Fri, 19 May 2017

10:00 - 11:00
L4

Neutron reflection from mineral surfaces: Through thick and thin

Stuart Clarke
(BP Institute at Cambridge University)
Abstract

Conventional neutron reflection is a very powerful tool to characterise surfactants, polymers and other materials at the solid/liquid and air/liquid interfaces. Usually the analysis considers molecular layers with coherent addition of reflected waves that give the resultant reflected intensity. In this short workshop talk I will illustrate recent developments in this approach to address a wide variety of challenges of academic and commercial interest. Specifically I will introduce the challenges of using substrates that are thick on the coherence lengthscale of the radiation and the issues that brings in the structural analysis. I also invite the audience to consider if there may be some mathematical analysis that might lead us to exploit this incoherence to optimise our analysis. In particular, facilitating the removal of the 'background substrate contribution' to help us focus on the adsorbed layers of most interest.

Tue, 09 May 2017
14:30
L3

Ill-conditioning and numerical stability in radial basis functions (RBFs) using frame theory

Cécile Piret
(Michigan Technological University)
Abstract

We analyse the numerical approximation of functions using radial basis functions in the context of frames. Frames generalize the notion of a basis by allowing redundancy, while being restricted by a so-called frame condition. The theory of numerical frame approximations allows the study of ill-conditioning, inherently due to their redundancy, and suggests discretization techniques that still offer numerical stability to machine precision. We apply the theory to radial basis functions.

 

Mon, 12 Jun 2017

15:45 - 16:45
L3

A weak universality result for the parabolic Anderson model

NICOLAS PERKOWSKI
(HU Berlin)
Abstract

We consider a class of nonlinear population models on a two-dimensional lattice which are influenced by a small random potential, and we show that on large temporal and spatial scales the population density is well described by the continuous parabolic Anderson model, a linear but singular stochastic PDE. The proof is based on a discrete formulation of paracontrolled distributions on unbounded lattices which is of independent interest because it can be applied to prove the convergence of a wide range of lattice models. This is joint work with Jörg Martin.

Mon, 05 Jun 2017

15:45 - 16:45
L3

A coupling approach to the kinetic Langevin equation

ANDREAS EBERLE
(University of Bonn)
Abstract


The (kinetic) Langevin equation is an SDE with degenerate noise that describes the motion of a particle in a force field subject to damping and random collisions. It is also closely related to Hamiltonian Monte Carlo methods. An important open question is, why in certain cases kinetic Langevin diffusions seem to approach equilibrium faster than overdamped Langevin diffusions. So far, convergence to equilibrium for kinetic Langevin diffusions has almost exclusively been studied by analytic techniques. In this talk, I present a new probabilistic approach that is based on a specific combination of reflection and synchronous coupling of two solutions of the Langevin equation. The approach yields rather precise bounds for convergence to equilibrium at the borderline between the overdamped and the underdamped regime, and it may help to shed some light on the open question mentioned above.

Mon, 05 Jun 2017

14:15 - 15:15
L3

Derivative formulae and estimates for diffusion processes and semigroups

DAVID ELWORTHY
(Warwick University)
Abstract

 There is a routine for obtaining formulae for derivatives of smooth heat semigroups,and for certain heat semigroups acting on differential forms etc, established some time ago by myself, LeJan, & XueMei Li.  Following a description of this in its general form, I will discuss its applicability in some sub-Riemannian situations and to higher order derivatives.

 

Mon, 22 May 2017

15:45 - 16:45
L3

A Stratonovich-to-Skorohod conversion formula for integrals with respect to Gaussian rough paths

THOMAS CASS
(Imperial College London)
Abstract

Lyons’ theory of rough paths allows us to solve stochastic differential equations driven by a Gaussian processes X of finite p-variation. The rough integral of the solutions against X again exists. We show that the solution also belong to the domain of the divergence operator of the Malliavin derivative, so that the 'Skorohod integral' of the solution with respect to X can also be defined. The latter operation has some properties in common with the Ito integral, and a natural question is to find a closed-form conversion formula between this rough integral and its Malliavin divergence. This is particularly useful in applications, where often one wants to compute the (conditional) expectation of the rough integral. In the case of Brownian motion our formula reduces to the classical Stratonovich-to-Ito conversion formula. There is an interesting difference between the formulae obtained in the cases 2<=p<3 and 3<=p<4, and we consider the reasons for this difference. We elaborate on the connection with previous work in which the integrand is generally assumed to be the gradient of a smooth function of X_{t}; we show that our formula can recover these results as special cases. This is joint work with Nengli Lim.

Mon, 22 May 2017

14:15 - 15:15
L3

Convergence of percolation on uniform quadrangulations

JASON MILLER
(University of Cambridge)
Abstract

Let Q be a uniformly random quadrangulation with simple boundary decorated by a critical (p=3/4) face percolation configuration.  We prove that the chordal percolation exploration path on Q between two marked boundary edges converges in the scaling limit to SLE(6) on the Brownian disk (equivalently, a Liouville quantum gravity surface).  The topology of convergence is the Gromov-Hausdorff-Prokhorov-uniform topology, the natural analog of the Gromov-Hausdorff topology for curve-decorated metric measure spaces.  Our method of proof is robust and, up to certain technical steps, extends to any percolation model on a random planar map which can be explored via peeling.  Joint work with E. Gwynne.

Mon, 15 May 2017

15:45 - 16:45
L3

Well-posedness by noise for scalar conservation laws

BENJAMIN GESS
(Max Plank Institute and Unviersidad Bielefeld)
Abstract

In certain cases of (linear) partial differential equations random perturbations have been observed to cause regularizing effects, in some cases even producing the uniqueness of solutions. In view of the long-standing open problems of uniqueness of solutions for certain PDE arising in fluid dynamics such results are of particular interest. In this talk we will extend some known results concerning the well-posedness by noise for linear transport equations to the nonlinear case.

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