state [7] (here a degree of nonlocality will enter the otherwise unapologetically local picture).
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Nicholas Ouellette WPI, OMP 1, Seminar Room 08.135 Tue, 3. Dec 13, 15:00
Hidden Ordering in the 2D Inverse Cascade
The nonlinearity in the Navier Stokes equations directly leads to the interaction of wave-number triads that couple dynamics on different length scales. In turbulence, these triads self-organize to produce a net transfer of energy from the scales at which it is injected into the flow to the scales at which it is dissipated. In two dimensions, this cascade drives energy from the forcing scale to larger length scales, where large scale friction damps the motion. Formally, the energy transfer between scales can be written as the inner product of a scale-dependent turbulent stress with a large scale rate of strain. I will present recent results from a quasi-two-dimensional laboratory experiment that explore the geometric alignment of these two quantities, and I will show that the turbulent stress tensor undergoes an ordering transition at the onset of the inverse cascade. Our results suggest potential ways of thinking about spectral nonlocality in turbulence in terms of the relative geometry of turbulent stresses and strain rates.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Eberhard Bodenschatz WPI, OMP 1, Seminar Room 08.135 Tue, 3. Dec 13, 14:15
Results from the Goettingen Turbulence Facility
I am going to talk about our newest results from windtunnel measurements. I will summarize our results on the Eulerian velocity structure function and the decay of turbulence from passive grids up to Reė ~ 1200. I shall also present results from the active grid turbulence generated in an open windtunnel and on the dependence of the turbulence statistics on the correlation of the active grid structure.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Jörg Schumacher WPI, OMP 1, Seminar Room 08.135 Tue, 3. Dec 13, 12:00
Universal fluctuations of velocity gradients and the onset of small scale intermittency
One of the fundamental questions in turbulence research is the one on the universal properties that the variety of flows, which are sustained in a statistically stationary state by various large scale driving mechanisms, have in common. Rather than focusing on statistical analysis of the velocity in the inertial cascade range we resolve the velocity gradients in the crossover range from the inertial to the viscous range by means of very high resolution direct numerical simulations. In detail, we investigate the high order moments of velocity derivatives. At Reynolds numbers of about 100 their statistics switches from sub-Gaussian or Gaussian regime to intermittent non-Gaussian behavior. Above this transition point derivative moments follow the same scaling laws with respect to the Reynolds number. The exponents of the moments are found to agree with predictions by a theoretical framework. We compare therefore three different turbulent flows with an increasing degree of complexity: homogeneous isotropic box turbulence with periodic boundary conditions in all three directions, shear flow turbulence in a channel and turbulent convection in a closed cylindrical cell.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Koji Ohkitani WPI, OMP 1, Seminar Room 08.135 Tue, 3. Dec 13, 11:15
Remarks on the regularity for the Navier-Stokes equations: self-similarity and criticality revisited
We consider the regularity issues of the Navier-Stokes equations in the whole space, centering on self-similarity and criticality (scale-invariance). It is well-known that energy is critical in 2D, enstrophy in 4D and a "helicity-like integral" in 3D. By using the critical conditions, we first give shortened proofs of absence of self-similar blowup, i.e., of the fact that Leray equations have trivial solutions only. After deriving non-steady Leray equations by dynamic scaling transformations, we study how the long-time asymptotic behavior of their solutions can be consistent with absence of self-similar lowup. Finally, we compare time intervals in which blowup can possibly occur in 3D and 4D. We observe that i) the dangerous interval is smaller in size in 4D than in 3D and that ii) the median time, at which enstrophy is most seriously endangered, has the common scaling behavior.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Bérengčre Dubrulle WPI, OMP 1, Seminar Room 08.135 Tue, 3. Dec 13, 10:00
A zero-mode mechanism for spontaneous symmetry breaking in a turbulent von Karman flow
Spontaneous symmetry breaking is a classical phenomenon in statistical or particle physics, where specific tools have been designed to characterize and study it. Spontaneous symmetry breaking is also present in out-of-equilibrium systems, but there is at the present time no general theory to describe it in these systems. To help developing such a theory, it is therefore interesting to study well-controlled laboratory model of out-of equilibrium spontaneous symmetry breaking. In that respect, the turbulent von Karman (VK) flow is an interesting example. In this system, the ow is forced by two counter-rotating impellers, providing the necessary energy injection to set the system out-of-equilibrium. This energy is naturally dissipated through molecular viscosity, so that, for well controlled forcing protocols, statistically states can be established, that may be seen as the out-of-equilibrium counterpart of the equilibria of classical ideal systems [1, 2]. Changing the forcing protocol for the VK flow leads to various transitions with associated symmetry breaking. In the sequel, we focus on the special case of O(2) symmetry breaking, that has been reported in [3]. For exact counter-rotation (zero relative rotation) of the impeller, the VK set up is exactly isomorphic to O(2) | which is the symmetry group of XY-models [4] |. Increasing the relative rotation between the two impellers, one induces an O(2) symmetry breaking, in analogy with an applied external magnetic field. Studying the flow response to this continuous symmetry breaking for a Reynolds number ranging from Re = 102 (laminar regime) to Re ' 106 (highly turbulent regime), Cortet et al. observe a divergence of the flow susceptibility around a critical Reynolds number Rec _ 40 000.This divergence coincides with intense fluctuations of the order parameter near Rec corresponding to time-wandering of the flow between states which spontaneously and dynamically break the forcing symmetry. In this talk, we suggest that the dynamical spontaneous symmetry breaking reported in a turbulent swirling flow at Re = 40 000 by Cortet et al., Phys. Rev. Lett., 105, 214501 (2010) can be described through a continuous one parameter family transformation (amounting to a phase shift) of steady states. We investigate a possible mechanism of emergence of such spontaneous symmetry breaking in a toy model of our out-equilibrium system, derived from its equilibrium counterpart. We show that the stationary states are solution of a linear differential equation. For a specific value of the Reynolds number, they are subject to a spontaneous symmetry breaking through a zero-mode mechanism. The associated susceptibility diverges at the transition, in a way similar to what is observed in the experimental turbulent flow. Overall, the susceptibility of the toy model reproduces quite well the features of the experimental one, meaning that the zero mode mechanism is a good candidate to explain the experimental symmetry breaking.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Rainer Grauer WPI, OMP 1, Seminar Room 08.135 Mon, 2. Dec 13, 16:00
Tuning the locality of the interaction in turbulence
We introduce an evolution equation, where one can tune the interaction to be local in real space or rather local in Fourier space. In the one extreme (locality in real space) we recover the Burgers equation with its high degree of anomalous scaling whereas in the other extreme (nearly local in Fourier space) we obtain nearly perfect scale invariant turbulence without any intermittency. We calculate the extreme statistics of rare events using the instant on formalism to clarify the role of the nonlocal interactions.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Laurent Chevillard WPI, OMP 1, Seminar Room 08.135 Mon, 2. Dec 13, 15:15
Non local nature of the vorticity strechting phenomenon, and applications for random velocity fields
I will start reviewing a basic mechanism of the Euler equations, namely the vorticity stretching phenomenon which is non local in nature. Then, from there, I will make some approximations and heuristics in order to build up a realistic random velocity field able to reproduce not only the intermittency phenomenon, but also energy transfers. If some time is left, I will finally present several recent mathematical progresses in this direction.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Luca Biferale WPI, OMP 1, Seminar Room 08.135 Mon, 2. Dec 13, 14:00
Non-local effects in 3D Navier-Stokes equations
I will describe explorative numerical studies of Navier-Stokes 3D turbulence under different decimation, either based on the helical properties or on the number of degrees of freedom. Decimation local in Fourier space, leading to non-local couplings in real space.
  • Thematic program: Turbulence and Fusion (2013)
  • Event: Workshop on "Nonlocality in turbulence" (2013)

Didier Pilod WPI, OMP 1, Seminar Room 08.135 Fri, 27. Sep 13, 10:45
The Cauchy problem for two dimensional Boussinesq systems
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Thomas Alazard WPI, OMP 1, Seminar Room 08.135 Fri, 27. Sep 13, 9:30
Global solutions and asymptotic behavior for two dimensional gravity water waves
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Dmitry Pelinovsky WPI, OMP 1, Seminar Room 08.135 Thu, 26. Sep 13, 14:15
Validity of the weakly nonlinear solution for the Boussinesq-Ostrovsky equation
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Christian Klein WPI, OMP 1, Seminar Room 08.135 Thu, 26. Sep 13, 10:45
Numerical study of blow-up in nonlinear dispersive equations
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Felipe Linares WPI, OMP 1, Seminar Room 08.135 Thu, 26. Sep 13, 9:30
Dispersive perturbations of Burgers and hyperbolic Equations
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

David Lannes WPI, OMP 1, Seminar Room 08.135 Wed, 25. Sep 13, 14:15
Stabilization by dispersion: the example of interfacial waves
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Nicola Visciglia WPI, OMP 1, Seminar Room 08.135 Wed, 25. Sep 13, 10:45
Long-time behavior and invariant measures for the Benjamin-Ono equation
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Vincent Duchźne WPI, OMP 1, Seminar Room 08.135 Wed, 25. Sep 13, 9:30
Nonlinear dispersive asymptotic models for the propagation of internal waves
Note:   You may download the presentation of the talk
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Valeria Banica WPI, OMP 1, Seminar Room 08.135 Tue, 24. Sep 13, 14:15
Dispersion for the Schrödinger equation on the line with multiple Dirac delta potentials
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Eric Dumas WPI, OMP 1, Seminar Room 08.135 Tue, 24. Sep 13, 10:45
Nonlinear optics: taking full dispersion and ionization into account
Note:   You may download the presentation of the talk
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Mathieu Colin WPI, OMP 1, Seminar Room 08.135 Tue, 24. Sep 13, 9:30
Short pulses approximations in dispersive media
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Paolo Antonelli WPI, OMP 1, Seminar Room 08.135 Mon, 23. Sep 13, 16:00
Scattering for nonlinear Schrödinger equations with partially confining potential
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Rémi Carles WPI, OMP 1, Seminar Room 08.135 Mon, 23. Sep 13, 15:00
Nonstandard dispersion in Schrödinger equations
  • Thematic program: Dynamic Wave Functions 2013 (2013)
  • Event: Workshop on "Modified dispersion for dispersive equations and systems" (2013)

