Nonlinear Analysis (2005)
Organizers:
Henrik Shahgholian (Stockholm), Peter Markowich (WPI c/o Univ. Vienna)
(Co-funded with ESF program Global)
This Thematic Program aims at the study of properties of solutions of
nonlinear
partial differential equations (PDE) and free boundary problems (FBP) from
the viewpoints of theory and applications.
The investigation of global and geometric properties of solutions of partial
differential equations is a key research area in mathematics that has many
practical applications. The focus of this program will be on problems
where not
only geometric aspects will play a central role but also the fact that
a-priori
the domain under consideration is unknown (whence the name FBP).
Regularity questions of unknown sets have been in focus for several decades.
Many times, modeling phenomena in nature by partial differential
equations give
rise to unknown boundaries. It is of great importance to analyze these
boundaries from a rigorous mathematical point of view.
Recent years have also seen many new directions as well as new techniques
entering into this very technical field. Several areas such as potential
theory, micromagnetics, image processing, computer vision, geometric measure
theory, free boundary problems in physics/mechanics, and many other subjects
have gained or regained from the new techniques.
The local study of solutions of PDEs is often carried out through a "zooming"
technique or blow-up analysis. This procedure reduces the problem to the
classification of global solutions (solutions in the whole space). It is often
employed, for instance, for minimal surfaces, free boundary problems and for
semilinear equations.
Similar global symmetry questions are now under study in relation with
problems
where the reaction only takes place on the boundary, and in the
interior of the
material there is only diffusion. Phase transition type (or layer) solutions
are for first time under analysis. Here, as in the famous (and partially
solved) conjecture of De Giorgi, the combination of PDE and variational tools
provides very strong techniques.
A further theme in focus is the theory of optimal stopping, central in
economics. For example,
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the problem of finding the optimal time of starting (or stopping) an
economic activity under uncertainty can often be formulated as an optimal
stopping problem.
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Second, it has been proved that the price of an American option in
finance
is given by the solution of an optimal stopping problem.
Today it is well known that an optimal stopping problem for a diffusion is
equivalent to a free boundary problem, and such problems are again equivalent
to certain variational inequalities involving partial differential operators
(the generators of the underlying diffusions). We need to solve the
corresponding PDEs in the so-called continuation region and combine this with
high contact (smoothness) conditions. This gives an explicit link
between PDEs
and optimal stopping and hence with finance.
Events
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Location: WPI Nordbergstr. 15 /
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Time: 21. Mar 2006 (Tue) - 22. Mar 2006 (Wed); Opening: 9:00
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Organiser(s)
Danielle Hilhorst (Univ. Paris sud) Christian Schmeiser (WPI and Univ. of Vienna)
Henrik Shagholian (KTH Stockholm) |
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Location: Nordbergstrasse 15/
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Time: 23. Jan 2006 (Mon) - 27. Jan 2006 (Fri); Opening: 10:00
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Organiser(s)
Henrik Shahgholian (henriksh@kth.se) Wolfgang Reichel (wolfgang.reichel@math.unizh.ch) Alberto Farina (alberto.farina@u-picardie.fr) |
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Location: WPI Nordbergstraße, Seminar Room
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Time: 13. Dec 2005 (Tue) - 13. Dec 2005 (Tue); Opening: 9:00
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Organiser(s)
Björn Gustafsson (KTH Stockholm) Henrik Shahgholian (KTH Stockholm) |
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Location: Nordbergstraße 15, UZA 4, Rooms 206 and 207
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Time: 24. Oct 2005 (Mon) - 25. Oct 2005 (Tue); Opening: 9:00
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Organisation(s)
WPI
CNRS |
Organiser(s)
Alberto Farina (Inst. CNRS Pauli)
Peter Markowich (WPI c/o Univ. Wien)
Contact: wittgenstein.mathematik@univie.ac.at |
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Remark: Confirmed speakers: L. Caffarelli, I. Gamba, T. Souganidis, H. Shahgholian, J.L.Vazquez, A.Farina
Program | |
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Location: Seminar Room C207, Fak.f. Mathematik, Nordbergstr. 15, UZA4
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Time: 19. Jul 2005 (Tue) - 27. Jul 2005 (Wed); Opening: 14:00
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Topics:
Joint event of the EU network HYKE with the
WPI Programm on Nonlinear PDEs and Applications and the
ESF programme on "Global and Geometric Aspects of Nonlinear PDEs" of H. Shahgholian and P. Markowich . A 4 days school will be followed by a 3 days workshop
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Organisation(s)
WPI |
Organiser(s)
Yann Brenier , CNRS Nice
Peter Markowich , WPI c/o Vienna University
Norbert J. Mauser , WPI c/o Vienna University
Henrik Shahgholian , Royal Institute of Technology (KTH), Stockholm |
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Location: Vienna/Strobl
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Time: 26. Jun 2005 (Sun) - 30. Jun 2005 (Thu); Opening: 14:00
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Topics:
"Semiconductor modeling using quantum mechanical, kinetic and fluid dynamical models"
