Mon, 18 Feb 2019

15:45 - 16:45
L3

The branching-ruin number, the once-reinforced random walk, and other results

DANIEL KIOUS
(University of Bath)
Abstract

In a joint-work with Andrea Collevecchio and Vladas Sidoravicius,  we study  phase transitions in the recurrence/transience of a class of self-interacting random walks on trees, which includes the once-reinforced random walk. For this purpose, we define the branching-ruin number of a tree, which is  a natural way to measure trees with polynomial growth and therefore provides a polynomial version of the branching number defined by Furstenberg (1970) and studied by R. Lyons (1990). We prove that the branching-ruin number of a tree is equal to the critical parameter for the recurrence/transience of the once-reinforced random walk on this tree. We will also mention two other results where the branching-ruin number arises as critical parameter: first, in the context of random walks on heavy-tailed random conductances on trees and, second, in the case of Volkov's M-digging random walk.

Mon, 11 Feb 2019

15:45 - 16:45
L3

Small time asymptotics for Brownian motion with singular drift

TUSHENG ZHANG
(Manchester University)
Abstract

We consider Brownian motion with Kato class measure-valued drift.   A small time large deviation principle and a Varadhan type asymptotics for the Brownian motion with singular drift are established. We also study the existence and uniqueness of the associated Dirichlet boundary value problems.

Mon, 11 Feb 2019

14:15 - 15:15
L3

'Semilinear PDE and hydrodynamic limits of particle systems on fractals'

MICHAEL HINZ
(University Bielefeld)
Abstract

We first give a short introduction to analysis and stochastic processes on fractal state spaces and the typical difficulties involved.

We then discuss gradient operators and semilinear PDE. They are used to formulate the main result which establishes the hydrodynamic limit of the weakly asymmetric exclusion process on the Sierpinski gasket in the form of a law of large numbers for the particle density. We will explain some details and, if time permits, also sketch a corresponding large deviations principle for the symmetric case.

Mon, 04 Feb 2019

15:45 - 16:45
L3

The parabolic Anderson model in 2 d, mass- and eigenvalue asymptotics

WILLEM VAN ZUIJLEN
(WIAS Berlin)
Abstract


In this talk I present work in progress with Wolfgang König and Nicolas Perkowski on the parabolic Anderson model (PAM) with white noise potential in 2d. We show the behavior of the total mass as the time tends to infinity. By using partial Girsanov transform and singular heat kernel estimates we can obtain the mass-asymptotics by using the eigenvalue asymptotics that have been showed in another work in progress with Khalil Chouk. 

Mon, 04 Feb 2019

14:15 - 15:15
L3

Space-time localisation for the dynamic $\Phi^4_3$ model

HENDRIK WEBER
(University of Bath)
Abstract

We prove an a priori bound for solutions of the dynamic $\Phi^4_3$ equation.

This bound provides a control on solutions on a compact space-time set only in terms of the realisation of the noise on an enlargement of this set, and it does not depend on any choice of space-time boundary conditions.

We treat the  large and small scale behaviour of solutions with completely different arguments.For small scales we use bounds akin to those presented in Hairer's theory of regularity structures. We stress immediately that our proof is fully self-contained, but we give a detailed explanation of how our arguments relate to Hairer's. For large scales we use a PDE argument based on the maximum principle. Both regimes are connected by a solution-dependent regularisation procedure.

The fact that our bounds do not depend on space-time boundary conditions makes them useful for the analysis of large scale properties of solutions. They can for example be used in a compactness argument to construct solutions on the full space and their invariant measures

Mon, 28 Jan 2019

15:45 - 16:45
L3

A geometric perspective on regularity structures

YOUNESS BOUTAIB
(BERLIN UNIVERSITY)
Abstract

Abstract: We use groupoids to describe a geometric framework which can host a generalisation of Hairer's regularity structures to manifolds. In this setup, Hairer's re-expansionmap (usually denoted \Gamma) is a (direct) connection on a gauge groupoid and can therefore be viewed as a groupoid counterpart of a (local) gauge field. This definitions enables us to make the link between re-expansion maps (direct connections), principal connections and path connections, to understand the flatness of the direct connection in terms of that of the manifold and, finally, to easily build a polynomial regularity structure which we compare to the one given by Driver, Diehl and Dahlquist. (Join work with Sara Azzali, Alessandra Frabetti and Sylvie Paycha).

