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Seminario di Stefano Pagliarani a Pisa
by Dario Trevisan 15 Mar '19

15 Mar '19

Cari colleghi, annuncio il seguente seminario che si terrà lunedì 25 marzo, alle 14:00, nella Sala Seminari presso il dipartimento di Matematica dell'università degli studi di Pisa. Dear colleagues, I would like to announce the following talk that will be held on Monday, 25 March 2019, at 2 PM, in Sala Seminari, Department of Mathematics, University of Pisa. #### Speaker: Stefano Pagliarani (Università degli studi di Udine) Title: Contraction methods for a class of McKean-Vlasov (mean-field) SDEs with jumps. Abstract: We consider two prototype classes of McKean-Vlasov (mean-field) SDEs with jumps. In the first case, the coefficient is assumed to be affine in the state-variable, only measurable in the law, and the dynamics allow for Lévy jumps. We study the equivalent functional fixed-point equation for the unknown time-dependent coefficients of the associated Markovian SDE. By proving a contraction property for the functional map in a suitable normed space, we infer existence and uniqueness results for the MK-V SDE, and derive a discretized Picard iteration method that approximates the law of the solution. Numerical illustrations show the effectiveness of the method, which appears to be appropriate to handle multi-dimensional settings. We finally describe possible extensions and generalizations to more general settings. The second class of MKV SDEs that we consider allows for self-exicitng jumps, which amounts to having jumps through hitting the boundary in the equivalent large particle system. The corresponding PDE problem is a particular instance of free-boundary problems known as supercooled Stefan-like problems. We write a Volterra equation for the free boundary and prove contraction results that are useful to determine the properties of the solution and to provide convergent numerical schemes. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Workshop for young researchers in complex systems "Complexity72h" @ IMT Lucca, 17-21 Jun
by Bruno Matteo 15 Mar '19

15 Mar '19

Dear all, Please spread the word of the workshop "Complexity72h", intended for the participation of students and young researchers in the area of complex systems. The applications close in only two days but it's very likely that there will be a one week extension. The workshop Complexity72h is an interdisciplinary event whose aim is to bring together young researchers from different fields of complex systems. Inspired by the 72h Hours of Science, participants will form working groups aimed at carrying out a project in a three-day time, i.e. 72 hours. Each group's goal is to upload on the arXiv a report of their work by the end of the event. A team of tutors will propose the projects, and assist and guide each group in developing their project. Alongside teamwork, participants will attend lectures from scientists coming from different fields of complex systems, and applied workshops. The workshop is organized and will be hosted by the IMT School for Advanced Studies Lucca. The workshop is addressed to Master students, PhD students and postdocs in complex systems, network science & data science. The fee is 250 euros and it includes participation, lectures, accommodation for 5 nights, coffee breaks, social dinner. 11 Feb 2019 applications start 17 Mar 2019 application deadline (likely to be extended) 25 Mar 2019 notification of acceptance 8 Apr 2019 payment acceptance 17-21 Jun 2019 workshop You can find all the information at the following link: https://complexity72h.weebly.com Best regards, Matteo Bruno

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Seminario di Pietro Rigo a Bologna
by Massimo Campanino 14 Mar '19

14 Mar '19

Il giorno venerdì 22 marzo alle ore 14:30 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: On the existence of continuous processes with given one-dimensional distribution Abstract: Let $\mathcal{P}$ be the collection of Borel probability measures on $\mathbb{R}$, equipped with the weak* topology, and let $\mu:[0,1]\rightarrow\mathcal{P}$ be a continuous map. Say that $\mu$ is presentable if $X_t\sim\mu_t$, $t\in [0,1]$, for some real process $X$ with continuous paths. It may be that $\mu$ fails to be presentable. Conditions for presentability are given in this note. For instance, $\mu$ is presentable if $\mu_t$ is supported by an interval for all but countably many $t$. In addition, assuming $\mu$ presentable, we investigate whether there is a continuous process $X$ with the same finite dimensional distributions as the quantile process $Q$ induced by $\mu$. The latter is defined, on the probability space $((0,1),\mathcal{B}(0,1),\,$Lebesgue measure$)$, by \begin{gather*} Q_t(\alpha)=\inf\,\bigl\{x\in\mathbb{R}:\mu_t(-\infty,x]\ge\alpha\bigl\}\quad\quad\text{for all }t\in [0,1]\text{ and }\alpha\in (0,1). \end{gather*} Various open problems are stated as well.

