## Oliver Tough : The Fleming-Viot Particle System with McKean-Vlasov dynamics

- Probability,Uploaded Videos ( 1332 Views )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.

## Zoe Huang : Motion by mean curvature in interacting particle systems

- Probability,Uploaded Videos ( 1254 Views )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.

## Alex Hening : Stochastic persistence and extinction

- Probability,Uploaded Videos ( 1224 Views )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.

## Didong Li : Learning & Exploiting Low-Dimensional Structure in High-Dimensional Data

- Probability ( 240 Views )Data lying in a high dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower-dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace and the unknown density, and exploiting such approximations in clustering, data compression, and building of predictive models. Most of the literature relies on approximating subspaces and densities using a locally linear, and potentially multiscale, dictionary with Gaussian kernels. In this talk, we propose a simple and general alternative, which instead uses pieces of spheres, or spherelets, to locally approximate the unknown subspace. I will also introduce a curved kernel called the Fisherâ??Gaussian (FG) kernel which outperforms multivariate Gaussians in many cases. Theory is developed showing that spherelets can produce lower covering numbers and mean square errors for many manifolds, as well as the posterior consistency of the Dirichlet process mixture of the FG kernels. Time permitting, I will also talk about an ongoing project about stochastic differential geometry.

## Stanislav Molchanov : On the random analytic functions

- Probability ( 230 Views )The talk will contain a review of several recent results on the analytic continuation of the random analytic functions. We will start from the classical theorem on the random Taylor series (going to BorelÂ? s school), but the main subject will be the random zeta Â? function (which was introduced implicitly by Cramer) and its generalizations. We will show that Â?true primes are not truly random Â?, since zeta Â? functions for the random Â?pseudo-primesÂ? (in the spirit of Cramer) have no analytic continuation through the critical line Re (z) = 1/2.

## John McSweeney : A Nonuniform Stochastic Coalescent Process with applications to Biology and Computer Science

- Probability ( 225 Views )Viewed forwards in time, a population reproducing according to some random mechanism can be thought of as a branching process. What if it is viewed backwards? We can take a sample of individuals from the current generation and trace their genealogy backwards, and for instance find their most recent common ancestor; this is known as a coalescent process. If we know a population's random mating process, but have no actual data as to what the phylogenetic tree looks like, how do we derive the distribution of the time until its most recent common ancestor? I will discuss a variant on the classical Wright-Fisher reproductive model and deduce some parameter thresholds for emergence of different qualitative features of the tree. An isomorphic problem may also be useful in computer science for bounding the running time of certain random sampling algorithms.

## David Herzog : Supports of Degenerate Diffusion Processes: The Case of Polynomial Drift and Additive Noise

- Probability ( 223 Views )We discuss methods for computing supports of degenerate diffusion processes. We assume throughout that the diffusion satisfies a stochastic differential equation on R^{d} whose drift vector field X_{0} is ``polynomial'' and whose noise coefficients are constant. The case when each component of X_{0} is of odd degree is well understood. Hence we focus our efforts on X_{0} having at least one or more components of even degree. After developing methods to handle such cases, we shall apply them to specific examples, e.g. the Galerkin truncations of the Stochastic Navier-Stokes equation, to help establish ergodic properties of the resulting diffusion. One benefit to our approach is that, to prove such consequences, all we must do is compute certain
Lie brackets.

## Shankar Bhamidi : Flows, first passage percolation and random disorder in networks

- Probability ( 220 Views )Consider a connected network and suppose each edge in the network has a random positive edge weight. Understanding the structure and weight of the shortest path between nodes in the network is one of the most fundamental problems studied in modern probability theory and goes under the name first passage percolation. It arises as a fundamental building block in many interacting particle system models such as the spread of epidemics on networks. To a large extent such problems have been only studied in the context of the n-dimensional lattice. In the modern context these problems take on an additional significance with the minimal weight measuring the cost of sending information while the number of edges on the optimal path (hopcount) representing the actual time for messages to get between vertices in the network. Given general models of random graphs with random edge costs, can one develop techniques to analyze asymptotics of functionals of interest which are robust to the model formulation? The aim of this talk is to describe a heuristic based on continuous time branching processes which gives very easily, a wide array of asymptotic results for random network models in terms of the Malthusian rate of growth and the stable age distribution of associated branching process. These techniques allow us to solve not only first passage percolation problems rigorously but also understand functionals such as the degree distribution of shortest path trees, congestion across edges as well as asymptotics for Â?betweeness centralityÂ? a concept of crucial interest in social networks, in terms of Cox processes and extreme value distributions. These techniques also allow one to exactly solve models of Â?weak disorderÂ? in the context of the stochastic mean field model of distance, a model of great interest in probabilistic combinatorial optimization.

## Li-Cheng Tsai : Interacting particle systems with moving boundaries

- Probability ( 218 Views )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 AldousÂ? 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.

