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AbsolventInnen-Seminar • Numerische Mathematik

Dieses Semester wird das Seminar online auf Zoom stattfinden.

Verantwortliche Dozenten:
Prof. Dr. Tobias Breiten [1], Prof. Dr. Christian Mehl [2], Prof. Dr. Volker Mehrmann [3]
Ines Ahrens [4]
Do 10:00-12:00
Vorträge von Bachelor- und Masterstudenten, Doktoranden, Postdocs und manchmal auch Gästen zu aktuellen Forschungsthemen
Sommersemester 2021 Vorläufige Terminplanung
Do 15.04.
10:15 Uhr
Do 22.04.
10:15 Uhr
Do 29.04.
10:15 Uhr
Christian Mehl [5]
Schur-like forms for matrices with symmetry structures in indefinite inner product spaces
Hermann Mena
Linear SPDEs: Simulation and Optimal Control
Do 06.05.
10:15 Uhr
Volker Mehrmann [6]
Do 13.05.
10:15 Uhr
kein Seminar
Do 20.05.
10:15 Uhr
Matthias Voigt [7]
Amon Lahr
Do 27.05.
10:15 Uhr
Philipp Krah [8]
Eshwar Ramasetti [9]
Do 03.06.
10:15 Uhr
Ines Ahrens [10]
Do 10.06.
10:15 Uhr
Dorothea Hinsen
Paul Schwerdtner [11]
Do 17.06.
10:15 Uhr
Karim Cherifi [12]
Riccardo Morandin [13]
Do 24.06.
10:15 Uhr
Tobias Breiten [14]
Max Röger
Do 01.07.
10:15 Uhr
Marine Froidevaux
Damian Kołaczek
Do 08.07.
10:15 Uhr
Onkar Jadhav
Qiao Luo [15]
Do 15.07.
10:15 Uhr
Philipp Schulze [16]

Christian Mehl (TU Berlin)

Donnerstag, 29. April 2021

Schur-like forms for matrices with symmetry structures in indefinite inner product spaces

The Schur form of a Hermitian, skew-Hermitian, or unitary matrix is always diagonal. Unfortunately, this is no longer true if matrices that are selfadjoint, skew-adjoint, or unitary with respect to an indefinite inner product are considered. In this case, Schur-like forms, i.e. forms that display the eigenvalues and that are obtained under numerically stable transformation do not even always exist.

In this talk, we consider this problem for the case that the inner product is induced by a Hermitian and unitary matrix. The general result contains and combines two rather different, but well-known results from the literature on the existence of Hamiltonian Schur forms and on the diagonality of Schur forms of normal matrices.

Hermann Mena (TU Berlin)

Donnerstag, 29. April 2021

Linear SPDEs: Simulation and Optimal Control

We propose to solve linear stochastic partial differential equations by approximating the mean and covariance of the solution directly. As an illustration of our approach we present a numerical simulation of El Niño phenomena. El Niño is an irregularly periodical variation in winds and sea surface temperatures in the eastern equatorial Pacific ocean. We also consider  linear quadratic optimal control problems for this type of equations, i.e. the state equation is linear and the cost functional is quadratic. We show that the optimal control is given in feedback form in terms of a Riccati equation. We investigate the numerical approximation of the problem, in particular, the convergence of Riccati operators and the numerical solution of the optimal state. Numerical experiments show the performance of the proposed method.


  • Absolveten Seminar WS 20/21 [17]
  • Absolventen Seminar SS 20 [18]
  • Absolventen Seminar WS 19/20 [19]
  • Absolventen Seminar SS 19 [20]
  • Absolventen Seminar WS 18/19 [21]
  • Absolventen Seminar SS 18 [22]
  • Absolventen Seminar WS 17/18 [23]
  • Absolventen Seminar SS 17 [24]
  • Absolventen Seminar WS 16/17 [25]
  • Absolventen Seminar SS 16 [26]
  • Absolventen Seminar WS 15/16 [27]
  • Absolventen Seminar SS 15 [28]
  • Absolventen Seminar WS 14/15 [29]
  • Absolventen Seminar SS 14 [30]
  • Absolventen Seminar WS 13/14 [31]
  • Absolventen Seminar SS 13 [32]
  • Absolventen Seminar WS 12/13 [33]
  • Absolventen Seminar SS 12 [34]
  • Absolventen Seminar WS 11/12 [35]
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