25.06.24 - David Criens "Diffusions under Parameter Uncertainty"
David Criens - University of Freiburg
| When |
Jun 25, 2024
from 03:00 PM to 04:00 PM |
|---|---|
| Where | HS II, Physics Highrise |
| Contact Name | Simone Ortolf |
| Contact Phone | 203-97666 |
| Add event to calendar |
 vCal iCal
|
Diffusions under Parameter Uncertainty
A fundamental obstacle in mathematical modeling is that one cannot be sure about the model that one takes into consideration. In this talk, I will discuss an approach that accounts for such a "model uncertainty" by taking not only one but a whole family of models into consideration. More specifically, I will consider parametric diffusion models whose parameters are uncertain. I discuss related optimization problems and how these connect to nonlinear PDEs. Furthermore, I outline computational aspects, extensions to more general frameworks and future research directions.
The talks aims at a broad audience. In particular, I will recall aspects from the „classical“ linear diffusion theory that reveals similarities to the nonlinear situation under uncertainty.