## Ofer Zeitouni : Slowdown in Branching random walks and the inhomogeneous KPP equation

- Probability ( 207 Views )The classical result of Bramson gives a precise logarithmic correction to the speed of front propagation in one dimensional branching random walks and Brownian motions. I will discuss several variants of this model where the slowdown term is not classical.

## Hendrik Weber : Convergence of the two-dimensional dynamic Ising-Kac model

- Probability ( 207 Views )The Ising-Kac model is a variant of the ferromagnetic Ising model in which each spin variable interacts with all spins in a neighbourhood of radius $\ga^{-1}$ for $\ga \ll1$ around its base point. We study the Glauber dynamics for this model on a discrete two-dimensional torus $\Z^2/ (2N+1)\Z^2$, for a system size $N \gg \ga^{-1}$ and for an inverse temperature close to the critical value of the mean field model. We show that the suitably rescaled coarse-grained spin field converges in distribution to the solution of a non-linear stochastic partial differential equation. This equation is the dynamic version of the $\Phi^4_2$ quantum field theory, which is formally given by a reaction diffusion equation driven by an additive space-time white noise. It is well-known that in two spatial dimensions, such equations are distribution valued and a \textit{Wick renormalisation} has to be performed in order to define the non-linear term. Formally, this renormalisation corresponds to adding an infinite mass term to the equation. We show that this need for renormalisation for the limiting equation is reflected in the discrete system by a shift of the critical temperature away from its mean field value. This is a joint work with J.C. Mourrat (Lyon).

## Robin PEMANTLE : Zeros of random analytic functions and their derivatives

- Probability ( 207 Views )I will discuss a series of results concerning the effect of the derivative operator on the locations of the zeros of a random analytic function. Two models are considered. In the first, the zeros are chosen IID from some measure on the complex plane. In the second, the zeros are chosen to be a Poisson point process on the real line. Repeated differentiation results in a nearly deterministic zero set.

## Scott Schmidler : Mixing times for non-stationary processes

- Probability ( 204 Views )Markov chain methods for Monte Carlo simulation of complex physical or statistical models often require significant tuning. Recent theoretical progress has renewed interest in "adaptive" Markov chain algorithms which learn from their sample history. However, these algorithms produce non-Markovian, time-inhomogeneous, irreversible stochastic processes, making rigorous analysis challenging. We show that lower bounds on the mixing times of these processes can be obtained using familiar ideas of hitting times and conductance from the theory of reversible Markov chains. The bounds obtained are sufficient to demonstrate slow mixing of several recently proposed algorithms including adaptive Metropolis kernels and the equi-energy sampler on some multimodal target distributions. These results provide the first non-trivial bounds on the mixing times of adaptive MCMC samplers, and suggest a way of classifying adaptive schemes that leads to new hybrid algorithms. Many open problems remain.

## David Sivakoff : Nucleation scaling in jigsaw percolation

- Probability ( 203 Views )Jigsaw percolation is a nonlocal process that iteratively merges elements of a partition of the vertices in a deterministic puzzle graph according to the connectivity properties of a random collaboration graph. We assume the collaboration graph is an Erdos-Renyi graph with edge probability p, and investigate the probability that the puzzle graph is solved, that is, that the process eventually produces the partition {V}. In some generality, for puzzle graphs with N vertices of degrees about D, this probability is close to 1 or 0 depending on whether pD(log N) is large or small. We give more detailed results for the one dimensional cycle and two dimensional torus puzzle graphs, where in many instances we can prove sharp phase transitions.

## Rick Durrett : Voter Model Perturbations

- Probability ( 202 Views )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.

## F. Baudoin : Functional Inequalities: Probability and geometry in interaction

- Probability ( 202 Views )The talk will be an introduction to the world of functional inequalities with a geometric content. I will in particular focus on the family of log-Sobolev and Sobolev inequalities and show how these inequalities are closely connected to the geometry of the ambient space. I will mainly follow the Bakry-Ledoux approach to these inequalities which is is based on the notion of intrinsic curvature of a diffusion operator and at the end of the presentation will explain how these ideas have recently been used in sub-Riemannian geometry.

## Antonio Auffinger : The Parisi Formula: duality and equivalence of ensembles.

- Probability ( 200 Views )In 1979, G. Parisi predicted a variational formula for the thermodynamic limit of the free energy in the Sherrington-Kirkpatrick model and described the role played by its minimizer, called the Parisi measure. This remarkable formula was proven by Talagrand in 2006. In this talk I will explain a new representation of the Parisi functional that finally connects the temperature parameter and the Parisi measure as dual parameters. Based on joint-works with Wei-Kuo Chen.

## Erika Berenice Roldan Roa : Asymptotic behavior of the homology of random polyominoes

- Probability ( 197 Views )In this talk we study the rate of growth of the expectation of the number of holes (the rank of the first homology group) in a polyomino with uniform and percolation distributions. We prove the existence of linear bounds for the expected number of holes of a polyomino with respect to both the uniform and percolation distributions. Furthermore, we exhibit particular constants for the upper and lower bounds in the uniform distribution case. This results can be extend, using the same techniques, to other polyforms and higher dimensions.