Florian Kogelbauer UZA 4, Seminar Room C 206/207 Fri, 5. Jul 13, 14:40
Quantum Hydrodynamics and Quantum Trajectories
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Thomas Moser UZA 4, Seminar Room C 206/207 Fri, 5. Jul 13, 14:00
The young person’s guide to numerics for NLS
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Shouhong Wang UZA 4, Seminar Room C 206/207 Fri, 5. Jul 13, 11:20
Unified Field Theory of Four Interactions
The main objective of this talk is to drive a unified field model coupling four interactions, based on the principle of interaction dynamics (PID) and the principle of representation invariance (PID). Intuitively, PID takes the variation of the action functional under energy-momentum conservation constraint. PRI requires that physical laws be independent of representations of the gauge groups. One important outcome of this unified field model is a natural duality between the interacting fields $(g, A, W^a, S^k)$, corresponding to graviton, photon, intermediate vector bosons $W^pm$ and $Z$ and gluons, and the adjoint bosonic fields $(Phi_mu, phi^0, phi^a_w, phi^k_s)$. This duality predicts two Higgs particles of similar mass with one due to weak interaction and the other due to strong interaction. The unified field model can be naturally decoupled to study individual interactions, leading to 1) modified Einstein equations, giving rise to a unified theory for dark matter and dark energy, 2) three levels of strong interaction potentials for quark, nucleon/hadron, and atom respectively, and 3) two weak interaction potentials. These potential/force formulas offer a clear mechanism for both quark confinement and asymptotic freedom---a longstanding problem in particle physics. Also, with this unified model, we derive a weakton model of elementary particles, leading to an explanation of all known sub-atomic decays and the creation/annihilation of matter/antimatter particles, as well as the baryon asymmetry problem.This is joint with Tian Ma.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Weiqing Ren UZA 4, Seminar Room C 206/207 Fri, 5. Jul 13, 10:40
Modeling rare events in complex systems
Many problems arising from applied sciences can be abstractly formulated as a system that navigates over a complex energy landscape of high or infinite dimensions. Well known examples include nucleation events during phase transitions, conformational changes of bio-molecules, chemical reactions, some extreme events that lead to materials failure, etc. The system spends most of time in metastable states and jumps from one metastable state to another infrequently. In this talk, I will introduce the mathematical theory and computational techniques for modeling rare events.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Yang Xiang UZA 4, Seminar Room C 206/207 Fri, 5. Jul 13, 9:30
Modeling and simulation of dislocations at different scales
Dislocations are line defects and the primary carriers of plastic deformation in crystalline materials. Dislocations have the property that the increment of the displacement vector around a dislocation is the Burgers vector, which is similar to the vortices in fluid dynamics or superconductivity. The study of plasticity based on dislocations is very challenging due to the multiscale nature of dislocation modeling: on one hand, the interaction of dislocations is long-range; and on the other hand, there are many short-range interactions that play important roles in the evolution of dislocation microstructures. I will present some of our recent work on modeling and simulation of dislocations at multiple length scales.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Pierre Germain UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 16:45
Weakly nonlinear, high frequency limit for NLS on the torus
I will present the new derivation of a new PDE, starting from NLS on the 2-torus, in the limit of small data, and high frequency. As I will explain, this is closely connected to the theory of weak turbulence. Furthermore, the limiting equation has striking properties, which I will describe. This is joint work with Erwan Faou and Zaher Hani.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Hanns-Christoph Nägerl Thu, 4. Jul 13, 15:50
Quench dynamics in strongly correlated Bose-Hubbard chains
We present a series of experiments in the context of 1D physics with ultracold atoms, combining optical lattice potentials with the capability to tune the strength of the onsite particle interaction U. For an array of tilted 1D chains with site-to-site tilt E and initial unity occupation we record the dynamics after a quench to the paramagnetic-to-anti-ferromagnetic phase transition point U≈E by monitoring the number of doublons created as a function of time after the quench. We observe characteristic oscillations from which we deduce a shift of the resonance condition as time progresses. For U/2≈E and U/3≈E we observe coupling to next-nearest neighbors and beyond. We find evidence of higher-order super-exchange interaction scaling as J^3/U^2.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Igor Mazets UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 15:10
Many-body physics with ultracold-atomic 1D quasicondensates
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Dieter Jaksch UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 14:00
Laser control of Josephson phases in heterostructures
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Mechthild Thalhammer UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 11:20
Convergence analysis of high-order time-splitting generalized-Laguerre-Fourier-Hermite pseudo-spectral methods for rotational Gross-Pitaevskii equations
A convergence analysis of time-splitting pseudo-spectral methods adapted for time-dependent Gross-Pitaevskii equations with additional rotation term is given. For the time integration high-order exponential operator splitting methods are studied, and the space discretization relies on the generalized-Laguerre-Fourier spectral method with respect to the (x,y)-variables as well as the Hermite spectral method in the z-direction. Essential ingredients in the stability and error analysis are a general functional analytic framework of abstract nonlinear evolution equations, fractional power spaces defined by the principal linear part, Sobolev-type inequalities in curved rectangles, and results on the asymptotical distribution of the nodes and weights associated with Gauss-Laguerre quadrature. The obtained global error estimate ensures that the nonstiff convergence order of the time integrator and the spectral accuracy of the spatial discretization are retained, provided that the problem data satisfy suitable regularity requirements. A numerical example confirms the theoretical convergence estimate.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Shidong Jiang UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 10:40
Fast and accurate evaluation of dipolar interactions in Bose-Einstein condensates
In this talk, we will describe efficient and high-order algorithms for solving the Poisson and fractional Poisson equations in free space in both two and three dimensions. The problem is closely related to the dipolar interactions in Bose-Einstein condensates. The performance of the algorithm is illustrated via several numerical examples.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Jie Shen UZA 4, Seminar Room C 206/207 Thu, 4. Jul 13, 9:30
Fast Spectral-Galerkin Methods for High-Dimensional PDEs and Applications to the electronic Schrodinger equation
Many scientific, engineering and financial applications require solving high-dimensional PDEs. However, traditional tensor product based algorithms suffer from the so called "curse of dimensionality". We shall construct a new sparse spectral method for high-dimensional problems, and present, in particular, rigorous error estimates as well as efficient numerical algorithms for elliptic equations in both bounded and unbounded domains. As an application, we shall use the proposed sparse spectral method to solve the N-particle electronic Schrodinger equation.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Qinglin Tang UZA 4, Seminar Room C 206/207 Wed, 3. Jul 13, 10:10
Numerical studies on the quantized vortex dynamics and interaction in superfluidity and superconductivity
The appearance of quantized vortices is regarded as the key signature of superfluidity and superconductivity, and their phenomenological properties have been well captured by the Ginzburg-Landau-Schrodinger (GLSE) equation and the Gross-Pitaevskii equation (GPE). In this talk, we will propose accurate and efficient numerical methods for simulating GLSE and GPE. Then we apply them to study various issues about the quantized vortex phenomena, including vortex dynamics, sound-vortex interaction, radiation, pinning effect and the validity of the reduced dynamical law (RDL) which govern the motion of the vortex centers in GLSE as well as the dynamics and interaction of quantized vortex lattices in GPE with rotational term.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Ionut Danaila UZA 4, Seminar Room C 206/207 Wed, 3. Jul 13, 9:30
Minimization methods for computing stationary vortex states of fast rotating Bose-Einstein condensates
We present different methods to compute vortex states of a rotating Bose-Einstein condensate by direct minimization of the Gross-Pitaevskii energy functional. We extensively compare imaginary time integration methods with improved steepest descent methods based on Sobolev gradients and Newton methods. In particular, we show that a careful choice of the gradient could considerably improve convergence properties. A rich variety of vortex arrangements (single-line vortex, Abrikosov lattice, giant vortex) is obtained using different trapping potentials, corresponding to real laboratory experiments performed at ENS Paris in the group of J. Dalibard. Configurations with arrays of condensates in 1D rotating optical lattices are also presented.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Nicolas Besse UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 15:50
On the Cauchy problem of the waterbag continuum
The aim of this talk is to present a result concerning the existence of classical solution for the waterbag model with a continuum of waterbag, which can been viewed as an infinite dimensional system of first-order conservation laws. The waterbag model, which constitutes a special class of exact weak solution of the Vlasov equation, is at the cross road of different problems in mathematical physics such as semi-classical approximation in quantum mechanics, long-wave approximation in fluid mechanics, gyrokinetic models and acoustic waves in plasma. The proof of the existence of a continuum of regular waterbag relies on a generalized definition of hyperbolicity for an integrodifferential hyperbolic system of equations, some results in singular integral operators theory and harmonic analysis, Riemann-Hilbert boundary value problem and energy estimates.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Qiang Du UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 15:10
Phase diagrams for quantized vortex states in superconductors
We discuss some old and some not-so-old results on the phase diagrams for quantized vortex states in type-II superconductors. These results are based on both rigorous analysis and numerical simulations of the time-dependent Ginzburg-Landau models near the critical transition temperature. They incorporate the effects of both an external magnetic field and an applied electric current as well as the sample geometry and topology.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Francis Nier UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 14:00
Artificial gauge adiabatic Ansatz for Bose-Einstein condensates
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Yann Brenier UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 11:20
Diffusion of knots and magnetic relaxation
Motivated by seeking stationary solutions to the Euler equations with prescribed vortex topology, H.K. Moffatt has described in the 80s a diffusion process, called "magnetic relaxation", for 3D divergence-free vector fields that (formally) preserves the knot structure of their integral lines. (See also the book by V.I. Arnold and B. Khesin.) The magnetic relaxation equation is a highly degenerate parabolic PDE which admits as equilibrium points all stationary solutions of the Euler equations. Combining ideas from P.-L. Lions for the Euler equations and Ambrosio-Gigli-Savar'e for the scalar heat equation, we provide a concept of "dissipative solutions" that enforces first the "weak-strong" uniqueness principle in any space dimensions and, second, the existence of global solutions at least in two space dimensions.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Daniel Phillips UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 10:40
Analysis of defects in minimizers for a planar Frank energy
Abstract: Smectic C* liquid crystal films are modeled by a relaxed Frank energy, where the elasticity splay and bend constants are positive but may differ. Our film is modeled by a two dimensional vector field on a planar domain where the field has fixed boundary data with degree d>0. We study the limiting pattern for a sequence of minimizers of the energy and prove that the pattern contains d degree one defects and that it has a either a radial or circular asymptotic form near each defect depending on the relative values of the elasticity constants. We further characterize a renormalized energy for the problem and show that it is minimized by the limit. This is joint work with Sean Colbert-Kelly.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Leonid Berlyand UZA 4, Seminar Room C 206/207 Tue, 2. Jul 13, 9:30
Phase Separation of Multiple Ginzburg-Landau Vortices Pinned by Small Holes
We consider a homogenization problem for magnetic GL functional in domains with a large number of small holes. For sufficiently strong magnetic field, a large number of vortices are pinned by the holes. We establish a scaling relation between sizes of holes and the magnitude of the external magnetic field when pinned vortices form a hierarchy of nested subdomains with different multiplicity that manifests a physical phenomenon of vortex phase separation. This is a joint work with V. Rybalko, V. Vinokur and O. Iarioshenko.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Christoph Sparber UZA 4, Seminar Room C 206/207 Mon, 1. Jul 13, 15:50
On nonlinear Schrödinger type equations with nonlinear damping
We consider nonlinear equations of Schrödinger type including nonlinear damping terms. This class of equations is purely dispersive but no longer Hamiltonian. We shall prove several results ensuring global existence of solutions on the energy space and also discuss the influence of the damping term on the long time behavior of solutions (and their possible extinction).
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Jean-Claude Saut UZA 4, Seminar Room C 206/207 Mon, 1. Jul 13, 15:10
New results on the dispersive blow-up for NLS type equations
We will complete the results presented in the February workshop. In particular we will prove that the dispersive blow-up property holds for the NLS (both "elliptic" and "nonelliptic") in any dimensions and also for the Davey-Stewartson systems. The talk is based on a joint work with Jerry Bona, Gustavo Ponce and Christof Sparber.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Patricia Bauman UZA 4, Seminar Room C 206/207 Mon, 1. Jul 13, 14:00
Analysis of Energy Minimizers for Nematic Liquid Crystals with Disclination-Line Defects
We investigate the structure of nematic liquid crystal thin films described by the Landau-de Gennes tensor-valued order parameter model with Dirichlet boundary conditions on the sides of nonzero degree. We prove that as the elasticity constant goes to zero in the energy, a limiting uniaxial nematic texture forms with a finite number of defects, all of degree 1/2 or -1/2, corresponding to vertical disclination lines at those locations.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Peter Sternberg UZA 4, Seminar Room C 206/207 Mon, 1. Jul 13, 11:20
Kinematic Vortices in a Thin Film Driven by an Electric Current
Using a Ginzburg-Landau model, we study the vortex behavior of a rectangular thin film superconductor subjected to an applied current fed into a portion of the sides and an applied magnetic field directed orthogonal to the film. Through a center manifold reduction we develop a rigorous bifurcation theory for the appearance of periodic solutions in certain parameter regimes near the normal state. The leading order dynamics yield in particular a motion law for kinematic vortices moving up and down the center line of the sample. We also present computations that reveal the co-existence and periodic evolution of kinematic and magnetic vortices. This is joint work with Lydia Peres Hari and Jacob Rubinstein.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Israel M. Sigal UZA 4, Seminar Room C 206/207 Mon, 1. Jul 13, 10:10
Magnetic Vortices, Nielsen-Olesen - Nambu strings and theta functions
The Ginzburg - Landau theory was first developed to explain and predict properties of superconductors, but had a profound influence on physics well beyond its original area. It had the first demonstration of the Higgs mechanism and it became a fundamental part of the standard model in the elementary particle physics. The theory is based on a pair of coupled nonlinear equations for a complex function (called order parameter or Higgs field) and a vector field (magnetic potential or gauge field). They are the simplest representatives of a large family of equations appearing in physics and mathematics. (The latest variant of these equations is the Seiberg - Witten equations.) Geometrically, these are equations for the section of a principal bundle and the connection on this bundle. Besides of importance in physics, they contain beautiful mathematics (some of the mathematics was discovered independently by A. Turing in his explanation of patterns of animal coats). In this talk I will review recent results involving key solutions of these equations - the magnetic vortices and vortex lattices, their existence, stability and dynamics, and how they relate to various theta functions appearing in number theory.
  • Event: Workshop on "Quantized vortices in superfluidity and superconductivity and related problems" (2013)

Prof. Sivaguru Sritharan (Director of DRCSI) WPI Seminar Room C 714 Fri, 28. Jun 13, 12:30
"An Invitation to the Millennium Prize Problem for the Navier-Stokes Equation and its Probabilistic Counter Part"
Note:   Talk within the framework of the lecture "NL Schrödingergleichungen"

Gilbert Raras Peralta (Univ. Graz) WPI seminar room C 714 Tue, 14. May 13, 17:25
Global smooth solution to a hyperbolic system arising in multiscale blood flow models
We consider a hyperbolic system of two partial differential equations in one space dimension with ODE boundary conditions describing the flow of an incompressible fluid in an elastic tube that is connected to a tank at each end. Using the local-existence theory together with entropy methods, the existence and uniqueness of a global-in-time smooth solution is established for smooth initial data sufficiently close to the constant equilibrium state. Joint work with Georg Propst.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Evangelos Latos (Univ. Graz) WPI seminar room C 714 Tue, 14. May 13, 16:50
Global dynamics of a mass conserved reaction-diffusion system
The global dynamics of a mass conserved reaction-diffusion system are studied. First, we show the global-in-time existence of the solution with compact orbit. Next, we prove the dynamical stability of local minima associated with a variational function. This work is a collaboration with Takashi Suzuki.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Dietmar Ölz (RICAM) WPI seminar room C 714 Tue, 14. May 13, 16:00
A viscous two-phase model for contractile actomyosin bundles
A mathematical model in one dimension for a non-sarcomeric actomyosin bundle featuring anti-parallel flows of anti-parallel F-Actin is introduced. The model is able to relate these flows to the effect of cross-linking and bundling proteins, to the forces due to myosin-II filaments and to external forces at the extreme tips of the bundle. The modeling is based on a coarse graining approach starting with a microscopic model which includes the description of chemical bonds as elastic springs and the force contribution of myosin filaments. In a second step we consider the asymptotic regime where the filament lengths are small compared to the overall bundle length and restrict to the lowest order contributions. There it becomes apparent that myosin filaments generate forces which are partly compensated by drag forces due to cross-linking proteins. The remaining local contractile forces are then propagated to the tips of the bundle by the viscosity effect of bundling proteins in the filament gel. The model is able to explain how a disordered bundle of comparatively short actin filaments interspersed with myosin filaments can effectively contract the two tips of the actomyosin bundle. It gives a quantitative description of these forces and of the anti-parallel flows of the two phases of anti-parallel F-Actin. An asymptotic version of the model with infinite viscosity can be solved explicitly and yields an upper bound to the contractile force of the bundle.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Tuomo Valkonen (Univ. Cambridge) WPI seminar room C 714 Tue, 14. May 13, 14:50
Higher-order regularisation of diffusion tensor fields from medical MRI
Researchers in mathematical imaging have in recent years become interested in higher-order discontinuity-preserving techniques in order to overcome deficiencies in linear and first-order approaches. Namely, whereas the much studied Total Variation regularisation technique can preserve edges in images, it suffers from the stair-casing effect, essentially producing piecewise constant images. Total Generalised Variation (TGV) is presently the most promising higher-order technique that can preserve edges while also avoiding the stair-casing effect of Total Variation. It does this by optimally balancing between first- and higher-order features. In our recent work, we extended TGV to tensor fields, and studied its application to the denoising of medical diffusion tensor imaging (DTI). These arise from the combination of multiple diffusion-weighted MRI images through the Stejskal-Tanner equation, and describe the pointwise Gaussian probability distribution function for the diffusion of water molecules. By the study of DTI images, it is possible for medical practitioners to detect pathologies in the brain, for example, through deficiencies in white matter, which has a different tensor structure from gray matter. As the MRI process is inherently noisy, it is desirable to develop good denoising approaches to help the interpretation of DTI images. This talk presents one such approach.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Sebastian Novak (IST Austria) WPI seminar room C 714 Tue, 14. May 13, 14:00
Type-dependent diffusion and the evolution of dispersal
Typically, organisms live in a spatially extended habitat; populations disperse and interact locally with their immediate neighborhood. General mobility and directional biases of dispersal strategies determine how a population exploits spatial resources. As dispersal evolves, patterns of dispersal compete against each other and thereby adapt to the characteristics of the environment. I present a general model of type-dependent diffusion in space that contains many previous models as special cases and allows the study of different patterns of dispersal present in a population. Treating dispersal strategies as an evolutionary trait, I show that variations from a resident dispersal pattern do not involve a long-lasting advantage in the deterministic setting if the environment in homogeneous. In a finite population, however, increased mobilities are favored as a consequence of random sampling errors. In contrast, spatial heterogeneities of the habitat fuel the evolution of dispersal, causing certain dispersal strategies to be superior over others. The presented results suggest an intrinsic cost of high mobility due to an imperfect match of carrying capacity and the actual population size profile.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Angelika Manhart (RICAM) WPI seminar room C 714 Tue, 14. May 13, 12:10
A finite element simulation of moving cells
Several cells use a thin, sheet-like structure called lamellipodium to crawl on surfaces. In this talk I present the numerical results of a continuous 2D model of such a structure including the various biological components such as actin filaments, adhesion complexes, myosin, cross-linkers etc. Using the finite elements method for simulation we show that the model is able to reproduce stationary and moving states of cells under various conditions. The work presented is in co-operatiion with C. Schmeiser, D. Oelz and N. Sfakianakis.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Christoph Winkler (Univ. Wien) WPI seminar room C 714 Tue, 14. May 13, 11:35
Stochastic model explains the flatness of lamellipodia
Many cells are pushed by thin sheets, called lamellipodia, that consist of a plasma membrane wrapped around an oriented actin filament meshwork. The filaments, growing by polymerization and being capped near the front, form a quasi two-dimensional network by preferably branching parallel to the substrate. How the branching directions are chosen and thus the thinness of the lamellipodium is conserved remains unclear. We have developed a model that describes both the filament network and a fully deformable plasma membrane. In each time step the membrane shape is determined by minimizing an energy functional that takes into account the membrane's curvature, the filament ends as adhesive obstacles and biologically motivated boundary conditions. Our stochastic simulation uses the local geometric interplay between filaments and the membrane to determine the polymerization rate and the branch direction. The results show that this suffices to maintain thin lamellipodia and that no extra forces or restrictions acting on the membrane are needed.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Michael Winkler (Univ. Duisburg-Essen) WPI seminar room C 714 Tue, 14. May 13, 10:45
Finite-time blow-up in the Keller-Segel system
We study the Neumann initial-boundary value problem for the fully parabolic Keller-Segel system \[ \left\{ \begin{array}{l} u_t=\Delta u - \nabla \cdot (u\nabla v), \qquad x\in\Omega, \ t>0, \\[1mm] v_t=\Delta v-v+u, \qquad x\in\Omega, \ t>0, \end{array} \right. \qquad \qquad (\star) \] in a ball $\Omega \subset {\mathbb{R}}^n$ with $n\ge 2$. This system forms the core of numerous models for the spatio-temporal evolution of cell populations governed by both diffusive migration and chemotactic movement towards increasing gradients of a chemical that they produce themselves. The talk is mainly concerned with the phenomenon of blow-up in finite time, for which only very few examples have been detected in the literature. By providing an essentially explicit blow-up criterion it is shown that within the space of all radial functions, the set of such blow-up enforcing initial data indeed is large in an appropriate sense; in particular, this gives some rigorous evidence for the old conjecture that blow-up is a generic phenomenon in ($\star$). One focus of the presentation is on the method through which this result is obtained. In contrast to previous approaches, it is based on a more elaborate use of the natural energy inequality associated with ($\star$), involving certain integral inequalities. In the case $n\ge 3$, for instance, an estimate of the form \[ \int_\Omega uv \le C \cdot \bigg( \Big\|\Delta v-v+u\Big\|_{L^2(\Omega)}^{2\theta} + \Big\|\frac{\nabla u}{\sqrt{u}}-\sqrt{u}\nabla v\Big\|_{L^2(\Omega)} +1 \bigg), \] is shown to be valid with certain $C>0$ and $\theta \in (0,1)$ for a wide class of smooth positive radial functions $(u,v)=(u(x),v(x))$.\\ Part of the results has been obtained in collaboration with Noriko Mizoguchi.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)
  • Event: Second Wien-Graz-Bio-PDE-day (2013)

