Mon, 10 Jun 2019

15:45 - 16:45
L3

Towards Geometric Integration of Rough Differential Forms

DARIO TREVISAN
(University of Pisa Italy)
Abstract

We discuss some results on integration of ``rough differential forms'', which are generalizations of classical (smooth) differential forms to similar objects involving Hölder continuous functions that may be nowhere differentiable. Motivations arise mainly from geometric problems related to irregular surfaces, and the techniques are naturally related to those of Rough Paths theory. We show in particular that such a geometric integration can be constructed substituting appropriately differentials with more general asymptotic expansions (of Stratonovich or Ito type) and by summing over a refining sequence of partitions, leading to a two-dimensional extension of the classical Young integral, that coincides with the integral introduced recently by R. Züst. We further show that Stratonovich sums gives an advantage allowing to weaken the requirements on Hölder exponents, and discuss some work in progress in the stochastic case. Based on joint works with E. Stepanov, G. Alberti and I. Ballieul.

 

Mon, 07 Nov 2016

15:45 - 16:45
L1

Mean field for interacting particles subject to environmental noise

MICHELE COGHI
(University of Pisa Italy)
Abstract

A system of interacting particles described by stochastic differential equations is considered. As opposed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to the same space-dependent noise, similar to the (no interacting) particles of the theory of diffusion of passive scalars. We prove a result of propagation of chaos and show that the limit PDE is stochastic and of in viscid type, as opposed to the case when independent noises drive the different particles. Moreover, we use this result to derive a mean field approximation of the stochastic Euler equations for the vorticity of an incompressible fluid.

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