This will be the last in his sequence of an introductory lecture on Hypocoercivity for Langevin dynamics. For those who have not attended the previous lectures and are familiar with Langevin dynamics, the talk should be accessible. We will continue our discussion on convergence to equilibrium for second-order Langevin dynamics using the Poincare approach. We'll recap convergence in H^1(\mu) and then we'll talk about the direct L^2(\mu) method of Dolbeault, Mouhot, and Schmeiser, also called the DMS approach.
An emerging way to protect privacy is to replace true data by synthetic data. Medical records of artificial patients, for example, could retain meaningful statistical information while preserving privacy of the true patients. But what is synthetic data, and what is privacy? How do we define these concepts mathematically? Is it possible to make synthetic data that is both useful and private? I will tie these questions to a simple-looking problem in probability theory: how much information about a random vector X is lost when we take conditional expectation of X with respect to some sigma-algebra? This talk is based on a series of papers with March Boedihardjo and Thomas Strohmer.
Pratima Hebbar, Probability Seminar on October 21, 2021
David Aldous, Probability Seminar Sept 30, 2021 TITLE: Can one prove existence of an infectiousness threshold (for a pandemic) in very general models of disease spread? ABSTRACT: Intuitively, in any kind of disease transmission model with an infectiousness parameter, there should exist a critical value of the parameter separating a very likely from a very unlikely resulting pandemic. But even formulating a general conjecture is challenging. In the most simplistic model (SI) of transmission, one can prove this for an essentially arbitrary large weighted contact network. The proof for SI depends on a simple lemma concerning hitting times for increasing set-valued Markov processes. Can one extend to SIR or SIS models over similarly general networks, where the lemma is no longer applicable?
SEPC 2021 in honor of Elizabeth Meckes. Slides from the talks and more information are available <a href="https://services.math.duke.edu/~rtd/SEPC2021/SEPC2021.html">at this link (here).</a>
Description of some work with Elizabeth Meckes at SEPC 2021
Quasi-Stationary Distributions (QSDs) describe the long-time behaviour of killed Markov processes. The Fleming-Viot particle system provides a particle representation for the QSD of a Markov process killed upon contact with the boundary of its domain. Whereas previous work has dealt with killed Markov processes, we consider killed McKean-Vlasov processes. We show that the Fleming-Viot particle system with McKean-Vlasov dynamics provides a particle representation for the corresponding QSDs. Joint work with James Nolen.
A key question in population biology is understanding the conditions under which the species of an ecosystem persist or go extinct. Theoretical and empirical studies have shown that persistence can be facilitated or negated by both biotic interactions and environmental fluctuations. We study the dynamics of n interacting species that live in a stochastic environment. Our models are described by n dimensional piecewise deterministic Markov processes. These are processes (X(t), r(t)) where the vector X denotes the density of the n species and r(t) is a finite state space process which keeps track of the environment. In any fixed environment the process follows the flow given by a system of ordinary differential equations. The randomness comes from the changes or switches in the environment, which happen at random times. We give sharp conditions under which the populations persist as well as conditions under which some populations go extinct exponentially fast. As an example we look at the competitive exclusion principle from ecology, which says in its simplest form that two species competing for one resource cannot coexist, and show how the random switching can facilitate coexistence.
There are a number of situations in which rescaled interacting particle systems have been shown to converge to a reaction diffusion equation (RDE) with a bistable reaction term. These RDEs have traveling wave solutions. When the speed of the wave is nonzero, block constructions have been used to prove the existence or nonexistence of nontrivial stationary distributions. Here, we follow the approach in a paper by Etheridge, Freeman, and Pennington to show that in a wide variety of examples when the RDE limit has a bistable reaction term and traveling waves have speed 0, one can run time faster and further rescale space to obtain convergence to motion by mean curvature. This opens up the possibility of proving that the sexual reproduction model with fast stirring has a discontinuous phase transition, and that in Region 2 of the phase diagram for the nonlinear voter model studied by Molofsky et al there were two nontrivial stationary distributions.
We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \ge 3$. Combining this result with properties of the PDE and a block construction, we give general, and often asymptotically sharp, conditions for the existence of non-trivial stationary distributions, and for extinction of one type. As applications, we describe the phase diagrams of three systems when the parameters are close to the voter model: (i) a stochastic spatial Lotka-Volterra model of Neuhauser and Pacala, (ii) a model of the evolution of cooperation of Ohtsuki, Hauert, Lieberman, and Nowak, and (iii) a continuous time version of the non-linear voter model of Molofsky, Durrett, Dushoff, Griffeath, and Levin. The first two applications confirm conjectures of Cox and Perkins and Ohtsuki et al.
I will present a tutorial on the mathematical models utilized in molecular biology. I will begin with an introduction to the usual stochastic and deterministic models, and then introduce terminology and results from chemical reaction network theory. I will end by presenting the deficiency zero theorem in both the deterministic and stochastic settings.
The graph Laplacian has been of interest in statistics, machine learning, and theoretical computer science in areas from manifold learning to analysis of Markov chains. A common uses of the graph Laplacian has been in spectral clustering and dimension reduction. A theoretical motivation for why spectral clustering works is the Cheeger inequality which relates the eigenvalues of the graph Laplacian to how disconnected the graph is, Betti zero for topology. We ask how the Cheeger inequality extends to higher-order Laplacians, operators on simplicial complexes, and what clustering means for these higher-order operators. This is joint work with John Steenbergen Related to the graph Laplacian is the idea of random walks on graphs. We will define a random walk on simplicial complexes with a stationary distribution that is related to the k-dimensional Laplacian. The stationary distribution reveals (co)homology of the geometry of the random walk. We apply this random walk to the problem of semi-supervised learning, given some labeled observations and many unlabeled observations how does one propagate the labels.
