Past Stochastic Analysis Seminar

E.g., 2019-12-13
E.g., 2019-12-13
E.g., 2019-12-13
17 June 2019
15:45
Abstract

Simple mathematical models have had remarkable successes in biology, framing how we understand a host of mechanisms and processes. However, with the advent of a host of new experimental technologies, the last ten years has seen an explosion in the amount and types of data now being generated. Increasingly larger and more complicated processes are now being explored, including large signalling or gene regulatory networks, and the development, dynamics and disease of entire cells and tissues. As such, the mechanistic, mathematical models developed to interrogate these processes are also necessarily growing in size and complexity. These detailed models have the potential to provide vital insights where data alone cannot, but to achieve this goal requires meeting significant mathematical challenges. In this talk, I will outline some of these challenges, and recent steps we have taken in addressing them.

  • Stochastic Analysis Seminar
17 June 2019
14:15
Abstract

It is well known that a rough path is uniquely determined by its signature (the collection of global iterated path integrals) up to tree-like pieces. However, the proof the uniqueness theorem is non-constructive and does not give us information about how quantitative properties of the path can be explicitly recovered from its signature. In this talk, we examine the quantitative relationship between the local p-variation of a rough path and the tail asymptotics of its signature for the simplest type of rough paths ("line segments"). What lies at the core of the work a novel technique based on the representation theory of complex semisimple Lie algebras. 

This talk is based on joint work with Horatio Boedihardjo and Nikolaos Souris

  • Stochastic Analysis Seminar
10 June 2019
15:45
DARIO TREVISAN
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.

 

  • Stochastic Analysis Seminar
10 June 2019
14:15
VEDRAN SOHINGER
Abstract

Gibbs measures of nonlinear Schrödinger equations are a fundamental object used to study low-regularity solutions with random initial data. In the dispersive PDE community, this point of view was pioneered by Bourgain in the 1990s. We study the problem of the derivation of Gibbs measures as high-temperature limits of thermal states in many-body quantum mechanics.

In our work, we apply a perturbative expansion in the interaction. This expansion is then analysed by means of Borel resummation techniques. In two and three dimensions, we need to apply a Wick-ordering renormalisation procedure. Moreover, in one dimension, our methods allow us to obtain a microscopic derivation of the time-dependent correlation functions for the cubic nonlinear Schrödinger equation. This is based partly on joint work with Jürg Fröhlich, Antti Knowles, and Benjamin Schlein.

  • Stochastic Analysis Seminar
3 June 2019
14:15
Abstract

 

Neural networks are undoubtedly successful in practical applications. However complete mathematical theory of why and when machine learning algorithms based on neural networks work has been elusive. Although various representation theorems ensures the existence of the ``perfect’’ parameters of the network, it has not been proved that these perfect parameters can be (efficiently) approximated by conventional algorithms, such as the stochastic gradient descent. This problem is well known, since the arising optimisation problem is non-convex. In this talk we show how the optimization problem becomes convex in the mean field limit for one-hidden layer networks and certain deep neural networks. Moreover we present optimality criteria for the distribution of the network parameters and show that the nonlinear Langevin dynamics converges to this optimal distribution. This is joint work with Kaitong Hu, Zhenjie Ren and Lukasz Szpruch. 

 

  • Stochastic Analysis Seminar
20 May 2019
15:45
ANTONIO LERARIO
Abstract

In this talk I will discuss some recent results that allow to approximate a real singularity given by polynomial equations of degree d (e.g. the zero set of a polynomial, or the number of its critical points of a given Morse index) with a singularity which is diffeomorphic to the original one, but it is given by polynomials of degree O(d^(1/2)log d).
The approximation procedure is constructive (in the sense that one can read the approximating polynomial from a linear projection of the given one) and quantitative (in the sense that the approximating procedure will hold for a subset of the space of polynomials with measure increasing very quickly to full measure as the degree goes toinfinity).

The talk is based on joint works with P. Breiding, D. N. Diatta and H. Keneshlou      

  • Stochastic Analysis Seminar
20 May 2019
14:15
HERBERT KOCH
Abstract

Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a periodic domain. There are two new ingredients as compared to the parabolic setting. (i) In constructing stochastic objects, we have to carefully exploit dispersion at a multilinear level. (ii) We introduce novel random operators and leverage their regularity to overcome the lack of smoothing of usual paradifferential commutators

  • Stochastic Analysis Seminar
13 May 2019
15:45
Abstract

Many singular stochastic PDEs are expected to be universal objects that govern a wide range of microscopic models in different universality classes. Two notable examples are KPZ and \Phi^4_3. In these cases, one usually finds a parameter in the system, and tunes according to the space-time scale in such a way that the system rescales to the SPDE in the large-scale limit. We justify this belief for a large class of continuous microscopic growth models (for KPZ) and phase co-existence models (for Phi^4_3), allowing microscopic nonlinear mechanisms far beyond polynomials. Aside from the framework of regularity structures, the main new ingredient is a moment bound for general nonlinear functionals of Gaussians. This essentially allows one to reduce the problem of a general function to that of a polynomial. Based on a joint work with Martin Hairer, and another joint work in progress with Chenjie Fan and Jiawei Li. 

  • Stochastic Analysis Seminar
13 May 2019
14:15
to
15:45
NIKOLAY TZETKOB
Abstract

We will start by presenting two basic probabilistic effects for questions concerning the regularity of functions and nonlinear operations on functions. We will then overview well-posedenss results for the nonlinear wave equation, the nonlinear Schr\"odinger equation and the nonlinear heat equation, in the presence of singular randomness.

  • Stochastic Analysis Seminar
29 April 2019
15:45
JEAN-CHRISTOPHE MOURRAT
Abstract

We observe a noisy version of a large rank-one matrix. Depending on the strength of the noise, can we recover non-trivial information on the matrix? This problem, interesting on its own, will be motivated by its link with a "spin glass" model, which is a model of statistical mechanics where a large number of variables interact with one another, with random interactions that can be positive or negative. The resolution of the initial question will involve a Hamilton-Jacobi equation

  • Stochastic Analysis Seminar

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