学术报告

Webinar on stochastic analysis 2022

Organizers:Rongchan Zhu, Xiangchan ZhuDejun Luo, Xicheng Zhang

Organization secretary: Zhengyan Wu

 

Past webinars's videos


2020 Webinars's link


2021 Webinars's link


Upcoming webinars:


New Semester



Date: 2023/03/01

Time: 10:00-11:00

Speaker: Hao Wu (吴昊)(Tsinghua university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/03/08

Time: 10:00-11:00

Speaker: Chenlin Gu (顾陈琳)(Tsinghua university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/03/15

Time: 16:00-17:00

Speaker: Qi Zhang (张奇)(Fudan university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/03/22

Time: 16:00-17:00

Speaker: Umberto Pappalettera(Bielefeld university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/03/29

Time: 10:00-11:00

Speaker: Xuan Wu (吴璇)(Chicago university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/04/05

Time: 10:00-11:00

Speaker: Sandra Cerrai(University of Maryland)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/04/12

Time: 10:00-11:00

Speaker: Deng Zhang (张登)(Shanghai jiao tong university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/04/19

Time: 17:00-18:00

Speaker: Francesco Carlo de Vecchi(University of Pisa)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video




Date: 2023/04/25

Time: 16:00-17:00

Speaker: Li Chen (陈丽)(Mannheim university)

Title: TBA

Abstract: TBA 提取码:1234

Slides: TBA 提取码:1234

Video





 

 

Past webinars:

 


Date: 2022/12/21

Time: 10:00-11:00

Speaker: Jie Xiong (熊捷)(Southern University of Science and Technology)

Title: Some SPDEs arising from branching interacting particle systems

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/12/14

Time: 16:00-17:00

Speaker: Lucio Galeati(École polytechnique fédérale de Lausanne)

Title: Singular DDSDEs driven by fractional Brownian motion

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video



Date: 2022/12/7

Time: 16:00-17:00

Speaker: Chengcheng Ling(令成成)(Technischen Universität Wien)

Title: Regularization by Noise for Singular SDES-PDES and Rough Path Theory

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/11/30

Time: 16:00-17:00

Speaker: Ilya Chevyrev(University of Edinburgh)

Title: Invariant measure and universality of the 2D Yang-Mills Langevin dynamic

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/11/23

Time: 10:00-11:00

Speaker: Fanhao Kong (孔繁淏)(Peking University)

Title: Weak universality results for singular SPDEs

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/11/16

Time: 10:00-11:00

Speaker: Weijun Xu (许惟钧)(Peking University)

Title: Periodic homogenisation for \phi^4_2

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/11/08

Time: 16:00-17:00

Speaker: Oleg Butkovsky (TU Berlin)

Title: Regularization by noise for SDEs and SPDEs beyond the Brownian case

Abstract: PDF 提取码:1234

Slides: PDF1 PDF2 提取码:1234

Video




Date: 2022/11/02

Time: 10:00-11:00

Speaker: Zhenxin Liu (柳振鑫)(Dalian University of Technology)

Title: Averaging principle for monotone SPDEs

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/10/26

Time: 10:00-11:00

Speaker: Lei Li(李磊) (Shanghai Jiao Tong University)

Title: On the ergodicity and sharp error estimates of the stochastic gradient Langevin dynamics

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/10/20

Time: 16:00-17:00

Speaker: Ismael Bailleul (Universite Rennes 1, France)

Title: Regularity structures for quasilinear singular SPDEs

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/10/12

Time: 10:00-11:00

Speaker: Yanxia Ren(任艳霞) (Peking University)

Title: Invariance principle for the maximal position process of branching Brownian motion in random environment

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/10/07

Time: 16:00-17:00

Speaker: Tommaso Rosati (University of Warwick)

Title: Global in time solutions to perturbations of the 2D stochastic Navier-Stokes equations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234





Date: 2022/09/28

Time: 10:00-11:00

Speaker: Yu Deng(邓煜) (University of Southern California)

Title: Invariant Gibbs measures for the three-dimensional cubic nonlinear wave equation

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/09/21

Time: 10:00-11:00

Speaker: Yongsheng Song (宋永生)(Chinese Academy of Sciences)

Title: Convergence rates of the CLT and LLN under sublinear expectations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/09/14

Time: 10:00-11:00

Speaker: Quoc-Hung NGUYEN (Chinese Academy of Sciences)

Title: Quantitative estimates for Lagrangian flows associated to non-Lipschitz vector fields

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/09/07

Time: 10:00-11:00

Speaker: Kening Lv(吕克宁) (Sichuan University)

Title: Ergodicity, mixing, limit theorem for quasi-periodically forced 2D stochastic Navier-Stokes equations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Summer School