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Conferenza "Population dynamics and statistical physics in synergy II", 1-3 Aprile 2019
by Cristian Giardina 14 Mar '19

14 Mar '19

Dear colleagues, We organize from 1 to 3 April 2019 a conference entitled "Population dynamics and statistical physics in synergy II". It will take place at the Centro di Ricerca Matematica E. De Giorgi (Pisa). The purpose of the meeting is to highlight the use of concepts and methods from probability theory and statistical physics in the context of population dynamics and population genetics. Invited speakers: Siva Athreya, Bangalore Pierre Collet, Ecole Polytechnique Cristina Costantini, Chieti-Pescara Paolo Dai Pra, Padova Frank den Hollander, Leiden Timon Idema, Delft Paul Jenkins, Warwick Thomas Kurtz, Madison-Wisconsin Martin Mohle, Tubingen Margriet Oomen, Leiden Matteo Ruggiero, Torino Emmanuel Schertzer, Paris Matteo Smerlak, Max Planck Institute Dario Spanò, Warwick Jan Swart, Prague More information available on the web site: http://www.crm.sns.it/event/443/ With best regards, The organizers Ellen Baake Cristian Giardinà Frank Redig

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DGA-Inria PhD position at Sophia-Anitipolis, France. Deadline : April 10th 2019. Contact : Josiane ZERUBIA, Inria-SAM
by Josiane Zerubia 14 Mar '19

14 Mar '19

Hello, Could you please post the following PhD position at INRIA in Sophia-Anitipolis (see pdf in attachment)?. the deadline for application is April 10th, 2019. Many thanks in advance, Josiane -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France phone: +33 4 92 38 78 65, fax: +33 4 92 38 78 58 email: Josiane.Zerubia(a)inria.fr web: http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html

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Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April)
by Gianmarco Bet 13 Mar '19

13 Mar '19

Dear colleagues, We are pleased to announce that the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop will take place at Villa Finaly (Florence) from 8 to 10 April 2019. The subjects of the talks will cover a large spectrum of topics, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. We especially encourage the participation of young researchers, who will benefit from interactions with the invited speakers and other senior researchers. In particular, we invite young researchers to present their work at the poster session. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (L Aquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). More information as well as a registration form are available on the web site: https://indico.math.cnrs.fr/e/Florence2019 <https://indico.math.cnrs.fr/e/Florence2019> We hope very much for your participation. For logistic reasons, we encourage you to subscribe as soon as possible. Thank you. The organizers Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada

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Seminario di Pietro Rigo a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

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Seminario di Paolo Dai Pra a Bologna
by Massimo Campanino 13 Mar '19

13 Mar '19

Il giorno venerdì 22 marzo alle ore 12 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna, piazza Porta S. Donato 5, il prof. Paolo Dai Pra del Dipartimento di Matematica dell'Università di Padova terrà un seminario dal titolo: Thermodynamic limit and phase transitions in non-cooperative games: some mean-ﬁeld examples Abstract: In stochastic dynamics inspired by Statistical Mechanics the interaction between diﬀerent particles, or agents, is usually expressed as a given function of their states. The behavior of the system, in the limit of inﬁnitely many particles (thermodynamic limit), may change dramatically by small changes in the parameters of the model: when this occurs we say there is a phase transition. In many applications the interaction cannot be given a priori but it is rather a result of agents’ strategy, aimed at optimizing a given performance. Using the simplest models of this nature, mean ﬁeld games, we illustrate some examples of phase transitions, pointing to diﬃculties in the proof of the thermodynamic limit.