In this talk we consider this question for a family of random walks on the square lattice. When the randomness is turned to the maximum, we have the symmetric random walk, which is known to scale to a planar Brownian motion. When the randomness is turned to zero, we have the rotor walk, for which its scaling limit is an open problem. This talk is about random walks that lie in between these two extreme cases and for which we can prove their scaling limit. This is a joint work with Lila Greco, Lionel Levine, and Boyao Li.
In this talk I will go over two examples of one-dimensional interacting particle systems: Aldous' up-the-river problem, and a modified Diffusion Limited Growth. I will explain how these systems connect to certain PDE problems with boundaries. For the up-the-river problem this connection helps to solve Aldous conjecture regarding an optimal strategy. For the modified DLA, this connection helps to characterize the scaling exponent and scaling limit of the boundary at the critical density. This talk is based on joint work with Amir Dembo and Wenpin Tang.
I will introduce and discuss a canonical notion of Brownian motion in the random geometry of Liouville quantum gravity, called Liouville Brownian motion. I will explain the construction and discuss some of its basic properties, for instance related to its heat kernel and to the time spent in the thick points of the Gaussian Free Field. Time permitting I will also discuss a derivation of the KPZ formula based on the Liouville heat kernel (joint work with C. Garban. R. Rhodes and V. Vargas).
Reliable information transmission between two sites of a network naturally leads to a percolation problem. When the information to be transmitted is quantum an exciting possibility arises: transform the network performing well chosen measurements to enhance the transmission probability. This idea, introduced recently by Acin, Cirac and Lewenstein is now systematically and successfully applied to a variety of two-dimensional networks, but open questions show that a complete theory is missing. The talk will involve some quanta, some network geometry, some percolation and, hopefully, some fun. No knowledge of quantum theory or percolation theory is assumed. Graduate students are encouraged to attend.
In this talk, I will discuss a generalized Moran process from the evolutionary game theory. The generalization incorporates arrangement of by graphs and games among individuals. For these additional features, there has been consistent interest in using general spatial structure as a way to explain the ubiquitous game behavior in biological evolutions; the introduction of games leads to technical complications as basic as nonlinearity and asymmetry in the model. The talk will be centered around a seminal finding in the evolutionary game theory that was obtained more than a decade ago. By an advanced mean-field method, it reduces the infinite-dimensional problem of solving for the game fixation probabilities to a one-dimensional diffusion problem in the limit of a large population. The recent mathematical results and some related mathematical methods will be explained.
I will discuss a version of stochastic Loewner evolution with branching introduced in my student Vivian Olsiewski Healey's 2017 thesis. Our main motivation was to find natural conformal processes that embed Aldous' continuum random tree in the upper half plane. Unlike previous attempts that rely on lattice models or conformal welding, our model relies on a careful choice of driving measure in the Loewner evolution and the theory of continuous state branching processes. The most important feature of our model is that it has a very nice scaling limit, where the driving measure is a superprocess.
Abstract:One way to convince ourselves that no cooperation can evolve among defectors is via a simple yet one of the most famous games in all of game theory - the Prisoners dilemma (PD) game. The players of this game adopt one of the two strategies: a) a cooperator who pays a cost so that another individual can receive a benefit, or b) a defector who can receive benefits, but it has no cost as it does not deal out any benefits at all. As seen from this formulation, no rational individual would opt to be a cooperator. Yet, we can see cooperation everywhere around us and thus (assuming defectors were here first) there must exist at least one mechanism for its evolution. Nowak (2006, 2012) discusses several of such mechanisms, including the kin selection by which cooperation can spread if the benefits go primarily to genetic relatives. In this talk we will introduce a simple PD-like asymmetric matrix game and show how Hamiltons rule can easily be recovered. We will also introduce a simple PD-like symmetric matrix game to model the evolution of cooperation via greenbeard mechanism, which can be seen as a special case of kin selection.
Abstract: One of the most dynamic areas of probability theory is the study of the behaviour of discrete optimization problems on random inputs. My talk will focus on the probabilistic analysis of one of the first and foundational combinatorial optimization problems: the minimum spanning tree problem. The structure of a random minimum spanning tree (MST) of a graph G turns out to be intimately linked to the behaviour of critical and near-critical percolation on G. I will describe this connection and some of my results, alone and with coauthors, on the structure, scaling limits, and volume growth of random MSTs. It turns out that, on high-dimensional graphs, random minimum spanning trees are expected to be three-dimensional when viewed intrinsically, and six-dimensional when viewed as embedded objects.
Zsolt Pajor-Gyulai : Stochastic approach to anomalous diffusion in two dimensional, incompressible, periodic, cellular flows.- Uploaded by root ( 70 Views )
It is a well known fact that velocity grandients in a flow change the dispersion of a passive tracer. One clear manifestation of this phenomenon is that in systems with homogenization type diffusive long time/large scale behavior, the effective diffusivity often differs greatly from the molecular one. An important aspect of these well known result is that they are only valid on timescales much longer than the inverse diffusivity. We are interested in what happens on shorter timescales (subhomogenization regimes) in a family of two-dimensional incompressible periodic flows that consists only of pockets of recirculations essentially acting as traps and infinite flowlines separating these where significant transport is possible. Our approach is to follow the random motion of a tracer particle and show that under certain scaling it resembles time-changed Brownian motions. This shows that while the trajectories are still diffusive, the variance grows differently than linear.
The goal of this talk is to further a joint project involving Carla Staver, Simon Levin, Rick Durrett, and Ruibo Ma. The puzzle is: why can savannah and forest display stable coexistence when this is not possible in a spatially homogeneous system.