Franz Achleitner (TU Wien) WPI seminar room C 714 Wed, 17. Apr 13, 11:00
A reaction-diffusion equation with a bistable reaction term and a nonlocal diffusion
We present the analysis of existence and asymptotic stability of traveling wave solutions for a reaction-diffusion equation with a bistable reaction term and a nonlocal diffusion given by a fractional Laplacian. We follow the analysis of Xinfu Chen of reaction diffusion equations with bistable nonlocal reaction term and local diffusion.

Carlota Cuesta (Universidad del Paķs Vasco) WPI seminar room C 714 Wed, 17. Apr 13, 10:00
Existence and Stability of travelling wave solutions in Korteweg-de Vries-Burgers equation with nonlocal diffusion
A Korteweg-de Vries-Burgers equation with nonlocal diffusion has been derived in the analysis of a shallow water flow by performing formal asymptotic expansions associated to the triple-deck regularization used in fluid mechanics. Numerical simulations indicate the existence of travelling waves, which we want to prove in the following. In absence of the dispersive term, we have established the existence of travelling waves and their monotonicity in a previous work. In contrast, travelling waves of the nonlocal KdV-Burgers equation will not be monotone, in analogy with the corresponding classical (or local) KdV-Burgers equation. This requires a more complicated existence proof compared to our previous work. Moreover, the travelling wave problem for the classical KdV-Burgers equation is usually analyzed via a phase plane analysis, which is not possible due to the nonlocal diffusion operator. In addition we discuss the stability of these travelling wave solutions.

Tom Bird, George Wilkie WPI Seminar Room C 714 Thu, 28. Mar 13, 16:15
Workshop SUMMARY
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Anthony Field Thu, 28. Mar 13, 14:00
Numerical comparisons between BES data and NEMORB simulations
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Anjor Kanekar WPI Seminar Room C714 Thu, 28. Mar 13, 11:00
Progress on the slow mode problem
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Alfred Mallet WPI Seminar Room C714 Thu, 28. Mar 13, 10:00
TBA
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Ivan Calvo WPI Seminar Room C714 Wed, 27. Mar 13, 15:00
Violation of ambipolarity due to a small deviation from quasisymmetry
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Tom Bird WPI Seminar Room C714 Wed, 27. Mar 13, 14:00
Full surface gyrokinetics in stellarators
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Paul Dellar WPI Seminar Room C714 Wed, 27. Mar 13, 10:00
What is known about zonal flows in GFD (summary-review)
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Ian Abel, Nuno Loureiro WPI Seminar Room C714 Tue, 26. Mar 13, 16:15
Alpha modelling (strategy session)
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Greg Hammett WPI Seminar Room C714 Tue, 26. Mar 13, 15:00
Stellarators with GS2 (short summary)
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Gabriel Plunk WPI Seminar Room C714 Tue, 26. Mar 13, 14:00
Stellarator in a box
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Anthony Field WPI Seminar Room C714 Tue, 26. Mar 13, 10:00
Characteristics of ion-scale turbulence in the presence of a strongly sheared equilibrium flow in MAST
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Matt Landreman WPI Seminar Room C714 Mon, 25. Mar 13, 16:15
Computation of pedestal and stellarator neoclassical effects using a new spectral energy grid
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Paulo Rodrigues Mon, 25. Mar 13, 15:00
Conditions for up-down asymmetry in the core of tokamak equilibria
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Justin Ball WPI Seminar Room C714 Mon, 25. Mar 13, 14:00
Intrinsic rotation in up-down asymmetric tokamaks
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Jack Connor WPI Seminar Room C714 Mon, 25. Mar 13, 10:00
The slab ion temperature gradient mode and stochastic magnetic field transport
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Felix Parra WPI Seminar Room C 714 Fri, 22. Mar 13, 15:00
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Jungpyo Lee, Michael Barnes WPI Seminar Room C714 Fri, 22. Mar 13, 14:00
Turbulent momentum pinch of diamagnetic flows
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Steve Cowley WPI Seminar Room C714 Fri, 22. Mar 13, 10:00
Nonlinear ballooning
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

George Wilkie WPI Seminar Room C714 Thu, 21. Mar 13, 16:15
Discovery, characterization, and mitigation of a numerical instability associated with delta-f particle-in-cell algorithms
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Tobias Goerler WPI Seminar Room C714 Thu, 21. Mar 13, 11:00
Issues in local and global gyrokinetic transport modeling
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Frank Jenko WPI Seminar Room C714 Thu, 21. Mar 13, 10:00
Universality in turbulence with multi-scale drive/damping
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Edmund Highcock WPI Seminar Room C714 Wed, 20. Mar 13, 16:30
Transport modelling (strategy session)
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

David Hatch WPI Seminar Room C714 Wed, 20. Mar 13, 15:00
Results from and plans for a Hermite-based gyrokinetic DNA code
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Joseph Parker WPI Seminar Room C714 Wed, 20. Mar 13, 14:00
Fully spectral AstroGK
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Istvan Pusztai WPI Seminar Room C714 Wed, 20. Mar 13, 11:00
Poloidally varying equilibrium potentials and their effect on impurity peaking
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Tom Bird WPI Seminar Room C714 Wed, 20. Mar 13, 10:00
The effect of 3D magnetic perturbations on tokamak turbulence
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Martin Rieke WPI Seminar Room C714 Tue, 19. Mar 13, 14:00
Adaptive physics refinement in a Vlasov-Maxwell code on GPUs
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

David Hatch WPI Seminar Room C714 Tue, 19. Mar 13, 10:00
Electromagnetic effects on turbulent transport --- an overview of recent GENE results
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Greg Colyer WPI Seminar Room C714 Mon, 18. Mar 13, 15:00
TBA
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Daniel Told WPI Seminar Room C714 Mon, 18. Mar 13, 14:00
Gyrokinetic transport barrier studies using GENE
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Jonathan Citrin WPI Seminar Room C714 Mon, 18. Mar 13, 10:30
1. GK simulations of profile stiffness on JET
2. Quenching linear ITG instabilities by flow shear
  • Thematic program: Fusion and Turbulence (2012)
  • Event: 6th Gyrokinetics Working Group Meeting (2013)

Baroni, Pietro, Universitą degli Studi di Brescia. Seminarroom Gödel (Favoritenstrasse 9-11, ground floor, access through courtyard Tue, 5. Mar 13, 10:00
Abstract argumentation semantics: from limits to perspectives
Dung's argumentation framework is by far the most widely adopted formal model for abstract argumentation studies. While it has proved a powerful tool for theoretical analysis, questions may arise about its expressiveness and actual usefulness in practical contexts. After briefly recalling the basic concepts about Dung's framework, the talk will discuss merits and limits of this formalism and draw some perspectives about current and future research directions.
  • Thematic program: Logic based reasoning and data mining on the web (2012)

Claude Bardos WPI Seminar Room C 714 Fri, 8. Feb 13, 11:40
About the Vlasov-Dirac-Benney equation
This variant of the Vlasov equation is dubbed Vlasov-Dirac-Benney because the original potential is replaced by a Dirac mass and because it is very similar to the Benney equation used in water waves. Beside shaving a broad range of applications it is really at the cross road of different techniques in partial differential equations ranging from non linear hyprbolic problems to spectral theory, integrability and semi classical limit.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Franēois Golse WPI Seminar Room C 714 Fri, 8. Feb 13, 10:50
On the propagation of monokinetic measures with rough momentum profiles
This work is motivated by the description of the classical limit of the Schrodinger equation in terms of Wigner measures. Specifically, we study the structure of the Wigner measure at time t corresponding to a WKB ansatz for the initial wave function. We also provide information on the number of folds in the Lagrangian manifold associated to the propagated measure. Our theory applies to situations where the momentum profile is continuous with derivatives in some appropriate Lorenz space. Finally we give information on the evolution under the dynamics of the Schrodinger equation in classical scaling of a WKB ansatz that cannot be attained with the usual WKB theory for lack of regularity on the initial phase function. (Work in collaboration with C. Bardos, P. Markowich and T. Paul).
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

