University of British Colombia

We use energy estimates to derive new bounds on the eigenvalues of a generic form of double saddle-point matrices, with and without regularization terms. Results related to inertia and algebraic multiplicity of eigenvalues are also presented. The analysis includes eigenvalue bounds for preconditioned matrices based on block-diagonal Schur complement-based preconditioners, and it is shown that in this case the eigenvalues are clustered within a few intervals bounded away from zero. The analytical observations are linked to a few multiphysics problems of interest. This is joint work with Susanne Bradley.

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I will consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. A PDE (free boundary problem) approach is used to address the problem in general dimensions with space-time inhomogeneous costs given by Lagrangian integrals along the paths.  An Eulerian---mass flow---formulation of the problem is introduced. Its dual is given by Hamilton-Jacobi-Bellman type variational inequalities.  Our key result is the existence (in a Sobolev class) of optimizers for this new dual problem, which in turn determines a free boundary, where the optimal Skorokhod transport drops the mass in space-time. This complements and provides a constructive PDE alternative to recent results of Beiglb\"ock, Cox, and Huesmann, and is a first step towards developing a general optimal mass transport theory involving mean field interactions and noise.

While there have been recent advances for analyzing the complex deterministic
behavior of systems with discontinuous dynamics, there are many open questions about
understanding and predicting noise-driven and noise-sensitive phenomena in the
non-smooth context.  Stochastic effects can often change the picture dramatically,
particularly if multiple time scales are present.  We demonstrate novel approaches
for exploring and explaining surprising phenomena driven by the interplay of
nonlinearities, delays, randomness, in specific applications with piecewise smooth
dynamics - nonlinear models of balance,  relay control, and impacting dynamics.
Effective techniques typically depend on the combination of mathematical techniques,
multiple scales techniques, and phenomenological intuition from seemingly unrelated
canonical models of biophysics, mechanics, and chemical dynamics.  The appropriate
strategy is not always immediately obvious from the area of application or model
type. This gap may follow from the limited attention that stochastic models with
discontinuous dynamics have received in the past, or it may be the reason for this
limited attention.  Combining the geometrical perspective with asymptotic approaches
in physical and phase space appears to be a critical part of developing effective
approaches.

Abstract: We study measures on half planar maps that satisfy a natural domain Markov property. I will discuss their classification and some of their geometric properties. Joint work with Gourab Ray.