Working Group ”Witten-Laplacian”
- March 5th
- 13h30-15h00 – definition and motivation from the small temperature asymptotics of Brownian dynamics spectral gap. (G. Di Gesu and D. Le Peutrec).
- 15h00-16h00 – Discrete exterior calculus (A. Ern and L. Monasse).
- 16h00 – Discussion.
- April 16 th – WKB Approximation (D. Le Peutrec)
- September 3rd – ”Probabilistic interpretation of Witten-Laplace” – Stochastic flows and Witten-Laplacian (T. lelièvre and M. Rousset)
- May 13th – WKB, Morse inequality”
- TBA (T. Lelièvre)
- Morse inequality (B. Nectoux)
- November 24th – ”Witten-Laplace and probability”, – ”Discussion on stoch geometric flows and Witten, and on last results of LePeutrec/DiGesu” (M. Rousset, D.LePeutrec and G.DiGesu).
Working Group ”Large Deviations and Markov Processes”
- March 4th
- 10h00-11h30 Introduction to large time large deviations for empirical distributions of Markov processes and chains (J. Reygner and M. Rousset)
- 13h00 Discussion.
- April 15th
- Application to variance calculation of occupation measure (G.Stoltz)
- Application to importance sampling (T. Lelièvre)
- May 5th
- Application to importance sampling (follow-up) (T. Lelièvre)
- Friedlin-Wentzell theory (J. Reygner)
- June 22nd
- Friedlin-Wentzell theory (J. Reygner)
- Non-reversible Metropolis (Z. Trstanova)
- October 5th – “Large Deviations and Rare Events”, with material coming from Paul Dupuis’ work.
- November 23rd – ”Large Deviations and Rare Events”, Adaptive Multilevel Splitting methods for rare events simulation (A. Guyader).
- November 30th – ”Processus Markoviens conditionnés à des grandes déviations” (Hugo Touchette).
