Vorträge

In my inaugural talk I would like to introduce myself and present the topic of my master thesis. To this end, I will first provide a brief introduction to empirical processes and long-range dependence. Afterwards, we consider the problem of testing the equality of two non-parametric regression functions. Finally, we provide a goodness of fit test for the error distribution.

The characterisation of the dynamics of a small inertial particle in a viscous fluid is a problem that dates to Stokes[1], back in 1851. Since his first attempt, many have tried and several formulas have been obtained for different types of flows, as well
as more general cases; however, the scientific community did not agree in a general formula until 1983, when M. Maxey and J. Riley[2] obtained a formula from first principles. This formula includes an integro-differential term, called the Basset History term, which
requires information for the whole history of the particle dynamics and creates difficulties in the numerical implementation due to fast increasing storage requeriments.
In the last decade, the Maxey-Riley formula has drawn the interest of many mathematicians and so, local and global existence and uniqueness of mild solutions have been proved ([3] & [4]). Nevertheless, a method to bypass the history term and obtain the trajectory
of the particle remained unknown until the publication of an accurate solution method by S.Ganga Prasath et al (2019) [5].
In this presentation I will analyse the Maxey Riley equation and will identify the core ideas within S. Ganga Prasath's method to solve the Maxey Riley equation as well as its implementation for certain fluid flows.

[1] Stokes, G. G. (1851). On the effect of the internal friction of fluids on the motion of pendulums.
[2] Maxey, M. R., & Riley, J. J. (1983). Equation of motion for a small rigid sphere in a nonuniform flow. The Physics of Fluids, 26(4), 883-889.
[3] Farazmand, M., & Haller, G. (2015). The Maxey–Riley equation: Existence, uniqueness and regularity of solutions. Nonlinear Analysis: Real World Applications, 22, 98-106.
[4] Langlois, G. P., Farazmand, M., & Haller, G. (2015). Asymptotic dynamics of inertial particles with memory. Journal of nonlinear science, 25(6), 1225-1255.
[5] Prasath, S. G., Vasan, V., & Govindarajan, R. (2019). Accurate solution method for the Maxey–Riley equation, and the effects of Basset history. Journal of Fluid Mechanics, 868, 428-460.

In this talk, I would like to introduce myself and the topic of my master thesis "Malliavin calculus and Malliavin-Stein method".
As indicated by its name, this talk provides a basic overview of the Malliavin calculus and its operators in the case where the underlying process is an isonormal Gaussian process. After this introduction, it is shown how the Malliavin calculus can be combined with Stein's method for the purpose of one-dimensional normal approximation and, particularly, for the derivation of generalized central limit theorems.

This presentation introduces the semi-implicit Smoothed Particle Hydrodynamics (SPH)
scheme [1] for the shallow water equations following the semi-implicit finite volume and finite
difference approach of Casulli [2]. In standard explicit numerical methods, there is often a severe
limitation on the time step due to the stability restriction imposed by the CFL condition. To this
effect, a semi-implicit SPH scheme is derived, which leads to an unconditionally stable method.
The discrete momentum equation is substituted into the discrete continuity equation to obtain
a symmetric positive definite linear system for the free surface elevation. The resulting system
can be easily solved by a matrix-free conjugate gradient method. Once the new free surface
location is known, the velocity at the new time level can be directly computed and the particle
positions can subsequently be updated. We further discuss a nonlinear algorithm for treating
wetting/drying problems. We derive a mildly nonlinear system for the discrete free surface
elevation from the shallow water equations by taking into consideration a correct mass balance
in wet regions and in transition regions, i.e. the regions from wet particles to dry particles
and those from dry particles to wet particles. The scheme is validated on a two dimensional
inviscid hydrostatic free surface flows for the two dimensional shallow water equations and
wetting/drying test problem.

References
[1] A.O. Bankole, A. Iske, T. Rung, M. Dumbser, A meshfree semi-implicit Smoothed Particle
Hydrodynamics method for free surface flow. Meshfree Methods for Partial Differential
Equations VIII, M. Griebel and M.A. Schweitzer (eds.), Springer LNCSE, Vol. 115, pp.
35-52 (2017).
[2] V. Casulli, Semi-Implicit Finite Difference Methods for the Two-Dimensional Shallow
Water Equations. Jour. of Comp. Phys., Vol 86. pp. 56-74 (1990).