"Free boundary problems in flame propagation"
"Semiclassical analysis of Schroedinger equations with applications to quantum mechanical systems, eg Bose-Einstein condensation"
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Organisation(s)
WPI
ALFA Project "PDEs in Industry and Engineering
Wittgenstein Award - Peter Markowich
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Organiser(s)
Peter A. Markowich , University of Vienna, WPI
Jorge P. Zubelli , IMPA, Rio de Janeiro, Brazil |
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Remark: Contact/Information:
Renate Feikes, wittgenstein.mathematik@univie.ac.at | |
Talks in the framework of this thematic program... (by date)
, (by name)
Pauli Fellows
Visitors
Achleitner, Franz |
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19. Jul 2005-27. Jul 2005 |
local address
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Aoki, Kazuo |
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30. May 2005-1. Jun 2005 |
local address
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Apushkinskaya, Darya |
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20. Apr 2005-22. Apr 2005 |
local address
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22. Nov 2005-24. Nov 2005 |
local address
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Athanasopoulos, Joannis |
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25. May 2005-28. May 2005 |
local address
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23. Oct 2005-26. Oct 2005 |
local address
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Bandle, Catherine |
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13. Mar 2005-15. Mar 2005 |
local address
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22. Jan 2006-27. Jan 2006 |
local address
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Bardos, Claude |
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20. Jul 2005-29. Jul 2005 |
local address
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Bozorgnia, Farid |
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16. Jul 2005-2. Aug 2005 |
local address
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Brenier, Yann |
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18. Jul 2005-28. Jul 2005 |
local address
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Brock, Friedemann |
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22. Jan 2006-27. Jan 2006 |
local address
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Bucur, Dorin |
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19. Apr 2005-22. Apr 2005 |
local address
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Caffarelli, Luis |
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23. Oct 2005-25. Oct 2005 |
local address
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Calahorranno, Marco |
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13. Sep 2005-27. Sep 2005 |
local address
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Corrado, Lattanzio |
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20. Jun 2005-23. Jun 2005 |
local address
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Damascelli, Lucio |
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21. Jan 2006-25. Jan 2006 |
local address
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Dhamo, Elidon |
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18. Jul 2005-27. Jul 2005 |
local address
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Edquist, Anders |
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16. Jul 2005-2. Aug 2005 |
local address
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Farina, Alberto |
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1. Aug 2005-31. Jul 2006 |
local address
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Firt, Roman |
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19. Jul 2005-24. Jul 2005 |
local address
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Gamba, Irene |
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23. Oct 2005-25. Oct 2005 |
local address
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Gottlieb, Dr., Alexander |
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1. Jul 2005-30. Jul 2005 |
local address
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Gualdani, Maria Pia |
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19. Jul 2005-27. Jul 2005 |
local address
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Gustafsson, Björn |
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11. Dec 2005-14. Dec 2005 |
local address
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Ha, Seung Yeal |
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Nonlinear Analsysis
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3. Jan 2006-24. Jan 2006 |
local address
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Hainzl, Christian |
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1. Jul 2005-7. Jul 2005 |
local address
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Haskovec, Jan |
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19. Jul 2005-27. Jul 2005 |
local address
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Hedenmalm, Hakan |
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12. Dec 2005-16. Dec 2005 |
local address
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Henrot, Antoine |
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24. Jan 2006-26. Jan 2006 |
local address
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Holden, Helge |
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22. Jul 2005-24. Jul 2005 |
local address
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Huang, Zhongyi |
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Nonlinear Analysis
, Visitor
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1. Feb 2006-16. Feb 2006 |
local address
