Vortragsreihe Wintersemester 2022/2023

Termin: Dienstags 16:15 Uhr in E52

  • 25-10-2022: Maximilian Würschmidt - Deep Solvers - Introduction & Examples
  • 08-11-2022: Yasmine Beck - Bilevel Optimization Under Uncertainty – One Step Towards Modeling Bounded Rationality in Hierarchical Decision Making?
  • 15-11-2022: Matthias Schuster - Schwarz Methods for Nonlocal Problems
  • 29-11-2022: Nadiya Khomenko - Exact three-point difference scheme for ordinary differential equations of second order
  • 06-12-2022: Andreas Horländer - Using disjunctive cuts in a branch-and-cut procedure to solve convex integer bilevel programs
  • 13-12-2022: Ioana Molan - Learning the Follower's Objective in Sequential Bilevel Games
  • 10-01-2023: Lucas Moschen - Using a heuristic in the allocation of geocoded statistical information
  • 17.01.2023: Fabian Gierens - Optimal Stopping with Inclomplete Information
  • 24.01.2023: Sabine Münch - Max-Min Greedy-Matching
  • 31.01.2023: Julia Huschens - The Nonlocal Neumann Problem of Generalized Type
  • 07.02.2023: Maria Eduarda Pinheiro - Non-Monotone Line-Search Methods for Convexly Constrained Multi-Objective Optimization Problems

Vortragsreihe Sommersemester 2022

Termin: Dienstags 16:15 Uhr in E52

  • 19-04-2022: Michael Vu - On Nonlocal Neumann Problems
  • 26-04-2022: Luka Schlegel - Shape and Topology Optimization using Levelsets
  • 03-05-2022: Joint presentation by several Siam members  - Programs that make everyday life easier
  • 10-05-2022: Guest speaker Christian Vollmann - Network Structure, Resources, and Working with "Kronos"
  • 17-05-2022: Carina Costa - Computational Techniques for Minimum Sum-of-Squares Clustering, Cardinality-Constrained Optimization, and Robust Clustering Problems
  • 24-05-2022: Yasmine Beck - On How an Affair Can “Solve” Marriage Problems - A Bilevel Optimization Perspective
  • 14-06-2022: Matthias Schuster - Shape Derivative via Average Adjoint Method
  • 21-06-2022: Marius Roland - Exact and  Heuristic Solution Techniques for Mixed Integer Quantile Minimisation Problems
  • 28-06-2022: Maximilian Würschmidt - Sensitivity Question Surveys

Vortragsreihe Wintersemester 2021/2022

Termin: Dienstags 16:15 Uhr in E52

  • 26-10-2021: Daniel Luft - Introduction to Quasi-Newton Methods for Optimization
  • 09-11-2021: Maximilian Würschmidt - Portfolio Optimization, A duality Approach
  • 23-11-2021: Britta Schmitt - Introduction to Phase-field Methods
  • 30-11-2021: Lena Sembach - An introduction to Support Vector Machines
  • 07-12-2021: Matthias Schuster - On Nonlocal Interface Problems
  • 14-12-2021: Yasmine Beck - How to Solve a Bilevel Problem? - An Overview of Classic Approaches and Possible Pitfalls
  • 21-12-2021: Manuel Klar - Finite Element Tearing and Interconnecting Algorithm
  • 04-01-2021: Anke-Julia Gebhardt - Partially Seperable Functions
  • 11-01-2021: Jonas Jakobs - Portfolio Optimization in Incomplete Markets
  • 25-01-2021: Nadine Stahl - On Kalman Filter
  • 01-02-2022: Marc Harmening - Total Least Square Methods
  • 08-02-2022: Charlotte Cost - Getting Started with MongoDB

