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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Dean-Kawasaki equation with singular non-local interactions：well-posedness and large deviations
奇异非局部 相互作用 Dean-Kawasaki方程 适定性 大偏差
2023/11/13
The Dean-Kawasaki equation with non-local singular interactions and correlated noise will be introduced, which describes the evolution of the density function for a system of finitely many particles g...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Convergence analysis of one-point large deviations rate functions of numerical methods for stochastic wave equations with small noise
小噪声 随机波动方程 数值方法 单点大偏差率 函数收敛分析
2023/4/21
In this talk, we present the pointwise convergence of one-point large deviations rate functions (LDRFs) of the spatial finite difference method and further the fully discrete method based on the tempo...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations principle for weighted means of a recursive numerical method for ergodic SDEs
遍历 SDE递归 数值方法 加权均值 大偏差原理
2023/4/24
For ergodic SDEs, their ergodic limits are usually approximated by the suitable means of numerical methods. To reveal the numerical asymptotic behavior, we study the large deviations principle (LDP) f...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements IV: the entropic repulsion phenomenon and other types of large deviations
随机交错 大偏差 熵斥力现象 大偏差
2023/5/8
In this lecture, I will talk about how to control the deviation of the occupation-time profile conditioned on disconnection so that this conditioning makes the model exhibit a phenomenon generally kno...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements III: Disconnection probabilities for random interlacements
随机交错 大偏差 随机交错 断开概率
2023/5/8
In this lecture, I will discuss how ``tilted interlacements’’ and ``solidification of porous surfaces’’, two specific realizations of the change-of-measure and coarse graining ideas respectively, prod...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements II: tilted interlacements and solidification of porous surfaces
随机交错 大偏差 倾斜交错 多孔表面 固化
2023/5/10
In this lecture, I will discuss how tilting and coarse graining, two key ideas in modern probability, come into play in deriving respectively the lower and upper bounds of the asymptotic probability i...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements I: Large deviation principle of occupation measures
随机交错 大偏差 占用措施 大偏差原则
2023/5/10
In this lecture, I will talk about the large deviation problems in random interlacements, in particular the LDP of the occupation measure, and discuss its relations to sharp asymptotic probabilities o...