Past Stochastic Analysis Seminar

27 February 2017
15:45
Abstract

If a dynamical system has a conservation law, i.e. a constant along the trajectory of the motion, the study of its evolution along the trajectories of a perturbed system becomes interesting. Conservation laws can be seen everywhere, especially at the level of probability distributions of a reduced dynamic.  We explain this with a number of models, in which we see a singular perturbation problem and identify a conservation law, the latter is used to seek out the correct scale to work with and to reduce the complexity of the system. The reduced dynamic consists of a family of  ODEs with rapidly oscillating right hands side from which in the limit we obtain a Markov process. For stochastic completely integrable system, the limit describes the evolution of the level sets of the family of Hamiltonian functions over a very large time scale.

  • Stochastic Analysis Seminar
27 February 2017
14:15
NELIA CHARALAMBOUS
Abstract

The Yang-Mills heat equation is the gradient flow corresponding to the Yang-Mills functional. It was initially introduced by S. K. Donaldson to study the existence of irreducible Yang-Mills connections on the projective plane. In this talk, we will consider this equation over compact three-manifolds with boundary. It is a nonlinear weakly parabolic equation, but we will see how one can prove long-time existence and uniqueness of solutions by gauge symmetry breaking. We will also demonstrate some strong regularization results for the solution and see how they lead to detailed short-time asymptotic estimates, as well as the long-time convergence of the Wilson loop functions. 

  • Stochastic Analysis Seminar
20 February 2017
15:45
HAKAN HEDENMALM
Abstract

Motivated by a problem in quasiconformal mapping, we introduce a new type of problem in complex analysis, with its roots in the mathematical physics of the Bose-Einstein condensates in superconductivity.The problem will be referred to as \emph{geometric zero packing}, and is somewhat analogous to studying Fekete point configurations.The associated quantity is a density, denoted  $\rho_\C$ in the planar case, and $\rho_{\mathbb{H}}$ in the case of the hyperbolic plane.We refer to these densities as \emph{discrepancy densities for planar and hyperbolic zero packing}, respectively, as they measure the impossibility of atomizing the uniform planar and hyperbolic area measures.The universal asymptoticvariance $\Sigma^2$ associated with the boundary behavior of conformal mappings with quasiconformal extensions of small dilatation is related to one of these discrepancy densities: $\Sigma^2= 1-\rho_{\mathbb{H}}$.We obtain the estimates$2.3\times 10^{-8}<\rho_{\mathbb{H}}\le0.12087$, where the upper estimate is derived from the estimate from below on $\Sigma^2$ obtained by Astala, Ivrii, Per\"al\"a,  and Prause, and the estimate from below is much more delicate.In particular, it follows that $\Sigma^2<1$, which in combination with the work of Ivrii shows that the maximal fractal dimension of quasicircles conjectured by Astala cannot be reached.Moreover, along the way, since the universal quasiconformal integral means spectrum has the asymptotics$\mathrm{B}(k,t)\sim\frac14\Sigma^2 k^2|t|^2$ for small $t$ and $k$, the conjectured formula $\mathrm{B}(k,t)=\frac14k^2|t|^2$ is not true.As for the actual numerical values of the discrepancy density $\rho_\C$, we obtain the estimate from above $\rho_\C\le0.061203\ldots$ by using the equilateral triangular planar zero packing, where the assertion that equality should hold can be attributed to Abrikosov. The values of $\rho_{\mathbb{H}}$ is expected to be somewhat close to the value of $\rho_\C$.

  • Stochastic Analysis Seminar
20 February 2017
14:15
LOUIS ELLAM
Abstract

One of the challenges of 21st-century science is to model the evolution of complex systems.  One example of practical importance is urban structure, for which the dynamics may be described by a series of non-linear first-order ordinary differential equations.  Whilst this approach provides a reasonable model of urban retail structure, it is somewhat restrictive owing to uncertainties arising in the modelling process.

We address these shortcomings by developing a statistical model of urban retail structure, based on a system of stochastic differential equations.   Our model is ergodic and the invariant distribution encodes our prior knowledge of spatio-temporal interactions.  We proceed by performing inference and prediction in a Bayesian setting, and explore the resulting probability distributions with a position-specific metrolpolis-adjusted Langevin algorithm.