George N. Makrakis WPI Seminar Room C 714 Fri, 8. Feb 13, 9:30
Uniformization by Wignerization
We analyse a concrete example to show how to uniformize a two-phase WKB function by applying an appropriate "asymptotic surgery" of its Wigner transform
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Gilles Vilmart WPI Seminar Room C 714 Thu, 7. Feb 13, 16:40
Multi-revolution composition methods for highly oscillatory problems
We introduce a new class of geometric numerical integrators for the time integration of highly oscillatory systems of differential equations using large time steps. These methods are based on composition methods and can be considered as numerical homogenization integrators. We prove error estimates with error constants that are independent of the oscillatory frequency. Numerical experiments, in particular for the nonlinear Schrödinger equation, illustrate the theoretical results and the versatility of the methods. This is joint work with P. Chartier, J. Makazaga, and A. Murua.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Mohammed Lemou WPI Seminar Room C 714 Thu, 7. Feb 13, 15:50
Uniformly accurate numerical schemes for highly oscillatory Schrödinger equation
This work is devoted to the numerical simulation of nonlinear Schrödinger equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency. This is a stronger future than the usual so called "Asymptotic preserving" property, the last being therefore satisfied by our scheme in the highly oscillatory limit. Our strategy enables to simulate the oscillatory problem without using any mesh or time step re finement, and the order of the scheme is preserved in all regimes. In other words, since our numerical method is not based on the derivation and the simulation of asymptotic models, it works in the regime where the solution does not oscillate rapidly, in the highly oscillatory limit regime, and in the intermediate regime as well. The method is based on a "double-scale" reformulation of the original equation, with the introduction of an additional variable. Then a link is made with classical strategies based on Chapman-Enskog expansions in kinetic theory despite of the dispersive context of the Schrödinger equation.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Hans P. Stimming WPI Seminar Room C 714 Thu, 7. Feb 13, 14:30
Absorbing boundaries: Exterior Complex Scaling versus Perfectly Matched Layers
Exterior Complex Scaling and Perfectly Matched Layers are two related methods for artificial absorption on bounded computational domains. The differences in the theory of both methods are discussed and the consequences of these for applicability, stability and accuracy of both methods.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Othmar Koch WPI Seminar Room C 714 Thu, 7. Feb 13, 11:40
Adaptive Full Discretization of Nonlinear Schrödinger Equations
We discuss the time integration of nonlinear Schrödinger equations by high-order splitting methods. The convergence is analyzed first for the semi-discretization in a general Banach space framework. For the Gross-Pitaevskii equation with rotation term, a generalized Laguerre-Fourier-Hermite method is employed for the full discretization. The convergence of this method is established theoretically and illustrated by numerical examples. To obtain efficient integrators, adaptive time-stepping is introduced. As a basis, two classes of local error estimators based on embedded pairs of splitting formulae and the defect correction principle are put forward and their asymptotical correctness is demonstrated. Numerical examples illustrate the success of the solution approach.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Peter A. Markowich WPI Seminar Room C 714 Thu, 7. Feb 13, 9:30
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Benson Muite WPI Seminar Room C 714 Wed, 6. Feb 13, 16:40
Spectral methods for investigating solutions to partial differential equations
Fourier series serve as a powerful tool for finding approximate numerical solutions to partial differential equations. This talk will discuss the use of collocation methods to investigate solutions to partial differential equations, including the Kohn-Muller, Aviles-Giga and Klein-Gordon equations. Of particular interest is asymptotic behavior when there is a large or small coefficient. The implementation of these methods on parallel computers will also be addressed.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Zhongyi Huang WPI Seminar Room C 714 Wed, 6. Feb 13, 15:50
Bloch decomposition based method for quantum dynamics with periodic potentials
In this talk, we give a review of our Bloch-decomposition based time-splitting spectral method to conduct numerical simulations of the dynamics of (non)linear Schroedinger equations subject to periodic and confining potentials. We consider this system as a two-scale asymptotic problem with different scalings of the nonlinearity. Moreover we demonstrate the superiority of our method over the classical pseudo-spectral method in many physically relevant situations. We also extended/coupled with other methods to the simulation of other wave type equations with periodic coefficients.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Rada Weishäupl WPI Seminar Room C 714 Wed, 6. Feb 13, 14:30
A two-component nonlinear Schrödinger system with linear coupling
Click here to see the abstract
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Christophe Besse WPI Seminar Room C 714 Wed, 6. Feb 13, 11:40
An asymptotic preserving scheme based on a new formulation for the nonlinear Schrödinger equation in the semiclassical limit
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Mechthild Thalhammer WPI Seminar Room C 714 Wed, 6. Feb 13, 10:50
Adaptive integration methods for Gross–Pitaevskii equations: Theoretical and practical aspects
In this talk, I shall primarily address the issue of efficient numerical methods for the space and time discretisation of nonlinear Schrödinger equations such as systems of coupled time-dependent Gross–Pitaevskii equations arising in quantum physics for the description of multi-component Bose–Einstein condensates. For the considered class of problems, a variety of contributions confirms the favourable behaviour of pseudo-spectral and exponential operator splitting methods regarding efficiency and accuracy. However, in the absence of an adaptive local error control in space and time, the reliability of the numerical solution and the performance of the space and time discretisation strongly depends on the experienced scientist selecting the space and time grid in advance. I will illustrate the reliable time integration of Gross–Pitaevskii equations on the basis of a local error control for splitting methods and indicate the main tools for a stability and error analysis justifying the use of the employed space and time discretisations.
Note:   You may download the presentation of the talk (without movies)
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Romain Duboscq WPI Seminar Room C 714 Wed, 6. Feb 13, 9:30
Development of accurate and robust numerical methods for fast rotating and strongly interacting Bose-Einstein condensates
The aim of this talk is to develop some robust and accurate computational methods for solving Bose-Einstein condensates. Most particularly, we are interested in the case where fast rotations arise as well as strong nonlinear interactions. We consider single and multi components BEC. Furthermore, we will give some numerical examples computed by GPELab which is a freely available Matlab toolbox currently developed in collaboration with Xavier Antoine and Jean-Marc Sac-Epée (IECL).
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Yong Zhang WPI Seminar Room C 714 Tue, 5. Feb 13, 16:40
Dimension reduction of the schrodinger equation with coulomb and anisotropic confining potentials
We present a rigorous dimension reduction analysis for the three dimensional (3D) Sch"{o}dinger equation with the Coulombic interaction and an anisotropic confining potential to lower dimensional models in the limit of infinitely strong confinement in two or one space dimensions and obtain rigorously the surface adiabatic model (SAM) or surface density model (SDM) in two dimensions (2D) and the line adiabatic model (LAM) in one dimension (1D). Efficient and accurate numerical methods for computing ground states and dynamics of the SAM, SDM and LAM models are presented based o n efficient and accurate numerical schemes for evaluating the effective potential in lower dimensional models. They are applied to find numerically convergence and convergence rates for the dimension reduction from 3D to 2D and 3D to 1D in terms of ground state and dynamics, which confirm some existing analytical results for the dimension reduction in the literatures. In particular, we explain and demonstrate that the standard Sch-Poisson system in 2D is not appropriate to simulate a ``2D electron gas" of point particles confined into a plane (or more general a 2D manifold), whereas SDM should be the correct model to be used for describing the Coulomb interaction in 2D in which the square root of Laplacian operator is used instead of the Laplacian operator. Finally, we report ground states and dynamics of the SAM and SDM in 2D and LAM in 1D under different setups.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

I-Liang Chern WPI Seminar Room C 714 Tue, 5. Feb 13, 15:50
Exploring Ground States and Excited States of Spin-1 Bose-Einstein Condensates with/without external magnetic field
Click here to see the abstract
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Han Pu WPI Seminar Room C 714 Tue, 5. Feb 13, 14:30
Ground state and expansion dynamics of a one-dimensional Fermi gas
Lower dimensional physical systems often exhibit stronger quantum behavior in comparison with high dimensional ones. Quantum gases of cold atoms can be confined in traps with effectively low spatial dimension. In this talk, I will discuss the properties of a 1D gas of two-component fermions. When the population in the two components are unequal, such a system supports a ground state that is the analog of the so-called Fulde-Ferrel-Larkin-Ovchinnikov state, an exotic superfluid state with finite-momentum Cooper pairs. Through both a mean-field Bogoliubov-de Gennes study and an essentially exact numerical investigation (TEBD), we show how FFLO can manifest itself in the expansion dynamics of the gas.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Phillippe Chartier WPI Seminar Room C 714 Tue, 5. Feb 13, 11:40
Averaging for evolution equations: the multi-frequency case
In this work, I will discuss the extension of stroboscopic averaging to quasi-periodic highly-oscillatory differential equations and envisage their application to partial differential equations (PDEs) in a high-frequency regime where only a finite number of frequencies are present. The application of these resuts to Gross-Pitaesvkii equation will be envisaged.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Florian Mehats WPI Seminar Room C 714 Tue, 5. Feb 13, 10:50
High order averaging for the Gross-Pitaevskii equation
In this talk, I will present an averaging procedure, – namely Stroboscopic averaging –, for highly-oscillatory evolution equations posed in a Hilbert space, typically partial differential equations (PDEs) in a high-frequency regime where only one frequency is present. A high order averaged system is constructed, whose solution remains exponentially close to the exact one over long time intervals, possesses the same geometric properties (structure, invariants, . . . ) as compared to the original system, and is non-oscillatory. The results will illustrated numerically in the case of the Gross-Pitaesvkii equation. Joint works with: F. Castella, P. Chartier, A. Murua, Y. Zhang and N. Mauser
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Jean-Claude Saut WPI Seminar Room C 714 Tue, 5. Feb 13, 9:30
Dispersive blow-up for Schrödinger type equations
I will present results (obtained with Jerry Bona and Christof Sparber) on the dispersive blow-up phenomenum for various Schrödinder type equations (both linear and nonlinear). Those results might be one explanation to optical rogue waves formation.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Jörg Schmiedmayer WPI Seminar Room C 714 Mon, 4. Feb 13, 15:50
Relaxation and prethermlization in a many body quantum system
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Thorsten Schumm WPI Seminar Room C 714 Mon, 4. Feb 13, 14:30
Non-linear atom optics with Bose-Einstein condensates
Realizing building blocks of photon quantum optics for matter waves is a long-standing goal. We present an efficient source for twin-atom beams, in analogy to parametric down-conversion in non-linear optics. The source shows strong non-classical correlations in the population of the two beams, - 10dB below the classical limit. We also realized an integrated Mach-Zehnder interferometer for matter waves by combining a spatial beam splitter for BEC, a gravity-dependent phase-shifter and a recombined based on a pulsed Josephson tunnel junction. The intrinsic non-linearity of the matter waves leads to number squeezing in the splitting process and to fundamental phase diffusion in the interferometer sequence. We will discuss performance limits towards matter wave metrology.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Martin Bruderer WPI Seminar Room C 714 Mon, 4. Feb 13, 11:35
Impurities immersed in Bose-Einstein condensates
The study of impurities immersed in a Bose-Einstein condensate (BEC) has become an active field of research during the past few years both on the theoretical and experimental side. In my talk I will present theoretical results on the behaviour of impurities obtained within the framework of coupled Gross-Pitaevskii-Schrödinger (GPS) equations. This approach describes effects on the impurity such as self-trapping, breathing oscillations and induced impurity-impurity interactions. I will show that variational and numerical solutions of the coupled GPS equations provide an intuitive physical picture of the statics and dynamics of the impurity and the BEC.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Dieter Jaksch WPI Seminar Room C 714 Mon, 4. Feb 13, 10:00
Magnetic monopoles and synthetic spin-orbit coupling in Rydberg macrodimers
We show that sizeable Abelian and non-Abelian gauge fields arise in the relative quantum motion of two dipole-dipole interacting Rydberg atoms. Our system exhibits two magnetic monopoles for adiabatic motion in one internal two-atom state. These monopoles occur at a characteristic distance between the atoms that is of the order of one micron. The deflection of the relative motion due to the Lorentz force gives rise to a clear signature of the broken symmetry in our system. In addition, we consider non-adiabatic transitions between two near-degenerate internal states and show that the associated gauge fields are non-Abelian. We present quantum mechanical calculations of this synthetic spin-orbit coupling and show that it realizes a velocity-dependent beamsplitter.
Note:   You may download the presentation of the talk
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Confined Quantum Systems: Modeling, Analysis and Computation" (2013)

Yves Elskens WPI Seminar Room C 714 Fri, 30. Nov 12, 14:00
On the N-body foundations of the relativistic Vlasov-Maxwell equations
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Franēois Golse WPI Seminar Room C 714 Fri, 30. Nov 12, 10:45
The Mean-Field limit for a Regularized Vlasov-Maxwell Dynamics
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Brent Young WPI Seminar Room C 714 Fri, 30. Nov 12, 9:00
On the N-body approach to the relativistic Vlasov-Poisson equations
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Jacques Smulevici WPI Seminar Room C 714 Thu, 29. Nov 12, 14:00
The Einstein-Vlasov system and cosmological spacetimes with 2-d surfaces of symmetry
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Mohammed Lemou WPI Seminar Room C 714 Thu, 29. Nov 12, 10:45
On non-linear stability for some relativistic Vlasov systems
This talk will deal with non-linear stability of spherical steady states to Vlasov systems. In the case of the classical gravitational Vlasov-Poisson system, we have proved recently that all spherical stationary states which are deceasing functions of their microscopic energy are non linearly stable under general perturbations. The proof is based on two main steps: A quantitative control of the potential field via a Poincaré-Antonov like inequality, and a compactness argument leading to the stability of the whole distribution function. The first aim of this talk is to present a new functional inequality which makes fully quantitative the compactness part of this proof as well. Applications of this inequality to other contexts will also be discussed. The second aim of the talk will be to explore the extension of this strategy to relativistic contexts: the relativistic Vlasov-Poisson (RVP) and the Vlasov-Manev (VM) systems. We show that the strategy extends to the RVP although the potential field is less regular than in the classical case, while the theory for VM faces a serious difficulty : A Poincaré-Antonov inequality with a fractional Laplacian is not available. Nevertheless, we show how a standard variational approach in the case of the VM system may be used to prove the non-linear stability of the minimizers of the Hamiltonian, although the uniqueness of these minimizers is not guaranteed (here, the Euler-Lagrange equation is a fractional Laplacian and not a Poisson equation). Finally, in the case of the so-called "Pure Manev system", we exhibit a continuous family of self-similar blow-up solutions whose profiles are close to the steady states.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Stephen Pankavich WPI Seminar Room C 714 Thu, 29. Nov 12, 9:00
Global classical solutions for the Relativistic Vlasov-Maxwell-Fokker-Planck system
The Vlasov-Maxwell system is a fundamental kinetic model of plasma dynamics. When one considers relativistic velocities and includes effects due to collisions with a fixed background of particles, the result is the relativistic Vlasov-Maxwell-Fokker-Planck system. The first Lorentz-invariant model of this type was recently derived by Calogero and Felix in 2010. Hence, we discuss the first well-posedness results for global-in-time classical solutions of this system posed in a lower-dimensional setting. Our methods utilize a gain in regularity stemming from the Fokker-Planck term to arrive at smooth solutions even from weak initial data.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

David Fajman WPI Seminar Room C 714 Wed, 28. Nov 12, 16:00
Non-linear stability of the Einstein-Vlasov system in 2+1 dimensions
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Clément Mouhot WPI Seminar Room C 714 Wed, 28. Nov 12, 14:00
Landau damping and relaxation with constant entropy for mean-field equations
I will present the theorem obtained with C. Villani proving the Landau damping in the nonlinear perturbative regime for the classical Vlasov-Poisson equation, and discuss the method and some further developements in progress.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Reinel Sospedra Alfonso WPI Seminar Room C 714 Wed, 28. Nov 12, 10:45
On the Cauchy problem for the relativistic Vlasov-Darwin system
In this talk, I will discuss two recent results on the Cauchy problem for the relativistic Vlasov-Darwin (RVD) system: the existence and uniqueness of global in time classical solutions with a small initial datum, and the uniqueness of weak solutions with compact support. These results rely on the formulation of the RVD system in terms of the generalized phase space variables, and the scalar and vector potentials. Existence of classical solutions is proved by constructive arguments. Improvements are made on the time decay estimates previously known for the electromagnetic field and its space derivatives. Uniqueness of weak solutions is proved with techniques derived from optimal transportation. This work is in collaboration with Martial Agueh and Reinhard Illner.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Mihaļ Bostan WPI Seminar Room C 714 Wed, 28. Nov 12, 9:00
On the Cauchy problem for the Nordström-Vlasov equations
The Nordström-Vlasov system describes the evolution of a population of self-gravitating collisionless particles. We study the existence and uniqueness of mild solution for the Cauchy problem in one dimension. This approach does not require any derivative for the initial particle density. For any initial particle density uniformly bounded with respect to the space variable by some function with finite kinetic energy and any initial smooth data for the field equation we construct a global solution, preserving the total energy. Moreover the solution propagates with finite speed, which coincides with the light speed.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Simone Calogero WPI Seminar Room C 714 Tue, 27. Nov 12, 14:00
On solutions of the relativistic Vlasov-Maxwell system isolated from incoming radiation
A solution of the relativistic Vlasov-Maxwell system is said to be isolated from incoming radiation if it is not hit by electromagnetic energy coming from the pass null infinity of Minkowski space. In this talk I will review the results available concerning the existence and the properties of isolated solutions to the relativistic Vlasov-Maxwell system.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Juan Calvo WPI Seminar Room C 714 Tue, 27. Nov 12, 10:45
Dispersion properties in gravitational kinetic systems and macroscopic limits
In the first part of the talk we focus on the dynamics of a many-particle self-gravitating system, described with either classical or relativistic kinetic theory. As a way to gain insight into the relativistic models, we will review what is known about dispersive behavior in the classical setting. Then we shall present some preliminary results concerning dispersive behavior for the relativistic models, together with necessary conditions for the existence of steady states as well. The second part of the talk is devoted to discuss several macroscopic limits of kinetic models, paying special attention to the relativistic BGK equation.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Claude Bardos WPI Seminar Room C 714 Tue, 27. Nov 12, 9:00
The Vlasov-Dirac-Benney equation
Introducing a Dirac Potential instead of the standard Poisson potential in the Vlasov equation change it into a very singular problem at a cross road of very subjects. In particular Penrose's method differenciates between linearly well posed and ill posed problems. It leads to a reuslt of ill posedness for the full non linear problem. On the other hand when restricted to kinetic hydrodynamic it gives rises to a well posed problem which locally in times is related to the semi classical limit of the Non Linear Schrodinger Equation. Moreover since the Non linear Schrodinger equation is integrable by inverse scattering some type of integrability with an infinite set of conserved quantities shows up in the present equation. In fact this equation can also be used as a model for water waves (in some convenient scaling). Then it carries the name of Benney equation and it is in this case that properties related to integrability were observed by Benney, Miura Novikov and others.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Relativistic Vlasov Theory" (2012)

