Thu, 29 Apr 2021
14:00

Regularity, stability and passivity distances for dissipative Hamiltonian systems

Volker Mehrmann
(TU Berlin)
Abstract

Dissipative Hamiltonian systems are an important class of dynamical systems that arise in all areas of science and engineering. They are a special case of port-Hamiltonian control systems. When the system is linearized arround a stationary solution one gets a linear dissipative Hamiltonian typically differential-algebraic system. Despite the fact that the system looks unstructured at first sight, it has remarkable properties.  Stability and passivity are automatic, spectral structures for purely imaginary eigenvalues, eigenvalues at infinity, and even singular blocks in the Kronecker canonical form are very restricted and furthermore the structure leads to fast and efficient iterative solution methods for asociated linear systems. When port-Hamiltonian systems are subject to (structured) perturbations, then it is important to determine the minimal allowed perturbations so that these properties are not preserved. The computation of these structured distances to instability, non-passivity, or non-regularity, is typically a very hard non-convex optimization problem. However, in the context of dissipative Hamiltonian systems, the computation becomes much easier and can even be implemented efficiently for large scale problems in combination with model reduction techniques. We will discuss these distances and the computational methods and illustrate the results via an industrial problem.

 

--

A link for this talk will be sent to our mailing list a day or two in advance.  If you are not on the list and wish to be sent a link, please contact @email.

Mon, 27 Jan 2020

15:45 - 16:45
L3

A stochastic population model with rough selection

TOMMASO CONELIS ROSATI
(TU Berlin)
Abstract

"We consider a spatial Lambda-Fleming-Viot process, a model in mathematical biology, with a randomly chosen (rough) selection field. We study the scaling limit of this process in different regimes. This leads to the analysis of semi-discrete approximations of singular SPDEs, in particular the Parabolic Anderson Model and allows to extend previous results to weakly nonlinear cases. The subject presented is based on joint works with Aleksander Klimek and Nicolas Perkowski."

Mon, 29 Oct 2018

15:45 - 16:45
L3

A support theorem for SLE curves

HUY TRAN
(TU Berlin)
Abstract

SLE curves are an important family of random curves in the plane. They share many similarites with solutions of SDE (in particular, with Brownian motion). Any quesion asked for the latter can be asked for the former. Inspired by that, Yizheng Yuan and I investigate the support for SLE curves. In this talk, I will explain our theorem with more motivation and idea. 

 

 

Mon, 07 Mar 2016

14:15 - 15:15
C4

Singular SPDEs on manifolds

Joscha Diehl
(TU Berlin)
Abstract

 

We show how the theories of paracontrolled distributions and regularity structures can be implemented on manifolds, to solve singular SPDEs like the parabolic Anderson model.

This is ongoing work with Bruce Driver (UCSD) and Antoine Dahlqvist (Cambridge)

 

 

Mon, 29 Feb 2016

15:45 - 16:45
C4

Malliavin Calculus for Regularity Structures: the case of gPAM

Guiseppe Cannizzaro
(TU Berlin)
Abstract

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, notably an extension of the structure which accommodates a robust and purely deterministic translation operator in L^2-directions between models. In the concrete context of the generalized parabolic Anderson model in 2D -one of the singular SPDEs discussed in the afore-mentioned article - we establish existence of a density at positive times.

Mon, 29 Feb 2016

14:15 - 15:15
C4

Rough Gronwall Lemma and weak solutions to RPDEs

Martina Hofmanova
(TU Berlin)
Abstract

In this talk, I will present recent results that give the necessary mathematical foundation for the study of rough path driven PDEs in the framework of weak solutions. The main tool is a new rough Gronwall Lemma argument whose application is rather wide: among others, it allows to derive the basic energy estimates leading to the proof of existence for e.g. parabolic RPDEs. The talk is based on a joint work with Aurelien Deya, Massimiliano Gubinelli and Samy Tindel.

Mon, 03 Mar 2014

15:45 - 16:45
Eagle House

TBC

ATUL SHEKHAR
(TU Berlin)
Thu, 23 May 2013

14:00 - 15:00
Gibson Grd floor SR

Compressive Imaging: Stable Sampling Strategies using Shearlets

Professor Gitta Kutyniok
(TU Berlin)
Abstract
In imaging science, efficient acquisition of images by few samples with the possibility to precisely recover the complete image is a topic of significant interest. The area of compressed sensing, which in particular advocates random sampling strategies, has had already a tremendous impact on both theory and applications. The necessary requirement for such techniques to be applicable is the sparsity of the original data within some transform domain. Recovery is then achieved by, for instance, $\ell_1$ minimization. Various applications however do not allow complete freedom in the choice of the samples. Take Magnet Resonance Imaging (MRI) for example, which only provides access to Fourier samples. For this particular application, empirical results still showed superior performance of compressed sensing techniques.

\\

\\

In this talk, we focus on sparse sampling strategies under the constraint that only Fourier samples can be accessed. Since images -- and in particular images from MRI -- are governed by anisotropic features and shearlets do provide optimally sparse approximations of those, compactly supported shearlet systems will be our choice for the reconstruction procedure. Our sampling strategy then exploits a careful variable density sampling of the Fourier samples with $\ell_1$-analysis based reconstruction using shearlets. Our main result provides success guarantees and shows that this sampling and reconstruction strategy is optimal.

\\

\\

This is joint work with Wang-Q Lim (Technische Universit\"at Berlin).

Mon, 27 Feb 2012

14:15 - 15:15
Oxford-Man Institute

Long-time behaviour of stochastic delay equations

Michael Scheutzow
(TU Berlin)
Abstract

Abstract: First we provide a survey on the long-time behaviour of stochastic delay equations with bounded memory, addressing existence and uniqueness of invariant measures, Lyapunov spectra, and exponential growth rates.

Then, we study the very simple one-dimensional equation $dX(t)=X(t-1)dW(t)$ in more detail and establish the existence of a deterministic exponential growth rate of a suitable norm of the solution via a Furstenberg-Hasminskii-type formula.

Parts of the talk are based on joint work with Martin Hairer and Jonathan Mattingly. 

Subscribe to TU Berlin