Interacting particle systems is a recently developed field in the theory of Markov processes with many applications: particle systems have been used to model phenomena ranging from traffic behaviour to spread of infection and tumour growth. We…
Categoria evento: Probability and Stochastic Analysis and Statistics Seminar
Averaging along irregular curves and regularization of ODEs – Remi Catellier (Université de Nice Sophia-Antipolis)
Paths of some stochastic processes such as fractional Brownian Motion have some amazing regularization properties. It is well known that in order to have uniqueness in differential systems such as dy_t = b(y_t) dt, b needs to be quite regular.…
A particle system approach to cellular aggregation model – Marta Leocata (Università di Pisa)
Venue Sala Seminari (Dip. Matematica). Abstract…
Constantin and Iyer’s representation formula for the Navier–Stokes equations on manifolds – Dejun Luo (Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing)
In this talk, we will present a probabilistic representation formula for the Navier-Stokes equations on compact Riemannian manifolds. Such a formula has been provided by Constantin and Iyer in the flat case. On a Riemannian manifold, there are…
Convergence of general weakly asymmetric exclusion processes – K. Matetski (University of Toronto)
In my ongoing work with J. Quastel we consider spatially periodic growth models built from weakly asymmetric exclusion processes with finite jump ranges and general jump rates. We prove that at a large scale and after renormalization these processes…
Finite-time singularities of the stochastic harmonic map flow on surfaces – A. Hocquet (TU Berlin)
A ferromagnetic material possesses a magnetization, which, out of equilibrium, satisfies the Landau-Lifshitz-Gilbert equation (LLG). Thermal fluctuations are taken into account by Gaussian space-time white noise. At least in the deterministic case,…
A brief introduction to rough paths theory – II – Giovanni Zanco (IST Austria)
We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration…
A brief introduction to rough paths theory – I – Giovanni Zanco (IST Austria)
We will introduce basic concepts and tools from rough paths theory, motivated by the need to establish a solution theory for differential equations driven by irregular signals. In particular we will discuss controlled rough paths, integration…
Calcolo di Malliavin per Strutture di Regolarità: il caso di gPAM – Giuseppe Cannizzaro (TU Berlin)
Le strutture di regolarità, introdotte da M. Hairer in A theory of Regularity Structures, hanno permesso di risolvere in modo robusto una ricca classe di equazioni alle derivate parziali stocastiche (SPDEs) mal poste. In questa presentazione…
Mean field limit of interacting filaments and vector valued non linear PDEs – Michele Coghi (Scuola Normale Superiore, Pisa)
Families of N interacting curves are considered, with long range, mean-field type, interaction. A family of curves defines a 1-current, concentrated on the curves, analog of the empirical measure of interacting point particles. This current is…