Mon, 28 Jan 2019

14:15 - 15:15
L3

Recent progress in 2-dimensional quantum Yang-Mills theory

THIERRY LEVY
(Paris)
Abstract

Quantum Yang-Mills theory is an important part of the Standard model built by physicists to describe elementary particles and their interactions. One approach to the mathematical substance of this theory consists in constructing a probability measure on an infinite-dimensional space of connections on a principal bundle over space-time. However, in the physically realistic 4-dimensional situation, the construction of this measure is still an open mathematical problem. The subject of this talk will be the physically less realistic 2-dimensional situation, in which the construction of the measure is possible, and fairly well understood.

In probabilistic terms, the 2-dimensional Yang-Mills measure is the distribution of a stochastic process with values in a compact Lie group (for example the unitary group U(N)) indexed by the set of continuous closed curves with finite length on a compact surface (for example a disk, a sphere or a torus) on which one can measure areas. It can be seen as a Brownian motion (or a Brownian bridge) on the chosen compact Lie group indexed by closed curves, the role of time being played in a sense by area.

In this talk, I will describe the physical context in which the Yang-Mills measure is constructed, and describe it without assuming any prior familiarity with the subject. I will then present a set of results obtained in the last few years by Antoine Dahlqvist, Bruce Driver, Franck Gabriel, Brian Hall, Todd Kemp, James Norris and myself concerning the limit as N tends to infinity of the Yang-Mills measure constructed with the unitary group U(N). 

 

Mon, 14 Jan 2019

15:45 - 16:45
L3

Nonparametric pricing and hedging with signatures

IMANOL PEREZ
(University of Oxford)
Abstract

We address the problem of pricing and hedging general exotic derivatives. We study this problem in the scenario when one has access to limited price data of other exotic derivatives. In this presentation I explore a nonparametric approach to pricing exotic payoffs using market prices of other exotic derivatives using signatures.

 

Mon, 14 Jan 2019

14:15 - 15:15
L3

On the topology of level sets of Gaussian fields

ALEJANDRO RIVERA
(University of Grenoble-Alpes)
Abstract

Abstract: Consider a gaussian field f on R^2 and a level l. One can define a random coloring of the plane by coloring a point x in black if f(x)>-l and in white otherwise. The topology of this coloring is interesting in many respects. One can study the "small scale" topology by counting connected components with fixed topology, or study the "large scale" topology by considering black crossings of large rectangles. I will present results involving these quantities.

 

Tue, 22 Jan 2019

14:00 - 14:30
L5

Halley and Newton are one step apart

Trond Steihaug
(Bergen)
Abstract

In this talk, we consider solving nonlinear systems of equations and the unconstrained minimization problem using Newton’s method methods from the Halley class. The methods in this class have in general local and third order rate of convergence while Newton’s method has quadratic convergence. In the unconstrained optimization case, the Halley methods will require the second and third derivative. Third-order methods will, in most cases, use fewer iterations than a second-order method to reach the same accuracy. However, the number of arithmetic operations per iteration is higher for third-order methods than for a second-order method. We will demonstrate that for a large class of problems, the ratio of the number of arithmetic operations of Halley’s method and Newton’s method is constant per iteration (independent of the number of unknowns).

We say that the sparsity pattern of the third derivative (or tensor) is induced by the sparsity pattern of the Hessian matrix. We will discuss some datastructures for matrices where the indices of nonzero elements of the tensor can be computed. Historical notes will be merged into the talk.

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