Philipp Harms

Bio

I am a Junior Professor in mathematics at the University of Freiburg since April 2016. Previously, I was a PostDoc in Josef Teichmann's working group in financial mathematics at ETH Zürich and in Harvard EdLabs. I did my PhD in mathematics at the University of Vienna in shape analysis and Riemannian geometry on infinite-dimensional spaces.

Research interests

Data analysis on nonlinear and infinite-dimensional spaces. More specifically:

• Theory: differential geometry and calculus of variations; statistics and stochastics on manifolds and in infinite dimensions
• Applications: mathematical finance and shape analysis

Preprints

28. Martin Bauer, Nicolas Charon, Philipp Harms, Hsi-Wei Hsieh.
    A numerical framework for elastic surface matching, comparison, and interpolation.
    arXiv:2006.11652.
29. Philipp Harms, Chong Liu, Ariel Neufeld.
    Supermartingale deflators in the absence of a numéraire.
    arXiv:2001.05906.
30. Philipp Harms, Elodie Maignant, Stefan Schlager.
    Approximation of Riemannian Distances and Applications to Distance-Based Learning on Manifolds.
    arXiv:1904.11860.
31. Philipp Harms.
    Strong convergence rates for Markovian representations of fractional Brownian motion.
    arXiv:1902.01471.
32. Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
    Smooth perturbations of the functional calculus and applications to Riemannian geometry on spaces of metrics.
    arXiv:1810.03169.