Ivar EKELAND (Univ. Paris-Dauphine) Institut Franēais - Palais GLAM-CALLAS, Salon Rouge, Währinger Straße 30, A-1090 Wien Mon, 26. Nov 12, 16:20
"Modeling limited liability"
  • Thematic program: Fellows of the Institut CNRS Pauli 2012/2013 (fellows 2012/2013)
  • Event: "Pauli Symposium" on "Mathematical Modeling: New directions and applications" (2012)

Sylvie MELEARD (Ecole Polytechnique) Institut Franēais - Palais GLAM-CALLAS, Salon Rouge, Währinger Straße 30, A-1090 Wien Mon, 26. Nov 12, 15:45
“Stochastic modeling of Darwinian evolution”
  • Thematic program: Fellows of the Institut CNRS Pauli 2012/2013 (fellows 2012/2013)
  • Event: "Pauli Symposium" on "Mathematical Modeling: New directions and applications" (2012)

Pierre-Louis LIONS (Collčge de France) Institut Franēais - Palais GLAM-CALLAS, Salon Rouge, Währinger Straße 30, A-1090 Wien Mon, 26. Nov 12, 15:10
“On Mean Field Games”
  • Thematic program: Fellows of the Institut CNRS Pauli 2012/2013 (fellows 2012/2013)
  • Event: "Pauli Symposium" on "Mathematical Modeling: New directions and applications" (2012)

Dieter Brill WPI Seminar Room C 714 Fri, 23. Nov 12, 10:45
TBA
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Piotr Chrusciel WPI Seminar Room C 714 Fri, 23. Nov 12, 9:00
Space-time diagrammatics
I will present a class of diagrams, which we call “projection diagrams”, which provide a useful tool to visualise the global structure of spacetimes. Various examples will be discussed in detail, including cosmological models, and the Kerr spacetimes with or without a cosmological constant. Based on joint work with Christa Oelz and Sebastian Szybka.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Felix Finster WPI Seminar Room C 714 Thu, 22. Nov 12, 14:00
Quantum oscillations can prevent the big bang singularity in an Einstein-Dirac cosmology
After a brief introduction to general relativity and spinors in curved space-time, a spa- tially homogeneous and isotropic cosmological model is introduced where Dirac spinors are coupled to classical gravity. If the scale function is large, the universe behaves just like the classical Friedmann dust solution. If however the scale function is small, quantum effects lead to oscillations of the energy-momentum tensor. After explaining the basic mechanisms, it is shown numerically and analytically that these quantum oscillations can prevent the formation of a big bang or big crunch singularity. We sketch the existence proof for time-periodic solutions, where the universe goes through an infinite number of expansion and contraction cycles. This is joint work with Christian Hainzl.
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Alberto Favaro WPI Seminar Room C 714 Thu, 22. Nov 12, 10:45
Fresnel versus Kummer surfaces: geometrical optics in dispersionless linear (meta)materials and vacuum
Geometrical optics describes, with good accuracy, the propagation of high-frequency plane waves through an electromagnetic medium. Under such approximation, the behaviour of the electromagnetic fields is characterised by just three quantities: the temporal frequency ω, the spatial wave (co)vector k, and the polarisation (co)vector a. Numerous key properties of a given optical medium are determined by the Fresnel surface, which is the visual counterpart of the equation relating ω and k. For instance, the propagation of electromagnetic waves in a uniaxial crystal, such as calcite, is represented by two light-cones. Kummer, whilst analysing quadratic line complexes as models for light rays in an optical apparatus, discovered in the framework of projective geometry a quartic surface that is linked to the Fresnel one. Given an arbitrary dispersionless linear (meta)material or vacuum, we aim to establish whether the resulting Fresnel surface is equivalent to, or is more general than, a Kummer surface.
Note:   Click here for further information
You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Yakov Itin WPI Seminar Room C 714 Thu, 22. Nov 12, 9:00
Which geometry is predicted by the electromagnetic waves?
Electromagnetic waves in vacuum are described by the dispersion relation which is a rem- iniscence of the Lorentzian geometry. I will discuss a system of integral equations for two differential 2-forms.This is a most general expression of the Maxwell electromagnetism in media and in present of gravity field. A covariant jump condition on an arbitrary smooth hypersurface represents a characteristic equation of the system. I derive a dispersion rela- tion for the system with a linear local constitutive relation from the jump condition. This dispersion relation is an expression of the Finsler type geometry which is a basis of the birefrigence phenomena. The axion modification of the electrodynamics in the framework of the Carroll-Field-Jackiw (CFJ) model will be discussed. I show that in order to rep- resent the axion contribution to the wave propagation it is necessary to go beyond the geometric approximation. The axion field modifies the global topological structure of light cones surfaces. In CFJ-electrodynamics, such a modification results in violation of causal- ity. In addition, the optical metrics in axion electrodynamics are not pseudo-Riemannian. In fact, for all types of the axion field, they are even non-Finslerian.
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Volker Perlick WPI Seminar Room C 714 Wed, 21. Nov 12, 14:00
On photon accumulation near a black hole
In the first part of the talk a Schwarzschild black hole is considered. We assume that light sources are distributed on a (big) sphere of radius R that emit, at an instant of time, photons isotropically. We calculate the resulting photon distribution and find that in the long-time limit the density becomes infinitely large near the photon sphere at r = 3 m . This suggests that every Schwarzschild black hole in Nature should be surrounded by a shell of very high photon density which could be detrimental to the health of any observer who comes close to this region. In the second part we discuss how the situation changes if a Kerr black hole is considered. The first part is based on the Bachelor Thesis of Dennis Philipp and the second part is ongoing work with Arne Grenzebach.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

John Stalker WPI Seminar Room C 714 Wed, 21. Nov 12, 10:45
Scalar waves on the hyper-extreme Reissner-Nordstroem background
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Yann Brenier WPI Seminar Room C 714 Wed, 21. Nov 12, 9:00
Hidden convexity and linearization in the Born-Infeld model of Electromagnetism
This is a review of some results on the Born-Infeld model: i) existence of a convex “entropy” (in the sense of the mathematical theory of hyper- bolic conservation laws) for a suitably extended version of the system; ii) Galilean invariance of the extended system; iii) conjectures on the weak completion of the model and the induced interaction between field and matter; iv) linearization of the model by gauging the ambient metric.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Volker Perlick WPI Seminar Room C 714 Tue, 20. Nov 12, 14:00
On the self-force on point charges in Born-Infeld theory
In standard electrodynamics the field energy in a sphere around a point charge is infinite. This gives rise to an infinite self-force and to all the well-known pathologies associated with the (Abraham-)Lorentz-Dirac equation, such as pre-acceleration and run-away solutions. In the 1930s, Born and Infeld introduced a non-linear theory of electrodynamics; they were able to show that in their theory the field energy in a sphere around a static(!) point charge is finite. However, little is known about the Born-Infeld field of an accelerated(!) point charge, in particular about its regularity. In this talk I present a method of how to analyze this problem with the help of series expansions of the electromagnetic field in terms of light cone coordinates. The final goal is to rigorously prove that the self-force of an accelerated point charge in Born-Infeld theory is finite.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Michael Kiessling WPI Seminar Room C 714 Tue, 20. Nov 12, 10:45
Electrostatic Maxwell-Born-Infeld fields with point charge sources / Maximal foliations with lightcone defects
I show that for any finite number of point charges of arbitrary sign, magnitude, and at arbitrary positions in real three-dimensional space, there exists a unique electrostatic solution to the Maxwell-Born-Infeld field equations with finite energy. This solution is real analytic away from the point charges, and its electrostatic potential can be extended Lipschitz-continuously into the locations of these point charges. The electrostatic potential can be re-interpreted as the time function of an almost everywhere spacelike maximal hypersurface with lightcone defects. No struts between the point charges / lightcone defects occur. The results are discussed in the context of the N body problem in general relativity.
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Robert Beig WPI Seminar Room C 714 Tue, 20. Nov 12, 9:00
The static 2-body problem in General Relativity
The gravitational static 2-problem consists of showing that, under a suitable separation condition, two gravitating bodies can not be in static equilibrium. In Newtonian gravity such a separation condition is afforded by the assumption that the bodies in question are separated by a plane. We go on by considering a nonlinear generalization of Newtonian gravity due to Giulini and, finally, General Relativity. In both cases we prove that static 2-body configurations are ruled out under a condition which is in particular satisfied when there is a discrete symmetry interchanging the two bodies. This is work due to Rick Schoen and R.Beig.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Shadi Tahvildar-Zadeh WPI Seminar Room C 714 Mon, 19. Nov 12, 14:00
Integrability and Vesture for Harmonic Maps into Symmetric Spaces, with Applications to General Relativity
After giving the most general formulation to date of the notion of integrability for axially symmetric harmonic maps from R 3 into symmetric spaces, we give a complete and rigorous proof that, subject to some mild restrictions on the target, all such maps are integrable. Furthermore, we prove that a variant of the inverse scattering method, called vesture (dressing) can always be used to generate new solutions for the harmonic map equations starting from any given solution. In particular we show that the problem of finding N- solitonic harmonic maps into a noncompact Grassmann manifold SU(p, q)/S(U(p) × U(q)) is completely reducible via the vesture (dressing) method to a problem in linear algebra which we prove is solvable in general. We illustrate this method by explicitly computing a 1-solitonic harmonic map for the two cases (p = 1, q = 1) and (p = 2, q = 1); and we show that the family of solutions obtained in each case contains, respectively, the Kerr family of solutions to the Einstein vacuum equations, and the Kerr-Newman family of solutions to the Einstein-Maxwell equations. Joint work with Shabnam Beheshti.
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Jerzy Kijowski WPI Seminar Room C 714 Mon, 19. Nov 12, 10:45
Gravitational energy: the Hamiltonian and quasi-local approach
Dynamics of the gravitational field will be presented in the Hamiltonian context. I will prove that the generator of this dynamics must be a quasi-local quantity and can be identified with gravitational energy. However, an ambiguity remains: different boundary conditions (which have to be imposed in order to define uniquely the field evolution) lead to different Hamiltonian frameworks and, consequently, to different definitions of the energy. I will relate various definitions existing in the literature (Hawking, Geroch, Bartnik, Brown-York, Liu-Yau and myself) with different way of controlling boundary data and will argue that only one of them represents the "true" field energy.
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Stefan Kurz WPI Seminar Room C 714 Mon, 19. Nov 12, 9:00
A new definition of a coordinate- and frame- free observer in relativistic Electrodynamics
We are interested in the perception of the electromagnetic phenomenon by observers that are more general than standard inertial observers in flat MINKOWSKI space-time. We model a relativistic observer as (principal) fibre bundle, where the fibres correspond to world lines of test particles and the base space defines the observer’s relative “space”. An EHRESMANN connection on the bundle splits local tangent spaces into “space”- and time subspaces. The time subspaces point in direction of the world lines, and the “space” subspaces are their orthogonal complements, according to the hypothesis of locality. A section map on the bundle defines a time synchronization. The curvature of the connection is a measure of the non-integrability of the local “spatial” subspaces. If the connection is flat, it allows for a section that is orthogonal to the world lines in all points, hence a global EINSTEIN time- synchronization. Time synchronization can be seen as gauge on the bundle, and the formalism of gauge theories provides the right tools. Gauge potential and curvature have a kinematic interpretation as velocity and vorticity fields. This approach encompasses all meaningful spatial-temporal decompositions of space-time. With this setting we split electromagnetic field entities accordingly and describe the effect of relative motion on measurable quantities. We will present the one plus three-dimensional form of MAXWELL’s equations and the constitutive relation and analyze SCHIFF’s treatment of his 1939 paradox. In our view, the coordinate- and frame-free approach brings to light the individual layers of mathematical structure and their physical significance, and generally favours structural considerations over technical ones. We emphasize, however, that our findings can be readily translated into classical RICCI calculus, whereby all textbook results can be recovered.
Note:   You may download the presentation of the talk
  • Thematic program: Relativity, Electromagnetism, Gravitation and Singularities (2012)
  • Event: Workshop on "Electromagnetic Spacetimes" (2012)

Miroslaw Truszczynski, University of Kentucky Seminarroom Gödel (Favoritenstrasse 9-11, ground floor, access through courtyard Thu, 15. Nov 12, 15:00
Connecting first-order ASP and the logic FO(ID) through reducts
Recently, an answer-set programming (ASP) formalism of logic programing with the answer-set semantics has been extended to the full first-order setting. Earlier an extension of first-order logic with inductive definitions, the logic FO(ID), was proposed as a knowledge representation formalism and developed as an alternative ASP language. We present characterizations of these formalisms in terms of concepts of infinitary propositional logic. We use them to find a direct connection between the first-order ASP and the logic FO(ID) under some restrictions on the form of theories (programs) considered.
  • Thematic program: Logic based reasoning and data mining on the web (2012)

James Delgrande Seminarroom Gödel (Favoritenstrasse 9-11, ground floor, access through courtyard Mon, 5. Nov 12, 16:00
Revising Horn Theories
This talk addresses belief revision where the underlying logic is that governing Horn clauses. It proves to be the case that classical (AGM) belief revision doesn't immediately generalise to the Horn case. In particular, a standard construction based on a total preorder over possible worlds may violate the accepted (AGM) postulates. Conversely, Horn revision functions in the obvious extension to the AGM approach are not captured by total preorders over possible worlds. We address these difficulties by first restricting the semantic construction to ``well behaved'' orderings; and second, by augmenting the revision postulates by an additional postulate. This additional postulate is redundant in the AGM approach but not in the Horn case. In a representation result we show that these two approaches coincide. Arguably this work is interesting for several reasons. It extends AGM revision to inferentially-weaker Horn theories; hence it sheds light on the theoretical underpinnings of belief change, as well as generalising the AGM paradigm. Thus, this work is relevant to revision in areas that employ Horn clauses, such as deductive databases and logic programming, as well as areas in which inference is weaker than classical logic, such as in description logic.
  • Thematic program: Databases and Ontologies in Advanced Information Systems (2010, Prolongation from 2009)
  • Thematic program: Logic based reasoning and data mining on the web (2011, Prolongation from 2010)

