In this talk, we consider Dirichlet forms related to stochastic quantisation for the exp(φ)_{2}-model on the torus. We show strong uniqueness of the corresponding Dirichlet operators by applying an idea of (singular) SPDEs. This talk is based on ongoing joint work with Hirotatsu Nagoji (Kyoto University).

In this talk, I will present the generalization of scaling limit results for stochastic transport equations on torus by Flandoli, Galeati and Luo, to compact manifolds. We consider the stochastic transport equations driven by colored space-time noise(smooth in space, white in time) on a compact Riemannian manifold without boundary. Then we study the scaling limits of stochastic transport equations, tuning the noise in such a way that the space covariance of the noise on the diagonal goes to identity matrix but the covariance operator itself goes to zero, which includes the large scale analysis regime with diffusive scaling.

We obtain different scaling limits depending on the initial data. With space white noise as initial data, the solutions converge in distribution to the solution of a stochastic heat equation with additive noise. With square integrable initial data, the solutions of transport equation converge to the solution of the deterministic heat equation, and we give quantitative estimates on the convergence rate.

We present an existence and uniqueness result for nonlinear Fokker--Planck equations driven by rough paths. These equations describe the evolution of the probability distributions associated with McKean--Vlasov stochastic dynamics under (rough) common noise.  A key motivation comes from the study of interacting particle systems with common noise, where the empirical measure converges to a solution of such a nonlinear equation. 
Our approach combines rough path theory and the stochastic sewing techniques with Lions' differential calculus on Wasserstein spaces.

This is joint work with Peter K. Friz and Wilhelm Stannat.

Come chill out after a busy term and play some board games with us. We'll provide some games but feel free to bring your own!

A question we get asked all the time! We'll also be discussing the numerous ways our identities as Mathematicians are shaped by being a minority. Free lunch provided.