This session will explore practical ways to manage your time effectively as a student. We’ll discuss how to find the right balance between revising and working on problem sheets, tools and strategies to help you plan your workload, and how to set realistic priorities. We’ll also talk about what kind of study balance makes sense over the Christmas break. Come along to pick up useful tips for staying organised, focused, and on top of your studies.

This session is likely to be most relevant for first-year undergraduates, but all are welcome.

This week's Fridays@2 will be a panel discussion focusing on what it is like to pursue a research degree. The panel will share their thoughts and experiences in a question-and-answer session, discussing some of the practicalities of being a postgraduate student, and where a research degree might lead afterwards.

This session will look at how you can get the most out of your lectures and tutorials. We’ll talk about how to prepare effectively, make lectures more productive, and understand what tutors expect from you during tutorials. You’ll leave with practical tips to help you study more confidently and make your learning time count.

This session is likely to be most relevant for first-year undergraduates, but all are welcome.

We'll discuss what mathematicians are looking for in written solutions.  How can you set out your ideas clearly, and what are the standard mathematical conventions?

This session is likely to be most relevant for first-year undergraduates, but all are welcome.

What should you expect in intercollegiate classes?  What can you do to get the most out of them?  In this session, experienced class tutors will share their thoughts, and a current student will offer tips and advice based on their experience.

All undergraduate and masters students welcome, especially Part B and MSc students attending intercollegiate classes. (Students who attended the Part C/OMMS induction event will find significant overlap between the advice offered there and this session!)

Equations of fluctuating hydrodynamics, also called Dean-Kawasaki type equations, are stochastic PDEs describing the evolution of finitely many interacting particles which obey a Langevin equation. First, we give a mathematical derivation for such equations. The focus is on systems of interacting particles described by second order Langevin equations. For such systems,  the equations of fluctuating hydrodynamics are a stochastic variant of Vlasov-Fokker-Planck equations, where the noise is white in space and time, conservative and multiplicative. We show a dichotomy previously known for purely diffusive systems holds here as well: Solutions exist only for suitable atomic initial data, but provably not for any other initial data. The class of systems covered includes several models of active matter. We will also discuss regularisations, where existence results hold under weaker assumptions. 

We develop a general framework for pathwise stochastic integration that extends Follmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of Ito, Stratonovich, and backward Ito integration. More precisely, for a continuous path admitting both quadratic variation and Levy area along a fixed sequence of partitions, we define pathwise stochastic integrals as limits of general Riemann sums and prove that they coincide with integrals defined with respect to suitable rough paths. Furthermore, we identify necessary and sufficient conditions under which the quadratic variation and the Levy area of a continuous path are invariant with respect to the choice of partition sequences.

I will present problems a stochastic variant of the classic optimal transport problem as well as a large deviation question for a mean field system of interacting particles. We shall see that those problems can be analyzed by means of a Hamilton-Jacobi equation on the space of probability measures. I will then present the main challenge on such equations as well as the current known techniques to address them. In particular, I will show how the notion of relaxed controls in this setting naturally solve an important difficulty, while being clearly interpretable in terms of geometry on the space of probability measures.