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.

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.

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.

Recent work in regularity structures has provided a robust solution theory for a wide class of singular SPDEs. While much progress has been made on understanding the analytic and algebraic aspects of renormalisation of the driving signal, the action of the renormalisation group on the equation still needed to be performed by hand. In this talk, we aim to give a systematic description of the renormalisation procedure directly on the level of the PDE, which allows for explicit computation of the form of the renormalised equation. Joint work with Yvain Bruned, Ajay Chandra, and Martin Hairer.

In this work we study a stochastic three-dimensional Landau-Lifschitz-Gilbert equation perturbed by pure jump noise in the Marcus canonical form. We show existence of weak martingale solutions taking values in a two-dimensional sphere $\mathbb{S}^3$ and discuss certain regularity results. The construction of the solution is based on the classical Faedo-Galerkin approximation, the compactness method and the Jakubowski version of the Skorokhod Theorem for nonmetric spaces. This is a joint work with Utpal Manna (Triva

This talk will address a new link from stochastic differential equations (SDEs) to nonlinear parabolic PDEs. Starting from the necessary and sufficient condition of the path-independence of the density of Girsanov transform for SDEs, we derive characterisation by nonlinear parabolic equations of Burgers-KPZ type. Extensions to the case of SDEs on differential manifolds and the case od SDEs with jumps as well as to that of (infinite dimensional) SDEs on separable Hilbert spaces will be discussed. A perspective to stochastically deformed dynamical systems will be briefly considered.

The Hastings-Levitov models describe the growth of random sets (or clusters) in the complex plane as the result of iterated composition of random conformal maps. The correlations between these maps are determined by the harmonic measure density profile on the boundary of the clusters. In this talk I will focus on the simplest case, that of i.i.d. conformal maps, and obtain a description of the local fluctuations of the harmonic measure density around its deterministic limit, showing that these are Gaussian. This is joint work with James Norris.

Derivative-free optimisation (DFO) algorithms are a category of optimisation methods for situations when one is unable to compute or estimate derivatives of the objective, such as when the objective has noise or is very expensive to evaluate. In this talk I will present a flexible DFO framework for unconstrained nonlinear least-squares problems, and in particular discuss its performance on noisy problems.

Understanding the evolution of a solidification front is important in the study of solidification processes. Mathematically, self-similar solutions exist to the Stefan problem when the liquid domain is assumed semi-infinite, and such solutions have been extensively studied in the literature. However, in the case where the liquid region is finite and sufficiently small, such of solutions no longer hold, as in this case two solidification fronts will move toward each other and interact. We present an asymptotic analysis for the two-front Stefan problem with a small amount of constitutional supercooling and compare the asymptotic results with numerical simulations. We finally discuss ongoing work on the same problem near the time when the two fronts are close to colliding.
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Silicon is produced from quartz rock in electrode-heated furnaces by using carbon as a reduction agent. We present a model of the heat and mass transfer in an experimental pilot furnace and perform an asymptotic analysis of this model. First, by prescribing a steady state temperature profile in the furnace we explore the leading order reactions in different spatial regions. We next utilise the dominant behaviour when temperature is prescribed to reduce the full model to two coupled partial differential equations for the time-variable temperature profile within the furnace and the concentration of solid quartz. These equations account for diffusion, an endothermic reaction, and the external heating input to the system. A moving boundary is found and the behaviour on either side of this boundary explored in the asymptotic limit of small diffusion. We note how the simplifications derived may be useful for industrial furnace operation.