15:00
Distance-from-flat persistent homology transforms
Note: we would recommend to join the meeting using the Teams client for best user experience.
Note: we would recommend to join the meeting using the Teams client for best user experience.
In this talk, we consider the Cauchy problem for a number of semilinear PDEs, subject to initial data distributed according to a family of Gaussian measures.
We first discuss how the flow of Hamiltonian equations transports these Gaussian measures. When the transported measure is absolutely continuous with respect to the initial measure, we say that the initial measure is quasi-invariant.
In the high-dispersion regime, we exploit quasi-invariance to build a (unique) global flow for initial data with negative regularity, in a regime that cannot be replicated by the deterministic (pathwise) theory.
In the 0-dispersion regime, we discuss the limits of this approach, and exhibit a sharp transition from quasi-invariance to singularity, depending on the regularity of the initial measure.
We will also discuss how the same techniques can be used in the context of stochastic PDEs, and how they provide information on the invariant measures for their flow.
This is based on joint works with J. Coe (University of Edinburgh), J. Forlano (Monash University), and M. Hairer (EPFL).
An open invitation from G-Research to join them for their Oxford Pub Quiz to discover the world of Quantitative Finance through an evening of fun and games. You will need a team of up to 4. Prizes up for grabs: You can register here.
Wednesday 12th February, 18:00 - 20:00, Oxford (exact location to be confirmed after registration)
1st Place team: £250 Amazon voucher each; 2nd Place team: £100 Amazon voucher each; 3rd Place team: £50 Amazon Voucher each; plus prize rounds throughout the quiz.