Título: Reversible Markov chains with nonnegative spectrum

Palestrante: Roberto Imbuzeiro Oliveira (IMPA)
Data: 24/05/2021
Horário: 15:00h
Local: Transmissão online.

Confira AQUI o link para transmissão.

Resumo: The title of the talk corresponds to a family of interesting random processes, which includes lazy random walks on graphs and much beyond them. Often, a key step in analysing such processes is to estimate their spectral gaps (ie. the difference between two largest eigenvalues). It is thus of interest to understand what else about the chain we can know from the spectral gap. We will present a simple comparison idea that often gives us the best possible estimates. In particular, we re-obtain and improve upon several known results on hitting, meeting, and intersection times; return probabilities; and concentration inequalities for time averages. We then specialize to the graph setting, and obtain sharp inequalities in that setting. This talk is based on work that has been in progress for far too long with Yuval Peres.

All the talks are held in English.

The videos of the online seminars held in 2020 are available at HERE. 

For the 2021 series, a few days after each meeting the video should be available at HERE. 

Título: Energy estimates and convergence of weak solutions of the porous medium equation

Palestrante: Adriana Neumann (UFRGS)
Data: 10/05/2021
Horário: 15:00h
Local: Transmissão online.

Confira AQUI o link para a transmissão.

Resumo: In this talk, we study the convergence in the strong sense, with respect to the L^2-norm, of the weak solution of the porous medium equation (for short PME) with a type of Robin boundary conditions, by tuning a parameter either to zero or to infinity. The limiting function solves the same equation with Neumann (resp. Dirichlet) boundary conditions when the parameter is taken to zero (resp. infinity).

The keystone to prove this convergence result is a sufficiently strong energy estimate to the weak solution of the PME with a type of Robin boundary conditions.
Our approach to obtaining it is to consider an underlying microscopic dynamics, given by an interacting particle system, whose space-time evolution of the density of particles is ruled by the solution of those equations. We called this microscopic dynamic by the porous medium model (PMM) with slow boundary. The relation between the PMM and PME is stated in the paper, through the hydrodynamic limit for the PMM with slow boundary.

It is a joint work with Patrícia Gonçalves (IST - Lisbon) and Renato De Paula (IST - Lisbon), see more HERE.

All the talks are held in English.

The videos of the online seminars held in 2020 are available at HERE. 

For the 2021 series, a few days after each meeting the video should be available HERE.

Título: Random walks in cooling random environments: a journey on the one-dimensional lattice

Palestrante: Luca Avena (Leiden University)
Data: 17/05/2021
Horário: 15:00h
Local: Transmissão online.

Confira AQUI o link para a transmissão.

Resumo: RWRE (Random Walk in Random Environment) is a classical model for particles moving in a non-homogeneous medium presenting impurities. It consists of a random walk on a graph with random transition probabilities determined by an underlying (static) field of random variables. The long term behavior of RWRE is well-understood, at least on the one-dimensional integer lattice, where trapping effects due to the spatial non-homogeneities lead to very different results than for a standard homogeneous random walk (e.g. non-local recurrence criterion, transient sub-ballistic regimes, anomalous diffusions, sub-exponential large deviations, aging).

In this talk we are interested in perturbing the underlying static random environment by repeatedly re-sampling it from a given law along a sequence of prescribed times, the so-called cooling sequence. This perturbation makes the environment dynamic and the resulting model, recently introduced in the literature, is referred to as RWCRE (Random Walk in Cooling Random Environment).

Depending on the choice of the cooling sequence, RWCRE may present strong homogenization as for a homogeneous Random Walk, or can lead to strong trapping effects as for RWRE. A surprisingly rich palette of possible limit scenarios have been explored in a series of recent papers and ongoing works on the one-dimensional lattice. I plan to give an account of these results and related techniques. Particular emphasis will be given to fluctuations and scaling limits where crossovers and mixtures of different laws emerge as a function of the structure of the cooling sequence.

Based on joint works with Yuki Chino (Taiwan), Conrado da Costa (Durham), Frank den Hollander (Leiden) and Jonathan Peterson (Purdue).

Título: Random growth in 1+1 dimensions, KPZ and KP

Palestrante: Daniel Remenik
Data: 28/04/2021
Horário: 11:00h
Local: Transmissão online.

Confira AQUI o link para a transmissão.

Resumo: The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of all models in the KPZ universality class, a broad collection of models including one-dimensional random growth, directed polymers and particle systems. In particular, it contains all of the rich fluctuation behavior seen in the class, which for some initial data relates to distributions from random matrix theory (RMT). In this talk I'm going to introduce this process and explain how its finite-dimensional distributions are connected to a famous integrable dispersive PDE, the Kadomtsev-Petviashvili (KP) equation (and, for some special initial data, the simpler Korteweg-de Vries equation). I will also describe how this relation provides an explanation for the appearance in the KPZ universality class of the Tracy-Widom distributions from RMT.