  • Stochastic Analysis Seminar
13 February 2017
15:45
MARK GIROLAMI
Abstract

Ambitious mathematical models of highly complex natural phenomena are challenging to analyse, and more and more computationally expensive to evaluate. This is a particularly acute problem for many tasks of interest and numerical methods will tend to be slow, due to the complexity of the models, and potentially lead to sub-optimal solutions with high levels of uncertainty which needs to be accounted for and subsequently propagated in the statistical reasoning process. This talk will introduce our contributions to an emerging area of research defining a nexus of applied mathematics, statistical science and computer science, called "probabilistic numerics". The aim is to consider numerical problems from a statistical viewpoint, and as such provide numerical methods for which numerical error can be quantified and controlled in a probabilistic manner. This philosophy will be illustrated on problems ranging from predictive policing via crime modelling to computer vision, where probabilistic numerical methods provide a rich and essential quantification of the uncertainty associated with such models and their computation. 

  • Stochastic Analysis Seminar
13 February 2017
14:15
GRAHAM CORMODE
Abstract

Identifying correlations within multiple streams of high-volume time series is a general but challenging problem.  A simple exact solution has cost that is linear in the dimensionality of the data, and quadratic in the number of streams.  In this work, we use dimensionality reduction techniques (sketches), along with ideas derived from coding theory and fast matrix multiplication to allow fast (subquadratic) recovery of those pairs that display high correlation.

Joint work with Jacques Dark

  • Stochastic Analysis Seminar
6 February 2017
15:45
AJAY CHANDRA
Abstract

 I will give a light introduction to the theory of regularity structures and then discuss recent developments with regards to renormalization within the theory - in particular I will describe joint work with Martin Hairer where multiscale techniques from constructive field theory are adapted to provide a systematic method of obtaining needed stochastic estimates for the theory. 

  • Stochastic Analysis Seminar
6 February 2017
14:15
Abstract

Abstract: Equations with small scales abound in physics and applied science. When the coefficients vary on microscopic scales, the local fluctuations average out under certain assumptions and we have the so-called homogenization phenomenon. In this talk, I will try to explain some probabilistic approaches we use to obtain the first order random fluctuations in stochastic homogenization. If homogenization is to be viewed as a law of large number type result, here we are looking for a central limit theorem. The tools we use include the Kipnis-Varadhan's method, a quantitative martingale central limit theorem and the Stein's method. Based on joint work with Jean-Christophe Mourrat. 

  • Stochastic Analysis Seminar
30 January 2017
15:45
JOSSELIN GARNIER
Abstract

Wave propagation in random media can be studied by multi-scale and stochastic analysis. We first consider the direct problem and show that, in a physically relevant regime of separation of scales, wave propagation is governed by a Schrodinger-type equation driven by a Brownian field. We study the associated moment equations and clarify the propagation of coherent and incoherent waves. Second, using these new results we design original methods for sensor array imaging when the medium is randomly scattering and apply them to seismic imaging and ultrasonic testing of concrete.

  • Stochastic Analysis Seminar
30 January 2017
14:15
Abstract

A randomly trapped random walk on a graph is a simple continuous time random walk in which the holding time at a given vertex is an independent sample from a probability measure determined by the trapping landscape, a collection of probability measures indexed by the vertices.

This is a time change of the simple random walk. For the constant speed continuous time random walk, the landscape has an exponential distribution with rate 1 at each vertex. For the Bouchaud trap model it has an exponential random variable at each vertex but where the rate for the exponential is chosen from a heavy tailed distribution. In one dimension the possible scaling limits are time changes of Brownian motion and include the fractional kinetics process and the Fontes-Isopi-Newman (FIN) singular diffusion. We extend this analysis to put these models in the setting of resistance forms, a framework that includes finitely ramified fractals. In particular we will construct a FIN diffusion as the limit of the Bouchaud trap model and the random conductance model on fractal graphs. We will establish heat kernel estimates for the FIN diffusion extending what is known even in the one-dimensional case.

 

           

  • Stochastic Analysis Seminar

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