Wed, 10 Jun 2026
11:00
L4

A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 3/3)

Prof. Peter Friz
(TU Berlin)
Abstract

Recent advances at the interface of stochastic analysis, rough path theory, stochastic filtering, stochastic control, and mean-field systems have led to a rapidly developing framework for analyzing stochastic dynamics conditioned on common/observation noise. This mini course  will survey how rough stochastic differential equations, introduced in 2021 by A. Hocquet, K. Lê and the speaker, lead to a unifying perspective across several areas of applied probability. (Additional coauthors include F. Bugini, J. Dause, W. Stannat, H. Zhang and P.Zorin-Kranich).

 

 

 

Further Information

This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4

Wed, 03 Jun 2026
11:00
L4

A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 2/3)

Prof. Peter Friz
(TU Berlin)
Abstract

Recent advances at the interface of stochastic analysis, rough path theory, stochastic filtering, stochastic control, and mean-field systems have led to a rapidly developing framework for analyzing stochastic dynamics conditioned on common/observation noise. This mini course  will survey how rough stochastic differential equations, introduced in 2021 by A. Hocquet, K. Lê and the speaker, lead to a unifying perspective across several areas of applied probability. (Additional coauthors include F. Bugini, J. Dause, W. Stannat, H. Zhang and P.Zorin-Kranich).

 

 

Further Information

This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4

Wed, 20 May 2026
11:00
L4

A short course on Rough Stochastic Differential Equations (RSDEs) and Applications (Lecture 1/3)

Prof. Peter Friz
(TU Berlin)
Abstract
Recent advances at the interface of stochastic analysis, rough path theory, stochastic filtering, stochastic control, and mean-field systems have led to a rapidly developing framework for analyzing stochastic dynamics conditioned on common/observation noise. This mini course  will survey how rough stochastic differential equations, introduced in 2021 by A. Hocquet, K. Lê and the speaker, lead to a unifying perspective across several areas of applied probability. (Additional coauthors include F. Bugini, J. Dause, W. Stannat, H. Zhang and P.Zorin-Kranich).
 



 

Further Information

This mini course will develop in three lectures on the Wednesdays 20/5, 3/6, 10/6 at 11am in L4

Thu, 11 Jun 2026
15:00
L4

TBC

Daniel Drimbe
(University of Iowa)
Abstract

to follow

Fri, 15 May 2026
13:00
L4

Geometry and excluded-volume effects in particle systems

Maria Bruna
(Oxford University)
Abstract

I will discuss stochastic systems of interacting particles with non-overlapping constraints, which give rise to so-called excluded-volume interactions. The aim is to derive effective macroscopic equations governing the evolution of particle densities from the underlying microscopic dynamics. When particles possess nontrivial size or shape, geometric constraints become essential: they complicate the coarse-graining process and strongly influence the emergent behaviour of the system. I will present two representative examples, hard spheres and infinitely thin needles, highlighting how geometry enters the macroscopic description

Fri, 12 Jun 2026
13:00
L4

TBC

Nikola Sadovek
(Max Planck Institute of Molecular Cell Biology and Genetics)
Fri, 22 May 2026
13:00
L4

Computing the Skyscraper Invariant (joint w/ Marc Fersztand)

Jan Jendrysiak
(Max Planck Institute of Molecular Cell Biology and Genetics)
Abstract

Fersztand, Jacquard, Nanda, and Tilmann ('24) introduced the Skyscraper Invariant, a filtration of the classical rank-invariant, for multiparameter persistence modules. It is defined by considering the Harder-Narasimhan (HN) filtration of the module along a special set of stability conditions.

This talk will begin with a post-hoc motivation for considering stability conditions on persistence modules. To compute an approximation of the Skyscraper Invariant we present a technique which, exploiting the geometry of low-dimensional bifiltrations, lets us perform a brute-force computation. We compare it against Cheng's algorithm [Cheng24] which can compute HN filtrations of arbitrary acyclic quiver representations in polynomial time in the total dimension.

To avoid unnecessary recomputation in our algorithm, we ask for which stability conditions the HN filtrations are equivalent. This partition of the space of stabililty conditions is called the wall-and-chamber structure. We show that for a finitely presented d-parameter module it is given by the lower envelopes of a set of multilinear polynomials of degree d-1. For d=2 it is then easy to compute this, enabling a faster algorithm to compute the Skyscraper Invariant up to arbitrary accuracy. As a proof of concept for data analysis, we use it to compute a filtered version of the Multiparameter Landscape for large modules from real world data.

Fri, 01 May 2026
13:00
L4

Topological shape transforms for biology

Haochen Yang
(Oxford University)
Abstract

The Euler characteristic transform (ECT) is an emerging and powerful framework within topological data analysis for quantifying the geometry of shape. The applicability of ECT has been limited due to its sensitivity to noisy data. Here, we introduce SampEuler, a novel ECT-based shape descriptor designed to achieve enhanced robustness to perturbations. We provide a theoretical analysis establishing the stability of SampEuler and validate these properties empirically through pairwise similarity analyses on a benchmark dataset and showcase it on a thymus dataset. The thymus is a primary lymphoid organ that is essential for the maturation and selection of self-tolerant T cells, and within the thymus, thymic epithelial cells are organized in complex three-dimensional architectures, yet the principles governing their formation, functional organization, and remodeling during age-related involution remain poorly understood. Addressing these questions requires robust and informative shape descriptors capable of capturing subtle architectural changes across developmental stages. We develop and apply SampEuler to a newly generated two-dimensional imaging dataset of mouse thymi spanning multiple age groups, where SampEuler outperforms both persistent homology-based methods and deep learning models in detecting subtle, localized morphological differences associated with aging. To facilitate interpretation, we develop a vectorization and visualization framework for SampEuler, which preserves rich morphological information and enables identification of structural features that distinguish thymi across age groups. Collectively, our results demonstrate that SampEuler provides a robust and interpretable approach for quantifying thymic architecture and reveals age-dependent structural changes that offer new insights into thymic organization and involution.

Subscribe to L4