Probability and Stochastic Analysis Seminar at EPFL

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Upcoming Seminars


5 November 2022, Room  CM 517 

HongYi Chen (University of Illinois Chicago)

Title: How Rough Local Geometry Makes Treating Singular Equations Even Harder

Abstract: We identify conditions for which a Dirichlet space(a metric measure space with diffusion) admitting a sub-Gaussian heat kernel would be in the Da Prato-Debussche regime of the $Phi^{n+1}$ equation. For this purpose, we use heat kernel based Besov spaces, where regularity of Schwartz-type distributions is measured using the small time behavior of the heat kernel. In the process, we show how many nontrivial parts of the solution theory such as construction of paraproducts and energy estimates are made more difficult by the roughness of the underlying geometry. These difficulties in fact produce a more restrictive regime than one may first expect by typical scaling heuristics.
 
 

29  October 2025  ( Double talk  from 3-5pm at Bernoulli center)

Yu Deng (University of Chicago) 3pm

Title: The Hilbert sixth problem: particle and waves

Abstract: A major component of the Hilbert sixth problem concerns the derivation of macroscopic equations of motion, and the associated kinetic equations, from microscopic first principles. In the classical setting of Boltzmann’s kinetic theory, this corresponds to the derivation of the Boltzmann equation from particle systems governed by Newtonian dynamics; in the theory of wave turbulence, this corresponds to the derivation of the wave kinetic equation from nonlinear dispersive equations.
 
In this talk we present recent joint works with Zaher Hani and Xiao Ma, where we consider the hard sphere model in the particle setting, and the cubic nonlinear Schrödinger equation in the wave setting. In both cases we derive the corresponding kinetic equation up to arbitrarily long times, as long as the solution to this kinetic equation exists. This is a key step towards the resolution of the Hilbert sixth problem.

Joris van Winden (TU Delft)  4pm

Title: Synchronization by noise for traveling pulses

Abstract: We show synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions but are forced by the same realization of a multiplicative noise, converge to each other in probability on an appropriate time scale in the joint limit of small noise and long time. The noise is assumed to be Gaussian, white in time, colored and periodic in space, and non-degenerate only in the lowest Fourier mode. This is joint work with Christian Kuehn (TU Munich).

Monday the 27th October

Mike Cranston  (University of California Irvine)  16.15

 Room  CM 517 

Title:  The Riemann Zeta Process

 
Abstract: A classical method  for sampling a random integer Y(N) according to the uniform distribution on [0,N] is to use the Riemann zeta distribution on the integers. That is, a random integer X(s) is sampled with probability of being n equal to 1/\zeta(s)n^s, where s>1. Then the asymptotics of arithmetic functions of X(s) where s goes to 1 have been studied recently by myself, Peltzer, Mountford, Hsu and Khodiakova. 
The results are always the same as when one evaluates the arithmetic function at Y(N) and lets N go to infinity. A question comes up as to whether one can define a natural process X(s)  and whether such a process would shed any light on the nature of the integers being sampled. In this talk, we will discuss a natural method to produce such a process and explain its properties. This is joint work with Jingyuan Chen. 
 

15 October 2025  (3pm, Bernoulli center)

Jonas Toelle (Aalto University)

Title: Ergodicity and mixing for locally monotone stochastic evolution equations

Abstract: We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure for the associated ergodic Markovian Feller semigroup. We prove improved moment estimates for the solutions and the $e$-property of the semigroup.
Furthermore, we provide quantitative upper bounds for the Markovian $\varepsilon$-mixing times.
Examples include the stochastic incompressible 2D Navier-Stokes equations, shear thickening stochastic power-law fluid equations, the stochastic heat equation, as well as, stochastic semilinear equations such as the 1D stochastic Burgers equation. Joint work with Gerardo Barrera (IST Lisbon).

8 October 2025 Roman Panis (CM 1517)

A random Walk to high dimensional critical phenomenon

One of the main goals of statistical mechanics is to understand critical phenomena of lattice models. This can be achieved by computing the so-called critical exponents, which govern algebraic scaling near or at the critical point. This task is generally impossible due to the intricate interplay between the specific features of the models and the geometry of the graphs on which they are defined. A striking observation was made in the 20th century: above the upper critical dimension d_c, the geometry becomes inessential and critical exponents adopt their mean-field values (as on Cayley trees or complete graphs).

Classical approaches—renormalization group, differential inequalities with reflection positivity, and the lace expansion—are powerful yet model-specific and technically heavy. We revisit the study of the mean-field regime and introduce a unified, probabilistic framework that applies across perturbative settings, including weakly self-avoiding walk (d>4), spread-out Bernoulli percolation (d>6), and one- and two-component spin models (d>4).

Based on ongoing works with Hugo Duminil-Copin, Aman Markar, and Gordon Slade.

29 September 2025 (3pm Bernoulli center)

Zhen-Qing Chen (University of Washington)

Title: Boundary trace of symmetric reflected diffusions 

Starting  with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$ (for example, absorbing Brownian motion in a snowflake domain), one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$  through the theory of  reflected Dirichlet spaces. The boundary trace process $\check X$ of $X$ on the boundary $\partial D:=D^*\setminus D$ is the reflected diffusion process $\bar X$ time-changed by a smooth measure $\nu$ having full quasi-support on $\partial D$, which is unique up to a time change. The Dirichlet form of the trace process $\check X$ is called the trace Dirichlet form. In this talk, I will address the following two fundamental questions:

1) How to characterize the boundary trace Dirichlet space in a concrete way?
 
2) How does the boundary trace process behave? 
 
Based on a joint work with Shiping Cao.
 

23-26 September 2025  

Workshop: Young researchers in Stochastic Analysis and Stochastic Geometric Analysis

15-19 2025 

workshop: long time dynamics and deterministic systems

 

Past Seminars

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