Emeric Bouin (ENS Lyon) WPI seminar room C 714 Tue, 16. Oct 12, 14:00
Kinetic traveling waves: swimming bacteria and cane toads
In this talk, we will discuss the study of traveling waves for kinetic models which are somehow close to reaction-diffusion equations. In a model coming from the description of the behavior of a bacterial population, we follow ideas from the Fisher-KPP equation and find a minimal speed of propagation through a dispersion relation. We will also perform a Hamilton-Jacobi approach for the analysis of the sharp front limit of another model which describes a recent toad invasion in Australia.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)

Bresch, Didier WPI Seminar Room C 714 Fri, 5. Oct 12, 11:00
Well-posedness and decline curves for PDE's arising in oil production
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Klein, Christian WPI Seminar Room C 714 Fri, 5. Oct 12, 9:30
Numerical study of the Kadomtsev-Petviashvili equation
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Noble, Pascal WPI Seminar Room C 714 Thu, 4. Oct 12, 14:00
Stability of thin films of power law fluids down an incline plane and connection with the derivation of shallow water models
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Martin, Sébastien WPI Seminar Room C 714 Thu, 4. Oct 12, 11:00
Viscoelastic fluids in thin domains
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Chupin, Laurent WPI Seminar Room C 714 Thu, 4. Oct 12, 9:30
Integral laws for viscoelastic fluids
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Olivier, Julien WPI Seminar Room C 714 Wed, 3. Oct 12, 14:00
A shear band type solution in a model of complex fluids
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Benzoni, Sylvie WPI Seminar Room C 714 Wed, 3. Oct 12, 11:00
Tidal bores and superfluids
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Gérard-Varet, David WPI Seminar Room C 714 Wed, 3. Oct 12, 9:30
Domain continuity for the Euler and Navier-Stokes equations
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Vila, Jean-Paul WPI Seminar Room C 714 Tue, 2. Oct 12, 14:00
Cosistency of shallow water models in the limit of wet/dry fronts
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Renardy, Michael WPI Seminar Room C 714 Tue, 2. Oct 12, 11:00
On the well-posedness of the hydrostatic limit in fluid mechanics
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Hillairet, Mathieu WPI Seminar Room C 714 Tue, 2. Oct 12, 9:30
On the existence of positive solutions to thin film models with surfactant
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Saut, Jean-Claude WPI Seminar Room C 714 Mon, 1. Oct 12, 14:30
Madelung, Gross-Pitaevskii and Korteweg
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Complexity in Fluid Mechanics" (2012)

Warin, Xavier UZA 2, HS 3 Wed, 19. Sep 12, 16:00
Valuing and hedging gas contracts
In the gas market, the most widely used specific contracts are gas storage contracts, and swing index gas contracts. In order to assess the risk due to these contracts, practitioners often use for example cash flow at risk measure. In order to evaluate these cash flow generated, they have to take into account the dynamic hedge they will follow. We first recall what are gas storage, index swing contract and how we can valuate them accurately. We then explain how to calculate the dynamic hedge associated to these contacts and we show its efficiency on some examples.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Tankov, Peter UZA 2, HS 3 Wed, 19. Sep 12, 15:00
Quadratic hedging in Markov models with jumps. Applications to electricity markets
We first review our recent theoretical results for the computation of the quadratic hedging strategy in incomplete markets modeled by Markov processes with jumps. Using the Hamilton-Jacobi-Bellman approach, the value function of the quadratic hedging problem can be related to a triangular system of parabolic partial integro-differential equations (PIDE), which can be shown to possess unique smooth solutions. The first equation is non-linear, but does not depend on the pay-off of the option to hedge (the pure investment problem), while the other two equations are linear. We next propose convergent finite difference schemes for the numerical solution of these PIDEs. In the final part of the talk, our results are illustrated with an application to hedging options on futures in electricity markets, where time-inhomogeneous pure jump Markov processes appear in a natural manner. Work in collaboration with Carmine De Franco (OSSIAM) and Xavier Warin (EDF).
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Blanco, Sara Ana Solanilla UZA 2, HS 3 Wed, 19. Sep 12, 12:35
Forward prices in power markets as a moving weighted average of the spot
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Heider, Pascal UZA 2, HS 3 Wed, 19. Sep 12, 12:15
Spread volatility of co-integrated commodity pairs
There are many typical commodity pairs, for which the commodities are linked together by a fundamental production relationship. A typical example is the burning of fossile fuel to produce energy. The dynamics of the commodities are influencing each other, which results in certain feed-back effects and has impact on the spread dynamics of the two commodities. In the talk we introduce a simple model to study the joint dynamics of a driving and a driven commodity. We obtain explict formulas for the terminal variances of the commodities and their spread. We apply the model to study the dynamics of the coal-power pair and the Brent-gasoil pair. Joint work with Rainer Döttling
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Tabak, Esteban UZA 2, HS 3 Wed, 19. Sep 12, 11:15
Constrained density estimation in the commodity market
A methodology is proposed for non-parametric density estimation, constrained by the known expected values of one or more functions. Examples in the commodity market include prescribing the mean of a conditional distribution to enforce the martingale condition of the risk-neutral measure, and constraining this measure by the available option prices. The problem is addressed through the introduction of a family of maps that transform the unknown density into an isotropic Gaussian, while adjusting the prescribed moments of the estimated density. Joint work with Peter Laurence.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Lopez-Cabrera, Brenda UZA 2, HS 3 Wed, 19. Sep 12, 10:00
State price densities implied from weather derivatives
A State Price Density (SPD) is the density function of a risk neutral equivalent martingale measure for option pricing, and is indispensable for exotic option pricing and portfolio risk management. Many approaches have been proposed in the last two decades to calibrate a SPD using financial options from the bond and equity markets. Among these, non and semi parametric methods were preferred because they can avoid model mis-specification of the underlying and thus give insight into complex portfolio propelling. However, these methods usually require a large data set to achieve desired convergence properties. Despite recent innovations in financial and insurance markets, many markets remain incomplete, and there exists an illiquidity issue. One faces the problem in estimation by e.g. kernel techniques that there are not enough observations locally available. For this situation, we employ a Bayesian quadrature method because it allows us to incorporate prior assumptions on the model parameters and hence avoids problems with data sparsity. It is able to compute the SPD of both call and put options simultaneously, and is particularly robust when the market faces the illiquidity issue. As illustration, we calibrate the SPD for weather derivatives, a classical example of incomplete markets with financial contracts payoffs linked to nontradable assets, namely, weather indices.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Nossman, Marcus UZA 2, HS 3 Tue, 18. Sep 12, 17:55
Pricing electricity swaptions under a stochastic volatility term- structure model with jumps
This paper suggests a stochastic volatility term-structure model with jumps applied to pricing of electricity swaptions in the Nord Pool market. Our modeling framework is based on an alternative HJM-approach stated under the riskneutral measure where we only model the swaps that are actually traded in the market. The volatility structure is specified as a product of a time-dependent function that handles the maturity effect, and a Cox-Ingersoll-Ross process that captures the volatility smile. The first contribution of the paper is to develop a Fourier based swaption pricing model with stochastic volatility and jumps. As a second contribution we perform an empirical analysis by calibrating the model to a data set consisting of more than 12000 implied volatilities corresponding to swaption prices from the Nord Pool market. In the empirical section we restrict ourselves to study a special case of the model where jumps are excluded. To our knowledge this is one of the first studies to use swaption data from the Nord Pool market. We show that our model outperform the log-normal benchmark model both in-sample and out-of-sample.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Ritter, Matthias UZA 2, HS 3 Tue, 18. Sep 12, 17:35
Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
It is well known that the hedging effectiveness of weather derivatives is interfered by the existence of geographical basis risk, i.e., the deviation of weather conditions at different locations. In this paper, we explore how geographical basis risk of rainfall based derivatives can be reduced by regional diversification. Minimizing geographical basis risk requires knowledge of the joint distribution of rainfall at different locations. For that purpose, we estimate a daily multisite rainfall model from which optimal portfolio weights are derived. We find that this method allows to reduce geographical basis risk more efficiently than simpler approaches as, for example, inverse distance weighting. Joint work with Oliver Musshoff and Martin Odening.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Sgarra, Carlo UZA 2, HS 3 Tue, 18. Sep 12, 17:15
Historical and risk-neutral parameter estimation in a two-factor stochastic volatility model for crude oil market
In this work we analyzed spot prices and futures quotation data to get inference under the historical and risk neutral measure in commodity crude oil market (data are referred to WTI index which tracks the crude oil barrel price on NYMEX market). Most part of research and techniques in finance deals with the risk neutral modeling or with the model choice under the historical measure, in this work our goal was to study the estimation problem under both the measures at the same time, through a parametric choice of the Radon- Nikodym derivative. To conduct this estimation we resort to a recent technique in Bayesian inference field: the Particle Markov Chain Monte Carlo proposed by Andrieu, Doucet and Holenstein, in which Particle Filters algorithms are used to estimate the marginal likelihood for Markov Chain Monte Carlo inference. We used a stochastic volatility two factor model to model the spot prices, for which the futures prices are available in closed form. Two version of the original model, with and without jumps in prices, were taken into account and results were compared. Joint work with Gaetano Fileccia.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Coulon, Michael UZA 2, HS 3 Tue, 18. Sep 12, 16:00
New Challenges in Electricity Price Modeling: Emissions, Renewables and Market Coupling
Many electricity markets have recently undergone and continue to undergo various fundamental changes linked to new regulations and technological developments. These include the role of emissions markets, the growth of renewables and ongoing cross border integration (particularly in Europe) via a mechanism called market coupling. Such key changes provide major obstacles for traditional reduced-form models of power price dynamics, particularly as price histories become unreliable for parameter estimation during periods of structural change. Recent examples include reductions in spike frequencies, the prominence of negative prices and the high occurrence of identical hourly prices in neighbouring countries (for example, in about 65).
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Kindall, Kevin UZA 2, HS 3 Tue, 18. Sep 12, 15:00
A quants view of the energy business: why certain problems remain unsolved
Even though energy related products have been traded for quite some time, certain challenges remain. This presentation will introduce a sample of problems from the front, middle, and back office that many practitioners face with some emphasis on price discovery. Characteristics of effective solutions will be discussed for certain types of problems, and a few ideas offered for the illiquid option pricing problem.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Shiraya, Kenichiro UZA 2, HS 3 Tue, 18. Sep 12, 12:55
Pricing commodity derivatives under imperfect collateralization and CVA
We develop a general pricing method for multi-asset cross currency options, whose underlying asset consists of multiple different assets, and the evaluation currency is different from the ones used in the most liquid market of each asset. Furthermore, We also evaluate CVA (credit value adjustment) of commodity derivaties by applying an asymptotic expansion method with an interacting particle method.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Taib, Che Mohd Imran Bin Che UZA 2, HS 3 Tue, 18. Sep 12, 12:35
Stochastic dynamical modelling of spot freight rates
Continus time models are gaining traction in shipping economics. Freight rate dynamics can be characterised by non-trivial stochastic dynamics. In this talk, we propose a fairly rich continuous time stochastic freight rate dynamics. Our model can capture jumps, stochastic volatility and higher order autoregressive and moving average effects. Our empirical results suggest that our models captures important characteristics of the Baltic Capesize Index and the Baltic Panamax Index. We provide a VaR calculation to illustrate the economic relevance of our model.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Kruse, Thomas UZA 2, HS 3 Tue, 18. Sep 12, 12:15
Optimal trade execution under price-sensitive risk preferences
We consider the problem of how to close a large asset position in an illiquid market in such a way that very bad outcomes are unlikely. To this end we introduce a discrete time model that provides a simple device for designing and controlling the distribution of the revenues/costs from unwinding the position. By appealing to dynamic programming we derive semi-explicit formulas for the optimal execution strategies. We then present a numerical algorithm for approximating optimal execution rates as functions of the price. We provide error bounds and prove convergence. Finally some numerical experiments illustrate the efficiency of the algorithm.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Barndorff-Nielsen, Ole E. UZA 2, HS 3 Tue, 18. Sep 12, 11:15
Energy and Ambit Stochastics
Ambit stochastics is a general framework for probabilistic modelling. The talk will briefly outline this framework and indicate some of the questions regarding the further development of the theory of ambit stochastics. Ambit stochastics has found applications in a variety of areas, in particular in finance and in turbulence. In both areas volatility, or intermittency as it is called in turbulence, has key roles, and the talk will focus on these as they relate to energy.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Gobet, Emmanuel UZA 2, HS 3 Tue, 18. Sep 12, 10:00
Expansion formulas applied to option pricing in energy markets
Financial contracts in energy markets are often written in terms of average or spread of different assets: for instance, call option on the average of daily delivering forward contracts, clean spark spread based on gas, electricity and carbon. Even in log-normal models, deriving closed analytical formulas is out of reach. Alternatively, we develop a proxy based approach that can handle the case of average or spread options, in general local volatility models. It provides explicit and tractable approximation formulas which accuracy are very good on realistic examples.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Bossy, Mireille UZA 2, HS 3 Mon, 17. Sep 12, 17:35
Two pricing approaches for carbon emission allowances
We study the CO2 emission allowance prices, according to a given sector's players aggregation : the electricity producers. We consider first the European trading scheme. We model the indifference price for an individual producer that can dynamically switch between coal, gas or hydro power plants, and/or buy/sell emission allowances. We discuss the numerical computation of the indifference prices and indifferent price sensitivities for the needs of market designs. Second, we consider a N-producers game and a cap-and-trade scheme style. We construct a CO2-emission-prices dynamic, induced by a Nash equilibrium between players on the electricity market.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Lange, Nina UZA 2, HS 3 Mon, 17. Sep 12, 17:15
Pricing energy market quanto options
In energy markets, the use of quanto options have increased significantly in the recent years. The payoff from such options are typically triggered by a commodity price and a measure of temperature and are thus suited for managing energy risk. We price as option-type contract written on underlying furures contracts on natural gas and Heating Degree Days (HDD) and obtain closed form pricing formulas as well as hedging strategies for energy market quanto options in the case of log-normally distributed futures price. This includes both a bivariate GBM and the two-factor model by Schwartz-Smith (2000). We estimate NYMEX natural gas and HDD futures for New York and Chicago, calculate option prices and discuss the quanto options ability to manage extreme risks.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Davison, Matt UZA 2, HS 3 Mon, 17. Sep 12, 16:00
Designing market incentives to promote wind-storage hybrid systems
The nondispatchability of wind power has an increasing impact on the power grid as wind power penetration increases. We present some interesting data from the Ontario electricity market to show one possible consequence of wind power on electricity systems. Engineering research developing storage technologies to buffer wind variability has greatly exceeded work on economic incentives to deploy these systems. We present a solvable dynamic programming model providing optimal bidding and storage use rules for a wind turbine/storage unit facility given a penalty for undelivered power. We fit the parameters of this model to real data and draw policy conclusions.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Lautier, Delphine UZA 2, HS 3 Mon, 17. Sep 12, 15:00
Systemic risk in energy derivative markets: a graph theory analysis
Considering it as a necessary condition for systemic risk to appear, we focus on integration in energy derivative markets, through a three-dimensional approach: observation time, space and the maturity of futures contracts. Such a method indeed makes it possible to investigate prices shocks in the physical as well as in the paper markets. In order to understand the underlying principles and the dynamic behavior of our prices system, we select specific tools of the graph-theory. Among others, we use minimum spanning trees as a way to identify the most probable path for the transmission of prices shocks. We study the organization of the graphs and their dynamic behavior. Examining three categories of underlying assets (energy and agricultural products, as well as financial assets), we find that crude oil stands at the heart of the system, and that energy markets are becoming more and more integrated.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Kulikov, Alexander V. UZA 2, HS 3 Mon, 17. Sep 12, 12:55
Hedging volumetric risks using put options in commodity markets
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Eberle, Simon UZA 2, HS 3 Mon, 17. Sep 12, 12:35
Practical implementation of the energy forward curve modeling in the framework of the non-Markovian approach
We present a practical implementation of the energy forward curve modeling in the case when the risk-neutral dynamics of the positive and negative energy spot prices with upward and downward spikes are given by the Non-Markovian process introduced earlier by Kholodnyi. The parameters of this process, as proposed earlier by Kholodnyi, are calibrated by means of an optimization problem so that they minimize, in a suitable sense, the differences between the market and model energy forward/swap prices. The resulting risk-neutral spot price process, among other things, allows for the interpolation and extrapolation of the market forward curves, the Monte Carlo simulations of the spot and forward/ swap prices, analytical and numerical pricing of contingent claims on spots and forwards/swaps, as well as the extraction of the forward-looking marketimplied risk-neutral probability distributions for the spot and forward/swap prices. We consider practically important examples of power, gas, oil, coal and carbon markets. Joint work with Valery Kholodnyi.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Khedher, Asma UZA 2, HS 3 Mon, 17. Sep 12, 12:15
Stationarity of Ornstein-Uhlenbeck processes with stochastic speed of mean reversion
When modelling energy prices with the Ornstein-Uhlenbeck (OU) process, it was shown in Barlow, Gusev, and Lai [1] and Zapranis and Alexandridis [2] that there is a large uncertainty attached to the estimation of the speed of meanreversion and that it is not constant but may vary considerably over time. In this paper we generalised the OU process to allow for the speed of mean reversion to be stochastic. We suppose that the speed of mean-reversion is a Brownian stationary process. Then, we show the stationarity of the mean and variance of the OU process when the average speed of mean-reversion is sufficiently larger than its variance. We further compute the chaos expansion of the generalised OU process and show that the kernel functions converge in norm as time tends to infinity. (Joint work with Fred Espen Benth) References [1] Barlow, M., Gusev. Y., and Lai, M. (2004). Calibration of multifactor models in electricity markets. International Journal of Theoretical and Applied Finance, 7, (2), pp. 101-120. [2] Zapranis, A., Alexandridis, A. (2009). Weather derivatives pricing: modelling the seasonal residual variance of an Ornstein-Uhlenbeck temperature process with neural networks. Journal Neurocomputing, 73 (1-3), pp. 37-48.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Kiesel, Rüdiger UZA 2, HS 3 Mon, 17. Sep 12, 11:15
Model Risk for Energy Markets
Recently, model risk in particular parameter uncertainty has been addressed for financial derivatives. During this talk we will review these concepts and apply the methods to energy markets. In particular, we will discuss parameter uncertainty for spread options and implications for power plant valuation. (Based on joint work with Karl Bannr, Anna Nazarova and Matthias Scherer).
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Aid, René UZA 2, HS 3 Mon, 17. Sep 12, 10:00
One step towards a high-dimensional probabilistic investment model in electricity generation
We present an investment model in electricity generation that takes into account electricity demand, cointegrated fuel prices, carbon price and random outages of power plants. It computes the optimal level of investment in each generation technology, considered as a whole, w.r.t. the electricity spot price. This electricity price is itself built according to a simplified structural model. In particular, it is a function of the random processes as well as the installed capacities. An efficient probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions is used to solve the problem formulated as a nonstationary optimal multiple switching problems in infinite horizon. The evolution of the optimal generation mix is illustrated on a realistic numerical problem in dimension 8, i.e. with 2 different technologies and 6 random processes. This talk is based on a joint work with Luciano Campi, Nicolas Langren and Huyen Pham.
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Conference: Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives (2012)