Publications

1. Martin Bauer, Philipp Harms, Peter W. Michor.
   Fractional Sobolev metrics on spaces of immersions.
   Calculus of Variations and Partial Differential Equations 59, 62 (2020). arXiv:1909.08657.
2. Philipp Harms.
   Anmerkung zu OGH 23. 5. 2019 3 Obj 46/19i aus finanzmathematischer Sicht.
   Zeitschrift für Finanzmarktrecht 222 (2019), pp. 517-519.
3. Martin Bauer, Philipp Harms, Stephen C. Preston.
   Vanishing distance phenomena and the geometric approach to SQG.
   Archive for Rational Mechanics and Analysis 235 (2020), pp. 1445-1466. arXiv:1805.04401.
4. Martin Bauer, Nicolas Charon, Philipp Harms.
   Inexact elastic shape matching in the square root normal field framework.
   In: Geometric Science of Information. Springer (2019). arXiv:1903.00855.
5. Philipp Harms, Marvin Müller.
   Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schroedinger and linearized stochastic Korteweg-de Vries equations.
   Zeitschrift für Angewandte Mathematik und Physik 70, 16 (2019) . arXiv:1710.01273.
6. Philipp Harms, David Stefanovits.
   Affine representations of fractional processes with applications in mathematical finance.
   Stochastic Processes and their Applications 129, 4 (2019), pp. 1185-1228. arXiv:1510.04061.
7. Roland Fryer, Philipp Harms, Matthew Jackson.
   Updating Beliefs When Evidence is Open to Interpretation: Implications for Bias and Polarization.
   Journal of the European Economic Association 17, 5 (2019), pp. 1470-1501. SSRN 2263504.
8. Martin Bauer, Martins Bruveris, Philipp Harms, Peter Michor.
   Soliton solutions for the elastic metric on spaces of curves.
   Discrete and Continuous Dynamical Systems A 38, 3 (2018), pp. 1161-1185. arXiv:1702.04344.
9. Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich.
   Consistent recalibration of yield curve models.
   Math. Fin. 28, 3 (2018), pp. 757-799. arXiv:1502.02926.
10. Roland Fryer, Philipp Harms.
    Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability.
    Math. Oper. Res. 43, 2 (2018), pp. 399-427. arXiv:1506.07291.
11. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
    A numerical framework for Sobolev metrics on the space of curves.
    SIAM J. Imaging Sci. 10, 1 (2017), pp. 47-73. arXiv:1603.03480. Code available on https://github.com/h2metrics/h2metrics.
12. Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich.
    Consistent recalibration of the discrete-time multifactor Vasicek model.
    Risks 4, 3 (2016), pp. 1-31. arXiv:1512.06454.
13. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
    Second order elastic metrics on the shape space of curves.
    1st International Workshop on Differential Geometry in Computer Vision for Analysis of Shapes, Images and Trajectories, 2015. arXiv:1507.08816.
14. Martin Bauer, Martins Bruveris, Philipp Harms, Jakob Møller-Andersen.
    Curve Matching with Applications in Medical Imaging.
    5th MICCAI Workshop on Mathematical Foundations of Computational Anatomy, 2015. arXiv:1506.08840.
15. Martin Bauer, Philipp Harms.
    Metrics on Spaces of Surfaces where Horizontality equals Normality.
    Differential Geometry and its Applications 39 (2015), pp. 166-183. arXiv:1403.1436.
16. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev Metrics on Shape Space, II: Weighted Sobolev Metrics and Almost Local Metrics.
    Journal of Geometric Mechanics 4, 4 (2012), pp. 365-383. arXiv:1109.0404.
17. Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
    Geodesic distance for right invariant Sobolev metrics of fractional order on the diffeomorphism group.
    Annals of Global Analysis and Geometry 44, 1 (2013), pp. 5-21. arXiv:1105.0327.
18. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev metrics on the manifold of all Riemannian metrics.
    Journal of Differential Geometry 94, 2 (2013), pp. 187-208. arXiv:1102.3347.
19. Martin Bauer, Martins Bruveris, Philipp Harms, Peter W. Michor.
    Vanishing geodesic distance for the Riemannian metric with geodesic equation the KdV-equation.
    Annals of Global Analysis and Geometry 41, 4 (2012), pp. 461-472. arXiv:1102.0236.
20. Martin Bauer, Philipp Harms, Peter W. Michor.
    Curvature weighted metrics on shape space of hypersurfaces in n-space.
    Differential Geometry and its Applications 30, 1 (2012), pp. 33-41. arXiv:1102.0678.
21. Martin Bauer, Philipp Harms, Peter W. Michor.
    Sobolev metrics on shape space of surfaces.
    Journal of Geometric Mechanics 3, 4 (2011), pp. 389-438. arXiv:1009.3616.
    Erratum. A gap in Section 6.6 was discovered and corrected by Olaf Müller in his paper "Applying the index theorem to non-smooth operators." Journal of Geometry and Physics 116 (2017): 140-145.
22. Philipp Harms, Andrea C. G. Mennucci.
    Geodesics in infinite dimensional Stiefel and Grassmann manifolds.
    Comptes Rendus Mathematique 350, 15-16 (2012), pp. 773-776. arXiv:1209.2878.
23. Martin Bauer, Philipp Harms, Peter W. Michor.
    Almost local metrics on shape space of hypersurfaces in n-space.
    SIAM Journal on Imaging Sciences 5, 1 (2012), pp. 244-310. arXiv:1001.0717.

Technical reports

1. Philipp Harms, Elodie Maignant.
   Approximations of distances and kernels on shape space.
   Math in the Black Forest – Workshop on New Directions in Shape Analysis (2018). arXiv:1811.01370.
2. Martin Bauer, Philipp Harms.
   Hörmander's condition for normal bundles on spaces of immersions.
   Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05883.
3. Martin Bauer, Philipp Harms.
   Metrics with prescribed horizontal bundle on spaces of curves.
   Math on the Rocks – Shape Analysis Workshop in Grundsund (2015). arXiv:1511.05889.
4. Philipp Harms.
   Metrics on spaces of immersions where horizontality equals normality.
   Math in the Cabin – Shape Analysis Workshop in Bad Gastein (2014). eprint:hal‑01076953.

Theses

1. Sobolev metrics on shape space of surfaces.
   PhD thesis, University of Vienna, 2010. arXiv:1211.3515.
2. The Poincaré Lemma in Subriemannian Geometry.
   Master thesis, Vienna University of Technology, 2008. arXiv:1211.3531.

Contact and Impressum

philipp.harms@stochastik.uni-freiburg.de
www.stochastik.uni-freiburg.de/professoren/harms
Last updated in June 2020 by Philipp Harms.