In this work we study a stochastic three-dimensional Landau-Lifschitz-Gilbert equation perturbed by pure jump noise in the Marcus canonical form. We show existence of weak martingale solutions taking values in a two-dimensional sphere $\mathbb{S}^3$ and discuss certain regularity results. The construction of the solution is based on the classical Faedo-Galerkin approximation, the compactness method and the Jakubowski version of the Skorokhod Theorem for nonmetric spaces. This is a joint work with Utpal Manna (Triva

# Past Stochastic Analysis Seminar

This talk will address a new link from stochastic differential equations (SDEs) to nonlinear parabolic PDEs. Starting from the necessary and sufficient condition of the path-independence of the density of Girsanov transform for SDEs, we derive characterisation by nonlinear parabolic equations of Burgers-KPZ type. Extensions to the case of SDEs on differential manifolds and the case od SDEs with jumps as well as to that of (infinite dimensional) SDEs on separable Hilbert spaces will be discussed. A perspective to stochastically deformed dynamical systems will be briefly considered.

I will described how ideas from constructive quantum field theory can be adapted to produce a systematic approach for analytic renormalization in the theory of regularity structures.

The Hastings-Levitov models describe the growth of random sets (or clusters) in the complex plane as the result of iterated composition of random conformal maps. The correlations between these maps are determined by the harmonic measure density profile on the boundary of the clusters. In this talk I will focus on the simplest case, that of i.i.d. conformal maps, and obtain a description of the local fluctuations of the harmonic measure density around its deterministic limit, showing that these are Gaussian. This is joint work with James Norris.

If we fix a rectangle in the affine real space and if we choose at random a real polynomial with given degree d, the probability P(d) that a component of its vanishing locus crosses the rectangle in its length is clearly positive. But is P(d) uniformly bounded from below when d increases? I will explain a positive answer to a very close question involving real analytic functions. This is a joint work with Vincent Beffara.

The Ising model is one of the most classical statistical mechanics model, which has seen spectacular mathematical and physical developments for almost a century. The description of its scaling limit at the phase transition is at the center of a fascinating (conjectured) connection between statistical mechanics and field theories. I will discuss how recent mathematical progress allows one to make the connection between the two-dimensional Ising model and Conformal Field Theory rigorous. If time allows, I will discuss the insight this gives one into related models and field theories.

Based off joint works with S. Benoist, D. Chelkak, H. Duminil-Copin, R. Gheissari, K. Izyurov, F. Johansson-Viklund, K. Kytölä, S. Park and S. Smirnov

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.

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.

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 $\rho_\C$.

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.