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Research Seminar Numerical Analysis of Stochastic and Deterministic Partial Differential Equations

The research seminar is held on Mondays and Fridays at FU Berlin (Arnimallee 6) during Sommersemester 2023. The seminar brings together experts on numerical analysis, applied mathematics, statistics and stochastics with particular focus on applications to stochastic and deterministic partial differential equations.

The seminar is currently held in hybrid format: on-site talks will be broadcast via Webex while some talks will be held online only.

Webex ID: 2731 998 6481
Password: please contact vesa.kaarnioja@fu-berlin.de for the meeting password

Sommersemester 2023

  • Fri 21.4. Robert Gruhlke (FU Berlin), Langevin Dynamics: Bayesian inference, homotopy and generative modeling, room A6/108/109, 10:15 am
  • Wed 26.4. Monika Eisenmann (Lund University), A randomized operator splitting scheme inspired by stochastic optimization methods, room A6/108/109, 2:15 pm
  • Fri 5.5. Matei Hanu (FU Berlin), room A6/210, 10:15 am
  • Thu 11.5. and Fri 12.5., International Day of Women in Mathematics
  • Mon 22.5.: no seminar
  • Mon 5.6. Oleg Butkovsky (Weierstrass Institute), Approximation of SDEs with irregular drift: stochastic sewing approach, room A6/108/109, 12:15 pm
    Mon 5.6. Mattes Mollenhauer (FU Berlin), Subgaussian concentration in Hilbert spaces and inference in inverse problems, room A6/210, 1:00 pm
  • Wed 14.6. Laurence Wilkes (KU Leuven), tba, room A6/108/109, 2:15 pm
  • Fri 16.6. Ryan Matzke (Vanderbilt University), tba, room A6/108/109, 10:15 am
    Fri 16.6. Weiwen Mo (KU Leuven), tba, room A6/108/109, 11:00 am
  • Thu 22.6. Philipp Guth (RICAM), tba, room tba, 2:15 pm
  • Fri 30.6. Ruben Harris (FU Berlin), Improving Ensemble Kalman Filter performance by adaptively controlling the ensemble, room A6/108/109, 10:15 am
  • Fri 7.7. Student talks, room A6/108/109, 10:15 am
  • Fri 14.7. Student talks, room A6/108/109, 10:15 am
  • Wed 19.7. Iris Rammelmüller (Universität Klagenfurt), tba, room tba, time tba

Wintersemester 2022/23

  • 17.10. Ilja Klebanov (FU Berlin), QMC and sparse grids beyond uniform distributions on cubes: transport maps to mixture distributions, room A6/009, 10:15 am
    17.10. Mattes Mollenhauer (FU Berlin), Nonparametric approximation of conditional expectation operators, room A6/009, 11:00 am
  • 21.10. Harri Hakula (Aalto University), Eigenlocking – Parameter-dependent loss of convergence rate, room A6/126, 10:15 am
  • 31.10. Nils Hinrichs (Charité – Universitätsmedizin Berlin), Short-term vital parameter forecasting in the intensive care unit, room A6/009, 10:15 am
    31.10. Lassi Roininen (LUT University), Cauchy Markov random field priors for Bayesian inversion, room A6/009, 11:00 am
  • 7.11. Abi Srikumar (UNSW Sydney), Approximating distribution functions in uncertainty quantification using quasi-Monte Carlo methods, Webex, 10:15 am
  • 14.11. Han Lie (University of Potsdam), Frechet derivatives of path functionals of stochastic differential equations, room A6/009, 10:15 am
  • 23.11. Aswin Kannan (HU Berlin), Multiobjective Learning in Solar Energy Prediction: Benefits and Algorithms, room A6/108/109, 2:15 pm
  • 28.11. Remo Kretschmann (University of Würzburg), Optimal and Bayesian hypothesis testing in statistical inverse problems, room A6/009, 10:15 am
  • 5.12. Peter Friz (Weierstrass Institute/TU Berlin), Why rough stuff matters for UQ, room A6/009, 10:15 am
  • 11.1. Helmut Harbrecht (University of Basel), Shape optimization for time-dependent domains, room A6/108/109, 10:15 am
    11.1. Stephan Schmidt (HU Berlin), Higher order methods for geometric inverse problems, room A6/108/109, 11:00 am
  • 23.1. Andreas Neuenkirch (University of Mannheim), Strong approximation of the CIR process: A never ending story?, room A6/009, 10:15 am
  • 6.2. Student talks, room A6/009, 10:15 am

Older talks


Prof. Dr. Claudia Schillings c.schillings@fu-berlin.de

Arnimallee 6, room 213
Consulting hours: By appointment

Dr. Vesa Kaarnioja vesa.kaarnioja@fu-berlin.de Arnimallee 6, room 212
Consulting hours: By appointment