Vortragsreihe Sommersemester 2021

Termin: Mittwochs 1115 in Zoom

  • 14-04-2021: Lukas Winkel - A Perfect Strategy for the Game Show »Are You the One?«
  • 21-04-2021: Max Späth - Numerical Approach on Equilibrium Problems
  • 28-04-2021: Marius Roland - An Introduction to ADM and Clustering
  • 05-05-2021: Jonas Jakobs - Introduction to Filtering Theory
  • 12-05-2021: Robin Schrecklinger - Median Finding
  • 19-05-2021: Yasmine Beck - An Introduction to Bilevel Optimization and Interdiction Problems
  • 02-06-2021: Charlotte Cost - A Column Generation-Based Heuristic for Microaggregation
  • 09-06-2021: Carina Costa - Solving the k-means Clustering Problem to Global Optimality
  • 16-06-2021: Michael Vu - Variational Analysis of a Nonlocal Neumann Problem in Comparison to the Local Neumann Problem
  • 23-06-2021: Luka Schlegel - (Controlling) SPH Fluids
  • 30-06-2021: Matthias Schuster - Optimisation-based Local-to-Nonlocal Coupling
  • 07-07-2021: Marc Harmening - Optimization of Expensive Black-Box Functions
  • 14-07-2021: Lukas Mich - Optimal Investment for Retail Investors

Vortragsreihe Wintersemester 2020/2021

Termin: Mittwochs 1100 in Zoom

  • 04-11-2020: Manuel Klar - Linear Elasticity and the Bond Based Peridynamic Model
  • 11-11-2020: Marius Roland - Mixed-Integer Nonlinear Optimization for District Heating Network Expansion
  • 18-11-2020: Britta Schmitt - The Netflix Prize - On Matrix Completion Problems
  • 25-11-2020: Nadine Stahl - Reduced Basis Method
  • 02-12-2020: Kevin Tolle - Extended Group Finite Element Method
  • 09-12-2020: Anke Gebhardt - Block Coordinate Descent Method and ADMM
  • 16-12-2020: Carina Costa - Cardinality-Constrained Portfolio Optimization
  • 06-01-2021: Michael Vu - Vanishing Nonlocality
  • 13-01-2021: Lena Sembach - Trust Region Method and Truncated Conjugate Gradient Method
  • 20-01-2021: Luka Schlegel - Fluid Modelling and Shape Optimization for Coastal Protection
  • 27-01-2021: Lukas Winkel - The Importance of Cutting Planes for Branch-and-Bound Algorithms
  • 03-02-2021: Daniel Luft - Pre-Shape Calculus
  • 10-02-2021: Sarah Hauschild - Introduction to port-Hamiltonian Systems

Vortragsreihe Sommersemester 2020

Termin: Mittwochs 1100 in  Zoom

  • 13-05-2020: Lukas Mich -  Improving the Training of Neural Networks: A Monte-Carlo Gradient Approach
  • 03-06-2020: Michael Vu -  Variational Analysis of a Nonlocal Neumann Problem
  • 17-06-2020: Carina Costa - Introduction to Robust Optimization - Part 2
  • 08-07-2020: Daniel Hoffmann - Stochastic Particle Systems and Optimization
  • 15-07-2020: Charlotte Cost - Introduction to NP-Completeness and Reductions

Vortragsreihe Wintersemester 2019/2020

Termin: Dienstags 1615 in E52

  • 05-11-2019: Max Späth - Shell and GIT Basics
  • 12-11-2019: Manuel Klar - Python
  • 19-11-2019: Michael Vu - Nonlocal Neumann Problems
  • 03-12.2019: Lukas Winkel - Branch-and-Bound-Algorithmen
  • 10-12-2019: Charlotte Cost - Privacy Disclosure Risks in Statistical Tables
  • 17-12-2019: Britta Schmitt - ALOP-Besprechung
  • 14-01-2020: Anke-Julia Gebhardt - Simultaneous Optimal Stratification and Allocation
  • 28-01-2020: Lena Sembach - Gaussian Mixture Models and Riemannian Optimization
  • 04-02-2020: Carina Costa - Robust Optimization
  • 11-02-2020: Marina Leal Palazón - Benders Decomposition

