L3

M-theory on K3 surfaces and Heterotic Strings on T^3 give rise to dual theories in 7 dimensions. Applying this duality fibre-wise is expected to connect G2 manifolds with Calabi-Yau threefolds (together with vector bundles). We make these ideas explicit for a class of G2 manifolds realized as twisted connected sums and prove the equivalence of the spectra of the dual theories. This naturally gives us examples of singular TCS G2 manifolds realizing non-abelian gauge theories with non-chiral matter.

(Joint work with Siva Athreya & Leonid Mytnik).

It is well known from the literature that ordinary differential equations (ODEs) regularize in the presence of noise. Even if an ODE is “very bad” and has no solutions (or has multiple solutions), then the addition of a random noise leads almost surely to a “nice” ODE with a unique solution. The first part of the talk will be devoted to SDEs with distributional drift driven by alpha-stable noise. These equations are not well-posed in the classical sense. We define a natural notion of a solution to this equation and show its existence and uniqueness whenever the drift belongs to a certain negative Besov space. This generalizes results of E. Priola (2012) and extends to the context of stable processes the classical results of A. Zvonkin (1974) as well as the more recent results of R. Bass and Z.-Q. Chen (2001).

In the second part of the talk we investigate the same phenomenon for a 1D heat equation with an irregular drift. We prove existence and uniqueness of the flow of solutions and, as a byproduct of our proof, we also establish path-by-path uniqueness. This extends recent results of A. Davie (2007) to the context of stochastic partial differential equations.

[1] O. Butkovsky, L. Mytnik (2016). Regularization by noise and flows of solutions for a stochastic heat equation. arXiv 1610.02553. To appear in Annal. Probab.

[2] S. Athreya, O. Butkovsky, L. Mytnik (2018). Strong existence and uniqueness for stable stochastic differential equations with distributional drift. arXiv 1801.03473.

Smooth Gaussian functions appear naturally in many areas of mathematics. Most of the talk will be about two special cases: the random plane model and the Bargmann-Fock ensemble. Random plane wave are conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator in a generic domain. The Bargmann-Fock ensemble appears in quantum mechanics and is the scaling limit of the Kostlan ensemble, which is a good model for a `typical' projective variety. It is believed that these models, despite very different origins have something in common: they have scaling limits that are described be the critical percolation model. This ties together ideas and methods from many different areas of mathematics: probability, analysis on manifolds, partial differential equation, projective geometry, number theory and mathematical physics. In the talk I will introduce all these models, explain the conjectures relating them, and will talk about recent progress in understanding these conjectures.

Based on the notion of paracontrolled distributions, existence and uniqueness results are presented for rough convolution equations. In particular, this wide class of equations includes rough differential equations with possible delay, stochastic Volterra equations, and moving average equations driven by Lévy processes. The talk is based on a joint work with Mathias Trabs.

McKean-Vlasov SDEs are SDEs where  the coefficients depend on the law of the solution to the SDE. Their interest is in the links with nonlinear PDEs on one side (the SDE-related Fokker-Planck equation is nonlinear) and with interacting particles on the other side: the McKean-Vlasov SDE be approximated by a system of weakly coupled SDEs. In this talk we consider McKean-Vlasov SDEs with irregular drift: though well-posedness for this SDE is not known, we show a large deviation principle for the corresponding interacting particle system. This implies, in particular, that any limit point of the particle system solves the McKean-Vlasov SDE. The proof combines rough paths techniques and an extended Vanrdhan lemma.

This is a joint work with Thomas Holding.

 Consider dY(t)=f(X(t))dX(t), where X(t) is a pure jump Levy process with finite p-variation norm, 1<= p < 2, and f is a Lipchitz continuous function. Following the geometric solution construction of Levy-driven stochastic differential equations in (Williams 2001), we develop a class of epsilon-strong simulation algorithms that allows us to construct a probability space, supporting both the geometric solution Y and a fully simulatable process Y_epsilon, such that Y_epsilon is within epsilon distance from Y under the uniform metric on compact time intervals with probability 1. Moreover, the users can adaptively choose epsilon’ < epsilon, so that Y_epsilon’ can be constructed conditional on Y_epsilon. This tolerance-enforcement feature allows us to easily combine our algorithm with Multilevel Monte Carlo for efficient estimation of expectations, and adding as a benefit a straightforward analysis of rates of convergence. This is joint with Jose Blanchet, Fei He and Offer Kella.

We present a support theorem for subcritical parabolic stochastic partial differential equations (SPDEs) driven by Gaussian noises. In the spirit of the classical theorem by Stroock and Varadhan for ordinary stochastic differential equations, we identify the support of the solution to singular SPDEs with the closure of the union of the support of solutions to approximate and renormalized equations. We implement our approach in the setting of regularity structures and obtain a general result covering a range of singular SPDEs (including $\Phi^4_3$, $\Phi^d_2$, KPZ, PAM (2D+3D), SHE, ...). As a Corollary to our result we obtain the uniqueness of invariant measures for various interesting SPDEs. This is a joint work with Martin Hairer.

We present a numerical investigation of stochastic transport for the damped and driven incompressible 2D Euler fluid flows. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a physically meaningful, data-driven approach for decomposing the fluid transport velocity into its drift and stochastic parts, for a certain class of fluid flows. We develop a new methodology to implement this velocity decomposition and then numerically integrate the resulting stochastic partial differential equation using a finite element discretisation. We show our numerical method is consistent.
Numerically, we perform the following analyses on this velocity decomposition. We first perform uncertainty quantification tests on the Lagrangian trajectories by comparing an ensemble of realisations of Lagrangian trajectories driven by the stochastic differential equation, and the Lagrangian trajectory driven by the ordinary differential equation. We then perform uncertainty quantification tests on the resulting stochastic partial differential equation by comparing the coarse-grid realisations of solutions of the stochastic partial differential equation with the ``true solutions'' of the deterministic fluid partial differential equation, computed on a refined grid. In these experiments, we also investigate the effect of varying the ensemble size and the number of prescribed stochastic terms. Further experiments are done to show the uncertainty quantification results "converge" to the truth, as the spatial resolution of the coarse grid is refined, implying our methodology is consistent. The uncertainty quantification tests are supplemented by analysing the L2 distance between the SPDE solution ensemble and the PDE solution. Statistical tests are also done on the distribution of the solutions of the stochastic partial differential equation. The numerical results confirm the suitability of the new methodology for decomposing the fluid transport velocity into its drift and stochastic parts, in the case of damped and driven incompressible 2D Euler fluid flows. This is the first step of a larger data assimilation project which we are embarking on. This is joint work with Colin Cotter, Dan Crisan, Darryl Holm and Igor Shevchenko.

 

I will talk about recent work that uses recent ideas from stochastic analysis to develop robust and non-parametric statistical tests for stochastic processes. 

In this talk, we will show how sharp bounds on the moments of the solutions to some stochastic heat equations can lead to various qualitative properties of the solutions. A major part of the method consists of approximating the solution by “independent quantities”. These quantities together with the moments bounds give us sharp almost sure properties of the solution.