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Kamotski, Vladimir |
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18. Jul 2005-29. Jul 2005 |
local address
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Kawohl, Bernd |
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22. Jan 2006-27. Jan 2006 |
local address
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Klein, Christian |
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14. Jun 2005-16. Jun 2005 |
local address
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Lee, Ki-ahm |
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25. May 2005-28. May 2005 |
local address
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Lindgren, Erik |
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16. Jul 2005-2. Aug 2005 |
local address
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Lörincszi, Jozsef (Senior Researcher) |
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15. Jun 2005-17. Jun 2005 |
local address
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Lucia, Marcello |
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23. Jan 2006-27. Jan 2006 |
local address
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Manfredi, Juan |
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19. Jul 2005-23. Jul 2005 |
local address
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McKenna, Joe |
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24. Jan 2006-29. Jan 2006 |
local address
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Milakis, Emanouil |
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18. Jul 2005-27. Jul 2005 |
local address
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Natalini, Roberto |
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22. Jul 2005-24. Jul 2005 |
local address
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Nyström, Kaj |
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22. Jan 2006-27. Jan 2006 |
local address
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Pacella, Filomena |
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23. Jan 2006-29. Jan 2006 |
local address
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Pallard, Christophe |
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18. Jul 2005-23. Jul 2005 |
local address
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Rascle, Michel |
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19. Jul 2005-28. Jul 2005 |
local address
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Reichel, Wolfgang |
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23. Jan 2006-27. Jan 2006 |
local address
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Roselli, Paolo |
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23. Jan 2006-27. Jan 2006 |
local address
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Sciunzi, Berardino |
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23. Jan 2006-27. Jan 2006 |
local address
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Selberg, Sigmund |
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24. Jul 2005-28. Jul 2005 |
local address
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Shahgholian, Henrik |
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23. Oct 2005-25. Oct 2005 |
local address
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22. Nov 2005-24. Nov 2005 |
local address
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Shashahani, Mehrdad |
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Nonlinear Analysis (2005)
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23. Oct 2005-28. Oct 2005 |
local address
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Sirakov, Boyan |
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20. Jan 2006-26. Jan 2006 |
local address
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Sirito, Gabriele |
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19. Jul 2005-27. Jul 2005 |
local address
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Slateff, Andreas |
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19. Jul 2005-27. Jul 2005 |
local address
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Souganidis, Takis |
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23. Oct 2005-25. Oct 2005 |
local address
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Trabelsi, Saber |
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17. Jul 2005-31. Jul 2005 |
local address
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Uraltseva, Nina |
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22. Nov 2005-24. Nov 2005 |
local address
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Vasiliev, Alexander |
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10. Dec 2005-14. Dec 2005 |
local address
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Vasseur, Alex |
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19. Jul 2005-28. Jul 2005 |
local address
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Vazquez, Juan Luis |
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13. Mar 2005-15. Mar 2005 |
local address
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23. Oct 2005-25. Oct 2005 |
local address
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Westdickenberg, Michael |
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19. Jul 2005-27. Jul 2005 |
local address
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Weth, Tobias |
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22. Jan 2006-28. Jan 2006 |
local address
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Willem, Michel |
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22. Jan 2006-27. Jan 2006 |
local address
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Wolanski, Noemi |
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25. May 2005-29. May 2005 |
local address
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PostDocs
PreDocs