The Renormalization Group as a tool of Rigorous Probability Theory
Abstract
The Renormalization Group (RG) was pioneered by the physicist Kenneth Wilson in the early 70's and since then it has become a fundamental tool in physics. RG remains the most general philosophy for understanding how many models in statistical mechanics behave near their critical point but implementing RG analysis in a mathematically rigorous way remains quite challenging.
I will describe how analysis of RG flows translate into statements about continuum limits, universality, and cross-over phenomena - as a concrete example I will speak about some joint work with Abdelmalek Abdesselam and Gianluca Guadagni.
Triangulation of definable monotone families of compact sets
Abstract
Let $K\subset {\mathbb R}$ be a compact definable set in an o-minimal structure over $\mathbb R$, e.g. a semi-algebraic or a real analytic set. A definable family $\{S_\delta\ | 0<\delta\in{\mathbb R}\}$ of compact subsets of $K$, is called a monotone family if $S_\delta\subset S_\eta$ for all sufficiently small $\delta>\eta>0$. The main result in the talk is that when $\dim K=2$ or $\dim K=n=3$ there exists a definable triangulation of $K$ such that for each (open) simplex $\Lambda$ of the triangulation and each small enough $\delta>0$, the intersections $S_\delta\cap\Lambda$ is equivalent to one of five (respectively, nine) standard families in the standard simplex (the equivalence relation and a standard family will be formally defined). As a consequence, we prove the two-dimensional case of the topological conjecture on approximation of definable sets by compact families.
This is joint work with Andrei Gabrielov (Purdue).
Spectral volume and surface measures via the Dixmier trace for local symmetric Dirichlet spaces with Weyl type eigenvalue asymptotics
Abstract
Spectral volume and surface measures via the Dixmier trace for local symmetric Dirichlet spaces with Weyl type eigenvalue asymptotics
The purpose of this talk is to present the author's recent results of on an
operator theoretic way of looking atWeyl type Laplacian eigenvalue asymptotics
for local symmetric Dirichlet spaces.
For the Laplacian on a d-dimensional Riemannian manifoldM, Connes' trace
theorem implies that the linear functional coincides with
(a constant multiple of) the integral with respect to the Riemannian volume
measure of M, which could be considered as an operator theoretic paraphrase
of Weyl's Laplacian eigenvalue asymptotics. Here denotes a Dixmier trace,
which is a trace functional de_ned on a certain ideal of compact operators on
a Hilbert space and is meaningful e.g. for compact non-negative self-adjoint
operators whose n-th largest eigenvalue is comparable to 1/n.
The first main result of this talk is an extension of this fact in the framework
of a general regular symmetric Dirichlet space satisfying Weyl type asymptotics
for the trace of its associated heat semigroup, which was proved for Laplacians
on p.-c.f. self-simiar sets by Kigami and Lapidus in 2001 under a rather strong
assumption.
Moreover, as the second main result of this talk it is also shown that, given a
local regular symmetric Dirichlet space with a sub-Gaussian heat kernel upper
bound and a (sufficiently regular) closed subset S, a “spectral surface measure"
on S can be obtained through a similar linear functional involving the Lapla-
cian with Dirichlet boundary condition on S. In principle, corresponds to the
second order term for the eigenvalue asymptotics of this Dirichlet Laplacian, and
when the second order term is explicitly known it is possible to identify For
example, in the case of the usual Laplacian on Rd and a Lipschitz hypersurface S,is a constant multiple of the usual surface measure on S.
Maximal couplings and geometry
Abstract
Maximal couplings are couplings of Markov processes where the tail probabilities of the coupling time attain the total variation lower bound (Aldous bound) uniformly for all time. Markovian couplings are coupling strategies where neither process is allowed to look into the future of the other before making the next transition. These are easier to describe and play a fundamental role in many branches of probability and analysis. Hsu and Sturm proved that the reflection coupling of Brownian motion is the unique Markovian maximal coupling (MMC) of Brownian motions starting from two different points. Later, Kuwada proved that to have a MMC for Brownian motions on a Riemannian manifold, the manifold should have a reflection structure, and thus proved the first result connecting this purely probabilistic phenomenon (MMC) to the geometry of the underlying space.
A stochastic free boundary problem
Abstract
Motivated by stochastic models for order books in stock exchanges we consider stochastic partial differential equations with a free boundary condition. Such equations can be considered generalizations of the classic (deterministic) Stefan problem of heat condition in a two-phase medium.
Extending results by Kim, Zheng & Sowers we allow for non-linear boundary interaction, general Robin-type boundary conditions and fairly general drift and diffusion coefficients. Existence of maximal local and global solutions is established by transforming the equation to a fixed-boundary problem and solving a stochastic evolution equation in suitable interpolation spaces. Based on joint work with Marvin Mueller.
'Optimal Switching in Finite Horizon under State Constraints’
Abstract
'We study an optimal switching problem with a state constraint: the controller is only allowed to choose strategies that keep the controlled diffusion in a closed domain. We prove that the value function associated to the weak formulation of this problem is the limit of the value function associated to an unconstrained switching problem with penalized coefficients, as the penalization parameter goes to infinity. This convergence allows to set a dynamic programming principle for the constrained switching problem. We then prove that the value function is a constrained viscosity solution to a system of variational inequalities (SVI for short). We finally prove that the value function is the maximal solution to this SVI. All our results are obtained without any regularity assumption on the constraint domain.’
Special subvarieties of additive extensions
Abstract
Let ${\cal E}$ be a family of elliptic curves over a base variety defined over $\mathbb C$. An additive extension ${\cal G}$ of ${\cal E}$ is a family of algebraic groups which fits into an exact sequence of group schemes $0\rightarrow {\mathbb G}_{\rm a}\rightarrow {\cal G}\rightarrow {\cal E}\rightarrow 0$. We can define the special subvarieties of ${\cal G}$ to be families of algebraic groups over the same base contained in ${\cal G}$. The relative Manin-Mumford conjecture suggests that the intersection of a curve in ${\cal G}$ with the special subvarieties of dimension 0 is contained in a finite union of special subvarieties.
To prove this we can assume that the family ${\cal E}$ is the Legendre family and then follow the strategy employed by Masser-Zannier for their proof of the relative Manin-Mumford conjecture for the fibred product of two legendre families. This has applications to classical problems such as the theory of elementary integration and Pell's equation in polynomials.
Spin projective representations of Weyl groups, Green polynomials, and nilpotent orbits
Abstract
The classification of irreducible representations of pin double covers of Weyl groups was initiated by Schur (1911) for the symmetric group and was completed for the other groups by A. Morris, Read and others about 40 years ago. Recently, a new relation between these projective representations, graded Springer representations, and the geometry of the nilpotent cone has emerged. I will explain these connections and the relation with a Dirac operator for (extended) graded affine Hecke algebras. The talk is partly based on joint work with Xuhua He.