Events of the ERC MsMath 2015

  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).