Katarina Bodova (Comenius Univ. Bratislava) WPI seminar room C 714 Wed, 12. Sep 12, 14:00
Coagulation-fragmentation dynamics in telomeres
Telomeres, non-coding terminal structures of DNA strands, consist of repetitive long tandem repeats of a specific length. An absence of an enzyme telomerase in certain cellular structures requires an alternative telomerase-independent pathway for telomeric sequence length regulation. Besides linear telomeres other configurations as telomeric circles and telomeric loops were experimentally observed. They are suspected to play an important role in a universal mechanism for stabilization of the ends of linear DNA that possibly dates back to pre-telomerase ages. We propose a mathematical model that captures biophysical interactions of various telomeric structures on a short time scale and that is able to reproduce experimental measurements in mtDNA of yeast. Moreover, the model opens up a couple of interesting mathematical problems as validity of a quasi-steady state approximation and dynamic properties of discrete coagulation-fragmentation systems. We also identify and estimate key factors influencing the length distribution of telomeric circles, loops and strand invasions using numerical simulations.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2012, Prolongation from 2011)

Francesca Toni TU Vienna, main building Sat, 8. Sep 12, 11:00
Argumentation and the Web II
I will provide an overview of computational argumentation, focusing on abstract argumentation and assumption-based argumentation, as well as uses of these forms of argumentation in Web contexts, and in particular Semantic Web as well as Social Networks contexts. I will outline achievements to date as well as open issues and challenges.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Francesca Toni TU Vienna, main building Sat, 8. Sep 12, 9:00
Argumentation and the Web I
I will provide an overview of computational argumentation, focusing on abstract argumentation and assumption-based argumentation, as well as uses of these forms of argumentation in Web contexts, and in particular Semantic Web as well as Social Networks contexts. I will outline achievements to date as well as open issues and challenges.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Markus Krötzsch TU Vienna, main building Fri, 7. Sep 12, 16:30
OWL 2 Profiles: An Introduction to Lightweight Ontology Languages II
This chapter gives an extended introduction to the lightweight profiles OWL EL, OWL QL, and OWL RL of the Web Ontology Language OWL. Those three ontology language standards are sublanguages of OWL DL that are restricted in ways that significantly simplify ontological reasoning. Compared to OWL DL as a whole, reasoning algorithms for the OWL profiles show higher performance, are easier to implement, and can scale to larger amounts of data. Since ontological reasoning is of great importance for designing and deploying OWL ontologies, the profiles are highly attractive for many applications. These advantages come at a price: various modelling features of OWL are not available in all or some of the OWL profiles. Moreover, the profiles are mutually incomparable in the sense that each of them offers a combination of features that is available in none of the others. This chapter provides an overview of these differences and explains why some of them are essential to retain the desired properties. To this end, we recall the relationship between OWL and description logics (DLs), and show how each of the profiles is typically treated in reasoning algorithms.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Markus Krötzsch TU Vienna, main building Fri, 7. Sep 12, 14:30
OWL 2 Profiles: An Introduction to Lightweight Ontology Languages I
This chapter gives an extended introduction to the lightweight profiles OWL EL, OWL QL, and OWL RL of the Web Ontology Language OWL. Those three ontology language standards are sublanguages of OWL DL that are restricted in ways that significantly simplify ontological reasoning. Compared to OWL DL as a whole, reasoning algorithms for the OWL profiles show higher performance, are easier to implement, and can scale to larger amounts of data. Since ontological reasoning is of great importance for designing and deploying OWL ontologies, the profiles are highly attractive for many applications. These advantages come at a price: various modelling features of OWL are not available in all or some of the OWL profiles. Moreover, the profiles are mutually incomparable in the sense that each of them offers a combination of features that is available in none of the others. This chapter provides an overview of these differences and explains why some of them are essential to retain the desired properties. To this end, we recall the relationship between OWL and description logics (DLs), and show how each of the profiles is typically treated in reasoning algorithms.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Sergio Flesca, Tim Furche, Ermelinda Oro TU Vienna, main building Fri, 7. Sep 12, 11:00
Reasoning and Ontologies in Data Extraction II
The web has become a pig sty—everyone dumps information at random places and in random shapes. Try to find the cheapest apartment in Oxford considering rent, travel, tax and heating costs; or a cheap, reasonable reviewed 11" laptop with an SSD drive.

Data extraction flushes structured information out of this sty: It turns mostly unstructured web pages into highly structured knowledge. In this chapter, we give a gentle introduction to data extraction including pointers to existing systems. We start with an overview and classification of data extraction systems along two primary dimensions, the level of supervision and the considered scale. The rest of the chapter is the organized along the first of these dimensions: In the first part, we discuss supervised data extraction, where a human user identifies for each site examples of the relevant data and the system generalizes these examples into extraction programs. We focus particularly on declarative and rule-based paradigms. In the second part, we turn to fully automated (or unsupervised) approaches where the system by itself identifies the relevant data and fully automatically extracts data from many websites. Ontologies or schemata have proven invaluable to guide unsupervised data extraction and we will present an overview of the existing approaches and the different way in which they are using Ontologies.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Sergio Flesca, Tim Furche, Ermelinda Oro TU Vienna, main building Fri, 7. Sep 12, 9:00
Reasoning and Ontologies in Data Extraction I
The web has become a pig sty—everyone dumps information at random places and in random shapes. Try to find the cheapest apartment in Oxford considering rent, travel, tax and heating costs; or a cheap, reasonable reviewed 11" laptop with an SSD drive.

Data extraction flushes structured information out of this sty: It turns mostly unstructured web pages into highly structured knowledge. In this chapter, we give a gentle introduction to data extraction including pointers to existing systems. We start with an overview and classification of data extraction systems along two primary dimensions, the level of supervision and the considered scale. The rest of the chapter is the organized along the first of these dimensions: In the first part, we discuss supervised data extraction, where a human user identifies for each site examples of the relevant data and the system generalizes these examples into extraction programs. We focus particularly on declarative and rule-based paradigms. In the second part, we turn to fully automated (or unsupervised) approaches where the system by itself identifies the relevant data and fully automatically extracts data from many websites. Ontologies or schemata have proven invaluable to guide unsupervised data extraction and we will present an overview of the existing approaches and the different way in which they are using Ontologies.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Manolis Koubarakis, Manos Karpathiotakis, Kostis Kyzirakos, Babis Nikolaou, Michael Sioutis TU Vienna, main building Thu, 6. Sep 12, 16:30
Data Models and Query Languages for Linked Geospatial Data II
The recent availability of geospatial information as linked open data has generated new interest in geospatial query processing and reasoning, a topic with a long tradition of research in the areas of databases and artificial intelligence. In this paper we survey recent advances in this important research topic concentrating on issues of data modeling and querying.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Manolis Koubarakis, Manos Karpathiotakis, Kostis Kyzirakos, Babis Nikolaou, Michael Sioutis TU Vienna, main building Thu, 6. Sep 12, 14:30
Data Models and Query Languages for Linked Geospatial Data I
The recent availability of geospatial information as linked open data has generated new interest in geospatial query processing and reasoning, a topic with a long tradition of research in the areas of databases and artificial intelligence. In this paper we survey recent advances in this important research topic concentrating on issues of data modeling and querying.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Manfred Hauswirth, Danh Le Phuoc, Josiane Xavier Parreira TU Vienna, main building Thu, 6. Sep 12, 11:00
Linked Data Stream Processing II
The RDF data which arrives in multiple, continuous, rapid and time-varying data streams has become more popular in real-time data sources like sensor data, social network. This time-dependent linked data, called Linked Stream Data, motivated several work in proposing data models associated with processing engines. This paper gives an overview about Linked Data Stream and the state of the art of processing models and techniques. In addition, by giving a survey on relevant work and technologies, the paper explores new issues and challenges in new requirements, query languages and query processing.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Manfred Hauswirth, Danh Le Phuoc, Josiane Xavier Parreira TU Vienna, main building Thu, 6. Sep 12, 9:00
Linked Data Stream Processing I
The RDF data which arrives in multiple, continuous, rapid and time-varying data streams has become more popular in real-time data sources like sensor data, social network. This time-dependent linked data, called Linked Stream Data, motivated several work in proposing data models associated with processing engines. This paper gives an overview about Linked Data Stream and the state of the art of processing models and techniques. In addition, by giving a survey on relevant work and technologies, the paper explores new issues and challenges in new requirements, query languages and query processing.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Guilin Qi, Jianfeng Du TU Vienna, main building Wed, 5. Sep 12, 16:30
Reasoning with Uncertain and Inconsistent Ontologies on the Semantic Web II
Ontologies play an important role for the success of the Semantic Web. Due to the dynamic nature of the Web, one can hardly expect to rely on ontologies with precise definitions and without any error. Thus, reasoning with uncertainty and dealing with inconsistency are two important issues in ontology engineering. In this tutorial, we will first introduce probabilistic description logics and possibilistic description logics, two important formalisms to represent and reasoning with uncertain and inconsistent ontologies. We discuss the relationship and difference betwen these two formalisms. We will then consider the dynamics of ontologies and focus on the problem of revising one ontology with another ontology. This problem is closely related to the problem of belief revision, which has been widely discussed in the literature. We give an overview of approaches to revising ontologies when inconsistencies occur.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Guilin Qi, Jianfeng Du TU Vienna, main building Wed, 5. Sep 12, 14:30
Reasoning with Uncertain and Inconsistent Ontologies on the Semantic Web I
Ontologies play an important role for the success of the Semantic Web. Due to the dynamic nature of the Web, one can hardly expect to rely on ontologies with precise definitions and without any error. Thus, reasoning with uncertainty and dealing with inconsistency are two important issues in ontology engineering. In this tutorial, we will first introduce probabilistic description logics and possibilistic description logics, two important formalisms to represent and reasoning with uncertain and inconsistent ontologies. We discuss the relationship and difference betwen these two formalisms. We will then consider the dynamics of ontologies and focus on the problem of revising one ontology with another ontology. This problem is closely related to the problem of belief revision, which has been widely discussed in the literature. We give an overview of approaches to revising ontologies when inconsistencies occur.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Marcelo Arenas, Jorge Pérez TU Vienna, main building Wed, 5. Sep 12, 11:00
Federation and Navigation in SPARQL 1.1 II
SPARQL is now widely used as the standard query language for RDF. Since the release of its first version in 2008, the W3C group in charge of the standard has been working on extensions of the language to be included in the new version, SPARQL 1.1. These extensions include several interesting and very useful features for querying RDF.