Vortragsreihe Sommersemester 2019

Termin: Dienstags, 1615 in E52

  • 14-05-2019: Nadine Stahl - State estimators
  • 21-05-2019: Manuel Klar - Hands-on session on Pytorch
  • 28-05-2019: Lukas Mich - Stochastic Optimal Control and Machine Learning
  • 25-06-2019: Bernd Perscheid - On integer programs related to graphs
  • 02-07-2019: Lukas Winkel - TBA
  • 09-07-2019: Robin Schrecklinger - TBA

Vortragsreihe Wintersemester 2018/19

Termin: Dienstags, 1615 in E44

  • 13-11-2018: Sarah Hauschild - Modellreduktion von port-Hamiltonischen differentiell-algebraischen Systemen
  • 04-12-2018: Christian Vollmann - Formoptimierung
  • 11-12-2018: Kevin Tolle - Space-Mapping Approach for Optimization
  • 18-12-2018: Bernd Perscheid - Separation of A-odd cycle inequalities for BoxQP
  • 08-01-2019: Daniel Luft -  Einführung in die Software "FEniCS"
  • 15-01-2019: Daniel Hoffmann - Introduction to Stochastic Differential Equations

Vortragsreihe Sommersemester 2018

Termin: Dienstags, 1615 in HS1

  • 10-04-2018: Björn Liljegren-Sailer - Model Order Reduction
  • 17-04-2018: Dennis Kreber - Review of the paper "Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions"
  • 24-04-2018: Manuel Klar - Neuronale Netze
  • 08-05-2018: Yida Zhu - Scheduling Paradox II: SPT vs. LPT
  • 15-05-2018: Nadine Stahl - Modellierung von Gasnetzwerken
  • 05-06-2018: Gennadij Heidel - Variablentrennung zur Lösung nichtlokaler Optimalsteuerungsprobleme
  • 26-06-2018: Bernd Perscheid - Untersuchung von Polytopen für das Stabile Mengen Problem
  • 03-07-2018: Robin Schrecklinger - Algorithmic Approach to Linear Regression

Vortragsreihe Wintersemester 2017/2018

Termin: Dienstags, 1615 in E50

  • 17-Oct-2017: Dennis Kreber - Tutorial on P and NP and an Overview of some NP-hard Problems
  • 24-Oct-2017: Gennadij Heidel - An Introduction to Low-Rank Tensor Decompositions
  • 21-Nov-2017: Laura Somorowsky - Functional Analytic Foundations of PDEs
  • 05-Dec-2017: Yida Zhu - A Scheduling Paradox
  • 12-Dec-2017: Martin Rupp - Kalibrierung in der Survey-Statistik
  • 19-Dec-2017: Claudia Adams - Some aspects of copositive optimization
  • 09-Jan-2018: Bernd Perscheid - Stable Sets, Cliques & Colourings
  • 16-Jan-2018: Daniel Hoffmann - Aspects of Interest Rate Modelling
  • 23-Jan-2018: Patrick Groetzner - Alternating Projection
  • 30-Jan-2018: Julian Wagner - Data Smoothing with Regularized Splines
  • 06-Feb-2018: Mohammad Asim Nomani - Basics of Survey Statistics and Some Robust Formulations

Vortragsreihe Sommersemester 2017

Termin: dienstags 16.15 Uhr in E50 oder montags oder donnerstags 16.15 Uhr in HS9

  • 09.05.17 (Di): Patrick Groetzner - Completely positive matrices - a projection approach
  • 18.05.17 (Do): Daniel Hoffmann - Aspects of Pricing Cliquet Options
  • 13.06.17 (Di): Christina Schenk - An efficient control strategy for saving energy during wine fermentation illustrated by several case studies
  • 18.07.17 (Di): Gennadij Heidel - A Riemannian trust-region method for low-rank tensor completion

Vortragsreihe Wintersemester 2016/2017

Termin: dienstags 16.15 Uhr, E45

  • 08.11.16: Christian Vollmann - Symplectic Integration of Geodesics
  • 22.11.16: Mohammad Asim Nomani - A Fuzzy Programming Algorithm and Models for Decentralized Bi level Multiobjective Supplier Selection Problem
  • 13.12.16: Julian Wagner - Nonparametric Small Area Estimation with Shape-Constraints
  • 17.01.17: Stephen Raach - Combinatorial Auctions with Gross Substitutes Valuations
  • 31.01.17: Yida Zhu - Data Correcting Approach for Max of Submodular Function
  • 07.02.17: Bernd Perscheind - Wheel Inequalities and Extended Formulations
  • 14.02.17: Martin Rupp - Optimal Multivariate and Multi-Domain Allocation under Box-Constraints

