Mon, 28 Feb 2022

15:30 - 16:30
L3

A general criterion for the existence and uniqueness of maximal solutions for a class of Stochastic Partial Differential Equations

DAN CRISAN
((Imperial College, London))
Abstract

Modern atmospheric and ocean science require sophisticated geophysical fluid dynamics models. Among them, stochastic partial

differential equations (SPDEs) have become increasingly relevant. The stochasticity in such models can account for the effect

of the unresolved scales (stochastic parametrizations), model uncertainty, unspecified boundary condition, etc. Whilst there is an

extensive SPDE literature, most of it covers models with unrealistic noise terms, making them un-applicable to

geophysical fluid dynamics modelling. There are nevertheless notable exceptions: a number of individual SPDEs with specific forms

and noise structure have been introduced and analysed, each of which with bespoke methodology and painstakingly hard arguments.

In this talk I will present a criterion for the existence of a unique maximal strong solution for nonlinear SPDEs. The work

is inspired by the abstract criterion of Kato and Lai [1984] valid for nonlinear PDEs. The criterion is designed to fit viscous fluid

dynamics models with Stochastic Advection by Lie Transport (SALT) as introduced in Holm [2015]. As an immediate application, I show that 

the incompressible SALT 3D Navier-Stokes equation on a bounded domain has a unique maximal solution.

 

This is joint work with Oana Lang, Daniel Goodair and Romeo Mensah and it is partially supported by European Research Council (ERC)

Synergy project Stochastic Transport in the Upper Ocean Dynamics (https://www.imperial.ac.uk/ocean-dynamics-synergy/

Fri, 21 Jan 2022

14:00 - 15:00
Virtual

JART virtual social

Further Information

We'll gather virtually, to catch up and socialise after the holidays.

Mon, 07 Feb 2022

16:30 - 17:30
Virtual

Update on Nonuniform Ellipticity

Giuseppe Mingione
(Università di Parma)
Abstract

Nonuniform Ellipticity is a classical topic in PDE, and regularity of solutions to nonuniformly elliptic and parabolic equations has been studied at length. I will present some recent results in this direction, including the solution to the longstanding issue of the validity of Schauder estimates in the nonuniformly elliptic case obtained in collaboration with Cristiana De Filippis. 

Mon, 14 Feb 2022

16:30 - 17:30
L3

Stability from rigidity via umbilicity

Julian Scheuer
(Cardiff University)
Abstract

The soap bubble theorem says that a closed, embedded surface of the Euclidean space with constant mean curvature must be a round sphere. Especially in real-life problems it is of importance whether and to what extent this phenomenon is stable, i.e. when a surface with almost constant mean curvature is close to a sphere. This problem has been receiving lots of attention until today, with satisfactory recent solutions due to Magnanini/Poggesi and Ciraolo/Vezzoni.
The purpose of this talk is to discuss further problems of this type and to provide two approaches to their solutions. The first one is a new general approach based on stability of the so-called "Nabelpunktsatz". The second one is of variational nature and employs the theory of curvature flows. 

Mon, 17 Jan 2022

16:30 - 17:30

CANCELLED

Tobias Barker
(University of Bath)
Mon, 07 Mar 2022

15:30 - 16:30
L3

Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra model

XUERONG MAO
(University of Strathclyde)
Abstract

Most of SDE models in epidemics, ecology, biology, finance etc. are highly nonlinear and do not have explicit solutions. Monte Carlo simulations have played a more and more important role. This talk will point out several well-known numerical schemes may fail to preserve the positivity or moment of the solutions to SDE models. Reliable numerical schemes are therefore required to be designed so that the corresponding Monte Carlo simulations can be trusted. The talk will then concentrate on new numerical schemes for the well-known stochastic Lotka--Volterra model for interacting multi-species. This model has some typical features: highly nonlinear, positive solution and multi-dimensional. The known numerical methods including the tamed/truncated Euler-Maruyama (EM) applied to it do not preserve its positivity. The aim of this talk is to modify the truncated EM to establish a new positive preserving truncated EM (PPTEM).

 

Mon, 31 Jan 2022

15:30 - 16:30
L3

Distribution dependent SDEs driven by additive continuous and fractional Brownian noise

AVI MAYORCAS
(University of Cambridge)
Abstract

Distribution dependent equations (or McKean—Vlasov equations) have found many applications to problems in physics, biology, economics, finance and computer science. Historically, equations with either Brownian noise or zero noise have received the most attention; many well known results can be found in the monographs by A. Sznitman and F. Golse. More recently, attention has been paid to distribution dependent equations driven by random continuous noise, in particular the recent works by M. Coghi, J-D. Deuschel, P. Friz & M. Maurelli, with applications to battery modelling. Furthermore, the phenomenon of regularisation by noise has received new attention following the works of D. Davie and M. Gubinelli & R. Catellier using techniques of averaging along rough trajectories. Building on these ideas I will present recent joint work with L. Galeati and F. Harang concerning well-posedness and stability results for distribution dependent equations driven first by merely continuous noise and secondly driven by fractional Brownian motion.

 

Tue, 08 Feb 2022

14:00 - 15:00
Virtual

FFTA: Spreading processes on metapopulation models with node2vec mobility

Lingqi Meng
(The State University of New York at Buffalo)
Abstract

A metapopulation model, composed of subpopulations and pairwise connections, is a particle-network framework for epidemic dynamics study. Individuals are well-mixed within each subpopulation and migrate from one subpopulation to another, obeying a given mobility rule. While different mobility rules in metapopulation models have been studied, few efforts have been made to compare the effects of simple (i.e., unbiased) random walks and more complex mobility rules. In this talk, we study susceptible-infectious-susceptible (SIS) dynamics in a metapopulation model, in which individuals obey a second-order parametric random-walk mobility rule called the node2vec. We transform the node2vec mobility rule to a first-order Markov chain whose state space is composed of the directed edges and then derive the epidemic threshold. We find that the epidemic threshold is larger for various networks when individuals avoid frequent backtracking or visiting a neighbor of the previously visited subpopulation than when individuals obey the simple random walk. The amount of change in the epidemic threshold induced by the node2vec mobility is generally not as significant as, but is sometimes comparable with, the one induced by the change in the diffusion rate for individuals.

arXiv links: https://arxiv.org/abs/2006.04904 and https://arxiv.org/abs/2106.08080

Mon, 07 Mar 2022

16:00 - 17:00
C2

TBA

Benjamin Bedert
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