Poster: PDF



Date: 2022/7/25, 27, 29

Time: 9:00-11:00

Speaker: Zhenqing Chen(陈振庆) (University of Washington )

Title: Long range random walks on infinite groups

Abstract: PDF 提取码:1234

Notes: note1, note2, note3 提取码:1234

Video 1

Video 2

Video 3




Date: 2022/7/26, 28, 30

Time: 9:00-11:00

Speaker: Sam Punshon-Smith (Institute for Advanced Study, Princeton, NJ)

Title: Chaos and mixing by stochastic velocities

Abstract: PDF 提取码:1234

Notes: note1, note2, note3 提取码:1234

Video 1

Video 2

Video 3

Turbulence simulation



Date: 2022/7/25, 27, 29

Time: 15:00-17:00

Speaker: Roland Bauerschmidt (University of Cambridge)

Title: Stochastic dynamics and renormalisation

Abstract: PDF 提取码:1234

Notes: note1, note2, note3 提取码:1234

Video 1

Video 2

Video 3




Date: 2022/7/26, 28, 30

Time: 15:00-17:00

Speaker: Jian Ding(丁剑)( Peking University )

Title: Recent progress on random field Ising model

Abstract: PDF 提取码:1234

Notes: note1, note2, note3 提取码:1234

Video 1

Video 2

Video 3


Date: 2022/06/22

Time: 10:00-11:00

Speaker: Fengyu Wang(王凤雨) (Tianjin University)

Title: Wasserstein Limit for Empirical Measures of Diffusion Processes

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/06/15

Time: 10:00-11:00

Speaker: Matias Gonzalo Delgadino (University of Texas)

Title: Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/06/08

Time: 16:00-17:00

Speaker: Chenmin Sun (孙晨旻) (Université Paris-Est-Créteil-Val-de-Marne)

Title: Weak universality for a class of nonlinear wave equations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/06/01

Time: 16:00-17:00

Speaker: Fei Pu (蒲飞) (Beijing Normal University)

Title: Gaussian fluctuation for spatial average of super-Brownian motion

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/05/25

Time: 10:30-11:30

Speaker: Liping Li (李利平) (Chinese Academy of Sciences)

Title: Generalizing Dirichlet-to-Neumann operators

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/05/18

Time: 10:00-11:00

Speaker: Guohuan Zhao (赵国焕) (Chinese Academy of Sciences)

Title: On SDEs with critical drifts in Lebesgue space

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/05/11

Time: 10:00-11:00

Speaker: Shanjian Tang (汤善健) (Fudan University)

Title: Mean field games with mean-field-dependent volatility, and associated coupled quasilinear forward-backward parabolic equations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/05/06

Time: 16:00-17:00

Speaker: Arnulf Jentzen (The Chinese University of Hong Kong, Shenzhen and University of Muenster)

Title: Overcoming the curse of dimensionality: from nonlinear Monte Carlo to deep learning

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/04/27

Time: 16:00-17:00

Speaker: Xuemei Li (李雪梅) (Imperial College London)

Title: A continuous spectrum of effective motions

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/04/20

Time: 10:00-11:00

Speaker: Zechun Hu (胡泽春) (Sichuan University)

Title: Three favorite edges occurs infinitely often for one-dimensional simple random walk

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/04/13

Time: 16:00-17:00

Speaker: Huilin Zhang (张会林) (Shandong University)

Title: Rough paths with jumps and its application in homogenization

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/04/07

Time: 16:00-17:00

Speaker: Zhongmin Qian (钱忠民) (University of Oxford)

Title: The closure problem in random vortex methods and functional SDEs

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/31

Time: 16:00-17:00

Speaker: Peter Friz (TU Berlin)

Title: A theory of rough differential equations

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/23

Time: 10:00-11:00

Speaker: Renmin Song (宋仁明) (University of Illinois at Urbana-Champaign)

Title: Potential theory of Markov processes degenerate at the boundary

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/16

Time: 10:00-11:00

Speaker: Wei Liu (刘伟) (Wuhan University)

Title: Uniform Poincare inequalities and logarithmic Sobolev inequalities for mean field particle systems

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/09

Time: 16:00-17:00

Speaker: Jean-Christophe Mourrat (ENS Lyon)

Title: Quantitative homogenization of interacting particle systems

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/08

Time: 9:00-10:00

Speaker: Roland Bauerschmidt (University of Cambridge)

Title: Log-Sobolev inequality for \Phi^4_d measures

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video




Date: 2022/03/02

Time: 10:00-11:00

Speaker: Zenghu Li (李增沪) (Beijing Normal University)

Title: 分枝过程,随机树与随机过程

Abstract: PDF 提取码:1234

Slides: PDF 提取码:1234

Video


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