Vortragsreihe Sommersemester 2016

Termin: dienstags 16.15 Uhr, E50

  • 12.04.16: Gennadij Heidel - Vorkonditionierer für Randsteuerungsprobleme in der Dynamik inkompressibler Fluide
  • 19.04.16: Dennis Kreber - Diskrete Optimierung einer Hot Deck Imputation mithilfe von b-Matchings
  • 26.04.16: Claudia Adams - Zur starken Dualität linearer konischer Probleme
  • 03.05.16: Dominick Gallo - Response surface models for big data and optimization of expensive black-box functions
  • 31.05.16: Christina Schenk - Modellprädiktive Regelung zur Energieeinsparung bei der Weingärung
  • 14.06.16: Bernd Perscheid - About Stable Sets and Extended Formulations
  • 12.07.16: Yida Zhu - Wassermelone, Melonenschale und orientiertes Matroid
  • 18.08.16 (Donnerstag): Kathrin Hatz (Bayer AG) - Mathematik in der Industrie in HS9

Vortragsreihe Wintersemester 2015/2016

Termin: dienstags 16.15 Uhr, E10

  • 05.01.2016: Laura Somorowsky - Das räumliche Ramsey Modell
  • 26.01.2016: Julian Wagner - Nichtlineare Small-Area Schätzungen in E44
  • 02.02.2016: Martin Rupp - Optimale Allokation in geschichteten Stichprobendesigns in E44

Vortragsreihe Sommersemester 2015

Termin: dienstags 16.15 Uhr, E44

  • 05.05.15: Vanja Nikolić (Universität Klagenfurt) - On some mathematical aspects of nonlinear acoustics: well-posedness, interface coupling and shape optimization
  • 12.05.15: Martin Siebenborn - HPC methods for structured inverse modeling in diffusive processes
  • 19.05.15: Marina Schneider, Sabrina Rogg (Universität Konstanz) und Stefan Trenz (Universität Konstanz) - Minisymposium zu Modellen reduzierter Ordnung
  • 30.06.15: Patrick Groetzner - Representations of the interior of the completely positive cone                                                                                                                
  • 30.06.15: Duy-Van Nguyen - On completely positive modeling of quadratic problems
  • 14.07.15: Heinz Zorn - Numerische Ergebnisse und Vergleich zweier Verfahren zur Optimierung der Faserausrichtung in Faserverbundstoffen (um 15.15 Uhr in Hörsaal 8)

Vortragsreihe Wintersemester 2014/2015

Termin: dienstags 16.15 Uhr, N3

  • 25.11.14: Julian Wagner - Das Bernstein-Walsh-Theorem
  • 02.12.14: Heinz Zorn - Optimierung der Ausrichtung von orthotropen Materialien in 3D Schalenkonstruktionen basierend auf einem analytischen Optimalitätskriterium
  • 16.12.14: Martin Rupp - Balanced Sampling - the cube method
  • 06.01.15: Laura Somorowsky - Ramsey- Modell
  • 06.01.15: Christina Müller - Fledermaus
  • 13.01.15: Bernd Perscheid - Cycle Detection in Graphs & Digraphs
  • 10.02.15: Philip Rosenthal - Optimierung von Algorithmen zur Schätzung von robusten Spatial Small Area Modellen
  • 24.02.15 um 10:15 in E 44: Bolor Jargalsaikhan (Universität Groningen) - Genericity and stability in linear conic programming

