Tag - Differential equations

Ilya Chevyrev: Pre-Lie algebras in stochastic PDEs

21st October, 2024

In this talk, I will discuss a general method to renormalize singular stochastic partial differential equations (SPDEs) using the theory of regularity structures. It turns out that, to derive the renormalized equation, one can employ a convenient multi-pre-Lie algebra. The pre-Lie products in this algebra are reminiscent of the pre-Lie product on the Grossman-Larson algebra of trees, but come with several important twists. For the renormalization of SPDEs, the important feature of this multi-pre-Lie algebra is that it is free in a certain sense.

Hendrik Weber: Noise, differential equations and quantum fields

27th March, 2024

Stochastic Analysis is concerned with solving differential equations in the presence of highly irregular random noise terms. The field has evolved from the foundational works by Itô in the 1940s and its method are used today in numerous modelling contexts. In the first half of this talk I will present my personal take on some of this history and some of the key ideas used. In the second half, I will discuss exciting developments of the last 10 years that show how methods developed for stochastic differential equations allow to give a new perspective on the classical problem to rigorously construct quantum fields.

Katharina Schratz: Resonances as a computational tool

27th March, 2024

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full equation into a series of simpler subproblems (e.g., splitting methods). In many situations these classical schemes allow a precise and efficient approximation. This, however, drastically changes whenever non-smooth phenomena enter the scene such as for problems at low regularity and high oscillations. Classical schemes fail to capture the oscillatory nature of the solution, and this may lead to severe instabilities and loss of convergence. In this talk I present a new class of resonance based schemes. The key idea in the construction of the new schemes is to tackle and deeply embed the underlying non-linear structure of resonances into the numerical discretization. As in the continuous case, these terms are central to structure preservation and offer the new schemes strong geometric properties at low regularity.

Rafael Bailo: Pedestrian models with congestion effects

28th February, 2024

We study the validity of the dissipative Aw-Rascle system as a macroscopic model for pedestrian dynamics. The model uses a congestion term (a singular diffusion term) to enforce capacity constraints in the crowd density while inducing a steering behaviour. Furthermore, we introduce a semi-implicit, structure-preserving, and asymptotic-preserving numerical scheme which can handle the numerical solution of the model efficiently. We perform the first numerical simulations of the dissipative Aw-Rascle system in one and two dimensions. We demonstrate the efficiency of the scheme in solving an array of numerical experiments, and we validate the model, ultimately showing that it correctly captures the fundamental diagram of pedestrian flow.

Marco Cirant: On the long time behaviour of equilibria in a Kuramoto Mean Field Game

20th February, 2024

In a recent work, R. Carmona, Q. Cormier and M. Soner proposed a mean field game based on the classical Kuramoto model, originally motivated by systems of chemical and biological oscillators. Such MFG model exhibits several stationary equilibria, and the question of their ability to capture long time limits of dynamic equilibria is largely open. I will discuss in the talk how to show that, up to translations, there are two possible stationary equilibria only - the incoherent and the synchronised one - provided that the interaction parameter is large enough. Finally, I will present some local stability properties of the synchronised equilibrium.

Sebastian Munoz: Free boundary regularity and support propagation in mean-field games and optimal transport

6th December, 2023

In this talk, we present new findings on the regularity of first-order mean field games systems with a local coupling. We focus on systems where the initial density is a compactly supported function on the real line. Our results show that the solution is smooth in regions where the density is strictly positive and that the density itself is globally continuous. Additionally, the speed of propagation is determined by the behavior of the cost function for small densities. When the coupling is entropic, we demonstrate that the support of the density propagates with infinite speed. On the other hand, when f(m) = mθ with θ > 0, we prove that the speed of propagation is finite. In this case, we establish that under a natural non-degeneracy assumption, the free boundary is strictly convex and enjoys C1,1 regularity. We also establish sharp estimates on the speed of support propagation and the rate of long time decay for the density. Our methods are based on the analysis of a new elliptic equation satisfied by the flow of optimal trajectories. The results also apply to mean field planning problems, characterizing the structure of minimizers of a class of optimal transport problems with congestion.

Alessio Figalli: Generic Regularity of Free Boundaries for the Obstacle Problem

6th October, 2023

The classical obstacle problem consists of finding the equilibrium position of an elastic membrane whose boundary is held fixed and which is constrained to lie above a given obstacle. By classical results of Caffarelli, the free boundary is smooth outside a set of singular points. Explicit examples show that the singular set could be, in general, as large as the regular set. In a recent paper with Ros-Oton and Serra we show that, generically, the singular set has codimension 3 inside the free boundary, solving a conjecture of Schaeffer in dimension n≤4. The aim of this talk is to give an overview of these results.

Peng Lu: Conformal Bach flow

10th August, 2023

We introduce conformal Bach flow and establish its well-posedness on closed manifolds. We also obtain its backward uniqueness. To give an attempt to study the long-time behaviour of conformal Bach flow, assuming that the curvature and the pressure function are bounded, global and local Shi's type L2-estimate of derivatives of curvatures are derived. To make the talk more accessible, we will spend some time to survey on high-order parabolic curvature flow.

Jose Carrillo: Non-local Aggregation-Diffusion Equations: fast diffusion and partial concentration

20th July, 2023

We will discuss several recent results for aggregation-diffusion equations related to partial concentration of the density of particles. Nonlinear diffusions with homogeneous kernels will be reviewed quickly in the case of degenerate diffusions to have a full picture of the problem. Most of the talk will be devoted to discuss the less explored case of fast diffusion with homogeneous kernels with positive powers. We will first concentrate in the case of stationary solutions by looking at minimisers of the associated free energy showing that the minimiser must consist of a regular smooth solution with singularity at the origin plus possibly a partial concentration of the mass at the origin. We will give necessary conditions for this partial mass concentration to and not to happen. We will then look at the related evolution problem and show that for a given confinement potential this concentration happens in infinite time under certain conditions. We will briefly discuss the latest developments when we introduce the aggregation term.

Ilya Chevyrev: Invariant measure and universality of the 2D Yang-Mills Langevin dynamic, II

13th June, 2023

In this talk, I will present a recent work on the invariance of the 2D Yang-Mills measure for its Langevin dynamic. The Langevin dynamic both in 2D and 3D had previously been constructed in joint work with Chandra-Hairer-Shen, but it was an open problem to show the existence of an invariant measure even in 2D. In establishing this invariance, we follow Bourgain’s invariant measure argument by taking lattice approximations, but with several twists. An important one, which I will focus on, is that the approximating invariant measures require gauge-fixing, which we achieve by developing a rough version of Uhlenbeck compactness combined with rough path estimates of random walks. I will also present several corollaries of our main result, including a representation of the YM measure as a perturbation of the Gaussian free field, and a new universality result for its discrete approximations.