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DTSTART;TZID=Europe/Berlin:20161004T154500
DTEND;TZID=Europe/Berlin:20161004T174500
DTSTAMP:20170406T134557Z
CREATED:20160711T084120Z
LAST-MODIFIED:20170406T134557Z
UID:368-1475595900-1475603100@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Prof. Dr. Lars Grasedyck
DESCRIPTION:On October 4\, 2016\,  Prof. Dr. Lars Grasedyck  from the RWTH University Aachen   \nwill join the ALOP-Colloquium and present his recent work. At 15:45 there will be a coffee hour in E10. At 16:15 the presentation will take place in HS9. \nHierarchical Low Rank Tensor Formats  \nAbstract \nThe first part of this talk on hierarchical low rank formats starts with a general introduction to notions of rank in higher dimensions\, namely Canonical Polyadic (CP)\, Tucker\, TT and Hierarchical Tucker (HT) ranks and the corresponding data-sparse tensor representations. \nEach of the notions of rank gives rise to a different set or manifold of tensors of fixed rank and we compare very briefly the advantages and drawbacks between the different formats. The concepts are introduced in the discrete setting where a tensor is a mapping from a d-fold Cartesian product of finite index sets\, but we also point out the relation to d-variate functions\, the continuous setting. We summarize some interesting open questions that open new and sometimes very difficult areas of research. \nIn the second (and shorter) part of the talk we consider the application of hierarchical low rank formats for uncertainty quantification\, or more specifically for the data-sparse representation of parameter dependent quantities of interest. The data-sparse low rank formats have a strong relation to reduced basis techniques for linear and nonlinear model reduction\, but both methods have their individual advantages or disadvantages. The most challenging question in this area is whether or not the object of interest possesses the low rank structure and how one can reliably approximate it.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-lars-grasedyck/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
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DTSTART;TZID=Europe/Berlin:20161005T154500
DTEND;TZID=Europe/Berlin:20161005T174500
DTSTAMP:20160923T124006Z
CREATED:20160916T072401Z
LAST-MODIFIED:20160923T124006Z
UID:426-1475682300-1475689500@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Prof. Dr. Harbir Antil
DESCRIPTION:On October 5\, 2016\, Prof. Dr. Harbir Antil from George Mason University will join the ALOP-Colloquium and present his recent work. At 15:45 there will be a coffee hour in E10. At 16:15 the presentation will take place in HS10. \nOptimal control of fractional order PDEs \nAbstract \nDiffusion is the tendency of a substance to evenly spread into an available space\, and is one of the most common physical processes. The classical models of diffusion lead to well-known equations. However\, in recent times\, it has become evident that many of the assumptions involved in these models are not always satisfactory or not even realistic at all. Consequently\, different models of diffusion have been proposed\, fractional diffusion being one of them. The latter has received a great deal of attention recently\, mostly fueled by applications in diverse areas such as finance\, turbulence and quasi-geostrophic flow models\, image processing\, peridynamics\, biophysics\, and many others. \nThis talk will serve as an introduction to fractional diffusion equation – fractional derivative in both space and time. A novel PDE result by Caffarelli and Silvestre ’07 has led to innovative schemes to realize the fractional order operators. We will discuss these numerical methods and their application to PDE constrained optimization problems.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-harbir-antil/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
END:VEVENT
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DTSTART;TZID=Europe/Berlin:20161024T154500
DTEND;TZID=Europe/Berlin:20161024T173000
DTSTAMP:20161013T150300Z
CREATED:20160711T084503Z
LAST-MODIFIED:20161013T150300Z
UID:370-1477323900-1477330200@alop.uni-trier.de
SUMMARY:ALOP Colloquium with Prof. Dr. Georg Pflug
DESCRIPTION:On October 24\, 2016\,  Prof. Dr. Georg Pflug  from the University of Vienna   \nwill join the ALOP-Colloquium and present his recent work: \nMultistage Stochastic Optimization: Approximation\, bounds and ambiguity \nAbstract \nMultistage stochastic programs are – in contrast to two-stage programs – difficult variational problems for which solutions can be found only in exceptional cases. For this reason\, we have to approximate them by easier programs. We show how a distance between these problems can be found by a variant of a transportation distance\, which we call nested distance. It allows to quantify the approximation error. Alternatively\, one may find upper and lower programs\, that is simple stochastic programs\, the optimal values of which give guaranteed upper and lower bounds. A refinement strategy allows to push the bound as close as we want it together. In a second part\, we use the nested distance to describe the model uncertainty. This allows us to find distributionally robust solutions by some minimax approach. \nAt 15:45 there will be a coffee hour in E10. At 16:15 the presentation will take place in HS9.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-prof-dr-georg-pflug/
LOCATION:Trier University\, E Building\, Universitätsring 15\, Trier\, Germany
CATEGORIES:Colloquium
ORGANIZER;CN="Research Training Group ALOP at Trier University":MAILTO:OptimizationDays@uni-trier.de
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