We consider an ensemble of N interacting particles modeled by a system of N stochastic differential equations (SDEs). The coefficients of the SDEs are taken to be such that as N approaches infinity, the system undergoes Kac’s propagation of chaos, and is well-approximated by the solution to a McKean-Vlasov Equation. Rare but possible deviations of the behavior of the particles from this limit may reflect a catastrophe, and computing the probability of such rare events is of high interest in many applications. In this talk, we design an importance sampling scheme which allows us to numerically compute statistics related to these rare events with high accuracy and efficiency for any N. Standard Monte Carlo methods behave exponentially poorly as N increases for such problems. Our scheme is based on subsolutions of a Hamilton-Jacobi-Bellman (HJB) Equation on Wasserstein Space which arises in the theory of mean-field control. This HJB Equation is seen to be connected to the large deviations rate function for the empirical measure on the ensemble of particles. We identify conditions under which our scheme is provably asymptotically optimal in N in the sense of log-efficiency. We also provide evidence, both analytical and numerical, that with sufficient regularity of the solution to the HJB Equation, our scheme can have vanishingly small relative error as N increases.
We discuss new methods for using the Heegaard Floer homology of hypersurfaces to distinguish between smooth closed 4-manifolds that are homeomorphic but non-diffeomorphic. Specifically, for a 4-manifold X with b_1(X)=1, the minimum rank of the reduced Heegaard Floer homology of any embedded 3-manifold X representing a generator of H_1(X) gives a diffeomorphism invariant of X. We use this invariant to distinguish certain infinite families of exotic 4-manifolds that cannot be distinguished by previously known techniques. Using related ideas, we also provide the first known examples of (non-simply-connected) exotic 4-manifolds with negative definite intersection form. This is joint work with Tye Lidman and Lisa Piccirillo.