Vortragsreihe Sommersemester 2014

Termin: dienstags, 16:15 Uhr

  • 06.05.2014: Lutz Gross  (University of Queensland) - Large Scale Inversion of Geophysical Data using PDE-Constraint Optimization and Finite Elements
  • 17.06.2014: Heinz Zorn - Optimization of the Fiber Orientation in Unidirectional Fiber-Reinforced Composites
  • 01.07.2014: Mourad Naffouti (Universite de Tunis-El Manar) - A Spectral Property of Copositive Matrices and Applications
  • 08.07.2014: Dirk Thomas  - Complexity of Resource Constrained Matching
  • 15.07.2014: Sandra Hoffmann (CRP Henri Tudor Luxemburg) - Extended Shape Optimization by the Level Set Method
  • 22.07.2014: Kathrin Welker -  Riemannian Metrics and Optimization on the Shape Space

Vortragsreihe Wintersemester 2013/2014

Termin: dienstags, 16:15 Uhr, P12

  • 15.10.2013: Egbert van der Veen (University of Twente and ORTEC) - Personnel Preferences in Personnel Planning and Scheduling (Vortrag findet im E 52 statt)
  • 05.11.2013: Prof. Dr. Volker Schulz - Shape Optimization from a Riemannian Perspective
  • 10.12.2013: Christina Schenk - Modeling of the wine fermentation process
  • 21.01.2014: Prof. Dr. Hans-Jürgen Bandelt (Uni Hamburg) - "Eine mathematische Dualität und ihre Anwendung in der Humangenetik"
  • 28.01.2014: Prof. Dr. Rainer Tichatschke - Numerische Aspekte zur Lösung von Variationsproblemen (Vortrag findet im Raum E 44 statt) 

Vortragsreihe Sommersemester 2013

Termin: dienstags, 16:15 Uhr, E 50

  • 15.04.2013: Masoumeh Mohammadi (Universität Würzburg) - Conservative and accurate schemes for a Fokker-Planck optimal control system
  • 23.04.2013: Roland Stoffel - Multidisciplinary Shape and Topology Optimization
  • 30.04.2013: Julia Sponsel - A new algorithm to solve standard quadratic optimization problems
  • 28.05.2013: Marina Schneider - Reduced Order Models For The Implied Variance Under Local Volatility
  • 18.06.2013: Christine Edman - Solution methods for expensive optimization problems
  • 25.06.2013: Lukas Zimmer - Necessary Optimality Conditions for Partial Integrodifferential Equations
  • 16.07.2013: Martin Siebenborn 
  • 23.07.2013: Bastian Groß -  Introductory notes on Backward Stochastic Differential Equations

Vortragsreihe Wintersemester 2012/2013

Termin: dienstags, 16:15 Uhr, E 52

Gastvortrag

  • 16.10.2012, 16:15 Uhr, E 52:
    Dr. Cristian Dobre (Univ. Groningen, Niederlande) - Symmetry reduction in approximation hierarchies for combinatorial problems

abstract

 

  • 30.10.2012, 16:15 Uhr, E 52:
    Prof. Dr. Abdel Lisser (Univ. Paris Sud, Frankreich)  - Optimizing with probabilistic constraints

abstract

Vortragsreihe Sommersemester 2012

Termin: dienstags, 16:15 Uhr, HS 6

  • 12.06. + 13.06.: David Bartl (University of Ostrava, Tschechien) - Farkas' Lemma and linear programming in infinite-dimensional spaces
  • 10.07.2012: Ulf Friedrich - Generating Functions and Optimization
  • 17.07.2012: Duy-Van Nguyen - Standard-Quadratic Programming

Gastvortrag

  • 11.06.2012, 14:15 Uhr, HS 5:
    Prof. Dr. Dr. h.c. Rolf Rannacher (    Ruprecht-Karls-Universität Heidelberg)- Adaptivität in der Finite-Elemente-Methode: a posteriori Fehlerschätzung, Gitteradaption und darüber hinaus