## Maria Gordina : Gaussian type analysis on infinite-dimensional Heisenberg groups

- Probability ( 183 Views )This is a joint work with B.Driver. The groups in question are modeled on an abstract Wiener space. Then a group Brownian motion is defined, and its properties are studied in connection with the geometry of this group. The main results include quasi-invariance of the heat kernel measure, log Sobolev inequality (following a bound on the Ricci curvature), and the Taylor isomorphism to the corresponding Fock space. The latter is a version of the Ito-Wiener expansion in the non-commutative setting.

## Yu Gu : Scaling limits of random fluctuations in homogenization of divergence form operators

- Probability ( 182 Views )Recently, quantitative stochastic homogenization of operators in divergence form has witnessed important progress. Our goal is to go beyond the error bound to analyze statistical fluctuations around the homogenized limit. We prove a pointwise two-scale expansion and a large scale central limit theorem for the solution. The approach is probabilistic. The main ingredients include the Kipnis-Varadhan method applied to symmetric diffusion in random environment, a quantitative martingale central limit theorem, the Helffer-Sjostrand covariance representation and Stein's method. This is joint work with Jean-Christophe Mourrat.

## David Andeerson : Stochastic models of biochemical reaction systems

- Probability ( 182 Views )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 Â?deficiency zeroÂ? theorem in both the deterministic and stochastic settings.

## Alex Blumenthal : Chaotic regimes for random dynamical systems

- Probability ( 168 Views )It is anticipated that chaotic regimes (e.g., strange attractors) arise in a wide variety of dynamical systems, including those arising from the study of ensembles of gas particles and fluid mechanics. However, in most cases the problem of rigorously verifying asymptotic chaotic regimes is notoriously difficult. For volume-preserving systems (e.g., incompressible fluid flow or Hamiltonian systems), these issues are exemplified by coexistence phenomena: even in quite simple models which should be chaotic, e.g. the Chirikov standard map, completely opposite dynamical regimes (elliptic islands vs. hyperbolic sets) can be tangled together in phase space in a convoluted way. Recent developments have indicated, however, that verifying chaos is tractable for systems subjected to a small amount of noiseâ?? from the perspective of modeling, this is not so unnatural, as the real world is inherently noisy. In this talk, I will discuss two recent results: (1) a large positive Lyapunov exponent for (extremely small) random perturbations of the Chirikov standard map, and (2) a positive Lyapunov exponent for the Lagrangian flow corresponding to various incompressible stochastic fluids models, including stochastic 2D Navier-Stokes and 3D hyperviscous Navier-Stokes on the periodic box. The work in this talk is joint with Jacob Bedrossian, Samuel Punshon-Smith, Jinxin Xue and Lai-Sang Young.

## Leonid Koralov : An Inverse Problem for Gibbs Fields

- Probability ( 168 Views )It is well known that for a regular stable potential of pair interaction and a small value of activity one can define the corresponding Gibbs field (a measure on the space of configurations of points in $\mathbb{Z}^d$ or $\mathbb{R}^d$). We consider a converse problem. Namely, we show that for a sufficiently small constant $\overline{\rho}_1$ and a sufficiently small function $\overline{\rho}_2(x)$, $x \in \mathbb{Z}^d$ or $\mathbb{R}^d$, there exist a hard core pair potential, and a value of activity, such that $\overline{\rho}_1$ is the density and $\overline{\rho}_2$ is the pair correlation function of the corresponding Gibbs field.

## Mohammad Ghomi : Topology of Locally convex hypersurfaces with prescribed boundary

- Probability ( 167 Views )An open problem in Classical Differential Geometry, posed by S. T. Yau, asks when does a simple closed curve in Euclidean 3-space bound a surface of positive curvature? We will give a survey of recent results related to this problem, including connections with the h-principle, Monge-Ampere equations, and Alexandrov spaces with curvature bounded below. In particular we will discuss joint work with Stephanie Alexander and Jeremy Wong on Topological finiteness theorems for nonnegatively curved surfaces filling a prescribed boundary, which use in part the finiteness and stability theorems of Gromov and Perelman.

## David Nualart : Regularity of the density of the stochastic heat equation

- Probability ( 165 Views )In this talk we present a recent result on the smoothness of the density for the solution of a semilinear heat equation with multiplicative space-time Gaussian white noise. We assume that the coefficients are smooth and the diffusion coefficient is not identically zero at the initial time. The proof of this result is based on the techniques of the Malliavin calculus, and the existence of negative moments for the solution of a linear heat equation with multiplicative space-time white noise.

## Lee Deville : Stochastic dynamics on networks. Emergence of collective behaviors

- Probability ( 164 Views )Dynamical systems defined on networks have applications in many fields in science and engineering. In particular, it is important to understand when networks exhibit synchronous or other types of coherent collective behaviors. Other questions include whether such coherent behavior is stable with respect to random perturbation, or how to described the detailed structure of this behavior during its evolution. We will examine the mathematical challenges of understanding these questions for networked dynamical systems with a particular focus on the dynamics of the Kuramoto oscillator model.