Seminario Padova - Lucio Galeati
Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Buongiorno, Segnaliamo che il seminario di Lucio Galeati di domani alle 14:30 sarà trasmesso anche su zoom. Di seguito il link. Titolo e abstract in basso. Saluti Alekos Cecchin Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Entra nella riunione in Zoom https://unipd.zoom.us/j/84439053899?pwd=mMbFZcyxQEduQmrm0KVroqLmmk3STv.1 ID riunione: 844 3905 3899 Codice daccesso: 560749 --- Un tocco su dispositivo mobile +12532158782,,84439053899# Stati Uniti (Tacoma) +13017158592,,84439053899# Stati Uniti (Washington DC) --- Partecipa tramite SIP 84439053899@zoomcrc.com <mailto:84439053899@zoomcrc.com> Codice daccesso: 560749 Istruzioni per la partecipazione https://unipd.zoom.us/meetings/84439053899/invitations?signature=XKCz2j64vks ILUU9MNmDV1fjiQTFq7E_Bftjmhke1SQ Da: Alekos Cecchin via Random <random@lists.dm.unipi.it> Inviato: venerdì 21 novembre 2025 15:45 A: random@mail.dm.unipi.it Oggetto: [Random] Seminario Padova - Lucio Galeati Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (5 Dicembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Josep Vives (Universitat de Barcelona) <https://webgrec.ub.edu/webpages/000006/ang/josep.vives.ub.edu.html> https://webgrec.ub.edu/webpages/000006/ang/josep.vives.ub.edu.html Title: Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin Calculus approach Date: December 5, 2025, at 14:30, 2BC30 Abstract: Using Malliavin calculus techniques, we obtain formulas for computing Greeks under different rough Volterra stochastic volatility models. Due to the fact that underlying prices are not always square integrable, we extend the classical integration by parts formula to integrable but not necessarily square integrable functionals. First of all, we obtain formulas for general stochastic volatility (SV) models, concretely the Greeks Delta, Gamma, Vega and we introduce the Greek with respect to the roughness parameter. Then, the particular case of rough Volterra SV models is analyzed. Finally, three examples are treated in detail: the family of alpha-RFSV models, that includes rough versions of SABR and Bergomi models, a mixed alpha-RFSV model with two different Hurst parameters representing short (roughness) and long memory, and the rough Stein-Stein model. For different models and Greeks we show a numerical convergence of our formulas in Monte Carlo simulations and depict for example a dependence of the Greeks on the roughness parameter. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Buongiorno a tutti, Vorremmo segnalarvi che Giovedì prossimo (11 Dicembre) alle 13:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Mattia Martini (Centre de Mathématiques Appliquées (CMAP)) <https://mattiamartini.github.io/> https://mattiamartini.github.io Title: Randomized Approach to Mean Field Control Date: December 11, 2025, at 13:30, 2BC30 Abstract: This talk aims to show how randomizing the dynamics in mean field control can help regularize the associated HamiltonJacobi equation. A key challenge in this approach lies in constructing a suitable notion of noise on the space of probability measures. To this end, we rely on the DirichletFerguson diffusion process, as studied by Dello Schiavo [AOP 22]. We first examine the effect of this noise on a system of uncontrolled interacting particles and show that it induces a regularizing effect at the level of the corresponding backward Kolmogorov equation. We then analyze a mean field control problem driven by this noise and prove that the associated HamiltonJacobi equation admits a unique solution in an appropriate functional space, even when the coefficients have limited regularity. The talk is based on a joint work with F. Delarue (Nice) and G. Sodini (Vienna). Vi aspettiamo numerosi! Il seminario verrà trasmesso anche su zoom, di seguito il link. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/ ----------- Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom. Entra nella riunione in Zoom https://unipd.zoom.us/j/83072722320?pwd=0FOVV8IQAYBwaHLYTlba8lXWptaahj.1 ID riunione: 830 7272 2320 Codice daccesso: 386904 --- Un tocco su dispositivo mobile +12532050468,,83072722320# Stati Uniti +12532158782,,83072722320# Stati Uniti (Tacoma) --- Partecipa tramite SIP 83072722320@zoomcrc.com <mailto:83072722320@zoomcrc.com> Codice daccesso: 386904 Istruzioni per la partecipazione https://unipd.zoom.us/meetings/83072722320/invitations?signature=2wZNURrorsD mpxUl-uuIg6hGS0WZJh7H_pYFbXlOqsc
Buongiorno a tutti, Vorremmo segnalarvi che Venerdì prossimo (23 Gennaio) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Aran Alexandre Pooladian (Yale University) <https://arampooladian.com/> https://arampooladian.com Title: Statistical estimation of optimal transport maps and beyond Date: January 23, 2026, at 14:30, 2AB40 Abstract: In many data-driven domains, a standard task is to understand how one distribution transforms into another on the basis of samples, with the goal of estimating this transformation for unseen out-of-sample points. The optimal transport map is one such canonical transformation between two distributions, which has been widely used in applied statistical problems, machine learning, and economics. Many estimators in the literature are prohibitively expensive and do not scale to settings where the number of samples is large or if the dimension is moderately large. To remedy both of these issues, we propose and analyze the entropic transport map, a computationally efficient estimator of the optimal transport map based on entropic optimal transport (Cuturi, 2013). Due to Sinkhorn's algorithm, we can take advantage of many samples for the purposes of estimation while maintaining a near-optimal convergence rate in the low-smoothness regime. Recently, we leveraged these results to provide statistical estimation rates for the Schrödinger bridge between two distributions. This is joint work with Jonathan Niles-Weed (NYU). Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
participants (1)
-
alekos.cecchin＠unipd.it