Vortragsreihe Wintersemester 2011/2012

Termin: dienstags, 16:15 Uhr, HS 9

  • 25.10.2011: Matthias Wagner - Calibration of Estimator-Weights via Semismooth Newton Method
  • 02.11.2011: Peter Dickinson (University of Groningen) - The Cone of Completely Positive Matrices
  • 08.11.2011: Roland Stoffel - Transient Thermo-Elastic Shape Optimization of Hotplates
  • 15.11.2011: Jannis Dimitriadis - Intervallarithmetische Berechnung von Wahrscheinlichkeiten in verschiedenen diskreten Modellen
  • 29.11.2011: Marina Schneider - Calibration of Local Stochastic Volatility Models
  • 13.12.2011: Julia Sponsel - tba
  • 20.12.2011: Cristian Dobre (University of Groningen) - Stability number of infinite graphs via infinite copositive programming
  • 10.01.2012: Martin Siebenborn - Discontinuous Galerkin Methods in High Performance Computing
  • 24.01.2012: Christine Edman - Globale Optimierung von teuren Funktionen
  • 07.02.2012: Andreas Krämer und Marco Hülsmann (Fraunhofer Institute for Algorithms and Scientific Computing (SCAI)) - Kalibrierung molekularer Kraftfelder mithilfe der Kombination von effizienten globalen und lokalen Optimierungsverfahren
  • 14.02.2012: Benjamin Rosenbaum - Efficient Response Surface Methods Based on Generic Surrogate Models

Gastvortrag

  • 20.09.2011, 16:15 Uhr, HS 9:
    Prof. Dr. O. Pironneau (    Université Paris VI)-POD for Complex Black-Scholes Equations
    abstract (pdf)

  • 07.11.2011, 16:15 Uhr, B22:
    Jun.-Prof. Winnifried Wollner (Universität Hamburg)-Einführung in adaptive Finite Elemente Methoden und a posteriori Fehlerschätzung

Gastvortrag

  • 04.08.2011, 16:15 Uhr, HS9:
    Prof. Dr. M. Heinkenschloss (Rice University, Houston USA)     -Discretization of Advection Dominated Optimal Control Problems
    abstract (pdf)

  • 05.07.2011, 16:15 Uhr, E44:
    Prof. Hans De Sterck (University of Waterloo, Canada) - Extending GMRES to Nonlinear Optimization: Application to Tensor Approximation
    abstract (pdf)

  • 13.05.2011, 10:15 Uhr, E52:
    Prof. Dr. C. Kelley (North Carolina State University, USA) - Sparse Interpolatory Models for Molecular Dynamics Computations
    abstract (pdf)

Vortragsreihe Sommersemester 2011

  • 29.03.2011: Eddie Wadbro (Umeå University) - Efficient Loudspeaker Horn Design
  • 26.04.2011: Martin Siebenborn - DG-methods
  • 10.05.2011: Dr. Stephan Schmidt - Numerical shape optimization based on shape calculus
  • 07.06.2011: Bastian Groß - Optimization under SDE-constraints
  • 09.06.2011: Ulf Friedrich - Generating Functions and Integer Programming
  • 28.06.2011: Christian Wagner - A domain decomposition method for optimal control problems
  • 15.08.2011: Stefan Takacs (Universität Linz) - All-at-once multigrid methods for optimal control problems
  • 21.09.2011: Dishi Liu (DLR Braunschweig) - Uncertainty quantification by surrogate models of TAU

Gastvortrag

  • 09.11.2010, 16:15 Uhr, E52:
    Prof. Dr. J. Gwinner (Universität der Bundeswehr München) - Variational Inequalities and Constrained Optimization Problems from Operations Research and Contact Mechanics
    abstract (pdf)

  • 23.11.2010, 16:15 Uhr, HS 10:
    Prof. Dr. R. Hemmecke (Technische Universität München) - Integer programming in fixed dimension
    abstract (pdf)

Vortragsreihe Wintersemester 2010/2011

  • 26.10.2010: Roland Stoffel - Aeroelastic Shape & Topology Optimization
  • 16.11.2010: Matthias Schu - Calibration with Model Reduction through POD
  • 30.11.2010: Xuancan Ye - Preconditioning for a PIDE in Finance
  • 07.12.2010: Matthias Wagner - Numerical Solution of Optimal Allocation Problems in Stratified Sampling Under Box Constraints
  • 14.12.2010: Benjamin Rosenbaum - Surrogate Models for Aerodynamic Functions
  • 01.02.2011: Dirk Thomas - Realtime Algorithms for Vehicle Routing