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I: W3 Professorship Mathematical Foundations of Data Science (fwd)
by Tiziano Vargiolu 12 Mar '19

12 Mar '19

From: Robert Stelzer <robert.stelzer(a)uni-ulm.de> Date: 12. March 2019 at 14:51:22 CET To: Imma Curato <imma.curato(a)uni-ulm.de> Subject: Fwd: W3 Professorship Mathematical Foundations of Data Science -------- Weitergeleitete Nachricht -------- Betreff: W3 Professorship Mathematical Foundations of Data Science Datum: Tue, 12 Mar 2019 14:00:47 +0100 Von: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> Antwort an: Robert Stelzer <robert.stelzer(a)UNI-ULM.DE> An: APPLIEDPROB(a)JISCMAIL.AC.UK Dear Colleagues, The mathematics department at Ulm University is looking for a professor for the mathematical foundations of data science. Applicants from all fields related to data science, such as statistics, numerics, analysis, continuous and discrete optimisation, are welcome. Teaching could initially be in English. For more information see https://stellenangebote.uni-ulm.de/jobposting/4bddc7442f16a82da63af6b6b80907 378357ce53 Application deadline: 21.03.2019 Best regards, Robert Stelzer -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/webadmin?SUBED1=APPLIEDPROB&A=1 -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstra?e 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email: robert.stelzer(a)uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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A``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 22 Marzo 2019 (Gallavotti e Rolles)
by Francesca Romana Nardi 12 Mar '19

12 Mar '19

Siamo felici di annunciarvi la settima giornata di seminari: A ``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 March 2019 Lecturers: Giovanni Gallavotti (Roma) and Silke Rolles (Munich) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazionei su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Prof. Giovanni Gallavotti (Universita` di Roma La Sapienza) Title: Title: Statistical ensembles, entropy and probability in statistical mechanics, and extension to chaotic motions. Abstract: A historical view on the theoretical developments generated by Boltzmann's attempt to find a mechanical interpretation of the second principle, from the action principle to the Boltzmann's equation to phase transitions and their universality to the modern developments in the non-equilibrium thermodynamics. In the second part the case of fluid mechanics and an interpretation of viscosity and irreversibility will be analyzed and related to an extension of the statistical ensembles to non-equilibrium phenomena. Prof. Silke Rolles (Technical University of Munich) Title: Processes with reinforcement. Abstract: In 1986, Persi Diaconis introduced edge-reinforced random walk as a simple model for a tourist exploring an unknown city. Already then, he raised the question of recurrence and transience of this process on the d-dimensional integer lattice. Since edge-reinforced random walk is more likely to traverse edges that have been traversed often before and simple random walk is recurrent in dimension 2, recurrence of edge-reinforced random walk on the two-dimensional integer lattice may seem intuitively clear. However, a proof of this result was only found in 2015 by Sabot and Zeng. For dimensions larger or equal to 3 a phase transition between recurrence and transience was shown by Disertori, Sabot and Tarres in 2011 and 2014. In the talk I will give an overview of the subject and present some basic techniques. In particular, the edge-reinforced random walk is a mixture of reversible Markov chains with an explicitly known mixing measure. In a special case, this can be illustrated with an analogous result for the Polya urn. Program: 11.00-11.45 Introductory lecture: Gallavotti 11.45-12.00 Break 12.00-12.45 Seminar: Gallavotti 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rolles 15.15-15.30 Break 15.30-16.30 Seminar: Rolles Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web http://web.math.unifi.it/users/fnardi/seminari/ Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un catering con cibi vegerariani e non, percio` ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiedo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it, con l'intenzione di partecipare al coffe break, al pranzo, o solo al seminario. Resta fermo il fatto che ci sono molte altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi e Gianmarco Bet Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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