In this tutorial, we survey two key features of SPARQL 1.1: Federation and navigation capabilities. We focus on the formalization of these two features, in particular, of their syntax and semantics. We analyze some classical theoretical problems such as expressiveness and complexity, and discuss some algorithmic properties. Moreover, we present some important recently discovered issues regarding the normative semantics of federation and navigation in SPARQL 1.1, specifically, on the impossibility of answering some unbounded federated queries and the high computational complexity of the evaluation problem for queries including navigation functionalities. We argue that these issues may have a significant impact on the adoption of the new standard, and we discuss on possible alternatives and their implications.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Marcelo Arenas, Jorge Pérez TU Vienna, main building Wed, 5. Sep 12, 9:00
Federation and Navigation in SPARQL 1.1 I
SPARQL is now widely used as the standard query language for RDF. Since the release of its first version in 2008, the W3C group in charge of the standard has been working on extensions of the language to be included in the new version, SPARQL 1.1. These extensions include several interesting and very useful features for querying RDF.

In this tutorial, we survey two key features of SPARQL 1.1: Federation and navigation capabilities. We focus on the formalization of these two features, in particular, of their syntax and semantics. We analyze some classical theoretical problems such as expressiveness and complexity, and discuss some algorithmic properties. Moreover, we present some important recently discovered issues regarding the normative semantics of federation and navigation in SPARQL 1.1, specifically, on the impossibility of answering some unbounded federated queries and the high computational complexity of the evaluation problem for queries including navigation functionalities. We argue that these issues may have a significant impact on the adoption of the new standard, and we discuss on possible alternatives and their implications.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Franēois Bry, Sebastian Schaffert, Denny Vrandecic, Klara Weiand TU Vienna, main building Tue, 4. Sep 12, 14:30
Semantic Wikis: Approaches, Applications, and Perspectives III
Since about a decade Semantic Wikis have been proposed, systems have been conceived, developed and used for various purposes. This article aims first at a comprehensive state-of-the-art on the research on Semantic Wiki stressing the concepts and techniques making Semantic Wikis easy to use by a wide, and possibly unskilled, audience. The further describes applications, or application use cases, that have driven the research on Semantic Wikis. Finally, the article addresses software techniques and architectures that have been proposed for Semantic Wikis.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Franēois Bry, Sebastian Schaffert, Denny Vrandecic, Klara Weiand TU Vienna, main building Tue, 4. Sep 12, 11:00
Semantic Wikis: Approaches, Applications, and Perspectives II
Since about a decade Semantic Wikis have been proposed, systems have been conceived, developed and used for various purposes. This article aims first at a comprehensive state-of-the-art on the research on Semantic Wiki stressing the concepts and techniques making Semantic Wikis easy to use by a wide, and possibly unskilled, audience. The further describes applications, or application use cases, that have driven the research on Semantic Wikis. Finally, the article addresses software techniques and architectures that have been proposed for Semantic Wikis.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Franēois Bry, Sebastian Schaffert, Denny Vrandecic, Klara Weiand TU Vienna, main building Tue, 4. Sep 12, 9:00
Semantic Wikis: Approaches, Applications, and Perspectives I
Since about a decade Semantic Wikis have been proposed, systems have been conceived, developed and used for various purposes. This article aims first at a comprehensive state-of-the-art on the research on Semantic Wiki stressing the concepts and techniques making Semantic Wikis easy to use by a wide, and possibly unskilled, audience. The further describes applications, or application use cases, that have driven the research on Semantic Wikis. Finally, the article addresses software techniques and architectures that have been proposed for Semantic Wikis.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Georg Gottlob, Giorgio Orsi, Andreas Pieris, Mantas Šimkus TU Vienna, main building Mon, 3. Sep 12, 16:30
Datalog and Its Extensions for Semantic Web Databases II
In this lecture we introduce Datalog, a powerful language for expressing complex queries over relational data and a means for declarative problem solving. To argue that Datalog is particularly appealing for the Semantic Web, we will identify some of the expressivity limitations of the traditional SQL-like query languages, and show how they can be overcome using Datalog. We will further discuss extensions of Datalog that allow to capture some of the ontology languages of the OWL family, and can thus be used to reason about ontologies.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Georg Gottlob, Giorgio Orsi, Andreas Pieris, Mantas Šimkus TU Vienna, main building Mon, 3. Sep 12, 14:30
Datalog and Its Extensions for Semantic Web Databases I
In this lecture we introduce Datalog, a powerful language for expressing complex queries over relational data and a means for declarative problem solving. To argue that Datalog is particularly appealing for the Semantic Web, we will identify some of the expressivity limitations of the traditional SQL-like query languages, and show how they can be overcome using Datalog. We will further discuss extensions of Datalog that allow to capture some of the ontology languages of the OWL family, and can thus be used to reason about ontologies.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Magdalena Ortiz, Mantas Šimkus TU Vienna, main building Mon, 3. Sep 12, 11:00
Reasoning and Query Answering in Description Logics II
Description Logics (DLs) play a central role as formalisms for representing ontologies and reasoning about them. They are the logical underpinning of the OWL languages for the Semantic Web, and are increasingly employed in many application areas. This lecture will introduce the basics of DLs. We will discuss the knowledge modeling capabilities of some of the most prominent DLs and present some classic DL reasoning services, like classification, consistency, and instance checking. In the second part of the lecture we will approach the use of DL ontologies for data access, and introduce the increasingly popular framework in which data repositories are queried through DL ontologies. We will discuss the main challenges that arise in this setting and describe some query answering techniques. The computational complexity of the latter will also be briefly discussed.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Magdalena Ortiz, Mantas Šimkus TU Vienna, main building Mon, 3. Sep 12, 9:15
Reasoning and Query Answering in Description Logics I
Description Logics (DLs) play a central role as formalisms for representing ontologies and reasoning about them. They are the logical underpinning of the OWL languages for the Semantic Web, and are increasingly employed in many application areas. This lecture will introduce the basics of DLs. We will discuss the knowledge modeling capabilities of some of the most prominent DLs and present some classic DL reasoning services, like classification, consistency, and instance checking. In the second part of the lecture we will approach the use of DL ontologies for data access, and introduce the increasingly popular framework in which data repositories are queried through DL ontologies. We will discuss the main challenges that arise in this setting and describe some query answering techniques. The computational complexity of the latter will also be briefly discussed.
  • Thematic program: Logic based reasoning and data mining on the web (2012)
  • Event: "Reasoning Web 2012" Summer School (2012)

Schweikardt Nicole TU VIENNA, Seminarroom Goedel (Favoritenstrasse 9-11, ground floor, access through courtyard) Thu, 9. Aug 12, 11:15
Querying Graph Structured Data
Many application areas (e.g., concerning the semantic web or biological applications) consider graph structured data, where the data consists of a finite set of nodes connected by labeled edges. For querying such data one usually needs to specify types of paths along which nodes are connected. A widely studied class of queries for graph structured databases are the conjunctive regular path queries, where types of paths can be described by regular expressions specifying labels along the paths. For modern applications, however, also more expressive query languages are desirable, allowing not only to specify regular properties of path labels, but also to compare paths based on, e.g., their lengths, labels, or similarity. The aim of this talk is to give an overview of recent developments in this area. Special emphasis will be put on query languages, their expressive power, and their complexity concerning query evaluation and static analysis. With kind support of the Wolfgang Pauli Institut (WPI).
  • Thematic program: Databases and Ontologies in Advanced Information Systems (2010, Prolongation from 2009)
  • Thematic program: Logic based reasoning and data mining on the web (2012)

Florian Mehats (Rennes) WPI, Seminarroom C 714 Fri, 13. Jul 12, 10:45
"Asymptotic Preserving numerical method for the nonlinear Schrodinger equation in the semiclassical limit"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Mohammed Lemou (Rennes) WPI, Seminarroom C 714 Fri, 13. Jul 12, 9:30
"On micro-macro numerical schemes for multiscale kinetic and Schrödinger equations"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Hans Peter Stimming (WPI Wien) WPI, Seminarroom C 714 Thu, 12. Jul 12, 16:00
"Dephasing of coherently split quasi-condensates"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Mechthild Thalhammer (Innsbruck) WPI, Seminarroom C 714 Thu, 12. Jul 12, 15:15
Adaptive time integration methods for Gross-Pitaevskii equations
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Kristelle Roidot (SISSA Trieste) WPI, Seminarroom C 714 Thu, 12. Jul 12, 14:00
"Numerical Study of Asymptotic behavior and Blow up phenomena in NLS equations"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Philippe Chartier (INRIA Rennes) WPI, Seminarroom C 714 Thu, 12. Jul 12, 11:00
"Stroboscopic averaging for the Schrödinger equation"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Fanny Delebecque (Toulouse) WPI, Seminarroom C 714 Thu, 12. Jul 12, 9:45
"Low dimensional models for the transport of a strongly confined electron gas"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Andrea Mantile (Reims) WPI, Seminarroom C 714 Wed, 11. Jul 12, 15:30
"Artificial interface conditions in quantum transport models"
Abstract:
In a recent collaboration with F.Nier and A.Faraj, it has been shown that a simple modifcation of the Laplacian through artificial interface conditions allows an alternative approach to the adiabatic evolution of quantum resonances. The use of this modifed framework, may hopefully provide with effective equations for the non-linear dynamics of Schrödinger-Poisson systems in the regime of quantum wells in a semiclassical island. In this perspective, it is important to control the deformations effects introduced on the spectrum and on the time propagator by such interface conditions. In particular we are interested in uniform-in-time estimates of the perturbed semigroup. The main difficulty is due to the non-selfadjont character of our class of operators, involving a lack of accretivity for the corresponding generator of the quantum dynamics. In this framework, a standard approach would only provide with finite-time estimates for the dynamical system. An alternative startegy consists in constructing intertwining operators leading to a dynamical comparison between the modified non-selfadjoint model and the corresponding `physical' Hamiltonian.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Francis Nier (CERMICS, Paris) WPI, Seminarroom C 714 Wed, 11. Jul 12, 14:00
"About the characteristic method"
Abstract:
This is a part of our most recent work achieved with Z. Ammari about bosonic quantum mean field dynamics. When mean field problems are considered, one has to face a transport equation for measures in an infinite dimensional phase-space. Even when the flow is well-defined the standard characteristic method is no more available. One solution (there are other approaches) is given by a probabilistic point of view used in optimal transport.
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Yong Zhang (WPI) WPI, Seminarroom C 714 Wed, 11. Jul 12, 11:00
"Numerical Methods and Analysis for the "low dimensional Schrödinger-Poisson Equations" and their Applications"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Norbert J. Mauser (WPI c/o Uni Wien) WPI, Seminarroom C 714 Wed, 11. Jul 12, 9:30
"Modeling and simulation of LOw DImensional QUAntum Systems: The LODIQUAS project"
  • Thematic program: Confined Quantum Systems (2012, Prolongation from 2011)
  • Event: Workshop on "Low dimensional Quantum Systems" (2012)

Peter Forsyth WPI, Seminarroom C 714 Sat, 23. Jun 12, 12:00
Summary Mini-Course
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Sat, 23. Jun 12, 11:00
Optimal Trade Execution
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Sat, 23. Jun 12, 10:00
Continuous Time Mean Variance Asset Allocation
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Fri, 22. Jun 12, 16:00
Gas Storage
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Fri, 22. Jun 12, 15:00
Guaranteed Minimum Withdrawal Benefit (GMWB) Variable Annuity: Impulse Control Formulation
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Fri, 22. Jun 12, 14:00
Pension Plan Asset Allocation, Passport Options
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Fri, 22. Jun 12, 11:00
Sufficient Conditions for Convergence to the Viscosity Solution
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Peter Forsyth WPI, Seminarroom C 714 Fri, 22. Jun 12, 10:00
Examples of HJB Equations, Viscosity Solutions
  • Thematic program: Mathematical-finance: Applications to Energy Markets, Risc Management and Pricing of Derivatives (2012)
  • Event: Mini-Course: "Numerical methods for Hamilton-Jacobi equations in mathematical finance" (2012)

Maria Rita D'Orsogna (CSUN) WPI seminar room C 714 Tue, 19. Jun 12, 11:00
Stochastic Self Assembly of Incommensurate Clusters
The binding of individual components to form aggregate structures is a ubiquitous phenomenon in physics, chemistry and material science. Nucleation events may be heterogeneous, where particles are attracted to an initial exogenous site or homogeneous where identical particles spontaneously cluster upon contact. Particle nucleation and cluster growth have been extensively studied in the past decades, often assuming infinitely large numbers of building blocks and unbounded cluster sizes. These assumptions led to the use of mass-action, mean field descriptions such as the well known Becker Doering equations. In cellular biology, however, nucleation events often take place in confined spaces, with a finite number of components, so that discrete and stochastic effects must be taken into account. In this talk we examine finite sized homogeneous nucleation by considering a fully stochastic master equation, solved via Monte-Carlo simulations and via analytical insight. We find striking differences between the mean cluster sizes obtained from our discrete, stochastic treatment and those predicted by mean field treatments. We also consider heterogeneous nucleation stochastic treatments, first passage time results and possible applications to prion unfolding and clustering dynamics.
  • Thematic program: Kinetic Transport Theory: Analysis and Applications (2011)

Markus Faulhuber und Dominik Rasipanov WPI Seminar room C714 Thu, 14. Jun 12, 12:00
Bifurcations and stability : an introduction
We present an introduction to bifurcation theory with examples
Note:   Student talk in the context of the "Applied Mathematics" seminar of Prof. Mauser

Dong LI and Yasha SINAI WPI, Seminarroom C 714 Sat, 2. Jun 12, 11:30
Bifurcation of solutions to equations in fluid dynamics
I will discuss some recent joint work with Ya.G. Sinai on the construction of bifurcation of solutions to several models in fluid dynamics such as the 2D Navier-Stokes system and 2D quasi-geostrophic equations
  • Thematic program: Fusion and Turbulence (2012)
  • Event: Workshop "Mathematics of particles and flows" (2012)

Matania BEN-ARTZI WPI, Seminarroom C 714 Sat, 2. Jun 12, 10:45
On 2-D flows with rough initial data