Gastvortrag

  • 28.09.2010, 16:15 Uhr, Raum E52:
    Prof. Zaslavski (Technion Haifa) -     Convergence of a proximal point method in the presence of computational errors in Hilbert spaces

Vortragsreihe Sommersemester 2010

  • 13.04.2010: Britta Janssen (TU Cottbus) - Ein effizientes "Exponential Time Differencing" Verfahren für nichtlineare Reaktions-Diffusions Probleme
  • 27.04.2010: Prof. Dr. S. deVries - Cycles: The return of the matroid
  • 04.05.2010: Nils Langenberg - On two solution methods for Nash equilibrium problems
  • 08.06.2010: Christian Wagner - Optimization with PDE-constraint via the Adjoint Equation on Stream-Processors
  • 06.07.2010: Christina Jager - Logarithmic-quadratic Proximal Auxiliary Problem method using the Bundle-idea to solve monotone multivalued variational inequalities
  • 13.07.2010: Nacht der Wissenschaft

Gastvortrag

  • 19.01.10
    Prof. K.C. Giannakoglou (    National Technical University of Athens) - Recent Research Activities in Aerodynamic Shape Optimization: New Adjoint Formulations & GPU-enabled CFD Tools

Vortragsreihe Wintersemester 09/10

  • 10.11.09: Nils Langenberg - Pseudomonotone Operators and the Bregman Proximal Point Algorithm
  • 24.11.09: Prof. Dr. Sven de Vries - Ascending Auctions for (Integral Poly)Matroids with Concave Nondecreasing Separable Values
  • 05.01.10: Prof. Dr. Ekkehard Sachs - On the Bramble-Pasciak-Preconditioner
  • 09.02.10: Prof. Dr. Rainer Tichatschke - Elliptic regularization applied to variational inequalities in mathematical physics - Minimal Surface Problems and Convection-Diffusion Problems
  • 23.02.10: Sebastian Sager (IWR Heidelberg) - Nonlinear Mixed-Integer Optimal Control - A (biased) Overview

Gastvortrag

  • 09.09.09:
    Prof. Mike Giles (University of Oxford)- Multilevel Monte Carlo path simulation
    abstract (pdf)

Vortragsreihe Sommersemester 09

  • 16.06.09: Bastian Groß - Improved Monte-Carlo Convergence using Predictor-Corrector Schemes
  • 23.06.09: Timo Hylla - Monotonicity Preserving Inexact Newton Methods
  • 30.06.09: Christina Jager, Nils Langenberg - Extended Auxiliary Problem Principle and Numerical Examples
  • 14.07.09: Martin Siebenborn - Computational Fluid Dynamics on GPUs
  • 20.08.09: Andre Lörx - Calibration of Local Volatility Models
  • 01.09.09: Mario Annunziato (Universität Salerno) - Numerical solution of the Liouville Master Equation for Piecewise Deterministic Processes

Vortragsreihe Wintersemester 08/09

  • 11.11.08: Christoph Käbe - Efficient Monte-Carlo Calibration of Financial Market Models
  • 18.11.08: Christina Jager, Nils Langenberg - Introduction to Variational Inequalities and the Auxiliary Problem Principle
  • 25.11.08: Nils Langenberg - An extension of the Auxiliary Problem Principle
  • 09.12.08: Mattias Schu - Reduced Order Models in Finance
  • 06.01.09: Roland Stoffel - Robust Shape Optimization Using Shape Derivatives
  • 12.01.09: Jochen Geiter - Hedging mit Optionen und Futures bei Preisunsicherheiten
  • 20.01.09: Martin Vogt - Small Area Estimation in the German census 2011
  • 10.02.09: Hanna Ilesan - Mathematical Program with Equilibrium Constraints (MPEC)
  • 03.03.09: Jens Saak (TU Chemnitz) - Numerical Methods for linear quadratic regulator systems with parabolic PDEs